N-CSRS 1 d569220dncsrs.htm HARTFORD MUTUAL FUNDS INC/CT HARTFORD MUTUAL FUNDS INC/CT

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-CSR

CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT

INVESTMENT COMPANIES

Investment Company Act file number: 811-07589

THE HARTFORD MUTUAL FUNDS, INC.

(Exact name of registrant as specified in charter)

690 Lee Road, Wayne, Pennsylvania 19087

(Address of Principal Executive Offices) (Zip Code)

Thomas R. Phillips, Esquire

Hartford Funds Management Company, LLC

690 Lee Road

Wayne, Pennsylvania 19087

(Name and Address of Agent for Service)

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

Date of fiscal year end: October 31

Date of reporting period: April 30, 2018

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

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

 


Item 1. Reports to Stockholders.

 


LOGO

 


LOGO

A MESSAGE FROM THE PRESIDENT

Dear Shareholders:

Thank you for investing in Hartford Funds. The following is the Funds’ Semi-Annual Report, covering the period from November 1, 2017 through April 30, 2018.

Market Review

While U.S. stocks, as measured by the S&P 500 Index (the “Index”),1 saw a 21.8%

 

return as of 2017 year end, U.S. equities have experienced a nearly flat return of 0.4% along with increased volatility year-to-date as of April 30.

The Index has experienced more than 20 days with swings of 1% or more this year, compared to eight days for all of 2017. Rising interest rates, inflation anxiety, and concerns surrounding U.S. tariffs and trade policies have contributed to the return of volatility.

In the six-month period that ended April 30, 2018, the U.S. Federal Reserve (Fed) continued its cycle of interest-rate increases by raising rates twice, each time by 0.25%. As of the end of April, short-term rates range from 1.5% to 1.75%. At the time of this writing, expectations were for a continued gradual increase throughout 2018. Central banks overseas are also expected to begin removing accommodative policies by raising interest rates, which may impact global markets.

Going forward, politics both at home and abroad are likely to continue playing a key role in driving market movements. In December, the first significant overhaul of the U.S. tax code in more than 30 years was signed into law. Geopolitical tensions continue to persist around U.S. engagement with Syria and North Korea, heightening market uncertainty. In Europe, uncertainty remains with respect to Britain’s “Brexit” undertaking to leave the European Union, which could influence markets or cause an uptick in volatility.

We encourage you to maintain a strong relationship with your financial advisor, who can help guide you through shifting markets confidently. He or she can help you proactively build a portfolio that takes market uncertainty into account, along with your unique investment goals and risk tolerances. Your financial advisor can help you find a fit within our family of funds as you work toward those goals.

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

 

LOGO

James Davey

President

Hartford Funds

 

1  S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks. The index is unmanaged and not available for direct investment. Past performance is not indicative of future results.


Hartford Domestic Equity Funds

Table of Contents

 

Fund Performance and Summary

     2  

Expense Examples

     26  

Financial Statements:

  

Schedules of Investments:

  

The Hartford Capital Appreciation Fund

     33  

Hartford Core Equity Fund

     39  

The Hartford Dividend and Growth Fund

     43  

The Hartford Equity Income Fund

     47  

The Hartford Growth Opportunities Fund

     51  

The Hartford Healthcare Fund

     55  

The Hartford MidCap Fund

     59  

The Hartford MidCap Value Fund

     63  

Hartford Quality Value Fund (formerly, The Hartford Value Opportunities Fund)

     67  

Hartford Small Cap Core Fund

     71  

The Hartford Small Cap Growth Fund

     76  

The Hartford Small Company Fund

     82  

Statements of Assets and Liabilities

     88  

Statements of Operations

     94  

Statements of Changes in Net Assets

     98  

Financial Highlights

     103  

Notes to Financial Statements

     122  

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

     161  

Quarterly Portfolio Holdings Information

     161  


Fund Performance and Summary

The Hartford Capital Appreciation Fund inception 07/22/1996

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     3.92%        11.82%        11.38%        6.08%  

Class A3

     -1.80%        5.67%        10.13%        5.49%  

Class C2

     3.50%        10.99%        10.58%        5.33%  

Class C3

     2.62%        10.05%        10.58%        5.33%  

Class I2

     4.05%        12.13%        11.73%        6.41%  

Class R32

     3.74%        11.45%        11.04%        5.79%  

Class R42

     3.89%        11.80%        11.38%        6.11%  

Class R52

     4.06%        12.13%        11.71%        6.43%  

Class R62

     4.10%        12.24%        11.81%        6.53%  

Class Y2

     4.09%        12.19%        11.81%        6.53%  

Class F2

     4.08%        12.22%        11.75%        6.42%  

Russell 3000 Index

     3.79%        13.05%        12.75%        9.13%  

S&P 500 Index

     3.82%        13.27%        12.96%        9.02%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

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

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

You cannot invest directly in an index.

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

Performance information may reflect historical waivers/reimbursements without which performance would have been lower.

 

 

 

  2  

 


The Hartford Capital Appreciation Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Capital Appreciation Fund Class A

     1.10%        1.10%  

Capital Appreciation Fund Class C

     1.83%        1.83%  

Capital Appreciation Fund Class I

     0.81%        0.81%  

Capital Appreciation Fund Class R3

     1.43%        1.43%  

Capital Appreciation Fund Class R4

     1.12%        1.12%  

Capital Appreciation Fund Class R5

     0.82%        0.82%  

Capital Appreciation Fund Class R6

     0.72%        0.72%  

Capital Appreciation Fund Class Y

     0.72%        0.72%  

Capital Appreciation Fund Class F

     0.72%        0.72%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross and Net expenses are the same. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. The Fund seeks to achieve its investment objective by allocating assets among different asset classes and/or portfolio management teams. There is no guarantee a Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Mid-cap securities can have greater risks and volatility than large-cap securities. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks are generally greater for investments in emerging markets. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Consumer Discretionary

     16.1

Consumer Staples

     4.3  

Energy

     2.2  

Financials

     15.2  

Health Care

     12.2  

Industrials

     11.3  

Information Technology

     26.3  

Materials

     5.3  

Real Estate

     3.0  

Telecommunication Services

     1.4  

Utilities

     0.9  
  

 

 

 

Total

     98.2
  

 

 

 

Short-Term Investments

     2.0  

Other Assets & Liabilities

     (0.2
  

 

 

 

Total

     100.0
  

 

 

 

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

 

 

 

  3  

 


Fund Performance and Summary

Hartford Core Equity Fund inception 04/30/1998

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     6.08%        14.77%        13.97%        9.50%  

Class A3

     0.24%        8.45%        12.68%        8.88%  

Class C2

     5.65%        13.89%        13.15%        8.69%  

Class C3

     4.65%        12.89%        13.15%        8.69%  

Class I2

     6.20%        15.01%        14.15%        9.59%  

Class R32

     5.88%        14.36%        13.66%        9.25%  

Class R42

     6.06%        14.75%        14.02%        9.56%  

Class R52

     6.20%        15.06%        14.34%        9.90%  

Class R62

     6.25%        15.17%        14.40%        9.96%  

Class Y2

     6.22%        15.09%        14.39%        9.96%  

Class F2

     6.25%        15.18%        14.18%        9.60%  

S&P 500 Index

     3.82%        13.27%        12.96%        9.02%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may

exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

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

You cannot invest directly in an index.

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

Performance information may reflect historical waivers/ reimbursements without which performance would have been lower.

 

 

 

  4  

 


Hartford Core Equity Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Core Equity Fund Class A

     0.77%        0.77%  

Core Equity Fund Class C

     1.51%        1.51%  

Core Equity Fund Class I

     0.51%        0.51%  

Core Equity Fund Class R3

     1.12%        1.12%  

Core Equity Fund Class R4

     0.81%        0.81%  

Core Equity Fund Class R5

     0.51%        0.51%  

Core Equity Fund Class R6

     0.41%        0.41%  

Core Equity Fund Class Y

     0.42%        0.42%  

Core Equity Fund Class F

     0.41%        0.41%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross and Net expenses are the same. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee a Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Consumer Discretionary

     12.0

Consumer Staples

     7.7  

Energy

     2.8  

Financials

     15.3  

Health Care

     15.8  

Industrials

     10.9  

Information Technology

     25.1  

Materials

     2.3  

Telecommunication Services

     1.6  

Utilities

     4.9  
  

 

 

 

Total

     98.4
  

 

 

 

Short-Term Investments

     1.5  

Other Assets & Liabilities

     0.1  
  

 

 

 

Total

     100.0
  

 

 

 

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

 

 

 

  5  

 


Fund Performance and Summary

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

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     2.21%        10.84%        11.15%        7.93%  

Class A3

     -3.41%        4.74%        9.90%        7.32%  

Class C2

     1.83%        9.99%        10.33%        7.13%  

Class C3

     0.91%        9.01%        10.33%        7.13%  

Class I2

     2.40%        11.16%        11.40%        8.20%  

Class R32

     2.04%        10.43%        10.78%        7.60%  

Class R42

     2.22%        10.78%        11.13%        7.94%  

Class R52

     2.37%        11.11%        11.46%        8.26%  

Class R62

     2.42%        11.22%        11.55%        8.36%  

Class Y2

     2.39%        11.13%        11.56%        8.36%  

Class F2

     2.40%        11.20%        11.43%        8.22%  

S&P 500 Index

     3.82%        13.27%        12.96%        9.02%  

Russell 1000 Value Index

     1.94%        7.50%        10.52%        7.30%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

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

Russell 1000 Value Index (reflects no deduction for fees, expenses or taxes) measures the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index measures the performance of the 1,000 largest companies in the Russell 3000 Index based on their market capitalization and current index membership.

You cannot invest directly in an index.

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

Performance information may reflect historical waivers/reimbursements without which performance would have been lower.

 

 

 

  6  

 


The Hartford Dividend and Growth Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Dividend and Growth Fund Class A

     1.01%        1.01%  

Dividend and Growth Fund Class C

     1.76%        1.76%  

Dividend and Growth Fund Class I

     0.78%        0.78%  

Dividend and Growth Fund Class R3

     1.36%        1.36%  

Dividend and Growth Fund Class R4

     1.05%        1.05%  

Dividend and Growth Fund Class R5

     0.75%        0.75%  

Dividend and Growth Fund Class R6

     0.65%        0.65%  

Dividend and Growth Fund Class Y

     0.66%        0.66%  

Dividend and Growth Fund Class F

     0.65%        0.65%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross and Net expenses are the same. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee a Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     6.2

Consumer Staples

     4.9  

Energy

     10.0  

Financials

     22.2  

Health Care

     13.3  

Industrials

     7.9  

Information Technology

     18.2  

Materials

     4.3  

Real Estate

     2.3  

Telecommunication Services

     3.2  

Utilities

     4.6  
  

 

 

 

Total

     97.1
  

 

 

 

Short-Term Investments

     2.8  

Other Assets & Liabilities

     0.1  
  

 

 

 

Total

     100.0
  

 

 

 

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

 

 

 

  7  

 


Fund Performance and Summary

The Hartford Equity Income Fund inception 08/28/2003

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     0.24%        8.11%        9.99%        8.33%  

Class A3

     -5.27%        2.17%        8.75%        7.72%  

Class C2

     -0.13%        7.29%        9.18%        7.54%  

Class C3

     -1.08%        6.29%        9.18%        7.54%  

Class I2

     0.38%        8.41%        10.29%        8.62%  

Class R32

     0.06%        7.71%        9.61%        7.98%  

Class R42

     0.21%        8.09%        9.95%        8.31%  

Class R52

     0.36%        8.37%        10.28%        8.64%  

Class R62

     0.41%        8.51%        10.39%        8.76%  

Class Y2

     0.39%        8.41%        10.38%        8.75%  

Class F2

     0.42%        8.53%        10.32%        8.63%  

Russell 1000 Value Index

     1.94%        7.50%        10.52%        7.30%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

been higher or lower.

Russell 1000 Value Index (reflects no deduction for fees, expenses or taxes) measures the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index measures the performance of the 1,000 largest companies in the Russell 3000 Index based on their market capitalization and current index membership.

You cannot invest directly in an index.

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

Performance information may reflect historical waivers/reimbursements without which performance would have been lower.

 

 

 

  8  

 


The Hartford Equity Income Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Equity Income Fund Class A

     1.01%        1.01%  

Equity Income Fund Class C

     1.75%        1.75%  

Equity Income Fund Class I

     0.76%        0.76%  

Equity Income Fund Class R3

     1.37%        1.37%  

Equity Income Fund Class R4

     1.07%        1.07%  

Equity Income Fund Class R5

     0.77%        0.77%  

Equity Income Fund Class R6

     0.67%        0.67%  

Equity Income Fund Class Y

     0.68%        0.68%  

Equity Income Fund Class F

     0.66%        0.66%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross and Net expenses are the same. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee a Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     3.0

Consumer Staples

     9.2  

Energy

     13.3  

Financials

     23.4  

Health Care

     15.5  

Industrials

     8.5  

Information Technology

     10.3  

Materials

     2.9  

Real Estate

     1.1  

Telecommunication Services

     3.3  

Utilities

     7.4  
  

 

 

 

Total

     97.9
  

 

 

 

Short-Term Investments

     2.1  

Other Assets & Liabilities

     0.0
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.

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

 

 

 

  9  

 


Fund Performance and Summary

The Hartford Growth Opportunities Fund inception 03/31/1963

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     5.38%        20.72%        15.77%        9.13%  

Class A3

     -0.41%        14.08%        14.47%        8.51%  

Class C2

     5.00%        19.85%        14.92%        8.35%  

Class C3

     4.08%        18.85%        14.92%        8.35%  

Class I2

     5.54%        21.05%        16.04%        9.43%  

Class R32

     5.20%        20.30%        15.40%        8.83%  

Class R42

     5.37%        20.70%        15.75%        9.17%  

Class R52

     5.53%        21.05%        16.09%        9.50%  

Class R62

     5.56%        21.15%        16.19%        9.60%  

Class Y2

     5.56%        21.12%        16.20%        9.60%  

Class F2

     5.58%        21.17%        16.07%        9.45%  

Russell 3000 Growth Index

     5.66%        18.78%        14.97%        10.78%  

Russell 1000 Growth Index

     5.68%        18.96%        15.13%        10.81%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

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

Russell 1000 Growth Index (reflects no deduction for fees, expenses or taxes) measures the performance of those Russell 1000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 1000 Index measures the performance of the 1,000 largest companies in the Russell 3000 Index based on their market capitalization and current index membership.

You cannot invest directly in an index.

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

Performance information may reflect historical waivers/reimbursements without which performance would have been lower.

 

 

 

  10  

 


The Hartford Growth Opportunities Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross

Growth Opportunities Fund Class A

     1.14%      1.14%

Growth Opportunities Fund Class C

     1.87%      1.87%

Growth Opportunities Fund Class I

     0.88%      0.88%

Growth Opportunities Fund Class R3

     1.47%      1.47%

Growth Opportunities Fund Class R4

     1.16%      1.16%

Growth Opportunities Fund Class R5

     0.87%      0.87%

Growth Opportunities Fund Class R6

     0.76%      0.76%

Growth Opportunities Fund Class Y

     0.77%      0.77%

Growth Opportunities Fund Class F

     0.76%      0.76%

 

* Expenses as shown in the Fund’s most recent prospectus. Gross and Net expenses are the same. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee a Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. •Mid-cap securities can have greater risks and volatility than large-cap securities. •The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur. •Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market. •The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     21.1

Consumer Staples

     1.0  

Energy

     2.1  

Financials

     4.9  

Health Care

     11.5  

Industrials

     9.1  

Information Technology

     44.8  

Materials

     3.4  

Real Estate

     1.1  
  

 

 

 

Total

     99.0
  

 

 

 

Short-Term Investments

     3.8  

Other Assets & Liabilities

     (2.8
  

 

 

 

Total

     100.0
  

 

 

 

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

 

 

 

  11  

 


Fund Performance and Summary

The Hartford Healthcare Fund inception 05/01/2000

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     2.11%        7.22%        14.70%        12.46%  

Class A3

     -3.50%        1.32%        13.41%        11.82%  

Class C2

     1.73%        6.45%        13.87%        11.66%  

Class C3

     0.78%        5.45%        13.87%        11.66%  

Class I2

     2.24%        7.50%        15.03%        12.78%  

Class R32

     1.96%        6.88%        14.36%        12.16%  

Class R42

     2.12%        7.21%        14.71%        12.52%  

Class R52

     2.25%        7.51%        15.04%        12.86%  

Class Y2

     2.30%        7.59%        15.16%        12.95%  

Class F2

     2.33%        7.61%        15.06%        12.80%  

S&P Composite 1500 Health Care Index

     3.11%        11.89%        14.08%        12.61%  

S&P 500 Index

     3.82%        13.27%        12.96%        9.02%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may

exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

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

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

You cannot invest directly in an index.

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

Performance information may reflect historical waivers/reimbursements without which performance would have been lower.

 

 

 

  12  

 


The Hartford Healthcare Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Healthcare Fund Class A

     1.31%        1.31%  

Healthcare Fund Class C

     2.05%        2.05%  

Healthcare Fund Class I

     1.03%        1.03%  

Healthcare Fund Class R3

     1.62%        1.62%  

Healthcare Fund Class R4

     1.32%        1.32%  

Healthcare Fund Class R5

     1.03%        1.03%  

Healthcare Fund Class Y

     0.93%        0.93%  

Healthcare Fund Class F

     0.91%        0.91%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross and Net expenses are the same. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee a Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Risks of focusing investments on the healthcare related sector include regulatory and legal developments, patent considerations, intense competitive pressures, rapid technological changes, potential product obsolescence, and liquidity risk. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. •Small- and mid-cap securities can have greater risks and volatility than large-cap securities.

Composition by Subsector

as of April 30, 2018

 

Subsector    Percentage of
Net Assets
 

Equity Securities

  

Biotechnology

     25.8

Food & Staples Retailing

     1.2  

Health Care Equipment & Supplies

     23.1  

Health Care Providers & Services

     17.9  

Health Care Technology

     2.5  

Life Sciences Tools & Services

     3.7  

Pharmaceuticals

     22.6  
  

 

 

 

Total

     96.8
  

 

 

 

Short-Term Investments

     3.3  

Other Assets & Liabilities

     (0.1
  

 

 

 

Total

     100.0
  

 

 

 

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

 

 

 

  13  

 


Fund Performance and Summary

The Hartford MidCap Fund inception 12/31/1997

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     6.81%        19.26%        14.10%        9.75%  

Class A3

     0.93%        12.70%        12.82%        9.14%  

Class C2

     6.41%        18.36%        13.27%        8.99%  

Class C3

     5.41%        17.36%        13.27%        8.99%  

Class I2

     6.97%        19.57%        14.37%        10.02%  

Class R32

     6.58%        18.84%        13.73%        9.53%  

Class R42

     6.77%        19.22%        14.08%        9.83%  

Class R52

     6.93%        19.57%        14.42%        10.12%  

Class R62

     6.99%        19.69%        14.54%        10.23%  

Class Y2

     6.99%        19.66%        14.53%        10.22%  

Class F2

     6.99%        19.71%        14.40%        10.03%  

S&P MidCap 400 Index

     2.83%        9.77%        11.77%        10.05%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

S&P MidCap 400 Index (reflects no deduction for fees, expenses or taxes) is a float-adjusted market capitalization-weighted index designed to measure the performance of the mid-cap segment of the market. The index is composed of 400 constituent companies.

You cannot invest directly in an index.

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

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

 

 

 

  14  

 


The Hartford MidCap Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

MidCap Fund Class A

     1.13%        1.13%  

MidCap Fund Class C

     1.87%        1.87%  

MidCap Fund Class I

     0.87%        0.90%  

MidCap Fund Class R3

     1.47%        1.47%  

MidCap Fund Class R4

     1.17%        1.17%  

MidCap Fund Class R5

     0.86%        0.86%  

MidCap Fund Class R6

     0.76%        0.76%  

MidCap Fund Class Y

     0.77%        0.77%  

MidCap Fund Class F

     0.75%        0.75%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual fee waivers or expense reimbursements. Net expenses reflect such arrangements only with respect to Class I. This arrangement remains in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee a Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Mid-cap securities can have greater risks and volatility than large-cap securities. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     5.5

Consumer Staples

     0.7  

Energy

     4.9  

Financials

     15.7  

Health Care

     17.2  

Industrials

     20.6  

Information Technology

     29.0  

Materials

     3.1  

Real Estate

     1.2  

Utilities

     1.9  
  

 

 

 

Total

     99.8
  

 

 

 

Short-Term Investments

     1.3  

Other Assets & Liabilities

     (1.1
  

 

 

 

Total

     100.0
  

 

 

 

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

 

 

 

  15  

 


Fund Performance and Summary

The Hartford MidCap Value Fund inception 04/30/2001

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     0.82%        7.64%        9.52%        8.81%  

Class A3

     -4.73%        1.72%        8.29%        8.20%  

Class C2

     0.52%        6.83%        8.74%        8.02%  

Class C3

     -0.46%        5.83%        8.74%        8.02%  

Class I2

     1.01%        7.87%        9.83%        9.09%  

Class R32

     0.72%        7.33%        9.23%        8.69%  

Class R42

     0.89%        7.67%        9.57%        8.96%  

Class R52

     0.96%        7.93%        9.89%        9.21%  

Class Y2

     1.05%        8.00%        10.00%        9.29%  

Class F2

     1.03%        8.10%        9.89%        9.12%  

Russell 2500 Value Index

     2.03%        6.97%        10.05%        8.97%  

Russell MidCap Value Index

     2.55%        6.83%        10.97%        9.22%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may

exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

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

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

You cannot invest directly in an index.

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

Performance information may reflect historical waivers/ reimbursements without which performance would have been lower.

 

 

 

  16  

 


The Hartford MidCap Value Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

MidCap Value Fund Class A

     1.24%        1.24%  

MidCap Value Fund Class C

     1.99%        1.99%  

MidCap Value Fund Class I

     0.99%        0.99%  

MidCap Value Fund Class R3

     1.52%        1.52%  

MidCap Value Fund Class R4

     1.22%        1.22%  

MidCap Value Fund Class R5

     0.91%        0.91%  

MidCap Value Fund Class Y

     0.83%        0.83%  

MidCap Value Fund Class F

     0.80%        0.80%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross and Net expenses are the same. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee a Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Mid-cap securities can have greater risks and volatility than large-cap securities. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur. Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Consumer Discretionary

     3.9

Consumer Staples

     3.8  

Energy

     8.3  

Financials

     21.9  

Health Care

     5.3  

Industrials

     16.7  

Information Technology

     12.5  

Materials

     9.8  

Real Estate

     9.7  

Telecommunication Services

     1.3  

Utilities

     5.1  
  

 

 

 

Total

     98.3
  

 

 

 

Short-Term Investments

     2.9  

Other Assets & Liabilities

     (1.2
  

 

 

 

Total

     100.0
  

 

 

 

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

 

 

 

  17  

 


Fund Performance and Summary

Hartford Quality Value Fund

(formerly, The Hartford Value Opportunities Fund) inception 01/02/1996

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     2.82%        7.32%        9.15%        7.79%  

Class A3

     -2.84%        1.42%        7.92%        7.18%  

Class C2

     2.42%        6.52%        8.36%        6.98%  

Class C3

     1.45%        5.52%        8.36%        6.98%  

Class I2

     2.97%        7.65%        9.50%        8.10%  

Class R32

     2.68%        6.97%        8.85%        7.51%  

Class R42

     2.84%        7.35%        9.20%        7.84%  

Class R52

     2.92%        7.61%        9.50%        8.16%  

Class R62

     3.05%        7.72%        9.59%        8.21%  

Class Y2

     3.00%        7.67%        9.58%        8.21%  

Class F2

     3.02%        7.70%        9.52%        8.11%  

Russell 1000 Value Index

     1.94%        7.50%        10.52%        7.30%  

Russell 3000 Value Index

     1.86%        7.42%        10.50%        7.39%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares. Class R6 shares commenced operations on 2/28/18. Performance prior to that date is that of the Fund’s Class Y shares.

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

Russell 1000 Value Index (reflects no deduction for fees, expenses or taxes) measures the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index measures the performance of the 1,000 largest companies in the Russell 3000 Index based on their market capitalization and current index membership.

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

Effective November 1, 2017, the Russell 3000 Value Index no longer is one of the Fund’s benchmarks. The investment manager, Hartford Funds Management Company, LLC, believes that the Russell 1000 Value Index better reflects the Fund’s revised investment strategy.

You cannot invest directly in an index.

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

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

 

 

 

  18  

 


Hartford Quality Value Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Quality Value Fund Class A

     1.05%        1.09%  

Quality Value Fund Class C

     1.80%        1.83%  

Quality Value Fund Class I

     0.77%        0.77%  

Quality Value Fund Class R3

     1.35%        1.37%  

Quality Value Fund Class R4

     1.05%        1.06%  

Quality Value Fund Class R5

     0.75%        0.77%  

Quality Value Fund Class R6

     0.65%        0.65%  

Quality Value Fund Class Y

     0.70%        0.71%  

Quality Value Fund Class F

     0.65%        0.65%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee a Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur. Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Consumer Discretionary

     5.3

Consumer Staples

     5.9  

Energy

     13.2  

Financials

     27.4  

Health Care

     12.6  

Industrials

     9.2  

Information Technology

     11.4  

Materials

     3.7  

Real Estate

     2.9  

Telecommunication Services

     2.1  

Utilities

     4.2  
  

 

 

 

Total

     97.9
  

 

 

 

Short-Term Investments

     2.4  

Other Assets & Liabilities

     (0.3
  

 

 

 

Total

     100.0
  

 

 

 

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

 

 

 

  19  

 


Fund Performance and Summary

Hartford Small Cap Core Fund inception 01/01/2005

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     0.93%        6.19%        8.71%        7.51%  

Class A3

     -4.62%        0.35%        7.48%        6.91%  

Class C2

     0.52%        5.33%        7.88%        6.74%  

Class C3

     -0.44%        4.33%        7.88%        6.74%  

Class I2

     1.10%        6.52%        8.92%        7.62%  

Class R32

     0.82%        5.93%        8.46%        7.51%  

Class R42

     1.00%        6.24%        8.80%        7.73%  

Class R52

     1.11%        6.57%        9.11%        7.94%  

Class R62

     1.14%        6.59%        9.17%        7.96%  

Class Y2

     1.14%        6.59%        9.17%        7.96%  

Class F2

     1.12%        6.62%        8.94%        7.63%  

Russell 2000 Index

     3.27%        11.54%        11.74%        9.49%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the

reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class R3, R4 and R5 shares commenced operations on 9/30/11. Performance prior to that date is that of the Fund’s Class Y shares. Class I shares commenced operations on 03/31/15. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares from 3/31/15 through 2/27/17 and Class A shares (excluding sales charges) prior to 3/31/15. Class R6 shares commenced operations on 2/28/18. Performance prior to that date is that of the Fund’s Class Y shares.

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

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

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

Russell 2000 Index (reflects no deduction for fees, expenses or taxes) is an index comprised of 2,000 of the smallest U.S.-domiciled company common stocks based on a combination of their market capitalization and current index membership.

You cannot invest directly in an index.

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

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

 

 

 

  20  

 


Hartford Small Cap Core Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Small Cap Core Fund Class A

     1.30%        1.34%  

Small Cap Core Fund Class C

     2.05%        2.11%  

Small Cap Core Fund Class I

     1.00%        1.00%  

Small Cap Core Fund Class R3

     1.50%        1.59%  

Small Cap Core Fund Class R4

     1.20%        1.29%  

Small Cap Core Fund Class R5

     0.90%        0.99%  

Small Cap Core Fund Class R6

     0.85%        0.87%  

Small Cap Core Fund Class Y

     0.85%        0.87%  

Small Cap Core Fund Class F

     0.85%        0.87%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee a Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Small-cap securities can have greater risks and volatility than large-cap securities. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Consumer Discretionary

     11.9

Consumer Staples

     4.1  

Energy

     4.7  

Financials

     16.2  

Health Care

     16.1  

Industrials

     14.8  

Information Technology

     15.5  

Materials

     3.1  

Real Estate

     7.3  

Telecommunication Services

     2.2  

Utilities

     0.6  
  

 

 

 

Total

     96.5
  

 

 

 

Short-Term Investments

     2.5  

Other Assets & Liabilities

     1.0  
  

 

 

 

Total

     100.0
  

 

 

 

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

 

 

 

  21  

 


Fund Performance and Summary

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

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     3.84%        13.11%        12.67%        11.04%  

Class A3

     -1.87%        6.89%        11.40%        10.42%  

Class C2

     3.49%        12.31%        11.89%        10.23%  

Class C3

     2.51%        11.31%        11.89%        10.23%  

Class I2

     4.04%        13.45%        13.00%        11.31%  

Class R32

     3.70%        12.76%        12.37%        10.74%  

Class R42

     3.87%        13.13%        12.73%        11.07%  

Class R52

     4.02%        13.47%        13.07%        11.40%  

Class R62

     4.08%        13.61%        13.16%        11.48%  

Class Y2

     4.06%        13.54%        13.17%        11.49%  

Class F2

     4.07%        13.59%        13.04%        11.33%  

Russell 2000 Growth Index

     5.46%        16.60%        13.07%        10.41%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

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

Russell 2000 Growth Index (reflects no deduction for fees, expenses or taxes) is an index of those Russell 2000 Index growth companies with higher price-to-book ratios and higher forecasted growth values. The Russell 2000 Index is an index comprised of 2,000 of the smallest U.S.-domiciled company common stocks based on a combination of their market capitalization and current index membership.

You cannot invest directly in an index.

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

Performance information may reflect historical waivers/ reimbursements without which performance would have been lower.

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

 

 

 

  22  

 


The Hartford Small Cap Growth Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Small Cap Growth Fund Class A

     1.26%        1.26%  

Small Cap Growth Fund Class C

     1.92%        1.92%  

Small Cap Growth Fund Class I

     0.86%        0.86%  

Small Cap Growth Fund Class R3

     1.49%        1.49%  

Small Cap Growth Fund Class R4

     1.18%        1.18%  

Small Cap Growth Fund Class R5

     0.87%        0.87%  

Small Cap Growth Fund Class R6

     0.77%        0.77%  

Small Cap Growth Fund Class Y

     0.79%        0.79%  

Small Cap Growth Fund Class F

     0.77%        0.77%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross and Net expenses are the same. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. The Fund seeks to achieve its investment objective by allocating assets among different asset classes and/or portfolio management teams. There is no guarantee a Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Small-cap securities can have greater risks and volatility than large-cap securities. •The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur. •Different investment styles may go in and out favor, which may cause a Fund to underperform the broader stock market.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     13.9

Consumer Staples

     3.3  

Energy

     2.2  

Financials

     5.7  

Health Care

     24.7  

Industrials

     16.4  

Information Technology

     25.1  

Materials

     3.8  

Real Estate

     2.2  

Telecommunication Services

     0.8  
  

 

 

 

Total

     98.1
  

 

 

 

Short-Term Investments

     3.5  

Other Assets & Liabilities

     (1.6
  

 

 

 

Total

     100.0
  

 

 

 

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

 

 

 

  23  

 


Fund Performance and Summary

The Hartford Small Company Fund inception 07/22/1996

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     7.03%        18.00%        10.16%        7.56%  

Class A3

     1.15%        11.51%        8.92%        6.96%  

Class C2

     6.59%        17.06%        9.36%        6.79%  

Class C3

     5.59%        16.06%        9.36%        6.79%  

Class I2

     7.15%        18.21%        10.42%        7.82%  

Class R32

     6.92%        17.74%        9.94%        7.35%  

Class R42

     7.09%        18.12%        10.28%        7.69%  

Class R52

     7.23%        18.43%        10.60%        8.00%  

Class R62

     7.26%        18.52%        10.70%        8.11%  

Class Y2

     7.27%        18.53%        10.69%        8.10%  

Class F2

     7.28%        18.53%        10.48%        7.85%  

Russell 2000 Growth Index

     5.46%        16.60%        13.07%        10.41%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

 

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

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

Russell 2000 Growth Index (reflects no deduction for fees, expenses or taxes) is an index of those Russell 2000 Index growth companies with higher price-to-book ratios and higher forecasted growth values. The Russell 2000 Index is an index comprised of 2,000 of the smallest U.S.-domiciled company common stocks based on a combination of their market capitalization and current index membership.

You cannot invest directly in an index.

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

Performance information may reflect historical or current expense waivers/

reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  24  

 


The Hartford Small Company Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Small Company Fund Class A

     1.39%        1.39%  

Small Company Fund Class C

     2.16%        2.18%  

Small Company Fund Class I

     1.13%        1.13%  

Small Company Fund Class R3

     1.56%        1.65%  

Small Company Fund Class R4

     1.26%        1.34%  

Small Company Fund Class R5

     0.96%        1.05%  

Small Company Fund Class R6

     0.91%        0.93%  

Small Company Fund Class Y

     0.91%        0.93%  

Small Company Fund Class F

     0.91%        0.93%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. The Fund seeks to achieve its investment objective by allocating assets among different asset classes and/or portfolio management teams. There is no guarantee a Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Small-cap securities can have greater risks and volatility than large-cap securities. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur. Different investment styles may go in and out favor, which may cause a Fund to underperform the broader stock market.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

 

Consumer Discretionary

     17.7

Consumer Staples

     1.9  

Energy

     1.1  

Financials

     5.2  

Health Care

     19.8  

Industrials

     14.9  

Information Technology

     30.0  

Materials

     4.8  

Real Estate

     0.1  
  

 

 

 

Total

     95.5
  

 

 

 

Short-Term Investments

     6.5  

Other Assets & Liabilities

     (2.0
  

 

 

 

Total

     100.0
  

 

 

 

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

 

 

 

  25  

 


Hartford Domestic Equity Funds

Expense Examples (Unaudited)

 

 

 

Your Fund’s Expenses

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of November 1, 2017 through April 30, 2018, except as indicated below. To the extent a Fund was subject to acquired fund fees and expenses during the period, acquired fund fees and expenses are not included in the annualized expense ratios below.

Actual Expenses

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

Hypothetical Example for Comparison Purposes

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

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

The Hartford Capital Appreciation Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,039.20     $     5.46     $     1,000.00     $     1,019.44     $     5.41       1.08     181       365  

Class C

  $ 1,000.00     $ 1,035.00     $ 9.18     $ 1,000.00     $ 1,015.77     $ 9.10       1.82     181       365  

Class I

  $ 1,000.00     $ 1,040.50     $ 4.05     $ 1,000.00     $ 1,020.83     $ 4.01       0.80     181       365  

Class R3

  $ 1,000.00     $ 1,037.40     $ 7.12     $ 1,000.00     $ 1,017.80     $ 7.05       1.41     181       365  

Class R4

  $ 1,000.00     $ 1,038.90     $ 5.56     $ 1,000.00     $ 1,019.34     $ 5.51       1.10     181       365  

Class R5

  $ 1,000.00     $ 1,040.60     $ 4.05     $ 1,000.00     $ 1,020.83     $ 4.01       0.80     181       365  

Class R6

  $ 1,000.00     $ 1,041.00     $ 3.59     $ 1,000.00     $ 1,021.27     $ 3.56       0.71     181       365  

Class Y

  $ 1,000.00     $ 1,040.90     $ 3.64     $ 1,000.00     $ 1,021.22     $ 3.61       0.72     181       365  

Class F

  $ 1,000.00     $ 1,040.80     $ 3.59     $ 1,000.00     $ 1,021.27     $ 3.56       0.71     181       365  

 

 

  26  

 


Hartford Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

Hartford Core Equity Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,060.80     $     3.83     $     1,000.00     $     1,021.08     $     3.76       0.75     181       365  

Class C

  $ 1,000.00     $ 1,056.50     $ 7.60     $ 1,000.00     $ 1,017.41     $ 7.45       1.49     181       365  

Class I

  $ 1,000.00     $ 1,062.00     $ 2.40     $ 1,000.00     $ 1,022.46     $ 2.36       0.47     181       365  

Class R3

  $ 1,000.00     $ 1,058.80     $ 5.56     $ 1,000.00     $ 1,019.39     $ 5.46       1.09     181       365  

Class R4

  $ 1,000.00     $ 1,060.60     $ 3.93     $ 1,000.00     $ 1,020.98     $ 3.86       0.77     181       365  

Class R5

  $ 1,000.00     $ 1,062.00     $ 2.51     $ 1,000.00     $ 1,022.37     $ 2.46       0.49     181       365  

Class R6

  $ 1,000.00     $ 1,062.50     $ 1.99     $ 1,000.00     $ 1,022.86     $ 1.96       0.39     181       365  

Class Y

  $ 1,000.00     $ 1,062.20     $ 2.15     $ 1,000.00     $ 1,022.71     $ 2.11       0.42     181       365  

Class F

  $ 1,000.00     $ 1,062.50     $ 1.99     $ 1,000.00     $ 1,022.86     $ 1.96       0.39     181       365  

The Hartford Dividend and Growth Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,022.10     $     5.01     $     1,000.00     $     1,019.84     $     5.01       1.00     181       365  

Class C

  $ 1,000.00     $ 1,018.30     $ 8.76     $ 1,000.00     $ 1,016.12     $ 8.75       1.75     181       365  

Class I

  $ 1,000.00     $ 1,024.00     $ 3.66     $ 1,000.00     $ 1,021.18     $ 3.66       0.73     181       365  

Class R3

  $ 1,000.00     $ 1,020.40     $ 6.76     $ 1,000.00     $ 1,018.10     $ 6.76       1.35     181       365  

Class R4

  $ 1,000.00     $ 1,022.20     $ 5.21     $ 1,000.00     $ 1,019.64     $ 5.21       1.04     181       365  

Class R5

  $ 1,000.00     $ 1,023.70     $ 3.71     $ 1,000.00     $ 1,021.13     $ 3.71       0.74     181       365  

Class R6

  $ 1,000.00     $ 1,024.20     $ 3.21     $ 1,000.00     $ 1,021.62     $ 3.21       0.64     181       365  

Class Y

  $ 1,000.00     $ 1,023.90     $ 3.41     $ 1,000.00     $ 1,021.42     $ 3.41       0.68     181       365  

Class F

  $ 1,000.00     $ 1,024.00     $ 3.21     $ 1,000.00     $ 1,021.62     $ 3.21       0.64     181       365  

 

 

  27  

 


Hartford Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Equity Income Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,002.40     $     4.96     $     1,000.00     $     1,019.84     $     5.01       1.00     181       365  

Class C

  $ 1,000.00     $ 998.70     $ 8.67     $ 1,000.00     $ 1,016.12     $ 8.75       1.75     181       365  

Class I

  $ 1,000.00     $ 1,003.80     $ 3.68     $ 1,000.00     $ 1,021.13     $ 3.71       0.74     181       365  

Class R3

  $ 1,000.00     $ 1,000.60     $ 6.75     $ 1,000.00     $ 1,018.05     $ 6.81       1.36     181       365  

Class R4

  $ 1,000.00     $ 1,002.10     $ 5.26     $ 1,000.00     $ 1,019.54     $ 5.31       1.06     181       365  

Class R5

  $ 1,000.00     $ 1,003.60     $ 3.78     $ 1,000.00     $ 1,021.03     $ 3.81       0.76     181       365  

Class R6

  $ 1,000.00     $ 1,004.10     $ 3.28     $ 1,000.00     $ 1,021.52     $ 3.31       0.66     181       365  

Class Y

  $ 1,000.00     $ 1,003.90     $ 3.48     $ 1,000.00     $ 1,021.32     $ 3.51       0.70     181       365  

Class F

  $ 1,000.00     $ 1,004.20     $ 3.28     $ 1,000.00     $ 1,021.52     $ 3.31       0.66     181       365  

The Hartford Growth Opportunities Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,053.80     $     5.70     $     1,000.00     $     1,019.24     $     5.61       1.12     181       365  

Class C

  $ 1,000.00     $ 1,050.00     $ 9.45     $ 1,000.00     $ 1,015.57     $ 9.30       1.86     181       365  

Class I

  $ 1,000.00     $ 1,055.40     $ 4.28     $ 1,000.00     $ 1,020.63     $ 4.21       0.84     181       365  

Class R3

  $ 1,000.00     $ 1,052.00     $ 7.38     $ 1,000.00     $ 1,017.60     $ 7.25       1.45     181       365  

Class R4

  $ 1,000.00     $ 1,053.70     $ 5.86     $ 1,000.00     $ 1,019.09     $ 5.76       1.15     181       365  

Class R5

  $ 1,000.00     $ 1,055.30     $ 4.33     $ 1,000.00     $ 1,020.58     $ 4.26       0.85     181       365  

Class R6

  $ 1,000.00     $ 1,055.60     $ 3.82     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

Class Y

  $ 1,000.00     $ 1,055.60     $ 3.98     $ 1,000.00     $ 1,020.93     $ 3.91       0.78     181       365  

Class F

  $ 1,000.00     $ 1,055.80     $ 3.82     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

 

 

  28  

 


Hartford Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Healthcare Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,021.10     $     6.46     $     1,000.00     $     1,018.40     $     6.46       1.29     181       365  

Class C

  $ 1,000.00     $ 1,017.30     $     10.15     $ 1,000.00     $ 1,014.73     $     10.14       2.03     181       365  

Class I

  $ 1,000.00     $ 1,022.40     $ 5.01     $ 1,000.00     $ 1,019.84     $ 5.01       1.00     181       365  

Class R3

  $ 1,000.00     $ 1,019.60     $ 8.06     $ 1,000.00     $ 1,016.81     $ 8.05       1.61     181       365  

Class R4

  $ 1,000.00     $ 1,021.20     $ 6.57     $ 1,000.00     $ 1,018.30     $ 6.56       1.31     181       365  

Class R5

  $ 1,000.00     $ 1,022.50     $ 5.11     $ 1,000.00     $ 1,019.74     $ 5.11       1.02     181       365  

Class Y

  $ 1,000.00     $ 1,023.00     $ 4.56     $ 1,000.00     $ 1,020.28     $ 4.56       0.91     181       365  

Class F

  $ 1,000.00     $ 1,023.30     $ 4.52     $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

The Hartford MidCap Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,068.10     $     5.64     $     1,000.00     $     1,019.34     $     5.51       1.10     181       365  

Class C

  $ 1,000.00     $ 1,064.10     $ 9.47     $ 1,000.00     $ 1,015.62     $ 9.25       1.85     181       365  

Class I

  $ 1,000.00     $ 1,069.70     $ 4.21     $ 1,000.00     $ 1,020.73     $ 4.11       0.82     181       365  

Class R3

  $ 1,000.00     $ 1,065.80     $ 7.48     $ 1,000.00     $ 1,017.56     $ 7.30       1.46     181       365  

Class R4

  $ 1,000.00     $ 1,067.70     $ 5.84     $ 1,000.00     $ 1,019.14     $ 5.71       1.14     181       365  

Class R5

  $ 1,000.00     $ 1,069.30     $ 4.36     $ 1,000.00     $ 1,020.58     $ 4.26       0.85     181       365  

Class R6

  $ 1,000.00     $ 1,069.90     $ 3.85     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

Class Y

  $ 1,000.00     $ 1,069.90     $ 3.95     $ 1,000.00     $ 1,020.98     $ 3.86       0.77     181       365  

Class F

  $ 1,000.00     $ 1,069.90     $ 3.80     $ 1,000.00     $ 1,021.13     $ 3.71       0.74     181       365  

 

 

  29  

 


Hartford Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford MidCap Value Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,008.20     $     6.07     $     1,000.00     $     1,018.75     $     6.11       1.22     181       365  

Class C

  $ 1,000.00     $ 1,005.20     $ 9.79     $ 1,000.00     $ 1,015.03     $ 9.84       1.97     181       365  

Class I

  $ 1,000.00     $ 1,010.10     $ 4.44     $ 1,000.00     $ 1,020.38     $ 4.46       0.89     181       365  

Class R3

  $ 1,000.00     $ 1,007.20     $ 7.56     $ 1,000.00     $ 1,017.26     $ 7.60       1.52     181       365  

Class R4

  $ 1,000.00     $ 1,008.90     $ 6.03     $ 1,000.00     $ 1,018.79     $ 6.06       1.21     181       365  

Class R5

  $ 1,000.00     $ 1,009.60     $ 4.48     $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

Class Y

  $ 1,000.00     $ 1,010.50     $ 4.29     $ 1,000.00     $ 1,020.53     $ 4.31       0.86     181       365  

Class F

  $ 1,000.00     $ 1,010.30     $ 3.99     $ 1,000.00     $ 1,020.83     $ 4.01       0.80     181       365  

Hartford Quality Value Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,028.20     $     5.28     $     1,000.00     $     1,019.59     $     5.26       1.05     181       365  

Class C

  $ 1,000.00     $ 1,024.20     $ 9.03     $ 1,000.00     $ 1,015.87     $ 9.00       1.80     181       365  

Class I

  $ 1,000.00     $ 1,029.70     $ 3.67     $ 1,000.00     $ 1,021.18     $ 3.66       0.73     181       365  

Class R3

  $ 1,000.00     $ 1,026.80     $ 6.73     $ 1,000.00     $ 1,018.15     $ 6.71       1.34     181       365  

Class R4

  $ 1,000.00     $ 1,028.40     $ 5.28     $ 1,000.00     $ 1,019.59     $ 5.26       1.05     181       365  

Class R5

  $ 1,000.00     $ 1,029.20     $ 3.77     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

Class R6(1)

  $ 1,000.00     $ 990.90     $ 1.05 (2)    $ 1,000.00     $ 1,021.67     $ 3.16       0.63     181       365  

Class Y

  $ 1,000.00     $ 1,030.00     $ 3.47     $ 1,000.00     $ 1,021.37     $ 3.46       0.69     181       365  

Class F

  $ 1,000.00     $ 1,030.20     $ 3.22     $ 1,000.00     $ 1,021.62     $ 3.21       0.64     181       365  

 

* Please note that while Class R6 shares commenced operations on February 28, 2018, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2017 to April 30, 2018.
(1)  Inception date of Class R6 shares was February 28, 2018.
(2)  Expenses paid during the period February 28, 2018 through April 30, 2018.

 

 

  30  

 


Hartford Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

Hartford Small Cap Core Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,009.30     $     6.48     $     1,000.00     $     1,018.35     $     6.51       1.30     181       365  

Class C

  $ 1,000.00     $ 1,005.20     $     10.19     $ 1,000.00     $ 1,014.63     $     10.24       2.05     181       365  

Class I

  $ 1,000.00     $ 1,011.00     $ 4.79     $ 1,000.00     $ 1,020.03     $ 4.81       0.96     181       365  

Class R3

  $ 1,000.00     $ 1,008.20     $ 7.27     $ 1,000.00     $ 1,017.56     $ 7.30       1.46     181       365  

Class R4

  $ 1,000.00     $ 1,010.00     $ 5.98     $ 1,000.00     $ 1,018.84     $ 6.01       1.20     181       365  

Class R5

  $ 1,000.00     $ 1,011.10     $ 4.49     $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

Class R6(1)

  $ 1,000.00     $ 1,008.60     $ 1.43 (2)    $ 1,000.00     $ 1,020.58     $ 4.26       0.85     181       365  

Class Y

  $ 1,000.00     $ 1,011.40     $ 4.24     $ 1,000.00     $ 1,020.58     $ 4.26       0.85     181       365  

Class F

  $ 1,000.00     $ 1,011.20     $ 4.24     $ 1,000.00     $ 1,020.58     $ 4.26       0.85     181       365  

 

* Please note that while Class R6 shares commenced operations on February 28, 2018, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2017 to April 30, 2018.
(1)  Inception date of Class R6 shares was February 28, 2018.
(2)  Expenses paid during the period February 28, 2018 through April 30, 2018.

The Hartford Small Cap Growth Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,038.40     $     6.17     $     1,000.00     $     1,018.75     $     6.11       1.22     181       365  

Class C

  $ 1,000.00     $ 1,034.90     $ 9.54     $ 1,000.00     $ 1,015.42     $ 9.44       1.89     181       365  

Class I

  $ 1,000.00     $ 1,040.40     $ 4.15     $ 1,000.00     $ 1,020.73     $ 4.11       0.82     181       365  

Class R3

  $ 1,000.00     $ 1,037.00     $ 7.37     $ 1,000.00     $ 1,017.56     $ 7.30       1.46     181       365  

Class R4

  $ 1,000.00     $ 1,038.70     $ 5.81     $ 1,000.00     $ 1,019.09     $ 5.76       1.15     181       365  

Class R5

  $ 1,000.00     $ 1,040.20     $ 4.30     $ 1,000.00     $ 1,020.58     $ 4.26       0.85     181       365  

Class R6

  $ 1,000.00     $ 1,040.80     $ 3.80     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

Class Y

  $ 1,000.00     $ 1,040.60     $ 3.95     $ 1,000.00     $ 1,020.93     $ 3.91       0.78     181       365  

Class F

  $ 1,000.00     $ 1,040.70     $ 3.79     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

 

 

  31  

 


Hartford Domestic Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Small Company Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,070.30     $     6.88     $     1,000.00     $     1,018.15     $     6.71       1.34     181       365  

Class C

  $ 1,000.00     $ 1,065.90     $     10.81     $ 1,000.00     $ 1,014.33     $     10.54       2.11     181       365  

Class I

  $ 1,000.00     $ 1,071.50     $ 5.50     $ 1,000.00     $ 1,019.49     $ 5.36       1.07     181       365  

Class R3

  $ 1,000.00     $ 1,069.20     $ 7.95     $ 1,000.00     $ 1,017.11     $ 7.75       1.55     181       365  

Class R4

  $ 1,000.00     $ 1,070.90     $ 6.42     $ 1,000.00     $ 1,018.60     $ 6.26       1.25     181       365  

Class R5

  $ 1,000.00     $ 1,072.30     $ 4.88     $ 1,000.00     $ 1,020.08     $ 4.76       0.95     181       365  

Class R6

  $ 1,000.00     $ 1,072.60     $ 4.63     $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

Class Y

  $ 1,000.00     $ 1,072.70     $ 4.63     $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

Class F

  $ 1,000.00     $ 1,072.80     $ 4.63     $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

 

 

  32  

 


The Hartford Capital Appreciation Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.9%  
      Automobiles & Components - 1.7%  
  459,067    

Aptiv plc

  $ 38,827,887  
  219,100    

Ferrari N.V.

    26,878,486  
  428,879    

General Motors Co.

    15,757,015  
  404,312    

Magna International, Inc.

    23,878,639  
  395,499    

Valeo S.A.

    26,442,751  
   

 

 

 
      131,784,778  
   

 

 

 
      Banks - 4.9%  
  3,259,467    

Bank of America Corp.

    97,523,252  
  3,171,000    

China Merchants Bank Co., Ltd. Class H

    13,826,823  
  328,825    

Citigroup, Inc.

    22,448,883  
  471,265    

Citizens Financial Group, Inc.

    19,552,785  
  206,209    

First Republic Bank

    19,150,630  
  1,836,850    

ICICI Bank Ltd.

    7,813,667  
  2,744,777    

KeyCorp

    54,675,958  
  422,223    

PNC Financial Services Group, Inc.

    61,479,891  
  566,610    

Sumitomo Mitsui Financial Group, Inc.

    23,615,308  
  542,717    

SunTrust Banks, Inc.

    36,253,495  
  1,073,808    

UniCredit S.p.A.

    23,280,065  
   

 

 

 
      379,620,757  
   

 

 

 
      Capital Goods - 3.4%  
  647,719    

AerCap Holdings N.V.*

    33,765,591  
  200,285    

Airbus SE(1)

    23,510,071  
  264,860    

Deere & Co.

    35,843,504  
  141,503    

General Dynamics Corp.

    28,485,969  
  806,800    

Harry’s, Inc.*(2)(3)(4)(5)

    10,891,800  
  244,058    

Ingersoll-Rand plc

    20,474,026  
  676,200    

Komatsu Ltd.

    23,050,784  
  94,479    

L3 Technologies, Inc.

    18,506,546  
  90,914    

Lockheed Martin Corp.

    29,168,848  
  127,017    

Rockwell Automation, Inc.

    20,898,107  
  246,467    

Xylem, Inc.

    17,967,444  
   

 

 

 
      262,562,690  
   

 

 

 
      Commercial & Professional Services - 2.6%  
  215,413    

CoStar Group, Inc.*

    78,983,330  
  113,814    

Equifax, Inc.

    12,752,859  
  638,831    

IHS Markit Ltd.*

    31,385,767  
  4,595    

Klarna Holding AB*(2)(3)(4)(5)

    630,742  
  478,085    

Republic Services, Inc.

    30,922,538  
  434,492    

TransUnion*

    28,202,876  
  267,447    

Waste Connections, Inc.

    19,336,418  
   

 

 

 
      202,214,530  
   

 

 

 
      Consumer Durables & Apparel - 4.1%  
  2,328,486    

NIKE, Inc. Class B

    159,245,158  
  623,020    

Sony Corp.

    29,098,833  
  394,347    

Tapestry, Inc.

    21,204,038  
  2,044,525    

Under Armour, Inc. Class A*(1)

    36,310,764  
  2,926,752    

Under Armour, Inc. Class C*(1)

    44,925,643  
  274,621    

VF Corp.

    22,208,600  
   

 

 

 
      312,993,036  
   

 

 

 
      Consumer Services - 4.6%  
  153,676    

Chipotle Mexican Grill, Inc.*

    65,055,661  
  5,654,566    

DraftKings, Inc.*(2)(3)(4)(5)

    7,520,573  
  919,447    

Hilton Worldwide Holdings, Inc.

    72,489,202  
  954,146    

Las Vegas Sands Corp.

    69,967,526  
  230,931    

McDonald’s Corp.

    38,667,087  
  807,169    

MGM Resorts International

    25,361,250  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.9% - (continued)  
      Consumer Services - 4.6% - (continued)  
  317,212    

New Oriental Education & Technology Group, Inc. ADR

  $ 28,498,326  
  132,960    

Royal Caribbean Cruises Ltd.

    14,384,942  
  364,789    

Yum! Brands, Inc.

    31,773,122  
   

 

 

 
      353,717,689  
   

 

 

 
      Diversified Financials - 4.8%  
  1,208,312    

American Express Co.

    119,320,810  
  55,801    

BlackRock, Inc.

    29,100,222  
  106,876    

Goldman Sachs Group, Inc.

    25,471,757  
  444,446    

Intercontinental Exchange, Inc.

    32,204,557  
  1,365,300    

J2 Acquisition Ltd.*(3)

    12,929,391  
  558,005    

Ocean Outdoor Ltd.*(2)(3)(4)(5)

    5,342,898  
  1,753,101    

SLM Corp.*

    20,125,599  
  778,911    

Synchrony Financial

    25,836,478  
  1,080,498    

TD Ameritrade Holding Corp.

    62,766,129  
  2,244,953    

UBS Group AG*

    37,681,291  
   

 

 

 
      370,779,132  
   

 

 

 
      Energy - 2.2%  
  243,031    

Diamondback Energy, Inc.*

    31,217,332  
  661,420    

Halliburton Co.

    35,048,646  
  123,188    

Hess Corp.

    7,020,484  
  266,474    

Lundin Petroleum AB*

    7,345,870  
  205,842    

Noble Energy, Inc.

    6,963,635  
  2,067,677    

Petroleo Brasileiro S.A. ADR*

    29,133,569  
  385,387    

TOTAL S.A. ADR

    24,222,223  
  1,761,911    

WPX Energy, Inc.*

    30,111,059  
   

 

 

 
      171,062,818  
   

 

 

 
      Food & Staples Retailing - 0.5%  
  204,962    

Costco Wholesale Corp.

    40,410,308  
   

 

 

 
      Food, Beverage & Tobacco - 2.7%  
  409,139    

Altria Group, Inc.

    22,956,789  
  1,183,953    

Coca-Cola Co.

    51,158,609  
  1,660,621    

Diageo plc

    59,242,067  
  158,564    

Hershey Co.

    14,578,374  
  372,716    

Monster Beverage Corp.*

    20,499,380  
  359,639    

PepsiCo, Inc.

    36,301,961  
   

 

 

 
      204,737,180  
   

 

 

 
      Health Care Equipment & Services - 6.8%  
  228,257    

Aetna, Inc.

    40,869,416  
  132,481    

Align Technology, Inc.*

    33,100,378  
  950,512    

Baxter International, Inc.

    66,060,584  
  156,931    

Becton Dickinson and Co.

    36,387,591  
  555,381    

Cardinal Health, Inc.

    35,638,799  
  464,159    

Danaher Corp.

    46,564,431  
  390,151    

Edwards Lifesciences Corp.*

    49,689,631  
  231,274    

McKesson Corp.

    36,127,311  
  765,012    

Medtronic plc

    61,300,412  
  202,070    

Stryker Corp.

    34,234,699  
  79,750    

Teleflex, Inc.

    21,363,430  
  272,547    

UnitedHealth Group, Inc.

    64,430,111  
   

 

 

 
      525,766,793  
   

 

 

 
      Household & Personal Products - 1.1%  
  768,841    

Colgate-Palmolive Co.

    50,151,499  
  1,751,906    

Coty, Inc. Class A

    30,395,569  
   

 

 

 
      80,547,068  
   

 

 

 
 

 

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

 

 

  33  

 


The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.9% - (continued)  
      Insurance - 4.0%  
  631,064    

Aflac, Inc.

  $ 28,757,586  
  300,234    

American International Group, Inc.

    16,813,104  
  337,258    

Arthur J Gallagher & Co.

    23,604,687  
  533,676    

Chubb Ltd.

    72,403,823  
  233,044    

Lincoln National Corp.

    16,462,228  
  532,705    

Marsh & McLennan Cos., Inc.

    43,415,458  
  2,329,500    

Ping An Insurance Group Co. of China Ltd. Class H

    22,762,476  
  667,300    

Tokio Marine Holdings, Inc.

    31,494,721  
  324,594    

Unum Group

    15,703,858  
  253,429    

Willis Towers Watson plc

    37,636,741  
   

 

 

 
      309,054,682  
   

 

 

 
      Materials - 5.3%  
  1,261,438    

Anglo American plc

    29,680,690  
  576,662    

ArcelorMittal*

    19,514,242  
  669,307    

Ball Corp.

    26,832,517  
  661,645    

CF Industries Holdings, Inc.

    25,671,826  
  203,883    

Eastman Chemical Co.

    20,812,377  
  1,755,909    

Freeport-McMoRan, Inc.

    26,707,376  
  679,070    

International Paper Co.

    35,012,849  
  256,960    

Nucor Corp.

    15,833,875  
  568,165    

Packaging Corp. of America

    65,731,009  
  532,707    

Praxair, Inc.

    81,248,472  
  900,266    

Steel Dynamics, Inc.

    40,340,919  
  217,788    

Vulcan Materials Co.

    24,324,742  
   

 

 

 
      411,710,894  
   

 

 

 
      Media - 0.3%  
  171,806    

DISH Network Corp. Class A*

    5,764,091  
  164,286    

Time Warner, Inc.

    15,574,313  
  25,200    

Weinstein Co. LLC*(2)(3)(4)(5)

     
   

 

 

 
      21,338,404  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 5.3%  
  305,098    

Agilent Technologies, Inc.

    20,057,142  
  424,525    

Alkermes plc*

    18,793,722  
  173,829    

Alnylam Pharmaceuticals, Inc.*

    16,432,055  
  151,108    

BeiGene Ltd. ADR*

    25,624,895  
  2,117,548    

Bristol-Myers Squibb Co.

    110,387,777  
  968,317    

Exact Sciences Corp.*

    48,425,533  
  163,700    

Heron Therapeutics, Inc.*

    4,960,110  
  457,964    

Ionis Pharmaceuticals, Inc.*

    19,706,191  
  261,904    

Johnson & Johnson

    33,128,237  
  32,892    

Mettler-Toledo International, Inc.*

    18,417,218  
  105,633    

Nektar Therapeutics*

    8,837,257  
  1,030,292    

Pfizer, Inc.

    37,718,990  
  213,815    

TESARO, Inc.*

    10,885,322  
  163,358    

Thermo Fisher Scientific, Inc.

    34,362,355  
   

 

 

 
      407,736,804  
   

 

 

 
      Real Estate - 3.0%  
  635,309    

American Tower Corp. REIT

    86,630,735  
  153,940    

AvalonBay Communities, Inc. REIT

    25,092,220  
  482,335    

Public Storage REIT

    97,325,556  
  355,310    

Welltower, Inc. REIT

    18,987,767  
  55,763    

WeWork Companies, Inc. Class A, REIT*(2)(3)(4)(5)

    2,889,081  
   

 

 

 
      230,925,359  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.9% - (continued)  
      Retailing - 5.3%  
  25,466    

Booking Holdings, Inc.*

  $ 55,464,948  
  317,434    

CarMax, Inc.*

    19,839,625  
  449,879    

Dollar Tree, Inc.*

    43,138,897  
  209,540    

Expedia Group, Inc.

    24,126,436  
  940,436    

Floor & Decor Holdings, Inc. Class A*

    52,278,837  
  174,622    

Genuine Parts Co.

    15,422,615  
  224,638    

Home Depot, Inc.

    41,513,102  
  12,011    

Honest Co.*(2)(3)(4)(5)

    212,354  
  740,301    

Industria de Diseno Textil S.A.(1)

    22,947,981  
  10,615    

JAND, Inc. Class A*(2)(3)(4)(5)

    142,347  
  337,122    

Ross Stores, Inc.

    27,256,314  
  803,489    

TJX Cos., Inc.

    68,176,042  
  316,327    

Tory Burch LLC*(2)(3)(4)(5)

    17,382,151  
  381,045    

Wayfair, Inc. Class A*(1)

    23,739,104  
   

 

 

 
      411,640,753  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 3.9%  
  226,317    

ams AG

    18,665,931  
  142,555    

Broadcom, Inc.

    32,704,968  
  283,306    

KLA-Tencor Corp.

    28,823,552  
  353,835    

Microchip Technology, Inc.

    29,601,836  
  1,936,761    

Micron Technology, Inc.*

    89,052,271  
  207,581    

NVIDIA Corp.

    46,684,967  
  330,292    

QUALCOMM, Inc.

    16,848,195  
  3,889,490    

Taiwan Semiconductor Manufacturing Co., Ltd.*

    29,627,560  
  345,337    

Teradyne, Inc.

    11,240,719  
   

 

 

 
      303,249,999  
   

 

 

 
      Software & Services - 18.1%  
  71,535    

2U, Inc.*

    5,757,852  
  336,037    

Accenture plc Class A

    50,808,794  
  199,386    

Adobe Systems, Inc.*

    44,183,938  
  306,671    

Alibaba Group Holding Ltd. ADR*

    54,753,040  
  162,365    

Alliance Data Systems Corp.

    32,968,213  
  38,889    

Alphabet, Inc. Class A*

    39,611,558  
  95,453    

Alphabet, Inc. Class C*

    97,107,201  
  454,523    

Atlassian Corp. plc Class A*

    25,444,198  
  477,917    

Delivery Hero AG*(3)

    22,765,882  
  682,867    

Facebook, Inc. Class A*

    117,453,124  
  313,172    

FleetCor Technologies, Inc.*

    64,914,292  
  42,724    

ForeScout Technologies, Inc.*

    1,366,741  
  753,598    

Genpact Ltd.

    24,032,240  
  503,390    

Global Payments, Inc.

    56,908,240  
  608,603    

Guidewire Software, Inc.*

    51,499,986  
  2,153,719    

Just Eat plc*

    22,928,255  
  649,727    

Microsoft Corp.

    60,762,469  
  721,317    

PayPal Holdings, Inc.*

    53,817,461  
  719,257    

salesforce.com, Inc.*

    87,022,904  
  505,182    

ServiceNow, Inc.*

    83,930,937  
  332,327    

Shopify, Inc. Class A*

    44,408,857  
  351,579    

Spotify Technology S.A.*

    56,839,777  
  910,840    

SS&C Technologies Holdings, Inc.

    45,223,206  
  892,804    

Trade Desk, Inc. Class A*(1)

    45,684,781  
  354,025    

Verint Systems, Inc.*

    14,904,453  
  206,196    

VeriSign, Inc.*

    24,211,534  
  348,375    

Visa, Inc. Class A

    44,201,820  
  454,007    

Wix.com Ltd.*

    37,342,076  
  357,485    

Workday, Inc. Class A*

    44,628,427  
  609,639    

Yandex N.V. Class A*

    20,337,557  
  443,109    

Zillow Group, Inc. Class A*

    21,433,182  
   

 

 

 
      1,397,252,995  
   

 

 

 
 

 

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

 

 

  34  

 


The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.9% - (continued)  
      Technology Hardware & Equipment - 2.6%  
  524,922    

Apple, Inc.

  $ 86,748,609  
  357,572    

CDW Corp.

    25,491,308  
  1,877,924    

Flex Ltd.*

    24,413,012  
  14,220    

Samsung Electronics Co., Ltd.(2)(4)(5)

    35,245,786  
  338,729    

TE Connectivity Ltd.

    31,078,386  
   

 

 

 
      202,977,101  
   

 

 

 
      Telecommunication Services - 1.4%  
  1,103,854    

AT&T, Inc.

    36,096,026  
  298,705    

SoftBank Group Corp.

    22,823,657  
  1,009,224    

Verizon Communications, Inc.

    49,805,204  
   

 

 

 
      108,724,887  
   

 

 

 
      Transportation - 4.4%  
  1,301,252    

Canadian National Railway Co.

    100,506,376  
  1,463,766    

CSX Corp.

    86,933,063  
  1,255,750    

Knight-Swift Transportation Holdings, Inc.*

    48,986,807  
  434,223    

Union Pacific Corp.

    58,025,219  
  385,636    

United Parcel Service, Inc. Class B

    43,769,686  
   

 

 

 
      338,221,151  
   

 

 

 
      Utilities - 0.9%  
  260,232    

Dominion Energy, Inc.

    17,321,042  
  659,583    

NRG Energy, Inc.

    20,447,073  
  708,633    

Southern Co.

    32,682,154  
   

 

 

 
      70,450,269  
   

 

 

 
 

Total Common Stocks
(cost $6,894,607,813)

  $ 7,249,480,077  
   

 

 

 
EXCHANGE-TRADED FUNDS - 1.4%  
      Other Investment Pools & Funds - 1.4%  
  409,707    

SPDR S&P 500 ETF Trust

  $ 108,371,599  
   

 

 

 
 

Total Exchange-Traded Funds
(cost $108,375,286)

  $ 108,371,599  
   

 

 

 
PREFERRED STOCKS - 2.4%  
      Commercial & Professional Services - 0.0%  
  33,739    

Rubicon Global Holdings LLC Series C*(2)(3)(4)(5)

  $ 988,553  
   

 

 

 
      Consumer Services - 0.0%  
  10,074    

Airbnb, Inc. Series E*(2)(3)(4)(5)

    1,057,770  
   

 

 

 
      Diversified Financials - 0.1%  
  348,919    

Social Finance, Inc. Series F*(2)(3)(4)(5)

    5,840,904  
   

 

 

 
      Health Care Equipment & Services - 0.1%  
  956,830    

Moderna Therapeutics, Inc. Series E*(2)(3)(4)(5)

    8,400,967  
   

 

 

 
      Real Estate - 0.9%  
  762,484    

WeWork Companies, Inc. Class D-1*(2)(3)(4)(5)

    39,504,296  
  599,094    

WeWork Companies, Inc. Class D-2*(2)(3)(4)(5)

    31,039,060  
   

 

 

 
      70,543,356  
   

 

 

 
      Retailing - 0.2%  
  448,670    

Coupang LLC*(2)(3)(4)(5)

    2,233,075  
  278,194    

Honest Co.*(2)(3)(4)(5)

    9,839,722  
  23,702    

JAND, Inc. Series D*(2)(3)(4)(5)

    327,562  
   

 

 

 
      12,400,359  
   

 

 

 
Shares or Principal Amount   Market Value  
PREFERRED STOCKS - 2.4% - (continued)  
      Software & Services - 0.9%  
  12,259    

Dropbox, Inc. Series C*(2)(3)(4)(5)(6)

  $ 340,008  
  566,622    

Essence Group Holdings Corp. Series 3*(2)(3)(4)(5)

    1,178,574  
  12,426    

General Assembly Space, Inc. Series D*(2)(3)(4)(5)

    837,558  
  77,707    

Lookout, Inc. Series F*(2)(3)(4)(5)

    642,637  
  95,031    

MarkLogic Corp. Series F*(2)(3)(4)(5)

    942,707  
  2,286,050    

Pinterest, Inc. Series G*(2)(3)(4)(5)

    14,539,278  
  47,064    

Sharecare Series B2*(2)(3)(4)(5)

    13,942,710  
  1,064,607    

Uber Technologies, Inc. Series D*(2)(3)(4)(5)

    37,367,706  
  153,438    

Zuora, Inc. Series F*(2)(3)(4)(5)(6)

    2,687,605  
   

 

 

 
      72,478,783  
   

 

 

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

Rethink Robotics, Inc.*(2)(3)(4)(5)

    14,050,717  
   

 

 

 
 

Total Preferred Stocks
(cost $113,152,261)

  $ 185,761,409  
   

 

 

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

Honest Co. Series C*(2)(3)(4)(5)

  $ 855,323  
   

 

 

 
 

Total Convertible Preferred Stocks
(cost $758,281)

  $ 855,323  
   

 

 

 
ESCROWS - 0.0%  
      Capital Goods - 0.0%  
  372,334    

Lithium Technology Corp., Escrow*(2)(3)(4)(5)

  $ 111,700  
   

 

 

 
      Consumer Durables & Apparel - 0.0%  
  83,332    

One Kings Lane, Inc., Escrow*(2)(3)(4)(5)

    15,000  
   

 

 

 
      Software & Services - 0.0%  
  287,252    

Birst, Inc. Escrow*(2)(3)(4)(5)

    27,289  
  287,252    

Birst, Inc. Earn Out Escrow*(2)(3)(4)(5)

     
  58,205    

Veracode, Inc. Escrow*(2)(3)(4)(5)

    233,984  
   

 

 

 
      261,273  
   

 

 

 
 

Total Escrows
(cost $—)

  $ 387,973  
   

 

 

 
WARRANTS - 0.0%  
      Diversified Financials - 0.0%  
  1,365,300    

J2 Acquisition Ltd. Expires 9/7/27*

  $ 668,997  
   

 

 

 
 

Total Warrants
(cost $13,653)

  $ 668,997  
   

 

 

 
CLOSED END FUNDS - 0.5%  
      Other Investment Pools & Funds - 0.5%  
  553,700    

Altaba, Inc.*

  $ 38,803,296  
   

 

 

 
 

Total Closed End Funds
(cost $35,551,036)

  $ 38,803,296  
   

 

 

 
 

Total Long-Term Investments
(cost $7,152,458,330)

  $ 7,584,328,674  
   

 

 

 
 

 

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

 

 

  35  

 


The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 2.0%  
      Other Investment Pools & Funds - 0.6%  
  51,127,969    

Fidelity Institutional Government Fund, Institutional Class,
1.59%(7)

  $ 51,127,969  
   

 

 

 
      Securities Lending Collateral - 1.4%  
  5,303,252    

Citibank NA DDCA,
1.50%, 5/1/2018(7)

    5,303,252  
   

 

 

 
  56,437,047    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(7)

    56,437,047  
  44,324,747    

Invesco Government & Agency Portfolio,
1.60%(7)

    44,324,747  
   

 

 

 
      106,065,046  
   

 

 

 
 

Total Short-Term Investments
(cost $157,193,015)

  $ 157,193,015  
   

 

 

 
 

Total Investments
(cost $7,309,651,345)

    100.2    $ 7,741,521,689  
 

Other Assets and Liabilities

    (0.2 )%       (15,125,876
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 7,726,395,813  
   

 

 

    

 

 

 
 

 

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

 

 

  36  

 


The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

     Other than the industry classifications “Other Investment Pools & Funds,” equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

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

 

* Non-income producing.

 

(1)  Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(2)  Investment valued using significant unobservable inputs.

 

(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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $267,711,924, which represented 3.5% 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 April 30, 2018, the aggregate fair value of these securities was $267,262,437, which represented 3.5% 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.

 

(5)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited. At April 30, 2018, the aggregate value of these securities was $267,262,437, which represented 3.5% of total net assets.

 

(6)  The following illiquid securities are considered restricted due to a contractual lock-up period associated with the securities.

 

Period
Acquired
    

Security Name

   Shares/Par Value      Base Total Cost      Base Market Value  
  01/2014      Dropbox, Inc. Series C Preferred      12,259      $ 351,252      $ 340,008  
  01/2015      Zuora, Inc. Series F Preferred      153,438        1,165,914        2,687,605  
        

 

 

    

 

 

 
         $     1,517,166      $     3,027,613  
        

 

 

    

 

 

 

 

(7)  Current yield as of period end.

 

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

 

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

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

ETF

   Exchange-Traded Fund

REIT

   Real Estate Investment Trust

SPDR

   Standard & Poor’s Depositary Receipt

 

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

 

 

  37  

 


The Hartford Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Automobiles & Components

   $ 131,784,778      $ 78,463,541      $ 53,321,237      $  

Banks

     379,620,757        311,084,894        68,535,863         

Capital Goods

     262,562,690        205,110,035        46,560,855        10,891,800  

Commercial & Professional Services

     202,214,530        201,583,788               630,742  

Consumer Durables & Apparel

     312,993,036        283,894,203        29,098,833         

Consumer Services

     353,717,689        346,197,116               7,520,573  

Diversified Financials

     370,779,132        327,754,943        37,681,291        5,342,898  

Energy

     171,062,818        139,494,725        31,568,093         

Food & Staples Retailing

     40,410,308        40,410,308                

Food, Beverage & Tobacco

     204,737,180        145,495,113        59,242,067         

Health Care Equipment & Services

     525,766,793        525,766,793                

Household & Personal Products

     80,547,068        80,547,068                

Insurance

     309,054,682        254,797,485        54,257,197         

Materials

     411,710,894        382,030,204        29,680,690         

Media

     21,338,404        21,338,404                

Pharmaceuticals, Biotechnology & Life Sciences

     407,736,804        407,736,804                

Real Estate

     230,925,359        228,036,278               2,889,081  

Retailing

     411,640,753        370,955,920        22,947,981        17,736,852  

Semiconductors & Semiconductor Equipment

     303,249,999        254,956,508        48,293,491         

Software & Services

     1,397,252,995        1,351,558,858        45,694,137         

Technology Hardware & Equipment

     202,977,101        167,731,315               35,245,786  

Telecommunication Services

     108,724,887        85,901,230        22,823,657         

Transportation

     338,221,151        338,221,151                

Utilities

     70,450,269        70,450,269                

Exchange-Traded Funds

     108,371,599        108,371,599                

Preferred Stocks

     185,761,409                      185,761,409  

Convertible Preferred Stocks

     855,323                      855,323  

Escrows

     387,973                      387,973  

Warrants

     668,997        668,997                

Closed End Funds

     38,803,296        38,803,296                

Short-Term Investments

     157,193,015        157,193,015                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     7,741,521,689      $     6,924,553,860      $     549,705,392      $     267,262,437  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between Level 1 and Level 2; investments valued at $4,132,444 were transferred from Level 1 to Level 3 due to the unavailability of active market pricing and investments valued at $35,608,437 were transferred from Level 2 to Level 3 due to the unavailability of active market pricing.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2018:

 

     Common
Stocks
    Escrows     Preferred
Stocks
    Convertible
Preferred Stocks
     Total  

Beginning balance

   $ 43,555,875     $     $ 238,302,918     $ 855,323      $ 282,714,116  

Conversions*

     (404,976     404,976                     

Purchases

     13,709,789                          13,709,789  

Sales

         (18,162,228           (31,655,027            (49,817,255

Accrued discounts/(premiums)

                               

Total realized gain/(loss)

     3,890,078             16,320,730              20,210,808  

Net change in unrealized appreciation/(depreciation)

     (2,071,687     (17,003         (37,207,212                (39,295,902

Transfers into Level 3

     39,740,881                          39,740,881  

Transfers out of Level 3

                               
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

 

Ending balance

   $ 80,257,732     $     387,973     $ 185,761,409     $     855,323      $ 267,262,437  
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

 

The change in net unrealized appreciation/(depreciation) relating to the Level 3 investments held at April 30, 2018 was $(38,173,132).

 

* Private Equity securities that were a common stock are now trading as escrow.

 

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

 

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

 

 

  38  

 


Hartford Core Equity Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.4%  
      Banks - 9.2%  
  3,252,897    

Bank of America Corp.

  $ 97,326,678  
  924,571    

Fifth Third Bancorp

    30,668,020  
  885,057    

JP Morgan Chase & Co.

    96,276,501  
  559,241    

PNC Financial Services Group, Inc.

    81,431,082  
   

 

 

 
      305,702,281  
   

 

 

 
      Capital Goods - 6.5%  
  486,779    

AMETEK, Inc.

    33,977,174  
  191,176    

Boeing Co.

    63,768,667  
  481,014    

Fortune Brands Home & Security, Inc.

    26,306,656  
  126,072    

General Dynamics Corp.

    25,379,554  
  252,919    

Illinois Tool Works, Inc.

    35,919,556  
  197,850    

Snap-on, Inc.

    28,737,713  
   

 

 

 
      214,089,320  
   

 

 

 
      Commercial & Professional Services - 2.2%  
  145,498    

Equifax, Inc.

    16,303,051  
  487,683    

IHS Markit Ltd.*

    23,959,866  
  500,066    

Republic Services, Inc.

    32,344,269  
   

 

 

 
      72,607,186  
   

 

 

 
      Consumer Durables & Apparel - 3.1%  
  832,088    

NIKE, Inc. Class B

    56,906,498  
  584,161    

VF Corp.

    47,241,100  
   

 

 

 
      104,147,598  
   

 

 

 
      Consumer Services - 3.1%  
  854,088    

Aramark

    31,934,350  
  279,400    

Hilton Worldwide Holdings, Inc.

    22,027,896  
  292,273    

McDonald’s Corp.

    48,938,191  
   

 

 

 
      102,900,437  
   

 

 

 
      Diversified Financials - 2.2%  
  438,517    

Capital One Financial Corp.

    39,738,410  
  989,228    

Synchrony Financial

    32,812,693  
   

 

 

 
      72,551,103  
   

 

 

 
      Energy - 2.8%  
  522,164    

Continental Resources, Inc.*

    34,494,154  
  479,833    

EOG Resources, Inc.

    56,701,865  
   

 

 

 
      91,196,019  
   

 

 

 
      Food & Staples Retailing - 2.9%  
  245,802    

Costco Wholesale Corp.

    48,462,322  
  552,165    

Walmart, Inc.

    48,844,516  
   

 

 

 
      97,306,838  
   

 

 

 
      Food, Beverage & Tobacco - 2.1%  
  163,861    

Constellation Brands, Inc. Class A

    38,200,915  
  589,432    

Monster Beverage Corp.*

    32,418,760  
   

 

 

 
      70,619,675  
   

 

 

 
      Health Care Equipment & Services - 10.0%  
  652,175    

Abbott Laboratories

    37,910,933  
  147,501    

Anthem, Inc.

    34,808,761  
  726,775    

Baxter International, Inc.

    50,510,862  
  273,185    

Danaher Corp.

    27,405,919  
  502,578    

Hologic, Inc.*

    19,495,001  
  210,326    

Laboratory Corp. of America Holdings*

    35,913,165  
  579,382    

Medtronic plc

    46,425,880  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.4% - (continued)  
      Health Care Equipment & Services - 10.0% - (continued)  
  329,731    

UnitedHealth Group, Inc.

  $ 77,948,408  
   

 

 

 
      330,418,929  
   

 

 

 
      Household & Personal Products - 2.7%  
  722,093    

Colgate-Palmolive Co.

    47,102,127  
  275,336    

Estee Lauder Cos., Inc. Class A

    40,774,508  
   

 

 

 
      87,876,635  
   

 

 

 
      Insurance - 3.9%  
  485,244    

Allstate Corp.

    47,466,568  
  421,143    

Athene Holding Ltd. Class A*

    20,636,007  
  447,484    

Chubb Ltd.

    60,710,154  
   

 

 

 
      128,812,729  
   

 

 

 
      Materials - 2.3%  
  495,279    

DowDuPont, Inc.

    31,321,444  
  299,868    

Ecolab, Inc.

    43,411,890  
   

 

 

 
      74,733,334  
   

 

 

 
      Media - 1.5%  
  1,550,405    

Comcast Corp. Class A

    48,667,213  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 5.8%  
  185,583    

Allergan plc

    28,514,828  
  589,731    

Bristol-Myers Squibb Co.

    30,742,677  
  554,311    

Eli Lilly & Co.

    44,937,993  
  734,136    

Merck & Co., Inc.

    43,218,586  
  212,080    

Thermo Fisher Scientific, Inc.

    44,611,028  
   

 

 

 
      192,025,112  
   

 

 

 
      Retailing - 4.3%  
  23,288    

Booking Holdings, Inc.*

    50,721,264  
  469,474    

Dollar Tree, Inc.*

    45,017,862  
  564,110    

TJX Cos., Inc.

    47,864,733  
   

 

 

 
      143,603,859  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 2.1%  
  145,906    

Lam Research Corp.

    27,001,365  
  961,802    

ON Semiconductor Corp.*

    21,236,588  
  625,362    

Teradyne, Inc.

    20,355,533  
   

 

 

 
      68,593,486  
   

 

 

 
      Software & Services - 17.5%  
  84,847    

Alphabet, Inc. Class A*

    86,423,457  
  20,222    

Alphabet, Inc. Class C*

    20,572,447  
  737,986    

eBay, Inc.*

    27,954,910  
  451,984    

Facebook, Inc. Class A*

    77,741,248  
  799,535    

GoDaddy, Inc. Class A*

    51,617,980  
  402,124    

Leidos Holdings, Inc.

    25,828,425  
  524,011    

Mastercard, Inc. Class A

    93,415,441  
  828,300    

Microsoft Corp.

    77,462,616  
  294,922    

salesforce.com, Inc.*

    35,682,613  
  507,831    

SS&C Technologies Holdings, Inc.

    25,213,809  
  389,788    

Total System Services, Inc.

    32,765,579  
  197,218    

Workday, Inc. Class A*

    24,620,695  
   

 

 

 
      579,299,220  
   

 

 

 
      Technology Hardware & Equipment - 5.5%  
  466,513    

Apple, Inc.

    77,095,938  
  287,967    

CDW Corp.

    20,529,167  
  315,177    

Motorola Solutions, Inc.

    34,615,890  
  726,784    

NetApp, Inc.

    48,389,279  
   

 

 

 
      180,630,274  
   

 

 

 
 

 

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

 

 

  39  

 


Hartford Core Equity Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.4% - (continued)  
      Telecommunication Services - 1.6%  
  1,110,570    

Verizon Communications, Inc.

  $ 54,806,630  
   

 

 

 
      Transportation - 2.2%  
  180,124    

FedEx Corp.

    44,526,653  
  197,744    

Norfolk Southern Corp.

    28,370,332  
   

 

 

 
      72,896,985  
   

 

 

 
      Utilities - 4.9%  
  747,895    

American Electric Power Co., Inc.

    52,337,692  
  429,120    

NextEra Energy, Inc.

    70,337,059  
  483,555    

Pinnacle West Capital Corp.

    38,926,178  
   

 

 

 
      161,600,929  
   

 

 

 
 

Total Common Stocks
(cost $2,684,795,928)

  $ 3,255,085,792  
   

 

 

 
 

Total Long-Term Investments
(cost $2,684,795,928)

  $ 3,255,085,792  
   

 

 

 
SHORT-TERM INVESTMENTS - 1.5%  
      Other Investment Pools & Funds - 1.5%  
  49,666,039    

Fidelity Institutional Government Fund, Institutional Class,
1.59%(1)

  $ 49,666,039  
   

 

 

 
 

Total Short-Term Investments
(cost $49,666,039)

  $ 49,666,039  
   

 

 

 
 

Total Investments
(cost $2,734,461,967)

    99.9    $ 3,304,751,831  
 

Other Assets and Liabilities

    0.1      1,983,890  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 3,306,735,721  
   

 

 

    

 

 

 
 

 

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

 

 

  40  

 


Hartford Core Equity Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

* Non-income producing.

 

(1)  Current yield as of period end.

 

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

 

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

 

 

  41  

 


Hartford Core Equity Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Banks

   $     305,702,281      $     305,702,281      $     —      $     —  

Capital Goods

     214,089,320        214,089,320                

Commercial & Professional Services

     72,607,186        72,607,186                

Consumer Durables & Apparel

     104,147,598        104,147,598                

Consumer Services

     102,900,437        102,900,437                

Diversified Financials

     72,551,103        72,551,103                

Energy

     91,196,019        91,196,019                

Food & Staples Retailing

     97,306,838        97,306,838                

Food, Beverage & Tobacco

     70,619,675        70,619,675                

Health Care Equipment & Services

     330,418,929        330,418,929                

Household & Personal Products

     87,876,635        87,876,635                

Insurance

     128,812,729        128,812,729                

Materials

     74,733,334        74,733,334                

Media

     48,667,213        48,667,213                

Pharmaceuticals, Biotechnology & Life Sciences

     192,025,112        192,025,112                

Retailing

     143,603,859        143,603,859                

Semiconductors & Semiconductor Equipment

     68,593,486        68,593,486                

Software & Services

     579,299,220        579,299,220                

Technology Hardware & Equipment

     180,630,274        180,630,274                

Telecommunication Services

     54,806,630        54,806,630                

Transportation

     72,896,985        72,896,985                

Utilities

     161,600,929        161,600,929                

Short-Term Investments

     49,666,039        49,666,039                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     3,304,751,831      $     3,304,751,831      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

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

 

 

  42  

 


The Hartford Dividend and Growth Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.1%  
      Automobiles & Components - 0.5%  
  3,702,609    

Ford Motor Co.

  $ 41,617,325  
   

 

 

 
      Banks - 11.1%  
  9,803,096    

Bank of America Corp.

    293,308,632  
  1,058,567    

Bank of Nova Scotia

    65,059,528  
  1,390,665    

Citigroup, Inc.

    94,940,700  
  2,706,843    

JP Morgan Chase & Co.

    294,450,381  
  1,193,265    

PNC Financial Services Group, Inc.

    173,751,317  
   

 

 

 
      921,510,558  
   

 

 

 
      Capital Goods - 4.1%  
  1,821,632    

ABB Ltd. ADR

    42,389,376  
  443,355    

Caterpillar, Inc.

    64,002,728  
  930,866    

Eaton Corp. plc

    69,842,876  
  266,926    

Honeywell International, Inc.

    38,618,854  
  2,100,433    

Johnson Controls International plc

    71,141,666  
  38,456    

Lockheed Martin Corp.

    12,338,223  
  336,110    

United Technologies Corp.

    40,383,616  
   

 

 

 
      338,717,339  
   

 

 

 
      Consumer Services - 0.9%  
  914,994    

Hilton Worldwide Holdings, Inc.

    72,138,127  
   

 

 

 
      Diversified Financials - 3.2%  
  157,007    

BlackRock, Inc.

    81,879,151  
  1,202,061    

Intercontinental Exchange, Inc.

    87,101,340  
  900,076    

Northern Trust Corp.

    96,083,113  
   

 

 

 
      265,063,604  
   

 

 

 
      Energy - 10.0%  
  854,778    

BP plc ADR

    38,114,551  
  1,768,176    

Chevron Corp.

    221,216,499  
  1,586,060    

ConocoPhillips

    103,886,930  
  1,395,526    

Halliburton Co.

    73,948,923  
  2,198,059    

Hess Corp.

    125,267,382  
  1,500,830    

Kinder Morgan, Inc.

    23,743,131  
  3,087,078    

Suncor Energy, Inc.

    118,018,992  
  1,967,165    

TOTAL S.A. ADR

    123,164,201  
   

 

 

 
      827,360,609  
   

 

 

 
      Food & Staples Retailing - 1.9%  
  278,453    

Costco Wholesale Corp.

    54,899,794  
  904,360    

Sysco Corp.

    56,558,674  
  497,629    

Walgreens Boots Alliance, Inc.

    33,067,447  
  185,537    

Walmart, Inc.

    16,412,603  
   

 

 

 
      160,938,518  
   

 

 

 
      Food, Beverage & Tobacco - 2.2%  
  1,082,576    

PepsiCo, Inc.

    109,275,221  
  902,850    

Philip Morris International, Inc.

    74,033,700  
   

 

 

 
      183,308,921  
   

 

 

 
      Health Care Equipment & Services - 5.6%  
  947,231    

Abbott Laboratories

    55,062,538  
  1,110,145    

Cardinal Health, Inc.

    71,238,005  
  1,215,798    

CVS Health Corp.

    84,899,174  
  1,420,319    

Medtronic plc

    113,810,161  
  425,026    

UnitedHealth Group, Inc.

    100,476,146  
  350,348    

Universal Health Services, Inc. Class B

    40,009,742  
   

 

 

 
      465,495,766  
   

 

 

 
      Household & Personal Products - 0.8%  
  1,137,560    

Unilever N.V.

    64,977,427  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.1% - (continued)  
      Insurance - 7.9%  
  1,495,354    

American International Group, Inc.

  $ 83,739,824  
  113,963    

Brighthouse Financial, Inc.*

    5,787,041  
  1,234,827    

Chubb Ltd.

    167,528,979  
  882,170    

Marsh & McLennan Cos., Inc.

    71,896,855  
  1,380,728    

MetLife, Inc.

    65,819,304  
  1,370,499    

Principal Financial Group, Inc.

    81,160,951  
  1,671,693    

Prudential Financial, Inc.

    177,734,400  
   

 

 

 
      653,667,354  
   

 

 

 
      Materials - 4.3%  
  1,316,619    

Ball Corp.

    52,783,256  
  1,864,114    

BHP Billiton plc ADR

    78,926,587  
  751,967    

Celanese Corp. Series A

    81,716,254  
  1,547,623    

International Paper Co.

    79,795,442  
  616,679    

PPG Industries, Inc.

    65,293,972  
   

 

 

 
      358,515,511  
   

 

 

 
      Media - 2.7%  
  1,121,713    

CBS Corp. Class B

    55,188,280  
  5,336,985    

Comcast Corp. Class A

    167,527,959  
   

 

 

 
      222,716,239  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 7.7%  
  3,791,491    

AstraZeneca plc ADR

    134,711,675  
  2,970,434    

Bristol-Myers Squibb Co.

    154,848,725  
  1,019,889    

Eli Lilly & Co.

    82,682,401  
  2,164,940    

Merck & Co., Inc.

    127,450,018  
  200,600    

Novartis AG ADR

    15,384,014  
  3,273,907    

Pfizer, Inc.

    119,857,735  
   

 

 

 
      634,934,568  
   

 

 

 
      Real Estate - 2.3%  
  485,891    

American Tower Corp. REIT

    66,256,097  
  169,234    

Boston Properties, Inc. REIT

    20,546,700  
  1,456,144    

Invitation Homes, Inc. REIT

    33,695,172  
  434,637    

Simon Property Group, Inc. REIT

    67,951,148  
   

 

 

 
      188,449,117  
   

 

 

 
      Retailing - 2.1%  
  424,277    

Expedia Group, Inc.

    48,851,254  
  93,200    

Home Depot, Inc.

    17,223,360  
  602,913    

Lowe’s Cos., Inc.

    49,698,119  
  644,583    

TJX Cos., Inc.

    54,692,867  
   

 

 

 
      170,465,600  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 4.5%  
  3,953,523    

Intel Corp.

    204,080,857  
  485,628    

KLA-Tencor Corp.

    49,407,793  
  1,017,882    

QUALCOMM, Inc.

    51,922,161  
  648,040    

Texas Instruments, Inc.

    65,730,697  
   

 

 

 
      371,141,508  
   

 

 

 
      Software & Services - 9.0%  
  384,719    

Accenture plc Class A

    58,169,513  
  157,961    

Alliance Data Systems Corp.

    32,073,981  
  196,489    

Alphabet, Inc. Class A*

    200,139,765  
  1,795,439    

eBay, Inc.*

    68,011,229  
  471,405    

International Business Machines Corp.

    68,334,869  
  3,415,588    

Microsoft Corp.

    319,425,790  
   

 

 

 
      746,155,147  
   

 

 

 
 

 

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

 

 

  43  

 


The Hartford Dividend and Growth Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.1% - (continued)  
      Technology Hardware & Equipment - 4.7%  
  659,855    

Apple, Inc.

  $ 109,047,637  
  2,469,443    

Cisco Systems, Inc.

    109,371,630  
  3,538,197    

HP, Inc.

    76,035,854  
  895,337    

Motorola Solutions, Inc.

    98,334,863  
   

 

 

 
      392,789,984  
   

 

 

 
      Telecommunication Services - 3.2%  
  1,907,518    

AT&T, Inc.

    62,375,839  
  4,080,186    

Verizon Communications, Inc.

    201,357,179  
   

 

 

 
      263,733,018  
   

 

 

 
      Transportation - 3.8%  
  260,057    

Canadian Pacific Railway Ltd.

    47,444,799  
  904,168    

Delta Air Lines, Inc.

    47,215,653  
  593,237    

Union Pacific Corp.

    79,274,260  
  1,235,287    

United Parcel Service, Inc. Class B

    140,205,075  
   

 

 

 
      314,139,787  
   

 

 

 
      Utilities - 4.6%  
  1,504,543    

Dominion Energy, Inc.

    100,142,382  
  1,296,590    

Edison International

    84,952,577  
  1,882,618    

Exelon Corp.

    74,702,282  
  766,338    

NextEra Energy, Inc.

    125,610,462  
   

 

 

 
      385,407,703  
   

 

 

 
 

Total Common Stocks
(cost $5,961,266,058)

  $ 8,043,243,730  
   

 

 

 
 

Total Long-Term Investments
(cost $5,961,266,058)

  $ 8,043,243,730  
   

 

 

 
SHORT-TERM INVESTMENTS - 2.8%  
      Other Investment Pools & Funds - 2.8%  
  231,696,968    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class,
1.60%(1)

  $ 231,696,968  
   

 

 

 
 

Total Short-Term Investments
(cost $231,696,968)

  $ 231,696,968  
   

 

 

 
 

Total Investments
(cost $6,192,963,026)

    99.9    $ 8,274,940,698  
 

Other Assets and Liabilities

    0.1      9,714,397  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 8,284,655,095  
   

 

 

    

 

 

 
 

 

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

 

 

  44  

 


The Hartford Dividend and Growth Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

* Non-income producing.

 

(1)  Current yield as of period end.

 

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

 

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

ADR

   American Depositary Receipt

REIT

   Real Estate Investment Trust

 

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

 

 

  45  

 


The Hartford Dividend and Growth Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Automobiles & Components

   $ 41,617,325      $ 41,617,325      $      $  

Banks

     921,510,558        921,510,558                

Capital Goods

     338,717,339        338,717,339                

Consumer Services

     72,138,127        72,138,127                

Diversified Financials

     265,063,604        265,063,604                

Energy

     827,360,609        827,360,609                

Food & Staples Retailing

     160,938,518        160,938,518                

Food, Beverage & Tobacco

     183,308,921        183,308,921                

Health Care Equipment & Services

     465,495,766        465,495,766                

Household & Personal Products

     64,977,427        64,977,427                

Insurance

     653,667,354        653,667,354                

Materials

     358,515,511        358,515,511                

Media

     222,716,239        222,716,239                

Pharmaceuticals, Biotechnology & Life Sciences

     634,934,568        634,934,568                

Real Estate

     188,449,117        188,449,117                

Retailing

     170,465,600        170,465,600                

Semiconductors & Semiconductor Equipment

     371,141,508        371,141,508                

Software & Services

     746,155,147        746,155,147                

Technology Hardware & Equipment

     392,789,984        392,789,984                

Telecommunication Services

     263,733,018        263,733,018                

Transportation

     314,139,787        314,139,787                

Utilities

     385,407,703        385,407,703                

Short-Term Investments

     231,696,968        231,696,968                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     8,274,940,698      $     8,274,940,698      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

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

 

 

  46  

 


The Hartford Equity Income Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.9%  
      Automobiles & Components - 0.6%  
  169,308    

Cie Generale des Etablissements Michelin SCA

  $ 23,808,577  
   

 

 

 
      Banks - 13.4%  
  911,111    

BB&T Corp.

    48,106,661  
  1,650,554    

JP Morgan Chase & Co.

    179,547,264  
  456,325    

M&T Bank Corp.

    83,174,358  
  891,970    

PNC Financial Services Group, Inc.

    129,879,751  
  951,555    

US Bancorp

    48,005,950  
  1,516,104    

Wells Fargo & Co.

    78,776,764  
   

 

 

 
      567,490,748  
   

 

 

 
      Capital Goods - 6.4%  
  154,959    

3M Co.

    30,122,480  
  2,644,073    

BAE Systems plc

    22,184,343  
  322,666    

Caterpillar, Inc.

    46,580,064  
  828,713    

Eaton Corp. plc

    62,178,336  
  426,766    

Honeywell International, Inc.

    61,744,505  
  97,012    

Raytheon Co.

    19,881,639  
  240,496    

United Technologies Corp.

    28,895,595  
   

 

 

 
      271,586,962  
   

 

 

 
      Diversified Financials - 1.9%  
  82,679    

BlackRock, Inc.

    43,117,099  
  1,341,489    

Invesco Ltd.

    38,862,936  
   

 

 

 
      81,980,035  
   

 

 

 
      Energy - 13.3%  
  1,673,380    

Canadian Natural Resources Ltd.

    60,375,550  
  848,203    

Chevron Corp.

    106,118,677  
  724,372    

Exxon Mobil Corp.

    56,319,923  
  2,544,395    

Kinder Morgan, Inc.

    40,252,329  
  626,104    

Occidental Petroleum Corp.

    48,372,795  
  412,599    

Phillips 66

    45,926,395  
  699,415    

Schlumberger Ltd.

    47,951,892  
  2,800,677    

Suncor Energy, Inc.

    107,069,882  
  1,269,796    

TransCanada Corp.

    53,839,865  
   

 

 

 
      566,227,308  
   

 

 

 
      Food & Staples Retailing - 1.7%  
  713,870    

Sysco Corp.

    44,645,430  
  300,449    

Walmart, Inc.

    26,577,718  
   

 

 

 
      71,223,148  
   

 

 

 
      Food, Beverage & Tobacco - 5.5%  
  852,656    

British American Tobacco plc

    46,766,031  
  149,509    

Diageo plc ADR

    21,224,297  
  519,007    

Kraft Heinz Co.

    29,261,615  
  273,475    

Nestle S.A.

    21,186,129  
  318,089    

PepsiCo, Inc.

    32,107,904  
  1,024,962    

Philip Morris International, Inc.

    84,046,884  
   

 

 

 
      234,592,860  
   

 

 

 
      Health Care Equipment & Services - 3.3%  
  333,610    

Abbott Laboratories

    19,392,749  
  1,117,731    

Koninklijke Philips N.V.

    47,309,311  
  904,217    

Medtronic plc

    72,454,908  
   

 

 

 
      139,156,968  
   

 

 

 
      Household & Personal Products - 2.0%  
  1,506,231    

Unilever N.V.

    86,035,915  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.9% - (continued)  
      Insurance - 8.1%  
  779,818    

American International Group, Inc.

  $ 43,669,808  
  607,029    

Chubb Ltd.

    82,355,624  
  784,821    

Marsh & McLennan Cos., Inc.

    63,962,912  
  1,751,978    

MetLife, Inc.

    83,516,791  
  661,374    

Principal Financial Group, Inc.

    39,166,568  
  236,563    

Travelers Cos., Inc.

    31,131,691  
   

 

 

 
      343,803,394  
   

 

 

 
      Materials - 2.9%  
  1,247,542    

DowDuPont, Inc.

    78,894,556  
  829,779    

International Paper Co.

    42,783,405  
   

 

 

 
      121,677,961  
   

 

 

 
      Media - 1.2%  
  1,630,564    

Comcast Corp. Class A

    51,183,404  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 12.2%  
  130,043    

Amgen, Inc.

    22,689,903  
  952,405    

Bristol-Myers Squibb Co.

    49,648,873  
  996,609    

Eli Lilly & Co.

    80,795,091  
  889,757    

Johnson & Johnson

    112,545,363  
  1,170,124    

Merck & Co., Inc.

    68,885,200  
  630,109    

Novartis AG

    48,502,194  
  2,587,062    

Pfizer, Inc.

    94,712,340  
  185,795    

Roche Holding AG

    41,281,300  
   

 

 

 
      519,060,264  
   

 

 

 
      Real Estate - 1.1%  
  461,046    

Crown Castle International Corp. REIT

    46,505,710  
   

 

 

 
      Retailing - 1.2%  
  281,283    

Home Depot, Inc.

    51,981,098  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 6.3%  
  907,757    

Analog Devices, Inc.

    79,292,574  
  86,930    

Broadcom, Inc.

    19,943,481  
  1,849,885    

Intel Corp.

    95,491,064  
  725,969    

Maxim Integrated Products, Inc.

    39,565,310  
  617,004    

QUALCOMM, Inc.

    31,473,374  
   

 

 

 
      265,765,803  
   

 

 

 
      Software & Services - 1.0%  
  459,458    

Microsoft Corp.

    42,968,512  
   

 

 

 
      Technology Hardware & Equipment - 3.0%  
  2,917,387    

Cisco Systems, Inc.

    129,211,070  
   

 

 

 
      Telecommunication Services - 3.3%  
  921,746    

BCE, Inc.

    39,118,299  
  2,062,321    

Verizon Communications, Inc.

    101,775,541  
   

 

 

 
      140,893,840  
   

 

 

 
      Transportation - 2.1%  
  664,263    

Union Pacific Corp.

    88,765,465  
   

 

 

 
      Utilities - 7.4%  
  666,145    

American Electric Power Co., Inc.

    46,616,827  
  733,865    

Dominion Energy, Inc.

    48,846,054  
  200,654    

Duke Energy Corp.

    16,084,425  
  249,142    

Edison International

    16,323,784  
  771,426    

Eversource Energy

    46,478,417  
  351,287    

NextEra Energy, Inc.

    57,579,452  
 

 

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

 

 

  47  

 


The Hartford Equity Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.9% - (continued)  
      Utilities - 7.4% - (continued)  
  438,493    

Sempra Energy

  $ 49,023,517  
  743,057    

Xcel Energy, Inc.

    34,804,790  
   

 

 

 
      315,757,266  
   

 

 

 
 

Total Common Stocks
(cost $3,322,835,479)

  $ 4,159,676,308  
   

 

 

 
 

Total Long-Term Investments
(cost $3,322,835,479)

  $ 4,159,676,308  
   

 

 

 
SHORT-TERM INVESTMENTS - 2.1%  
      Other Investment Pools & Funds - 2.1%  
  87,561,040    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.62%(1)

  $ 87,561,040  
   

 

 

 
 

Total Short-Term Investments
(cost $87,561,040)

  $ 87,561,040  
   

 

 

 
 

Total Investments
(cost $3,410,396,519)

    100.0    $ 4,247,237,348  
 

Other Assets and Liabilities

    0.0      677,737  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 4,247,915,085  
   

 

 

    

 

 

 
 

 

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

 

 

  48  

 


The Hartford Equity Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

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

 

(1)  Current yield as of period end.

 

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

 

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

ADR

   American Depositary Receipt

REIT

   Real Estate Investment Trust

 

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

 

 

  49  

 


The Hartford Equity Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Automobiles & Components

   $ 23,808,577      $      $ 23,808,577      $  

Banks

     567,490,748        567,490,748                

Capital Goods

     271,586,962        249,402,619        22,184,343         

Diversified Financials

     81,980,035        81,980,035                

Energy

     566,227,308        566,227,308                

Food & Staples Retailing

     71,223,148        71,223,148                

Food, Beverage & Tobacco

     234,592,860        166,640,700        67,952,160         

Health Care Equipment & Services

     139,156,968        91,847,657        47,309,311         

Household & Personal Products

     86,035,915        86,035,915                

Insurance

     343,803,394        343,803,394                

Materials

     121,677,961        121,677,961                

Media

     51,183,404        51,183,404                

Pharmaceuticals, Biotechnology & Life Sciences

     519,060,264        429,276,770        89,783,494         

Real Estate

     46,505,710        46,505,710                

Retailing

     51,981,098        51,981,098                

Semiconductors & Semiconductor Equipment

     265,765,803        265,765,803                

Software & Services

     42,968,512        42,968,512                

Technology Hardware & Equipment

     129,211,070        129,211,070                

Telecommunication Services

     140,893,840        140,893,840                

Transportation

     88,765,465        88,765,465                

Utilities

     315,757,266        315,757,266                

Short-Term Investments

     87,561,040        87,561,040                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     4,247,237,348      $     3,996,199,463      $     251,037,885      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

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

 

 

  50  

 


The Hartford Growth Opportunities Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.0%  
      Automobiles & Components - 1.3%  
  219,597    

Tesla, Inc.*(1)

  $ 64,539,558  
   

 

 

 
      Capital Goods - 4.1%  
  365,930    

Deere & Co.

    49,521,307  
  266,986    

Harris Corp.

    41,761,950  
  289,907    

IDEX Corp.

    38,748,970  
  55,900    

nLight, Inc.*

    1,393,587  
  382,282    

Rockwell Automation, Inc.

    62,896,857  
   

 

 

 
      194,322,671  
   

 

 

 
      Commercial & Professional Services - 3.6%  
  4,699,086    

ADT, Inc.(1)

    41,868,856  
  35,500    

Ceridian HCM Holding, Inc.*

    1,121,090  
  285,178    

CoStar Group, Inc.*

    104,563,366  
  63,425    

Klarna Holding AB*(2)(3)(4)(5)

    8,706,166  
  1,608,652    

Landscape Acquisition Holdings Ltd.*

    14,799,598  
   

 

 

 
      171,059,076  
   

 

 

 
      Consumer Durables & Apparel - 3.1%  
  44,739    

Mohawk Industries, Inc.*

    9,389,821  
  350,843    

Polaris Industries, Inc.

    36,775,363  
  1,414,553    

Skechers USA, Inc. Class A*

    40,314,761  
  1,410,555    

Under Armour, Inc. Class A*(1)

    25,051,457  
  2,285,089    

Under Armour, Inc. Class C*(1)

    35,076,116  
   

 

 

 
      146,607,518  
   

 

 

 
      Consumer Services - 3.4%  
  4,858,252    

DraftKings, Inc.*(2)(3)(4)(5)

    6,461,475  
  641,253    

Hilton Worldwide Holdings, Inc.

    50,556,387  
  1,443,511    

Melco Resorts & Entertainment Ltd. ADR

    45,051,978  
  273,452    

Vail Resorts, Inc.

    62,705,278  
   

 

 

 
      164,775,118  
   

 

 

 
      Diversified Financials - 4.9%  
  1,062,841    

American Express Co.

    104,955,549  
  3,804,996    

J2 Acquisition Ltd.*(3)

    36,033,312  
  2,063,598    

Ocean Outdoor Ltd.*(3)(4)(5)

    19,758,951  
  1,500,000    

Platinum Eagle Acquisition Corp.*

    15,270,000  
  991,922    

TD Ameritrade Holding Corp.

    57,620,749  
   

 

 

 
      233,638,561  
   

 

 

 
      Energy - 2.1%  
  160,512    

Diamondback Energy, Inc.*

    20,617,766  
  179,088    

EOG Resources, Inc.

    21,162,829  
  1,211,411    

Newfield Exploration Co.*

    36,100,048  
  1,350,253    

WPX Energy, Inc.*

    23,075,824  
   

 

 

 
      100,956,467  
   

 

 

 
      Food, Beverage & Tobacco - 1.0%  
  752,223    

Lamb Weston Holdings, Inc.

    49,135,206  
   

 

 

 
      Health Care Equipment & Services - 7.5%  
  260,513    

Align Technology, Inc.*

    65,089,173  
  1,194,529    

Baxter International, Inc.

    83,019,766  
  486,946    

DexCom, Inc.*

    35,634,708  
  646,325    

Edwards Lifesciences Corp.*

    82,315,952  
  575,777    

Insulet Corp.*

    49,516,822  
  564,998    

Veeva Systems, Inc. Class A*

    39,623,310  
   

 

 

 
      355,199,731  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.0% - (continued)  
      Materials - 3.4%  
  1,383,239    

ArcelorMittal*

  $ 46,808,808  
  527,630    

Packaging Corp. of America

    61,041,515  
  467,443    

Vulcan Materials Co.

    52,208,708  
   

 

 

 
      160,059,031  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 4.0%  
  1,214,177    

AstraZeneca plc ADR

    43,139,709  
  1,855,048    

Exact Sciences Corp.*

    92,770,950  
  427,239    

Ionis Pharmaceuticals, Inc.*

    18,384,094  
  108,123    

Nektar Therapeutics*

    9,045,570  
  391,103    

Seattle Genetics, Inc.*

    20,020,563  
  119,779    

TESARO, Inc.*

    6,097,949  
   

 

 

 
      189,458,835  
   

 

 

 
      Real Estate - 1.0%  
  29,564    

WeWork Companies, Inc. Class  A,
REIT*(2)(3)(4)(5)

    1,531,711  
  3,527,741    

Williams Corp.*(1)

    45,155,085  
   

 

 

 
      46,686,796  
   

 

 

 
      Retailing - 12.2%  
  168,750    

Amazon.com, Inc.*

    264,284,438  
  585,105    

Dollar Tree, Inc.*

    56,105,718  
  825,626    

Floor & Decor Holdings, Inc. Class A*

    45,896,549  
  116,585    

Honest Co.*(2)(3)(4)(5)

    2,061,223  
  123,196    

JAND, Inc. Class A*(2)(3)(4)(5)

    1,652,058  
  252,388    

Netflix, Inc.*

    78,861,155  
  503,167    

Tiffany & Co.

    51,740,663  
  171,581    

Tory Burch LLC*(2)(3)(4)(5)

    9,428,374  
  604,800    

TripAdvisor, Inc.*

    22,631,616  
  756,979    

Wayfair, Inc. Class A*(1)

    47,159,792  
   

 

 

 
      579,821,586  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 4.8%  
  539,865    

Microchip Technology, Inc.

    45,165,106  
  1,401,340    

Micron Technology, Inc.*

    64,433,613  
  348,314    

NVIDIA Corp.

    78,335,818  
  1,323,216    

Teradyne, Inc.

    43,070,681  
   

 

 

 
      231,005,218  
   

 

 

 
      Software & Services - 34.9%  
  572,546    

2U, Inc.*

    46,084,228  
  322,844    

Adobe Systems, Inc.*

    71,542,230  
  185,854    

Alphabet, Inc. Class C*

    189,074,850  
  369,823    

Atlassian Corp. plc Class A*

    20,702,692  
  454,590    

Autodesk, Inc.*

    57,232,881  
  1,530,531    

Facebook, Inc. Class A*

    263,251,332  
  268,136    

FleetCor Technologies, Inc.*

    55,579,230  
  557,791    

ForeScout Technologies, Inc.*

    17,843,734  
  452,833    

Global Payments, Inc.

    51,192,771  
  1,052,023    

Guidewire Software, Inc.*

    89,022,186  
  1,243,661    

PayPal Holdings, Inc.*

    92,789,547  
  911,654    

salesforce.com, Inc.*

    110,301,017  
  545,171    

ServiceNow, Inc.*

    90,574,710  
  558,290    

Shopify, Inc. Class A*

    74,604,293  
  646,531    

Spotify Technology S.A.*

    104,524,667  
  1,536,829    

SS&C Technologies Holdings, Inc.

    76,303,560  
  1,352,883    

Trade Desk, Inc. Class A*(1)

    69,227,023  
  306,826    

Weibo Corp. ADR*

    35,137,714  
  749,890    

Wix.com Ltd.*

    61,678,452  
  665,567    

Workday, Inc. Class A*

    83,089,384  
   

 

 

 
      1,659,756,501  
   

 

 

 
 

 

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

 

 

  51  

 


The Hartford Growth Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.0% - (continued)  
      Technology Hardware & Equipment - 1.6%  
  177,405    

IPG Photonics Corp.*

  $ 37,792,587  
  300,032    

Zebra Technologies Corp. Class A*

    40,453,315  
   

 

 

 
      78,245,902  
   

 

 

 
      Transportation - 1.1%  
  876,614    

CSX Corp.

    52,062,105  
   

 

 

 
 

Total Common Stocks
(cost $4,021,812,933)

  $ 4,477,329,880  
   

 

 

 
   
PREFERRED STOCKS - 4.6%  
      Commercial & Professional Services - 0.3%  
  470,535    

Rubicon Global Holdings LLC Series C*(2)(3)(4)(5)

  $ 13,786,675  
   

 

 

 
      Real Estate - 0.8%  
  404,267    

WeWork Companies, Inc. Class D-1*(2)(3)(4)(5)

    20,945,073  
  317,638    

WeWork Companies, Inc. Class D-2*(2)(3)(4)(5)

    16,456,825  
   

 

 

 
      37,401,898  
   

 

 

 
      Retailing - 0.5%  
  4,434,460    

Coupang LLC*(2)(3)(4)(5)

    22,070,751  
  275,096    

JAND, Inc. Series D*(2)(3)(4)(5)

    3,801,827  
   

 

 

 
      25,872,578  
   

 

 

 
      Software & Services - 3.0%  
  5,668,755    

Essence Group Holdings Corp.
Series 3*(2)(3)(4)(5)

    11,791,011  
  169,309    

General Assembly Space, Inc.
Series D*(2)(3)(4)(5)

    11,412,053  
  743,470    

Lookout, Inc. Series F*(2)(3)(4)(5)

    6,148,497  
  1,078,374    

MarkLogic Corp. Series F*(2)(3)(4)(5)

    10,697,470  
  1,410,890    

Pinterest, Inc. Series G*(2)(3)(4)(5)

    8,973,260  
  1,815,430    

Uber Technologies, Inc.
Series D*(2)(3)(4)(5)

    63,721,593  
  1,597,411    

Zuora, Inc. Series F*(2)(3)(4)(5)(6)

    27,980,091  
   

 

 

 
      140,723,975  
   

 

 

 
 

Total Preferred Stocks
(cost $127,087,962)

  $ 217,785,126  
   

 

 

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

Honest Co. Series C*(2)(3)(4)(5)

  $ 8,302,417  
   

 

 

 
 

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

  $ 8,302,417  
   

 

 

 
   
ESCROWS - 0.1%  
      Capital Goods - 0.0%  
  4,106,956    

Lithium Technology Corp.,
Escrow*(2)(3)(4)(5)

  $ 1,232,087  
   

 

 

 
      Consumer Durables & Apparel - 0.0%  
  923,832    

One Kings Lane, Inc.,
Escrow*(2)(3)(4)(5)

    166,290  
   

 

 

 
      Software & Services - 0.1%  
  1,526,069    

Birst, Inc. Escrow*(2)(3)(4)(5)

    289,953  
  1,526,069    

Birst, Inc. Earn Out
Escrow*(2)(3)(4)(5)

    1  
  566,228    

Veracode, Inc. Escrow*(2)(3)(4)(5)

    2,276,237  
   

 

 

 
      2,566,191  
   

 

 

 
 

Total Escrows
(cost $ –)

  $ 3,964,568  
   

 

 

 
Shares or Principal Amount   Market Value  
WARRANTS - 0.1%  
      Commercial & Professional Services - 0.0%  
  1,609,100    

Landscape Acquisition Holdings Ltd. Expires 11/23/22*

  $ 965,460  
   

 

 

 
      Diversified Financials - 0.0%  
  3,804,100    

J2 Acquisition Ltd. Expires 9/7/27*

    1,864,009  
   

 

 

 
      Real Estate - 0.1%  
  1,928,514    

Williams Corp. Expires 9/16/20*

    2,796,345  
   

 

 

 
 

Total Warrants
(cost $1,731,939)

  $ 5,625,814  
   

 

 

 
 

Total Long-Term Investments
(cost $4,157,993,285)

  $ 4,713,007,805  
   

 

 

 
   
SHORT-TERM INVESTMENTS - 3.8%  
      Other Investment Pools & Funds - 0.5%  
  23,293,631    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,
1.62%(7)

  $ 23,293,631  
   

 

 

 
      Securities Lending Collateral - 3.3%  
  7,876,112    

Citibank NA DDCA,
1.50%, 5/1/2018(7)

    7,876,112  
  83,817,342    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(7)

    83,817,342  
  65,828,788    

Invesco Government & Agency Portfolio,
1.60%(7)

    65,828,788  
   

 

 

 
      157,522,242  
   

 

 

 
 

Total Short-Term Investments
(cost $180,815,873)

  $ 180,815,873  
   

 

 

 
 

Total Investments
(cost $4,338,809,158)

    102.8    $ 4,893,823,678  
 

Other Assets and Liabilities

    (2.8 )%       (134,289,691
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 4,759,533,987  
   

 

 

    

 

 

 

 

 

 

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

 

 

  52  

 


The Hartford Growth Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

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

 

* Non-income producing.

 

(1)  Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(2)  Investment valued using significant unobservable inputs.

 

(3)  Securities issued within terms of a private placement memorandum, exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $315,685,381, which represents 6.6% 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 April 30, 2018, the aggregate fair value of these securities was $279,652,069, which represents 5.9% 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.

 

(5)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited. At April 30, 2018, the aggregate value of these securities was $279,652,069, which represented 5.9% of total net assets.

 

(6)  The following illiquid securities are considered restricted due to a contractual lock-up period associated with the securities.

 

Period
Acquired
    

Security Name

     Shares/
Par Value
   Base
Total Cost
     Base
Market Value
 
  01/2015      Zuora, Inc. Series F Preferred    1,597,411    $     12,138,091      $     27,980,091  

 

(7)  Current yield as of period end.

 

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

 

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

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

REIT

   Real Estate Investment Trust

 

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

 

 

  53  

 


The Hartford Growth Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Automobiles & Components

   $ 64,539,558      $ 64,539,558      $     —      $  

Capital Goods

     194,322,671        194,322,671                

Commercial & Professional Services

     171,059,076        162,352,910               8,706,166  

Consumer Durables & Apparel

     146,607,518        146,607,518                

Consumer Services

     164,775,118        158,313,643               6,461,475  

Diversified Financials

     233,638,561        213,879,610               19,758,951  

Energy

     100,956,467        100,956,467                

Food, Beverage & Tobacco

     49,135,206        49,135,206                

Health Care Equipment & Services

     355,199,731        355,199,731                

Materials

     160,059,031        160,059,031                

Pharmaceuticals, Biotechnology & Life Sciences

     189,458,835        189,458,835                

Real Estate

     46,686,796        45,155,085               1,531,711  

Retailing

     579,821,586        566,679,931               13,141,655  

Semiconductors & Semiconductor Equipment

     231,005,218        231,005,218                

Software & Services

     1,659,756,501        1,659,756,501                

Technology Hardware & Equipment

     78,245,902        78,245,902                

Transportation

     52,062,105        52,062,105                

Preferred Stocks

     217,785,126                      217,785,126  

Convertible Preferred Stocks

     8,302,417                      8,302,417  

Escrows

     3,964,568                      3,964,568  

Warrants

     5,625,814        5,625,814                

Short-Term Investments

     180,815,873        180,815,873                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     4,893,823,678      $     4,614,171,609      $      $     279,652,069  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) For the six-month period ended April 30, 2018, investments valued at $15,167,450 were transferred from Level 1 to Level 3 due to the unavailability of active market pricing.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2018:

 

     Common
Stocks
    Convertible
Preferred
Stocks
     Escrows     Preferred
Stocks
    Total  

Beginning balance

   $ 45,874,568     $ 8,302,417      $     $     254,192,119     $     308,369,104  

Conversions*

     (4,152,445                4,152,445              

Purchases

     5,174,466                          5,174,466  

Sales

     (13,119,296                  (24,393,755     (37,513,051

Accrued discounts/(premiums)

                               

Total realized gain/(loss)

     1,820,419                    8,655,166       10,475,585  

Net change in unrealized appreciation/depreciation

     (1,165,204            (187,877     (20,668,404     (22,021,485

Transfers into Level 3

     15,167,450                          15,167,450  

Transfers out of Level 3

                               
  

 

 

   

 

 

    

 

 

   

 

 

   

 

 

 

Ending balance

   $     49,599,958     $     8,302,417      $ 3,964,568     $ 217,785,126     $ 279,652,069  
  

 

 

   

 

 

    

 

 

   

 

 

   

 

 

 

The change in net unrealized appreciation/(depreciation) relating to the Level 3 investments held at April 30, 2018 was $(10,234,195).

 

* Private Equity securities that were a common stock are now trading as escrow.

 

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

 

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

 

 

  54  

 


The Hartford Healthcare Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.8%  
      Biotechnology - 25.8%  
  838,179    

Aduro Biotech, Inc.*(1)

  $ 5,783,435  
  129,992    

Aimmune Therapeutics, Inc.*

    4,034,952  
  314,670    

Alder Biopharmaceuticals, Inc.*(1)

    4,468,314  
  529,406    

Alkermes plc*

    23,436,804  
  146,044    

Alnylam Pharmaceuticals, Inc.*

    13,805,539  
  166,933    

Arena Pharmaceuticals, Inc.*

    6,650,611  
  237,816    

Audentes Therapeutics, Inc.*

    8,884,806  
  43,938    

Biogen, Inc.*

    12,021,437  
  46,475    

Biohaven Pharmaceutical Holding Co., Ltd.*

    1,355,211  
  106,046    

Bluebird Bio, Inc.*

    18,043,727  
  263,659    

Calithera Biosciences, Inc.*

    1,621,503  
  162,320    

Celgene Corp.*

    14,138,072  
  399,988    

Clementia Pharmaceuticals, Inc.*(1)

    6,507,805  
  945,547    

Coherus Biosciences, Inc.*(1)

    11,441,119  
  490,070    

Cytokinetics, Inc.*

    4,067,581  
  287,561    

G1 Therapeutics, Inc.*

    11,027,964  
  79,951    

Galapagos N.V.*

    7,163,903  
  72,495    

Genmab A/S*

    14,636,607  
  258,981    

Global Blood Therapeutics, Inc.*(1)

    11,434,011  
  532,841    

GlycoMimetics, Inc.*

    8,999,684  
  128,756    

Incyte Corp.*

    7,975,147  
  87,222    

Innate Pharma S.A.*(1)

    667,399  
  460,233    

Ironwood Pharmaceuticals, Inc.*

    8,339,422  
  378,749    

Karyopharm Therapeutics, Inc.*

    4,954,037  
  225,663    

Loxo Oncology, Inc.*

    28,413,228  
  339,246    

Momenta Pharmaceuticals, Inc.*

    7,056,317  
  365,456    

Nightstar Therapeutics plc ADR*(1)

    5,229,675  
  502,763    

Portola Pharmaceuticals, Inc.*

    18,164,827  
  178,993    

Radius Health, Inc.*(1)

    5,405,589  
  38,956    

Regeneron Pharmaceuticals, Inc.*

    11,830,158  
  1,650,779    

Rigel Pharmaceuticals, Inc.*

    5,959,312  
  482,171    

Seattle Genetics, Inc.*

    24,682,333  
  606,112    

Syndax Pharmaceuticals, Inc.*

    6,327,809  
  103,286    

TESARO, Inc.*

    5,258,290  
  692,529    

Trevena, Inc.*

    1,288,104  
  107,895    

Ultragenyx Pharmaceutical, Inc.*

    5,485,382  
  140,137    

UroGen Pharma Ltd.*

    7,850,475  
  141,967    

Vertex Pharmaceuticals, Inc.*

    21,743,666  
  106,133    

Zealand Pharma A/S ADR*

    1,581,382  
   

 

 

 
      367,735,637  
   

 

 

 
      Drug Retail - 1.2%  
  208,116    

Walgreens Boots Alliance, Inc.

    13,829,308  
  28,277    

Zur Rose Group AG*(1)

    3,314,735  
   

 

 

 
      17,144,043  
   

 

 

 
      Health Care Distributors - 2.9%  
  237,936    

Cardinal Health, Inc.

    15,268,353  
  164,634    

McKesson Corp.

    25,717,477  
  43,709    

Owens & Minor, Inc.

    710,271  
   

 

 

 
      41,696,101  
   

 

 

 
      Health Care Equipment - 22.1%  
  506,080    

Abbott Laboratories

    29,418,430  
  291,147    

AtriCure, Inc.*

    6,472,198  
  109,280    

Baxter International, Inc.

    7,594,960  
  111,554    

Becton Dickinson and Co.

    25,866,026  
  1,457,150    

Boston Scientific Corp.*

    41,849,348  
  78,080    

Danaher Corp.

    7,832,986  
  122,922    

Edwards Lifesciences Corp.*

    15,655,346  
  562,209    

Globus Medical, Inc. Class A*

    28,779,479  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.8% - (continued)  
      Health Care Equipment - 22.1% - (continued)  
  166,866    

Hologic, Inc.*

  $ 6,472,732  
  604,777    

K2M Group Holdings, Inc.*

    11,551,241  
  180,225    

Koninklijke Philips N.V.

    7,628,240  
  757,533    

Medtronic plc

    60,701,119  
  96,300    

NuVasive, Inc.*

    5,124,123  
  51,500    

Siemens Healthineers AG*(2)

    2,007,849  
  236,057    

Stryker Corp.

    39,992,777  
  58,947    

Teleflex, Inc.

    15,790,722  
  27,899    

Zimmer Biomet Holdings, Inc.

    3,213,128  
   

 

 

 
      315,950,704  
   

 

 

 
      Health Care Facilities - 2.8%  
  202,073    

Acadia Healthcare Co., Inc.*

    7,189,757  
  3,818,500    

China Resources Phoenix Healthcare Holdings Co., Ltd.

    4,991,013  
  711,511    

Georgia Healthcare Group plc*(2)

    2,713,317  
  170,111    

HCA Healthcare, Inc.

    16,286,427  
  95,964    

LifePoint Health, Inc.*

    4,596,676  
  43,011    

Universal Health Services, Inc. Class B

    4,911,856  
   

 

 

 
      40,689,046  
   

 

 

 
      Health Care Services - 0.3%  
  110,456    

Envision Healthcare Corp.*

    4,105,649  
   

 

 

 
      Health Care Supplies - 1.0%  
  100,468    

DENTSPLY SIRONA, Inc.

    5,057,559  
  409,367    

Endologix, Inc.*

    1,764,372  
  433,855    

OraSure Technologies, Inc.*

    7,692,249  
   

 

 

 
      14,514,180  
   

 

 

 
      Health Care Technology - 2.5%  
  112,719    

athenahealth, Inc.*

    13,804,696  
  102,172    

Cerner Corp.*

    5,951,519  
  406,361    

HMS Holdings Corp.*

    7,318,562  
  66,000    

Ping An Healthcare and Technology Co., Ltd.*(3)(4)

    460,818  
  184,744    

Teladoc, Inc.*(1)

    7,943,992  
   

 

 

 
      35,479,587  
   

 

 

 
      Life Sciences Tools & Services - 3.7%  
  56,897    

ICON plc*

    6,692,794  
  233,189    

Syneos Health, Inc.*

    8,884,501  
  173,925    

Thermo Fisher Scientific, Inc.

    36,585,124  
  70,000    

Wuxi Biologics Cayman, Inc.*(2)

    634,966  
   

 

 

 
      52,797,385  
   

 

 

 
      Managed Health Care - 11.9%  
  35,493    

Aetna, Inc.

    6,355,022  
  109,959    

Anthem, Inc.

    25,949,224  
  120,171    

Cigna Corp.

    20,647,781  
  26,852    

Humana, Inc.

    7,899,321  
  50,440    

Molina Healthcare, Inc.*

    4,199,130  
  512,600    

Qualicorp S.A.

    3,562,974  
  374,629    

UnitedHealth Group, Inc.

    88,562,296  
  58,601    

WellCare Health Plans, Inc.*

    12,022,581  
   

 

 

 
      169,198,329  
   

 

 

 
      Pharmaceuticals - 22.6%  
  271,511    

Allergan plc

    41,717,665  
  940,301    

AstraZeneca plc ADR

    33,408,895  
  997,922    

Bristol-Myers Squibb Co.

    52,021,674  
  120,090    

Chugai Pharmaceutical Co., Ltd.

    6,333,472  
  411,800    

Clearside Biomedical, Inc.*

    5,015,724  
 

 

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

 

 

  55  

 


The Hartford Healthcare Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.8% - (continued)  
      Pharmaceuticals - 22.6% - (continued)  
  219,698    

Dermira, Inc.*

  $ 2,001,449  
  252,070    

Eisai Co., Ltd.

    16,906,086  
  434,750    

Eli Lilly & Co.

    35,245,183  
  278,999    

Evolus, Inc.*(1)

    1,911,143  
  65,113    

Hikma Pharmaceuticals plc

    1,148,101  
  190,766    

Impax Laboratories, Inc.*

    3,586,401  
  167,823    

Intersect ENT, Inc.*

    6,704,529  
  54,588    

Johnson & Johnson

    6,904,836  
  85,545    

Kala Pharmaceuticals, Inc.*

    1,284,886  
  413,857    

Medicines Co.*

    12,452,957  
  1,020,809    

MediWound Ltd.*

    5,614,450  
  485,037    

Mylan N.V.*

    18,800,034  
  323,707    

MyoKardia, Inc.*

    15,991,126  
  1,491,719    

Nabriva Therapeutics plc*

    7,160,251  
  382,660    

Ono Pharmaceutical Co., Ltd.

    8,845,284  
  304,852    

Revance Therapeutics, Inc.*

    8,520,613  
  150,510    

Shionogi & Co., Ltd.

    7,734,964  
  2,535,100    

Sino Biopharmaceutical Ltd.

    5,338,436  
  75,050    

Takeda Pharmaceutical Co., Ltd.

    3,160,357  
  220,059    

Teva Pharmaceutical Industries Ltd. ADR

    3,956,661  
  146,706    

UCB S.A.

    11,049,025  
   

 

 

 
      322,814,202  
   

 

 

 
 

Total Common Stocks
(cost $1,197,412,215)

  $ 1,382,124,863  
   

 

 

 
 

Total Long-Term Investments
(cost $1,197,412,215)

  $ 1,382,124,863  
   

 

 

 
SHORT-TERM INVESTMENTS - 3.3%  
      Other Investment Pools & Funds - 2.0%  
  28,643,273    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,
1.62%(5)

  $ 28,643,273  
   

 

 

 
      Securities Lending Collateral - 1.3%  
  919,651    

Citibank NA DDCA,
1.50%, 5/1/2018(5)

    919,651  
  9,786,899    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(5)

    9,786,899  
  7,686,473    

Invesco Government & Agency Portfolio,
1.60%(5)

    7,686,473  
   

 

 

 
      18,393,023  
   

 

 

 
 

Total Short-Term Investments
(cost $47,036,296)

  $ 47,036,296  
   

 

 

 
 

Total Investments
(cost $1,244,448,511)

    100.1    $ 1,429,161,159  
  Other Assets and Liabilities     (0.1 )%       (1,720,333
   

 

 

    

 

 

 
  Total Net Assets     100.0    $ 1,427,440,826  
   

 

 

    

 

 

 
 

 

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

 

 

  56  

 


The Hartford Healthcare Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

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

 

* Non-income producing.

 

(1)  Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $5,356,132, which represented 0.4% of total net assets.

 

(3)  This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, the aggregate fair value of this security was $460,818, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(4)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited.

 

     At April 30, 2018, the aggregate value of this security was $460,818, which represented 0.0% of total net assets.

 

(5)  Current yield as of period end.

 

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

 

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

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

 

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

 

 

  57  

 


The Hartford Healthcare Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Biotechnology

   $ 367,735,637      $ 345,267,728      $ 22,467,909      $  

Drug Retail

     17,144,043        13,829,308        3,314,735         

Health Care Distributors

     41,696,101        41,696,101                

Health Care Equipment

     315,950,704        308,322,464        7,628,240         

Health Care Facilities

     40,689,046        35,698,033        4,991,013         

Health Care Services

     4,105,649        4,105,649                

Health Care Supplies

     14,514,180        14,514,180                

Health Care Technology

     35,479,587        35,018,769               460,818  

Life Sciences Tools & Services

     52,797,385        52,162,419        634,966         

Managed Health Care

     169,198,329        169,198,329                

Pharmaceuticals

     322,814,202        262,298,477        60,515,725         

Short-Term Investments

     47,036,296        47,036,296                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,429,161,159      $     1,329,147,753      $     99,552,588      $     460,818  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) For the six-month period ended April 30, 2018, investments valued at $6,197,366 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.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six-month period ended April 30, 2018 is not presented.

 

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

 

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

 

 

  58  

 


The Hartford MidCap Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 99.8%  
      Automobiles & Components - 0.3%  
  780,290    

Harley-Davidson, Inc.

  $ 32,093,328  
   

 

 

 
      Banks - 6.4%  
  871,283    

Cullen/Frost Bankers, Inc.

    99,718,340  
  749,047    

East West Bancorp, Inc.

    49,901,511  
  204,421    

First Citizens BancShares, Inc. Class A

    88,369,154  
  1,513,339    

First Republic Bank

    140,543,793  
  840,955    

M&T Bank Corp.

    153,280,868  
  724,726    

Pinnacle Financial Partners, Inc.

    46,418,700  
  1,107,004    

Prosperity Bancshares, Inc.

    79,449,677  
  978,735    

South State Corp.

    84,709,514  
   

 

 

 
      742,391,557  
   

 

 

 
      Capital Goods - 7.4%  
  1,787,254    

Allison Transmission Holdings, Inc.

    69,685,034  
  1,511,017    

Fastenal Co.

    75,535,740  
  1,663,616    

HEICO Corp. Class A

    120,029,894  
  1,488,585    

IDEX Corp.

    198,964,271  
  1,017,465    

Lennox International, Inc.

    196,747,207  
  527,022    

Lincoln Electric Holdings, Inc.

    43,674,313  
  576,524    

Middleby Corp.*

    72,549,780  
  1,177,715    

PACCAR, Inc.

    74,985,114  
   

 

 

 
      852,171,353  
   

 

 

 
      Commercial & Professional Services - 9.6%  
  120,100    

Ceridian HCM Holding, Inc.*

    3,792,758  
  386,992    

Cimpress N.V.*

    55,653,320  
  657,541    

Cintas Corp.

    111,979,232  
  404,321    

CoStar Group, Inc.*

    148,248,338  
  1,137,332    

Dun & Bradstreet Corp.

    131,145,753  
  1,879,628    

KAR Auction Services, Inc.

    97,721,860  
  1,930,867    

Robert Half International, Inc.

    117,300,170  
  4,202,597    

TransUnion*

    272,790,571  
  319,889    

UniFirst Corp.

    51,374,173  
  1,567,449    

Waste Connections, Inc.

    113,326,563  
   

 

 

 
      1,103,332,738  
   

 

 

 
      Consumer Durables & Apparel - 2.0%  
  56,361    

NVR, Inc.*

    174,719,100  
  3,692,571    

Under Armour, Inc. Class C*(1)

    56,680,965  
   

 

 

 
      231,400,065  
   

 

 

 
      Consumer Services - 1.2%  
  1,699,396    

Choice Hotels International, Inc.

    136,036,650  
   

 

 

 
      Diversified Financials - 3.8%  
  350,910    

Credit Acceptance Corp.*(1)

    116,095,064  
  657,052    

FactSet Research Systems, Inc.

    124,255,104  
  513,254    

MSCI, Inc.

    76,900,847  
  1,168,001    

Northern Trust Corp.

    124,684,107  
   

 

 

 
      441,935,122  
   

 

 

 
      Energy - 4.9%  
  606,579    

Cimarex Energy Co.

    61,015,782  
  793,209    

Diamondback Energy, Inc.*

    101,887,696  
  4,603,228    

Newfield Exploration Co.*

    137,176,194  
  1,281,848    

RSP Permian, Inc.*

    63,592,479  
  12,063,208    

WPX Energy, Inc.*

    206,160,225  
   

 

 

 
      569,832,376  
   

 

 

 
      Food & Staples Retailing - 0.7%  
  862,340    

PriceSmart, Inc.

    75,540,984  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 99.8% - (continued)  
      Health Care Equipment & Services - 4.9%  
  950,027    

Integra LifeSciences Holdings Corp.*

  $ 58,550,164  
  1,433,343    

STERIS plc

    135,479,580  
  548,689    

Teleflex, Inc.

    146,982,809  
  1,064,423    

Varian Medical Systems, Inc.*

    123,036,655  
  1,429,321    

Veeva Systems, Inc. Class A*

    100,238,282  
   

 

 

 
      564,287,490  
   

 

 

 
      Insurance - 5.5%  
  152,212    

Alleghany Corp.

    87,471,670  
  185,568    

Fairfax Financial Holdings Ltd.

    102,735,544  
  1,852,010    

FNF Group

    68,209,528  
  196,217    

Markel Corp.*

    221,733,059  
  83,366    

White Mountains Insurance Group Ltd.

    72,135,766  
  1,029,694    

WR Berkley Corp.

    76,773,984  
   

 

 

 
      629,059,551  
   

 

 

 
      Materials - 3.1%  
  3,437,937    

Ball Corp.

    137,826,894  
  1,469,328    

Packaging Corp. of America

    169,986,556  
  1,928,551    

Silgan Holdings, Inc.

    54,134,427  
   

 

 

 
      361,947,877  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 12.3%  
  1,544,127    

Aerie Pharmaceuticals, Inc.*

    79,059,302  
  1,423,193    

Agios Pharmaceuticals, Inc.*

    119,420,125  
  2,747,828    

Alkermes plc*

    121,646,345  
  223,530    

Alnylam Pharmaceuticals, Inc.*

    21,130,291  
  536,431    

BeiGene Ltd. ADR*

    90,967,969  
  430,888    

Bluebird Bio, Inc.*

    73,315,593  
  2,805,671    

Ionis Pharmaceuticals, Inc.*

    120,728,023  
  3,714,480    

Ironwood Pharmaceuticals, Inc.*

    67,306,378  
  209,091    

Mettler-Toledo International, Inc.*

    117,076,324  
  1,286,155    

Neurocrine Biosciences, Inc.*

    104,281,447  
  958,628    

Sage Therapeutics, Inc.*

    137,965,742  
  642,620    

Seattle Genetics, Inc.*

    32,895,718  
  1,119,019    

Spark Therapeutics, Inc.*

    85,403,530  
  1,105,774    

TESARO, Inc.*

    56,294,954  
  1,814,558    

Ultragenyx Pharmaceutical, Inc.*

    92,252,129  
  551,037    

Waters Corp.*

    103,820,881  
   

 

 

 
      1,423,564,751  
   

 

 

 
      Real Estate - 1.2%  
  2,804,137    

Equity Commonwealth REIT*

    86,900,206  
  2,689,014    

Redfin Corp.*(1)

    57,544,899  
   

 

 

 
      144,445,105  
   

 

 

 
      Retailing - 2.0%  
  2,299,747    

CarMax, Inc.*

    143,734,187  
  2,208,556    

TripAdvisor, Inc.*

    82,644,166  
   

 

 

 
      226,378,353  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 2.2%  
  1,300,046    

MKS Instruments, Inc.

    133,124,710  
  1,259,455    

Silicon Laboratories, Inc.*

    117,003,370  
   

 

 

 
      250,128,080  
   

 

 

 
      Software & Services - 19.5%  
  428,662    

2U, Inc.*

    34,503,004  
  2,439,708    

Akamai Technologies, Inc.*

    174,805,078  
  1,659,188    

Black Knight, Inc.*

    80,719,496  
  1,656,529    

Blackbaud, Inc.

    173,869,284  
  115,100    

DocuSign, Inc.*

    4,446,313  
 

 

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

 

 

  59  

 


The Hartford MidCap Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 99.8% - (continued)  
      Software & Services - 19.5% - (continued)  
  7,769,638    

Genpact Ltd.

  $ 247,773,756  
  2,038,414    

Global Payments, Inc.

    230,442,703  
  1,104,994    

GrubHub, Inc.*

    111,759,093  
  1,504,183    

Guidewire Software, Inc.*

    127,283,966  
  425,212    

Proofpoint, Inc.*

    50,149,503  
  681,164    

PTC, Inc.*

    56,093,856  
  4,289,685    

Teradata Corp.*

    175,533,910  
  1,739,838    

Total System Services, Inc.

    146,250,782  
  1,900,314    

VeriSign, Inc.*

    223,134,870  
  1,485,883    

WEX, Inc.*

    240,594,175  
  1,208,230    

Zillow Group, Inc. Class A*

    58,442,085  
  2,235,500    

Zillow Group, Inc. Class C*(1)

    108,399,395  
   

 

 

 
      2,244,201,269  
   

 

 

 
      Technology Hardware & Equipment - 7.3%  
  2,898,596    

CDW Corp.

    206,640,909  
  2,995,170    

CommScope Holding Co., Inc.*

    114,475,397  
  361,922    

F5 Networks, Inc.*

    59,025,859  
  3,236,371    

II-VI, Inc.*

    123,305,735  
  2,866,794    

Keysight Technologies, Inc.*

    148,155,914  
  3,849,401    

National Instruments Corp.

    157,402,007  
  967,206    

Trimble, Inc.*

    33,465,328  
   

 

 

 
      842,471,149  
   

 

 

 
      Transportation - 3.6%  
  323,003    

AMERCO

    109,019,972  
  1,992,933    

Genesee & Wyoming, Inc. Class A*

    141,896,830  
  4,917,857    

JetBlue Airways Corp.*

    94,373,676  
  1,964,218    

Spirit Airlines, Inc.*

    70,161,867  
   

 

 

 
      415,452,345  
   

 

 

 
      Utilities - 1.9%  
  832,625    

Black Hills Corp.

    47,193,185  
  1,348,719    

NiSource, Inc.

    32,895,256  
  2,938,137    

UGI Corp.

    142,176,450  
   

 

 

 
      222,264,891  
   

 

 

 
 

Total Common Stocks
(cost $9,032,020,593)

  $ 11,508,935,034  
   

 

 

 
 

Total Long-Term Investments
(cost $9,032,020,593)

  $ 11,508,935,034  
   

 

 

 
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 1.3%  
      Other Investment Pools & Funds - 0.4%  
  48,148,547    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class,
1.60%(2)

  $ 48,148,547  
   

 

 

 
      Securities Lending Collateral - 0.9%  
  5,130,961    

Citibank NA DDCA,
1.50%, 5/1/2018(2)

    5,130,961  
  54,603,526    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(2)

    54,603,526  
  42,884,729    

Invesco Government & Agency Portfolio,
1.60%(2)

    42,884,729  
   

 

 

 
      102,619,216  
   

 

 

 
 

Total Short-Term Investments
(cost $150,767,763)

  $ 150,767,763  
   

 

 

 
 

Total Investments
(cost $9,182,788,356)

    101.1    $ 11,659,702,797  
 

Other Assets and Liabilities

    (1.1 )%       (123,606,425
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 11,536,096,372  
   

 

 

    

 

 

 

 

 

 

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

 

 

  60  

 


The Hartford MidCap Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

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

 

* Non-income producing.

 

(1)  Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(2)  Current yield as of period end.

 

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

 

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

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

MSCI

   Morgan Stanley Capital International

REIT

   Real Estate Investment Trust

 

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

 

 

  61  

 


The Hartford MidCap Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Automobiles & Components

   $ 32,093,328      $ 32,093,328      $      $  

Banks

     742,391,557        742,391,557                

Capital Goods

     852,171,353        852,171,353                

Commercial & Professional Services

     1,103,332,738        1,103,332,738                

Consumer Durables & Apparel

     231,400,065        231,400,065                

Consumer Services

     136,036,650        136,036,650                

Diversified Financials

     441,935,122        441,935,122                

Energy

     569,832,376        569,832,376                

Food & Staples Retailing

     75,540,984        75,540,984                

Health Care Equipment & Services

     564,287,490        564,287,490                

Insurance

     629,059,551        629,059,551                

Materials

     361,947,877        361,947,877                

Pharmaceuticals, Biotechnology & Life Sciences

     1,423,564,751        1,423,564,751                

Real Estate

     144,445,105        144,445,105                

Retailing

     226,378,353        226,378,353                

Semiconductors & Semiconductor Equipment

     250,128,080        250,128,080                

Software & Services

     2,244,201,269        2,244,201,269                

Technology Hardware & Equipment

     842,471,149        842,471,149                

Transportation

     415,452,345        415,452,345                

Utilities

     222,264,891        222,264,891                

Short-Term Investments

     150,767,763        150,767,763                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     11,659,702,797      $     11,659,702,797      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

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

 

 

  62  

 


The Hartford MidCap Value Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.3%  
      Automobiles & Components - 1.1%  
  362    

GKN plc

  $ 2,298  
  290,416    

Goodyear Tire & Rubber Co.

    7,292,346  
   

 

 

 
      7,294,644  
   

 

 

 
      Banks - 13.2%  
  210,715    

BancorpSouth Bank

    6,964,131  
  170,737    

Bank of the Ozarks, Inc.

    7,990,492  
  152,639    

Comerica, Inc.

    14,436,597  
  142,200    

IBERIABANK Corp.

    10,657,890  
  190,535    

MB Financial, Inc.

    8,120,602  
  102,707    

Pinnacle Financial Partners, Inc.

    6,578,383  
  95,804    

South State Corp.

    8,291,836  
  442,120    

Sterling Bancorp

    10,500,350  
  150,749    

Western Alliance Bancorp*

    8,891,176  
  171,915    

Zions Bancorporation

    9,412,346  
   

 

 

 
      91,843,803  
   

 

 

 
      Capital Goods - 10.1%  
  122,258    

Granite Construction, Inc.

    6,403,874  
  63,487    

Harris Corp.

    9,930,637  
  86,741    

Hubbell, Inc.

    9,008,920  
  160,730    

JELD-WEN Holding, Inc.*

    4,518,120  
  12,272    

Melrose Industries plc

    38,482  
  545,530    

Milacron Holdings Corp.*

    9,835,906  
  93,859    

Moog, Inc. Class A*

    7,693,622  
  733,295    

Sanwa Holdings Corp.

    9,416,308  
  177,865    

Sensata Technologies Holding plc*

    9,021,313  
  72,892    

WESCO International, Inc.*

    4,340,719  
   

 

 

 
      70,207,901  
   

 

 

 
      Commercial & Professional Services - 2.6%  
  369,168    

Atento S.A.

    2,768,760  
  178,703    

Clean Harbors, Inc.*

    8,184,597  
  61,703    

Dun & Bradstreet Corp.

    7,114,973  
   

 

 

 
      18,068,330  
   

 

 

 
      Consumer Durables & Apparel - 1.2%  
  49,932    

D.R. Horton, Inc.

    2,203,998  
  41,875    

Lennar Corp. Class A

    2,214,769  
  99,869    

Toll Brothers, Inc.

    4,210,477  
   

 

 

 
      8,629,244  
   

 

 

 
      Consumer Services - 1.1%  
  54,215    

Dave & Buster’s Entertainment, Inc.*

    2,303,595  
  105,287    

Norwegian Cruise Line Holdings Ltd.*

    5,629,696  
   

 

 

 
      7,933,291  
   

 

 

 
      Energy - 8.3%  
  95,551    

Delek U.S. Holdings, Inc.

    4,526,251  
  200,967    

Diamondback Energy, Inc.*

    25,814,211  
  62,234    

Energen Corp.*

    4,072,593  
  398,932    

Laredo Petroleum, Inc.*

    4,388,252  
  443,401    

Newfield Exploration Co.*

    13,213,350  
  341,845    

WPX Energy, Inc.*

    5,842,131  
   

 

 

 
      57,856,788  
   

 

 

 
      Food & Staples Retailing - 1.4%  
  294,925    

US Foods Holding Corp.*

    10,080,537  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.3% - (continued)  
      Food, Beverage & Tobacco - 2.4%  
  49,494    

Ingredion, Inc.

  $ 5,993,228  
  130,763    

Post Holdings, Inc.*

    10,404,812  
   

 

 

 
      16,398,040  
   

 

 

 
      Health Care Equipment & Services - 5.2%  
  251,309    

Acadia Healthcare Co., Inc.*

    8,941,574  
  434,036    

Brookdale Senior Living, Inc.*

    3,142,421  
  189,613    

Envision Healthcare Corp.*

    7,047,915  
  66,772    

Hill-Rom Holdings, Inc.

    5,731,041  
  123,569    

STERIS plc

    11,679,742  
   

 

 

 
      36,542,693  
   

 

 

 
      Insurance - 8.7%  
  62,116    

Assurant, Inc.

    5,765,607  
  404,768    

CNO Financial Group, Inc.

    8,678,226  
  64,529    

Hanover Insurance Group, Inc.

    7,411,156  
  490,866    

Jardine Lloyd Thompson Group plc

    8,257,969  
  991,135    

Lancashire Holdings Ltd.

    8,132,390  
  79,361    

Reinsurance Group of America, Inc.

    11,856,533  
  211,010    

Unum Group

    10,208,664  
   

 

 

 
      60,310,545  
   

 

 

 
      Materials - 9.8%  
  134,561    

Alcoa Corp.*

    6,889,523  
  210,221    

Buzzi Unicem S.p.A.

    5,307,790  
  169,428    

Cabot Corp.

    9,464,248  
  113,075    

Celanese Corp. Series A

    12,287,860  
  278,069    

Commercial Metals Co.

    5,842,230  
  79,417    

FMC Corp.

    6,331,918  
  143,336    

Olin Corp.

    4,327,314  
  131,524    

Reliance Steel & Aluminum Co.

    11,563,590  
  59,090    

Westlake Chemical Corp.

    6,320,857  
   

 

 

 
      68,335,330  
   

 

 

 
      Media - 0.4%  
  273,194    

TEGNA, Inc.

    2,887,661  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 0.1%  
  56,867    

Five Prime Therapeutics, Inc.*

    952,522  
   

 

 

 
      Real Estate - 9.7%  
  107,382    

American Assets Trust, Inc. REIT

    3,604,814  
  380,618    

Brixmor Property Group, Inc. REIT

    5,667,402  
  302,048    

Corporate Office Properties Trust REIT

    8,309,341  
  53,355    

Equity LifeStyle Properties, Inc. REIT

    4,757,132  
  61,646    

Extra Space Storage, Inc. REIT

    5,522,865  
  147,932    

Forest City Realty Trust, Inc. Class A, REIT

    2,967,516  
  64,964    

Life Storage, Inc. REIT

    5,745,416  
  264,768    

Park Hotels & Resorts, Inc. REIT

    7,620,023  
  92,818    

PS Business Parks, Inc. REIT

    10,700,059  
  495,641    

STORE Capital Corp. REIT

    12,505,022  
   

 

 

 
      67,399,590  
   

 

 

 
      Retailing - 0.1%  
  34,980    

Camping World Holdings, Inc. Class A

    1,001,477  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 3.2%  
  158,779    

Axcelis Technologies, Inc.*

    3,493,138  
  192,947    

Ichor Holdings Ltd.*(1)

    4,264,129  
  220,087    

Silicon Motion Technology Corp. ADR

    9,950,133  
  148,279    

Teradyne, Inc.

    4,826,481  
   

 

 

 
      22,533,881  
   

 

 

 
 

 

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

 

 

  63  

 


The Hartford MidCap Value Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.3% - (continued)  
      Software & Services - 4.0%  
  242,132    

Booz Allen Hamilton Holding Corp.

  $ 9,595,691  
  170,201    

SS&C Technologies Holdings, Inc.

    8,450,480  
  81,318    

VeriSign, Inc.*

    9,548,359  
   

 

 

 
      27,594,530  
   

 

 

 
      Technology Hardware & Equipment - 5.3%  
  239,292    

Acacia Communications, Inc.*(1)

    6,736,070  
  235,027    

Arrow Electronics, Inc.*

    17,565,918  
  237,853    

Keysight Technologies, Inc.*

    12,292,243  
   

 

 

 
      36,594,231  
   

 

 

 
      Telecommunication Services - 1.3%  
  136,413    

Millicom International Cellular S.A.

    9,035,815  
   

 

 

 
      Transportation - 4.0%  
  146,492    

Genesee & Wyoming, Inc. Class A*

    10,430,230  
  270,830    

JetBlue Airways Corp.*

    5,197,228  
  241,522    

Knight-Swift Transportation Holdings, Inc.*

    9,421,773  
  101,192    

Schneider National, Inc. Class B

    2,699,803  
   

 

 

 
      27,749,034  
   

 

 

 
      Utilities - 5.1%  
  276,246    

Alliant Energy Corp.

    11,864,766  
  196,550    

Great Plains Energy, Inc.

    6,433,081  
  356,172    

UGI Corp.

    17,235,163  
   

 

 

 
      35,533,010  
   

 

 

 
 

Total Common Stocks
(cost $621,692,684)

  $ 684,782,897  
   

 

 

 
 

Total Long-Term Investments
(cost $621,692,684)

  $ 684,782,897  
   

 

 

 
SHORT-TERM INVESTMENTS - 2.9%  
      Other Investment Pools & Funds - 1.9%  
  13,096,880    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,
1.62%(2)

  $ 13,096,880  
   

 

 

 
      Securities Lending Collateral - 1.0%  
  372,483    

Citibank NA DDCA,
1.50%, 5/1/2018(2)

    372,483  
  3,963,952    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(2)

    3,963,952  
  3,113,224    

Invesco Government & Agency Portfolio,
1.60%(2)

    3,113,224  
   

 

 

 
      7,449,659  
   

 

 

 
 

Total Short-Term Investments
(cost $20,546,539)

  $ 20,546,539  
   

 

 

 
 

Total Investments
(cost $642,239,223)

    101.2    $ 705,329,436  
 

Other Assets and Liabilities

    (1.2 )%       (8,463,769
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 696,865,667  
   

 

 

    

 

 

 
 

 

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

 

 

  64  

 


The Hartford MidCap Value Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

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

 

* Non-income producing.

 

(1) Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(2) Current yield as of period end.

 

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

 

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

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

REIT

   Real Estate Investment Trust

 

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

 

 

  65  

 


The Hartford MidCap Value Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Automobiles & Components

   $ 7,294,644      $ 7,292,346      $ 2,298      $  

Banks

     91,843,803        91,843,803                

Capital Goods

     70,207,901        60,753,111        9,454,790         

Commercial & Professional Services

     18,068,330        18,068,330                

Consumer Durables & Apparel

     8,629,244        8,629,244                

Consumer Services

     7,933,291        7,933,291                

Energy

     57,856,788        57,856,788                

Food & Staples Retailing

     10,080,537        10,080,537                

Food, Beverage & Tobacco

     16,398,040        16,398,040                

Health Care Equipment & Services

     36,542,693        36,542,693                

Insurance

     60,310,545        60,310,545                

Materials

     68,335,330        63,027,540        5,307,790         

Media

     2,887,661        2,887,661                

Pharmaceuticals, Biotechnology & Life Sciences

     952,522        952,522                

Real Estate

     67,399,590        67,399,590                

Retailing

     1,001,477        1,001,477                

Semiconductors & Semiconductor Equipment

     22,533,881        22,533,881                

Software & Services

     27,594,530        27,594,530                

Technology Hardware & Equipment

     36,594,231        36,594,231                

Telecommunication Services

     9,035,815               9,035,815         

Transportation

     27,749,034        27,749,034                

Utilities

     35,533,010        35,533,010                

Short-Term Investments

     20,546,539        20,546,539                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     705,329,436      $     681,528,743      $     23,800,693      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

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

 

 

  66  

 


Hartford Quality Value Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.9%  
      Banks - 17.5%  
  445,056    

Bank of America Corp.

  $ 13,316,076  
  43,194    

Bank of Nova Scotia

    2,654,703  
  145,378    

Citigroup, Inc.

    9,924,956  
  120,668    

JP Morgan Chase & Co.

    13,126,265  
  20,501    

M&T Bank Corp.

    3,736,717  
  36,809    

PNC Financial Services Group, Inc.

    5,359,759  
  83,892    

Wells Fargo & Co.

    4,359,028  
   

 

 

 
    52,477,504  
   

 

 

 
      Capital Goods - 7.0%  
  28,778    

AMETEK, Inc.

    2,008,704  
  48,501    

Eaton Corp. plc

    3,639,030  
  27,708    

Honeywell International, Inc.

    4,008,793  
  108,778    

Johnson Controls International plc

    3,684,311  
  13,847    

Lockheed Martin Corp.

    4,442,672  
  15,183    

Raytheon Co.

    3,111,604  
   

 

 

 
    20,895,114  
   

 

 

 
      Commercial & Professional Services - 1.0%  
  35,953    

Waste Management, Inc.

    2,922,619  
   

 

 

 
      Diversified Financials - 1.3%  
  113,163    

Synchrony Financial

    3,753,617  
   

 

 

 
      Energy - 13.2%  
  60,399    

Anadarko Petroleum Corp.

    4,066,061  
  73,827    

Chevron Corp.

    9,236,496  
  33,983    

EOG Resources, Inc.

    4,015,771  
  90,409    

Exxon Mobil Corp.

    7,029,300  
  72,871    

Halliburton Co.

    3,861,434  
  85,381    

Hess Corp.

    4,865,863  
  59,277    

Suncor Energy, Inc.

    2,266,160  
  69,085    

TOTAL S.A. ADR

    4,325,412  
   

 

 

 
    39,666,497  
   

 

 

 
      Food & Staples Retailing - 1.4%  
  63,153    

Walgreens Boots Alliance, Inc.

    4,196,517  
   

 

 

 
      Food, Beverage & Tobacco - 2.2%  
  50,294    

Altria Group, Inc.

    2,821,996  
  45,949    

Philip Morris International, Inc.

    3,767,818  
   

 

 

 
    6,589,814  
   

 

 

 
      Health Care Equipment & Services - 5.0%  
  44,365    

Cardinal Health, Inc.

    2,846,902  
  71,014    

Medtronic plc

    5,690,352  
  31,419    

STERIS plc

    2,969,724  
  14,538    

UnitedHealth Group, Inc.

    3,436,783  
   

 

 

 
    14,943,761  
   

 

 

 
      Household & Personal Products - 2.3%  
  170,900    

Coty, Inc. Class A

    2,965,115  
  71,438    

Unilever N.V.

    4,080,539  
   

 

 

 
    7,045,654  
   

 

 

 
      Insurance - 8.6%  
  81,547    

American International Group, Inc.

    4,566,632  
  28,980    

Chubb Ltd.

    3,931,717  
  45,471    

Marsh & McLennan Cos., Inc.

    3,705,886  
  68,412    

MetLife, Inc.

    3,261,200  
  51,883    

Principal Financial Group, Inc.

    3,072,511  
  39,883    

Prudential Financial, Inc.

    4,240,361  
  52,978    

XL Group Ltd.

    2,945,047  
   

 

 

 
    25,723,354  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.9% - (continued)  
      Materials - 3.7%  
  71,786    

Ball Corp.

  $ 2,877,900  
  69,111    

CRH plc ADR(1)

    2,443,765  
  46,927    

Methanex Corp.

    2,834,391  
  26,375    

PPG Industries, Inc.

    2,792,585  
   

 

 

 
    10,948,641  
   

 

 

 
      Media - 1.3%  
  121,242    

Comcast Corp. Class A

    3,805,786  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 7.6%  
  21,343    

Allergan plc

    3,279,352  
  132,196    

AstraZeneca plc ADR

    4,696,924  
  103,719    

Bristol-Myers Squibb Co.

    5,406,872  
  109,766    

Merck & Co., Inc.

    6,461,924  
  39,036    

Novartis AG ADR

    2,993,671  
   

 

 

 
      22,838,743  
 

 

 

 
      Real Estate - 2.9%  
  20,154    

American Tower Corp. REIT

    2,748,199  
  101,936    

Corporate Office Properties Trust REIT

    2,804,259  
  16,243    

Public Storage REIT

    3,277,513  
   

 

 

 
    8,829,971  
 

 

 

 
      Retailing - 4.0%  
  571,800    

Allstar Co.*(2)(3)(4)(5)

    68,616  
  28,561    

Expedia Group, Inc.

    3,288,513  
  55,937    

Lowe’s Cos., Inc.

    4,610,887  
  55,103    

Target Corp.

    4,000,478  
   

 

 

 
    11,968,494  
 

 

 

 
      Semiconductors & Semiconductor Equipment - 4.5%  
  160,888    

Intel Corp.

    8,305,039  
  28,399    

KLA-Tencor Corp.

    2,889,314  
  47,026    

QUALCOMM, Inc.

    2,398,796  
   

 

 

 
    13,593,149  
 

 

 

 
      Software & Services - 4.1%  
  19,979    

Accenture plc Class A

    3,020,825  
  33,636    

International Business Machines Corp.

    4,875,875  
  47,962    

Microsoft Corp.

    4,485,406  
   

 

 

 
    12,382,106  
 

 

 

 
      Technology Hardware & Equipment - 2.8%  
  111,956    

Cisco Systems, Inc.

    4,958,531  
  30,311    

Motorola Solutions, Inc.

    3,329,057  
   

 

 

 
    8,287,588  
 

 

 

 
      Telecommunication Services - 2.1%  
  128,068    

Verizon Communications, Inc.

    6,320,156  
   

 

 

 
      Transportation - 1.2%  
  31,941    

United Parcel Service, Inc. Class B

    3,625,304  
   

 

 

 
      Utilities - 4.2%  
  68,412    

Alliant Energy Corp.

    2,938,295  
  63,033    

Avangrid, Inc.

    3,322,469  
  52,170    

Eversource Energy

    3,143,243  
  63,136    

UGI Corp.

    3,055,151  
   

 

 

 
    12,459,158  
 

 

 

 
 

Total Common Stocks
(cost $284,948,034)

  $ 293,273,547  
   

 

 

 
 

Total Long-Term Investments
(cost $284,948,034)

  $ 293,273,547  
   

 

 

 
 

 

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

 

 

  67  

 


Hartford Quality Value Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 2.4%  
      Other Investment Pools & Funds - 2.0%  
  5,920,070    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,
1.62%(6)

  $ 5,920,070  
   

 

 

 
      Securities Lending Collateral - 0.4%  
  63,510    

Citibank NA DDCA,
1.50%, 5/1/2018(6)

    63,510  
  675,871    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(6)

    675,871  
  530,819    

Invesco Government & Agency Portfolio,
1.60%(6)

    530,819  
   

 

 

 
    1,270,200  
 

 

 

 
 

Total Short-Term Investments
(cost $7,190,270)

  $ 7,190,270  
   

 

 

 
 

Total Investments
(cost $292,138,304)

    100.3    $ 300,463,817  
 

Other Assets and Liabilities

    (0.3 )%       (756,681
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 299,707,136  
   

 

 

    

 

 

 
 

 

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

 

 

  68  

 


Hartford Quality Value Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

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

 

* Non-income producing.

 

(1)  Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(2)  Investment valued using significant unobservable inputs.

 

(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 to qualified institutional buyers. Unless otherwise indicated, this holding is determined to be liquid. At April 30, 2018, the aggregate value of this security was $68,616, which represented 0.0% of total net assets.

 

(4)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited. At April 30, 2018, the aggregate value of this security was $68,616, which represented 0.0% of total net assets.

 

(5)  This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, the aggregate fair value of this security was $68,616, 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.

 

(6)  Current yield as of period end.

 

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

 

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

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

REIT

   Real Estate Investment Trust

 

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

 

 

  69  

 


Hartford Quality Value Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Banks

   $ 52,477,504      $ 52,477,504      $      $  

Capital Goods

     20,895,114        20,895,114                

Commercial & Professional Services

     2,922,619        2,922,619                

Diversified Financials

     3,753,617        3,753,617                

Energy

     39,666,497        39,666,497                

Food & Staples Retailing

     4,196,517        4,196,517                

Food, Beverage & Tobacco

     6,589,814        6,589,814                

Health Care Equipment & Services

     14,943,761        14,943,761                

Household & Personal Products

     7,045,654        7,045,654                

Insurance

     25,723,354        25,723,354                

Materials

     10,948,641        10,948,641                

Media

     3,805,786        3,805,786                

Pharmaceuticals, Biotechnology & Life Sciences

     22,838,743        22,838,743                

Real Estate

     8,829,971        8,829,971                

Retailing

     11,968,494        11,899,878               68,616  

Semiconductors & Semiconductor Equipment

     13,593,149        13,593,149                

Software & Services

     12,382,106        12,382,106                

Technology Hardware & Equipment

     8,287,588        8,287,588                

Telecommunication Services

     6,320,156        6,320,156                

Transportation

     3,625,304        3,625,304                

Utilities

     12,459,158        12,459,158                

Short-Term Investments

     7,190,270        7,190,270                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     300,463,817      $     300,395,201      $     —      $     68,616  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six-month period ended April 30, 2018 is not presented.

 

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

 

 

  70  

 


Hartford Small Cap Core Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.5%  
      Automobiles & Components - 0.3%  
  8,319    

Winnebago Industries, Inc.

  $ 315,290  
   

 

 

 
      Banks - 8.9%  
  23,410    

Berkshire Hills Bancorp, Inc.

    888,409  
  2,400    

Cadence BanCorp

    70,152  
  19,781    

Cathay General Bancorp

    791,438  
  16,920    

Essent Group Ltd.*

    557,683  
  19,931    

Fidelity Southern Corp.

    453,032  
  171,347    

First BanCorp*

    1,237,125  
  9,415    

Hancock Holding Co.

    459,923  
  6,572    

Heartland Financial USA, Inc.

    352,588  
  20,903    

Heritage Financial Corp.

    620,819  
  19,735    

Hope Bancorp, Inc.

    341,218  
  7,236    

IBERIABANK Corp.

    542,338  
  63,345    

MGIC Investment Corp.

    634,717  
  38,265    

OFG Bancorp

    516,577  
  14,986    

Opus Bank

    422,605  
  6,413    

Popular, Inc.

    296,858  
  1,100    

Preferred Bank

    70,114  
  30,822    

Radian Group, Inc.

    440,755  
  6,296    

Triumph Bancorp, Inc.*

    244,600  
  8,981    

Walker & Dunlop, Inc.*

    512,905  
  7,692    

Wintrust Financial Corp.

    688,049  
   

 

 

 
    10,141,905  
   

 

 

 
      Capital Goods - 6.8%  
  2,760    

Alamo Group, Inc.

    302,137  
  10,860    

American Railcar Industries, Inc.

    412,137  
  5,888    

Applied Industrial Technologies, Inc.

    376,538  
  4,000    

Atkore International Group, Inc.*

    71,080  
  3,345    

Beacon Roofing Supply, Inc.*

    163,738  
  16,771    

Briggs & Stratton Corp.

    302,381  
  2,218    

Caesarstone Ltd.*

    40,922  
  26,473    

Continental Building Products, Inc.*

    743,891  
  10,654    

EMCOR Group, Inc.

    784,028  
  6,415    

EnerSys

    439,812  
  8,659    

Generac Holdings, Inc.*

    389,742  
  24,639    

Harsco Corp.*

    503,868  
  4,996    

Hyster-Yale Materials Handling, Inc.

    355,715  
  7,949    

LB Foster Co. Class A*

    187,199  
  28,854    

Meritor, Inc.*

    561,787  
  10,669    

Primoris Services Corp.

    273,020  
  5,126    

Proto Labs, Inc.*

    610,763  
  12,883    

Rush Enterprises, Inc. Class A*

    526,013  
  11,542    

Textainer Group Holdings Ltd.*

    198,522  
  26,024    

Titan Machinery, Inc.*

    502,784  
   

 

 

 
    7,746,077  
   

 

 

 
      Commercial & Professional Services - 6.3%  
  28,724    

ACCO Brands Corp.*

    346,124  
  2,373    

Barrett Business Services, Inc.

    207,685  
  11,817    

Brink’s Co.

    872,095  
  2,654    

Cimpress N.V.*

    381,672  
  23,189    

Ennis, Inc.

    415,083  
  37,737    

Essendant, Inc.

    280,763  
  13,097    

FTI Consulting, Inc.*

    764,865  
  15,216    

Herman Miller, Inc.

    467,131  
  4,481    

Insperity, Inc.

    359,600  
  21,260    

LSC Communications, Inc.

    371,625  
  46,869    

Quad/Graphics, Inc.

    1,158,133  
  58,471    

RPX Corp.*

    633,241  
  8,300    

RR Donnelley & Sons Co.

    70,135  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.5% - (continued)  
      Commercial & Professional Services - 6.3% - (continued)  
  10,485    

TriNet Group, Inc.*

  $ 541,550  
  12,212    

TrueBlue, Inc.*

    325,450  
   

 

 

 
    7,195,152  
   

 

 

 
      Consumer Durables & Apparel - 3.3%  
  14,626    

Beazer Homes USA, Inc.*

    214,710  
  31,073    

Crocs, Inc.*

    490,954  
  6,034    

CSS Industries, Inc.

    102,940  
  10,354    

Deckers Outdoor Corp.*

    965,614  
  14,707    

Ethan Allen Interiors, Inc.

    324,289  
  4,800    

Fossil Group, Inc.*

    71,760  
  16,386    

KB Home

    435,048  
  16,565    

La-Z-Boy, Inc.

    477,072  
  11,769    

Movado Group, Inc.

    464,287  
  22,067    

ZAGG, Inc.*

    247,150  
   

 

 

 
    3,793,824  
   

 

 

 
      Consumer Services - 4.8%  
  19,512    

American Public Education, Inc.*

    786,334  
  1,300    

BJ’s Restaurants, Inc.

    72,605  
  3,000    

Bloomin’ Brands, Inc.

    70,980  
  7,000    

Cambium Learning Group, Inc.*

    70,980  
  10,285    

Grand Canyon Education, Inc.*

    1,069,537  
  24,649    

International Speedway Corp. Class A

    1,013,074  
  17,647    

K12, Inc.*

    269,999  
  13,177    

Penn National Gaming, Inc.*

    399,395  
  24,621    

Ruth’s Hospitality Group, Inc.

    661,074  
  20,825    

Scientific Games Corp. Class A*

    1,109,972  
   

 

 

 
    5,523,950  
   

 

 

 
      Diversified Financials - 5.9%  
  27,536    

AG Mortgage Investment Trust, Inc. REIT

    486,837  
  40,774    

Apollo Commercial Real Estate Finance, Inc. REIT

    734,748  
  14,472    

ARMOUR Residential, Inc. REIT

    327,501  
  50,126    

Banco Latinoamericano de Comercio Exterior S.A. ADR

    1,357,913  
  23,635    

Chimera Investment Corp. REIT

    413,376  
  7,551    

Evercore, Inc. Class A

    764,539  
  7,809    

Green Dot Corp. Class A*

    474,865  
  40,728    

Invesco Mortgage Capital, Inc. REIT

    661,016  
  9,295    

Moelis & Co. Class A

    500,071  
  21,722    

MTGE Investment Corp. REIT

    394,254  
  30,377    

Two Harbors Investment Corp. REIT

    463,553  
  15,322    

Western Asset Mortgage Capital Corp. REIT

    152,454  
   

 

 

 
    6,731,127  
   

 

 

 
      Energy - 4.7%  
  3,928    

Arch Coal, Inc. Class A

    317,500  
  21,429    

CVR Energy, Inc.(1)

    739,301  
  26,265    

Delek U.S. Holdings, Inc.

    1,244,173  
  3,293    

Exterran Corp.*

    96,452  
  19,391    

Par Pacific Holdings, Inc.*

    327,126  
  10,775    

REX American Resources Corp.*

    805,754  
  29,228    

Rowan Cos. plc Class A*

    422,052  
  19,648    

Stone Energy Corp.*

    699,469  
  118,579    

W&T Offshore, Inc.*

    723,332  
   

 

 

 
    5,375,159  
   

 

 

 
      Food, Beverage & Tobacco - 1.4%  
  1,583    

Boston Beer Co., Inc. Class A*

    354,829  
  7,653    

Fresh Del Monte Produce, Inc.

    376,145  
 

 

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

 

 

  71  

 


Hartford Small Cap Core Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.5% - (continued)  
      Food, Beverage & Tobacco - 1.4% - (continued)  
  6,838    

Sanderson Farms, Inc.

  $ 760,112  
  7,423    

Vector Group Ltd.

    144,749  
   

 

 

 
    1,635,835  
   

 

 

 
      Health Care Equipment & Services - 5.8%  
  11,216    

AngioDynamics, Inc.*

    217,366  
  3,703    

Chemed Corp.

    1,141,339  
  9,835    

Encompass Health Corp.

    598,165  
  3,064    

Globus Medical, Inc. Class A*

    156,846  
  34,329    

Inovalon Holdings, Inc. Class A*

    362,171  
  3,306    

Integer Holdings Corp.*

    181,499  
  20,265    

Meridian Bioscience, Inc.

    295,869  
  7,563    

Molina Healthcare, Inc.*

    629,620  
  18,284    

Quality Systems, Inc.*

    245,554  
  24,041    

RadNet, Inc.*

    318,543  
  39,396    

Triple-S Management Corp. Class B*

    1,116,876  
  6,504    

WellCare Health Plans, Inc.*

    1,334,361  
   

 

 

 
    6,598,209  
   

 

 

 
      Household & Personal Products - 2.7%  
  10,551    

Medifast, Inc.

    1,059,109  
  11,618    

Nu Skin Enterprises, Inc. Class A

    826,621  
  11,710    

USANA Health Sciences, Inc.*

    1,235,991  
   

 

 

 
    3,121,721  
   

 

 

 
      Insurance - 1.4%  
  24,495    

American Equity Investment Life Holding Co.

    739,749  
  23,101    

Assured Guaranty Ltd.

    838,335  
  2,400    

Health Insurance Innovations, Inc. Class A*

    68,400  
   

 

 

 
    1,646,484  
   

 

 

 
      Materials - 3.1%  
  32,007    

Domtar Corp.

    1,405,107  
  17,843    

Kronos Worldwide, Inc.

    411,103  
  17,761    

Louisiana-Pacific Corp.

    503,169  
  6,702    

Materion Corp.

    340,127  
  24,235    

Mercer International, Inc.

    324,749  
  2,400    

Schnitzer Steel Industries, Inc. Class A

    70,680  
  6,935    

Stepan Co.

    487,669  
   

 

 

 
    3,542,604  
   

 

 

 
      Media - 1.1%  
  72,778    

Entravision Communications Corp. Class A

    338,417  
  70,322    

Gannett Co., Inc.

    680,014  
  14,427    

tronc, Inc.*

    264,880  
   

 

 

 
    1,283,311  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 10.3%  
  13,089    

AMAG Pharmaceuticals, Inc.*

    268,979  
  16,560    

Assembly Biosciences, Inc.*

    720,029  
  32,605    

Calithera Biosciences, Inc.*

    200,521  
  6,276    

Catalent, Inc.*

    258,006  
  15,586    

Concert Pharmaceuticals, Inc.*

    284,444  
  30,717    

CytomX Therapeutics, Inc.*

    807,857  
  18,029    

Emergent BioSolutions, Inc.*

    934,984  
  9,080    

Enanta Pharmaceuticals, Inc.*

    844,894  
  31,937    

Halozyme Therapeutics, Inc.*

    604,567  
  59,414    

Horizon Pharma plc*

    786,641  
  33,232    

ImmunoGen, Inc.*

    365,220  
  12,949    

Kura Oncology, Inc.*

    196,177  
  18,746    

Luminex Corp.

    400,227  
  10,298    

MacroGenics, Inc.*

    237,472  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.5% - (continued)  
      Pharmaceuticals, Biotechnology & Life Sciences - 10.3% -
(continued)
 
  7,699    

Medpace Holdings, Inc.*

  $ 284,786  
  30,379    

Momenta Pharmaceuticals, Inc.*

    631,883  
  45,600    

Novavax, Inc.*

    71,136  
  279,167    

PDL BioPharma, Inc.*

    815,168  
  57,352    

Pieris Pharmaceuticals, Inc.*

    365,332  
  4,818    

PRA Health Sciences, Inc.*

    395,895  
  22,316    

Recro Pharma, Inc.*

    271,362  
  6,636    

REGENXBIO, Inc.*

    247,855  
  7,585    

Revance Therapeutics, Inc.*

    212,001  
  29,502    

Sangamo Therapeutics, Inc.*

    466,132  
  19,173    

Supernus Pharmaceuticals, Inc.*

    899,214  
  13,168    

Voyager Therapeutics, Inc.*

    239,131  
   

 

 

 
    11,809,913  
   

 

 

 
      Real Estate - 7.3%  
  12,263    

Agree Realty Corp. REIT

    599,415  
  25,465    

CareTrust, Inc. REIT

    336,393  
  24,762    

Chesapeake Lodging Trust REIT

    731,469  
  33,532    

Forestar Group, Inc.*

    730,998  
  16,113    

Global Net Lease, Inc. REIT

    299,863  
  27,342    

Hersha Hospitality Trust REIT

    513,483  
  9,200    

Hospitality Properties Trust REIT

    228,896  
  24,527    

Independence Realty Trust, Inc. REIT

    230,554  
  33,538    

Lexington Realty Trust REIT

    269,646  
  6,797    

National Health Investors, Inc. REIT

    464,031  
  22,614    

Pebblebrook Hotel Trust REIT

    791,264  
  16,385    

Piedmont Office Realty Trust, Inc. Class A, REIT

    293,619  
  21,415    

Ramco-Gershenson Properties Trust REIT

    255,909  
  75,138    

Select Income REIT

    1,424,616  
  24,800    

Summit Hotel Properties, Inc. REIT

    359,104  
  12,725    

Sunstone Hotel Investors, Inc. REIT

    198,510  
  30,095    

Xenia Hotels & Resorts, Inc. REIT

    619,656  
   

 

 

 
    8,347,426  
   

 

 

 
      Retailing - 2.4%  
  16,959    

Abercrombie & Fitch Co. Class A

    434,490  
  39,165    

Buckle, Inc.(1)

    902,753  
  23,307    

Cato Corp. Class A

    377,806  
  4,755    

RH*

    453,865  
  1,500    

Shutterfly, Inc.*

    121,380  
  13,996    

Tailored Brands, Inc.

    441,574  
   

 

 

 
    2,731,868  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 3.7%  
  91,908    

Amkor Technology, Inc.*

    760,998  
  27,932    

Entegris, Inc.

    899,411  
  4,588    

MKS Instruments, Inc.

    469,811  
  56,852    

Photronics, Inc.*

    434,918  
  22,155    

Rudolph Technologies, Inc.*

    561,629  
  33,498    

Teradyne, Inc.

    1,090,360  
   

 

 

 
    4,217,127  
   

 

 

 
      Software & Services - 10.1%  
  11,553    

Bottomline Technologies de, Inc.*

    456,575  
  30,229    

Convergys Corp.

    706,149  
  14,500    

Etsy, Inc.*

    434,130  
  15,440    

ManTech International Corp. Class A

    912,350  
  23,818    

MAXIMUS, Inc.

    1,610,811  
  2,589    

MicroStrategy, Inc. Class A*

    329,994  
  26,987    

Net 1 UEPS Technologies, Inc.*

    222,373  
  35,950    

Progress Software Corp.

    1,327,633  
 

 

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

 

 

  72  

 


Hartford Small Cap Core Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.5% - (continued)  
      Software & Services - 10.1% - (continued)  
  14,488    

Qualys, Inc.*

  $ 1,114,852  
  33,393    

QuinStreet, Inc.*

    375,337  
  20,307    

Shutterstock, Inc.*

    855,737  
  29,207    

Sykes Enterprises, Inc.*

    839,993  
  42,258    

Synchronoss Technologies, Inc.*

    473,290  
  17,403    

TechTarget, Inc.*

    362,853  
  10,038    

TTEC Holdings, Inc.

    321,216  
  35,307    

Unisys Corp.*

    395,438  
  6,660    

Virtusa Corp.*

    320,612  
  13,089    

XO Group, Inc.*

    283,770  
  6,241    

Yelp, Inc.*

    279,909  
   

 

 

 
    11,623,022  
   

 

 

 
      Technology Hardware & Equipment - 1.7%  
  26,141    

Electro Scientific Industries, Inc.*

    470,538  
  42,125    

Extreme Networks, Inc.*

    450,738  
  1,500    

Tech Data Corp.*

    114,375  
  54,776    

Vishay Intertechnology, Inc.

    966,796  
   

 

 

 
    2,002,447  
   

 

 

 
      Telecommunication Services - 2.2%  
  1,480    

ATN International, Inc.

    78,440  
  40,590    

Boingo Wireless, Inc.*

    952,241  
  43,677    

Telephone & Data Systems, Inc.

    1,193,693  
  27,702    

Vonage Holdings Corp.*

    309,708  
   

 

 

 
    2,534,082  
   

 

 

 
      Transportation - 1.7%  
  8,463    

ArcBest Corp.

    271,662  
  8,093    

Avis Budget Group, Inc.*

    399,875  
  2,500    

Covenant Transportation Group, Inc. Class A*

    69,375  
  20,295    

Hawaiian Holdings, Inc.*

    836,154  
  5,395    

Saia, Inc.*

    356,340  
   

 

 

 
    1,933,406  
   

 

 

 
      Utilities - 0.6%  
  10,960    

El Paso Electric Co.

    559,508  
  1,373    

ONE Gas, Inc.

    95,726  
  1,800    

PNM Resources, Inc.

    71,370  
   

 

 

 
    726,604  
   

 

 

 
 

Total Common Stocks
(cost $96,175,324)

  $ 110,576,543  
   

 

 

 
 

Total Long-Term Investments
(cost $96,175,324)

  $ 110,576,543  
   

 

 

 
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 2.5%  
      Other Investment Pools & Funds - 1.0%  
  1,160,862    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class,
1.60%(2)

  $ 1,160,862  
   

 

 

 
      Securities Lending Collateral - 1.5%  
  84,182    

Citibank NA DDCA,

1.50%, 5/1/2018(2)

    84,182  
  895,867    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(2)

    895,867  
  703,600    

Invesco Government & Agency Portfolio,
1.60%(2)

    703,600  
   

 

 

 
    1,683,649  
   

 

 

 
 

Total Short-Term Investments
(cost $2,844,511)

  $ 2,844,511  
   

 

 

 
 

Total Investments
(cost $99,019,835)

    99.0   $ 113,421,054  
 

Other Assets and Liabilities

    1.0     1,173,312  
   

 

 

   

 

 

 
 

Total Net Assets

    100.0   $ 114,594,366  
   

 

 

   

 

 

 

 

 

 

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

 

 

  73  

 


Hartford Small Cap Core Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

* Non-income producing.

 

(1)  Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(2)  Current yield as of period end.

 

Futures Contracts Outstanding at April 30, 2018  

Description

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

Long position contracts:

 

E-Mini Russell 2000

     25        06/15/2018      $     1,929,750      $     (8,340)  
           

 

 

 

Total futures contracts

 

   $ (8,340
           

 

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

REIT

   Real Estate Investment Trust

 

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

 

 

  74  

 


Hartford Small Cap Core Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Automobiles & Components

   $ 315,290     $ 315,290     $      $  

Banks

     10,141,905       10,141,905               

Capital Goods

     7,746,077       7,746,077               

Commercial & Professional Services

     7,195,152       7,195,152               

Consumer Durables & Apparel

     3,793,824       3,793,824               

Consumer Services

     5,523,950       5,523,950               

Diversified Financials

     6,731,127       6,731,127               

Energy

     5,375,159       5,375,159               

Food, Beverage & Tobacco

     1,635,835       1,635,835               

Health Care Equipment & Services

     6,598,209       6,598,209               

Household & Personal Products

     3,121,721       3,121,721               

Insurance

     1,646,484       1,646,484               

Materials

     3,542,604       3,542,604               

Media

     1,283,311       1,283,311               

Pharmaceuticals, Biotechnology & Life Sciences

     11,809,913       11,809,913               

Real Estate

     8,347,426       8,347,426               

Retailing

     2,731,868       2,731,868               

Semiconductors & Semiconductor Equipment

     4,217,127       4,217,127               

Software & Services

     11,623,022       11,623,022               

Technology Hardware & Equipment

     2,002,447       2,002,447               

Telecommunication Services

     2,534,082       2,534,082               

Transportation

     1,933,406       1,933,406               

Utilities

     726,604       726,604               

Short-Term Investments

     2,844,511       2,844,511               
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $     113,421,054     $     113,421,054     $     —      $     —  
  

 

 

   

 

 

   

 

 

    

 

 

 

Liabilities

 

Futures Contracts(2)

   $ (8,340   $ (8,340   $      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $ (8,340   $ (8,340   $      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

 

(1) For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

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

 

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

 

 

  75  

 


The Hartford Small Cap Growth Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.6%  
      Automobiles & Components - 1.6%  
  155,897    

Cooper Tire & Rubber Co.

  $ 3,811,682  
  188,240    

Tenneco, Inc.

    8,412,445  
  52,304    

Visteon Corp.*

    6,508,710  
  21,964    

Winnebago Industries, Inc.

    832,436  
   

 

 

 
    19,565,273  
   

 

 

 
      Banks - 3.1%  
  19,439    

Bank of NT Butterfield & Son Ltd.

    922,381  
  48,601    

Essent Group Ltd.*

    1,601,889  
  72,431    

FCB Financial Holdings, Inc. Class A*

    4,186,512  
  131,254    

First Busey Corp.

    3,891,681  
  133,050    

First Hawaiian, Inc.

    3,665,527  
  119,067    

Great Western Bancorp, Inc.

    4,898,416  
  86,226    

IBERIABANK Corp.

    6,462,639  
  522,032    

MGIC Investment Corp.

    5,230,761  
  287,362    

Sterling Bancorp

    6,824,847  
  12,126    

Walker & Dunlop, Inc.*

    692,516  
   

 

 

 
    38,377,169  
   

 

 

 
      Capital Goods - 9.5%  
  179,625    

AAON, Inc.

    6,107,250  
  143,088    

Aerojet Rocketdyne Holdings, Inc.*

    3,997,879  
  184,763    

Altra Industrial Motion Corp.

    7,695,379  
  57,463    

American Woodmark Corp.*

    4,723,459  
  113,771    

Applied Industrial Technologies, Inc.

    7,275,655  
  112,708    

Armstrong World Industries, Inc.*

    6,311,648  
  60,369    

Astec Industries, Inc.

    3,354,102  
  118,399    

AZZ, Inc.

    5,274,675  
  8,215    

Barnes Group, Inc.

    456,179  
  27,129    

Beacon Roofing Supply, Inc.*

    1,327,964  
  201,873    

BMC Stock Holdings, Inc.*

    3,482,309  
  35,055    

Caesarstone Ltd.*

    646,765  
  71,339    

Continental Building Products, Inc.*

    2,004,626  
  20,395    

EMCOR Group, Inc.

    1,500,868  
  4,900    

Encore Wire Corp.

    257,985  
  14,050    

EnerSys

    963,268  
  174,722    

Evoqua Water Technologies Corp.*

    3,569,570  
  230,104    

Generac Holdings, Inc.*

    10,356,981  
  25,974    

Global Brass & Copper Holdings, Inc.

    779,220  
  38,772    

Hillenbrand, Inc.

    1,797,082  
  14,079    

Hyster-Yale Materials Handling, Inc.

    1,002,425  
  158,929    

ITT, Inc.

    7,770,039  
  244,568    

JELD-WEN Holding, Inc.*

    6,874,806  
  68,573    

KBR, Inc.

    1,144,483  
  23,314    

Meritor, Inc.*

    453,924  
  307,755    

Milacron Holdings Corp.*

    5,548,823  
  10,176    

Proto Labs, Inc.*

    1,212,470  
  245,847    

Rexnord Corp.*

    6,763,251  
  23,373    

Rush Enterprises, Inc. Class A*

    954,320  
  55,808    

SiteOne Landscape Supply, Inc.*

    3,822,848  
  37,240    

Teledyne Technologies, Inc.*

    6,967,232  
  44,993    

Wabash National Corp.

    902,560  
  181,331    

Welbilt, Inc.*

    3,474,302  
   

 

 

 
    118,774,347  
   

 

 

 
      Commercial & Professional Services - 5.1%  
  175,923    

Advanced Disposal Services, Inc.*

    3,877,343  
  140,775    

ASGN, Inc.*

    11,350,688  
  35,082    

Brink’s Co.

    2,589,052  
  7,564    

Cimpress N.V.*

    1,087,779  
  115,946    

Clean Harbors, Inc.*

    5,310,327  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.6% - (continued)  
      Commercial & Professional Services - 5.1% - (continued)  
  142,649    

Deluxe Corp.

  $ 9,777,162  
  100,706    

Exponent, Inc.

    8,700,998  
  52,677    

Herman Miller, Inc.

    1,617,184  
  103,933    

Huron Consulting Group, Inc.*

    3,892,291  
  19,974    

Insperity, Inc.

    1,602,913  
  87,343    

MSA Safety, Inc.

    7,584,866  
  58,001    

Quad/Graphics, Inc.

    1,433,205  
  82,173    

RPX Corp.*

    889,934  
  54,381    

Steelcase, Inc. Class A

    720,548  
  30,986    

TriNet Group, Inc.*

    1,600,427  
  18,312    

TrueBlue, Inc.*

    488,015  
  47,314    

WageWorks, Inc.*

    1,970,628  
   

 

 

 
    64,493,360  
   

 

 

 
      Consumer Durables & Apparel - 5.0%  
  87,895    

Carter’s, Inc.

    8,817,626  
  54,681    

Crocs, Inc.*

    863,960  
  18,661    

Deckers Outdoor Corp.*

    1,740,325  
  107,659    

Installed Building Products, Inc.*

    6,211,924  
  63,081    

KB Home

    1,674,801  
  31,154    

La-Z-Boy, Inc.

    897,235  
  53,547    

MDC Holdings, Inc.

    1,553,398  
  97,745    

Oxford Industries, Inc.

    7,530,275  
  240,505    

Steven Madden Ltd.

    11,604,366  
  121,790    

TopBuild Corp.*

    9,706,663  
  19,024    

William Lyon Homes, Inc. Class A*

    510,985  
  369,620    

Wolverine World Wide, Inc.

    11,073,815  
  27,530    

ZAGG, Inc.*

    308,336  
   

 

 

 
    62,493,709  
   

 

 

 
      Consumer Services - 3.9%  
  23,700    

American Public Education, Inc.*

    955,110  
  12,172    

BJ’s Restaurants, Inc.

    679,806  
  24,469    

Bloomin’ Brands, Inc.

    578,937  
  33,731    

Boyd Gaming Corp.

    1,120,206  
  4,493    

Churchill Downs, Inc.

    1,233,778  
  127,038    

Dunkin’ Brands Group, Inc.

    7,744,236  
  18,382    

Grand Canyon Education, Inc.*

    1,911,544  
  88,944    

La Quinta Holdings, Inc.*

    1,737,966  
  67,936    

Marriott Vacations Worldwide Corp.

    8,329,633  
  112,277    

Papa John’s International, Inc.(1)

    6,961,174  
  76,354    

Penn National Gaming, Inc.*

    2,314,290  
  38,855    

Scientific Games Corp. Class A*

    2,070,971  
  22,570    

Sotheby’s*

    1,191,696  
  14,388    

Texas Roadhouse, Inc.

    921,983  
  10,592    

Weight Watchers International, Inc.*

    741,970  
  222,989    

Wingstop, Inc.

    10,895,243  
   

 

 

 
    49,388,543  
   

 

 

 
      Diversified Financials - 1.4%  
  95,648    

Evercore, Inc. Class A

    9,684,360  
  28,869    

Green Dot Corp. Class A*

    1,755,524  
  9,933    

Houlihan Lokey, Inc.

    442,019  
  34,524    

Moelis & Co. Class A

    1,857,391  
  102,612    

OneMain Holdings, Inc.*

    3,165,580  
  20,429    

Virtu Financial, Inc. Class A

    735,444  
   

 

 

 
    17,640,318  
   

 

 

 
      Energy - 2.2%  
  33,365    

CVR Energy, Inc.(1)

    1,151,093  
  18,755    

Matador Resources Co.*

    614,039  
  217,407    

Newfield Exploration Co.*

    6,478,729  
 

 

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

 

 

  76  

 


The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.6% - (continued)  
      Energy - 2.2% - (continued)  
  99,323    

PDC Energy, Inc.*

  $ 5,317,753  
  296,668    

ProPetro Holding Corp.*(1)

    5,429,024  
  15,558    

REX American Resources Corp.*

    1,163,427  
  265,152    

WildHorse Resource Development Corp.*(1)

    6,933,725  
   

 

 

 
    27,087,790  
   

 

 

 
      Food & Staples Retailing - 1.6%  
  55,531    

Casey’s General Stores, Inc.

    5,364,295  
  236,174    

Performance Food Group Co.*

    7,663,846  
  88,434    

PriceSmart, Inc.

    7,746,818  
   

 

 

 
    20,774,959  
   

 

 

 
      Food, Beverage & Tobacco - 1.3%  
  11,479    

Boston Beer Co., Inc. Class A*

    2,573,018  
  9,500    

Fresh Del Monte Produce, Inc.

    466,925  
  437,492    

Hostess Brands, Inc.*

    6,146,763  
  72,164    

Pilgrim’s Pride Corp.*

    1,558,742  
  59,499    

Post Holdings, Inc.*

    4,734,335  
  10,722    

Sanderson Farms, Inc.

    1,191,858  
   

 

 

 
    16,671,641  
   

 

 

 
      Health Care Equipment & Services - 9.7%  
  11,338    

Anika Therapeutics, Inc.*

    498,985  
  221,766    

AtriCure, Inc.*

    4,929,858  
  7,779    

Atrion Corp.

    4,839,316  
  193,580    

Cardiovascular Systems, Inc.*

    4,423,303  
  11,692    

Chemed Corp.

    3,603,708  
  51,195    

Encompass Health Corp.

    3,113,680  
  288,904    

Globus Medical, Inc. Class A*

    14,788,996  
  33,909    

Haemonetics Corp.*

    2,646,258  
  247,709    

HMS Holdings Corp.*

    4,461,239  
  46,247    

ICU Medical, Inc.*

    11,640,370  
  6,250    

Inogen, Inc.*

    878,625  
  102,194    

Insulet Corp.*

    8,788,684  
  135,235    

Integra LifeSciences Holdings Corp.*

    8,334,533  
  6,234    

Magellan Health, Inc.*

    522,721  
  71,589    

Medidata Solutions, Inc.*

    5,108,591  
  13,465    

Merit Medical Systems, Inc.*

    653,053  
  86,408    

Molina Healthcare, Inc.*

    7,193,466  
  161,512    

Natus Medical, Inc.*

    5,337,972  
  150,600    

Omnicell, Inc.*

    6,490,860  
  302,934    

OraSure Technologies, Inc.*

    5,371,020  
  98,283    

Orthofix International N.V.*

    5,997,229  
  75,480    

Quality Systems, Inc.*

    1,013,696  
  16,730    

Quidel Corp.*

    948,591  
  38,346    

Tenet Healthcare Corp.*

    918,003  
  57,050    

Triple-S Management Corp. Class B*

    1,617,368  
  62,405    

U.S. Physical Therapy, Inc.

    5,694,456  
  12,228    

WellCare Health Plans, Inc.*

    2,508,696  
   

 

 

 
    122,323,277  
   

 

 

 
      Household & Personal Products - 0.4%  
  21,805    

Medifast, Inc.

    2,188,786  
  28,702    

USANA Health Sciences, Inc.*

    3,029,496  
   

 

 

 
    5,218,282  
   

 

 

 
      Insurance - 0.7%  
  58,283    

American Equity Investment Life Holding Co.

    1,760,146  
  171,241    

James River Group Holdings Ltd.

    6,219,473  
  4,837    

Primerica, Inc.

    467,980  
  30,602    

Universal Insurance Holdings, Inc.

    993,035  
   

 

 

 
    9,440,634  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.6% - (continued)  
      Materials - 3.8%  
  16,496    

AdvanSix, Inc.*

  $ 590,887  
  166,923    

Boise Cascade Co.

    6,943,997  
  14,146    

Century Aluminum Co.*

    247,131  
  24,178    

Chemours Co.

    1,170,457  
  443,381    

Graphic Packaging Holding Co.

    6,340,348  
  13,278    

Koppers Holdings, Inc.*

    581,577  
  33,434    

Kronos Worldwide, Inc.

    770,319  
  327,607    

Louisiana-Pacific Corp.

    9,281,106  
  389,727    

OMNOVA Solutions, Inc.*

    4,248,024  
  232,655    

PolyOne Corp.

    9,736,612  
  25,766    

Rayonier Advanced Materials, Inc.

    551,393  
  17,873    

Stepan Co.

    1,256,829  
  198,116    

Summit Materials, Inc. Class A*

    5,574,984  
   

 

 

 
    47,293,664  
   

 

 

 
      Media - 0.2%  
  43,024    

New York Times Co. Class A

    1,008,913  
  37,995    

World Wrestling Entertainment, Inc. Class A

    1,511,821  
   

 

 

 
    2,520,734  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 15.0%  
  127,077    

Abeona Therapeutics, Inc.*(1)

    2,217,494  
  91,168    

Aerie Pharmaceuticals, Inc.*

    4,667,802  
  39,193    

Agios Pharmaceuticals, Inc.*

    3,288,685  
  30,292    

Aimmune Therapeutics, Inc.*

    940,264  
  95,474    

Akebia Therapeutics, Inc.*

    879,316  
  496,447    

Amicus Therapeutics, Inc.*

    7,024,725  
  4,491    

AnaptysBio, Inc.*

    421,166  
  151,434    

Arena Pharmaceuticals, Inc.*

    6,033,131  
  81,208    

Array BioPharma, Inc.*

    1,101,180  
  86,410    

Audentes Therapeutics, Inc.*

    3,228,278  
  8,284    

BioSpecifics Technologies Corp.*

    351,407  
  39,451    

Bluebird Bio, Inc.*

    6,712,588  
  96,301    

Blueprint Medicines Corp.*

    7,388,213  
  250,907    

Calithera Biosciences, Inc.*

    1,543,078  
  271,070    

Catalent, Inc.*

    11,143,688  
  164,204    

Coherus Biosciences, Inc.*

    1,986,868  
  20,849    

Collegium Pharmaceutical, Inc.*

    493,079  
  45,588    

Corcept Therapeutics, Inc.*

    760,408  
  235,307    

Cytokinetics, Inc.*

    1,953,048  
  173,250    

Dermira, Inc.*

    1,578,308  
  17,345    

Editas Medicine, Inc.*

    544,633  
  43,208    

Emergent BioSolutions, Inc.*

    2,240,767  
  13,241    

Esperion Therapeutics, Inc.*

    927,002  
  75,727    

Exact Sciences Corp.*

    3,787,107  
  18,785    

FibroGen, Inc.*

    853,778  
  190,884    

Five Prime Therapeutics, Inc.*

    3,197,307  
  98,600    

Flexion Therapeutics, Inc.*(1)

    2,457,112  
  3,664    

Foundation Medicine, Inc.*

    279,746  
  53,900    

G1 Therapeutics, Inc.*

    2,067,065  
  142,238    

GlycoMimetics, Inc.*

    2,402,400  
  68,476    

Halozyme Therapeutics, Inc.*

    1,296,251  
  168,818    

Heron Therapeutics, Inc.*

    5,115,185  
  84,853    

ImmunoGen, Inc.*

    932,534  
  224,487    

Impax Laboratories, Inc.*

    4,220,356  
  88,686    

Innoviva, Inc.*

    1,285,947  
  267,995    

Intersect ENT, Inc.*

    10,706,400  
  31,800    

Iovance Biotherapeutics, Inc.*

    461,100  
  147,290    

Ironwood Pharmaceuticals, Inc.*

    2,668,895  
  90,979    

Jounce Therapeutics, Inc.*(1)

    1,873,258  
  4,919    

Ligand Pharmaceuticals, Inc.*

    761,707  
 

 

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

 

 

  77  

 


The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.6% - (continued)  
      Pharmaceuticals, Biotechnology & Life Sciences - 15.0% -
(continued)
 
  67,499    

Loxo Oncology, Inc.*

  $ 8,498,799  
  54,281    

Luminex Corp.

    1,158,899  
  125,768    

Medicines Co.*(1)

    3,784,359  
  43,530    

MiMedx Group, Inc.*(1)

    357,381  
  77,999    

Momenta Pharmaceuticals, Inc.*

    1,622,379  
  16,462    

MyoKardia, Inc.*

    813,223  
  246,164    

NanoString Technologies, Inc.*

    2,338,558  
  145,090    

Nektar Therapeutics*

    12,138,229  
  253,308    

Novavax, Inc.*

    395,160  
  525,265    

PDL BioPharma, Inc.*

    1,533,774  
  133,887    

Portola Pharmaceuticals, Inc.*

    4,837,337  
  27,014    

PRA Health Sciences, Inc.*

    2,219,740  
  41,890    

PTC Therapeutics, Inc.*

    1,161,610  
  71,137    

Revance Therapeutics, Inc.*

    1,988,279  
  798,841    

Rigel Pharmaceuticals, Inc.*

    2,883,816  
  48,323    

Sage Therapeutics, Inc.*

    6,954,646  
  66,741    

Sangamo Therapeutics, Inc.*(1)

    1,054,508  
  3,943    

Sarepta Therapeutics, Inc.*

    301,087  
  95,816    

Spark Therapeutics, Inc.*

    7,312,677  
  50,029    

Supernus Pharmaceuticals, Inc.*

    2,346,360  
  156,417    

Syneos Health, Inc.*

    5,959,488  
  109,218    

Ultragenyx Pharmaceutical, Inc.*

    5,552,643  
  20,010    

Zogenix, Inc.*

    786,393  
   

 

 

 
    187,790,621  
   

 

 

 
      Real Estate - 2.2%  
  136,654    

CareTrust, Inc. REIT

    1,805,199  
  37,291    

Coresite Realty Corp. REIT

    3,881,993  
  140,645    

Corporate Office Properties Trust REIT

    3,869,144  
  165,434    

HFF, Inc. Class A, REIT

    5,813,351  
  32,131    

National Health Investors, Inc. REIT

    2,193,583  
  112,437    

Physicians Realty Trust REIT

    1,679,809  
  11,399    

PotlatchDeltic Corp. REIT

    591,038  
  81,324    

RLJ Lodging Trust REIT

    1,689,100  
  29,873    

Sabra Healthcare, Inc. REIT

    546,975  
  397,487    

Sunstone Hotel Investors, Inc. REIT

    6,200,797  
   

 

 

 
    28,270,989  
   

 

 

 
      Retailing - 3.2%  
  52,143    

Buckle, Inc.(1)

    1,201,896  
  30,399    

Burlington Stores, Inc.*

    4,129,704  
  171,764    

Caleres, Inc.

    5,621,836  
  21,655    

Cato Corp. Class A

    351,027  
  6,275    

Children’s Place, Inc.

    800,376  
  214,316    

Core-Mark Holding Co., Inc.

    4,417,053  
  108,555    

Five Below, Inc.*

    7,665,068  
  70,700    

Floor & Decor Holdings, Inc. Class A*

    3,930,213  
  56,376    

Groupon, Inc.*

    261,585  
  197,359    

Michaels Cos., Inc.*

    3,674,825  
  5,678    

PetMed Express, Inc.(1)

    189,986  
  8,606    

RH*

    821,443  
  30,741    

Shutterfly, Inc.*

    2,487,562  
  30,869    

Sleep Number Corp.*

    874,827  
  24,512    

Tailored Brands, Inc.

    773,354  
  45,000    

Wayfair, Inc. Class A*

    2,803,500  
   

 

 

 
    40,004,255  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 3.7%  
  85,630    

Advanced Energy Industries, Inc.*

    5,099,266  
  193,195    

Amkor Technology, Inc.*

    1,599,655  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.6% - (continued)  
      Semiconductors & Semiconductor Equipment - 3.7% -
(continued)
 
  189,640    

Axcelis Technologies, Inc.*

  $ 4,172,080  
  10,977    

Cabot Microelectronics Corp.

    1,113,617  
  175,846    

Cohu, Inc.

    3,763,104  
  288,640    

Entegris, Inc.

    9,294,208  
  461,471    

FormFactor, Inc.*

    5,295,380  
  58,962    

Integrated Device Technology, Inc.*

    1,640,912  
  90,730    

Kulicke & Soffa Industries, Inc.*

    2,076,810  
  110,884    

MKS Instruments, Inc.

    11,354,522  
  19,798    

Rudolph Technologies, Inc.*

    501,879  
  10,722    

Synaptics, Inc.*

    466,621  
   

 

 

 
    46,378,054  
   

 

 

 
      Software & Services - 18.5%  
  81,564    

2U, Inc.*

    6,565,086  
  196,089    

Acxiom Corp.*

    5,094,392  
  22,583    

Apptio, Inc. Class A*

    666,424  
  103,155    

Aspen Technology, Inc.*

    9,051,851  
  63,844    

Blackbaud, Inc.

    6,701,066  
  234,677    

Blucora, Inc.*

    6,101,602  
  36,306    

Bottomline Technologies de, Inc.*

    1,434,813  
  56,485    

CACI International, Inc. Class A*

    8,532,059  
  346,131    

Cloudera, Inc.*

    4,932,367  
  14,729    

CommVault Systems, Inc.*

    1,030,294  
  27,280    

CSG Systems International, Inc.

    1,167,311  
  10,200    

DocuSign, Inc.*

    394,026  
  10,188    

Envestnet, Inc.*

    553,208  
  113,845    

EPAM Systems, Inc.*

    13,018,176  
  282,338    

Etsy, Inc.*

    8,453,200  
  86,001    

Everi Holdings, Inc.*

    551,266  
  16,661    

EVERTEC, Inc.

    304,063  
  106,381    

ExlService Holdings, Inc.*

    6,149,886  
  55,256    

Fair Isaac Corp.*

    9,569,234  
  247,686    

Five9, Inc.*

    7,274,538  
  132,337    

ForeScout Technologies, Inc.*

    4,233,461  
  221,968    

Glu Mobile, Inc.*

    972,220  
  64,506    

GrubHub, Inc.*

    6,524,137  
  71,430    

Guidewire Software, Inc.*

    6,044,407  
  45,642    

Hortonworks, Inc.*

    772,719  
  101,054    

HubSpot, Inc.*

    10,701,619  
  10,883    

Imperva, Inc.*

    487,014  
  132,910    

Instructure, Inc.*

    5,389,501  
  65,044    

LogMeIn, Inc.

    7,167,849  
  148,168    

MAXIMUS, Inc.

    10,020,602  
  7,586    

MicroStrategy, Inc. Class A*

    966,912  
  80,242    

MongoDB, Inc.*

    2,887,910  
  15,412    

New Relic, Inc.*

    1,077,145  
  36,301    

NIC, Inc.

    539,070  
  169,535    

Nutanix, Inc. Class A*

    8,576,776  
  119,420    

Okta, Inc.*

    5,112,370  
  136,159    

Paylocity Holding Corp.*

    7,438,366  
  132,397    

Pegasystems, Inc.

    8,082,837  
  177,060    

Pivotal Software, Inc. Class A*

    3,194,162  
  66,584    

Progress Software Corp.

    2,458,947  
  4,198    

Proofpoint, Inc.*

    495,112  
  80,294    

Q2 Holdings, Inc.*

    3,954,480  
  25,459    

Qualys, Inc.*

    1,959,070  
  20,985    

RingCentral, Inc. Class A*

    1,407,044  
  98,303    

Science Applications International Corp.

    8,433,414  
  47,528    

Shutterstock, Inc.*

    2,002,830  
  1,440    

Stamps.com, Inc.*

    327,960  
 

 

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

 

 

  78  

 


The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.6% - (continued)  
      Software & Services - 18.5% - (continued)  
  52,116    

Sykes Enterprises, Inc.*

  $ 1,498,856  
  43,217    

Travelport Worldwide Ltd.

    740,739  
  184,088    

TrueCar, Inc.*

    1,822,471  
  19,699    

TTEC Holdings, Inc.

    630,368  
  24,222    

Verint Systems, Inc.*

    1,019,746  
  43,209    

WEX, Inc.*

    6,996,401  
  19,253    

Yelp, Inc.*

    863,497  
  194,759    

Zendesk, Inc.*

    9,494,501  
   

 

 

 
    231,839,375  
   

 

 

 
      Technology Hardware & Equipment - 2.9%  
  107,698    

ePlus, Inc.*

    8,599,685  
  117,241    

Extreme Networks, Inc.*

    1,254,479  
  171,702    

Fabrinet*

    4,843,713  
  110,564    

II-VI, Inc.*

    4,212,488  
  62,881    

Itron, Inc.*

    4,112,417  
  51,697    

Lumentum Holdings, Inc.*

    2,608,114  
  28,293    

Methode Electronics, Inc.

    1,128,891  
  29,844    

Pure Storage, Inc. Class A*

    603,744  
  55,039    

Rogers Corp.*

    5,872,661  
  5,591    

Tech Data Corp.*

    426,314  
  129,404    

Vishay Intertechnology, Inc.

    2,283,981  
   

 

 

 
    35,946,487  
   

 

 

 
      Telecommunication Services - 0.8%  
  19,001    

Boingo Wireless, Inc.*

    445,763  
  320,823    

ORBCOMM, Inc.*

    2,893,824  
  610,510    

Vonage Holdings Corp.*

    6,825,502  
   

 

 

 
    10,165,089  
   

 

 

 
      Transportation - 1.8%  
  14,321    

ArcBest Corp.

    459,704  
  31,424    

Avis Budget Group, Inc.*

    1,552,660  
  88,896    

Genesee & Wyoming, Inc. Class A*

    6,329,395  
  43,000    

Hawaiian Holdings, Inc.*

    1,771,600  
  170,158    

Knight-Swift Transportation Holdings, Inc.*

    6,637,864  
  234,812    

Marten Transport Ltd.

    4,578,834  
  12,145    

Saia, Inc.*

    802,177  
   

 

 

 
      22,132,234  
   

 

 

 
 

Total Common Stocks
(cost $1,017,044,681)

  $ 1,224,590,804  
   

 

 

 
EXCHANGE-TRADED FUNDS - 0.5%  
      Other Investment Pools & Funds - 0.5%  
  31,073    

iShares Russell 2000 Growth ETF(1)

  $ 5,934,632  
   

 

 

 
 

Total Exchange-Traded Funds
(cost $5,779,699)

  $ 5,934,632  
   

 

 

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

Emergent Capital, Inc. Expires 4/11/19*(2)(3)

  $  
   

 

 

 
 

Total Warrants
(cost $ –)

  $  
   

 

 

 
 

Total Long-Term Investments
(cost $1,022,824,380)

  $ 1,230,525,436  
   

 

 

 
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 3.5%  
      Other Investment Pools & Funds - 1.5%  
  3,778,832    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class,
1.60%(4)

  $ 3,778,832  
  15,679,345    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,
1.62%(4)

    15,679,345  
   

 

 

 
      19,458,177  
   

 

 

 
      Securities Lending Collateral - 2.0%  
  1,245,334    

Citibank NA DDCA,
1.50%, 5/1/2018(4)

    1,245,334  
  13,252,809    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(4)

    13,252,809  
  10,408,543    

Invesco Government & Agency Portfolio,
1.60%(4)

    10,408,543  
   

 

 

 
      24,906,686  
   

 

 

 
 

Total Short-Term Investments
(cost $44,364,863)

  $ 44,364,863  
   

 

 

 
 

Total Investments
(cost $1,067,189,243)

    101.6    $ 1,274,890,299  
 

Other Assets and Liabilities

    (1.6 )%       (19,885,918
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 1,255,004,381  
   

 

 

    

 

 

 

 

 

 

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

 

 

  79  

 


The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

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

 

     Other than the industry classifications “Other Investment Pools & Funds,” equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

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

 

* Non-income producing.

 

(1)  Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(2)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited.At April 30, 2018, the aggregate value of this security was $0, which represented 0.0% of total net assets.

 

(3)  This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, 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.

 

(4)  Current yield as of period end.

 

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

 

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

DDCA

   Dollars on Deposit in Custody Account

ETF

   Exchange-Traded Fund

REIT

   Real Estate Investment Trust

 

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

 

 

  80  

 


The Hartford Small Cap Growth Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Automobiles & Components

   $ 19,565,273      $ 19,565,273      $      $  

Banks

     38,377,169        38,377,169                

Capital Goods

     118,774,347        118,774,347                

Commercial & Professional Services

     64,493,360        64,493,360                

Consumer Durables & Apparel

     62,493,709        62,493,709                

Consumer Services

     49,388,543        49,388,543                

Diversified Financials

     17,640,318        17,640,318                

Energy

     27,087,790        27,087,790                

Food & Staples Retailing

     20,774,959        20,774,959                

Food, Beverage & Tobacco

     16,671,641        16,671,641                

Health Care Equipment & Services

     122,323,277        122,323,277                

Household & Personal Products

     5,218,282        5,218,282                

Insurance

     9,440,634        9,440,634                

Materials

     47,293,664        47,293,664                

Media

     2,520,734        2,520,734                

Pharmaceuticals, Biotechnology & Life Sciences

     187,790,621        187,790,621                

Real Estate

     28,270,989        28,270,989                

Retailing

     40,004,255        40,004,255                

Semiconductors & Semiconductor Equipment

     46,378,054        46,378,054                

Software & Services

     231,839,375        231,839,375                

Technology Hardware & Equipment

     35,946,487        35,946,487                

Telecommunication Services

     10,165,089        10,165,089                

Transportation

     22,132,234        22,132,234                

Exchange-Traded Funds

     5,934,632        5,934,632                

Warrants

                           

Short-Term Investments

     44,364,863        44,364,863                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,274,890,299      $     1,274,890,299      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 
(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

 

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

 

 

  81  

 


The Hartford Small Company Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.4%  
      Automobiles & Components - 0.1%  
  3,429    

Cooper Tire & Rubber Co.

  $ 83,839  
  3,674    

Tenneco, Inc.

    164,191  
  1,155    

Visteon Corp.*

    143,728  
   

 

 

 
    391,758  
   

 

 

 
      Banks - 5.1%  
  1,418    

FCB Financial Holdings, Inc. Class A*

    81,960  
  2,842    

First Busey Corp.

    84,265  
  2,902    

First Hawaiian, Inc.

    79,950  
  2,626    

Great Western Bancorp, Inc.

    108,034  
  1,902    

IBERIABANK Corp.

    142,555  
  106,350    

MB Financial, Inc.

    4,532,637  
  319,748    

MGIC Investment Corp.

    3,203,875  
  282,576    

Sterling Bancorp

    6,711,180  
  38,709    

Texas Capital Bancshares, Inc.*

    3,818,643  
  82,700    

Union Bankshares Corp.

    3,126,887  
  59,716    

Western Alliance Bancorp*

    3,522,050  
   

 

 

 
    25,412,036  
   

 

 

 
      Capital Goods - 9.4%  
  4,129    

AAON, Inc.

    140,386  
  2,717    

Aerojet Rocketdyne Holdings, Inc.*

    75,913  
  107,822    

Altra Industrial Motion Corp.

    4,490,786  
  1,259    

American Woodmark Corp.*

    103,490  
  2,133    

Applied Industrial Technologies, Inc.

    136,405  
  2,470    

Armstrong World Industries, Inc.*

    138,320  
  1,274    

Astec Industries, Inc.

    70,784  
  2,563    

AZZ, Inc.

    114,182  
  124,477    

Beacon Roofing Supply, Inc.*

    6,093,149  
  4,357    

BMC Stock Holdings, Inc.*

    75,158  
  76,931    

EnerSys

    5,274,389  
  3,900    

Evoqua Water Technologies Corp.*

    79,677  
  3,920    

Generac Holdings, Inc.*

    176,439  
  160,332    

ITT, Inc.

    7,838,632  
  119,911    

JELD-WEN Holding, Inc.*

    3,370,698  
  6,508    

Milacron Holdings Corp.*

    117,339  
  5,700    

nLight, Inc.*

    142,101  
  453,681    

Rexnord Corp.*

    12,480,764  
  1,197    

SiteOne Landscape Supply, Inc.*

    81,995  
  120,516    

SPX FLOW, Inc.*

    5,423,220  
  804    

Teledyne Technologies, Inc.*

    150,420  
  3,955    

Welbilt, Inc.*

    75,778  
   

 

 

 
    46,650,025  
   

 

 

 
      Commercial & Professional Services - 3.2%  
  3,766    

Advanced Disposal Services, Inc.*

    83,003  
  3,026    

ASGN, Inc.*

    243,986  
  91,147    

Brink’s Co.

    6,726,649  
  3,600    

Ceridian HCM Holding, Inc.*

    113,688  
  2,497    

Clean Harbors, Inc.*

    114,363  
  21,278    

CoStar Group, Inc.*

    7,801,791  
  2,333    

Deluxe Corp.

    159,904  
  2,225    

Exponent, Inc.

    192,240  
  2,267    

Huron Consulting Group, Inc.*

    84,899  
  1,725    

MSA Safety, Inc.

    149,799  
  396    

WageWorks, Inc.*

    16,493  
   

 

 

 
    15,686,815  
   

 

 

 
      Consumer Durables & Apparel - 5.0%  
  1,917    

Carter’s, Inc.

    192,313  
  2,310    

Installed Building Products, Inc.*

    133,287  
  2,116    

Oxford Industries, Inc.

    163,017  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.4% - (continued)  
      Consumer Durables & Apparel - 5.0% - (continued)  
  150,753    

Skechers USA, Inc. Class A*

  $ 4,296,461  
  5,204    

Steven Madden Ltd.

    251,093  
  87,291    

TopBuild Corp.*

    6,957,093  
  315,958    

TRI Pointe Group, Inc.*

    5,406,041  
  107,889    

Under Armour, Inc. Class A*(1)

    1,916,109  
  351,066    

Under Armour, Inc. Class C*

    5,388,863  
  7,214    

Wolverine World Wide, Inc.

    216,131  
   

 

 

 
    24,920,408  
   

 

 

 
      Consumer Services - 8.4%  
  230,480    

Boyd Gaming Corp.

    7,654,241  
  580,284    

DraftKings, Inc.*(2)(3)(4)(5)

    771,777  
  2,756    

Dunkin’ Brands Group, Inc.

    168,006  
  1,887    

La Quinta Holdings, Inc.*

    36,872  
  66,490    

Marriott Vacations Worldwide Corp.

    8,152,339  
  52,494    

Papa John’s International, Inc.(1)

    3,254,628  
  400,662    

Planet Fitness, Inc. Class A*

    16,142,672  
  114,572    

Wingstop, Inc.

    5,597,988  
   

 

 

 
    41,778,523  
   

 

 

 
      Diversified Financials - 0.1%  
  2,071    

Evercore, Inc. Class A

    209,689  
  2,257    

OneMain Holdings, Inc.*

    69,628  
   

 

 

 
    279,317  
   

 

 

 
      Energy - 1.1%  
  260,541    

Centennial Resource Development, Inc. Class A*

    4,820,008  
  4,665    

Newfield Exploration Co.*

    139,017  
  2,190    

PDC Energy, Inc.*

    117,253  
  5,699    

ProPetro Holding Corp.*(1)

    104,292  
  5,783    

WildHorse Resource Development Corp.*

    151,225  
   

 

 

 
    5,331,795  
   

 

 

 
      Food & Staples Retailing - 1.8%  
  1,225    

Casey’s General Stores, Inc.

    118,335  
  262,215    

Performance Food Group Co.*

    8,508,877  
  1,950    

PriceSmart, Inc.

    170,820  
   

 

 

 
    8,798,032  
   

 

 

 
      Food, Beverage & Tobacco - 0.1%  
  9,472    

Hostess Brands, Inc.*

    133,082  
  1,311    

Post Holdings, Inc.*

    104,316  
   

 

 

 
    237,398  
   

 

 

 
      Health Care Equipment & Services - 7.8%  
  4,801    

AtriCure, Inc.*

    106,726  
  168    

Atrion Corp.

    104,513  
  4,191    

Cardiovascular Systems, Inc.*

    95,764  
  45,239    

DexCom, Inc.*

    3,310,590  
  104,189    

Globus Medical, Inc. Class A*

    5,333,435  
  51,329    

HealthEquity, Inc.*

    3,370,775  
  58,176    

Hill-Rom Holdings, Inc.

    4,993,246  
  5,281    

HMS Holdings Corp.*

    95,111  
  937    

ICU Medical, Inc.*

    235,843  
  158,312    

Insulet Corp.*

    13,614,832  
  2,982    

Integra LifeSciences Holdings Corp.*

    183,781  
  1,344    

Medidata Solutions, Inc.*

    95,908  
  1,468    

Molina Healthcare, Inc.*

    122,211  
  3,435    

Natus Medical, Inc.*

    113,527  
  57,205    

Omnicell, Inc.*

    2,465,535  
  197,394    

OraSure Technologies, Inc.*

    3,499,796  
  2,111    

Orthofix International N.V.*

    128,813  
 

 

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

 

 

  82  

 


The Hartford Small Company Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.4% - (continued)  
      Health Care Equipment & Services - 7.8% - (continued)  
  1,362    

U.S. Physical Therapy, Inc.

  $ 124,283  
  9,525    

Veeva Systems, Inc. Class A*

    667,988  
   

 

 

 
    38,662,677  
   

 

 

 
      Insurance - 0.0%  
  3,658    

James River Group Holdings Ltd.

    132,859  
   

 

 

 
      Materials - 4.8%  
  3,338    

Boise Cascade Co.

    138,861  
  147,114    

Carpenter Technology Corp.

    7,835,292  
  296,253    

Ferro Corp.*

    6,520,529  
  9,790    

Graphic Packaging Holding Co.

    139,997  
  58,757    

Ingevity Corp.*

    4,514,300  
  5,316    

Louisiana-Pacific Corp.

    150,602  
  8,393    

OMNOVA Solutions, Inc.*

    91,484  
  5,037    

PolyOne Corp.

    210,798  
  148,700    

Summit Materials, Inc. Class A*

    4,184,418  
   

 

 

 
    23,786,281  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 12.0%  
  2,649    

Abeona Therapeutics, Inc.*(1)

    46,225  
  84,738    

Aerie Pharmaceuticals, Inc.*

    4,338,586  
  947    

Agios Pharmaceuticals, Inc.*

    79,463  
  131,693    

Amicus Therapeutics, Inc.*

    1,863,456  
  52,084    

Arena Pharmaceuticals, Inc.*

    2,075,027  
  1,856    

Audentes Therapeutics, Inc.*

    69,340  
  8,200    

BeiGene Ltd. ADR*

    1,390,556  
  855    

Bluebird Bio, Inc.*

    145,478  
  49,784    

Blueprint Medicines Corp.*

    3,819,428  
  3,800    

Calithera Biosciences, Inc.*

    23,370  
  4,814    

Catalent, Inc.*

    197,904  
  3,765    

Coherus Biosciences, Inc.*

    45,557  
  51,000    

CRISPR Therapeutics AG*(1)

    2,389,860  
  4,821    

Cytokinetics, Inc.*

    40,014  
  3,821    

Dermira, Inc.*

    34,809  
  100,713    

Exact Sciences Corp.*

    5,036,657  
  4,120    

Five Prime Therapeutics, Inc.*

    69,010  
  2,148    

Flexion Therapeutics, Inc.*(1)

    53,528  
  1,100    

G1 Therapeutics, Inc.*

    42,185  
  38,340    

Galapagos N.V. ADR*

    3,417,244  
  27,593    

Global Blood Therapeutics, Inc.*

    1,218,231  
  3,247    

GlycoMimetics, Inc.*

    54,842  
  76,400    

Heron Therapeutics, Inc.*

    2,314,920  
  4,898    

Impax Laboratories, Inc.*

    92,082  
  5,736    

Intersect ENT, Inc.*

    229,153  
  41,187    

Ionis Pharmaceuticals, Inc.*

    1,772,277  
  155,176    

Ironwood Pharmaceuticals, Inc.*

    2,811,789  
  1,822    

Jounce Therapeutics, Inc.*

    37,515  
  20,398    

Loxo Oncology, Inc.*

    2,568,312  
  2,947    

Medicines Co.*

    88,675  
  47,438    

MyoKardia, Inc.*

    2,343,437  
  5,362    

NanoString Technologies, Inc.*

    50,939  
  57,934    

Nektar Therapeutics*

    4,846,758  
  50,725    

Neurocrine Biosciences, Inc.*

    4,112,783  
  58,600    

Portola Pharmaceuticals, Inc.*

    2,117,218  
  63,966    

PRA Health Sciences, Inc.*

    5,256,086  
  1,500    

Revance Therapeutics, Inc.*

    41,925  
  17,328    

Rigel Pharmaceuticals, Inc.*

    62,554  
  26,994    

Sage Therapeutics, Inc.*

    3,884,977  
  1,794    

Spark Therapeutics, Inc.*

    136,918  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.4% - (continued)  
      Pharmaceuticals, Biotechnology & Life Sciences - 12.0% -
(continued)
 
  3,397    

Syneos Health, Inc.*

  $ 129,426  
  2,183    

Ultragenyx Pharmaceutical, Inc.*

    110,984  
   

 

 

 
    59,459,498  
   

 

 

 
      Real Estate - 0.1%  
  807    

Coresite Realty Corp. REIT

    84,009  
  3,102    

Corporate Office Properties Trust REIT

    85,336  
  3,616    

HFF, Inc. Class A, REIT

    127,066  
  8,606    

Sunstone Hotel Investors, Inc. REIT

    134,253  
   

 

 

 
    430,664  
   

 

 

 
      Retailing - 4.1%  
  3,136,600    

Allstar Co.*(2)(3)(4)(5)

    376,392  
  659    

Burlington Stores, Inc.*

    89,525  
  3,747    

Caleres, Inc.

    122,639  
  4,719    

Core-Mark Holding Co., Inc.

    97,259  
  2,352    

Five Below, Inc.*

    166,075  
  115,209    

Floor & Decor Holdings, Inc. Class A*

    6,404,468  
  4,680    

Michaels Cos., Inc.*

    87,142  
  74,009    

Shutterfly, Inc.*

    5,988,808  
  26,907    

Tory Burch LLC*(2)(3)(4)(5)

    1,478,564  
  88,306    

Wayfair, Inc. Class A*(1)

    5,501,464  
   

 

 

 
    20,312,336  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 0.8%  
  1,343    

Advanced Energy Industries, Inc.*

    79,976  
  3,600    

Axcelis Technologies, Inc.*

    79,200  
  3,814    

Cohu, Inc.

    81,620  
  5,155    

Entegris, Inc.

    165,991  
  9,908    

FormFactor, Inc.*

    113,694  
  1,245    

Integrated Device Technology, Inc.*

    34,648  
  1,650    

MKS Instruments, Inc.

    168,960  
  130,756    

Tower Semiconductor Ltd.*

    3,382,658  
   

 

 

 
    4,106,747  
   

 

 

 
      Software & Services - 23.2%  
  135,297    

2U, Inc.*

    10,890,055  
  4,210    

Acxiom Corp.*

    109,376  
  2,275    

Aspen Technology, Inc.*

    199,631  
  1,375    

Blackbaud, Inc.

    144,320  
  4,171    

Blucora, Inc.*

    108,446  
  1,229    

CACI International, Inc. Class A*

    185,640  
  305,895    

Cloudera, Inc.*

    4,359,004  
  200    

DocuSign, Inc.*

    7,726  
  63,742    

EPAM Systems, Inc.*

    7,288,898  
  4,946    

Etsy, Inc.*

    148,083  
  2,303    

ExlService Holdings, Inc.*

    133,136  
  48,293    

Fair Isaac Corp.*

    8,363,382  
  176,746    

Five9, Inc.*

    5,191,030  
  140,776    

ForeScout Technologies, Inc.*

    4,503,424  
  80,206    

GoDaddy, Inc. Class A*

    5,178,099  
  28,111    

GrubHub, Inc.*

    2,843,147  
  93,668    

Guidewire Software, Inc.*

    7,926,186  
  67,497    

HubSpot, Inc.*

    7,147,932  
  2,863    

Instructure, Inc.*

    116,095  
  1,436    

LogMeIn, Inc.

    158,247  
  25,906    

ManTech International Corp. Class A

    1,530,786  
  2,095    

MAXIMUS, Inc.

    141,685  
  260,388    

Mimecast Ltd.*

    9,907,763  
  51,800    

MongoDB, Inc.*

    1,864,282  
 

 

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

 

 

  83  

 


The Hartford Small Company Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 93.4% - (continued)  
      Software & Services - 23.2% - (continued)  
  3,306    

Nutanix, Inc. Class A*

  $ 167,251  
  209,927    

Okta, Inc.*

    8,986,975  
  2,912    

Paylocity Holding Corp.*

    159,083  
  2,577    

Pegasystems, Inc.

    157,326  
  3,900    

Pivotal Software, Inc. Class A*

    70,356  
  34,251    

Proofpoint, Inc.*

    4,039,563  
  1,719    

Q2 Holdings, Inc.*

    84,661  
  1,980    

Science Applications International Corp.

    169,864  
  133,628    

SendGrid, Inc.*

    3,856,504  
  139,473    

Trade Desk, Inc. Class A*(1)

    7,136,833  
  2,500    

TrueCar, Inc.*

    24,750  
  926    

WEX, Inc.*

    149,938  
  82,471    

Wix.com Ltd.*

    6,783,240  
  91,344    

Zendesk, Inc.*

    4,453,020  
   

 

 

 
    114,685,737  
   

 

 

 
      Technology Hardware & Equipment - 4.0%  
  2,375    

ePlus, Inc.*

    189,644  
  3,742    

Fabrinet*

    105,562  
  138,582    

II-VI, Inc.*

    5,279,974  
  1,346    

Itron, Inc.*

    88,028  
  1,068    

Lumentum Holdings, Inc.*

    53,881  
  1,099    

Rogers Corp.*

    117,263  
  104,928    

Zebra Technologies Corp. Class A*

    14,147,442  
   

 

 

 
    19,981,794  
   

 

 

 
      Telecommunication Services - 0.0%      
  6,869    

ORBCOMM, Inc.*

    61,959  
  10,663    

Vonage Holdings Corp.*

    119,212  
   

 

 

 
    181,171  
   

 

 

 
      Transportation - 2.3%      
  1,961    

Genesee & Wyoming, Inc. Class A*

    139,623  
  339,500    

JetBlue Airways Corp.*

    6,515,005  
  60,135    

Knight-Swift Transportation Holdings, Inc.*

    2,345,866  
  5,024    

Marten Transport Ltd.

    97,968  
  93,248    

Schneider National, Inc. Class B

    2,487,857  
   

 

 

 
    11,586,319  
   

 

 

 
 

Total Common Stocks
(cost $386,908,272)

  $ 462,812,190  
   

 

 

 
PREFERRED STOCKS - 2.0%  
      Pharmaceuticals, Biotechnology & Life Sciences - 0.0%  
  92,973    

Sancilio & Co., Inc.*(2)(3)(4)(5)

  $ 186,876  
   

 

 

 
      Retailing - 0.3%      
  47,489    

Honest Co.*(2)(3)(4)(5)

    1,679,686  
   

 

 

 
      Software & Services - 1.7%      
  263,189    

MarkLogic Corp. Series F*(2)(3)(4)(5)

    2,610,835  
  329,082    

Zuora, Inc. Series F*(2)(3)(4)(5)(6)

    5,764,167  
   

 

 

 
    8,375,002  
   

 

 

 
 

Total Preferred Stocks
(cost $8,022,087)

  $ 10,241,564  
   

 

 

 
Shares or Principal Amount   Market Value  
ESCROWS - 0.1%  
      Software & Services - 0.1%      
  98,033    

Veracode, Inc. Escrow*(2)(3)(4)(5)

  $ 394,093  
   

 

 

 
 

Total Escrows
(cost $ –)

  $ 394,093  
   

 

 

 
 

Total Long-Term Investments
(cost $394,930,359)

  $ 473,447,847  
   

 

 

 
SHORT-TERM INVESTMENTS - 6.5%  
      Other Investment Pools & Funds - 4.7%      
  23,236,973    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,
1.62%(7)

  $ 23,236,973  
   

 

 

 
      Securities Lending Collateral - 1.8%      
  433,872    

Citibank NA DDCA,
1.50%, 5/1/18(7)

    433,872  
  4,617,246    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(7)

    4,617,246  
  3,626,311    

Invesco Government & Agency Portfolio,
1.60%(7)

    3,626,311  
   

 

 

 
    8,677,429  
   

 

 

 
 

Total Short-Term Investments
(cost $31,914,402)

  $ 31,914,402  
   

 

 

 
 

Total Investments
(cost $426,844,761)

    102.0    $ 505,362,249  
 

Other Assets and Liabilities

    (2.0 )%       (9,744,076
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 495,618,173  
   

 

 

    

 

 

 

 

 

 

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

 

 

  84  

 


The Hartford Small Company Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

     Other than the industry classifications “Other Investment Pools & Funds,” equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

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

 

* Non-income producing.

 

(1)  Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(2)  Investment valued using significant unobservable inputs.

 

(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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $13,262,390, which represented 2.7% 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 April 30, 2018, the aggregate fair value of these securities was $13,262,390, which represented 2.7% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(5)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited. At April 30, 2018, the aggregate value of these securities was $13,262,390, which represented 2.7% of total net assets.

 

(6)  The following illiquid securities are considered restricted due to a contractual lock-up period associated with the securities.

 

Period
Acquired
  

Security Name

     Shares/
Par Value
     Base
Total Cost
     Base
Market Value
 
01/2015    Zuora, Inc. Series F Preferred      329,082      $     2,500,563      $     5,764,167  

 

(7)  Current yield as of period end.

 

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

 

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

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

REIT

   Real Estate Investment Trust

 

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

 

 

  85  

 


The Hartford Small Company Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Automobiles & Components

   $ 391,758      $ 391,758      $      $  

Banks

     25,412,036        25,412,036                

Capital Goods

     46,650,025        46,650,025                

Commercial & Professional Services

     15,686,815        15,686,815                

Consumer Durables & Apparel

     24,920,408        24,920,408                

Consumer Services

     41,778,523        41,006,746               771,777  

Diversified Financials

     279,317        279,317                

Energy

     5,331,795        5,331,795                

Food & Staples Retailing

     8,798,032        8,798,032                

Food, Beverage & Tobacco

     237,398        237,398                

Health Care Equipment & Services

     38,662,677        38,662,677                

Insurance

     132,859        132,859                

Materials

     23,786,281        23,786,281                

Pharmaceuticals, Biotechnology & Life Sciences

     59,459,498        59,459,498                

Real Estate

     430,664        430,664                

Retailing

     20,312,336        18,457,380               1,854,956  

Semiconductors & Semiconductor Equipment

     4,106,747        4,106,747                

Software & Services

     114,685,737        114,685,737                

Technology Hardware & Equipment

     19,981,794        19,981,794                

Telecommunication Services

     181,171        181,171                

Transportation

     11,586,319        11,586,319                

Preferred Stocks

     10,241,564                      10,241,564  

Escrows

     394,093                      394,093  

Short-Term Investments

     31,914,402        31,914,402                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     505,362,249      $     492,099,859      $     —      $     13,262,390  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2018:

 

     Common
Stocks
    Preferred
Stocks
     Escrows      Total  

Beginning balance

   $ 2,484,729     $ 7,971,312      $      $ 10,456,041  

Conversions*

     (394,093            394,093     

Purchases

                          

Sales

                          

Accrued discounts/(premiums)

                          

Total realized gain/(loss)

                          

Net change in unrealized appreciation/depreciation

     536,097       2,270,252               2,806,349  

Transfers into Level 3

                          

Transfers out of Level 3

                          
  

 

 

   

 

 

    

 

 

    

 

 

 

Ending balance

   $     2,626,733     $     10,241,564      $     394,093      $     13,262,390  
  

 

 

   

 

 

    

 

 

    

 

 

 

The change in net unrealized appreciation/(depreciation) relating to the Level 3 investments held at April 30, 2018 was $2,806,349.

 

* Private Equity securities that were a common stock are now trading as escrow.

 

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

 

 

  86  

 


[This page is intentionally left blank]

 

 

  87  

 


Hartford Domestic Equity Funds

Statements of Assets and Liabilities

April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Capital
Appreciation
Fund
    Hartford Core
Equity Fund
     The Hartford
Dividend and
Growth Fund
 

Assets:

 

Investments in securities, at market value(1)

   $     7,741,521,689     $     3,304,751,831      $     8,274,940,698  

Cash

                  652,197  

Foreign currency

     180               

Receivables:

 

Investment securities sold

     242,242,706              31,175,650  

Fund shares sold

     1,255,276       4,247,521        8,869,719  

Dividends and interest

     6,928,257       2,465,651        11,073,925  

Securities lending income

     78,053              4,435  

Tax reclaims

     2,108,950              1,674,933  

Other assets

     84,232       129,252        117,717  
  

 

 

   

 

 

    

 

 

 

Total assets

     7,994,219,343       3,311,594,255        8,328,509,274  
  

 

 

   

 

 

    

 

 

 

Liabilities:

 

Obligation to return securities lending collateral

     106,065,046               

Payables:

 

Investment securities purchased

     148,278,521              31,128,040  

Fund shares redeemed

     6,337,207       3,275,258        6,897,005  

Investment management fees

     4,240,607       954,667        4,137,688  

Transfer agent fees

     1,433,878       338,129        918,166  

Accounting services fees

     124,863       49,118        102,735  

Board of Directors’ fees

     33,618       9,998        29,904  

Variation margin on futures contracts

                   

Distribution fees

     317,574       75,119        187,857  

Accrued expenses

     992,216       156,245        452,784  
  

 

 

   

 

 

    

 

 

 

Total liabilities

     267,823,530       4,858,534        43,854,179  
  

 

 

   

 

 

    

 

 

 

Net assets

   $ 7,726,395,813     $ 3,306,735,721      $ 8,284,655,095  
  

 

 

   

 

 

    

 

 

 

Summary of Net Assets:

 

Capital stock and paid-in-capital

   $ 6,607,289,293     $ 2,632,751,956      $ 5,739,490,673  

Undistributed (distributions in excess of) net investment income

     (409,087     8,637,127        12,796,848  

Accumulated net realized gain (loss)

     687,785,193       95,056,774        450,389,902  

Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency

     431,730,414       570,289,864        2,081,977,672  
  

 

 

   

 

 

    

 

 

 

Net assets

   $ 7,726,395,813     $ 3,306,735,721      $ 8,284,655,095  
  

 

 

   

 

 

    

 

 

 

Shares authorized

     1,715,000,000       700,000,000        1,250,000,000  
  

 

 

   

 

 

    

 

 

 

Par value

   $ 0.0010     $ 0.0010      $ 0.0010  
  

 

 

   

 

 

    

 

 

 

Class A:  Net asset value per share

   $ 37.87     $ 29.25      $ 25.27  
  

 

 

   

 

 

    

 

 

 

         Maximum offering price per share

   $ 40.07     $ 30.95      $ 26.74  
  

 

 

   

 

 

    

 

 

 

         Shares outstanding

     116,143,468       21,563,013        135,792,716  
  

 

 

   

 

 

    

 

 

 

         Net Assets

   $ 4,398,024,932     $ 630,733,632      $ 3,431,908,702  
  

 

 

   

 

 

    

 

 

 

Class C:  Net asset value per share

   $ 29.40     $ 26.78      $ 24.41  
  

 

 

   

 

 

    

 

 

 

         Shares outstanding

     38,758,717       11,912,921        17,302,071  
  

 

 

   

 

 

    

 

 

 

         Net Assets

   $ 1,139,607,496     $ 319,075,497      $ 422,419,044  
  

 

 

   

 

 

    

 

 

 

Class I:  Net asset value per share

   $ 38.02     $ 29.29      $ 25.16  
  

 

 

   

 

 

    

 

 

 

         Shares outstanding

     20,182,142       34,923,898        31,734,476  
  

 

 

   

 

 

    

 

 

 

         Net Assets

   $ 767,263,666     $ 1,023,048,958      $ 798,368,129  
  

 

 

   

 

 

    

 

 

 

Class R3:  Net asset value per share

   $ 41.69     $ 29.64      $ 25.60  
  

 

 

   

 

 

    

 

 

 

         Shares outstanding

     1,649,924       1,352,591        2,948,961  
  

 

 

   

 

 

    

 

 

 

         Net Assets

   $ 68,785,576     $ 40,089,665      $ 75,498,351  
  

 

 

   

 

 

    

 

 

 

Class R4:  Net asset value per share

   $ 42.94     $ 30.09      $ 25.78  
  

 

 

   

 

 

    

 

 

 

         Shares outstanding

     1,358,955       5,363,607        5,196,188  
  

 

 

   

 

 

    

 

 

 

         Net Assets

   $ 58,351,942     $ 161,367,437      $ 133,933,365  
  

 

 

   

 

 

    

 

 

 

 

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

 

 

  88  

 


Hartford Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

The Hartford
Equity Income
Fund
    The Hartford
Growth
Opportunities
Fund
    The Hartford
Healthcare Fund
    The Hartford
MidCap Fund
    The Hartford
MidCap Value
Fund
    Hartford Quality
Value Fund
    Hartford Small
Cap Core Fund
 
           
$     4,247,237,348     $     4,893,823,678     $     1,429,161,159     $     11,659,702,797     $     705,329,436     $ 300,463,817     $ 113,421,054  
                                37,515        
  533,779       21                         7        
           
        43,584,400       20,435,709       10,958,561       5,278,668       605,657       4,303,662  
  4,894,880       3,841,947       970,945       30,446,308       1,350,980       51,911       43,496  
  4,561,751       954,219       1,139,089       1,297,437       546,562       310,742       67,333  
        110,155       17,023       66,582       15,072       61       2,975  
  2,212,314       438,701       160,446             21,188       125,883        
  112,163       103,946       86,586       233,267       99,182       84,645       73,102  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  4,259,552,235       4,942,857,067       1,451,970,957       11,702,704,952       712,641,088       301,680,238       117,911,622  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
           
        157,522,242       18,393,023       102,619,216       7,449,659       1,270,200       1,683,649  
           
  4,284,610       17,006,550       2,900,432       44,454,496       7,048,798             1,430,026  
  4,241,503       4,790,133       1,736,604       10,845,179       657,174       468,365       77,264  
  2,166,907       2,771,055       1,007,615       6,694,498       416,703       132,235       74,369  
  518,288       707,697       290,801       1,117,265       105,240       69,910       24,710  
  60,731       82,234       21,284       129,218       10,401       4,467       1,785  
  15,087       15,064       5,633       25,447       2,099       844       623  
                                      8,340  
  117,907       129,713       58,256       211,044       15,977       8,680       3,237  
  232,117       298,392       116,483       512,217       69,370       18,401       13,253  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  11,637,150       183,323,080       24,530,131       166,608,580       15,775,421       1,973,102       3,317,256  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 4,247,915,085     $ 4,759,533,987     $ 1,427,440,826     $ 11,536,096,372     $ 696,865,667     $ 299,707,136     $ 114,594,366  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
           
$ 3,206,889,551     $ 3,553,878,263     $ 1,208,596,691     $ 8,352,843,076     $ 586,727,950     $   278,676,702     $ 82,380,789  
  4,654,052       (17,738,368     (4,663,991     (14,305,015     513,617       2,069,520       431,657  
  199,600,501       668,406,709       38,805,127       720,644,545       46,690,124       10,640,496       17,389,041  

 

836,770,981

 

    554,987,383       184,702,999       2,476,913,766       62,933,976       8,320,418       14,392,879  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 4,247,915,085     $ 4,759,533,987     $ 1,427,440,826     $ 11,536,096,372     $ 696,865,667     $     299,707,136     $ 114,594,366  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  700,000,000           23,850,000,000       550,000,000       1,080,000,000       500,000,000       670,000,000           1,050,000,000  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 0.0010     $ 0.0001     $ 0.0010     $ 0.0010     $ 0.0010     $ 0.0001     $ 0.0010  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 19.50     $ 44.65     $ 33.80     $ 30.96     $ 15.36     $ 20.11     $ 13.64  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 20.63     $ 47.25     $ 35.77     $ 32.76     $ 16.25     $ 21.28     $ 14.43  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  79,773,588       43,204,227       19,591,430       83,257,794       18,707,858       8,417,524       3,706,554  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 1,555,528,616     $ 1,929,237,261     $ 662,238,384     $ 2,577,491,845     $ 287,364,080     $ 169,271,832     $ 50,553,128  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 19.39     $ 28.68     $ 27.61     $ 22.66     $ 12.70     $ 17.27     $ 12.38  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  21,499,844       13,984,611       8,088,385       32,850,885       2,654,914       1,065,047       826,183  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 416,931,180     $ 401,071,851     $ 223,308,569     $ 744,390,283     $ 33,713,802     $ 18,397,130     $ 10,230,005  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 19.40     $ 46.63     $ 35.46     $ 31.82     $ 15.49     $ 19.85     $ 13.65  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  59,282,776       33,653,043       9,652,142       105,140,387       2,591,316       712,933       230,650  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 1,149,819,142     $ 1,569,296,183     $ 342,217,548     $ 3,345,291,517     $ 40,140,780     $ 14,151,616     $ 3,147,457  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 19.52     $ 44.82     $ 34.78     $ 34.39     $ 16.12     $ 20.42     $ 14.02  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  2,609,354       1,066,709       1,155,002       3,011,027       703,285       59,835       35,709  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 50,938,740     $ 47,810,395     $ 40,170,886     $ 103,560,598     $ 11,337,338     $ 1,221,782     $ 500,732  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 19.55     $ 47.09     $ 36.50     $ 35.67     $ 16.43     $ 20.60     $ 14.15  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  3,908,001       1,688,992       920,342       8,163,830       746,974       313,822       6,031  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 76,396,746     $ 79,537,483     $ 33,590,591     $ 291,169,569     $ 12,271,459     $ 6,463,243     $ 85,325  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  89  

 


Hartford Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Capital
Appreciation
Fund
     Hartford Core
Equity Fund
     The Hartford
Dividend and
Growth Fund
 

Class R5:  Net asset value per share

   $ 43.74      $ 29.50      $ 25.88  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     868,402        6,319,126        5,313,644  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 37,980,073      $ 186,432,308      $ 137,510,196  
  

 

 

    

 

 

    

 

 

 

Class R6:  Net asset value per share

   $ 43.98      $ 29.62      $ 25.88  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,633,145        4,817,861        1,661,640  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 71,823,424      $ 142,708,613      $ 43,003,072  
  

 

 

    

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 43.97      $ 29.62      $ 25.88  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     4,002,730        6,274,501        25,546,807  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 175,994,886      $ 185,865,662      $ 661,259,281  
  

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 38.01      $ 29.30      $ 25.14  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     26,534,182        21,072,495        102,647,825  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 1,008,563,818      $ 617,413,949      $ 2,580,754,955  
  

 

 

    

 

 

    

 

 

 

Cost of investments

   $     7,309,651,345      $     2,734,461,967      $     6,192,963,026  

Cost of foreign currency

   $ 180      $      $  

(1) Includes Investment in securities on loan, at value

   $ 102,187,103      $      $  

 

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

 

 

  90  

 


Hartford Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

The Hartford
Equity Income
Fund
    The Hartford
Growth
Opportunities
Fund
    The Hartford
Healthcare Fund
    The Hartford
MidCap Fund
    The Hartford
MidCap Value
Fund
    Hartford Quality
Value Fund
    Hartford
Small Cap
Core Fund
 
$ 19.64     $ 49.06     $ 38.11     $ 36.59     $ 16.63     $ 20.74     $ 14.12  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  4,254,417       403,463       147,117       11,332,151       632,538       47,739       2,528  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 83,570,811     $ 19,792,823     $ 5,606,959     $ 414,685,943     $ 10,520,433     $ 990,168     $ 35,698  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 19.69     $ 49.71     $     $ 36.94     $     $ 20.80     $ 14.11  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  1,719,879       121,758             19,150,244             476       715  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 33,864,460     $ 6,052,393     $     $ 707,435,950     $     $ 9,909     $ 10,088  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 19.69     $ 49.72     $ 38.56     $ 36.92     $ 16.67     $ 20.79     $ 14.11  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  6,906,237       2,262,677       1,298,049       48,079,618       1,127,994       45,321       44,929  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 136,002,998     $ 112,495,017     $ 50,054,058     $ 1,774,894,232     $ 18,806,496     $ 942,200     $ 634,127  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 19.40     $ 46.69     $ 35.50     $ 31.86     $ 15.49     $ 19.83     $ 13.64  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  38,404,709       12,726,864       1,979,121       49,509,461       18,249,963       4,451,457       3,621,048  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 744,862,392     $ 594,240,581     $ 70,253,831     $ 1,577,176,435     $ 282,711,279     $ 88,259,256     $ 49,397,806  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     3,410,396,519     $     4,338,809,158     $     1,244,448,511     $     9,182,788,356     $     642,239,223     $     292,138,304     $     99,019,835  
$ 534,133     $ 19     $     $     $     $ 7     $  
$     $ 153,188,314     $ 17,831,846     $ 100,197,798     $ 7,253,876     $ 1,240,272     $ 1,646,231  

 

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

 

 

  91  

 


Hartford Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Small Cap
Growth Fund
    The Hartford
Small Company
Fund
 

Assets:

 

Investments in securities, at market value(1)

   $ 1,274,890,299     $     505,362,249  

Cash

     1,320       1,135  

Foreign currency

           5  

Receivables:

 

Investment securities sold

     7,692,386       444,884  

Fund shares sold

     1,448,554       603,654  

Dividends and interest

     163,283       48,157  

Securities lending income

     18,348       9,354  

Other assets

     76,377       82,559  
  

 

 

   

 

 

 

Total assets

     1,284,290,567       506,551,997  
  

 

 

   

 

 

 

Liabilities:

 

Obligation to return securities lending collateral

     24,906,686       8,677,429  

Payables:

 

Investment securities purchased

     2,285,591       999,213  

Fund shares redeemed

     1,105,645       723,970  

Investment management fees

     732,252       339,218  

Transfer agent fees

     152,452       104,624  

Accounting services fees

     18,912       9,050  

Board of Directors’ fees

     3,840       1,705  

Distribution fees

     15,882       14,804  

Accrued expenses

     64,926       63,811  
  

 

 

   

 

 

 

Total liabilities

     29,286,186       10,933,824  
  

 

 

   

 

 

 

Net assets

   $     1,255,004,381     $ 495,618,173  
  

 

 

   

 

 

 

Summary of Net Assets:

 

Capital stock and paid-in-capital

   $ 965,159,428     $ 393,207,525  

Undistributed (distributions in excess of) net investment income

     (874,843     (5,149,665

Accumulated net realized gain (loss)

     83,018,740       29,042,825  

Unrealized appreciation (depreciation) of investments

     207,701,056       78,517,488  
  

 

 

   

 

 

 

Net assets

   $ 1,255,004,381     $ 495,618,173  
  

 

 

   

 

 

 

Shares authorized

     27,100,000,000       600,000,000  
  

 

 

   

 

 

 

Par value

   $ 0.0001     $ 0.0010  
  

 

 

   

 

 

 

Class A:  Net asset value per share

   $ 56.64     $ 21.76  
  

 

 

   

 

 

 

         Maximum offering price per share

   $ 59.94     $ 23.03  
  

 

 

   

 

 

 

         Shares outstanding

     3,722,216       11,911,975  
  

 

 

   

 

 

 

         Net Assets

   $ 210,831,092     $ 259,179,883  
  

 

 

   

 

 

 

Class C:  Net asset value per share

   $ 43.04     $ 15.85  
  

 

 

   

 

 

 

         Shares outstanding

     797,516       1,628,787  
  

 

 

   

 

 

 

         Net Assets

   $ 34,327,039     $ 25,823,424  
  

 

 

   

 

 

 

Class I:  Net asset value per share

   $ 58.55     $ 22.78  
  

 

 

   

 

 

 

         Shares outstanding

     6,211,414       1,252,020  
  

 

 

   

 

 

 

         Net Assets

   $ 363,667,779     $ 28,525,673  
  

 

 

   

 

 

 

Class R3:  Net asset value per share

   $ 56.20     $ 23.50  
  

 

 

   

 

 

 

         Shares outstanding

     259,524       771,175  
  

 

 

   

 

 

 

         Net Assets

   $ 14,585,737     $ 18,120,523  
  

 

 

   

 

 

 

Class R4:  Net asset value per share

   $ 58.46     $ 24.77  
  

 

 

   

 

 

 

         Shares outstanding

     1,298,930       796,308  
  

 

 

   

 

 

 

         Net Assets

   $ 75,939,153     $ 19,721,603  
  

 

 

   

 

 

 

Class R5:  Net asset value per share

   $ 60.92     $ 25.96  
  

 

 

   

 

 

 

         Shares outstanding

     1,840,553       97,609  
  

 

 

   

 

 

 

         Net Assets

   $ 112,133,951     $ 2,533,849  
  

 

 

   

 

 

 

 

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

 

 

  92  

 


Hartford Domestic Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Small Cap
Growth Fund
     The Hartford
Small Company
Fund
 

Class R6:  Net asset value per share

   $ 61.59      $ 26.43  
  

 

 

    

 

 

 

         Shares outstanding

     462,164        2,163  
  

 

 

    

 

 

 

         Net Assets

   $ 28,464,307      $ 57,148  
  

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 61.64      $ 26.42  
  

 

 

    

 

 

 

         Shares outstanding

     5,942,453        1,317,039  
  

 

 

    

 

 

 

         Net Assets

   $ 366,319,975      $ 34,795,071  
  

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 58.66      $ 22.84  
  

 

 

    

 

 

 

         Shares outstanding

     830,801        4,679,643  
  

 

 

    

 

 

 

         Net Assets

   $ 48,735,348      $     106,860,999  
  

 

 

    

 

 

 

Cost of investments

   $     1,067,189,243      $ 426,844,761  

Cost of foreign currency

   $      $ 5  

(1) Includes Investment in securities on loan, at value

   $ 24,209,150      $ 8,448,526  

 

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

 

 

  93  

 


Hartford Domestic Equity Funds

Statements of Operations

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Capital
Appreciation
Fund
    Hartford Core
Equity Fund
    The Hartford
Dividend and
Growth Fund
 

Investment Income:

      

Dividends

   $ 52,769,438     $ 23,690,928     $ 106,700,962  

Interest

     600,035       340,658       1,161,498  

Securities lending

     119,572             25,052  

Less: Foreign tax withheld

     (653,202           (1,489,804
  

 

 

   

 

 

   

 

 

 

Total investment income, net

     52,835,843       24,031,586       106,397,708  
  

 

 

   

 

 

   

 

 

 

Expenses:

      

Investment management fees

     26,706,148       5,754,693       25,506,596  

Administrative services fees

      

Class R3

     72,708       41,716       78,090  

Class R4

     49,025       127,010       104,085  

Class R5

     20,171       99,300       68,051  

Transfer agent fees

      

Class A

     2,831,786       347,875       1,910,105  

Class C

     682,276       157,885       257,676  

Class I

     391,025       422,118       340,153  

Class R3

     7,299       2,489       4,462  

Class R4

     2,222       2,263       1,762  

Class R5

     773       1,512       829  

Class R6

     39       594       140  

Class Y

     13,584       27,722       118,450  

Class F

     5,710       30       135  

Distribution fees

      

Class A

     5,707,085       803,442       4,462,719  

Class C

     6,016,330       1,621,549       2,215,729  

Class R3

     181,770       104,290       195,224  

Class R4

     81,709       211,683       173,475  

Custodian fees

     306,152       7,287       20,505  

Registration and filing fees

     104,236       118,808       141,774  

Accounting services fees

     779,313       296,063       629,032  

Board of Directors’ fees

     111,388       43,215       113,029  

Audit fees

     16,963       8,108       7,580  

Other expenses

     521,029       182,859       513,220  
  

 

 

   

 

 

   

 

 

 

Total expenses (before waivers and fees paid indirectly)

     44,608,741       10,382,511       36,862,821  

Expense waivers

     (10,793     (1,734      

Distribution fee reimbursements

     (87,530     (32,561     (43,123

Commission recapture

     (69,903     (1,282     (19,914
  

 

 

   

 

 

   

 

 

 

Total waivers and fees paid indirectly

     (168,226     (35,577     (63,037
  

 

 

   

 

 

   

 

 

 

Total expenses, net

     44,440,515       10,346,934       36,799,784  
  

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     8,395,328       13,684,652       69,597,924  
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments and Foreign Currency Transactions:

      

Net realized gain (loss) on investments

     744,438,219       96,579,641       454,010,957  

Net realized gain (loss) on foreign currency contracts

                  

Net realized gain (loss) on other foreign currency transactions

     (360,711     (3     61,063  
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments and Foreign Currency Transactions

     744,077,508       96,579,638       454,072,020  
  

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:

      

Net unrealized appreciation (depreciation) of investments

     (427,663,669     84,734,404       (326,663,979

Net unrealized appreciation (depreciation) of futures contracts

                  

Net unrealized appreciation (depreciation) of foreign currency contracts

                  

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

     25,249              
  

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

         (427,638,420     84,734,404           (326,663,979
  

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments and Foreign Currency Transactions

     316,439,088       181,314,042       127,408,041  
  

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $ 324,834,416     $     194,998,694     $ 197,005,965  
  

 

 

   

 

 

   

 

 

 

 

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

 

 

  94  

 


Hartford Domestic Equity Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

The Hartford
Equity Income
Fund
    The Hartford
Growth
Opportunities
Fund
    The Hartford
Healthcare
Fund
    The Hartford
MidCap Fund
    The Hartford
MidCap Value
Fund
    Hartford
Quality Value
Fund
    Hartford
Small Cap
Core Fund
 
           
$ 63,170,549     $ 10,706,374     $ 6,783,189     $ 37,887,343     $ 4,617,015     $ 3,633,819     $ 1,384,615  
  565,058       140,656       177,092       268,894       69,900       34,571       5,963  
        198,551       27,077       101,567       43,167       61       4,963  
  (1,445,208           (80,828     (326,993     (15,568     (62,297     (2,101

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  62,290,399       11,045,581       6,906,530       37,930,811       4,714,514       3,606,154       1,393,440  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
           
  13,366,290       16,873,679       6,274,053       38,571,227       2,505,166       757,233       514,975  
           
  54,350       49,052       42,822       95,504       11,798       1,306       446  
  59,283       61,150       26,070       210,979       9,484       5,564       68  
  42,089       9,238       3,303       192,977       5,436       278       19  
           
  773,794       1,218,462       494,424       1,417,537       254,003       172,556       55,271  
  205,647       225,618       156,978       393,931       31,585       19,111       12,477  
  483,981       712,799       179,925       1,194,552       20,525       6,586       1,776  
  2,416       3,430       1,842       8,051       1,177       125       42  
  1,255       1,708       804       15,523       708       354       9  
  1,468       755       506       2,701       372       52       4  
  99       27             2,023                    
  32,093       18,267       2,506       235,492       7,903       310       317  
  64       62       18       85       18       13       10  
           
  2,050,906       2,413,974       865,674       3,190,222       365,023       220,420       64,881  
  2,209,044       2,045,709       1,180,031       3,687,130       175,584       98,227       53,627  
  135,875       122,631       107,054       238,759       29,494       3,265       1,114  
  98,805       101,917       43,450       351,632       15,807       9,274       113  
  12,089       37,904       8,643       20,801       4,442       2,789       576  
  131,928       112,996       88,569       279,969       86,816       68,693       64,554  
  373,353       500,133       132,798       753,445       62,508       25,372       12,359  
  58,273       63,382       20,517       139,700       9,147       3,532       2,032  
  7,985       9,357       15,095       7,717       9,798       13,925       8,406  
  270,293       301,890       110,526       815,391       89,124       26,574       11,406  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  20,371,380       24,884,140       9,755,608       51,825,348       3,695,918       1,435,559       804,482  
        (2,058                       (28,229     (33,330
  (7,218     (55,955     (13,072     (43,492     (3,346     (4,535     (3,047
  (7,058     (24,074     (1,825     (30,914     (2,705     (723      

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (14,276     (82,087     (14,897     (74,406     (6,051     (33,487     (36,377

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  20,357,104       24,802,053       9,740,711       51,750,942       3,689,867       1,402,072       768,105  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  41,933,295       (13,756,472     (2,834,181     (13,820,131     1,024,647       2,204,082       625,335  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
           
  197,175,561       695,272,299       58,366,260       722,523,927       48,211,075       10,798,043       17,541,449  
                                150,252        
  4,939       (73,596     (598     1,274       1,293       11,341        

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  197,180,500       695,198,703       58,365,662       722,525,201       48,212,368       10,959,636       17,541,449  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
           
  (224,808,040     (426,214,407     (23,095,361     (11,675,335     (43,310,356     (7,443,699     (15,453,253
                                      (8,340
                                (134,557      
  2,129       2,557       (4,225     (675     (152,886     682        

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

    (224,805,911

        (426,211,850         (23,099,586         (11,676,010         (43,463,242         (7,577,574         (15,461,593

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (27,625,411     268,986,853       35,266,076           710,849,191       4,749,126       3,382,062       2,079,856  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 14,307,884     $ 255,230,381     $ 32,431,895     $ 697,029,060     $ 5,773,773     $ 5,586,144     $ 2,705,191  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  95  

 


Hartford Domestic Equity Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Small Cap
Growth Fund
    The Hartford
Small Company
Fund
 

Investment Income:

    

Dividends

   $ 5,001,063     $ 1,239,245  

Interest

     111,800       65,683  

Securities lending

     23,844       9,363  

Less: Foreign tax withheld

     (2,033      
  

 

 

   

 

 

 

Total investment income, net

     5,134,674       1,314,291  
  

 

 

   

 

 

 

Expenses:

    

Investment management fees

     4,503,675       2,015,959  

Administrative services fees

    

Class R3

     14,921       20,648  

Class R4

     57,888       15,905  

Class R5

     58,051       1,257  

Transfer agent fees

    

Class A

     244,549       248,218  

Class C

     25,304       29,287  

Class I

     140,134       24,355  

Class R3

     1,483       1,831  

Class R4

     1,890       893  

Class R5

     1,330       240  

Class R6

     56        

Class Y

     58,920       579  

Class F

     36       9  

Distribution fees

    

Class A

     268,255       323,246  

Class C

     177,935       133,639  

Class R3

     37,302       51,619  

Class R4

     96,481       26,509  

Custodian fees

     2,621       3,062  

Registration and filing fees

     83,247       76,361  

Accounting services fees

     116,478       53,759  

Board of Directors’ fees

     17,097       6,510  

Audit fees

     9,602       11,030  

Other expenses

     101,547       67,616  
  

 

 

   

 

 

 

Total expenses (before waivers and fees paid indirectly)

     6,018,802       3,112,532  

Expense waivers

           (49,615

Distribution fee reimbursements

     (7,303     (6,094

Commission recapture

     (1,982     (6,356
  

 

 

   

 

 

 

Total waivers and fees paid indirectly

     (9,285     (62,065
  

 

 

   

 

 

 

Total expenses, net

     6,009,517       3,050,467  
  

 

 

   

 

 

 

Net Investment Income (Loss)

     (874,843     (1,736,176
  

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments and Foreign Currency Transactions:

    

Net realized gain (loss) on investments

     84,385,483       39,390,976  

Net realized gain (loss) on other foreign currency transactions

           706  
  

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments and Foreign Currency Transactions

     84,385,483       39,391,682  
  

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments:

    

Net unrealized appreciation (depreciation) of investments

     (30,050,306     (4,784,155
  

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments

         (30,050,306     (4,784,155
  

 

 

   

 

 

 

Net Gain (Loss) on Investments and Foreign Currency Transactions

     54,335,177       34,607,527  
  

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $ 53,460,334     $     32,871,351  
  

 

 

   

 

 

 

 

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

 

 

  96  

 


[This page is intentionally left blank]

 

 

  97  

 


Hartford Domestic Equity Funds

Statements of Changes in Net Assets

 

 

 

     The Hartford Capital
Appreciation Fund
    Hartford Core
Equity Fund
 
     For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 

Operations:

 

Net investment income (loss)

   $ 8,395,328     $ 25,338,914     $ 13,684,652     $ 31,631,365  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     744,077,508       1,218,030,805       96,579,638       82,815,083  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (427,638,420     432,116,150       84,734,404       417,226,593  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     324,834,416       1,675,485,869       194,998,694       531,673,041  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

 

From net investment income

 

Class A

     (31,209,603     (18,554,633     (5,505,820     (3,527,518

Class B

                        

Class C

     (2,069,287           (807,628     (235,322

Class I

     (7,570,924     (8,757,228     (10,960,714     (6,401,540

Class R3

     (60,057     (35,341     (209,771     (165,124

Class R4

     (342,414     (166,664     (1,434,495     (849,831

Class R5

     (324,017     (296,900     (2,222,089     (990,163

Class R6

     (654,706     (420,762     (1,503,515     (366,134

Class Y

     (1,600,579     (6,768,545     (1,807,262     (2,413,822

Class F

     (11,177,891           (7,271,744      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net investment income

     (55,009,478     (35,000,073     (31,723,038     (14,949,454
  

 

 

   

 

 

   

 

 

   

 

 

 

From net realized gain on investments

 

Class A

     (575,117,681           (16,414,117     (5,505,410

Class B

                       (6,015

Class C

     (190,465,788           (9,016,725     (2,521,878

Class I

     (105,428,708           (25,556,795     (6,453,928

Class R3

     (8,546,183           (1,095,109     (317,464

Class R4

     (8,275,395           (4,399,038     (1,152,776

Class R5

     (4,403,909           (5,016,770     (983,894

Class R6

     (7,810,950           (3,124,785     (310,597

Class Y

     (19,987,610           (3,936,150     (2,232,681

Class F

     (137,277,126           (15,288,789      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net realized gain on investments

     (1,057,313,350           (83,848,278     (19,484,643
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (1,112,322,828     (35,000,073     (115,571,316     (34,434,097
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

Sold

     214,745,987       1,788,213,414       430,500,499       1,969,362,927  

Issued on reinvestment of distributions

     1,024,873,152       31,116,668       110,126,115       32,030,378  

Redeemed

     (975,779,105     (3,769,536,199     (504,780,979     (1,659,163,332
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     263,840,034       (1,950,206,117     35,845,635       342,229,973  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     (523,648,378     (309,720,321     115,273,013       839,468,917  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

Beginning of period

     8,250,044,191       8,559,764,512       3,191,462,708       2,351,993,791  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     7,726,395,813     $     8,250,044,191     $     3,306,735,721     $     3,191,462,708  
  

 

 

   

 

 

   

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

   $ (409,087   $ 46,205,063     $ 8,637,127     $ 26,675,513  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  98  

 


Hartford Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

The Hartford Dividend and
Growth Fund
    The Hartford Equity
Income Fund
    The Hartford Growth
Opportunities Fund
 
For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 
         
$ 69,597,924     $ 128,216,517     $ 41,933,295     $ 74,982,678     $ (13,756,472   $ (23,283,245

 

454,072,020

 

    797,408,213       197,180,500       219,163,452       695,198,703       468,331,787  

 

(326,663,979

    693,517,612       (224,805,911     456,560,081       (426,211,850     612,040,042  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  197,005,965       1,619,142,342       14,307,884       750,706,211       255,230,381       1,057,088,584  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
         
  (27,758,253     (53,680,402     (15,246,890     (28,164,442            
        (38,321           (44,441            
  (1,897,783     (3,668,554     (2,462,387     (4,324,510            
  (7,365,472     (29,614,949     (12,316,270     (22,637,647            
  (465,835     (880,994     (402,899     (743,081            
  (1,025,876     (2,029,112     (713,635     (1,319,227            
  (1,210,169     (2,074,751     (887,897     (1,412,247            
  (279,495     (91,181     (353,942     (454,428            
  (5,691,953     (19,585,547     (1,508,605     (5,652,098            
  (25,111,379     (14,230,080     (8,112,947     (4,370,699            

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (70,806,215     (125,893,891     (42,005,472     (69,122,820            

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  (341,182,799     (113,791,717     (82,835,140     (53,965,806     (158,557,453     (63,089,307
        (614,270           (210,931           (198,896
  (43,919,058     (14,797,009     (22,395,631     (14,894,522     (50,309,267     (21,586,491
  (75,151,376     (59,660,201     (56,751,641     (34,072,574     (124,475,405     (60,579,338
  (7,420,770     (2,521,370     (2,801,371     (1,833,700     (4,054,100     (1,730,026
  (13,055,451     (4,411,249     (3,946,159     (2,505,878     (6,430,581     (2,508,474
  (12,519,752     (3,430,344     (4,133,795     (2,278,275     (1,298,270     (290,570
  (1,353,941     (99,463     (1,534,767     (480,971     (405,519     (44,153
  (56,396,406     (46,293,833     (7,064,331     (12,244,468     (7,918,200     (8,011,998
  (245,915,063           (35,027,743           (49,296,790      

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (796,914,616     (245,619,456     (216,490,578     (122,487,125     (402,745,585     (158,039,253

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (867,720,831     (371,513,347     (258,496,050     (191,609,945     (402,745,585     (158,039,253

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  578,561,064       3,690,057,839       440,051,876       1,676,451,131       363,266,019       1,530,981,689  
  843,711,880       360,648,072       247,222,091       182,989,221       368,472,826       140,743,476  
  (850,803,685     (4,436,994,825     (506,318,470     (1,807,452,054     (570,260,754     (2,090,041,757

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  571,469,259       (386,288,914     180,955,497       51,988,298       161,478,091       (418,316,592

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (99,245,607     861,340,081       (63,232,669     611,084,564       13,962,887       480,732,739  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  8,383,900,702       7,522,560,621       4,311,147,754       3,700,063,190       4,745,571,100       4,264,838,361  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     8,284,655,095     $     8,383,900,702     $     4,247,915,085     $     4,311,147,754     $     4,759,533,987     $     4,745,571,100  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 12,796,848     $ 14,005,139     $ 4,654,052     $ 4,726,229     $ (17,738,368   $ (3,981,896

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  99  

 


Hartford Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford
Healthcare Fund
    The Hartford
MidCap Fund
 
     For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 

Operations:

        

Net investment income (loss)

   $ (2,834,181   $ (6,269,669   $ (13,820,131   $ (24,334,307

Net realized gain (loss) on investments and foreign currency transactions

     58,365,662       91,906,101       722,525,201       507,689,486  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (23,099,586     216,032,279       (11,676,010     1,603,504,435  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     32,431,895       301,668,711       697,029,060       2,086,859,614  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

From net investment income

        

Class A

     (746           (372      

Class C

                        

Class I

                 (708      

Class R3

                        

Class R4

                        

Class R5

                        

Class Y

                        

Class F

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net investment income

     (746           (1,080      
  

 

 

   

 

 

   

 

 

   

 

 

 

From net realized gain on investments

        

Class A

     (35,670,377     (69,929,000     (114,448,668     (64,829,511

Class B

           (212,371           (713,743

Class C

     (14,636,384     (27,701,127     (44,224,199     (25,554,276

Class I

     (17,037,825     (19,440,293     (137,925,658     (63,591,553

Class R3

     (2,149,358     (4,038,027     (3,811,997     (2,100,323

Class R4

     (1,635,340     (3,354,329     (10,885,993     (4,670,316

Class R5

     (311,084     (447,294     (14,370,283     (5,615,946

Class R6

                 (19,124,476     (763,492

Class Y

     (2,027,884     (4,374,439     (61,748,284     (41,187,648

Class F

     (3,055,878           (56,547,280      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net realized gain on investments

     (76,524,130     (129,496,880     (463,086,838     (209,026,808
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (76,524,876     (129,496,880     (463,087,918     (209,026,808
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

        

Sold

     109,645,113       466,309,038       2,166,764,947       4,941,271,558  

Issued on reinvestment of distributions

     72,780,593       123,834,128       443,523,450       201,230,778  

Redeemed

     (215,083,407     (638,422,427     (1,738,210,058     (2,933,636,028
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     (32,657,701     (48,279,261     872,078,339       2,208,866,308  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     (76,750,682     123,892,570       1,106,019,481       4,086,699,114  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

        

Beginning of period

     1,504,191,508       1,380,298,938       10,430,076,891       6,343,377,777  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     1,427,440,826     $     1,504,191,508     $     11,536,096,372     $     10,430,076,891  
  

 

 

   

 

 

   

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

   $ (4,663,991   $ (1,829,064   $ (14,305,015   $ (483,804
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  100  

 


Hartford Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

The Hartford MidCap
Value Fund
    Hartford Quality
Value Fund
    Hartford Small Cap
Core Fund
 
For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 
         
$ 1,024,647     $ 848,551     $ 2,204,082     $ 2,288,873     $ 625,335     $ 787,051  
  48,212,368       18,668,069       10,959,636       10,591,378       17,541,449       14,075,100  

 

(43,463,242

    82,108,819       (7,577,574     24,235,367       (15,461,593     21,514,412  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  5,773,773       101,625,439       5,586,144       37,115,618       2,705,191       36,376,563  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
         
        (40,847     (1,797,903     (1,408,024     (86,544     (418,020
              (87,414     (44,777           (21,501
        (389,629     (184,915     (246,529     (13,169     (35,368
              (5,114     (11,182           (4,536
        (3,233     (71,543     (66,121     (42     (1,224
  (16,507     (34,448     (6,000     (20,935     (228     (538
  (65,297     (323,233     (14,859     (10,432     (10,475     (1,227,713
  (738,482           (641,223           (489,419      

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (820,286     (791,390     (2,808,971     (1,808,000     (599,877     (1,708,900

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  (7,223,583     (17,858,964     (6,536,487     (1,476,132     (2,229,382      
        (52,454           (5,882            
  (1,054,081     (3,017,301     (851,902     (204,689     (508,602      
  (1,061,423     (7,495,690     (554,731     (167,555     (133,504      
  (281,738     (766,406     (46,711     (20,360     (16,003      
  (300,127     (865,144     (274,980     (69,171     (4,248      
  (253,910     (677,060     (17,373     (15,279     (1,816      
                                 
  (632,504     (5,047,633     (38,741     (6,912     (50,749      
  (6,177,232           (1,639,233           (3,639,071      

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (16,984,598     (35,780,652     (9,960,158     (1,965,980     (6,583,375      

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (17,804,884     (36,572,042     (12,769,129     (3,773,980     (7,183,252     (1,708,900

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  92,771,124       471,414,642       84,535,892       47,715,054       2,909,138       115,627,599  
  17,573,869       35,808,807       12,375,926       3,602,922       7,135,493       1,700,741  
  (74,482,002     (379,688,625     (28,513,225     (90,074,828     (47,131,657     (166,969,990

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  35,862,991       127,534,824       68,398,593       (38,756,852     (37,087,026     (49,641,650

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  23,831,880       192,588,221       61,215,608       (5,415,214     (41,565,087     (14,973,987

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  673,033,787       480,445,566       238,491,528       243,906,742       156,159,453       171,133,440  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     696,865,667     $     673,033,787     $     299,707,136     $     238,491,528     $     114,594,366     $     156,159,453  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 513,617     $ 309,256     $ 2,069,520     $ 2,674,409     $ 431,657     $ 406,199  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  101  

 


Hartford Domestic Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford
Small Cap Growth Fund
    The Hartford
Small Company Fund
 
     For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 

Operations:

        

Net investment income (loss)

   $ (874,843   $ (3,310,160   $ (1,736,176   $ (2,787,803

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     84,385,483       66,682,435       39,391,682       50,785,166  

Net changes in unrealized appreciation (depreciation) of investments

     (30,050,306     197,077,473       (4,784,155     75,778,230  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     53,460,334       260,449,748       32,871,351       123,775,593  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

From net realized gain on investments

        

Class A

     (10,167,241     (1,339,813            

Class B

           (4,904            

Class C

     (2,203,133     (315,082            

Class I

     (20,092,838     (905,289            

Class R3

     (702,522     (86,418            

Class R4

     (3,465,055     (438,392            

Class R5

     (5,057,311     (655,380            

Class R6

     (548,465     (26,101            

Class Y

     (16,305,895     (1,848,510            

Class F

     (2,220,863                  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net realized gain on investments

     (60,763,323     (5,619,889            
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (60,763,323     (5,619,889            
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

        

Sold

     138,436,529       546,399,609       51,823,648       190,851,786  

Issued on reinvestment of distributions

     58,239,385       5,330,601              

Redeemed

     (253,591,341     (336,713,861     (61,068,242     (334,991,199
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     (56,915,427     215,016,349       (9,244,594     (144,139,413
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     (64,218,416     469,846,208       23,626,757       (20,363,820
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

        

Beginning of period

     1,319,222,797       849,376,589       471,991,416       492,355,236  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     1,255,004,381     $     1,319,222,797     $     495,618,173     $     471,991,416  
  

 

 

   

 

 

   

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

   $ (874,843   $     $ (5,149,665   $ (3,413,489
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  102  

 


Hartford Domestic Equity Funds

Financial Highlights

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Capital Appreciation Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   41.86     $   0.05     $   1.54     $   1.59     $   (0.26   $   (5.32   $   (5.58   $   37.87       3.92 %(4)    $   4,398,025       1.08 %(5)      1.08 %(5)      0.23 %(5)      60

C

    33.62       (0.08     1.23       1.15       (0.05     (5.32     (5.37     29.40       3.50 (4)      1,139,607       1.82 (5)      1.82 (5)      (0.51 )(5)      60  

I

    42.04       0.10       1.54       1.64       (0.34     (5.32     (5.66     38.02       4.05 (4)      767,264       0.80 (5)      0.80 (5)      0.51 (5)      60  

R3

    45.39       (0.02     1.67       1.65       (0.03     (5.32     (5.35     41.69       3.74 (4)      68,786       1.43 (5)      1.41 (5)      (0.10 )(5)      60  

R4

    46.69       0.05       1.72       1.77       (0.20     (5.32     (5.52     42.94       3.89 (4)      58,352       1.11 (5)      1.10 (5)      0.21 (5)      60  

R5

    47.54       0.11       1.76       1.87       (0.35     (5.32     (5.67     43.74       4.06 (4)      37,980       0.81 (5)      0.80 (5)      0.51 (5)      60  

R6

    47.80       0.14       1.76       1.90       (0.40     (5.32     (5.72     43.98       4.10 (4)      71,823       0.71 (5)      0.71 (5)      0.60 (5)      60  

Y

    47.78       0.13       1.76       1.89       (0.38     (5.32     (5.70     43.97       4.09 (4)      175,995       0.72 (5)      0.72 (5)      0.59 (5)      60  

F

    42.06       0.12       1.55       1.67       (0.40     (5.32     (5.72     38.01       4.08 (4)      1,008,564       0.71 (5)      0.71 (5)      0.60 (5)      60  

For the Year Ended October 31, 2017

 

A

  $   34.49     $   0.13     $   7.39     $   7.52     $   (0.15   $   —     $   (0.15   $   41.86       21.86   $   4,613,982       1.09 %(6)      1.08 %(6)      0.34     123

C

    27.80       (0.12     5.94       5.82                         33.62       20.97       1,241,267       1.82 (6)      1.82 (6)      (0.39     123  

I

    34.65       0.25       7.40       7.65       (0.26           (0.26     42.04       22.20       846,019       0.81 (6)      0.81 (6)      0.63       123  

R3

    37.38       0.01       8.01       8.02       (0.01           (0.01     45.39       21.47       75,201       1.42 (6)      1.40 (6)      0.03       123  

R4

    38.39       0.14       8.23       8.37       (0.07           (0.07     46.69       21.82       74,374       1.11 (6)      1.11 (6)      0.33       123  

R5

    39.15       0.28       8.37       8.65       (0.26           (0.26     47.54       22.20       40,582       0.81 (6)      0.80 (6)      0.63       123  

R6

    39.36       0.31       8.42       8.73       (0.29           (0.29     47.80       22.33       70,142       0.71 (6)      0.71 (6)      0.71       123  

Y

    39.36       0.30       8.41       8.71       (0.29           (0.29     47.78       22.27       184,502       0.72 (6)      0.72 (6)      0.70       123  

F(7)

    38.15       0.18       3.73       3.91                         42.06       10.28 (4)      1,103,972       0.71 (5)(6)      0.71 (5)(6)      0.65 (5)      123  

For the Year Ended October 31, 2016

 

A

  $   38.15     $   0.13     $   (0.57   $   (0.44   $   (0.12   $   (3.10   $   (3.22   $   34.49       (0.97 )%    $   4,609,594       1.11     1.11 %(8)      0.39     88

B

    31.00       (0.13     (0.49     (0.62           (3.10     (3.10     27.28       (1.82     58,647       2.00       2.00 (8)      (0.49     88  

C

    31.48       (0.09     (0.49     (0.58           (3.10     (3.10     27.80       (1.65     1,420,171       1.83       1.83 (8)      (0.33     88  

I

    38.31       0.24       (0.57     (0.33     (0.23     (3.10     (3.33     34.65       (0.65     1,225,026       0.81       0.81 (8)      0.70       88  

R3

    41.06       0.03       (0.61     (0.58           (3.10     (3.10     37.38       (1.26     103,526       1.43       1.42 (8)      0.09       88  

R4

    42.07       0.15       (0.63     (0.48     (0.10     (3.10     (3.20     38.39       (0.95     100,426       1.12       1.12 (8)      0.39       88  

R5

    42.84       0.27       (0.64     (0.37     (0.22     (3.10     (3.32     39.15       (0.65     45,643       0.82       0.82 (8)      0.69       88  

R6

    43.03       0.33       (0.66     (0.33     (0.24     (3.10     (3.34     39.36       (0.56     57,432       0.72       0.72 (8)      0.85       88  

Y

    43.05       0.30       (0.63     (0.33     (0.26     (3.10     (3.36     39.36       (0.55     939,300       0.72       0.72 (8)      0.78       88  

For the Year Ended October 31, 2015

 

A

  $   49.44     $   0.13     $   1.27     $   1.40     $   (0.13   $   (12.56   $   (12.69   $   38.15       4.20   $   5,453,502       1.09     1.09     0.34     79

B

    42.72       (0.17     1.01       0.84             (12.56     (12.56     31.00       3.30       158,610       1.97       1.97       (0.53     79  

C

    43.13       (0.12     1.03       0.91             (12.56     (12.56     31.48       3.47       1,799,846       1.81       1.81       (0.38     79  

I

    49.60       0.26       1.26       1.52       (0.25     (12.56     (12.81     38.31       4.53       1,736,395       0.78       0.78       0.66       79  

R3

    52.24       0.01       1.37       1.38             (12.56     (12.56     41.06       3.87       124,072       1.40       1.40       0.03       79  

R4

    53.19       0.14       1.41       1.55       (0.11     (12.56     (12.67     42.07       4.18       179,454       1.10       1.10       0.33       79  

R5

    53.92       0.28       1.43       1.71       (0.23     (12.56     (12.79     42.84       4.49       53,292       0.80       0.80       0.63       79  

R6(9)

    54.32       0.30       1.25       1.55       (0.28     (12.56     (12.84     43.03       4.16 (4)      10       0.76 (5)      0.75 (5)      0.70 (5)      79  

Y

    54.12       0.32       1.45       1.77       (0.28     (12.56     (12.84     43.05       4.60       1,253,378       0.70       0.70       0.73       79  

 

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

 

 

  103  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Capital Appreciation Fund – (continued)  

For the Year Ended October 31, 2014

 

A

  $   45.91     $   0.22     $   5.31     $   5.53     $   (0.12   $   (1.88   $   (2.00   $   49.44       12.49   $   5,789,682       1.10     1.10     0.46     111

B

    40.14       (0.16     4.62       4.46             (1.88     (1.88     42.72       11.55       270,227       1.95       1.95       (0.39     111  

C

    40.46       (0.11     4.66       4.55             (1.88     (1.88     43.13       11.69       1,992,142       1.81       1.81       (0.26     111  

I

    46.01       0.37       5.34       5.71       (0.24     (1.88     (2.12     49.60       12.87       2,194,464       0.76       0.76       0.79       111  

R3

    48.42       0.08       5.62       5.70             (1.88     (1.88     52.24       12.16       136,576       1.40       1.40       0.16       111  

R4

    49.24       0.23       5.72       5.95       (0.12     (1.88     (2.00     53.19       12.50       191,319       1.10       1.10       0.46       111  

R5

    49.80       0.37       5.81       6.18       (0.18     (1.88     (2.06     53.92       12.82       59,285       0.80       0.80       0.72       111  

Y

    50.05       0.46       5.79       6.25       (0.30     (1.88     (2.18     54.12       12.94       1,284,539       0.70       0.70       0.88       111  

For the Year Ended October 31, 2013

 

A

  $   32.65     $   0.18     $   13.31     $   13.49     $   (0.23   $   —     $   (0.23   $   45.91       41.56   $   5,796,609       1.14     1.14     0.46     91

B

    28.60       (0.13     11.67       11.54                         40.14       40.35       381,022       1.99       1.99       (0.37     91  

C

    28.80       (0.09     11.76       11.67       (0.01           (0.01     40.46       40.55       1,940,617       1.85       1.85       (0.25     91  

I

    32.72       0.31       13.33       13.64       (0.35           (0.35     46.01       42.02       2,019,281       0.84       0.84       0.82       91  

R3

    34.41       0.08       14.06       14.14       (0.13           (0.13     48.42       41.20       134,084       1.41       1.40       0.21       91  

R4

    34.98       0.21       14.28       14.49       (0.23           (0.23     49.24       41.63       184,618       1.10       1.10       0.51       91  

R5

    35.40       0.35       14.41       14.76       (0.36           (0.36     49.80       42.04       142,768       0.80       0.80       0.84       91  

Y

    35.58       0.39       14.48       14.87       (0.40           (0.40     50.05       42.17       1,348,160       0.70       0.70       0.91       91  
Hartford Core Equity Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   28.53     $   0.10     $   1.62     $   1.72     $   (0.25   $   (0.75   $   (1.00   $   29.25       6.08 %(4)    $   630,734       0.75 %(5)      0.75 %(5)      0.72 %(5)      13

C

    26.13             1.47       1.47       (0.07     (0.75     (0.82     26.78       5.65 (4)      319,075       1.49 (5)      1.49 (5)      (0.03 )(5)      13  

I

    28.60       0.14       1.62       1.76       (0.32     (0.75     (1.07     29.29       6.20 (4)      1,023,049       0.47 (5)      0.47 (5)      0.99 (5)      13  

R3

    28.85       0.05       1.63       1.68       (0.14     (0.75     (0.89     29.64       5.88 (4)      40,090       1.10 (5)      1.09 (5)      0.37 (5)      13  

R4

    29.32       0.10       1.66       1.76       (0.24     (0.75     (0.99     30.09       6.06 (4)      161,367       0.79 (5)      0.77 (5)      0.70 (5)      13  

R5

    28.81       0.14       1.63       1.77       (0.33     (0.75     (1.08     29.50       6.20 (4)      186,432       0.49 (5)      0.49 (5)      0.97 (5)      13  

R6

    28.93       0.16       1.63       1.79       (0.35     (0.75     (1.10     29.62       6.25 (4)      142,709       0.39 (5)      0.39 (5)      1.06 (5)      13  

Y

    28.93       0.15       1.63       1.78       (0.34     (0.75     (1.09     29.62       6.22 (4)      185,866       0.42 (5)      0.42 (5)      1.03 (5)      13  

F

    28.63       0.16       1.61       1.77       (0.35     (0.75     (1.10     29.30       6.25 (4)      617,414       0.39 (5)      0.39 (5)      1.07 (5)      13  

For the Year Ended October 31, 2017

 

A

  $   23.87     $   0.27     $   4.70     $   4.97     $   (0.12   $   (0.19   $   (0.31   $   28.53       21.06   $   631,817       0.75     0.75     1.05     39

C

    21.94       0.07       4.33       4.40       (0.02     (0.19     (0.21     26.13       20.20       316,886       1.50       1.50       0.30       39  

I

    23.93       0.34       4.71       5.05       (0.19     (0.19     (0.38     28.60       21.37       982,686       0.52       0.52       1.30       39  

R3

    24.18       0.19       4.77       4.96       (0.10     (0.19     (0.29     28.85       20.71       43,004       1.11       1.09       0.72       39  

R4

    24.54       0.27       4.84       5.11       (0.14     (0.19     (0.33     29.32       21.05       172,584       0.81       0.79       1.01       39  

R5

    24.10       0.35       4.75       5.10       (0.20     (0.19     (0.39     28.81       21.41       192,359       0.51       0.49       1.31       39  

R6

    24.19       0.37       4.77       5.14       (0.21     (0.19     (0.40     28.93       21.52       118,527       0.41       0.41       1.38       39  

Y

    24.20       0.35       4.78       5.13       (0.21     (0.19     (0.40     28.93       21.47       148,542       0.42       0.42       1.33       39  

F(7)

    26.05       0.26       2.32       2.58                         28.63       9.90 (4)      585,057       0.41 (5)      0.41 (5)      1.39 (5)      39  

 

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

 

 

  104  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford Core Equity Fund – (continued)  

For the Year Ended October 31, 2016

 

A

  $   24.05     $   0.15     $   0.13     $   0.28     $   (0.03   $   (0.43   $   (0.46   $   23.87       1.21   $   703,896       0.80     0.80 %(10)      0.64     29

B

    22.33       (0.02     0.11       0.09             (0.43     (0.43     21.99       0.43       766       1.96       1.55 (10)      (0.10     29  

C

    22.27       (0.03     0.13       0.10             (0.43     (0.43     21.94       0.47       281,383       1.55       1.55 (10)      (0.12     29  

I

    24.09       0.21       0.13       0.34       (0.07     (0.43     (0.50     23.93       1.47       749,824       0.55       0.55 (10)      0.88       29  

R3

    24.44       0.08       0.13       0.21       (0.04     (0.43     (0.47     24.18       0.89       36,012       1.14       1.10 (10)      0.33       29  

R4

    24.73       0.15       0.14       0.29       (0.05     (0.43     (0.48     24.54       1.21       144,490       0.83       0.80 (10)      0.63       29  

R5

    24.25       0.22       0.14       0.36       (0.08     (0.43     (0.51     24.10       1.52       121,871       0.53       0.50 (10)      0.93       29  

R6

    24.33       0.24       0.13       0.37       (0.08     (0.43     (0.51     24.19       1.55       32,059       0.43       0.43 (10)      1.00       29  

Y

    24.33       0.24       0.13       0.37       (0.07     (0.43     (0.50     24.20       1.58       281,692       0.43       0.43 (10)      0.99       29  

For the Year Ended October 31, 2015

 

A

  $   22.00     $   0.13     $   2.21     $   2.34     $   —     $   (0.29   $   (0.29   $   24.05       10.75   $   267,237       1.03     0.92     0.55     33

B

    20.60       (0.05     2.07       2.02             (0.29     (0.29     22.33       9.92       1,614       2.18       1.74       (0.23     33  

C

    20.54       (0.04     2.06       2.02             (0.29     (0.29     22.27       9.95       73,070       1.73       1.62       (0.17     33  

I(11)

    23.30       0.12       0.67       0.79                         24.09       3.39 (4)      136,641       0.66 (5)      0.50 (5)      0.85 (5)      33  

R3

    22.41       0.06       2.26       2.32             (0.29     (0.29     24.44       10.46       5,081       1.34       1.16       0.27       33  

R4

    22.60       0.13       2.29       2.42             (0.29     (0.29     24.73       10.82       22,020       0.98       0.82       0.54       33  

R5

    22.72       0.20       2.26       2.46       (0.64     (0.29     (0.93     24.25       11.10       26,977       0.64       0.49       0.84       33  

R6(11)

    23.53       0.11       0.69       0.80                         24.33       3.40 (4)      597       0.57 (5)      0.45 (5)      0.78 (5)      33  

Y

    22.79       0.21       2.27       2.48       (0.65     (0.29     (0.94     24.33       11.15       18,802       0.57       0.50       0.90       33  

For the Year Ended October 31, 2014

 

A

  $   18.77     $   0.03     $   3.26     $   3.29     $   (0.06   $   —     $   (0.06   $   22.00       17.56   $   126,308       1.37     1.31     0.16     60

B

    17.66       (0.12     3.06       2.94                         20.60       16.65       1,898       2.49       2.10       (0.62     60  

C

    17.59       (0.10     3.05       2.95                         20.54       16.77       19,798       2.06       2.00       (0.53     60  

R3

    19.14       (0.01     3.32       3.31       (0.04           (0.04     22.41       17.30       481       1.70       1.50       (0.05     60  

R4

    19.20       0.05       3.35       3.40                         22.60       17.71       889       1.34       1.20       0.21       60  

R5

    19.38       0.12       3.36       3.48       (0.14           (0.14     22.72       18.03       374       1.04       0.90       0.56       60  

Y

    19.44       0.13       3.37       3.50       (0.15           (0.15     22.79       18.07       2,486       0.91       0.85       0.62       60  

For the Year Ended October 31, 2013

 

A

  $   14.57     $   0.11     $   4.24     $   4.35     $   (0.15   $   —     $   (0.15   $   18.77       30.12   $   103,104       1.40     1.35     0.68     28

B

    13.70       (0.01     3.99       3.98       (0.02           (0.02     17.66       29.10       2,480       2.50       2.10       (0.04     28  

C

    13.66             3.98       3.98       (0.05           (0.05     17.59       29.19       15,324       2.07       2.04       (0.01     28  

R3

    14.86       0.09       4.32       4.41       (0.13           (0.13     19.14       29.88       330       1.69       1.50       0.51       28  

R4

    14.91       0.12       4.34       4.46       (0.17           (0.17     19.20       30.24       1,227       1.29       1.20       0.69       28  

R5

    15.04       0.19       4.37       4.56       (0.22           (0.22     19.38       30.68       204       1.00       0.90       1.12       28  

Y

    15.05       0.20       4.38       4.58       (0.19           (0.19     19.44       30.73       1,963       0.88       0.85       1.19       28  

 

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

 

 

  105  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Dividend and Growth Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   27.46     $   0.20     $   0.45     $   0.65     $   (0.20   $   (2.64   $   (2.84   $   25.27       2.21 %(4)    $   3,431,909       1.00 %(5)      1.00 %(5)      1.53 %(5)      16

C

    26.62       0.10       0.44       0.54       (0.11     (2.64     (2.75     24.41       1.83 (4)      422,419       1.76 (5)      1.75 (5)      0.78 (5)      16  

I

    27.35       0.23       0.46       0.69       (0.24     (2.64     (2.88     25.16       2.40 (4)      798,368       0.73 (5)      0.73 (5)      1.80 (5)      16  

R3

    27.78       0.16       0.45       0.61       (0.15     (2.64     (2.79     25.60       2.04 (4)      75,498       1.35 (5)      1.35 (5)      1.18 (5)      16  

R4

    27.95       0.20       0.46       0.66       (0.19     (2.64     (2.83     25.78       2.22 (4)      133,933       1.04 (5)      1.04 (5)      1.49 (5)      16  

R5

    28.05       0.24       0.46       0.70       (0.23     (2.64     (2.87     25.88       2.37 (4)      137,510       0.74 (5)      0.74 (5)      1.78 (5)      16  

R6

    28.05       0.27       0.45       0.72       (0.25     (2.64     (2.89     25.88       2.42 (4)      43,003       0.64 (5)      0.64 (5)      2.01 (5)      16  

Y

    28.05       0.25       0.46       0.71       (0.24     (2.64     (2.88     25.88       2.39 (4)      661,259       0.68 (5)      0.68 (5)      1.85 (5)      16  

F

    27.33       0.25       0.45       0.70       (0.25     (2.64     (2.89     25.14       2.40 (4)      2,580,755       0.64 (5)      0.64 (5)      1.89 (5)      16  

For the Year Ended October 31, 2017

 

A

  $   23.49     $   0.39     $   4.75     $   5.14     $   (0.38   $   (0.79   $   (1.17   $   27.46       22.40   $   3,619,123       1.00     1.00     1.52     26

C

    22.80       0.19       4.62       4.81       (0.20     (0.79     (0.99     26.62       21.54       449,961       1.74       1.74       0.78       26  

I

    23.38       0.44       4.74       5.18       (0.42     (0.79     (1.21     27.35       22.67       775,427       0.80       0.80       1.75       26  

R3

    23.75       0.30       4.81       5.11       (0.29     (0.79     (1.08     27.78       21.97       77,175       1.35       1.35       1.17       26  

R4

    23.89       0.38       4.84       5.22       (0.37     (0.79     (1.16     27.95       22.34       142,563       1.05       1.05       1.47       26  

R5

    23.97       0.46       4.86       5.32       (0.45     (0.79     (1.24     28.05       22.72       132,739       0.74       0.74       1.76       26  

R6

    23.97       0.46       4.88       5.34       (0.47     (0.79     (1.26     28.05       22.83       10,957       0.65       0.64       1.75       26  

Y

    23.97       0.50       4.84       5.34       (0.47     (0.79     (1.26     28.05       22.81       605,049       0.66       0.66       1.94       26  

F(7)

    25.51       0.29       1.86       2.15       (0.33           (0.33     27.33       8.49 (4)      2,570,906       0.64 (5)      0.64 (5)      1.66 (5)      26  

For the Year Ended October 31, 2016

 

A

  $   24.99     $   0.37     $   0.50     $   0.87     $   (0.34   $   (2.03   $   (2.37   $   23.49       4.12   $   3,501,684       1.03     1.03 %(12)      1.59     22

B

    24.55       0.16       0.47       0.63       (0.11     (2.03     (2.14     23.04       3.12       19,716       2.01       1.96 (12)      0.71       22  

C

    24.34       0.19       0.47       0.66       (0.17     (2.03     (2.20     22.80       3.31       437,961       1.77       1.77 (12)      0.85       22  

I

    24.89       0.41       0.50       0.91       (0.39     (2.03     (2.42     23.38       4.31       1,779,168       0.83       0.83 (12)      1.78       22  

R3

    25.24       0.29       0.51       0.80       (0.26     (2.03     (2.29     23.75       3.78       79,400       1.36       1.36 (12)      1.26       22  

R4

    25.37       0.37       0.51       0.88       (0.33     (2.03     (2.36     23.89       4.10       136,673       1.06       1.06 (12)      1.56       22  

R5

    25.44       0.44       0.51       0.95       (0.39     (2.03     (2.42     23.97       4.41       104,487       0.76       0.76 (12)      1.89       22  

R6

    25.44       0.42       0.55       0.97       (0.41     (2.03     (2.44     23.97       4.48       2,964       0.66       0.66 (12)      1.76       22  

Y

    25.45       0.46       0.51       0.97       (0.42     (2.03     (2.45     23.97       4.50       1,460,506       0.66       0.66 (12)      1.95       22  

For the Year Ended October 31, 2015

 

A

  $   27.05     $   0.36     $   0.23     $   0.59     $   (0.35   $   (2.30   $   (2.65   $   24.99       2.46   $   3,724,804       1.02     1.02     1.43     23

B

    26.59       0.14       0.22       0.36       (0.10     (2.30     (2.40     24.55       1.54       44,909       1.97       1.92       0.54       23  

C

    26.42       0.17       0.23       0.40       (0.18     (2.30     (2.48     24.34       1.70       467,006       1.76       1.76       0.69       23  

I

    26.95       0.41       0.23       0.64       (0.40     (2.30     (2.70     24.89       2.67       1,715,056       0.81       0.81       1.64       23  

R3

    27.29       0.28       0.24       0.52       (0.27     (2.30     (2.57     25.24       2.12       85,736       1.35       1.35       1.10       23  

R4

    27.42       0.36       0.23       0.59       (0.34     (2.30     (2.64     25.37       2.42       150,367       1.04       1.04       1.41       23  

R5

    27.49       0.44       0.23       0.67       (0.42     (2.30     (2.72     25.44       2.73       229,206       0.74       0.74       1.70       23  

R6

    27.81       0.43       (0.05     0.38       (0.45     (2.30     (2.75     25.44       1.64 (4)      10       0.71 (5)      0.70 (5)      1.71 (5)      23  

Y

    27.50       0.46       0.24       0.70       (0.45     (2.30     (2.75     25.45       2.83       1,323,782       0.64       0.64       1.80       23  

 

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

 

 

  106  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Dividend and Growth Fund – (continued)  

For the Year Ended October 31, 2014

 

A

  $   25.28     $   0.36     $   3.43     $   3.79     $   (0.36   $   (1.66   $   (2.02   $   27.05       16.01   $   3,780,786       1.02     1.02     1.40     23

B

    24.88       0.13       3.35       3.48       (0.11     (1.66     (1.77     26.59       14.91       74,126       1.96       1.94       0.50       23  

C

    24.75       0.16       3.35       3.51       (0.18     (1.66     (1.84     26.42       15.12       467,932       1.77       1.77       0.65       23  

I

    25.20       0.41       3.42       3.83       (0.42     (1.66     (2.08     26.95       16.22       1,883,434       0.81       0.81       1.60       23  

R3

    25.49       0.28       3.45       3.73       (0.27     (1.66     (1.93     27.29       15.61       91,839       1.35       1.35       1.07       23  

R4

    25.60       0.36       3.47       3.83       (0.35     (1.66     (2.01     27.42       15.98       159,018       1.04       1.04       1.37       23  

R5

    25.66       0.44       3.48       3.92       (0.43     (1.66     (2.09     27.49       16.32       226,236       0.74       0.74       1.68       23  

Y

    25.67       0.47       3.48       3.95       (0.46     (1.66     (2.12     27.50       16.42       1,340,941       0.64       0.64       1.81       23  

For the Year Ended October 31, 2013

 

A

  $   20.87     $   0.36     $   4.75     $   5.11     $   (0.35   $   (0.35   $   (0.70   $   25.28       25.17   $   3,454,165       1.05     1.05     1.57     30

B

    20.54       0.16       4.68       4.84       (0.15     (0.35     (0.50     24.88       24.08       98,179       2.00       1.95       0.71       30  

C

    20.45       0.19       4.65       4.84       (0.19     (0.35     (0.54     24.75       24.26       411,405       1.79       1.79       0.83       30  

I

    20.80       0.41       4.74       5.15       (0.40     (0.35     (0.75     25.20       25.48       1,581,081       0.83       0.83       1.79       30  

R3

    21.04       0.29       4.80       5.09       (0.29     (0.35     (0.64     25.49       24.79       87,399       1.35       1.35       1.27       30  

R4

    21.12       0.37       4.82       5.19       (0.36     (0.35     (0.71     25.60       25.21       139,811       1.05       1.05       1.58       30  

R5

    21.17       0.43       4.83       5.26       (0.42     (0.35     (0.77     25.66       25.57       199,409       0.75       0.75       1.85       30  

Y

    21.18       0.46       4.83       5.29       (0.45     (0.35     (0.80     25.67       25.68       1,596,519       0.65       0.65       1.99       30  
The Hartford Equity Income Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   20.64     $   0.19     $   (0.10   $   0.09     $   (0.19   $   (1.04   $   (1.23   $   19.50       0.24 %(4)    $   1,555,529       1.00 %(5)      1.00 %(5)      1.88 %(5)      13

C

    20.53       0.11       (0.10     0.01       (0.11     (1.04     (1.15     19.39       (0.13 )(4)      416,931       1.75 (5)      1.75 (5)      1.13 (5)      13  

I

    20.54       0.21       (0.10     0.11       (0.21     (1.04     (1.25     19.40       0.38 (4)      1,149,819       0.74 (5)      0.74 (5)      2.13 (5)      13  

R3

    20.66       0.15       (0.10     0.05       (0.15     (1.04     (1.19     19.52       0.06 (4)      50,939       1.36 (5)      1.36 (5)      1.51 (5)      13  

R4

    20.69       0.18       (0.10     0.08       (0.18     (1.04     (1.22     19.55       0.21 (4)      76,397       1.06 (5)      1.06 (5)      1.81 (5)      13  

R5

    20.78       0.21       (0.10     0.11       (0.21     (1.04     (1.25     19.64       0.36 (4)      83,571       0.76 (5)      0.76 (5)      2.11 (5)      13  

R6

    20.83       0.22       (0.10     0.12       (0.22     (1.04     (1.26     19.69       0.41 (4)      33,864       0.66 (5)      0.66 (5)      2.20 (5)      13  

Y

    20.83       0.22       (0.10     0.12       (0.22     (1.04     (1.26     19.69       0.39 (4)      136,003       0.70 (5)      0.70 (5)      2.17 (5)      13  

F

    20.54       0.22       (0.10     0.12       (0.22     (1.04     (1.26     19.40       0.42 (4)      744,862       0.66 (5)      0.66 (5)      2.21 (5)      13  

For the Year Ended October 31, 2017

 

A

  $   17.97     $   0.35     $   3.24     $   3.59     $   (0.32   $   (0.60   $   (0.92   $   20.64       20.51   $   1,685,398       1.00     1.00     1.83     16

C

    17.89       0.21       3.21       3.42       (0.18     (0.60     (0.78     20.53       19.56       449,104       1.74       1.74       1.09       16  

I

    17.89       0.39       3.23       3.62       (0.37     (0.60     (0.97     20.54       20.76       1,111,235       0.78       0.78       2.03       16  

R3

    17.99       0.28       3.24       3.52       (0.25     (0.60     (0.85     20.66       20.06       57,341       1.37       1.37       1.46       16  

R4

    18.02       0.34       3.24       3.58       (0.31     (0.60     (0.91     20.69       20.39       79,632       1.06       1.06       1.77       16  

R5

    18.09       0.40       3.26       3.66       (0.37     (0.60     (0.97     20.78       20.77       83,048       0.76       0.76       2.06       16  

R6

    18.13       0.41       3.28       3.69       (0.39     (0.60     (0.99     20.83       20.91       29,284       0.66       0.66       2.10       16  

Y

    18.13       0.45       3.23       3.68       (0.38     (0.60     (0.98     20.83       20.88       141,479       0.67       0.67       2.35       16  

F(7)

    19.22       0.24       1.37       1.61       (0.29           (0.29     20.54       8.45 (4)      674,626       0.66 (5)      0.66 (5)      1.84 (5)      16  

 

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

 

 

  107  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Equity Income Fund – (continued)  

For the Year Ended October 31, 2016

 

A

  $   18.70     $   0.36     $   0.64     $   1.00     $   (0.33   $   (1.40   $   (1.73   $   17.97       6.13   $   1,676,572       1.04     1.04     2.03     14

B

    18.72       0.34       0.64       0.98       (0.30     (1.40     (1.70     18.00       6.01       6,930       1.18       1.18       1.95       14  

C

    18.61       0.23       0.65       0.88       (0.20     (1.40     (1.60     17.89       5.45       452,909       1.76       1.76       1.30       14  

I

    18.62       0.39       0.66       1.05       (0.38     (1.40     (1.78     17.89       6.45       966,338       0.78       0.78       2.25       14  

R3

    18.72       0.30       0.64       0.94       (0.27     (1.40     (1.67     17.99       5.77       54,732       1.38       1.38       1.68       14  

R4

    18.74       0.35       0.65       1.00       (0.32     (1.40     (1.72     18.02       6.14       76,745       1.07       1.07       1.98       14  

R5

    18.81       0.41       0.64       1.05       (0.37     (1.40     (1.77     18.09       6.42       65,276       0.77       0.77       2.31       14  

R6

    18.84       0.42       0.66       1.08       (0.39     (1.40     (1.79     18.13       6.57       14,551       0.67       0.67       2.38       14  

Y

    18.84       0.41       0.67       1.08       (0.39     (1.40     (1.79     18.13       6.57       386,011       0.67       0.67       2.35       14  

For the Year Ended October 31, 2015

 

A

  $   19.04     $   0.35     $   0.18     $   0.53     $   (0.35   $   (0.52   $   (0.87   $   18.70       2.95   $   1,757,486       1.02     1.02     1.87     20

B

    19.05       0.33       0.18       0.51       (0.32     (0.52     (0.84     18.72       2.82       13,915       1.16       1.16       1.75       20  

C

    18.96       0.21       0.18       0.39       (0.22     (0.52     (0.74     18.61       2.18       461,099       1.76       1.76       1.12       20  

I

    18.97       0.40       0.17       0.57       (0.40     (0.52     (0.92     18.62       3.18       835,297       0.76       0.76       2.13       20  

R3

    19.06       0.29       0.18       0.47       (0.29     (0.52     (0.81     18.72       2.61       56,026       1.36       1.36       1.52       20  

R4

    19.08       0.34       0.18       0.52       (0.34     (0.52     (0.86     18.74       2.92       74,473       1.06       1.06       1.82       20  

R5

    19.15       0.40       0.18       0.58       (0.40     (0.52     (0.92     18.81       3.22       76,741       0.76       0.76       2.15       20  

R6(9)

    19.39       0.35       0.04       0.39       (0.42     (0.52     (0.94     18.84       2.20 (4)      13,902       0.69 (5)      0.69 (5)      1.93 (5)      20  

Y

    19.19       0.42       0.17       0.59       (0.42     (0.52     (0.94     18.84       3.26       246,177       0.66       0.66       2.22       20  

For the Year Ended October 31, 2014

 

A

  $   17.83     $   0.34     $   1.76     $   2.10     $   (0.33   $   (0.56   $   (0.89   $   19.04       12.19   $   1,951,760       1.03     1.03     1.83     13

B

    17.82       0.32       1.77       2.09       (0.30     (0.56     (0.86     19.05       12.15       21,619       1.16       1.16       1.72       13  

C

    17.77       0.20       1.75       1.95       (0.20     (0.56     (0.76     18.96       11.36       458,695       1.76       1.76       1.08       13  

I

    17.76       0.38       1.77       2.15       (0.38     (0.56     (0.94     18.97       12.54       903,048       0.76       0.76       2.07       13  

R3

    17.85       0.27       1.77       2.04       (0.27     (0.56     (0.83     19.06       11.81       58,349       1.37       1.37       1.47       13  

R4

    17.87       0.33       1.76       2.09       (0.32     (0.56     (0.88     19.08       12.13       76,746       1.06       1.06       1.78       13  

R5

    17.93       0.38       1.78       2.16       (0.38     (0.56     (0.94     19.15       12.47       91,827       0.76       0.76       2.08       13  

Y

    17.96       0.40       1.79       2.19       (0.40     (0.56     (0.96     19.19       12.61       236,502       0.66       0.66       2.17       13  

For the Year Ended October 31, 2013

 

A

  $   14.81     $   0.32     $   3.23     $   3.55     $   (0.31   $   (0.22   $   (0.53   $   17.83       24.56   $   1,746,629       1.06     1.06     1.98     17

B

    14.78       0.23       3.22       3.45       (0.19     (0.22     (0.41     17.82       23.87       27,131       1.65       1.65       1.44       17  

C

    14.77       0.20       3.22       3.42       (0.20     (0.22     (0.42     17.77       23.67       336,264       1.79       1.79       1.20       17  

I

    14.75       0.36       3.22       3.58       (0.35     (0.22     (0.57     17.76       24.93       648,568       0.78       0.78       2.18       17  

R3

    14.83       0.27       3.23       3.50       (0.26     (0.22     (0.48     17.85       24.17       47,928       1.38       1.38       1.62       17  

R4

    14.84       0.31       3.25       3.56       (0.31     (0.22     (0.53     17.87       24.58       65,286       1.08       1.08       1.89       17  

R5

    14.88       0.35       3.27       3.62       (0.35     (0.22     (0.57     17.93       24.99       72,270       0.77       0.77       2.06       17  

Y

    14.90       0.39       3.26       3.65       (0.37     (0.22     (0.59     17.96       25.13       167,906       0.67       0.67       2.35       17  

 

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

 

 

  108  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Growth Opportunities Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   46.20     $   (0.15   $   2.48     $   2.33     $   —     $   (3.88   $   (3.88   $   44.65       5.38 %(4)    $   1,929,237       1.12 %(5)      1.12 %(5)      (0.66 )%(5)      62

C

    31.15       (0.20     1.61       1.41             (3.88     (3.88     28.68       5.00 (4)      401,072       1.86 (5)      1.86 (5)      (1.39 )(5)      62  

I

    48.01       (0.09     2.59       2.50             (3.88     (3.88     46.63       5.54 (4)      1,569,296       0.84 (5)      0.84 (5)      (0.38 )(5)      62  

R3

    46.43       (0.22     2.49       2.27             (3.88     (3.88     44.82       5.20 (4)      47,810       1.46 (5)      1.45 (5)      (0.99 )(5)      62  

R4

    48.52       (0.16     2.61       2.45             (3.88     (3.88     47.09       5.37 (4)      79,537       1.15 (5)      1.15 (5)      (0.69 )(5)      62  

R5

    50.31       (0.10     2.73       2.63             (3.88     (3.88     49.06       5.53 (4)      19,793       0.86 (5)      0.85 (5)      (0.39 )(5)      62  

R6

    50.91       (0.07     2.75       2.68             (3.88     (3.88     49.71       5.56 (4)      6,052       0.75 (5)      0.75 (5)      (0.29 )(5)      62  

Y

    50.92       (0.08     2.76       2.68             (3.88     (3.88     49.72       5.56 (4)      112,495       0.78 (5)      0.78 (5)      (0.32 )(5)      62  

F

    48.05       (0.07     2.59       2.52             (3.88     (3.88     46.69       5.58 (4)      594,241       0.75 (5)      0.75 (5)      (0.29 )(5)      62  

For the Year Ended October 31, 2017

 

A

  $   37.66     $   (0.23   $   10.17     $   9.94     $   —     $   (1.40   $   (1.40   $   46.20       27.40   $   1,914,743       1.11     1.10     (0.57 )%      119

C

    26.03       (0.36     6.88       6.52             (1.40     (1.40     31.15       26.46       412,184       1.86       1.86       (1.32     119  

I

    39.00       (0.15     10.56       10.41             (1.40     (1.40     48.01       27.67       1,546,058       0.89       0.89       (0.35     119  

R3

    37.96       (0.37     10.24       9.87             (1.40     (1.40     46.43       26.95       48,315       1.46       1.45       (0.92     119  

R4

    39.50       (0.26     10.68       10.42             (1.40     (1.40     48.52       27.33       81,413       1.15       1.15       (0.62     119  

R5

    40.78       (0.14     11.07       10.93             (1.40     (1.40     50.31       27.74       16,530       0.86       0.85       (0.32     119  

R6

    41.21       (0.12     11.22       11.10             (1.40     (1.40     50.91       27.86       4,554       0.76       0.75       (0.26     119  

Y

    41.23       (0.09     11.18       11.09             (1.40     (1.40     50.92       27.83       104,645       0.77       0.77       (0.22     119  

F(7)

    40.07       (0.10     8.08       7.98                         48.05       19.92 (4)      617,087       0.75 (5)      0.75 (5)      (0.34 )(5)      119  

For the Year Ended October 31, 2016

 

A

  $   40.68     $   (0.20   $   0.55     $   0.35     $   —     $   (3.37   $   (3.37   $   37.66       1.04   $   1,747,532       1.14     1.14 %(13)      (0.55 )%      117

B

    29.08       (0.37     0.35       (0.02           (3.37     (3.37     25.69       0.09       4,249       2.09       2.06 (13)      (1.45     117  

C

    29.37       (0.33     0.36       0.03             (3.37     (3.37     26.03       0.28       420,107       1.89       1.89 (13)      (1.29     117  

I

    41.98       (0.12     0.57       0.45       (0.06     (3.37     (3.43     39.00       1.25       1,726,408       0.93       0.93 (13)      (0.32     117  

R3

    41.11       (0.33     0.55       0.22             (3.37     (3.37     37.96       0.71       47,559       1.47       1.47 (13)      (0.87     117  

R4

    42.51       (0.22     0.58       0.36             (3.37     (3.37     39.50       1.02       72,213       1.17       1.17 (13)      (0.57     117  

R5

    43.73       (0.08     0.57       0.49       (0.07     (3.37     (3.44     40.78       1.30       14,791       0.87       0.86 (13)      (0.20     117  

R6

    44.15       (0.07     0.61       0.54       (0.11     (3.37     (3.48     41.21       1.40       942       0.77       0.77 (13)      (0.17     117  

Y

    44.17       (0.08     0.62       0.54       (0.11     (3.37     (3.48     41.23       1.40       231,037       0.77       0.77 (13)      (0.19     117  

For the Year Ended October 31, 2015

 

A

  $   43.76     $   (0.17   $   4.82     $   4.65     $   —     $   (7.73   $   (7.73   $   40.68       12.72   $   1,853,433       1.12     1.12     (0.42 )%      93

B

    33.71       (0.39     3.49       3.10             (7.73     (7.73     29.08       11.72       15,256       2.04       2.03       (1.32     93  

C

    33.91       (0.34     3.53       3.19             (7.73     (7.73     29.37       11.95       401,542       1.86       1.86       (1.17     93  

I

    44.82       (0.09     4.98       4.89             (7.73     (7.73     41.98       12.99       2,433,134       0.89       0.89       (0.21     93  

R3

    44.25       (0.31     4.90       4.59             (7.73     (7.73     41.11       12.39       44,347       1.45       1.45       (0.76     93  

R4

    45.39       (0.19     5.04       4.85             (7.73     (7.73     42.51       12.70       60,775       1.15       1.15       (0.45     93  

R5

    46.36       (0.07     5.17       5.10             (7.73     (7.73     43.73       13.02       123,897       0.84       0.84       (0.15     93  

R6(9)

    47.09       (0.06     4.85       4.79             (7.73     (7.73     44.15       12.16 (4)      11       0.82 (5)      0.82 (5)      (0.14 )(5)      93  

Y

    46.70       (0.04     5.24       5.20             (7.73     (7.73     44.17       13.16       188,938       0.75       0.75       (0.09     93  

 

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

 

 

  109  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Growth Opportunities Fund – (continued)  

For the Year Ended October 31, 2014

 

A

  $   38.68     $   (0.13   $   6.72     $   6.59     $   —     $   (1.51   $   (1.51   $   43.76       17.63   $   1,497,082       1.15     1.15     (0.33 )%      136 %(14) 

B

    30.38       (0.37     5.21       4.84             (1.51     (1.51     33.71       16.65       22,277       2.07       2.02       (1.18     136 (14) 

C

    30.51       (0.33     5.24       4.91             (1.51     (1.51     33.91       16.81       251,628       1.88       1.88       (1.05     136 (14) 

I

    39.49       (0.04     6.88       6.84             (1.51     (1.51     44.82       17.92       1,733,488       0.91       0.91       (0.09     136 (14) 

R3

    39.21       (0.26     6.81       6.55             (1.51     (1.51     44.25       17.28       29,954       1.46       1.45       (0.62     136 (14) 

R4

    40.06       (0.14     6.98       6.84             (1.51     (1.51     45.39       17.65       52,498       1.15       1.15       (0.32     136 (14) 

R5

    40.76       (0.02     7.13       7.11             (1.51     (1.51     46.36       18.02       102,841       0.85       0.85       (0.05     136 (14) 

Y

    41.02       0.03       7.16       7.19             (1.51     (1.51     46.70       18.11       68,001       0.75       0.75       0.08       136 (14) 

For the Year Ended October 31, 2013

 

A

  $   29.60     $   (0.10   $   9.18     $   9.08     $   —     $   —     $   —     $   38.68       30.68   $   982,699       1.19     1.19     (0.30 )%      120 %(15) 

B

    23.43       (0.28     7.23       6.95                         30.38       29.66       24,296       2.11       1.96       (1.05     120 (15) 

C

    23.52       (0.27     7.26       6.99                         30.51       29.72       176,392       1.90       1.90       (1.01     120 (15) 

I

    30.14       (0.01     9.36       9.35                         39.49       31.02       1,288,778       0.92       0.92       (0.03     120 (15) 

R3

    30.09       (0.19     9.31       9.12                         39.21       30.31       24,924       1.46       1.45       (0.56     120 (15) 

R4

    30.64       (0.09     9.51       9.42                         40.06       30.74       44,353       1.15       1.15       (0.25     120 (15) 

R5

    31.09       0.01       9.66       9.67                         40.76       31.10       20,243       0.85       0.85       0.04       120 (15) 

Y

    31.25       0.05       9.72       9.77                         41.02       31.26       57,712       0.75       0.75       0.14       120 (15) 
The Hartford Healthcare Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   34.86     $   (0.06   $   0.79     $   0.73     $   —     $   (1.79   $   (1.79   $   33.80       2.11 %(4)    $   662,238       1.29 %(5)      1.29 %(5)      (0.36 )%(5)      13

C

    28.90       (0.15     0.65       0.50             (1.79     (1.79     27.61       1.73 (4)      223,309       2.03 (5)      2.03 (5)      (1.10 )(5)      13  

I

    36.43       (0.01     0.83       0.82             (1.79     (1.79     35.46       2.24 (4)      342,218       1.00 (5)      1.00 (5)      (0.07 )(5)      13  

R3

    35.87       (0.12     0.82       0.70             (1.79     (1.79     34.78       1.96 (4)      40,171       1.61 (5)      1.61 (5)      (0.67 )(5)      13  

R4

    37.50       (0.07     0.86       0.79             (1.79     (1.79     36.50       2.12 (4)      33,591       1.31 (5)      1.31 (5)      (0.37 )(5)      13  

R5

    39.03       (0.02     0.89       0.87             (1.79     (1.79     38.11       2.25 (4)      5,607       1.02 (5)      1.02 (5)      (0.08 )(5)      13  

Y

    39.45       0.01       0.89       0.90             (1.79     (1.79     38.56       2.30 (4)      50,054       0.91 (5)      0.91 (5)      0.03 (5)      13  

F

    36.45       0.01       0.83       0.84             (1.79     (1.79     35.50       2.33 (4)      70,254       0.90 (5)      0.90 (5)      0.05 (5)      13  

For the Year Ended October 31, 2017

 

A

  $   30.96     $   (0.12   $   7.04     $   6.92     $   —     $   (3.02   $   (3.02   $   34.86       24.28   $   714,694       1.29     1.29     (0.36 )%      23

C

    26.34       (0.30     5.88       5.58             (3.02     (3.02     28.90       23.37       242,421       2.04       2.03       (1.10     23  

I

    32.15       (0.04     7.34       7.30             (3.02     (3.02     36.43       24.59       351,686       1.03       1.03       (0.11     23  

R3

    31.87       (0.23     7.25       7.02             (3.02     (3.02     35.87       23.87       45,673       1.61       1.61       (0.68     23  

R4

    33.10       (0.13     7.55       7.42             (3.02     (3.02     37.50       24.22       35,927       1.31       1.31       (0.38     23  

R5

    34.23       (0.03     7.85       7.82             (3.02     (3.02     39.03       24.62       6,888       1.01       1.01       (0.08     23  

Y

    34.54       (0.01     7.94       7.93             (3.02     (3.02     39.45       24.72       45,193       0.93       0.93       (0.02     23  

F(7)

    33.96       0.01       2.48       2.49                         36.45       7.33 (4)      61,710       0.90 (5)      0.90 (5)      0.04 (5)      23  

 

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

 

 

  110  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Healthcare Fund – (continued)  

For the Year Ended October 31, 2016

 

A

  $   38.70     $   (0.12   $   (2.52   $   (2.64   $   (0.55   $   (4.55   $   (5.10   $   30.96       (8.11 )%    $   757,038       1.33     1.33     (0.36 )%      35

B

    33.41       (0.36     (2.15     (2.51     (0.13     (4.55     (4.68     26.22       (8.94     2,056       2.24       2.22       (1.26     35  

C

    33.73       (0.31     (2.15     (2.46     (0.38     (4.55     (4.93     26.34       (8.78     254,009       2.06       2.06       (1.10     35  

I

    39.98       (0.03     (2.61     (2.64     (0.64     (4.55     (5.19     32.15       (7.86     228,463       1.07       1.07       (0.09     35  

R3

    39.69       (0.22     (2.61     (2.83     (0.44     (4.55     (4.99     31.87       (8.38     43,993       1.62       1.62       (0.66     35  

R4

    41.01       (0.13     (2.69     (2.82     (0.54     (4.55     (5.09     33.10       (8.09     38,273       1.32       1.32       (0.36     35       

R5

    42.22       (0.02     (2.79     (2.81     (0.63     (4.55     (5.18     34.23       (7.82     5,342       1.03       1.03       (0.06     35  

Y

    42.54       0.02       (2.80     (2.78     (0.67     (4.55     (5.22     34.54       (7.72     51,125       0.92       0.92       0.05       35  

For the Year Ended October 31, 2015

 

A

  $   36.60     $   (0.18   $   4.77     $   4.59     $   —     $   (2.49   $   (2.49   $   38.70       13.19   $   914,414       1.28     1.28     (0.46 )%      39

B

    32.18       (0.46     4.18       3.72             (2.49     (2.49     33.41       12.23       6,239       2.15       2.15       (1.35     39  

C

    32.42       (0.41     4.21       3.80             (2.49     (2.49     33.73       12.40       310,668       2.02       2.02       (1.19     39  

I

    37.63       (0.07     4.91       4.84             (2.49     (2.49     39.98       13.51       266,553       1.01       1.01       (0.18     39  

R3

    37.58       (0.31     4.91       4.60             (2.49     (2.49     39.69       12.85       59,135       1.61       1.61       (0.78     39  

R4

    38.64       (0.20     5.06       4.86             (2.49     (2.49     41.01       13.19       51,253       1.30       1.30       (0.48     39  

R5

    39.60       (0.08     5.19       5.11             (2.49     (2.49     42.22       13.52       5,326       1.01       1.01       (0.18     39  

Y

    39.85       (0.03     5.21       5.18             (2.49     (2.49     42.54       13.64       8,834       0.90       0.90       (0.08     39  

For the Year Ended October 31, 2014

 

A

  $   28.05     $   (0.13   $   8.68     $   8.55     $   —     $   —     $   —     $   36.60       30.48   $   599,010       1.33     1.33     (0.40 )%      28

B

    24.88       (0.36     7.66       7.30                         32.18       29.34       11,303       2.20       2.20       (1.27     28  

C

    25.03       (0.32     7.71       7.39                         32.42       29.52       176,581       2.06       2.06       (1.13     28  

I

    28.76       (0.04     8.91       8.87                         37.63       30.84       137,450       1.05       1.05       (0.12     28  

R3

    28.89       (0.24     8.93       8.69                         37.58       30.08       40,482       1.64       1.64       (0.71     28  

R4

    29.62       (0.14     9.16       9.02                         38.64       30.45       29,530       1.34       1.34       (0.41     28  

R5

    30.27       (0.04     9.37       9.33                         39.60       30.82       2,323       1.05       1.05       (0.12     28  

Y

    30.42             9.43       9.43                         39.85       31.00       6,081       0.94       0.94             28  

For the Year Ended October 31, 2013

 

A

  $   20.11     $   (0.06   $   8.00     $   7.94     $   —     $   —     $   —     $   28.05       39.48   $   415,323       1.40     1.40     (0.24 )%      32

B

    17.99       (0.23     7.12       6.89                         24.88       38.30       14,697       2.29       2.26       (1.08     32  

C

    18.07       (0.21     7.17       6.96                         25.03       38.52       116,641       2.11       2.11       (0.95     32  

I

    20.55       0.01       8.20       8.21                         28.76       39.95       79,005       1.08       1.08       0.06       32  

R3

    20.77       (0.13     8.25       8.12                         28.89       39.09       24,914       1.66       1.65       (0.51     32  

R4

    21.22       (0.05     8.45       8.40                         29.62       39.59       17,817       1.36       1.35       (0.20     32  

R5

    21.62       0.05       8.60       8.65                         30.27       40.01       1,267       1.08       1.05       0.19       32  

Y

    21.71       0.05       8.66       8.71                         30.42       40.12       4,056       0.96       0.96       0.20       32  

 

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

 

 

  111  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford MidCap Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   30.36     $   (0.06   $   2.07     $   2.01     $   —     $   (1.41   $   (1.41   $   30.96       6.81 %(4)    $   2,577,492       1.11 %(5)      1.10 %(5)      (0.40 )%(5)      20

C

    22.67       (0.13     1.53       1.40             (1.41     (1.41     22.66       6.41 (4)      744,390       1.85 (5)      1.85 (5)      (1.15 )(5)      20  

I

    31.12       (0.02     2.13       2.11             (1.41     (1.41     31.82       6.97 (4)      3,345,292       0.82 (5)      0.82 (5)      (0.12 )(5)      20  

R3

    33.64       (0.13     2.29       2.16             (1.41     (1.41     34.39       6.58 (4)      103,561       1.46 (5)      1.46 (5)      (0.76 )(5)      20  

R4

    34.78       (0.08     2.38       2.30             (1.41     (1.41     35.67       6.77 (4)      291,170       1.16 (5)      1.14 (5)      (0.45 )(5)      20  

R5

    35.59       (0.03     2.44       2.41             (1.41     (1.41     36.59       6.93 (4)      414,686       0.85 (5)      0.85 (5)      (0.15 )(5)      20  

R6

    35.90       (0.01     2.46       2.45             (1.41     (1.41     36.94       6.99 (4)      707,436       0.75 (5)      0.75 (5)      (0.07 )(5)      20  

Y

    35.88       (0.01     2.46       2.45             (1.41     (1.41     36.92       6.99 (4)      1,774,894       0.77 (5)      0.77 (5)      (0.08 )(5)      20  

F

    31.15       (0.01     2.13       2.12             (1.41     (1.41     31.86       6.99 (4)      1,577,176       0.74 (5)      0.74 (5)      (0.05 )(5)      20  

For the Year Ended October 31, 2017

 

A

  $   24.25     $   (0.11   $   7.00     $   6.89     $   —     $   (0.78   $   (0.78   $   30.36       29.02   $   2,482,275       1.13     1.12     (0.38 )%      30

C

    18.42       (0.23     5.26       5.03             (0.78     (0.78     22.67       28.07       717,521       1.87       1.87       (1.12     30  

I

    24.79       (0.05     7.16       7.11             (0.78     (0.78     31.12       29.28       2,996,705       1.02       0.89       (0.17     30  

R3

    26.88       (0.22     7.76       7.54             (0.78     (0.78     33.64       28.59       90,582       1.47       1.47       (0.73     30  

R4

    27.69       (0.14     8.01       7.87             (0.78     (0.78     34.78       28.95       263,236       1.16       1.16       (0.43     30  

R5

    28.24       (0.04     8.17       8.13             (0.78     (0.78     35.59       29.32       356,166       0.86       0.86       (0.14     30  

R6

    28.45       (0.05     8.28       8.23             (0.78     (0.78     35.90       29.45       431,183       0.76       0.76       (0.14     30  

Y

    28.44       (0.01     8.23       8.22             (0.78     (0.78     35.88       29.43       1,847,676       0.78       0.78       (0.04     30  

F(7)

    27.52       (0.03     3.66       3.63                         31.15       13.19 (4)      1,244,732       0.76 (5)      0.76 (5)      (0.15 )(5)      30  

For the Year Ended October 31, 2016

 

A

  $   26.47     $   (0.07   $   (0.22   $   (0.29   $   —     $   (1.93   $   (1.93   $   24.25       (0.79 )%    $   2,041,826       1.17     1.17     (0.29 )%      31

B

    20.13       (0.21     (0.19     (0.40           (1.93     (1.93     17.80       (1.66     16,842       2.06       2.06       (1.16     31  

C

    20.73       (0.18     (0.20     (0.38           (1.93     (1.93     18.42       (1.50     611,311       1.89       1.89       (1.01     31  

I

    26.96       (0.04     (0.20     (0.24           (1.93     (1.93     24.79       (0.57     1,725,700       1.02       1.02       (0.18     31  

R3

    29.20       (0.16     (0.23     (0.39           (1.93     (1.93     26.88       (1.07     71,711       1.48       1.48       (0.59     31  

R4

    29.93       (0.08     (0.23     (0.31           (1.93     (1.93     27.69       (0.76     165,137       1.18       1.18       (0.30     31  

R5

    30.39             (0.22     (0.22           (1.93     (1.93     28.24       (0.47     193,533       0.87       0.87             31  

R6

    30.58             (0.20     (0.20           (1.93     (1.93     28.45       (0.36     26,352       0.77       0.77       0.01       31  

Y

    30.57       0.03       (0.23     (0.20           (1.93     (1.93     28.44       (0.36     1,490,965       0.77       0.77       0.10       31  

For the Year Ended October 31, 2015

 

A

  $   27.38     $   (0.09   $   1.85     $   1.76     $   —     $   (2.67   $   (2.67   $   26.47       7.28   $   2,048,529       1.14     1.14     (0.35 )%      29

B

    21.65       (0.25     1.40       1.15             (2.67     (2.67     20.13       6.28       24,665       2.03       2.03       (1.22     29  

C

    22.18       (0.23     1.45       1.22             (2.67     (2.67     20.73       6.46       626,345       1.88       1.88       (1.09     29  

I

    27.78       (0.02     1.87       1.85             (2.67     (2.67     26.96       7.52       702,566       0.87       0.87       (0.09     29  

R3

    30.02       (0.20     2.05       1.85             (2.67     (2.67     29.20       6.91       76,925       1.47       1.47       (0.69     29  

R4

    30.61       (0.11     2.10       1.99             (2.67     (2.67     29.93       7.26       135,698       1.16       1.16       (0.39     29  

R5

    30.96       (0.03     2.13       2.10             (2.67     (2.67     30.39       7.59       164,879       0.86       0.86       (0.09     29  

R6(9)

    31.11       (0.04     2.18       2.14             (2.67     (2.67     30.58       7.65 (4)      1,230       0.77 (5)      0.77 (5)      (0.13 )(5)      29  

Y

    31.10       0.01       2.13       2.14             (2.67     (2.67     30.57       7.66       1,201,917       0.76       0.76       0.04       29  

 

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

 

 

  112  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford MidCap Fund – (continued)  

For the Year Ended October 31, 2014

 

A

  $   25.67     $   (0.10   $   3.82     $   3.72     $   —     $   (2.01   $   (2.01   $   27.38       15.57   $   1,891,075       1.15     1.15     (0.40 )%      34

B

    20.88       (0.27     3.05       2.78             (2.01     (2.01     21.65       14.56       29,446       2.05       2.05       (1.29     34  

C

    21.30       (0.24     3.13       2.89             (2.01     (2.01     22.18       14.81       544,154       1.88       1.88       (1.13     34  

I

    25.95       (0.04     3.88       3.84             (2.01     (2.01     27.78       15.89       550,720       0.90       0.90       (0.17     34  

R3

    28.03       (0.21     4.21       4.00             (2.01     (2.01     30.02       15.24       56,403       1.47       1.47       (0.72     34  

R4

    28.47       (0.12     4.27       4.15             (2.01     (2.01     30.61       15.55       94,232       1.16       1.16       (0.41     34  

R5

    28.69       (0.03     4.31       4.28             (2.01     (2.01     30.96       15.91       110,364       0.86       0.86       (0.11     34  

Y

    28.77       (0.01     4.35       4.34             (2.01     (2.01     31.10       16.08       1,078,695       0.76       0.76       (0.02     34  

For the Year Ended October 31, 2013

 

A

  $   20.44     $   (0.03   $   6.56     $   6.53     $   —     $   (1.30   $   (1.30   $   25.67       34.17   $   1,847,041       1.20     1.20     (0.14 )%      38

B

    17.00       (0.18     5.36       5.18             (1.30     (1.30     20.88       33.01       33,232       2.11       2.07       (1.00     38  

C

    17.29       (0.16     5.47       5.31             (1.30     (1.30     21.30       33.21       474,663       1.91       1.91       (0.85     38  

I

    20.65       0.02       6.63       6.65       (0.05     (1.30     (1.35     25.95       34.48       277,953       0.96       0.96       0.09       38  

R3

    22.25       (0.10     7.18       7.08             (1.30     (1.30     28.03       33.80       47,837       1.48       1.48       (0.43     38  

R4

    22.51       (0.03     7.29       7.26             (1.30     (1.30     28.47       34.24       77,603       1.17       1.17       (0.13     38  

R5

    22.69       0.04       7.33       7.37       (0.07     (1.30     (1.37     28.69       34.60       91,163       0.87       0.87       0.17       38  

Y

    22.75       0.07       7.34       7.41       (0.09     (1.30     (1.39     28.77       34.73       872,297       0.77       0.77       0.28       38  
The Hartford MidCap Value Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   15.62     $   0.01     $   0.12     $   0.13     $   —     $   (0.39   $   (0.39   $   15.36       0.82 %(4)    $   287,364       1.22 %(5)      1.22 %(5)      0.14 %(5)      23

C

    13.03       (0.04     0.10       0.06             (0.39     (0.39     12.70       0.52 (4)      33,714       1.98 (5)      1.97 (5)      (0.62 )(5)      23  

I

    15.72       0.04       0.12       0.16             (0.39     (0.39     15.49       1.01 (4)      40,141       0.89 (5)      0.89 (5)      0.45 (5)      23  

R3

    16.39       (0.01     0.13       0.12             (0.39     (0.39     16.12       0.72 (4)      11,337       1.52 (5)      1.52 (5)      (0.16 )(5)      23  

R4

    16.68       0.01       0.13       0.14             (0.39     (0.39     16.43       0.89 (4)      12,271       1.21 (5)      1.21 (5)      0.15 (5)      23  

R5

    16.88       0.04       0.13       0.17       (0.03     (0.39     (0.42     16.63       0.96 (4)      10,520       0.90 (5)      0.90 (5)      0.45 (5)      23  

Y

    16.93       0.04       0.13       0.17       (0.04     (0.39     (0.43     16.67       1.05 (4)      18,806       0.86 (5)      0.86 (5)      0.51 (5)      23  

F

    15.76       0.04       0.13       0.17       (0.05     (0.39     (0.44     15.49       1.03 (4)      282,711       0.80 (5)      0.80 (5)      0.57 (5)      23  

For the Year Ended October 31, 2017

 

A

  $   13.98     $   0.01     $   2.65     $   2.66     $   —     $   (1.02   $   (1.02   $   15.62       19.67   $   291,082       1.23     1.23     0.06     40

C

    11.90       (0.08     2.23       2.15             (1.02     (1.02     13.03       18.66       35,520       1.96       1.96       (0.67     40  

I

    14.09       0.03       2.67       2.70       (0.05     (1.02     (1.07     15.72       19.81       43,342       1.20       1.10       0.20       40  

R3

    14.67       (0.04     2.78       2.74             (1.02     (1.02     16.39       19.26       11,923       1.52       1.52       (0.23     40  

R4

    14.87       0.01       2.82       2.83             (1.02     (1.02     16.68       19.58       12,637       1.21       1.21       0.08       40  

R5

    15.03       0.06       2.86       2.92       (0.05     (1.02     (1.07     16.88       20.06       11,445       0.91       0.91       0.38       40  

Y

    15.07       0.08       2.86       2.94       (0.06     (1.02     (1.08     16.93       20.10       28,403       0.82       0.82       0.48       40  

F(7)

    14.97       0.05       0.74       0.79                         15.76       5.28 (4)      238,682       0.81 (5)      0.81 (5)      0.46 (5)      40  

 

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

 

 

  113  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford MidCap Value Fund – (continued)  

For the Year Ended October 31, 2016

 

A

  $   15.11     $   0.03     $   (0.03   $   —     $   (0.02   $   (1.11   $   (1.13   $   13.98       0.18   $   246,023       1.30     1.30 %(16)      0.18     56

B

    13.15       (0.07     (0.03     (0.10           (1.11     (1.11     11.94       (0.57     637       2.42       2.12 (16)      (0.63     56  

C

    13.09       (0.06     (0.02     (0.08           (1.11     (1.11     11.90       (0.42     35,965       2.02       2.02 (16)      (0.54     56  

I

    15.22       0.05       (0.01     0.04       (0.06     (1.11     (1.17     14.09       0.48       83,155       1.06       1.06 (16)      0.39       56  

R3

    15.82       (0.01     (0.03     (0.04           (1.11     (1.11     14.67       (0.07     11,396       1.56       1.56 (16)      (0.07     56  

R4

    15.99       0.03       (0.02     0.01       (0.02     (1.11     (1.13     14.87       0.30       13,448       1.25       1.25 (16)      0.23       56  

R5

    16.15       0.08       (0.03     0.05       (0.06     (1.11     (1.17     15.03       0.54       9,831       0.95       0.95 (16)      0.52       56  

Y

    16.19       0.09       (0.03     0.06       (0.07     (1.11     (1.18     15.07       0.63       79,990       0.85       0.85 (16)      0.63       56  

For the Year Ended October 31, 2015

 

A

  $   16.73     $   0.02     $   0.25     $   0.27     $   (0.02   $   (1.87   $   (1.89   $   15.11       2.28   $   229,953       1.25     1.25     0.11     33

B

    14.91       (0.10     0.21       0.11             (1.87     (1.87     13.15       1.37       1,417       2.28       2.09       (0.75     33  

C

    14.84       (0.08     0.20       0.12             (1.87     (1.87     13.09       1.45       41,149       1.97       1.97       (0.62     33  

I

    16.85       0.07       0.25       0.32       (0.08     (1.87     (1.95     15.22       2.57       29,987       0.92       0.92       0.42       33  

R3

    17.45       (0.03     0.27       0.24             (1.87     (1.87     15.82       1.97       10,204       1.52       1.52       (0.19     33  

R4

    17.61       0.02       0.27       0.29       (0.04     (1.87     (1.91     15.99       2.26       11,711       1.21       1.21       0.15       33  

R5

    17.75       0.07       0.28       0.35       (0.08     (1.87     (1.95     16.15       2.62       7,564       0.92       0.92       0.44       33  

Y

    17.78       0.09       0.28       0.37       (0.09     (1.87     (1.96     16.19       2.73       158,691       0.81       0.81       0.54       33  

For the Year Ended October 31, 2014

 

A

  $   16.44     $   0.03     $   1.81     $   1.84     $   —     $   (1.55   $   (1.55   $   16.73       12.32   $   222,876       1.27     1.27     0.19     43

B

    14.93       (0.09     1.62       1.53             (1.55     (1.55     14.91       11.41       2,156       2.28       2.10       (0.63     43  

C

    14.85       (0.08     1.62       1.54             (1.55     (1.55     14.84       11.56       41,382       1.99       1.99       (0.53     43  

I

    16.49       0.09       1.82       1.91             (1.55     (1.55     16.85       12.75       37,414       0.92       0.92       0.53       43  

R3

    17.12       (0.01     1.89       1.88             (1.55     (1.55     17.45       12.05       10,187       1.53       1.53       (0.08     43  

R4

    17.21       0.04       1.91       1.95             (1.55     (1.55     17.61       12.42       9,476       1.22       1.22       0.22       43  

R5

    17.29       0.09       1.92       2.01             (1.55     (1.55     17.75       12.73       2,851       0.93       0.93       0.52       43  

Y

    17.31       0.11       1.91       2.02             (1.55     (1.55     17.78       12.79       166,729       0.82       0.82       0.63       43  

For the Year Ended October 31, 2013

 

A

  $   12.58     $   0.02     $   3.97     $   3.99     $   (0.13   $   —     $   (0.13   $   16.44       32.01   $   207,552       1.31     1.31     0.11     59

B

    11.40       (0.09     3.62       3.53                         14.93       30.96       2,819       2.33       2.10       (0.68     59  

C

    11.38       (0.08     3.60       3.52       (0.05           (0.05     14.85       31.07       38,067       2.01       2.01       (0.60     59  

I

    12.62       0.06       3.99       4.05       (0.18           (0.18     16.49       32.49       18,791       0.96       0.96       0.43       59  

R3

    13.12       (0.02     4.15       4.13       (0.13           (0.13     17.12       31.68       5,089       1.53       1.53       (0.12     59  

R4

    13.17       0.03       4.16       4.19       (0.15           (0.15     17.21       32.11       4,903       1.22       1.22       0.18       59  

R5

    13.23       0.06       4.19       4.25       (0.19           (0.19     17.29       32.46       1,309       0.93       0.93       0.38       59  

Y

    13.24       0.09       4.18       4.27       (0.20           (0.20     17.31       32.64       150,335       0.82       0.82       0.60       59  

 

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

 

 

  114  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford Quality Value Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   20.49     $   0.15     $   0.43     $   0.58     $   (0.20   $   (0.76   $   (0.96   $   20.11       2.82 %(4)    $   169,272       1.08 %(5)      1.05 %(5)      1.52 %(5)      74

C

    17.67       0.07       0.37       0.44       (0.08     (0.76     (0.84     17.27       2.42 (4)      18,397       1.83 (5)      1.80 (5)      0.77 (5)      74  

I

    20.25       0.19       0.42       0.61       (0.25     (0.76     (1.01     19.85       2.97 (4)      14,152       0.73 (5)      0.73 (5)      1.84 (5)      74  

R3

    20.70       0.13       0.43       0.56       (0.08     (0.76     (0.84     20.42       2.68 (4)      1,222       1.36 (5)      1.34 (5)      1.24 (5)      74  

R4

    20.95       0.16       0.44       0.60       (0.19     (0.76     (0.95     20.60       2.84 (4)      6,463       1.05 (5)      1.05 (5)      1.54 (5)      74  

R5

    21.13       0.17       0.45       0.62       (0.25     (0.76     (1.01     20.74       2.92 (4)      990       0.76 (5)      0.75 (5)      1.63 (5)      74  

R6(17)

    20.99       0.07       (0.26     (0.19                       20.80       (0.91 )(4)      10       0.63 (5)      0.63 (5)      1.86 (5)      74  

Y

    21.19       0.20       0.44       0.64       (0.28     (0.76     (1.04     20.79       3.00 (4)      942       0.69 (5)      0.69 (5)      1.87 (5)      74  

F

    20.26       0.19       0.43       0.62       (0.29     (0.76     (1.05     19.83       3.02 (4)      88,259       0.64 (5)      0.64 (5)      1.90 (5)      74  

For the Year Ended October 31, 2017

 

A

  $   17.94     $   0.19     $   2.64     $   2.83     $   (0.14   $   (0.14   $   (0.28   $   20.49       15.89   $   180,059       1.20     1.20     0.95     39

C

    15.52       0.04       2.28       2.32       (0.03     (0.14     (0.17     17.67       15.05       20,312       1.93       1.93       0.22       39  

I

    17.75       0.24       2.60       2.84       (0.20     (0.14     (0.34     20.25       16.19       15,561       0.94       0.94       1.22       39  

R3

    18.13       0.13       2.66       2.79       (0.08     (0.14     (0.22     20.70       15.48       1,448       1.54       1.53       0.63       39  

R4

    18.34       0.19       2.70       2.89       (0.14     (0.14     (0.28     20.95       15.87       7,550       1.20       1.20       0.96       39  

R5

    18.49       0.23       2.75       2.98       (0.20     (0.14     (0.34     21.13       16.25       480       0.91       0.91       1.17       39  

Y

    18.55       0.27       2.73       3.00       (0.22     (0.14     (0.36     21.19       16.32       1,052       0.83       0.83       1.31       39  

F(7)

    19.58       0.16       0.52       0.68                         20.26       3.47 (4)      12,030       0.80 (5)      0.80 (5)      1.17 (5)      39  

For the Year Ended October 31, 2016

 

A

  $   18.66     $   0.16     $   0.57     $   0.73     $   (0.21   $   (1.24   $   (1.45   $   17.94       4.71   $   187,475       1.25     1.25 %(18)      0.93     41

B

    16.45       0.02       0.48       0.50       (0.01     (1.24     (1.25     15.70       3.75       695       2.41       2.11 (18)      0.11       41  

C

    16.34       0.03       0.49       0.52       (0.10     (1.24     (1.34     15.52       3.93       22,223       1.97       1.97 (18)      0.21       41  

I

    18.47       0.21       0.57       0.78       (0.26     (1.24     (1.50     17.75       5.03       19,139       0.92       0.92 (18)      1.23       41  

R3

    18.83       0.11       0.58       0.69       (0.15     (1.24     (1.39     18.13       4.39       2,783       1.54       1.54 (18)      0.64       41  

R4

    19.03       0.17       0.59       0.76       (0.21     (1.24     (1.45     18.34       4.73       8,720       1.22       1.22 (18)      0.96       41  

R5

    19.19       0.22       0.59       0.81       (0.27     (1.24     (1.51     18.49       5.04       2,025       0.92       0.92 (18)      1.27       41  

Y

    19.24       0.26       0.58       0.84       (0.29     (1.24     (1.53     18.55       5.14       845       0.81       0.81       1.46       41  

For the Year Ended October 31, 2015

 

A

  $   20.45     $   0.21     $   (0.47   $   (0.26   $   (0.13   $   (1.40   $   (1.53   $   18.66       (1.20 )%    $   207,339       1.21     1.21     1.10     55

B

    18.22       0.03       (0.40     (0.37           (1.40     (1.40     16.45       (1.94     1,909       2.28       1.97       0.19       55  

C

    18.14       0.06       (0.42     (0.36     (0.04     (1.40     (1.44     16.34       (1.90     26,763       1.93       1.93       0.36       55  

I

    20.25       0.27       (0.45     (0.18     (0.20     (1.40     (1.60     18.47       (0.78     27,168       0.88       0.88       1.41       55  

R3

    20.62       0.15       (0.46     (0.31     (0.08     (1.40     (1.48     18.83       (1.45     3,657       1.52       1.49       0.79       55  

R4

    20.82       0.22       (0.47     (0.25     (0.14     (1.40     (1.54     19.03       (1.11     11,942       1.19       1.18       1.11       55  

R5

    20.95       0.28       (0.48     (0.20     (0.16     (1.40     (1.56     19.19       (0.87     2,487       0.90       0.88       1.41       55  

Y

    21.03       0.30       (0.49     (0.19     (0.20     (1.40     (1.60     19.24       (0.77     1,618       0.79       0.79       1.50       55  

 

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

 

 

  115  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford Quality Value Fund – (continued)  

For the Year Ended October 31, 2014

 

A

  $   18.31     $   0.17     $   2.05     $   2.22     $   (0.08   $   —     $   (0.08   $   20.45       12.18   $   237,539       1.25     1.25     0.87     74 %(19) 

B

    16.36       0.03       1.83       1.86                         18.22       11.37       3,928       2.27       1.97       0.19       74 (19) 

C

    16.29       0.02       1.83       1.85                         18.14       11.36       31,729       1.95       1.95       0.12       74 (19) 

I

    18.12       0.23       2.03       2.26       (0.13           (0.13     20.25       12.56       44,306       0.87       0.87       1.17       74 (19) 

R3

    18.50       0.13       2.05       2.18       (0.06           (0.06     20.62       11.84       4,528       1.53       1.47       0.63       74 (19) 

R4

    18.64       0.18       2.09       2.27       (0.09           (0.09     20.82       12.24       13,626       1.21       1.17       0.91       74 (19) 

R5

    18.76       0.24       2.10       2.34       (0.15           (0.15     20.95       12.52       2,735       0.88       0.85       1.15       74 (19) 

Y

    18.82       0.21       2.16       2.37       (0.16           (0.16     21.03       12.64       1,841       0.83       0.83       1.07       74 (19) 

For the Year Ended October 31, 2013

 

A

  $   14.02     $   0.11     $   4.40     $   4.51     $   (0.22   $   —     $   (0.22   $   18.31       32.53   $   118,203       1.44     1.35     0.67     81

B

    12.54             3.93       3.93       (0.11           (0.11     16.36       31.50       3,825       2.39       2.10       (0.03     81  

C

    12.49       (0.01     3.93       3.92       (0.12           (0.12     16.29       31.59       11,059       2.13       2.10       (0.07     81  

I

    13.87       0.16       4.34       4.50       (0.25           (0.25     18.12       32.93       7,908       1.07       1.06       0.95       81  

R3

    14.16       0.08       4.45       4.53       (0.19           (0.19     18.50       32.31       1,480       1.68       1.55       0.49       81  

R4

    14.27       0.13       4.47       4.60       (0.23           (0.23     18.64       32.62       7,271       1.32       1.25       0.78       81  

R5

    14.36       0.18       4.50       4.68       (0.28           (0.28     18.76       33.06       1,909       1.02       0.95       1.08       81  

Y

    14.41       0.19       4.50       4.69       (0.28           (0.28     18.82       33.06       1,149       0.91       0.90       1.17       81  
Hartford Small Cap Core Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   14.13     $   0.05     $   0.08     $   0.13     $   (0.02   $   (0.60   $   (0.62   $   13.64       0.93 %(4)    $   50,553       1.36 %(5)      1.30 %(5)      0.71 %(5)      36

C

    12.91             0.07       0.07             (0.60     (0.60     12.38       0.52 (4)      10,230       2.13 (5)      2.05 (5)      (0.04 )(5)      36  

I

    14.15       0.07       0.09       0.16       (0.06     (0.60     (0.66     13.65       1.10 (4)      3,147       1.01 (5)      0.96 (5)      1.04 (5)      36  

R3

    14.50       0.05       0.07       0.12             (0.60     (0.60     14.02       0.82 (4)      501       1.61 (5)      1.46 (5)      0.66 (5)      36  

R4

    14.61       0.06       0.09       0.15       (0.01     (0.60     (0.61     14.15       1.00 (4)      85       1.31 (5)      1.20 (5)      0.81 (5)      36  

R5

    14.63       0.08       0.08       0.16       (0.07     (0.60     (0.67     14.12       1.11 (4)      36       1.01 (5)      0.90 (5)      1.15 (5)      36  

R6(17)

    13.99       0.03       0.09       0.12                         14.11       0.86 (4)      10       0.91 (5)      0.85 (5)      1.23 (5)      36  

Y

    14.66       0.08       0.09       0.17       (0.12     (0.60     (0.72     14.11       1.14 (4)      634       0.95 (5)      0.85 (5)      1.14 (5)      36  

F

    14.16       0.08       0.08       0.16       (0.08     (0.60     (0.68     13.64       1.12 (4)      49,398       0.89 (5)      0.85 (5)      1.20 (5)      36  

For the Year Ended October 31, 2017

 

A

  $   11.56     $   0.04     $   2.63     $   2.67     $   (0.10   $   —     $   (0.10   $   14.13       23.19   $   53,057       1.28     1.27     0.32     83

C

    10.58       (0.05     2.40       2.35       (0.02           (0.02     12.91       22.24       11,081       2.03       2.01       (0.41     83  

I

    11.58       0.08       2.63       2.71       (0.14           (0.14     14.15       23.53       3,225       1.01       1.00       0.60       83  

R3

    11.87       0.01       2.69       2.70       (0.07           (0.07     14.50       22.79       723       1.63       1.50       0.09       83  

R4

    11.94       0.05       2.70       2.75       (0.08           (0.08     14.61       23.11       113       1.36       1.20       0.36       83  

R5

    11.96       0.10       2.71       2.81       (0.14           (0.14     14.63       23.63       44       1.01       0.90       0.74       83  

Y

    12.00       0.11       2.71       2.82       (0.16           (0.16     14.66       23.58       1,242       0.86       0.85       0.78       83  

F(7)

    13.22       0.05       0.89       0.94                         14.16       7.11 (4)      86,675       0.88 (5)      0.85 (5)      0.52 (5)      83  

 

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

 

 

  116  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford Small Cap Core Fund – (continued)  

For the Year Ended October 31, 2016

 

A

  $   12.35     $   0.10     $   (0.15 )(20)    $   (0.05   $   (0.02   $   (0.72   $   (0.74   $   11.56       (0.22 )%    $   46,270       1.35     1.31 %(21)      0.85     94

B

    11.58       0.01       (0.14 )(20)      (0.13           (0.72     (0.72     10.73       (0.93     798       2.25       2.06 (21)      0.10       94  

C

    11.43       0.01       (0.14 )(20)      (0.13           (0.72     (0.72     10.58       (0.94     10,410       2.08       2.06 (21)      0.11       94  

I

    12.38       0.13       (0.15 )(20)      (0.02     (0.06     (0.72     (0.78     11.58       0.05       2,582       1.01       1.00 (21)      1.17       94  

R3

    12.67       0.08       (0.16 )(20)      (0.08           (0.72     (0.72     11.87       (0.43     734       1.61       1.51 (21)      0.65       94  

R4

    12.72       0.11       (0.15 )(20)      (0.04     (0.02     (0.72     (0.74     11.94       (0.09     267       1.30       1.21 (21)      0.96       94  

R5

    12.78       0.13       (0.14 )(20)      (0.01     (0.09     (0.72     (0.81     11.96       0.16       44       1.00       0.91 (21)      1.08       94  

Y

    12.77       0.16       (0.15 )(20)      0.01       (0.06     (0.72     (0.78     12.00       0.31       110,028       0.88       0.86 (21)      1.36       94  

For the Year Ended October 31, 2015

 

A

  $   13.89     $   0.11     $   (0.28   $   (0.17   $   (0.08   $   (1.29   $   (1.37   $   12.35       (1.17 )%    $   51,249       1.40     1.29     0.85     112

B

    13.12       0.01       (0.26     (0.25           (1.29     (1.29     11.58       (1.92     1,792       2.28       2.05       0.12       112  

C

    12.96       0.01       (0.25     (0.24           (1.29     (1.29     11.43       (1.86     12,905       2.14       2.04       0.10       112  

I(11)

    13.40       0.08       (1.10     (1.02                       12.38       (7.61 )(4)      2,429       1.12 (5)      0.99 (5)      1.01 (5)      112  

R3

    14.21       0.09       (0.28     (0.19     (0.06     (1.29     (1.35     12.67       (1.29     830       1.70       1.50       0.64       112  

R4

    14.26       0.13       (0.27     (0.14     (0.11     (1.29     (1.40     12.72       (0.97     608       1.37       1.20       0.94       112  

R5

    14.32       0.17       (0.29     (0.12     (0.13     (1.29     (1.42     12.78       (0.75     218       1.06       0.90       1.23       112  

Y

    14.31       0.16       (0.27     (0.11     (0.14     (1.29     (1.43     12.77       (0.71     1,312       0.96       0.85       1.23       112  

For the Year Ended October 31, 2014

 

A

  $   14.77     $   0.10     $   1.11     $   1.21     $   (0.14   $   (1.95   $   (2.09   $   13.89       9.22   $   54,722       1.41     1.30     0.75     116

B

    14.06             1.05       1.05       (0.04     (1.95     (1.99     13.12       8.39       3,119       2.32       2.05       0.01       116  

C

    13.94             1.03       1.03       (0.06     (1.95     (2.01     12.96       8.39       13,603       2.16       2.05             116  

R3

    15.10       0.07       1.14       1.21       (0.15     (1.95     (2.10     14.21       8.99       587       1.70       1.50       0.53       116  

R4

    15.10       0.11       1.14       1.25       (0.14     (1.95     (2.09     14.26       9.31       516       1.37       1.20       0.81       116  

R5

    15.16       0.16       1.14       1.30       (0.19     (1.95     (2.14     14.32       9.62       204       1.05       0.90       1.14       116  

Y

    15.14       0.17       1.14       1.31       (0.19     (1.95     (2.14     14.31       9.75       247       0.96       0.85       1.20       116  

For the Year Ended October 31, 2013

 

A

  $   11.21     $   0.19     $   3.50     $   3.69     $   (0.13   $   —     $   (0.13   $   14.77       33.23   $   51,393       1.43     1.30     1.48     140

B

    10.68       0.09       3.34       3.43       (0.05           (0.05     14.06       32.21       4,337       2.35       2.05       0.77       140  

C

    10.60       0.09       3.30       3.39       (0.05           (0.05     13.94       32.12       12,315       2.18       2.05       0.73       140  

R3

    11.47       0.14       3.61       3.75       (0.12           (0.12     15.10       32.93       598       1.68       1.50       1.05       140  

R4

    11.48       0.23       3.55       3.78       (0.16           (0.16     15.10       33.25       172       1.34       1.20       1.75       140  

R5

    11.51       0.25       3.58       3.83       (0.18           (0.18     15.16       33.71       169       1.04       0.90       1.87       140  

Y

    11.51       0.29       3.53       3.82       (0.19           (0.19     15.14       33.59       224       0.93       0.85       2.33       140  
The Hartford Small Cap Growth Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   57.24     $   (0.12   $   2.26     $   2.14     $   —     $   (2.74   $   (2.74   $   56.64       3.84 %(4)    $   210,831       1.22 %(5)      1.22 %(5)      (0.42 )%(5)      26

C

    44.29       (0.24     1.73       1.49             (2.74     (2.74     43.04       3.49 (4)      34,327       1.89 (5)      1.89 (5)      (1.09 )(5)      26  

I

    58.97       (0.01     2.33       2.32             (2.74     (2.74     58.55       4.04 (4)      363,668       0.82 (5)      0.82 (5)      (0.03 )(5)      26  

R3

    56.89       (0.19     2.24       2.05             (2.74     (2.74     56.20       3.70 (4)      14,586       1.47 (5)      1.46 (5)      (0.67 )(5)      26  

R4

    58.98       (0.10     2.32       2.22             (2.74     (2.74     58.46       3.87 (4)      75,939       1.15 (5)      1.15 (5)      (0.36 )(5)      26  

R5

    61.26       (0.02     2.42       2.40             (2.74     (2.74     60.92       4.02 (4)      112,134       0.85 (5)      0.85 (5)      (0.05 )(5)      26  

R6

    61.87       0.01       2.45       2.46             (2.74     (2.74     61.59       4.08 (4)      28,464       0.75 (5)      0.75 (5)      0.04 (5)      26  

Y

    61.93             2.45       2.45             (2.74     (2.74     61.64       4.06 (4)      366,320       0.78 (5)      0.78 (5)      0.02 (5)      26  

F

    59.06       0.01       2.33       2.34             (2.74     (2.74     58.66       4.07 (4)      48,735       0.75 (5)      0.75 (5)      0.05 (5)      26  

 

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

 

 

  117  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Small Cap Growth Fund – (continued)  

For the Year Ended October 31, 2017

 

A

  $   44.55     $   (0.25   $   13.25     $   13.00     $   —     $   (0.31   $   (0.31   $   57.24       29.28   $   215,743       1.17     1.16     (0.48 )%      56

C

    34.78       (0.48     10.30       9.82             (0.31     (0.31     44.29       28.36       36,531       1.89       1.88       (1.19     56  

I

    45.79       (0.18     13.67       13.49             (0.31     (0.31     58.97       29.56       429,401       1.03       0.95       (0.33     56  

R3

    44.42       (0.41     13.19       12.78             (0.31     (0.31     56.89       28.87       14,427       1.48       1.48       (0.79     56  

R4

    45.90       (0.26     13.65       13.39             (0.31     (0.31     58.98       29.27       76,315       1.16       1.16       (0.48     56  

R5

    47.52       (0.10     14.15       14.05             (0.31     (0.31     61.26       29.67       118,794       0.86       0.86       (0.17     56  

R6

    47.94       (0.06     14.30       14.24             (0.31     (0.31     61.87       29.80       10,596       0.76       0.76       (0.11     56  

Y

    48.00       (0.05     14.29       14.24             (0.31     (0.31     61.93       29.76       370,006       0.78       0.78       (0.09     56  

F(7)

    52.62       (0.09     6.53       6.44                         59.06       12.24 (4)      47,409       0.75 (5)      0.75 (5)      (0.24 )(5)      56  

For the Year Ended October 31, 2016

 

A

  $   48.56     $   (0.19   $   0.11 (20)    $   (0.08   $   —     $   (3.93   $   (3.93   $   44.55       0.02   $   197,738       1.25     1.25     (0.44 )%      45

B

    39.35       (0.43     0.05 (20)      (0.38           (3.93     (3.93     35.04       (0.84     606       2.35       2.09       (1.23     45  

C

    39.03       (0.39     0.07 (20)      (0.32           (3.93     (3.93     34.78       (0.65     37,807       1.94       1.94       (1.13     45  

I

    49.68       (0.07     0.11 (20)      0.04             (3.93     (3.93     45.79       0.28       137,606       0.99       0.99       (0.16     45  

R3

    48.54       (0.30     0.11 (20)      (0.19           (3.93     (3.93     44.42       (0.24     12,708       1.51       1.51       (0.70     45  

R4

    49.87       (0.18     0.14 (20)      (0.04           (3.93     (3.93     45.90       0.09       66,273       1.19       1.19       (0.39     45  

R5

    51.35       (0.04     0.14 (20)      0.10             (3.93     (3.93     47.52       0.40       102,166       0.89       0.89       (0.09     45  

R6

    51.73       (0.04     0.18 (20)      0.14             (3.93     (3.93     47.94       0.46       4,072       0.79       0.79       (0.09     45  

Y

    51.78       0.01       0.14 (20)      0.15             (3.93     (3.93     48.00       0.50       290,401       0.79       0.79       0.01       45  

For the Year Ended October 31, 2015

 

A

  $   48.63     $   (0.20   $   2.25     $   2.05     $   —     $   (2.12   $   (2.12   $   48.56       4.37   $   243,999       1.21     1.21     (0.40 )%      70

B

    40.12       (0.48     1.83       1.35             (2.12     (2.12     39.35       3.54       1,500       2.20       2.03       (1.18     70  

C

    39.77       (0.45     1.83       1.38             (2.12     (2.12     39.03       3.62       49,549       1.91       1.91       (1.11     70  

I

    49.55       (0.06     2.31       2.25             (2.12     (2.12     49.68       4.70       209,184       0.92       0.92       (0.13     70  

R3

    48.74       (0.36     2.28       1.92             (2.12     (2.12     48.54       4.10       16,184       1.48       1.48       (0.70     70  

R4

    49.86       (0.20     2.33       2.13             (2.12     (2.12     49.87       4.44       74,037       1.17       1.17       (0.38     70  

R5

    51.13       (0.05     2.39       2.34             (2.12     (2.12     51.35       4.74       115,719       0.87       0.87       (0.10     70  

R6(9)

    51.80       (0.02     2.07       2.05             (2.12     (2.12     51.73       4.13 (4)      14       0.87 (5)      0.87 (5)      (0.05 )(5)      70  

Y

    51.49       0.01       2.40       2.41             (2.12     (2.12     51.78       4.84       314,145       0.77       0.77       0.02       70  

For the Year Ended October 31, 2014

 

A

  $   47.96     $   (0.26   $   4.36     $   4.10     $   —     $   (3.43   $   (3.43   $   48.63       9.02   $   239,697       1.28     1.28     (0.55 )%      61

B

    40.45       (0.54     3.64       3.10             (3.43     (3.43     40.12       8.16       2,695       2.26       2.11       (1.36     61  

C

    40.08       (0.49     3.61       3.12             (3.43     (3.43     39.77       8.30       44,184       1.97       1.97       (1.24     61  

I

    48.67       (0.12     4.43       4.31             (3.43     (3.43     49.55       9.34       114,450       0.97       0.97       (0.25     61  

R3

    48.17       (0.38     4.38       4.00             (3.43     (3.43     48.74       8.76       8,744       1.53       1.53       (0.81     61  

R4

    49.06       (0.25     4.48       4.23             (3.43     (3.43     49.86       9.09       47,028       1.22       1.22       (0.52     61  

R5

    50.07       (0.11     4.60       4.49             (3.43     (3.43     51.13       9.45       39,856       0.91       0.91       (0.22     61  

Y

    50.36       (0.05     4.61       4.56             (3.43     (3.43     51.49       9.54       213,384       0.81       0.81       (0.10     61  

 

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

 

 

  118  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Small Cap Growth Fund – (continued)  

For the Year Ended October 31, 2013

 

A

  $   34.72     $   (0.15   $   13.39     $   13.24     $   —     $   —     $   —     $   47.96       38.13   $   226,795       1.40     1.40     (0.37 )%      90

B

    29.50       (0.36     11.31       10.95                         40.45       37.12       4,552       2.40       2.15       (1.05     90  

C

    29.21       (0.40     11.27       10.87                         40.08       37.21       33,255       2.08       2.08       (1.13     90  

I

    35.10       (0.05     13.62       13.57                         48.67       38.66       71,601       1.04       1.04       (0.13     90  

R3

    34.93       (0.26     13.50       13.24                         48.17       37.90       8,280       1.59       1.59       (0.62     90  

R4

    35.47       (0.19     13.78       13.59                         49.06       38.31       17,412       1.27       1.27       (0.44     90  

R5

    36.10       (0.10     14.07       13.97                         50.07       38.70       3,579       0.97       0.97       (0.22     90  

Y

    36.27       0.03       14.06       14.09                         50.36       38.85       121,003       0.87       0.87       0.07       90  
The Hartford Small Company Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   20.34     $   (0.09   $   1.51     $   1.42     $   —     $   —     $   —     $   21.76       7.03 %(4)    $   259,180       1.36 %(5)      1.34 %(5)      (0.80 )%(5)      45

C

    14.87       (0.12     1.10       0.98                         15.85       6.59 (4)      25,823       2.13 (5)      2.11 (5)      (1.57 )(5)      45  

I

    21.27       (0.06     1.57       1.51                         22.78       7.15 (4)      28,526       1.08 (5)      1.07 (5)      (0.52 )(5)      45  

R3

    21.98       (0.12     1.64       1.52                         23.50       6.92 (4)      18,121       1.63 (5)      1.55 (5)      (1.01 )(5)      45  

R4

    23.14       (0.09     1.72       1.63                         24.77       7.09 (4)      19,722       1.32 (5)      1.25 (5)      (0.71 )(5)      45  

R5

    24.21       (0.05     1.80       1.75                         25.96       7.23 (4)      2,534       1.03 (5)      0.95 (5)      (0.43 )(5)      45  

R6

    24.64       (0.04     1.83       1.79                         26.43       7.26 (4)      57       0.92 (5)      0.90 (5)      (0.33 )(5)      45  

Y

    24.64       (0.05     1.83       1.78                         26.42       7.27 (4)      34,795       0.92 (5)      0.90 (5)      (0.36 )(5)      45  

F

    21.30       (0.04     1.58       1.54                         22.84       7.28 (4)      106,861       0.91 (5)      0.90 (5)      (0.36 )(5)      45  

For the Year Ended October 31, 2017

 

A

  $   15.74     $   (0.12   $   4.72     $   4.60     $   —     $   —     $   —     $   20.34       29.16   $   252,187       1.39     1.37     (0.64 )%      109

C

    11.60       (0.19     3.46       3.27                         14.87       28.19       26,529       2.12       2.10       (1.40     109  

I

    16.43       (0.10     4.94       4.84                         21.27       29.40       28,052       1.49       1.15       (0.51     109  

R3

    17.05       (0.17     5.10       4.93                         21.98       28.91       23,932       1.63       1.55       (0.84     109  

R4

    17.89       (0.11     5.36       5.25                         23.14       29.29       23,080       1.32       1.25       (0.53     109  

R5

    18.67       (0.04     5.58       5.54                         24.21       29.67       3,263       1.06       0.95       (0.20     109  

R6

    18.99       (0.09     5.74       5.65                         24.64       29.75       78       1.07       0.90       (0.38     109  

Y

    18.99       (0.02     5.67       5.65                         24.64       29.70       33,040       0.94       0.90       (0.08     109  

F(7)

    18.76       (0.05     2.59       2.54                         21.30       13.49 (4)      81,831       0.92 (5)      0.90 (5)      (0.38 )(5)      109  

For the Year Ended October 31, 2016

 

A

  $   19.36     $   (0.14   $   (0.90   $   (1.04   $   —     $   (2.58   $   (2.58   $   15.74       (5.73 )%    $   262,618       1.45     1.43 %(22)      (0.87 )%      81

B

    15.08       (0.19     (0.69     (0.88           (2.58     (2.58     11.62       (6.40     862       2.46       2.17 (22)      (1.59     81  

C

    15.06       (0.19     (0.69     (0.88           (2.58     (2.58     11.60       (6.41     25,586       2.14       2.14 (22)      (1.58     81  

I

    20.04       (0.10     (0.93     (1.03           (2.58     (2.58     16.43       (5.45     41,881       1.24       1.18 (22)      (0.61     81  

R3

    20.77       (0.18     (0.96     (1.14           (2.58     (2.58     17.05       (5.83     29,662       1.62       1.58 (22)      (1.02     81  

R4

    21.61       (0.13     (1.01     (1.14           (2.58     (2.58     17.89       (5.58     27,834       1.31       1.28 (22)      (0.71     81  

R5

    22.37       (0.07     (1.05     (1.12           (2.58     (2.58     18.67       (5.27     5,283       1.00       0.97 (22)      (0.37     81  

R6

    22.69       (0.06     (1.06     (1.12           (2.58     (2.58     18.99       (5.18     9       0.90       0.90 (22)      (0.34     81  

Y

    22.69       (0.06     (1.06     (1.12           (2.58     (2.58     18.99       (5.18     98,620       0.90       0.90 (22)      (0.33     81  

 

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

 

 

  119  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Small Company Fund – (continued)  

For the Year Ended October 31, 2015

 

A

  $   24.83     $   (0.17   $   (1.21   $   (1.38   $   —     $   (4.09   $   (4.09   $   19.36       (6.22 )%    $   327,509       1.34     1.34     (0.77 )%      96 %  

B

    20.40       (0.27     (0.96     (1.23           (4.09     (4.09     15.08       (6.98     2,531       2.30       2.13       (1.56     96  

C

    20.36       (0.25     (0.96     (1.21           (4.09     (4.09     15.06       (6.87     35,455       2.04       2.04       (1.47     96  

I

    25.51       (0.12     (1.26     (1.38           (4.09     (4.09     20.04       (6.03     69,569       1.11       1.11       (0.55     96  

R3

    26.39       (0.23     (1.30     (1.53           (4.09     (4.09     20.77       (6.46     35,865       1.54       1.54       (0.98     96  

R4

    27.21       (0.17     (1.34     (1.51           (4.09     (4.09     21.61       (6.15     41,922       1.24       1.24       (0.68     96  

R5

    27.95       (0.09     (1.40     (1.49           (4.09     (4.09     22.37       (5.88     30,053       0.97       0.95       (0.35     96  

R6(9)

    28.20       (0.08     (1.34     (1.42           (4.09     (4.09     22.69       (5.56 )(4)      9       0.91 (5)      0.90 (5)      (0.32 )(5)      96  

Y

    28.27       (0.07     (1.42     (1.49           (4.09     (4.09     22.69       (5.80     279,594       0.85       0.85       (0.28     96  

For the Year Ended October 31, 2014

 

A

  $   24.58     $   (0.24   $   3.26     $   3.02     $   —     $   (2.77   $   (2.77   $   24.83       13.49   $   355,056       1.34     1.34     (1.01 )%      92 %  

B

    20.82       (0.36     2.71       2.35             (2.77     (2.77     20.40       12.61       4,730       2.29       2.15       (1.80     92  

C

    20.77       (0.34     2.70       2.36             (2.77     (2.77     20.36       12.70       38,351       2.05       2.05       (1.71     92  

I

    25.12       (0.19     3.35       3.16             (2.77     (2.77     25.51       13.78       60,425       1.10       1.10       (0.77     92  

R3

    26.00       (0.31     3.47       3.16             (2.77     (2.77     26.39       13.27       60,124       1.55       1.55       (1.21     92  

R4

    26.65       (0.24     3.57       3.33             (2.77     (2.77     27.21       13.62       66,353       1.25       1.25       (0.91     92  

R5

    27.23       (0.16     3.65       3.49             (2.77     (2.77     27.95       13.95       7,585       0.97       0.95       (0.61     92  

Y

    27.48       (0.14     3.70       3.56             (2.77     (2.77     28.27       14.08       337,933       0.85       0.85       (0.51     92  

For the Year Ended October 31, 2013

 

A

  $   19.52     $   (0.16   $   6.56     $   6.40     $   —     $   (1.34   $   (1.34   $   24.58       35.44   $   320,630       1.39     1.39     (0.73 )%      106 %  

B

    16.87       (0.27     5.56       5.29             (1.34     (1.34     20.82       34.34       6,062       2.35       2.15       (1.47     106  

C

    16.82       (0.26     5.55       5.29             (1.34     (1.34     20.77       34.45       38,428       2.09       2.09       (1.43     106  

I

    19.87       (0.11     6.70       6.59             (1.34     (1.34     25.12       35.79       38,749       1.14       1.14       (0.52     106  

R3

    20.61       (0.20     6.93       6.73             (1.34     (1.34     26.00       35.15       57,652       1.56       1.55       (0.88     106  

R4

    21.03       (0.14     7.10       6.96             (1.34     (1.34     26.65       35.56       67,467       1.26       1.25       (0.59     106  

R5

    21.39       (0.06     7.24       7.18             (1.34     (1.34     27.23       36.02       8,321       0.99       0.95       (0.25     106  

Y

    21.56       (0.05     7.31       7.26             (1.34     (1.34     27.48       36.12       320,003       0.86       0.86       (0.20     106  

 

(1)  Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.
(2)  Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.
(3)  Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).
(4)  Not annualized.
(5)  Annualized.
(6)  Includes interest expense representing less than 0.005%.
(7)  Commenced operations on February 28, 2017.
(8)  Excluding the expenses not subject to cap, the ratios would have been 1.09%, 1.98%, 1.81%, 0.79%, 1.40%, 1.10%, 0.80%, 0.70% and 0.70% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.
(9)  Commenced operations on November 7, 2014.
(10)  Excluding the expenses not subject to cap, the ratios would have been 0.79%, 1.54%, 1.54%, 0.54%, 1.09%, 0.79%, 0.49%, 0.42% and 0.42% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.
(11)  Commenced operations on March 31, 2015.
(12)  Excluding the expenses not subject to cap, the ratios would have been 1.02%, 1.95%, 1.76%, 0.82%, 1.35%, 1.05%, 0.75%, 0.65% and 0.65% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.
(13)  Excluding the expenses not subject to cap, the ratios would have been 1.12%, 2.04%, 1.87%, 0.91%, 1.45%, 1.15%, 0.85%, 0.75% and 0.76% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

 

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

 

 

  120  

 


Hartford Domestic Equity Funds

Financial Highlights – (continued)

 

 

 

(14)  During the year ended October 31, 2014, the Fund incurred $415.5 million in sales of securities held associated with the transition of assets from The Hartford Growth Fund, which merged into the Fund on April 7, 2014. These sales are excluded from the portfolio turnover rate calculation.
(15)  During the year ended October 31, 2013, the Fund incurred $2.8 million in sales of securities held associated with the transition of assets from The Hartford Fundamental Growth Fund, which merged into the Fund on February 22, 2013. These sales are excluded from the portfolio turnover rate calculation.
(16)  Excluding the expenses not subject to cap, the ratios would have been 1.28%, 2.10%, 2.00%, 1.04%, 1.54%, 1.23%, 0.93% and 0.83% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(17)  Commenced operations on February 28, 2018.
(18)  Excluding the expenses not subject to cap, the ratios would have been 1.23%, 2.09%, 1.95%, 0.90%, 1.52%, 1.20%, 0.90% and 0.79% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(19)  During the year ended October 31, 2014, the Fund incurred $121.7 million in sales of securities held associated with the transition of assets from The Hartford Value Fund, which merged into the Fund on April 7, 2014. These sales are excluded from the portfolio turnover rate calculation.
(20)  Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the Fund and the amount and timing of per-share net realized and unrealized gain (loss) on such shares.
(21)  Excluding the expenses not subject to cap, the ratios would have been 1.30%, 2.05%, 2.05%, 0.99%, 1.50%, 1.20%, 0.90% and 0.85% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(22)  Excluding the expenses not subject to cap, the ratios would have been 1.40%, 2.15%, 2.11%, 1.15%, 1.55%, 1.25%, 0.95%, 0.88% and 0.88% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

 

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

 

 

  121  

 


Hartford Domestic Equity Funds

Notes to Financial Statements

April 30, 2018 (Unaudited)

 

 

 

1. Organization:

The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. (each, a “Company” and collectively, the “Companies”) are each an open-end registered management investment company comprised of forty-three and thirteen series, respectively, as of April 30, 2018. Financial statements for the series of each Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.

The Hartford Mutual Funds, Inc.:

The Hartford Capital Appreciation Fund (the “Capital Appreciation Fund”)

Hartford Core Equity Fund (the “Core Equity Fund”)

The Hartford Dividend and Growth Fund (the “Dividend and Growth Fund”)

The Hartford Equity Income Fund (the “Equity Income Fund”)

The Hartford Healthcare Fund (the “Healthcare Fund”)

The Hartford MidCap Fund (the “MidCap Fund”)

The Hartford MidCap Value Fund (the “MidCap Value Fund”)

Hartford Small Cap Core Fund (the “Small Cap Core Fund”)

The Hartford Small Company Fund (the “Small Company Fund”)

The Hartford Mutual Funds II, Inc.:

The Hartford Growth Opportunities Fund (the “Growth Opportunities Fund”)

Hartford Quality Value Fund (the “Quality Value Fund”) (formerly, The Hartford Value Opportunities Fund)

The Hartford Small Cap Growth Fund (the “Small Cap Growth Fund”)

The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. Each Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund is a diversified open-end management investment company. Each Fund applies specialized accounting and reporting standards under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies”.

Each Fund has registered for sale Class A, Class T, Class C, Class I, Class R3, Class R4, Class R5, Class Y and Class F shares. As of April 30, 2018, Class T shares have not commenced operations. Each Fund, except the Healthcare Fund and the MidCap Value Fund, has registered for sale Class R6 shares. Class A shares are sold with a front-end sales charge of up to 5.50%. Class T shares of each Fund have a front-end sales charge of up to 2.50%. Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Classes I, R3, R4, R5, R6, Y and F shares are sold without a sales charge. The Small Cap Growth Fund is closed to new investors until further notice, subject to certain exceptions. For more information please see the Fund’s prospectus.

 

2. Significant Accounting Policies:

The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

 

  a) Determination of Net Asset Value – The net asset value (“NAV”) of each class of each Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”). Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.

 

  b)

Investment Valuation and Fair Value MeasurementsFor purposes of calculating the NAV of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of last reported trade prices or official close price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers, or independent pricing services. If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith

 

 

  122  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

  under policies and procedures established by and under the supervision of the respective Company’s Board of Directors. Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. In addition, prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the respective Company’s Board of Directors in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.

Fixed income investments (other than short-term obligations and senior floating rate interests), non-exchange-traded derivatives and centrally cleared swaps held by a Fund are normally valued on the basis of quotes obtained from brokers and dealers or independent pricing services in accordance with procedures established by the respective Company’s Board of Directors. Prices obtained from independent pricing services use information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Senior floating rate interests generally trade in over-the-counter (“OTC”) markets and are priced through an independent pricing service utilizing independent market quotations from loan dealers or financial institutions. Generally, a Fund may use fair valuation in regard to fixed income positions when the Fund holds defaulted or distressed investments or investments in a company in which a reorganization is pending. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

Exchange-traded options, futures and options on futures are valued at the settlement price or last trade price determined by the relevant exchange as of the NYSE Close. If a last trade price is not available, the value will be the mean of the bid and ask prices as of the NYSE Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the bid price as of the NYSE Close. In the case of options privately negotiated in the over-the-counter market (“OTC options”) and such instruments that do not trade on an exchange, values may be supplied by a pricing service using a formula or other objective method that may take into consideration the style, direction, expiration, strike price, notional value and volatility or other special adjustments.

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

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

Investments in open-end mutual funds are valued at the respective NAV of each open-end mutual fund on the Valuation Date. Such open-end mutual funds may use fair value pricing as disclosed in their prospectuses.

Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with procedures established by the respective Company’s Board of Directors.

U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s

 

 

  123  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:

 

    Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange-traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange-traded funds, rights and warrants.
    Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange-traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.
    Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.

The Board of Directors of each Company generally reviews and approves the “Procedures for Valuation of Portfolio Investments” at least once a year. These procedures define how investments are to be valued, including the formation and activities of a Valuation Committee. The Valuation Committee is responsible for determining in good faith the fair value of investments when the value cannot be obtained from primary pricing services or alternative sources or if the valuation of an investment as provided by the primary pricing service or alternative source is believed not to reflect the investment’s fair value as of the Valuation Date. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser, as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of each Company’s Board of Directors. The Audit Committee receives quarterly written reports which include details of all fair-valued investments, including the reason for the fair valuation, and an indication, when possible, of the accuracy of the valuation by disclosing the next available reliable public price quotation or the disposition price of such investments (the “lookback” test). The Board of Directors of each Company then must consider for ratification all of the fair value determinations made during the previous quarter.

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

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

Hartford Capital Appreciation Fund Level 3 Holdings on April 30, 2018

Quantitative Information about Level 3 Fair Value Measurements:

 

Security Type / Valuation Technique*

    

Unobservable Input

     Input Value(s)
Range
       Fair Value at
April 30, 2018
 

Common Stock

              

Model

    

Price/Earnings

       17.9x        $ 630,742  

Model

    

EV/Revenue

       2.71x          7,520,573  

Model

    

EV/EBITDA

       10.6x          17,382,151  

Cost

    

Trade Price

       $0.00 to $2478.61          57,997,505  

Preferred Stock

              

Model

    

EV/Revenue

       2.1x to 5.4x          30,745,616  

Cost

    

Trade Price

       $2.62 to $105.00          80,944,534  

Convertible Preferred Stock

              

Cost

    

Trade Price

       $8.27 to $51.81          72,041,316  
              

 

 

 

Total

               $     267,262,437  
              

 

 

 

 

 

  124  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

  * The Valuation Committee may consider applying appropriate valuation methodologies, which may include, but are not limited to: valuation through use of a “proxy” investment or index, discount from market value of a similar freely traded investment, a discount or premium which may consider market or regulatory sentiment (or other subjective determinations, inputs or factors not otherwise quantifiable), and any other appropriate method.

The Hartford Growth Opportunities Fund Level 3 Holdings on April 30, 2018

Quantitative Information about Level 3 Fair Value Measurements:

 

Security Type / Valuation Technique*

    

Unobservable Input

     Input Value(s)
Range
       Fair Value at
April 30, 2018
 

Common Stock

              

Model

    

Price/Earnings

       17.9x        $ 8,706,166  

Model

    

EV/Revenue

       2.71x          6,461,475  

Model

    

EV/EBITDA

       10.6x          9,428,374  

Cost

    

Trade Price

       $0.00 to $17.68          56,948,602  

Preferred Stock

              

Model

    

EV/Revenue

       2.1x to 5.4x          31,461,741  

Cost

    

Trade Price

       $7.18 to $51.81          114,792,899  

Convertible Preferred Stock

              

Cost

    

Trade Price

       $30.52          51,852,812  
              

 

 

 

Total

               $     279,652,069  
              

 

 

 

 

  * The Valuation Committee may consider applying appropriate valuation methodologies, which may include, but are not limited to: valuation through use of a “proxy” investment or index, discount from market value of a similar freely traded investment, a discount or premium which may consider market or regulatory sentiment (or other subjective determinations, inputs or factors not otherwise quantifiable), and any other appropriate method.

The Hartford Small Company Fund Level 3 Holdings on April 30, 2018

Quantitative Information about Level 3 Fair Value Measurements:

 

Security Type / Valuation Technique*

    

Unobservable Input

     Input Value(s)
Range
       Fair Value at
April 30, 2018
 

Common Stock

              

Model

    

EV/EBITDA

       5.6x to 10.6x        $ 1,854,956  

Model

    

EV/Revenue

       2.7x          771,778  

Cost

    

Trade Price

       $4.02 to $17.52          6,158,260  

Preferred Stock

              

Model

    

EV/Estimated Revenue

       2.1x          2,610,835  

Cost

    

Trade Price

       $2.01 to $35.37          1,866,561  
              

 

 

 

Total

               $     13,262,390  
              

 

 

 

 

  * The Valuation Committee may consider applying appropriate valuation methodologies, which may include, but are not limited to: valuation through use of a “proxy” investment or index, discount from market value of a similar freely traded investment, a discount or premium which may consider market or regulatory sentiment (or other subjective determinations, inputs or factors not otherwise quantifiable), and any other appropriate method.

 

  c) Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost.

Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts, inflation adjustments and additional principal received in-kind in lieu of cash, is accrued on a daily basis.

 

  d) Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. A Fund may also be subject to taxes withheld on foreign dividends from securities in which the Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net realized gain on investments in these securities, if applicable.

 

 

 

  125  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

  e) Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.

A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.

Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.

 

  f) Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements.

 

  g) Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund’s net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class of the Fund. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund.

Orders for the purchase of a Fund’s shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV.

Dividends are declared pursuant to a policy adopted by the respective Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of each Fund, except Dividend and Growth Fund and Equity Income Fund, is to pay dividends from net investment income and realized gains, if any, at least once a year. The policy of Dividend and Growth Fund and Equity Income Fund is to pay dividends from net investment income, if any, quarterly and realized gains, if any, at least once a year.

Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).

 

3. Securities and Other Investments:

 

  a) Illiquid and Restricted Investments – Each Fund is permitted to invest up to 15% of its net assets in illiquid investments. Illiquid investments are those that may not be sold or disposed of in the ordinary course of business within seven days, at approximately the price used to determine a Fund’s NAV. A Fund may not be able to sell illiquid investments when its sub-adviser considers it desirable to do so or may have to sell such investments at a price that is lower than the price that could be obtained if the investments were more liquid. A sale of illiquid investments may require more time and may result in higher dealer discounts and other selling expenses than does the sale of those that are liquid. Illiquid investments also may be more difficult to value due to the unavailability of reliable market quotations for such investments, and an investment in them may have an adverse impact on a Fund’s NAV. Each Fund may also purchase certain investments that can only be resold to certain qualified investors and may be determined to be liquid pursuant to policies and guidelines established by the respective Company’s Board of Directors. See each Fund’s Schedule of Investments, if applicable, for illiquid or restricted investments as of April 30, 2018.

 

 

  126  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

4. Financial Derivative Instruments:

The following disclosures contain information on how and why a Fund may use derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.

 

  a) Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.

Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.

During the six-month period ended April 30, 2018, Quality Value Fund had used Foreign Currency Contracts.

 

  b) Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund may use futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.

During the six-month period ended April 30, 2018, Small Cap Core Fund had used Futures Contracts.

 

  c) Additional Derivative Instrument Information:

Quality Value Fund

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

Net realized gain (loss) on foreign currency contracts

   $     —      $     150,252     $     —      $     —      $     —      $     —      $     150,252  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ 150,252     $      $      $      $      $ 150,252  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of foreign currency contracts

   $      $ (134,557   $      $      $      $      $ (134,557
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ (134,557   $      $      $      $      $ (134,557
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  127  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Quality Value Fund – (continued)

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Foreign Currency Contracts Purchased at Contract Amount

   $ 4,546,332  

Foreign Currency Contracts Sold at Contract Amount

   $     4,696,585  

Small Cap Core Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $     —      $     —      $     —      $     8,340      $     —      $     —      $     8,340  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $      $      $ 8,340      $      $      $ 8,340  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
    Commodity
Contracts
     Other
Contracts
     Total  

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of futures contracts

   $     —      $     —      $     —      $     (8,340   $     —      $     —      $     (8,340
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $      $      $      $ (8,340   $      $      $ (8,340
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Futures Contracts Long at Number of Contracts

     25  

 

  (1)  Amount represents the cumulative appreciation (depreciation) on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statements of Assets and Liabilities.

 

  d) Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to the Fund, against any liabilities or payment obligations of the Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.

 

 

  128  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

The following table presents the Funds’ derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by the Funds as of April 30, 2018:

Small Cap Core Fund

 

Derivative Financial Instruments:

   Assets      Liabilities  

Futures contracts

   $     —      $     (8,340
  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

            (8,340
  

 

 

    

 

 

 

Derivatives not subject to a MNA

            8,340  
  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $      $  
  

 

 

    

 

 

 

 

5. Principal Risks:

A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks.

The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s Schedule of Investments.

Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage backed securities, senior floating rate interests and certain asset-backed securities. For certain asset-backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

 

 

  129  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

6. Federal Income Taxes:

 

  a) Each Fund intends to continue to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2018. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

 

  b) Capital Loss Carryforward – On December 22, 2010, the Regulated Investment Company Modernization Act of 2010 (the “Act”) was enacted, which made changes to the capital loss carryforward rules. The changes are effective for taxable years beginning after the date of enactment. Under the Act, funds are permitted to carry forward capital losses for an unlimited period. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years, which carry an expiration date. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital loss carryforwards retain their character as either short-term or long-term capital losses rather than being considered all short-term as permitted under prior regulation.

At October 31, 2017 (tax year end), each Fund’s capital loss carryforwards for U.S. federal income tax purposes were as follows:

 

Fund    Perpetual
Short-Term
Capital Loss
Carryforward
     Perpetual
Long-Term
Capital Loss
Carryforward
 

Small Company Fund

   $     7,560,274      $     —  

The Capital Appreciation Fund, Core Equity Fund, Dividend and Growth Fund, Equity Income Fund, Growth Opportunities Fund, Healthcare Fund, MidCap Fund, MidCap Value Fund, Quality Value Fund, Small Cap Core Fund and Small Cap Growth Fund had no capital loss carryforward for U.S. federal income tax purposes as of October 31, 2017.

During the year ended October 31, 2017, the Capital Appreciation Fund, Small Cap Core Fund and Small Company Fund utilized prior year capital loss carryforwards of $44,493,491, $7,724,217 and $47,373,579, respectively.

Under the current tax law, net investment losses realized after December 31 of a Fund’s fiscal year may be deferred and treated as occurring on the first business day of the following fiscal year for tax purposes, often referred to as Late-Year Ordinary Losses. At October 31, 2017, the following Funds elected to defer Late-Year Ordinary Losses: 

 

Fund

   Amount

Small Company Fund

   $    3,413,489

 

  c) Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at April 30, 2018 was substantially the same for book purposes. The net unrealized appreciation/(depreciation) on investments, which consists of gross unrealized appreciation and depreciation, is disclosed below:

 

Fund

   Tax Cost      Gross
Unrealized
Appreciation
     Gross
Unrealized
Depreciation
    Net Unrealized
Appreciation
 

Capital Appreciation Fund

   $     7,309,651,345      $     673,034,565      $     (241,164,221   $     431,870,344  

Core Equity Fund

     2,734,461,967        625,892,281        (55,602,417     570,289,864  

Dividend and Growth Fund

     6,192,963,026        2,172,310,994        (90,333,322     2,081,977,672  

Equity Income Fund

     3,410,396,519        939,488,139        (102,647,310     836,840,829  

Growth Opportunities Fund

     4,338,809,158        676,173,697        (121,159,177     555,014,520  

Healthcare Fund

     1,244,448,511        294,535,268        (109,822,620     184,712,648  

MidCap Fund

     9,182,788,356        2,672,958,015        (196,043,574     2,476,914,441  

MidCap Value Fund

     642,239,223        98,522,693        (35,432,480     63,090,213  

Quality Value Fund

     292,138,304        18,423,541        (10,098,028     8,325,513  

Small Cap Core Fund

     99,019,835        18,916,883        (4,524,004     14,392,879  

Small Cap Growth Fund

     1,067,189,243        254,745,996        (47,044,940     207,701,056  

Small Company Fund

     426,844,761        91,948,695        (13,431,207     78,517,488  

 

 

  130  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

7. Expenses:

 

  a) Investment Management Agreement – Hartford Funds Management Company, LLC (“HFMC”) serves as each Fund’s investment manager. Each Company, on behalf of its respective Funds, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund in accordance with the Fund’s investment objective and policies. Each Fund pays a fee to HFMC, a portion of which may be used to compensate Wellington Management.

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2018; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:

 

Fund

  

Management Fee Rates

Capital Appreciation Fund

  

0.8000% on first $500 million and;

  

0.7000% on next $500 million and;

  

0.6500% on next $4 billion and;

  

0.6475% on next $5 billion and;

  

0.6450% over $10 billion

Core Equity Fund

  

0.4500% on first $500 million and;

  

0.3500% on next $500 million and;

  

0.3300% on next $1.5 billion and;

  

0.3250% on next $2.5 billion and;

  

0.3225% over $5 billion

Dividend and Growth Fund

  

0.7500% on first $500 million and;

  

0.6500% on next $500 million and;

  

0.6000% on next $1.5 billion and;

  

0.5950% on next $2.5 billion and;

  

0.5900% on next $5 billion and;

  

0.5850% over $10 billion

Equity Income Fund

  

0.7500% on first $250 million and;

  

0.7000% on next $250 million and;

  

0.6500% on next $500 million and;

  

0.6000% on next $1.5 billion and;

  

0.5900% on next $2.5 billion and;

  

0.5875% over $5 billion

Growth Opportunities Fund

  

0.8000% on first $250 million and;

  

0.7000% on next $4.75 billion and;

  

0.6975% on next $5 billion and;

  

0.6950% over $10 billion

Healthcare Fund

  

0.9000% on first $500 million and;

  

0.8500% on next $500 million and;

  

0.8000% on next $4 billion and;

  

0.7975% on next $5 billion and;

  

0.7950% over $10 billion

 

 

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Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fund

  

Management Fee Rates

MidCap Fund

  

0.8500% on first $500 million and;

  

0.7500% on next $500 million and;

  

0.7000% on next $4 billion and;

  

0.6975% on next $5 billion and;

  

0.6950% over $10 billion

MidCap Value Fund

  

0.7500% on first $500 million and;

  

0.6500% on next $500 million and;

  

0.6000% on next $1.5 billion and;

  

0.5950% on next $2.5 billion and;

  

0.5900% on next $5 billion and;

  

0.5850% over $10 billion

Quality Value Fund

  

0.5500% on first $250 million and;

  

0.4500% on next $250 million and;

  

0.3500% on next $500 billion and;

  

0.3300% on next $4 billion and;

  

0.3250% on next $5 billion and;

  

0.3225% over $10 billion

Small Cap Core Fund

  

0.7500% on first $500 million and;

  

0.7000% on next $500 million and;

  

0.6500% on next $2 billion and;

  

0.6400% on next $2 billion and;

  

0.6300% on next $5 billion and;

  

0.6200% over $10 billion

Small Cap Growth Fund

  

0.9000% on first $100 million and;

  

0.8000% on next $150 million and;

  

0.7000% on next $250 million and;

  

0.6500% on next $4.5 billion and;

  

0.6300% on next $5 billion and;

  

0.6200% over $10 billion

Small Company Fund

  

0.8500% on first $250 million and;

  

0.8000% on next $250 million and;

  

0.7500% on next $500 million and;

  

0.7000% on next $500 million and;

  

0.6500% on next $3.5 billion and;

  

0.6300% on next $5 billion and;

  

0.6200% over $10 billion

Prior to November 1, 2017, the Quality Value Fund paid the following rates to HFMC for investment management services rendered:

 

Quality Value Fund

  

0.7000% on first $500 million and;

  

0.6000% on next $500 million and;

  

0.5900% on next $1.5 billion and;

  

0.5850% on next $2.5 billion and;

  

0.5800% on next $5 billion and;

  

0.5750% on over $10 billion

 

 

  132  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

  b) Accounting Services Agreement – Pursuant to the Fund Accounting Agreement between HFMC and each Company, on behalf of its respective Funds, HFMC provides accounting services to each Fund and receives monthly compensation based on each Fund’s average daily net assets at the rates set forth below. Each Fund’s accounting services fees are accrued daily and paid monthly.

 

Fund

  

Accounting Services Fee Rates

Capital Appreciation Fund

  

0.022% on first $3.5 billion and;

  

0.018% on next $3.5 billion and;

  

0.015% over $7 billion

Core Equity Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Dividend and Growth Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Equity Income Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Growth Opportunities Fund

  

0.022% on first $3.5 billion and;

  

0.018% on next $3.5 billion and;

  

0.015% over $7 billion

Healthcare Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

MidCap Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

MidCap Value Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Quality Value Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Small Cap Core Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Small Cap Growth Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Small Company Fund

  

0.022% on first $3.5 billion and;

  

0.018% on next $3.5 billion and;

  

0.015% over $7 billion

HFMC has delegated certain accounting and administrative services functions to State Street Bank and Trust Company (“State Street”). The costs and expenses of such delegation are borne by HFMC, not by the Funds, and HFMC compensates State Street for its services out of its own resources.

 

 

  133  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

  c) Operating Expenses – Allocable expenses incurred by a Company are allocated to each series within such Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of April 30, 2018, HFMC contractually limited the total operating expenses of each of the following Funds (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses) through February 28, 2019 as follows:

 

     Expense Limit as a Percentage of Average Daily Net Assets  

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Quality Value Fund

     1.05     1.80     0.79     1.35     1.05     0.75     0.65     0.70     0.65

Small Cap Core Fund

     1.30     2.05     1.05     1.50     1.20     0.90     0.85     0.85     0.85

Small Company Fund

     1.40     2.15     1.15     1.55     1.25     0.95     0.90     0.90     0.90

From November 1, 2017 through February 28, 2018, HFMC contractually limited the total operating expenses of each of the following Funds, exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses, as follows:

 

     Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Capital Appreciation Fund

     1.29     NA       1.04     1.40     1.10     0.80     0.75     NA       0.75

Core Equity Fund

     0.79     1.54     0.54     1.09     0.79     0.49     0.45     0.49     0.45

Dividend and Growth Fund

     1.25     NA       1.00     1.35     1.05     0.75     0.70     NA       0.70

Equity Income Fund

     1.25     2.00     1.00     1.50     1.20     0.90     0.85     0.85     0.85

Growth Opportunities Fund

     1.36     2.11     1.11     1.45     1.15     0.85     0.85     0.85     0.85

Healthcare Fund

     1.60     2.35     1.35     1.65     1.35     1.05     NA       1.00     0.95

MidCap Fund

     1.37     NA       0.87     1.50     1.20     0.90     0.85     NA       0.85

MidCap Value Fund

     1.35     2.10     1.10     1.55     1.25     0.95     NA       0.90     0.85

Small Cap Growth Fund

     1.40     2.15     1.15     1.60     1.30     1.00     0.95     0.95     0.95

 

  d) Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund’s expenses. In addition, the Funds’ custodian bank has agreed to reduce its fees when a Fund maintains cash on deposit in a non-interest-bearing custody account. For the six-month period ended April 30, 2018, these amounts, if any, are included in the Statements of Operations.

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Capital Appreciation Fund

     1.08     1.82     0.80     1.41     1.10     0.80     0.71     0.72     0.71

Core Equity Fund

     0.75     1.49     0.47     1.09     0.77     0.49     0.39     0.42     0.39

Dividend and Growth Fund

     0.99     1.75     0.73     1.35     1.04     0.74     0.64     0.68     0.64

Equity Income Fund

     1.00     1.75     0.74     1.36     1.06     0.76     0.66     0.70     0.65

Growth Opportunities Fund

     1.12     1.86     0.84     1.45     1.15     0.85     0.75     0.78     0.75

Healthcare Fund

     1.29     2.03     1.00     1.61     1.31     1.02           0.91     0.90

MidCap Fund

     1.10     1.85     0.82     1.46     1.14     0.85     0.74     0.77     0.74

MidCap Value Fund

     1.22     1.97     0.89     1.52     1.21     0.90           0.86     0.80

Quality Value Fund

     1.05     1.80     0.73     1.34     1.05     0.75     0.63     0.69     0.63

Small Cap Core Fund

     1.30     2.05     0.96     1.46     1.20     0.90     0.85     0.85     0.85

Small Cap Growth Fund

     1.22     1.89     0.82     1.46     1.15     0.85     0.75     0.78     0.75

Small Company Fund

     1.34     2.11     1.07     1.55     1.25     0.95     0.90     0.90     0.90

 

  e) Sales Charges and Distribution and Service Plan for Class A, T, C, R3 and R4 shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the six-month period ended April 30, 2018, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows:

 

Fund

   Front-end
Sales Charges
     Contingent Deferred
Sales Charges
 

Capital Appreciation Fund

   $ 954,223      $ 9,774  

Core Equity Fund

     598,975        12,010  

Dividend and Growth Fund

     1,500,029        13,072  

Equity Income Fund

     869,640        12,143  

 

 

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Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fund

   Front-end
Sales Charges
     Contingent Deferred
Sales Charges
 

Growth Opportunities Fund

   $ 1,069,885      $ 20,354  

Healthcare Fund

     391,500        7,672  

MidCap Fund

     2,160,750        45,319  

MidCap Value Fund

     270,212        1,970  

Quality Value Fund

     35,520        737  

Small Cap Core Fund

     27,185        188  

Small Cap Growth Fund

     35,282        124  

Small Company Fund

     212,196        1,482  

The Board of Directors of each Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for each of Class A, T, C, R3 and R4 shares. Under a Plan, Class A, Class T, Class C, Class R3 and Class R4 shares of a Fund, as applicable, bear distribution and/or service fees paid to HFD, some of which may be paid to select broker-dealers. Pursuant to the Class A Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class A shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class T Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class T shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. As of April 30, 2018, Class T shares have not commenced operations. Pursuant to the Class C Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, a Fund may pay HFD a fee of up to 0.50% of the average daily net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used for shareholder account servicing activities. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the respective Company’s Board of Directors may determine.

 

  f) Other Related Party Transactions – Certain officers of each Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended April 30, 2018, a portion of each Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below.

 

Fund

   CCO Compensation
Paid by Fund
 

Capital Appreciation Fund

   $ 13,373  

Core Equity Fund

     5,447  

Dividend and Growth Fund

     13,934  

Equity Income Fund

     7,189  

Growth Opportunities Fund

     7,924  

Healthcare Fund

     2,443  

MidCap Fund

         18,054  

MidCap Value Fund

     1,150  

Quality Value Fund

     467  

Small Cap Core Fund

     227  

Small Cap Growth Fund

     2,143  

Small Company Fund

     809  

Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. Each Fund pays HASCO a transfer agency fee payable monthly based on the lesser of (i) the costs of providing or overseeing transfer agency services provided to each share class of such Fund or (ii) a Specified Amount (as defined below). Such fee is intended to compensate HASCO for: (i) fees payable by HASCO to DST Asset Manager Solutions, Inc. (“DST”) (and any other

 

 

  135  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and DST (or between HASCO and any other designated sub-agent, as applicable); (ii) sub-transfer agency fees payable by HASCO to financial intermediaries, according to the agreed-upon terms between HASCO and the financial intermediaries, provided that such payments are within certain limits approved by the applicable Company’s Board of Directors; (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin.

 

Share Class

   Specified Amount
(as a percentage
average daily
net assets)
 

Class A

     0.25

Class C

     0.25

Class I

     0.20 %* 

Class Y

     0.06

Class R3

     0.02

Class R4

     0.02

Class R5

     0.02

Class R6

     0.004 %** 

Class F

     0.004 %** 

 

  * For the period March 1, 2018 through February 28, 2019, the Specified Amount for the MidCap Fund Class I is equal to 0.12% of average daily net assets.
  ** For the period November 1, 2017 through February 28, 2018, the Specified Amount for Class F and Class R6 was equal to 0.00% of average daily net assets.

Pursuant to a sub-transfer agency agreement between HASCO and DST, HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to DST. Each Fund does not pay any fee directly to DST; rather, HASCO makes all such payments to DST. The accrued amount shown in the Statements of Operations reflects the amounts charged by HASCO. These fees are accrued daily and paid monthly.

For the six-month period ended April 30, 2018, the effective rate of compensation paid to HASCO for transfer agency services as a percentage of each Class’ average daily net assets is as follows:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Capital Appreciation Fund

     0.12     0.11     0.10     0.02     0.01     0.00     0.00     0.02     0.00

Core Equity Fund

     0.11     0.10     0.08     0.01     0.00     0.00     0.00     0.03     0.00

Dividend and Growth Fund

     0.11     0.12     0.09     0.01     0.00     0.00     0.00     0.04     0.00

Equity Income Fund

     0.09     0.09     0.08     0.01     0.00     0.00     0.00     0.05     0.00

Growth Opportunities Fund

     0.13     0.11     0.09     0.01     0.00     0.01     0.00     0.03     0.00

Healthcare Fund

     0.14     0.13     0.10     0.01     0.00     0.02           0.01     0.00

MidCap Fund

     0.11     0.11     0.08     0.02     0.01     0.00     0.00     0.03     0.00

MidCap Value Fund

     0.17     0.18     0.10     0.02     0.01     0.01           0.06     0.00

Quality Value Fund

     0.20     0.19     0.09     0.02     0.01     0.02     0.00     0.05     0.00

Small Cap Core Fund

     0.21     0.23     0.11     0.02     0.02     0.02     0.00     0.06     0.00

Small Cap Growth Fund

     0.23     0.14     0.07     0.02     0.00     0.00     0.00     0.03     0.00

Small Company Fund

     0.19     0.22     0.17     0.02     0.01     0.02     0.00     0.00     0.00

Administrative services fees for third-party recordkeeping services are payable as a percentage of net assets in the amount of up to 0.20%, 0.15% and 0.10% for Classes R3, R4 and R5 shares, respectively. The total administrative services fees are shown on the Statements of Operations. These fees are accrued daily and paid monthly.

 

8. Securities Lending:

A Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one third (33 13%) of the value of its total assets. If a Fund security is on loan, under the lending agreement, the borrower is required to deposit cash or liquid securities as collateral at least equal to 100% of the market value of the loaned securities; cash collateral is invested for the benefit of the

 

 

  136  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

At April 30, 2018, the following Funds had securities on loan at value, cash collateral and non-cash collateral as follows:

 

Fund

   Market Value of
Securities on Loan
     Cash Collateral      Non-Cash
Collateral
 

Capital Appreciation Fund

   $     102,187,103      $     106,065,046      $     —  

Growth Opportunities Fund

     153,188,314        157,522,242         

Healthcare Fund

     17,831,846        18,393,023         

MidCap Fund

     100,197,798        102,619,216         

MidCap Value Fund

     7,253,876        7,449,659         

Quality Value Fund

     1,240,272        1,270,200         

Small Cap Core Fund

     1,646,231        1,683,649         

Small Cap Growth Fund

     24,209,150        24,906,686         

Small Company Fund

     8,448,526        8,677,429         

The following table reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of April 30, 2018.

Capital Appreciation Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $     106,065,046      $     —      $     —      $     —      $     106,065,046  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 106,065,046      $      $      $      $ 106,065,046  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 106,065,046  
  

 

 

 

 

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

Growth Opportunities Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $     157,522,242      $     —      $     —      $     —      $     157,522,242  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 157,522,242      $      $      $      $ 157,522,242  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 157,522,242  
  

 

 

 

 

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

 

 

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Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Healthcare Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $     18,393,023      $     —      $     —      $     —      $     18,393,023  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 18,393,023      $      $      $      $ 18,393,023  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 18,393,023  
  

 

 

 

 

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

MidCap Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $     102,619,216      $     —      $     —      $     —      $     102,619,216  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 102,619,216      $      $      $      $ 102,619,216  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 102,619,216  
  

 

 

 

 

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

MidCap Value Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $     7,449,659      $     —      $     —      $     —      $     7,449,659  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 7,449,659      $      $      $      $ 7,449,659  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 7,449,659  
  

 

 

 

 

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

Quality Value Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $     1,270,200      $     —      $     —      $     —      $     1,270,200  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 1,270,200      $      $      $      $ 1,270,200  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 1,270,200  
  

 

 

 

 

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

 

 

  138  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Small Cap Core Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $     1,683,649      $     —      $     —      $     —      $     1,683,649  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 1,683,649      $      $      $      $ 1,683,649  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 1,683,649  
  

 

 

 

 

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

Small Cap Growth Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $     19,232,823      $     —      $     —      $     —      $ 19,232,823  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Exchange-Traded Funds

     5,673,863                             5,673,863  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

     $    24,906,686        $    —        $    —        $    —      $ 24,906,686  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 24,906,686      $      $      $      $ 24,906,686  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $     24,906,686  
  

 

 

 

 

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

Small Company Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $     8,677,429      $     —      $     —      $     —      $     8,677,429  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 8,677,429      $      $      $      $ 8,677,429  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 8,677,429  
  

 

 

 

 

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

 

 

  139  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

9. Affiliate Holdings:

As of April 30, 2018, affiliates of The Hartford had ownership of shares in each Fund as follows:

Percentage of a Class:

 

Fund

   Class A      Class C      Class I      Class R3      Class R4      Class R5     Class R6     Class Y      Class F  

Capital Appreciation Fund

                                                            

Core Equity Fund

                                                            

Dividend and Growth Fund

                                                            

Equity Income Fund

                                                            

Growth Opportunities Fund

                                                            

Healthcare Fund

                                                            

MidCap Fund

                                                            

MidCap Value Fund

                                                            

Quality Value Fund

                                              100             

Small Cap Core Fund

                                        30     100             

Small Cap Growth Fund

                                                            

Small Company Fund

                                                            

Percentage of Fund by Class:

                        

Fund

   Class A      Class C      Class I      Class R3      Class R4      Class R5     Class R6     Class Y      Class F  

Capital Appreciation Fund

                                                            

Core Equity Fund

                                                            

Dividend and Growth Fund

                                                            

Equity Income Fund

                                                            

Growth Opportunities Fund

                                                            

Healthcare Fund

                                                            

MidCap Fund

                                                            

MidCap Value Fund

                                                            

Quality Value Fund

                                              %*              

Small Cap Core Fund

                                        %*      %*              

Small Cap Growth Fund

                                                            

Small Company Fund

                                                            

 

  * Percentage rounds to zero.

As of April 30, 2018, affiliated funds of funds in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of their shares from these affiliated funds of funds. Affiliated funds of funds owned shares in the Funds listed below as follows:

 

Funds

   Percentage of
Fund*
 

Capital Appreciation Fund

     7

Core Equity Fund

     10

Dividend and Growth Fund

     11

Equity Income Fund

     7

Growth Opportunities Fund

     2

MidCap Fund

     2

MidCap Value Fund

     7

Quality Value Fund

     25

Small Cap Core Fund

     42

Small Cap Growth Fund

     3

Small Company Fund

     2

 

  * As of April 30, 2018 affiliated funds of funds invest in Class F shares.

 

 

  140  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

10. Investment Transactions:

For the six-month period ended April 30, 2018, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:

 

Fund

   Cost of Purchases
Excluding U.S.
Government
Obligations
     Sales Proceeds
Excluding U.S.
Government
Obligations
 

Capital Appreciation Fund

   $ 4,813,755,316      $ 5,583,387,675  

Core Equity Fund

     436,344,030        508,149,690  

Dividend and Growth Fund

     1,322,260,482        1,586,982,783  

Equity Income Fund

     574,637,784        584,890,694  

Growth Opportunities Fund

     2,957,121,913        3,238,215,503  

Healthcare Fund

     190,167,181        298,181,343  

MidCap Fund

         2,600,781,961            2,180,484,941  

MidCap Value Fund

     176,618,125        158,723,852  

Quality Value Fund

     263,504,144        207,812,041  

Small Cap Core Fund

     48,300,184        94,924,889  

Small Cap Growth Fund

     336,192,001        465,822,039  

Small Company Fund

     217,687,945        248,280,065  

 

Fund

   Cost of Purchases
For U.S.
Government
Obligations
     Sales Proceeds
For U.S.
Government
Obligations
 

Capital Appreciation Fund

   $   —      $   —  

Core Equity Fund

             

Dividend and Growth Fund

             

Equity Income Fund

             

Growth Opportunities Fund

             

Healthcare Fund

             

MidCap Fund

             

MidCap Value Fund

             

Quality Value Fund

             

Small Cap Core Fund

             

Small Cap Growth Fund

             

Small Company Fund

             

 

Fund

   Total Cost of
Purchases
     Total Sales
Proceeds
 

Capital Appreciation Fund

   $ 4,813,755,316      $     5,583,387,675  

Core Equity Fund

     436,344,030        508,149,690  

Dividend and Growth Fund

         1,322,260,482        1,586,982,783  

Equity Income Fund

     574,637,784        584,890,694  

Growth Opportunities Fund

     2,957,121,913        3,238,215,503  

Healthcare Fund

     190,167,181        298,181,343  

MidCap Fund

     2,600,781,961        2,180,484,941  

MidCap Value Fund

     176,618,125        158,723,852  

Quality Value Fund

     263,504,144        207,812,041  

Small Cap Core Fund

     48,300,184        94,924,889  

Small Cap Growth Fund

     336,192,001        465,822,039  

Small Company Fund

     217,687,945        248,280,065  

 

 

  141  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

11. Capital Share Transactions:

The following information is for the six-month period ended April 30, 2018, and the year ended October 31, 2017:

Capital Appreciation Fund

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     1,599,563     $        62,107,404       5,164,744     $        199,564,635  

Shares Issued for Reinvested Dividends

     15,585,313       588,453,244       507,266       18,099,252  

Shares Redeemed

     (11,263,709     (441,888,445     (29,369,647     (1,122,236,727

Shares converted (from) Class B into Class A

                 282,295       10,753,786  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     5,921,167       208,672,203       (23,415,342     (893,819,054
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       2,300     $ 65,083  

Shares Redeemed

                 (1,795,155     (54,270,939

Shares converted (from) Class B into Class A

                 (357,168     (10,753,786
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (2,150,023     (64,959,642
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     705,653     $ 21,365,935       908,134     $ 28,017,263  

Shares Issued for Reinvested Dividends

     6,297,825       184,217,448              

Shares Redeemed

     (5,161,052     (159,172,588     (15,083,624     (466,301,561
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,842,426       46,410,795       (14,175,490     (438,284,298
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     1,838,005     $ 72,062,444       9,308,674     $ 354,461,267  

Shares Issued for Reinvested Dividends

     2,472,959       93,848,576       153,309       5,480,799  

Shares Redeemed

     (4,254,589     (166,324,121     (24,689,916     (969,853,607
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     56,375       (413,101     (15,227,933     (609,911,541
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     76,123     $ 3,273,156       188,350     $ 7,888,682  

Shares Issued for Reinvested Dividends

     206,300       8,536,924       903       35,017  

Shares Redeemed

     (289,207     (12,473,381     (1,301,876     (55,969,755
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (6,784     (663,301     (1,112,623     (48,046,056
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

 

Shares Sold

     90,822     $        3,982,306       182,457     $        7,838,732  

Shares Issued for Reinvested Dividends

     187,519       8,012,830       3,902       155,319  

Shares Redeemed

     (512,345     (22,362,895     (1,209,564     (52,802,020
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (234,004     (10,367,759     (1,023,205     (44,807,969
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

 

Shares Sold

     48,133     $ 2,125,214       88,767     $ 3,891,401  

Shares Issued for Reinvested Dividends

     108,386       4,727,927       7,344       296,900  

Shares Redeemed

     (141,746     (6,401,036     (408,257     (18,431,296
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     14,773       452,105       (312,146     (14,242,995
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  142  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Capital Appreciation Fund – (continued)

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class R6

 

Shares Sold

     63,217     $ 2,863,195       172,552     $ 7,637,461  

Shares Issued for Reinvested Dividends

     192,898       8,465,656       10,361       420,762  

Shares Redeemed

     (90,446     (4,091,097     (174,485     (7,600,286
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     165,669       7,237,754       8,428       457,937  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

 

Shares Sold

     204,738     $ 9,170,532       616,188     $ 27,346,222  

Shares Issued for Reinvested Dividends

     477,638       20,953,067       163,226       6,628,619  

Shares Redeemed

     (541,265     (24,622,576     (20,784,055     (900,206,015
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     141,111       5,501,023       (20,004,641     (866,231,174
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

 

Shares Sold

     956,186     $ 37,795,801       29,236,396     $ 1,151,502,668  

Shares Issued for Reinvested Dividends

     2,834,969       107,657,480              

Shares Redeemed

     (3,501,626     (138,442,966     (2,991,743     (121,863,993
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     289,529       7,010,315       26,244,653       1,029,638,675  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     8,190,262     $ 263,840,034       (51,168,322   $ (1,950,206,117
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2)  Inception date of class was February 28, 2017.

Core Equity Fund

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     1,669,521     $        49,263,203       6,877,120     $        177,410,250  

Shares Issued for Reinvested Dividends

     734,490       21,375,055       349,387       8,648,822  

Shares Redeemed

     (2,983,067     (87,554,762     (14,587,496     (377,270,813

Shares converted (from) Class B into Class A

                 11,129       288,606  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (579,056     (16,916,504     (7,349,860     (190,923,135
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       1,681     $ 38,519  

Shares Issued for Reinvested Dividends

                 246       5,618  

Shares Redeemed

                 (24,689     (590,151

Shares converted (from) Class B into Class A

                 (12,082     (288,606
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (34,844     (834,620
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     877,364     $        23,674,240       3,092,901     $        73,214,800  

Shares Issued for Reinvested Dividends

     350,318       9,320,524       111,839       2,548,878  

Shares Redeemed

     (1,442,452     (38,915,053     (3,900,683     (94,369,709
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (214,770     (5,920,289     (695,943     (18,606,031
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  143  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Core Equity Fund – (continued)

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class I

        

Shares Sold

     5,929,536     $ 175,343,415       24,471,971     $ 634,386,720  

Shares Issued for Reinvested Dividends

     1,162,130       33,875,872       466,285       11,551,575  

Shares Redeemed

     (6,523,805         (193,360,835     (21,911,918         (582,031,354
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     567,861       15,858,452       3,026,338       63,906,941  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     116,397     $ 3,459,605       687,599     $ 17,930,343  

Shares Issued for Reinvested Dividends

     40,039       1,179,523       17,369       435,797  

Shares Redeemed

     (294,542     (8,723,831     (703,290     (19,052,243
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (138,106     (4,084,703     1,678       (686,103
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     346,872     $ 10,497,567       2,308,019     $ 61,308,610  

Shares Issued for Reinvested Dividends

     181,518       5,432,028       72,386       1,842,045  

Shares Redeemed

     (1,051,328     (31,735,352     (2,381,438     (64,035,846
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (522,938     (15,805,757     (1,033     (885,191
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

 

Shares Sold

     1,089,814     $ 32,077,899       4,555,617     $ 121,521,470  

Shares Issued for Reinvested Dividends

     221,366       6,500,244       76,727       1,914,623  

Shares Redeemed

     (1,668,164     (49,527,758     (3,012,271     (80,384,422
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (356,984     (10,949,615     1,620,073       43,051,671  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

 

Shares Sold

     974,695     $ 29,254,729       3,299,315     $ 88,189,693  

Shares Issued for Reinvested Dividends

     145,967       4,302,198       19,786       495,139  

Shares Redeemed

     (399,703     (11,946,595     (547,508     (14,602,257
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     720,959       21,610,332       2,771,593       74,082,575  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

 

Shares Sold

     1,630,908     $ 48,365,942       6,810,460     $ 178,822,552  

Shares Issued for Reinvested Dividends

     189,251       5,580,138       183,198       4,587,881  

Shares Redeemed

     (680,442     (20,269,475     (13,499,651     (354,549,899
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,139,717       33,676,605       (6,505,993     (171,139,466
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

 

Shares Sold

     1,987,555     $ 58,563,899       23,060,446     $ 616,539,970  

Shares Issued for Reinvested Dividends

     773,606       22,560,533              

Shares Redeemed

     (2,124,813     (62,747,318     (2,624,299     (72,276,638
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     636,348       18,377,114       20,436,147       544,263,332  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     1,253,031     $ 35,845,635       13,268,156     $    342,229,973  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2)  Inception date of class was February 28, 2017.

 

 

  144  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Dividend and Growth Fund

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     2,967,225     $        77,781,451       9,406,473     $        239,603,744  

Shares Issued for Reinvested Dividends

     14,145,199       365,010,417       6,609,069       165,504,244  

Shares Redeemed

     (13,133,301     (345,632,673     (33,457,545     (853,350,313

Shares converted (from) Class B into Class A

                 156,717       3,986,328  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     3,979,123       97,159,195       (17,285,286     (444,255,997
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       6,611     $ 160,158  

Shares Issued for Reinvested Dividends

                 26,339       640,073  

Shares Redeemed

                 (728,752     (18,177,973

Shares converted (from) Class B into Class A

                 (159,746     (3,986,328
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (855,548     (21,364,070
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     558,732     $ 14,141,908       1,526,866     $ 37,758,000  

Shares Issued for Reinvested Dividends

     1,793,706       44,707,174       733,319       17,721,103  

Shares Redeemed

     (1,954,871     (49,483,819     (4,560,902     (113,200,797
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     397,567       9,365,263       (2,300,717     (57,721,694
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     3,883,729     $ 101,409,125       22,711,325     $ 575,025,744  

Shares Issued for Reinvested Dividends

     2,994,342       76,912,095       3,509,936       87,344,338  

Shares Redeemed

     (3,500,702     (91,457,186     (73,965,598     (1,916,415,484
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     3,377,369       86,864,034       (47,744,337     (1,254,045,402
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     268,440     $ 7,263,969       476,879     $ 12,365,032  

Shares Issued for Reinvested Dividends

     293,213       7,662,830       129,613       3,274,287  

Shares Redeemed

     (390,963     (10,393,404     (1,171,747     (30,225,539
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     170,690       4,533,395       (565,255     (14,586,220
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     514,280     $ 13,717,113       1,048,989     $ 27,157,243  

Shares Issued for Reinvested Dividends

     406,318       10,688,180       189,657       4,832,188  

Shares Redeemed

     (825,573     (22,235,975     (1,859,423     (48,565,965
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     95,025       2,169,318       (620,777     (16,576,534
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     1,315,569     $ 35,158,960       1,670,231     $ 43,601,599  

Shares Issued for Reinvested Dividends

     178,362       4,712,157       74,807       1,917,718  

Shares Redeemed

     (912,837     (24,638,098     (1,371,926     (35,926,493
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     581,094       15,233,019       373,112       9,592,824  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

 

Shares Sold

     1,479,022     $ 40,236,777       308,471     $ 8,275,471  

Shares Issued for Reinvested Dividends

     62,045       1,633,436       7,374       190,644  

Shares Redeemed

     (270,056     (7,009,247     (48,898     (1,292,812
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,271,011       34,860,966       266,947       7,173,303  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  145  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Dividend and Growth Fund – (continued)

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class Y

 

Shares Sold

     4,202,498     $        112,389,518       5,294,644     $        137,592,186  

Shares Issued for Reinvested Dividends

     2,323,650       61,409,347       2,550,115       64,996,504  

Shares Redeemed

     (2,547,617     (69,873,060     (47,201,188     (1,219,161,737
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     3,978,531       103,925,805       (39,356,429     (1,016,573,047
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

 

Shares Sold

     6,754,063     $ 176,462,243       101,125,809     $ 2,608,518,662  

Shares Issued for Reinvested Dividends

     10,554,964       270,976,244       538,488       14,226,973  

Shares Redeemed

     (8,735,976     (230,080,223     (7,589,523     (200,677,712
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     8,573,051       217,358,264       94,074,774       2,422,067,923  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     22,423,461     $ 571,469,259       (14,013,516   $ (386,288,914
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2)  Inception date of class was February 28, 2017.

Equity Income Fund

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     2,460,820     $        50,082,201       8,403,580     $        161,195,307  

Shares Issued for Reinvested Dividends

     4,771,338       96,609,750       4,285,070       80,818,246  

Shares Redeemed

     (9,119,610     (186,205,785     (24,327,550     (467,454,825

Shares converted (from) Class B into Class A

                 21,985       423,077  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,887,452     (39,513,834     (11,616,915     (225,018,195
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       5,337     $ 100,412  

Shares Issued for Reinvested Dividends

                 13,448       251,332  

Shares Redeemed

                 (381,867     (7,338,943

Shares converted (from) Class B into Class A

                 (21,949     (423,077
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (385,031     (7,410,276
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     991,590     $ 20,125,678       2,808,623     $ 53,538,119  

Shares Issued for Reinvested Dividends

     1,152,451       23,223,864       932,758       17,411,255  

Shares Redeemed

     (2,518,754     (50,829,438     (7,190,047     (138,047,727
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (374,713     (7,479,896     (3,448,666     (67,098,353
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     9,106,723     $ 183,877,767       31,250,865     $ 595,058,009  

Shares Issued for Reinvested Dividends

     3,127,060       62,949,880       2,808,344       52,835,318  

Shares Redeemed

     (7,062,253     (142,588,248     (33,964,623     (659,327,896
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     5,171,530       104,239,399       94,586       (11,434,569
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  146  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Equity Income Fund – (continued)

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class R3

        

Shares Sold

     165,984     $ 3,352,266       531,088     $ 10,210,060  

Shares Issued for Reinvested Dividends

     152,007       3,082,264       132,731       2,499,715  

Shares Redeemed

     (484,118     (9,896,685     (930,203     (17,912,523
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (166,127     (3,462,155     (266,384     (5,202,748
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     402,648     $        8,199,731       964,266     $        18,489,393  

Shares Issued for Reinvested Dividends

     182,629       3,707,158       164,717       3,115,559  

Shares Redeemed

     (526,395     (10,747,686     (1,539,631     (30,095,419
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     58,882       1,159,203       (410,648     (8,490,467
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     643,511     $ 13,365,138       1,701,067     $ 32,866,093  

Shares Issued for Reinvested Dividends

     206,071       4,201,987       167,094       3,180,486  

Shares Redeemed

     (591,197     (12,132,924     (1,479,877     (28,637,778
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     258,385       5,434,201       388,284       7,408,801  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

        

Shares Sold

     388,305     $ 7,964,211       715,110     $ 13,915,010  

Shares Issued for Reinvested Dividends

     92,440       1,888,709       48,750       935,399  

Shares Redeemed

     (166,737     (3,437,512     (160,586     (3,114,915
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     314,008       6,415,408       603,274       11,735,494  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     1,181,718     $ 24,339,638       3,778,525     $ 73,177,367  

Shares Issued for Reinvested Dividends

     412,467       8,438,436       927,390       17,574,208  

Shares Redeemed

     (1,479,435     (30,658,644     (19,204,433     (370,857,274
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     114,750       2,119,430       (14,498,518     (280,105,699
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

 

Shares Sold

     6,358,094     $ 128,745,246       36,866,158     $        717,901,361  

Shares Issued for Reinvested Dividends

     2,142,770       43,120,043       219,018       4,367,703  

Shares Redeemed

     (2,947,023     (59,821,548     (4,234,308     (84,664,754
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     5,553,841       112,043,741       32,850,868       637,604,310  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     9,043,104     $        180,955,497       3,310,850     $ 51,988,298  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2)  Inception date of class was February 28, 2017.

 

 

  147  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Growth Opportunities Fund

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     1,621,857     $        73,021,513       3,786,546     $        152,275,039  

Shares Issued for Reinvested Dividends

     3,585,115       153,658,052       1,678,214       60,969,478  

Shares Redeemed

     (3,448,736     (155,215,241     (10,464,860     (415,353,408

Shares converted (from) Class B into Class A

                 39,130       1,549,917  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,758,236       71,464,324       (4,960,970     (200,558,974
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       2,876     $ 74,624  

Shares Issued for Reinvested Dividends

                 7,857       191,007  

Shares Redeemed

                 (117,588     (3,098,656

Shares converted (from) Class B into Class A

                 (58,564     (1,549,917
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (165,419     (4,382,942
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     943,488     $ 27,234,460       1,902,689     $ 51,671,101  

Shares Issued for Reinvested Dividends

     1,594,478       44,007,584       707,455       17,438,762  

Shares Redeemed

     (1,787,469     (52,292,901     (5,516,994     (149,100,056
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     750,497       18,949,143       (2,906,850     (79,990,193
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     3,806,135     $        178,597,794       15,194,160     $        627,027,761  

Shares Issued for Reinvested Dividends

     2,290,426       102,404,963       1,326,210       49,984,840  

Shares Redeemed

     (4,644,709     (217,915,698     (28,586,698     (1,203,380,014
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,451,852       63,087,059       (12,066,328     (526,367,413
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     129,925     $ 5,874,263       320,461     $ 12,874,925  

Shares Issued for Reinvested Dividends

     87,601       3,772,966       42,995       1,574,477  

Shares Redeemed

     (191,445     (8,658,934     (575,554     (23,442,500
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     26,081       988,295       (212,098     (8,993,098
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     108,382     $ 5,126,051       385,791     $ 16,187,830  

Shares Issued for Reinvested Dividends

     129,500       5,853,389       59,832       2,283,784  

Shares Redeemed

     (226,843     (10,862,880     (596,058     (24,627,911
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     11,039       116,560       (150,435     (6,156,297
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     81,486     $ 4,031,093       201,223     $ 8,781,745  

Shares Issued for Reinvested Dividends

     27,599       1,298,270       7,360       290,570  

Shares Redeemed

     (34,153     (1,698,400     (242,717     (9,955,430
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     74,932       3,630,963       (34,134     (883,115
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

        

Shares Sold

     34,465     $ 1,743,552       87,020     $ 3,950,813  

Shares Issued for Reinvested Dividends

     8,512       405,519       1,106       44,153  

Shares Redeemed

     (10,687     (536,163     (21,525     (990,377
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     32,290       1,612,908       66,601       3,004,589  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  148  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Growth Opportunities Fund – (continued)

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class Y

        

Shares Sold

     244,418     $ 12,203,608       1,117,085     $ 47,820,329  

Shares Issued for Reinvested Dividends

     163,706       7,802,221       199,509       7,966,405  

Shares Redeemed

     (200,440     (10,054,341     (4,865,340     (209,753,919
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     207,684       9,951,488       (3,548,746     (153,967,185
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

        

Shares Sold

     1,176,118     $ 55,433,685       13,955,194     $        610,317,522  

Shares Issued for Reinvested Dividends

     1,101,002       49,269,862              

Shares Redeemed

     (2,393,027     (113,026,196     (1,112,423     (50,339,486
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (115,907     (8,322,649     12,842,771       559,978,036  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     4,196,704     $        161,478,091       (11,135,608   $ (418,316,592
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2)  Inception date of class was February 28, 2017.

Healthcare Fund

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

 

Shares Sold

     732,965     $        25,471,251       3,074,854     $        100,887,347  

Shares Issued for Reinvested Dividends

     1,019,295       34,248,296       2,347,488       68,382,316  

Shares Redeemed

     (2,662,605     (92,185,056     (9,393,281     (307,692,504

Shares converted (from) Class B into Class A

                 24,466       796,183  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (910,345     (32,465,509     (3,946,473     (137,626,658
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

 

Shares Sold

         $       1,129     $ 29,236  

Shares Issued for Reinvested Dividends

                 8,049       194,533  

Shares Redeemed

                 (58,076     (1,579,703

Shares converted (from) Class B into Class A

                 (29,513     (796,183
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (78,411     (2,152,117
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

 

Shares Sold

     269,519     $ 7,629,692       1,050,428     $ 28,789,815  

Shares Issued for Reinvested Dividends

     515,465       14,185,595       1,069,525       25,989,463  

Shares Redeemed

     (1,086,145     (30,851,084     (3,373,379     (91,836,342
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (301,161     (9,035,797     (1,253,426     (37,057,064
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

 

Shares Sold

     1,265,033     $        45,935,825       5,543,576     $        194,876,518  

Shares Issued for Reinvested Dividends

     437,685       15,410,891       575,267       17,470,853  

Shares Redeemed

     (1,704,752     (61,720,773     (3,570,688     (120,202,602
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (2,034     (374,057     2,548,155       92,144,769  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  149  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Healthcare Fund – (continued)

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class R3

 

Shares Sold

     98,096     $ 3,488,390       329,683     $ 11,316,377  

Shares Issued for Reinvested Dividends

     61,276       2,120,778       131,335       3,947,936  

Shares Redeemed

     (277,598     (9,929,955     (568,086     (19,214,710
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (118,226     (4,320,787     (107,068     (3,950,397
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

 

Shares Sold

     158,647     $ 5,953,999       350,340     $ 12,572,614  

Shares Issued for Reinvested Dividends

     41,923       1,520,963       101,102       3,168,538  

Shares Redeemed

     (238,202     (8,895,499     (649,864     (22,817,530
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (37,632     (1,420,537     (198,422     (7,076,378
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

 

Shares Sold

     21,689     $ 845,943       86,704     $ 3,274,565  

Shares Issued for Reinvested Dividends

     6,075       229,927       9,563       311,079  

Shares Redeemed

     (57,137     (2,199,853     (75,813     (2,749,264
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (29,373     (1,123,983     20,454       836,380  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

 

Shares Sold

     265,203     $ 10,355,459       1,344,937     $ 50,839,290  

Shares Issued for Reinvested Dividends

     52,897       2,024,914       132,970       4,369,410  

Shares Redeemed

     (165,665     (6,513,486     (1,812,466     (71,708,676
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     152,435       5,866,887       (334,559     (16,499,976
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

 

Shares Sold

     278,089     $        9,964,554       1,709,750     $        63,723,276  

Shares Issued for Reinvested Dividends

     86,244       3,039,229              

Shares Redeemed

     (78,108     (2,787,701     (16,854     (621,096
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     286,225       10,216,082       1,692,896       63,102,180  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (960,111   $ (32,657,701     (1,656,854   $ (48,279,261
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2)  Inception date of class was February 28, 2017.

MidCap Fund

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     4,598,577     $        142,121,235       13,697,861     $        370,849,897  

Shares Issued for Reinvested Dividends

     3,795,999       113,272,618       2,511,944       64,205,299  

Shares Redeemed

     (6,894,948     (212,821,123     (18,730,943     (508,094,045

Shares converted (from) Class B into Class A

                 94,997       2,574,498  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,499,628       42,572,730       (2,426,141     (70,464,351
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  150  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

MidCap Fund – (continued)

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class B(1)

 

Shares Sold

         $       11,351     $ 219,440  

Shares Issued for Reinvested Dividends

                 38,251       708,784  

Shares Redeemed

                 (864,193     (16,939,943

Shares converted (from) Class B into Class A

                 (131,381     (2,574,498
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (945,972     (18,586,217
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

 

Shares Sold

     2,392,859     $ 54,302,781       6,608,478     $ 134,048,058  

Shares Issued for Reinvested Dividends

     1,974,728       43,246,546       1,276,316       24,518,038  

Shares Redeemed

     (3,166,002     (71,966,764     (9,415,920     (192,766,826
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,201,585       25,582,563       (1,531,126     (34,200,730
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

 

Shares Sold

     24,741,850     $ 790,738,479       71,231,631     $ 1,972,759,538  

Shares Issued for Reinvested Dividends

     4,404,777       134,962,369       2,379,669       62,204,544  

Shares Redeemed

     (20,291,432     (643,758,892     (46,940,022     (1,327,210,662
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     8,855,195       281,941,956       26,671,278       707,753,420  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

 

Shares Sold

     621,323     $ 21,432,947       880,433     $ 26,778,547  

Shares Issued for Reinvested Dividends

     112,130       3,722,725       71,833       2,040,045  

Shares Redeemed

     (415,428     (14,251,195     (926,904     (28,010,282
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     318,025       10,904,477       25,362       808,310  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

 

Shares Sold

     1,465,866     $ 52,128,338       3,535,831     $ 111,752,961  

Shares Issued for Reinvested Dividends

     291,589       10,027,716       143,218       4,193,429  

Shares Redeemed

     (1,163,107     (41,149,097     (2,074,108     (64,808,643
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     594,348       21,006,957       1,604,941       51,137,747  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

 

Shares Sold

     2,417,518     $ 87,303,940       5,047,179     $ 164,141,302  

Shares Issued for Reinvested Dividends

     353,077       12,442,452       182,387       5,451,117  

Shares Redeemed

     (1,444,777     (52,491,573     (2,077,360     (66,613,294
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,325,818       47,254,819       3,152,206       102,979,125  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

 

Shares Sold

     8,009,871     $        293,539,220       11,749,683     $        393,959,257  

Shares Issued for Reinvested Dividends

     533,890       18,985,122       25,348       763,492  

Shares Redeemed

     (1,403,582     (51,692,592     (691,316     (23,217,389
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     7,140,179       260,831,750       11,083,715       371,505,360  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

 

Shares Sold

     8,446,019     $ 312,048,985       18,114,176     $ 581,578,429  

Shares Issued for Reinvested Dividends

     1,504,227       53,460,224       1,233,268       37,146,030  

Shares Redeemed

     (13,363,643     (484,851,497     (20,282,059     (650,749,214
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (3,413,397     (119,342,288     (934,615     (32,024,755
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  151  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

MidCap Fund – (continued)

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class F(2)

 

Shares Sold

     12,982,663     $ 413,149,022       41,832,015     $ 1,185,184,129  

Shares Issued for Reinvested Dividends

     1,741,235       53,403,678              

Shares Redeemed

     (5,176,648         (165,227,325     (1,869,804     (55,225,730
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     9,547,250       301,325,375       39,962,211       1,129,958,399  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     27,068,631     $ 872,078,339       76,661,859     $     2,208,866,308  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2) Inception date of class was February 28, 2017.

MidCap Value Fund

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     1,135,440     $        17,823,043       4,154,128     $        61,296,764  

Shares Issued for Reinvested Dividends

     463,385       7,173,200       1,230,848       17,736,292  

Shares Redeemed

     (1,529,240     (23,967,976     (4,358,872     (64,279,058

Shares converted (from) Class B into Class A

                 17,268       252,991  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     69,585       1,028,267       1,043,372       15,006,989  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       3,033     $ 37,324  

Shares Issued for Reinvested Dividends

                 4,279       51,900  

Shares Redeemed

                 (40,156     (496,814

Shares converted (from) Class B into Class A

                 (20,548     (252,991
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (53,392     (660,581
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

 

Shares Sold

     120,489     $        1,572,959       435,278     $        5,397,575  

Shares Issued for Reinvested Dividends

     80,495       1,032,748       239,720       2,898,214  

Shares Redeemed

     (273,069     (3,552,683     (971,515     (12,065,234
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (72,085     (946,976     (296,517     (3,769,445
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

 

Shares Sold

     323,697     $ 5,121,949       7,668,101     $ 113,347,001  

Shares Issued for Reinvested Dividends

     66,767       1,040,897       537,204       7,802,361  

Shares Redeemed

     (556,000     (8,784,570     (11,348,437     (168,768,887
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (165,536     (2,621,724     (3,143,132     (47,619,525
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

 

Shares Sold

     44,670     $ 736,042       177,173     $ 2,748,016  

Shares Issued for Reinvested Dividends

     16,486       268,227       46,905       711,084  

Shares Redeemed

     (85,085     (1,403,367     (273,623     (4,261,223
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (23,929     (399,098     (49,545     (802,123
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  152  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

MidCap Value Fund – (continued)

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class R4

 

Shares Sold

     64,377     $ 1,075,823       161,482     $ 2,531,111  

Shares Issued for Reinvested Dividends

     16,175       267,868       50,007       769,092  

Shares Redeemed

     (91,425     (1,534,544     (358,311     (5,595,671
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (10,873     (190,853     (146,822     (2,295,468
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

 

Shares Sold

     59,227     $ 1,003,875       442,137     $ 6,996,338  

Shares Issued for Reinvested Dividends

     11,410       191,481       30,139       469,074  

Shares Redeemed

     (116,239     (1,983,637     (448,120     (7,330,484
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (45,602     (788,281     24,156       134,928  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

 

Shares Sold

     125,159     $ 2,133,075       908,779     $ 14,411,608  

Shares Issued for Reinvested Dividends

     41,401       697,132       344,028       5,370,790  

Shares Redeemed

     (716,718     (12,010,984     (4,881,032     (77,562,637
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (550,158     (9,180,777     (3,628,225     (57,780,239
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

 

Shares Sold

     4,003,454     $ 63,304,358       17,748,783     $ 264,648,905  

Shares Issued for Reinvested Dividends

     441,070       6,902,316              

Shares Redeemed

     (1,341,039     (21,244,241     (2,602,305     (39,328,617
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     3,103,485       48,962,433       15,146,478       225,320,288  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     2,304,887     $        35,862,991       8,896,373     $        127,534,824  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2)  Inception date of class was February 28, 2017.

Quality Value Fund

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     88,703     $        1,850,806       740,990     $        14,477,157  

Shares Issued for Reinvested Dividends

     401,915       8,210,264       147,708       2,849,514  

Shares Redeemed

     (859,602     (17,681,614     (2,564,249     (50,412,115

Shares converted (from) Class B into Class A

                 11,584       226,808  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (368,984     (7,620,544     (1,663,967     (32,858,636
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       199     $ 3,376  

Shares Issued for Reinvested Dividends

                 315       5,331  

Shares Redeemed

                 (31,546     (541,218

Shares converted (from) Class B into Class A

                 (13,222     (226,808
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (44,254     (759,319
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  153  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Quality Value Fund – (continued)

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class C

        

Shares Sold

     40,321     $ 713,597       100,952     $ 1,707,157  

Shares Issued for Reinvested Dividends

     50,041       876,084       13,295       222,182  

Shares Redeemed

     (174,574     (3,091,771     (396,747     (6,787,375
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (84,212     (1,502,090     (282,500     (4,858,036
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     55,605     $ 1,124,486       849,351     $ 16,387,611  

Shares Issued for Reinvested Dividends

     28,248       569,900       17,965       341,942  

Shares Redeemed

     (139,340     (2,817,385     (1,177,438     (22,883,629
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (55,487     (1,122,999     (310,122     (6,154,076
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

 

Shares Sold

     4,995     $ 103,478       20,088     $ 395,021  

Shares Issued for Reinvested Dividends

     2,430       50,174       1,578       30,815  

Shares Redeemed

     (17,505     (366,864     (105,280     (2,092,530
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (10,080     (213,212     (83,614     (1,666,694
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

 

Shares Sold

     28,985     $ 606,108       84,984     $ 1,703,670  

Shares Issued for Reinvested Dividends

     14,925       312,076       5,048       99,579  

Shares Redeemed

     (90,396     (1,896,306     (205,285     (4,198,871
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (46,486     (978,122     (115,253     (2,395,622
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

 

Shares Sold

     24,025     $ 502,270       3,417     $ 68,429  

Shares Issued for Reinvested Dividends

     1,109       23,373       1,824       36,215  

Shares Redeemed

     (138     (2,857     (92,022     (1,870,015
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     24,996       522,786       (86,781     (1,765,371
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6(2)

 

Shares Sold

     476     $ 10,000           $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     476       10,000              
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

 

Shares Sold

     8,978     $ 188,927       23,452     $ 478,821  

Shares Issued for Reinvested Dividends

     2,536       53,600       872       17,344  

Shares Redeemed

     (15,819     (330,057     (20,279     (418,554
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (4,305     (87,530     4,045       77,611  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(3)

 

Shares Sold

     3,858,830     $        79,436,220       637,440     $        12,493,812  

Shares Issued for Reinvested Dividends

     113,052       2,280,455              

Shares Redeemed

     (114,129     (2,326,371     (43,736     (870,521
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     3,857,753       79,390,304       593,704       11,623,291  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     3,313,671     $ 68,398,593       (1,988,742   $ (38,756,852
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2)  Inception date of class was February 28, 2018.
  (3)  Inception date of class was February 28, 2017.

 

 

  154  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Small Cap Core Fund

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     112,429     $        1,560,697       603,467     $        7,986,312  

Shares Issued for Reinvested Dividends

     167,650       2,291,007       31,473       413,874  

Shares Redeemed

     (328,996     (4,562,191     (904,594     (11,990,349

Shares converted (from) Class B into Class A

                 24,211       320,549  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (48,917     (710,487     (245,443     (3,269,614
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       1,728     $ 21,326  

Shares Redeemed

                 (50,117     (613,352

Shares converted (from) Class B into Class A

                 (26,012     (320,549
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (74,401     (912,575
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     18,951     $ 239,861       155,494     $ 1,884,290  

Shares Issued for Reinvested Dividends

     40,074       497,721       1,705       20,614  

Shares Redeemed

     (91,323     (1,156,204     (282,619     (3,440,589
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (32,298     (418,622     (125,420     (1,535,685
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     39,421     $ 548,577       209,790     $ 2,773,800  

Shares Issued for Reinvested Dividends

     10,068       137,932       2,520       33,089  

Shares Redeemed

     (46,852     (653,543     (207,226     (2,719,085
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     2,637       32,966       5,084       87,804  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     9,557     $ 136,096       38,613     $ 522,043  

Shares Issued for Reinvested Dividends

     1,103       15,477       332       4,489  

Shares Redeemed

     (24,779     (350,845     (50,928     (696,323
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (14,119     (199,272     (11,983     (169,791
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     604     $ 8,837       5,133     $ 69,769  

Shares Issued for Reinvested Dividends

     114       1,619       31       424  

Shares Redeemed

     (2,411     (34,825     (19,791     (270,731
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,693     (24,369     (14,627     (200,538
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

 

Shares Issued for Reinvested Dividends

     144     $ 2,044       40     $ 538  

Shares Redeemed

     (649     (9,287     (722     (9,853
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (505     (7,243     (682     (9,315
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6(2)

 

Shares Sold

     715     $ 10,000           $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     715       10,000              
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  155  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Small Cap Core Fund – (continued)

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class Y

 

Shares Sold

     2,002     $ 28,753       21,281     $ 291,830  

Shares Issued for Reinvested Dividends

     4,305       61,224       90,273       1,227,713  

Shares Redeemed

     (46,060     (665,397     (9,199,056     (124,660,345
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (39,753     (575,420     (9,087,502     (123,140,802
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(3)

 

Shares Sold

     27,188     $        376,317       7,809,069     $        102,078,229  

Shares Issued for Reinvested Dividends

     301,115       4,128,469              

Shares Redeemed

     (2,829,393     (39,699,365     (1,686,931     (22,569,363
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (2,501,090     (35,194,579     6,122,138       79,508,866  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (2,635,023   $     (37,087,026     (3,432,836   $ (49,641,650
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2)  Inception date of class was February 28, 2018.
  (3)  Inception date of class was February 28, 2017.

Small Cap Growth Fund

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     33,273     $        1,897,217       100,620     $        5,180,193  

Shares Issued for Reinvested Dividends

     181,627       10,053,030       26,841       1,327,268  

Shares Redeemed

     (261,485     (14,939,168     (804,016     (41,597,654

Shares converted (from) Class B into Class A

                 7,156       367,725  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (46,585     (2,988,921     (669,399     (34,722,468
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Issued for Reinvested Dividends

                 122       4,725  

Shares Redeemed

                 (8,259     (333,556

Shares converted (from) Class B into Class A

                 (9,147     (367,725
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (17,284     (696,556
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     8,720     $ 378,703       27,810     $ 1,120,166  

Shares Issued for Reinvested Dividends

     50,584       2,132,627       7,807       300,558  

Shares Redeemed

     (86,630     (3,776,096     (297,822     (11,918,718
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (27,326     (1,264,766     (262,205     (10,497,994
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     871,617     $        51,284,363       5,453,731     $        299,210,797  

Shares Issued for Reinvested Dividends

     342,617       19,573,702       16,891       858,892  

Shares Redeemed

     (2,284,794     (134,871,210     (1,193,851     (63,798,790
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,070,560     (64,013,145     4,276,771       236,270,899  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  156  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Small Cap Growth Fund – (continued)

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class R3

        

Shares Sold

     32,804     $ 1,851,577       58,580     $ 3,036,375  

Shares Issued for Reinvested Dividends

     9,889       543,634       1,359       66,948  

Shares Redeemed

     (36,777     (2,085,909     (92,422     (4,735,061
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     5,916       309,302       (32,483     (1,631,738
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     212,155     $ 12,486,741       313,584     $ 16,719,576  

Shares Issued for Reinvested Dividends

     47,350       2,704,153       6,795       346,216  

Shares Redeemed

     (254,476     (15,070,820     (470,437     (25,234,337
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     5,029       120,074       (150,058     (8,168,545
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     192,258     $ 11,723,008       447,938     $ 24,812,770  

Shares Issued for Reinvested Dividends

     76,411       4,542,635       11,272       594,913  

Shares Redeemed

     (367,266     (22,507,141     (670,155     (36,975,735
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (98,597     (6,241,498     (210,945     (11,568,052
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

 

Shares Sold

     340,593     $ 21,003,534       106,553     $ 6,160,560  

Shares Issued for Reinvested Dividends

     8,748       525,615       490       26,101  

Shares Redeemed

     (58,454     (3,636,328     (20,716     (1,157,686
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     290,887       17,892,821       86,327       5,028,975  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

 

Shares Sold

     541,103     $ 33,649,424       2,205,196     $ 126,004,854  

Shares Issued for Reinvested Dividends

     270,638       16,276,162       33,845       1,804,980  

Shares Redeemed

     (843,679     (52,212,350     (2,314,871         (128,364,257
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (31,938     (2,286,764     (75,830     (554,423
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

 

Shares Sold

     70,962     $ 4,161,962       1,204,782     $ 64,154,318  

Shares Issued for Reinvested Dividends

     32,993       1,887,827              

Shares Redeemed

     (75,936     (4,492,319     (402,000     (22,598,067
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     28,019       1,557,470       802,782       41,556,251  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (945,155   $     (56,915,427     3,747,676     $ 215,016,349  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2)  Inception date of class was February 28, 2017.

 

 

  157  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Small Company Fund

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     665,098     $        14,304,784       1,966,446     $        35,474,634  

Shares Redeemed

     (1,154,699     (24,759,229     (6,261,787     (110,500,761

Shares converted (from) Class B into Class A

                 16,712       298,785  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (489,601     (10,454,445     (4,278,629     (74,727,342
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       447     $ 5,791  

Shares Redeemed

                 (51,933     (683,587

Shares converted (from) Class B into Class A

                 (22,710     (298,785
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (74,196     (976,581
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     51,107     $ 804,267       140,709     $ 1,850,290  

Shares Redeemed

     (205,819     (3,232,789     (562,765     (7,472,545
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (154,712     (2,428,522     (422,056     (5,622,255
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     147,938     $ 3,295,121       3,320,787     $ 61,901,911  

Shares Redeemed

     (215,063     (4,875,584     (4,551,187     (87,638,838
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (67,125     (1,580,463     (1,230,400     (25,736,927
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     51,216     $ 1,189,715       160,921     $ 3,168,983  

Shares Redeemed

     (368,654     (8,460,975     (811,923     (16,507,208
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (317,438     (7,271,260     (651,002     (13,338,225
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     80,586     $ 1,999,808       204,560     $ 4,233,718  

Shares Redeemed

     (281,829     (6,808,844     (762,765     (16,070,712
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (201,243     (4,809,036     (558,205     (11,836,994
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     27,826     $ 704,200       54,051     $ 1,152,007  

Shares Redeemed

     (64,988     (1,646,430     (202,264     (4,423,749
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (37,162     (942,230     (148,213     (3,271,742
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

        

Shares Sold

     125     $ 3,238       2,693     $ 62,566  

Shares Redeemed

     (1,121     (30,608     (6     (150
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (996     (27,370     2,687       62,416  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     66,504     $ 1,761,902       234,876     $ 5,126,932  

Shares Redeemed

     (90,488     (2,383,853     (4,088,378     (89,018,580
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (23,984     (621,951     (3,853,502     (83,891,648
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  158  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Small Company Fund – (continued)

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class F(2)

        

Shares Sold

     1,229,207     $ 27,760,613       3,973,412     $ 77,874,954  

Shares Redeemed

     (392,182     (8,869,930     (130,794     (2,675,069
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     837,025           18,890,683       3,842,618       75,199,885  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (455,236   $ (9,244,594     (7,370,898   $     (144,139,413
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2)  Inception date of class was February 28, 2017.

 

12. Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $400 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges a commitment fee, which is allocated to each of the funds participating in the line of credit based on average net assets of the funds. During the six-month period ended April 30, 2018, none of the Funds had borrowings under this facility.

 

13. Pending Legal Proceedings:

On February 25, 2011, Jennifer L. Kasilag, Louis Mellinger, Judith M. Menendez, Jacqueline M. Robinson, and Linda A. Russell filed a derivative lawsuit against Hartford Investment Financial Services, LLC (“HIFSCO”) (now known as Hartford Funds Distributors, LLC) on behalf of six Hartford retail mutual funds in the United States District Court for the District of New Jersey, alleging that HIFSCO received excessive advisory and distribution fees in violation of its statutory fiduciary duty under Section 36(b) of the 1940 Act when serving as investment manager and principal underwriter, respectively, to the Hartford retail mutual funds. Although this action was purportedly filed on behalf of certain of the Hartford Funds, none of the Hartford Funds is itself a defendant to the suit. HIFSCO moved to dismiss and, in September 2011, the motion was granted in part and denied in part, with leave to amend the complaint. In November 2011, plaintiffs filed an amended complaint on behalf of certain Hartford retail mutual funds, The Hartford Global Health Fund (now known as The Hartford Healthcare Fund), The Hartford Conservative Allocation Fund, The Hartford Growth Opportunities Fund, The Hartford Inflation Plus Fund, The Hartford Advisers Fund (now known as The Hartford Balanced Fund), and The Hartford Capital Appreciation Fund. Plaintiffs seek to rescind the investment management agreements and distribution plans between HIFSCO and these funds and to recover the total fees charged thereunder or, in the alternative, to recover any improper compensation HIFSCO received, in addition to lost earnings.

HIFSCO filed a partial motion to dismiss the amended complaint and, in December 2012, the court dismissed without prejudice the claims regarding distribution fees and denied the motion with respect to the advisory fees claims. In March 2014, the plaintiffs filed a new complaint that, among other things, added as new plaintiffs The Hartford Floating Rate Fund and The Hartford Small Company Fund and named as a defendant Hartford Funds Management Company, LLC (“HFMC”), which assumed the role as investment manager to the funds as of January 2013. In June 2015, HFMC and HIFSCO moved for summary judgment, and plaintiffs cross-moved for partial summary judgment with respect to The Hartford Capital Appreciation Fund. In March 2016, the court, in large part, denied summary judgment for all parties. The court granted judgment for HFMC and HIFSCO with respect to all claims made by The Hartford Small Company Fund and certain claims made by The Hartford Floating Rate Fund. The court further ruled that the appropriate measure of damages on the surviving claims is the difference, if any, between the actual advisory fees paid through trial and those that could have been paid under the applicable legal standard. A bench trial on the issue of liability was held in November 2016. On February 28, 2017, the court granted judgment for HIFSCO and HFMC as to all claims. On March 23, 2017, plaintiffs appealed to the United States Court of Appeals for the Third Circuit.

No accrual for litigation relating to this matter has been recorded in the financial statements of the Funds because the Funds are not party to the suit.

 

 

  159  

 


Hartford Domestic Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

14. Indemnifications:

Under each Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, each Company, on behalf of its respective Funds, may enter into contracts that contain a variety of indemnifications. Each Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, each Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

 

15. Subsequent Events:

In connection with the preparation of the financial statements of the Funds as of and for the six-month period ended April 30, 2018, events and transactions subsequent to April 30, 2018, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure. The following subsequent events requiring financial statement adjustment or disclosure have been identified.

Karen H. Grimes, CFA announced her plan to retire and withdraw from the partnership of Wellington Management Group LLP, the ultimate holding company of Wellington Management Company LLP, as of December 31, 2018. Accordingly, she will no longer serve as a portfolio manager to Equity Income Fund as of December 31, 2018. It is anticipated that Ms. Grimes’ portfolio manager responsibilities will transition to the Equity Income Fund’s other portfolio managers by December 31, 2018.

Effective October 1, 2018, Class C shares automatically convert to Class A shares of the same Fund after ten years provided that the Fund or the financial intermediary has records verifying that the Class C shares have been held for at least ten years. Effective October 1, 2018, Class C shares held in an account directly through the Funds’ transfer agent for which no financial intermediary is specified or Hartford Funds Distributors, LLC is listed as the dealer of record will periodically be converted to Class A shares. Effective October 1, 2018, each Fund no longer accepts direct purchases of Class C shares by accounts for which no broker-dealer or other financial intermediary is specified. Any such direct purchase received by the Funds’ transfer agent for Class C shares for such accounts will automatically be invested in Class A shares. For more information on the above referenced changes, please see the Funds’ most recent prospectus.

 

 

  160  

 


Hartford Domestic Equity Funds

 

 

 

HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2)  on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund files a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Each Fund’s Forms N-Q are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov. The Form N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

 

 

  161  

 


THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

CUSTOMER PRIVACY NOTICE

The Hartford Financial Services Group, Inc. and Affiliates*

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

a) our insurance companies;

b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

a) market our products; or

b) market our services;

to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

a) independent agents;

b) brokerage firms;

c) insurance companies;

d) administrators; and

e) service providers;

who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

a) taking surveys;

b) marketing our products or services; or

c) offering financial products or services under a joint agreement between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages You visit through the use of:

a) cookies;

b) pixel tagging; or

c) other technologies;

and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

a) “opt-out;” or

b) “opt-in;”

as required by law.

We only disclose Personal Health Information with:

a) your authorization; or

b) as otherwise allowed or required by law.

Our employees have access to Personal Information in the course of doing their jobs, such as:

a) underwriting policies;

b) paying claims;

c) developing new products; or

d) advising customers of our products and services.

We use manual and electronic security procedures to maintain:

a) the confidentiality; and

b) the integrity of;

Personal Information that we have. We use these procedures to guard against unauthorized access.

Some techniques we use to protect Personal Information include:

a) secured files;

b) user authentication;

c) encryption;

 


 

 

d) firewall technology; and

e) the use of detection software.

We are responsible for and must:

a) identify information to be protected;

b) provide an adequate level of protection for that data;

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes: a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

 

If you have any questions or comments about this privacy notice, please feel free to contact us at The Hartford – Law Department, Privacy Law, One Hartford Plaza, Hartford, CT 06155, or at CorporatePrivacyOffice@thehartford.com.

This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates (including the following as of March 2018), to the extent required by the Gramm-Leach-Bliley Act and implementing regulations.

1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; American Maturity Life Insurance Company; Business Management Group, Inc.; Cervus Claim Solutions, LLC; First State Insurance Company; Fountain Investors I LLC; Fountain Investors II LLC; Fountain Investors III LLC; Fountain Investors IV LLC; FP R, LLC; FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Financial Services, LLC; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Group Benefits Holding Company; Hartford Holdings, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Insurance, Ltd.; Hartford Integrated Technologies, Inc.; Hartford International Life Reassurance Corporation; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life and Annuity Insurance Company; Hartford Life Insurance Company; Hartford Life, Inc.; Hartford Life International Holding Company; Hartford Life, Ltd.; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford Management, Ltd.; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Securities Distribution Company, Inc.; Hartford Specialty Insurance Services of Texas, LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Hartford-Comprehensive Employee Benefit Service Company; Heritage Holdings, Inc.; Heritage Reinsurance Company, Ltd.; HIMCO Distribution Services Company; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lanidex R, LLC; Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; New Ocean Insurance Co., Ltd.; Northern Homelands Company; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd.; The Hartford International Asset Management Company Limited; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company.

Revised March 2018


 

 

 

This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges and expenses of a Fund. This and other important information is contained in a Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.

The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Funds referenced herein are sub-advised by Wellington Management Company LLP. HFD and HFMC are not affiliated with the Funds’ sub-adviser.

MFSAR-DE18    6/18    206762    Printed in U.S.A.

 

LOGO


LOGO

 

 


LOGO

A MESSAGE FROM THE PRESIDENT

Dear Shareholders:

Thank you for investing in Hartford Funds. The following is the Funds’ Semi-Annual Report, covering the period from November 1, 2017 through April 30, 2018.

Market Review

While U.S. stocks, as measured by the S&P 500 Index (the “Index”),1 saw a 21.8%

 

return as of 2017 year end, U.S. equities have experienced a nearly flat return of 0.4% along with increased volatility year-to-date as of April 30.

The Index has experienced more than 20 days with swings of 1% or more this year, compared to eight days for all of 2017. Rising interest rates, inflation anxiety, and concerns surrounding U.S. tariffs and trade policies have contributed to the return of volatility.

In the six-month period that ended April 30, 2018, the U.S. Federal Reserve (Fed) continued its cycle of interest-rate increases by raising rates twice, each time by 0.25%. As of the end of April, short-term rates range from 1.5% to 1.75%. At the time of this writing, expectations were for a continued gradual increase throughout 2018. Central banks overseas are also expected to begin removing accommodative policies by raising interest rates, which may impact global markets.

Going forward, politics both at home and abroad are likely to continue playing a key role in driving market movements. In December, the first significant overhaul of the U.S. tax code in more than 30 years was signed into law. Geopolitical tensions continue to persist around U.S. engagement with Syria and North Korea, heightening market uncertainty. In Europe, uncertainty remains with respect to Britain’s “Brexit” undertaking to leave the European Union, which could influence markets or cause an uptick in volatility.

We encourage you to maintain a strong relationship with your financial advisor, who can help guide you through shifting markets confidently. He or she can help you proactively build a portfolio that takes market uncertainty into account, along with your unique investment goals and risk tolerances. Your financial advisor can help you find a fit within our family of funds as you work toward those goals.

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

 

LOGO

James Davey

President

Hartford Funds

 

1  S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks. The index is unmanaged and not available for direct investment. Past performance is not indicative of future results.


Hartford International/Global Equity Funds

Table of Contents

 

Fund Performance and Summary

     2  

Expense Examples

     20  

Financial Statements:

  

Schedules of Investments:

  

Hartford Emerging Markets Equity Fund

     24  

Hartford Environmental Opportunities Fund

     29  

Hartford Global Capital Appreciation Fund

     32  

Hartford Global Equity Income Fund

     40  

Hartford International Equity Fund

     44  

The Hartford International Growth Fund

     51  

The Hartford International Opportunities Fund

     55  

The Hartford International Small Company Fund

     59  

The Hartford International Value Fund

     63  

Statements of Assets and Liabilities

     68  

Statements of Operations

     72  

Statements of Changes in Net Assets

     74  

Financial Highlights

     78  

Notes to Financial Statements

     89  

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

     124  

Quarterly Portfolio Holdings Information

     124  


Fund Performance and Summary

Hartford Emerging Markets Equity Fund inception 05/31/2011

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

     6 Months1     1 Year     5 Years     Since
Inception2
 

Class A3

    4.00%       21.52%       5.79%       2.47%  

Class A4

    -1.72%       14.84%       4.60%       1.64%  

Class C3

    3.48%       20.48%       5.03%       1.73%  

Class C4

    2.48%       19.48%       5.03%       1.73%  

Class I3

    4.06%       21.78%       6.19%       2.84%  

Class R33

    3.68%       21.15%       5.53%       2.22%  

Class R43

    3.94%       21.49%       5.82%       2.49%  

Class R53

    4.01%       21.80%       6.04%       2.73%  

Class R63

    4.16%       22.04%       6.27%       2.92%  

Class Y3

    4.06%       21.92%       6.25%       2.90%  

Class F3

    4.15%       22.12%       6.25%       2.88%  

MSCI Emerging Markets Index (Net)

    4.80%       21.71%       4.74%       2.37%  

 

1 Not Annualized
2  Inception: 05/31/2011
3  Without sales charge
4  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares. Class R6 shares commenced operations on 2/28/18. Performance prior to that date is that of the Fund’s Class Y shares.

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

MSCI Emerging Markets Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across emerging market countries.

You cannot invest directly in an index.

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

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

Performance information prior to 5/7/15 reflects when the Fund pursued a modified investment strategy.

 

 

 

  2  

 


Hartford Emerging Markets Equity Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

Emerging Markets Equity Fund Class A

     1.46%        1.69%  

Emerging Markets Equity Fund Class C

     2.21%        2.44%  

Emerging Markets Equity Fund Class I

     1.21%        1.30%  

Emerging Markets Equity Fund Class R3

     1.71%        1.91%  

Emerging Markets Equity Fund Class R4

     1.46%        1.61%  

Emerging Markets Equity Fund Class R5

     1.16%        1.31%  

Emerging Markets Equity Fund Class R6

     0.99%        1.19%  

Emerging Markets Equity Fund Class Y

     1.11%        1.21%  

Emerging Markets Equity Fund Class F

     0.99%        1.19%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. •Small and mid-cap securities can have greater risks and volatility than large-cap securities. •The Fund’s focus on investments in particular sectors may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     7.6

Consumer Staples

     5.7  

Energy

     8.9  

Financials

     24.9  

Health Care

     1.8  

Industrials

     3.5  

Information Technology

     25.4  

Materials

     7.1  

Real Estate

     1.5  

Telecommunication Services

     6.6  

Utilities

     3.6  
  

 

 

 

Total

     96.6
  

 

 

 

Short-Term Investments

     2.8  

Other Assets & Liabilities

     0.6  
  

 

 

 

Total

     100.0
  

 

 

 

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

Composition by Currency

as of April 30, 2018

 

Description    Percentage of
Net Assets
 

Brazilian Real

     5.4

Chilean Peso

     0.1  

Czech Koruna

     0.5  

Euro

     0.3  

Hong Kong Dollar

     22.6  

Hungarian Forint

     0.3  

Indian Rupee

     9.8  

Indonesian Rupiah

     1.7  

Malaysian Ringgit

     3.3  

Mexican Peso

     3.6  

Philippine Peso

     0.0

Polish Zloty

     0.6  

Qatari Riyal

     0.2  

South African Rand

     5.3  

South Korean Won

     14.0  

Taiwanese Dollar

     12.0  

Thai Baht

     4.6  

Turkish Lira

     1.0  

United Arab Emirates Dirham

     0.7  

United States Dollar

     13.4  

Other Assets & Liabilities

     0.6  
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.
 

 

 

  3  

 


Fund Performance and Summary

Hartford Environmental Opportunities Fund inception 02/29/2016

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months2      1 Year      Since
Inception1
 

Class A3

     -3.12%        7.96%        15.25%  

Class A4

     -8.45%        2.03%        12.28%  

Class C3

     -2.98%        8.13%        14.92%  

Class C4

     -3.87%        7.14%        14.92%  

Class I3

     -3.00%        8.24%        15.57%  

Class R33

     -3.04%        8.06%        15.12%  

Class R43

     -3.04%        8.14%        15.28%  

Class R53

     -3.02%        8.15%        15.46%  

Class R63

     -2.93%        8.34%        15.59%  

Class Y3

     -2.95%        8.31%        15.58%  

Class F3

     -2.93%        8.40%        15.60%  

MSCI All Country World Index (Net)

     3.56%        14.16%        18.05%  

 

1  Inception: 02/29/2016
2 Not Annualized
3  Without sales charge
4  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

MSCI All Country World Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across developed markets and emerging markets countries.

You cannot invest directly in an index.

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

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

 

 

 

  4  

 


Hartford Environmental Opportunities Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

Environmental Opportunities Fund Class A

     1.20%        1.71%  

Environmental Opportunities Fund Class C

     1.95%        2.38%  

Environmental Opportunities Fund Class I

     0.90%        1.35%  

Environmental Opportunities Fund Class R3

     1.42%        2.05%  

Environmental Opportunities Fund Class R4

     1.12%        1.75%  

Environmental Opportunities Fund Class R5

     0.82%        1.45%  

Environmental Opportunities Fund Class R6

     0.70%        1.33%  

Environmental Opportunities Fund Class Y

     0.76%        1.36%  

Environmental Opportunities Fund Class F

     0.70%        1.33%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. •Small- and mid-cap securities can have greater risks and volatility than large-cap securities. •Risks of focusing investments on the utilities and industrials sectors include regulatory and legal developments, competitive pressures, pricing and rate pressures (utilities), rapid technological changes, potential product obsolescence, and liquidity risk. •Risks of focusing on investments that involve sustainability and environmentally responsible investment criteria may influence investment performance relative to the Fund’s benchmark or competing funds and expose the Fund to increased risks related to downturns or other adverse developments in that market segment.

Composition by Country

as of April 30, 2018

 

Country    Percentage of
Net Assets
 

Austria

     1.2

Brazil

     2.7  

Canada

     2.1  

China

     8.3  

France

     4.7  

Germany

     2.3  

Japan

     7.8  

Netherlands

     2.3  

Spain

     3.2  

Sweden

     3.6  

Switzerland

     2.1  

United Kingdom

     5.7  

United States

     49.8  

Short-Term Investments

     3.7  

Other Assets & Liabilities

     0.5  
  

 

 

 

Total

     100.0
  

 

 

 

The table above is based on Bloomberg’s country of risk classifications. For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     8.2

Energy

     3.0  

Financials

     2.4  

Industrials

     43.2  

Information Technology

     10.1  

Utilities

     28.9  
  

 

 

 

Total

     95.8
  

 

 

 

Short-Term Investments

     3.7  

Other Assets & Liabilities

     0.5  
  

 

 

 

Total

     100.0
  

 

 

 

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

 

 

 

  5  

 


Fund Performance and Summary

Hartford Global Capital Appreciation Fund inception 04/29/2005

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     1.92%        9.99%        8.82%        6.39%  

Class A3

     -3.68%        3.94%        7.60%        5.79%  

Class C2

     1.52%        9.21%        8.04%        5.63%  

Class C3

     0.52%        8.21%        8.04%        5.63%  

Class I2

     2.08%        10.32%        9.15%        6.72%  

Class R32

     1.89%        9.95%        8.72%        6.22%  

Class R42

     2.04%        10.23%        9.04%        6.54%  

Class R52

     2.07%        10.38%        9.15%        6.72%  

Class Y2

     2.13%        10.42%        9.22%        6.82%  

Class F2

     2.14%        10.49%        9.18%        6.74%  

MSCI All Country World Index (Net)

     3.56%        14.16%        8.80%        5.10%  

 

1 Not Annualized
2 Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may

exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

MSCI All Country World Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across developed markets and emerging markets countries.

You cannot invest directly in an index.

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

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

 

 

 

  6  

 


Hartford Global Capital Appreciation Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

Global Capital Appreciation Fund Class A

     1.26%        1.31%  

Global Capital Appreciation Fund Class C

     2.01%        2.02%  

Global Capital Appreciation Fund Class I

     0.97%        0.97%  

Global Capital Appreciation Fund Class R3

     1.36%        1.60%  

Global Capital Appreciation Fund Class R4

     1.06%        1.29%  

Global Capital Appreciation Fund Class R5

     0.96%        1.00%  

Global Capital Appreciation Fund Class Y

     0.91%        0.91%  

Global Capital Appreciation Fund Class F

     0.88%        0.88%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. The Fund seeks to achieve its investment objective by allocating assets among different asset classes and/or portfolio management teams. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. •Small and mid-cap securities can have greater risks and volatility than large-cap securities.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     13.0

Consumer Staples

     7.8  

Energy

     5.1  

Financials

     16.0  

Health Care

     10.0  

Industrials

     12.7  

Information Technology

     19.7  

Materials

     6.5  

Real Estate

     3.9  

Telecommunication Services

     1.6  

Utilities

     3.2  
  

 

 

 

Total

     99.5
  

 

 

 

Short-Term Investments

     2.3  

Other Assets & Liabilities

     (1.8
  

 

 

 

Total

     100.0
  

 

 

 

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

Composition by Country

as of April 30, 2018

 

Country    Percentage of
Net Assets
 

Australia

     1.1

Austria

     0.4  

Bermuda

     0.4  

Brazil

     2.6  

British Virgin Islands

     0.2  

Canada

     3.8  

Cayman Islands

     0.0

Chile

     0.1  

China

     3.9  

Denmark

     0.2  

France

     4.0  

Germany

     2.2  

Greece

     0.3  

Hong Kong

     1.0  

India

     1.3  

Ireland

     1.5  

Isle of Man

     0.2  

Israel

     0.3  

Italy

     1.4  

Japan

     5.7  

Jersey

     0.1  

Luxembourg

     1.0  

Malaysia

     0.2  

Mexico

     0.2  

Netherlands

     1.6  

Norway

     0.1  

Russia

     0.5  

Singapore

     0.2  

South Korea

     2.1  

Spain

     1.7  

Sweden

     0.4  

Switzerland

     3.0  

Taiwan

     1.1  

United Kingdom

     6.3  

United States

     50.4  

Short-Term Investments

     2.3  

Other Assets & Liabilities

     (1.8
  

 

 

 

Total

     100.0
  

 

 

 

 

* percentage rounds to zero

The table above is based on Bloomberg’s country of risk classifications. For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

 

 

  7  

 


Fund Performance and Summary

Hartford Global Equity Income Fund inception 02/29/2008

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     1.76%        10.38%        8.14%        5.46%  

Class A3

     -3.84%        4.31%        6.92%        4.87%  

Class C2

     1.34%        9.44%        7.31%        4.67%  

Class C3

     0.34%        8.44%        7.31%        4.67%  

Class I2

     1.91%        10.69%        8.43%        5.76%  

Class R32

     1.56%        10.03%        7.91%        5.21%  

Class R42

     1.80%        10.42%        8.22%        5.52%  

Class R52

     1.96%        10.77%        8.55%        5.84%  

Class Y2

     2.01%        10.87%        8.59%        5.87%  

Class F2

     1.98%        10.82%        8.45%        5.77%  

MSCI All Country World Index (Net)

     3.56%        14.16%        8.80%        5.10%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may

exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

MSCI All Country World Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across developed markets and emerging markets countries.

You cannot invest directly in an index.

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

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

 

 

 

  8  

 


Hartford Global Equity Income Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

Global Equity Income Fund Class A

     1.25%        1.35%  

Global Equity Income Fund Class C

     2.00%        2.15%  

Global Equity Income Fund Class I

     1.00%        1.04%  

Global Equity Income Fund Class R3

     1.45%        1.62%  

Global Equity Income Fund Class R4

     1.15%        1.32%  

Global Equity Income Fund Class R5

     0.85%        1.02%  

Global Equity Income Fund Class Y

     0.80%        0.91%  

Global Equity Income Fund Class F

     0.80%        0.90%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. •For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. •Different investment styles may go in and out favor, which may cause the Fund to under perform the broader stock market.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     4.5

Consumer Staples

     7.5  

Energy

     8.4  

Financials

     21.5  

Health Care

     8.4  

Industrials

     10.1  

Information Technology

     13.9  

Materials

     6.5  

Real Estate

     6.2  

Telecommunication Services

     5.4  

Utilities

     6.7  
  

 

 

 

Total

     99.1
  

 

 

 

Short-Term Investments

     2.8  

Other Assets & Liabilities

     (1.9
  

 

 

 

Total

     100.0
  

 

 

 

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

 

 

 

  9  

 


Fund Performance and Summary

Hartford International Equity Fund inception 06/30/2008

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1     1 Year     5 Years     Since
Inception2
 

Class A3

     3.09     16.10     6.72     3.09

Class A4

     -2.58     9.71     5.52     2.50

Class C3

     2.67     15.13     5.92     2.34

Class C4

     1.67     14.13     5.92     2.34

Class I3

     3.24     16.38     7.09     3.47

Class R33

     2.92     15.74     6.44     2.84

Class R43

     3.05     16.05     6.75     3.13

Class R53

     3.20     16.34     6.96     3.37

Class R63

     3.20     16.46     7.16     3.51

Class Y3

     3.20     16.46     7.16     3.51

Class F3

     3.31     16.56     7.12     3.48

MSCI All Country World ex USA Index (Net)

     3.47     15.91     5.46     3.03

 

1  Not Annualized
2  Inception: 06/30/2008
3  Without sales charge
4  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares. Class R6 shares commenced operations on 2/28/18. Performance prior to that date is that of the Fund’s Class Y shares.

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

MSCI All Country World ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across developed markets (excluding the United States) and emerging market countries.

You cannot invest directly in an index.

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

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

Performance information prior to 8/13/15 reflects when the Fund pursued a modified investment strategy.

Effective 3/30/18, certain classes of shares of the Fund were closed to new investors, subject to certain exceptions. For more information, please see the Fund’s prospectus.

 

 

 

  10  

 


Hartford International Equity Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

International Equity Fund Class A

     1.05%        1.60%  

International Equity Fund Class C

     1.80%        2.36%  

International Equity Fund Class I

     0.75%        1.24%  

International Equity Fund Class R3

     1.27%        1.83%  

International Equity Fund Class R4

     0.97%        1.53%  

International Equity Fund Class R5

     0.67%        1.23%  

International Equity Fund Class R6

     0.55%        1.12%  

International Equity Fund Class Y

     0.66%        1.12%  

International Equity Fund Class F

     0.55%        1.12%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. The Fund seeks to achieve its investment objective by allocating assets among different asset classes and/or portfolio management teams. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. •Small and mid-cap securities can have greater risks and volatility than large-cap securities. •The Fund may focus on investments in particular geographic regions or countries, so it may be more exposed to risks and volatility than a fund holding more geographically diverse investments.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     10.8

Consumer Staples

     8.2  

Energy

     6.5  

Financials

     22.5  

Health Care

     6.2  

Industrials

     12.3  

Information Technology

     11.0  

Materials

     7.4  

Real Estate

     3.7  

Telecommunication Services

     4.9  

Utilities

     4.0  
  

 

 

 

Total

     97.5
  

 

 

 

Short-Term Investments

     4.4  

Other Assets & Liabilities

     (1.9
  

 

 

 

Total

     100.0
  

 

 

 

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

 

 

 

  11  

 


Fund Performance and Summary

The Hartford International Growth Fund inception 04/30/2001

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     3.76%        19.38%        7.49%        2.13%  

Class A3

     -1.95%        12.81%        6.28%        1.55%  

Class C2

     3.43%        18.51%        6.69%        1.37%  

Class C3

     2.43%        17.51%        6.69%        1.37%  

Class I2

     3.93%        19.63%        7.81%        2.47%  

Class R32

     3.60%        19.02%        7.26%        1.91%  

Class R42

     3.77%        19.30%        7.56%        2.25%  

Class R52

     3.91%        19.65%        7.90%        2.56%  

Class R62

     4.07%        19.86%        7.97%        2.65%  

Class Y2

     3.94%        19.71%        7.94%        2.63%  

Class F2

     3.98%        19.84%        7.85%        2.49%  

MSCI All Country World ex USA Growth Index (Net)

     3.15%        17.40%        6.36%        2.76%  

MSCI All Country World ex USA Index (Net)

     3.47%        15.91%        5.46%        2.26%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares. Class R6 shares commenced on 2/28/18. Performance prior to that date is that of the Fund’s Class Y shares.

MSCI All Country World ex USA Growth Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities exhibiting overall growth style characteristics across developed market countries (excluding the United States) and emerging market countries.

MSCI All Country World ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across developed markets (excluding the United States) and emerging market countries.

You cannot invest directly in an index.

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

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

 

 

 

  12  

 


The Hartford International Growth Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

International Growth Fund Class A

     1.31%        1.50%  

International Growth Fund Class C

     2.06%        2.25%  

International Growth Fund Class I

     1.01%        1.19%  

International Growth Fund Class R3

     1.61%        1.72%  

International Growth Fund Class R4

     1.31%        1.41%  

International Growth Fund Class R5

     1.01%        1.11%  

International Growth Fund Class R6

     0.91%        1.00%  

International Growth Fund Class Y

     0.96%        1.02%  

International Growth Fund Class F

     0.91%        1.00%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. The Fund seeks to achieve its investment objective by allocating assets among different asset classes and/or portfolio management teams. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. •Small and mid-cap securities can have greater risks and volatility than large-cap securities. •The Fund may focus on investments in particular sectors, geographic regions or countries, so it may be more exposed to risks and volatility than a fund holding more geographically diverse investments. •Different investment styles may go in and out favor, which may cause the Fund to under perform the broader stock market.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     15.7

Consumer Staples

     8.5  

Energy

     1.9  

Financials

     17.6  

Health Care

     8.1  

Industrials

     16.4  

Information Technology

     22.3  

Materials

     2.8  

Real Estate

     1.4  

Telecommunication Services

     1.3  

Utilities

     0.9  
  

 

 

 

Total

     96.9
  

 

 

 

Short-Term Investments

     2.4  

Other Assets & Liabilities

     0.7  
  

 

 

 

Total

     100.0
  

 

 

 

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

 

 

 

  13  

 


Fund Performance and Summary

The Hartford International Opportunities Fund inception 07/22/1996

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     1.42%        12.63%        6.36%        3.17%  

Class A3

     -4.16%        6.43%        5.16%        2.59%  

Class C2

     1.06%        11.78%        5.59%        2.40%  

Class C3

     0.10%        10.78%        5.59%        2.40%  

Class I2

     1.54%        12.88%        6.70%        3.52%  

Class R32

     1.29%        12.31%        6.10%        2.91%  

Class R42

     1.38%        12.61%        6.40%        3.24%  

Class R52

     1.59%        12.99%        6.73%        3.54%  

Class R62

     1.60%        13.07%        6.83%        3.66%  

Class Y2

     1.63%        13.03%        6.84%        3.66%  

Class F2

     1.63%        13.12%        6.74%        3.54%  

MSCI All Country World ex USA Index (Net)

     3.47%        15.91%        5.46%        2.26%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class I shares commenced operations on 5/30/08. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class R6 shares commenced operations on 11/7/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares from 5/30/08 through 2/27/17 and Class A shares (excluding sales charges) prior to 5/30/08.

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

MSCI All Country World ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across developed markets (excluding the United States) and emerging market countries.

You cannot invest directly in an index.

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

Performance information may reflect historical waivers/reimbursements without which performance would have been lower.

 

 

 

  14  

 


The Hartford International Opportunities Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

International Opportunities Fund Class A

     1.14%        1.14%  

International Opportunities Fund Class C

     1.92%        1.92%  

International Opportunities Fund Class I

     0.85%        0.85%  

International Opportunities Fund Class R3

     1.44%        1.44%  

International Opportunities Fund Class R4

     1.13%        1.13%  

International Opportunities Fund Class R5

     0.83%        0.83%  

International Opportunities Fund Class R6

     0.73%        0.73%  

International Opportunities Fund Class Y

     0.74%        0.74%  

International Opportunities Fund Class F

     0.72%        0.72%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross and Net expenses are the same. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. •Mid-cap securities can have greater risks and volatility than large-cap securities. •The Fund’s focus on investments in particular sectors, geographic regions or countries may increase its volatility and risk of loss if adverse developments occur.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     15.5

Consumer Staples

     7.1  

Energy

     6.9  

Financials

     18.9  

Health Care

     6.3  

Industrials

     13.0  

Information Technology

     15.0  

Materials

     5.2  

Real Estate

     2.7  

Telecommunication Services

     1.5  

Utilities

     3.0  
  

 

 

 

Total

     95.1
  

 

 

 

Short-Term Investments

     7.8  

Other Assets & Liabilities

     (2.9
  

 

 

 

Total

     100.0
  

 

 

 

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

Composition by Currency

as of April 30, 2018

 

Description    Percentage of
Net Assets
 

Australian Dollar

     0.7

British Pound

     9.7  

Canadian Dollar

     7.4  

Euro

     24.9  

Hong Kong Dollar

     7.7  

Indian Rupee

     2.3  

Japanese Yen

     15.4  

Mexican Peso

     0.4  

Norwegian Krone

     0.3  

South Korean Won

     2.3  

Swedish Krona

     0.5  

Swiss Franc

     9.1  

Taiwanese Dollar

     2.8  

United States Dollar

     19.4  

Other Assets & Liabilities

     (2.9
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  15  

 


Fund Performance and Summary

The Hartford International Small Company Fund inception 04/30/2001

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     3.56%        16.69%        8.19%        5.59%  

Class A3

     -2.14%        10.27%        6.98%        4.99%  

Class C2

     3.18%        15.79%        7.40%        4.80%  

Class C3

     2.23%        14.79%        7.40%        4.80%  

Class I2

     3.79%        17.19%        8.60%        6.00%  

Class R32

     3.50%        16.46%        8.00%        5.57%  

Class R42

     3.63%        16.83%        8.34%        5.82%  

Class R52

     3.81%        17.15%        8.64%        6.06%  

Class Y2

     3.84%        17.18%        8.71%        6.11%  

Class F2

     3.78%        17.24%        8.61%        6.00%  

S&P EPAC SmallCap Index

     5.76%        20.26%        10.84%        6.15%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may

exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class R3, R4 and R5 shares commenced operations on 5/28/10. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17 and performance prior to that date is that of the Fund’s Class I shares.

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

S&P EPAC SmallCap Index (reflects no deduction for fees, expenses or taxes) is designed to capture the stocks representing the lowest 15% of float-adjusted market cap in each developed country. It is a subset of the S&P Global BMI, a comprehensive, rules-based index measuring global stock market performance.

You cannot invest directly in an index.

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

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

Effective on the close of business on 4/29/16, the Fund was closed to new investors until further notice. For more information, please see the Fund’s prospectus.

 

 

 

  16  

 


The Hartford International Small Company Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

International Small Company Fund Class A

     1.49%        1.49%  

International Small Company Fund Class C

     2.24%        2.24%  

International Small Company Fund Class I

     1.06%        1.06%  

International Small Company Fund Class R3

     1.66%        1.70%  

International Small Company Fund Class R4

     1.36%        1.40%  

International Small Company Fund Class R5

     1.06%        1.11%  

International Small Company Fund Class Y

     1.00%        1.00%  

International Small Company Fund Class F

     0.99%        0.99%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. •The Fund may focus on investments in particular geographic regions or countries, so it may be more exposed to risks and volatility than a fund holding more geographically diverse investments. •Small-cap securities can have greater risks and volatility than large-cap securities.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     18.1

Consumer Staples

     3.1  

Energy

     2.4  

Financials

     8.0  

Health Care

     12.9  

Industrials

     33.5  

Information Technology

     5.7  

Materials

     11.8  

Real Estate

     2.5  

Telecommunication Services

     0.8  
  

 

 

 

Total

     98.8
  

 

 

 

Short-Term Investments

     4.1  

Other Assets & Liabilities

     (2.9
  

 

 

 

Total

     100.0
  

 

 

 

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

Composition by Currency

as of April 30, 2018

 

Description    Percentage of
Net Assets
 

Australian Dollar

     7.9

British Pound

     19.4  

Euro

     26.5  

Hong Kong Dollar

     2.3  

Japanese Yen

     33.6  

Norwegian Krone

     2.2  

South Korean Won

     1.7  

Swedish Krona

     0.8  

Swiss Franc

     3.9  

United States Dollar

     4.6  

Other Assets & Liabilities

     (2.9
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  17  

 


Fund Performance and Summary

The Hartford International Value Fund inception 05/28/2010

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      Since
Inception2
 

Class A3

     3.48%        15.64%        9.23%        10.84%  

Class A4

     -2.21%        9.28%        8.00%        10.05%  

Class C3

     3.14%        14.95%        8.52%        10.10%  

Class C4

     2.17%        13.95%        8.52%        10.10%  

Class I3

     3.64%        16.03%        9.63%        11.24%  

Class R33

     3.33%        15.32%        8.96%        10.56%  

Class R43

     3.48%        15.63%        9.29%        10.90%  

Class R53

     3.60%        16.02%        9.62%        11.23%  

Class Y3

     3.68%        16.09%        9.83%        11.56%  

Class F3

     3.67%        16.19%        9.66%        11.26%  

MSCI EAFE Value Index (Net)

     3.46%        13.27%        5.14%        7.30%  

MSCI EAFE Index (Net)

     3.41%        14.51%        5.90%        8.17%  

 

1  Not Annualized
2  Inception: 05/28/2010
3  Without sales charge
4  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

MSCI EAFE Value Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities exhibiting overall value style characteristics across developed market countries, excluding the U.S. and Canada.

MSCI EAFE Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) (Europe, Australasia, Far East) is designed to capture large and mid cap representation across developed market countries, excluding the U.S. and Canada.

You cannot invest directly in an index.

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

Performance information may reflect historical waivers/reimbursements without which performance would have been lower.

Effective on the close of business on 11/28/14, the Fund was closed to new investors until further notice. For more information, please see the Fund’s prospectus.

 

 

 

  18  

 


The Hartford International Value Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

International Value Fund Class A

     1.25%        1.25%  

International Value Fund Class C

     1.95%        1.95%  

International Value Fund Class I

     0.91%        0.91%  

International Value Fund Class R3

     1.57%        1.57%  

International Value Fund Class R4

     1.27%        1.27%  

International Value Fund Class R5

     0.95%        0.95%  

International Value Fund Class Y

     0.88%        0.88%  

International Value Fund Class F

     0.85%        0.85%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross and Net expenses are the same. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. •The Fund may focus on investments in particular geographic regions or countries, so it may be more exposed to risks and volatility than a fund holding more geographically diverse investments. •Small and mid-cap securities can have greater risks and volatility than large-cap securities. •Different investment styles may go in and out favor, which may cause the Fund to under perform the broader stock market.

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     14.1

Consumer Staples

     1.4  

Energy

     13.9  

Financials

     24.2  

Health Care

     4.0  

Industrials

     10.9  

Information Technology

     8.2  

Materials

     9.5  

Telecommunication Services

     5.4  

Utilities

     3.4  
  

 

 

 

Total

     95.0
  

 

 

 

Short-Term Investments

     5.0  

Other Assets & Liabilities

     0.0
  

 

 

 

Total

     100.0
  

 

 

 

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

Composition by Currency

as of April 30, 2018

 

Description    Percentage of
Net Assets
 

Australian Dollar

     0.6

Brazilian Real

     0.7  

British Pound

     14.2  

Canadian Dollar

     2.3  

Danish Krone

     0.7  

Euro

     23.4  

Hong Kong Dollar

     4.8  

Hungarian Forint

     0.4  

Indian Rupee

     0.9  

Japanese Yen

     30.9  

Norwegian Krone

     0.5  

South African Rand

     1.5  

South Korean Won

     3.2  

Swedish Krona

     1.3  

Swiss Franc

     4.2  

Taiwanese Dollar

     2.0  

United States Dollar

     8.4  

Other Assets & Liabilities

     0.0
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.
 

 

 

  19  

 


Hartford International/Global Equity Funds

Expense Examples (Unaudited)

 

 

 

Your Fund’s Expenses

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of November 1, 2017 through April 30, 2018, except as indicated below. To the extent a Fund was subject to acquired fund fees and expenses during the period, acquired fund fees and expenses are not included in the annualized expense ratios below.

Actual Expenses

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

Hypothetical Example for Comparison Purposes

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

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

Hartford Emerging Markets Equity Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,040.00     $ 6.73     $     1,000.00     $     1,018.20     $ 6.66       1.33     181       365  

Class C

  $ 1,000.00     $ 1,034.80     $     11.10     $ 1,000.00     $ 1,013.89     $     10.99       2.20     181       365  

Class I

  $ 1,000.00     $ 1,040.60     $ 5.36     $ 1,000.00     $ 1,019.54     $ 5.31       1.06     181       365  

Class R3

  $ 1,000.00     $ 1,036.80     $ 8.53     $ 1,000.00     $ 1,016.41     $ 8.45       1.69     181       365  

Class R4

  $ 1,000.00     $ 1,039.40     $ 6.78     $ 1,000.00     $ 1,018.15     $ 6.71       1.34     181       365  

Class R5

  $ 1,000.00     $ 1,040.10     $ 5.56     $ 1,000.00     $ 1,019.34     $ 5.51       1.10     181       365  

Class R6(1)

  $ 1,000.00     $ 983.40     $ 1.62 (2)    $ 1,000.00     $ 1,019.94     $ 4.91       0.98     181       365  

Class Y

  $ 1,000.00     $ 1,040.60     $ 5.16     $ 1,000.00     $ 1,019.74     $ 5.11       1.02     181       365  

Class F

  $ 1,000.00     $ 1,041.50     $ 4.96     $ 1,000.00     $ 1,019.94     $ 4.91       0.98     181       365  

 

* Please note that while Class R6 shares commenced operations on February 28, 2018, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2017 to April 30, 2018.
(1)  Inception date of Class R6 shares was February 28, 2018.
(2)  Expenses paid during the period February 28, 2018 through April 30, 2018.

 

 

  20  

 


Hartford International/Global Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

Hartford Environmental Opportunities Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     968.80     $     5.52     $     1,000.00     $     1,019.19     $     5.66       1.13     181       365  

Class C

  $ 1,000.00     $ 970.20     $ 4.93     $ 1,000.00     $ 1,019.79     $ 5.06       1.01     181       365  

Class I

  $ 1,000.00     $ 970.00     $ 4.05     $ 1,000.00     $ 1,020.68     $ 4.16       0.83     181       365  

Class R3

  $ 1,000.00     $ 969.60     $ 5.08     $ 1,000.00     $ 1,019.64     $ 5.21       1.04     181       365  

Class R4

  $ 1,000.00     $ 969.60     $ 4.83     $ 1,000.00     $ 1,019.89     $ 4.96       0.99     181       365  

Class R5

  $ 1,000.00     $ 969.80     $ 4.54     $ 1,000.00     $ 1,020.18     $ 4.66       0.93     181       365  

Class R6

  $ 1,000.00     $ 970.70     $ 4.01     $ 1,000.00     $ 1,020.73     $ 4.11       0.82     181       365  

Class Y

  $ 1,000.00     $ 970.50     $ 4.06     $ 1,000.00     $ 1,020.68     $ 4.16       0.83     181       365  

Class F

  $ 1,000.00     $ 970.70     $ 4.01     $ 1,000.00     $ 1,020.73     $ 4.11       0.82     181       365  

Hartford Global Capital Appreciation Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,019.20     $     6.26     $     1,000.00     $     1,018.60     $     6.26       1.25     181       365  

Class C

  $ 1,000.00     $ 1,015.20     $ 9.94     $ 1,000.00     $ 1,014.93     $ 9.94       1.99     181       365  

Class I

  $ 1,000.00     $ 1,020.80     $ 4.71     $ 1,000.00     $ 1,020.13     $ 4.71       0.94     181       365  

Class R3

  $ 1,000.00     $ 1,018.90     $ 6.76     $ 1,000.00     $ 1,018.10     $ 6.76       1.35     181       365  

Class R4

  $ 1,000.00     $ 1,020.40     $ 5.26     $ 1,000.00     $ 1,019.59     $ 5.26       1.05     181       365  

Class R5

  $ 1,000.00     $ 1,020.70     $ 4.76     $ 1,000.00     $ 1,020.08     $ 4.76       0.95     181       365  

Class Y

  $ 1,000.00     $ 1,021.30     $ 4.51     $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

Class F

  $ 1,000.00     $ 1,021.40     $ 4.31     $ 1,000.00     $ 1,020.53     $ 4.31       0.86     181       365  

Hartford Global Equity Income Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,017.60     $     6.15     $     1,000.00     $     1,018.70     $     6.16       1.23     181       365  

Class C

  $ 1,000.00     $ 1,013.40     $ 9.98     $ 1,000.00     $ 1,014.88     $ 9.99       2.00     181       365  

Class I

  $ 1,000.00     $ 1,019.10     $ 4.56     $ 1,000.00     $ 1,020.28     $ 4.56       0.91     181       365  

Class R3

  $ 1,000.00     $ 1,015.60     $ 7.25     $ 1,000.00     $ 1,017.60     $ 7.25       1.45     181       365  

Class R4

  $ 1,000.00     $ 1,018.00     $ 5.75     $ 1,000.00     $ 1,019.09     $ 5.76       1.15     181       365  

Class R5

  $ 1,000.00     $ 1,019.60     $ 4.26     $ 1,000.00     $ 1,020.58     $ 4.26       0.85     181       365  

Class Y

  $ 1,000.00     $ 1,020.10     $ 4.01     $ 1,000.00     $ 1,020.83     $ 4.01       0.80     181       365  

Class F

  $ 1,000.00     $ 1,019.80     $ 4.01     $ 1,000.00     $ 1,020.83     $ 4.01       0.80     181       365  

 

 

  21  

 


Hartford International/Global Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

Hartford International Equity Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,030.90     $     5.29     $     1,000.00     $     1,019.59     $     5.26       1.05     181       365  

Class C

  $ 1,000.00     $ 1,026.70     $ 8.94     $ 1,000.00     $ 1,015.97     $ 8.90       1.78     181       365  

Class I

  $ 1,000.00     $ 1,032.40     $ 3.53     $ 1,000.00     $ 1,021.32     $ 3.51       0.70     181       365  

Class R3

  $ 1,000.00     $ 1,029.20     $ 6.74     $ 1,000.00     $ 1,018.15     $ 6.71       1.34     181       365  

Class R4

  $ 1,000.00     $ 1,030.50     $ 5.24     $ 1,000.00     $ 1,019.64     $ 5.21       1.04     181       365  

Class R5

  $ 1,000.00     $ 1,032.00     $ 3.73     $ 1,000.00     $ 1,021.13     $ 3.71       0.74     181       365  

Class R6(1)

  $ 1,000.00     $ 1,000.00     $ 0.90 (2)    $ 1,000.00     $ 1,022.12     $ 2.71       0.54     181       365  

Class Y

  $ 1,000.00     $ 1,032.00     $ 3.12     $ 1,000.00     $ 1,021.72     $ 3.11       0.62     181       365  

Class F

  $ 1,000.00     $ 1,033.10     $ 3.13     $ 1,000.00     $ 1,021.72     $ 3.11       0.62     181       365  

 

* Please note that while Class R6 shares commenced operations on February 28, 2018, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2017 to April 30, 2018.
(1)  Inception date of Class R6 shares was February 28, 2018.
(2) Expenses paid during the period February 28, 2018 through April 30, 2018.

The Hartford International Growth Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,037.60     $ 6.57     $     1,000.00     $     1,018.35     $ 6.51       1.30     181       365  

Class C

  $ 1,000.00     $ 1,034.30     $     10.34     $ 1,000.00     $ 1,014.63     $     10.24       2.05     181       365  

Class I

  $ 1,000.00     $ 1,039.30     $ 5.01     $ 1,000.00     $ 1,019.89     $ 4.96       0.99     181       365  

Class R3

  $ 1,000.00     $ 1,036.00     $ 8.08     $ 1,000.00     $ 1,016.86     $ 8.00       1.60     181       365  

Class R4

  $ 1,000.00     $ 1,037.70     $ 6.57     $ 1,000.00     $ 1,018.35     $ 6.51       1.30     181       365  

Class R5

  $ 1,000.00     $ 1,039.10     $ 5.06     $ 1,000.00     $ 1,019.84     $ 5.01       1.00     181       365  

Class R6(1)

  $ 1,000.00     $ 1,004.30     $ 1.51 (2)    $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

Class Y

  $ 1,000.00     $ 1,039.40     $ 4.65     $ 1,000.00     $ 1,020.23     $ 4.61       0.92     181       365  

Class F

  $ 1,000.00     $ 1,039.80     $ 4.55     $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

 

* Please note that while Class R6 shares commenced operations on February 28, 2018, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2017 to April 30, 2018.
(1)  Inception date of Class R6 shares was February 28, 2018.
(2)  Expenses paid during the period February 28, 2018 through April 30, 2018.

 

 

  22  

 


Hartford International/Global Equity Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford International Opportunities Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,014.20     $     5.49     $     1,000.00     $     1,019.34     $     5.51       1.10     181       365  

Class C

  $ 1,000.00     $ 1,010.60     $ 9.27     $ 1,000.00     $ 1,015.57     $ 9.30       1.86     181       365  

Class I

  $ 1,000.00     $ 1,015.40     $ 3.90     $ 1,000.00     $ 1,020.93     $ 3.91       0.78     181       365  

Class R3

  $ 1,000.00     $ 1,012.90     $ 7.04     $ 1,000.00     $ 1,017.80     $ 7.05       1.41     181       365  

Class R4

  $ 1,000.00     $ 1,013.80     $ 5.54     $ 1,000.00     $ 1,019.29     $ 5.56       1.11     181       365  

Class R5

  $ 1,000.00     $ 1,015.90     $ 4.00     $ 1,000.00     $ 1,020.83     $ 4.01       0.80     181       365  

Class R6

  $ 1,000.00     $ 1,016.00     $ 3.50     $ 1,000.00     $ 1,021.32     $ 3.51       0.70     181       365  

Class Y

  $ 1,000.00     $ 1,016.30     $ 3.65     $ 1,000.00     $ 1,021.18     $ 3.66       0.73     181       365  

Class F

  $ 1,000.00     $ 1,016.30     $ 3.50     $ 1,000.00     $ 1,021.32     $ 3.51       0.70     181       365  

The Hartford International Small Company Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,035.60     $ 7.37     $     1,000.00     $     1,017.56     $ 7.30       1.46     181       365  

Class C

  $ 1,000.00     $ 1,031.80     $     11.13     $ 1,000.00     $ 1,013.84     $     11.04       2.21     181       365  

Class I

  $ 1,000.00     $ 1,037.90     $ 5.46     $ 1,000.00     $ 1,019.44     $ 5.41       1.08     181       365  

Class R3

  $ 1,000.00     $ 1,035.00     $ 8.33     $ 1,000.00     $ 1,016.61     $ 8.25       1.65     181       365  

Class R4

  $ 1,000.00     $ 1,036.30     $ 6.82     $ 1,000.00     $ 1,018.10     $ 6.76       1.35     181       365  

Class R5

  $ 1,000.00     $ 1,038.10     $ 5.31     $ 1,000.00     $ 1,019.59     $ 5.26       1.05     181       365  

Class Y

  $ 1,000.00     $ 1,038.40     $ 5.00     $ 1,000.00     $ 1,019.89     $ 4.96       0.99     181       365  

Class F

  $ 1,000.00     $ 1,037.80     $ 4.95     $ 1,000.00     $ 1,019.94     $ 4.91       0.98     181       365  

The Hartford International Value Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,034.80     $     6.00     $     1,000.00     $     1,018.89     $     5.96       1.19     181       365  

Class C

  $ 1,000.00     $ 1,031.40     $ 9.67     $ 1,000.00     $ 1,015.27     $ 9.59       1.92     181       365  

Class I

  $ 1,000.00     $ 1,036.40     $ 4.49     $ 1,000.00     $ 1,020.38     $ 4.46       0.89     181       365  

Class R3

  $ 1,000.00     $ 1,033.30     $ 7.76     $ 1,000.00     $ 1,017.16     $ 7.70       1.54     181       365  

Class R4

  $ 1,000.00     $ 1,034.80     $ 6.26     $ 1,000.00     $ 1,018.65     $ 6.21       1.24     181       365  

Class R5

  $ 1,000.00     $ 1,036.00     $ 4.64     $ 1,000.00     $ 1,020.23     $ 4.61       0.92     181       365  

Class Y

  $ 1,000.00     $ 1,036.80     $ 4.34     $ 1,000.00     $ 1,020.53     $ 4.31       0.86     181       365  

Class F

  $ 1,000.00     $ 1,036.70     $ 4.14     $ 1,000.00     $ 1,020.73     $ 4.11       0.82     181       365  

 

 

  23  

 


Hartford Emerging Markets Equity Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.2%  
      Brazil - 4.9%  
  76,404    

Banco Santander Brasil S.A. ADR

  $ 828,219  
  38,959    

Cia de Saneamento Basico do Estado de Sao Paulo ADR

    388,811  
  131,000    

Cyrela Brazil Realty S.A. Empreendimentos e Participacoes

    519,782  
  61,859    

Estacio Participacoes S.A.

    563,286  
  53,259    

IRB Brasil Resseguros S.A.

    719,100  
  36,200    

Itau Unibanco Holding S.A.

    527,107  
  347    

Itausa - Investimentos Itau S.A.*

    1,337  
  34,386    

JBS S.A.

    85,886  
  19,205    

SLC Agricola S.A.

    245,161  
  28,998    

Suzano Papel e Celulose S.A.

    339,877  
  28,951    

Telefonica Brasil S.A. ADR

    408,788  
  51,276    

TIM Participacoes S.A. ADR

    1,166,529  
  92,152    

Vale S.A.

    1,280,269  
  44,578    

Via Varejo S.A.

    378,567  
   

 

 

 
      7,452,719  
   

 

 

 
      Cayman Islands - 0.4%  
  84,555    

Chlitina Holding Ltd.

    551,517  
   

 

 

 
      Chile - 0.5%  
  9,825    

Empresas COPEC S.A.

    160,391  
  9,453    

Enel Americas S.A. ADR

    107,292  
  69,242    

Enel Chile S.A. ADR

    430,685  
   

 

 

 
      698,368  
   

 

 

 
      China - 22.3%  
  79,656    

Agile Group Holdings Ltd.

    157,129  
  2,904,670    

Agricultural Bank of China Ltd. Class H

    1,637,687  
  18,828    

Alibaba Group Holding Ltd. ADR*

    3,361,551  
  103,120    

Anhui Conch Cement Co., Ltd. Class H

    643,621  
  9,146    

Autohome, Inc. ADR

    892,192  
  2,338    

Baidu, Inc. ADR*

    586,604  
  2,527,068    

Bank of China Ltd. Class H

    1,371,771  
  2,774,874    

Bank of Communications Co., Ltd. Class H

    2,270,636  
  193,349    

China CITIC Bank Corp. Ltd. Class H

    138,215  
  2,131,161    

China Construction Bank Corp. Class H

    2,232,729  
  75,373    

China Everbright Bank Co., Ltd. Class H

    37,667  
  304,258    

China Huarong Asset Management Co. Ltd.(1)

    104,789  
  52,780    

China Merchants Bank Co., Ltd. Class H

    230,142  
  2,285,754    

China Petroleum & Chemical Corp. Class H

    2,226,002  
  187,019    

China Shenhua Energy Co., Ltd. Class H

    458,731  
  98,306    

China Southern Airlines Co., Ltd. Class H

    105,852  
  834,340    

China Telecom Corp. Ltd. Class H

    404,431  
  218,500    

Chongqing Rural Commercial Bank Co., Ltd. Class H

    167,147  
  808,431    

CNOOC Ltd.

    1,367,633  
  75,045    

Country Garden Holdings Co., Ltd.

    153,022  
  14,291    

Daqo New Energy Corp. ADR*

    762,425  
  563,318    

Dongfeng Motor Group Co., Ltd. Class H

    622,936  
  165,846    

Fosun International Ltd.

    352,422  
  221,257    

Guangzhou Automobile Group Co., Ltd. Class H

    405,280  
  1,423,985    

Industrial & Commercial Bank of China Ltd. Class H

    1,250,089  
  590,570    

Lenovo Group Ltd.

    280,389  
  203,378    

Ping An Insurance Group Co. of China Ltd. Class H

    1,987,288  
  644,175    

Sihuan Pharmaceutical Holdings Group Ltd.

    155,689  
  339,102    

Sinopharm Group Co., Ltd. Class H

    1,430,090  
  74,264    

Sinotrans Ltd. Class H

    42,550  
  112,944    

Tencent Holdings Ltd.

    5,552,653  
  158,612    

Tianneng Power International Ltd.

    228,860  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.2% - (continued)  
      China - 22.3% - (continued)  
  142,331    

Tingyi Cayman Islands Holding Corp.

  $ 269,841  
  4,480    

Weibo Corp. ADR*

    513,050  
  336,225    

Weichai Power Co., Ltd. Class H

    389,230  
  11,244    

YY, Inc. ADR*

    1,083,809  
   

 

 

 
      33,874,152  
   

 

 

 
      Colombia - 0.2%      
  14,606    

Ecopetrol S.A. ADR(2)

    322,500  
   

 

 

 
      Czech Republic - 0.5%      
  29,048    

CEZ AS

    742,833  
   

 

 

 
      Greece - 0.3%      
  14,251    

Hellenic Telecommunications Organization S.A.

    207,471  
  8,038    

Motor Oil Hellas Corinth Refineries S.A.

    191,522  
   

 

 

 
      398,993  
   

 

 

 
      Hong Kong - 4.8%      
  313,650    

China Mobile Ltd.

    2,987,983  
  94,903    

China Resources Land Ltd.

    356,430  
  808,450    

CITIC Ltd.

    1,232,886  
  69,662    

Haier Electronics Group Co., Ltd.

    241,015  
  363,321    

Ju Teng International Holdings Ltd.

    70,720  
  132,091    

Kingboard Chemical Holdings Ltd.

    537,384  
  512,035    

Kingboard Laminates Holdings Ltd.

    682,488  
  266,974    

Lee & Man Paper Manufacturing Ltd.

    294,066  
  245,545    

Nine Dragons Paper Holdings Ltd.

    366,220  
  120,082    

Shimao Property Holdings Ltd.

    317,625  
  73,665    

Sino Biopharmaceutical Ltd.

    155,124  
   

 

 

 
      7,241,941  
   

 

 

 
      Hungary - 0.3%      
  10,867    

OTP Bank Nyrt

    473,838  
   

 

 

 
      India - 9.9%      
  32,517    

Bata India Ltd.

    390,014  
  43,581    

Bharat Forge Ltd.

    503,756  
  218,928    

GAIL India Ltd.

    1,063,825  
  70,860    

HCL Technologies Ltd.

    1,115,056  
  48,188    

Hexaware Technologies Ltd.

    322,844  
  141,148    

Hindustan Petroleum Corp. Ltd.

    641,450  
  455,760    

Indian Oil Corp. Ltd.

    1,102,872  
  170,511    

Indraprastha Gas Ltd.

    731,977  
  62,141    

Infosys Ltd.

    1,113,710  
  32,939    

Jindal Steel & Power Ltd.*

    123,272  
  95,518    

JSW Steel Ltd.

    462,279  
  7,170    

Jubilant Foodworks Ltd.

    271,268  
  47,637    

Jubilant Life Sciences Ltd.

    625,878  
  5,422    

Maruti Suzuki India Ltd.

    713,475  
  61,590    

Mindtree Ltd.

    995,842  
  43,875    

NIIT Technologies Ltd.

    759,776  
  420,157    

Oil & Natural Gas Corp. Ltd.

    1,133,495  
  57,465    

Phillips Carbon Black Ltd.

    223,206  
  472,228    

Power Finance Corp. Ltd.

    619,234  
  12,312    

Radico Khaitan Ltd.

    76,827  
  45,440    

Reliance Infrastructure Ltd.

    304,922  
  5,300    

Shriram Transport Finance Co., Ltd.

    127,350  
  137,229    

Tata Global Beverages Ltd.

    609,098  
  26,026    

Tech Mahindra Ltd.

    260,380  
  16,645    

Titan Co., Ltd.

    244,094  
  13,280    

Vakrangee Ltd.

    19,813  
  2,351    

Venky’s India Ltd.

    136,952  
  39,459    

Wipro Ltd.

    163,687  
 

 

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

 

 

  24  

 


Hartford Emerging Markets Equity Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.2% - (continued)  
      India - 9.9% - (continued)      
  45,820    

Wipro Ltd. ADR

  $ 219,020  
   

 

 

 
      15,075,372  
   

 

 

 
      Indonesia - 1.7%      
  1,292,456    

Adaro Energy Tbk PT

    169,249  
  1,565,737    

Bank Negara Indonesia Persero Tbk PT

    901,420  
  3,685,762    

Bank Rakyat Indonesia Persero Tbk PT

    849,820  
  1,165,795    

Bank Tabungan Negara Persero Tbk PT

    259,806  
  67,815    

Gudang Garam Tbk PT

    336,896  
   

 

 

 
      2,517,191  
   

 

 

 
      Malaysia - 3.3%      
  506,830    

AirAsia Group Bhd

    495,131  
  796,276    

CIMB Group Holdings Bhd

    1,451,177  
  175,858    

Hartalega Holdings Bhd

    261,728  
  16,759    

Malaysia Airports Holdings Bhd

    38,486  
  281,422    

MISC Bhd

    511,006  
  7,346    

Nestle Malaysia Bhd

    258,048  
  283,605    

Petronas Chemicals Group Bhd

    609,294  
  341,762    

Tenaga Nasional Bhd

    1,376,164  
   

 

 

 
      5,001,034  
   

 

 

 
      Mexico - 3.6%      
  1,061,422    

America Movil S.A.B. de C.V. Series L

    981,850  
  194,774    

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

    1,218,089  
  244,645    

Grupo Mexico S.A.B. de C.V. Series B

    809,987  
  892,853    

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

    2,482,528  
   

 

 

 
      5,492,454  
   

 

 

 
      Philippines - 0.0%      
  334,326    

Megaworld Corp.

    29,012  
   

 

 

 
      Poland - 0.6%      
  26,666    

Energa S.A.

    77,918  
  6,480    

Jastrzebska Spolka Weglowa S.A.*

    151,949  
  243    

LPP S.A.

    631,954  
   

 

 

 
      861,821  
   

 

 

 
      Qatar - 0.2%      
  31,012    

Barwa Real Estate Co.

    301,091  
   

 

 

 
      Russia - 2.6%      
  145,061    

Gazprom PJSC ADR

    669,383  
  7,084    

LUKOIL PJSC ADR

    472,189  
  117,675    

Mobile TeleSystems PJSC ADR

    1,235,587  
  6,938    

Novolipetsk Steel PJSC GDR

    176,826  
  13,376    

Rostelecom PJSC ADR

    81,779  
  65,034    

Sberbank of Russia PJSC ADR

    961,609  
  10,660    

Severstal PJSC GDR

    169,661  
  35,457    

Surgutneftegas OJSC ADR

    166,164  
   

 

 

 
      3,933,198  
   

 

 

 
      Singapore - 0.2%      
  202,595    

IGG, Inc.

    304,682  
   

 

 

 
      South Africa - 5.3%      
  43,840    

Barloworld Ltd.

    594,873  
  32,608    

Clicks Group Ltd.

    558,979  
  339,370    

Growthpoint Properties Ltd. REIT

    792,272  
  3,677    

Kumba Iron Ore Ltd.

    78,550  
  7,768    

Mondi Ltd.

    226,814  
  27,130    

Mr. Price Group Ltd.

    595,336  
  8,526    

Naspers Ltd. Class N

    2,077,100  
  291,621    

RMB Holdings Ltd.

    1,829,125  
  15,887    

Sanlam Ltd.(2)

    100,359  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.2% - (continued)  
      South Africa - 5.3% - (continued)      
  66,490    

Standard Bank Group Ltd.

  $ 1,140,343  
   

 

 

 
      7,993,751  
   

 

 

 
      South Korea - 14.7%      
  21,243    

BNK Financial Group, Inc.

    206,731  
  2,684    

CJ O Shopping Co., Ltd.

    559,868  
  6,026    

DB Insurance Co., Ltd.

    353,726  
  22,941    

Hana Financial Group, Inc.

    1,019,342  
  11,642    

Hanwha Corp.

    432,847  
  4,640    

Hyundai Marine & Fire Insurance Co., Ltd.

    165,774  
  32,378    

Industrial Bank of Korea

    507,746  
  3,452    

ING Life Insurance Korea Ltd.(1)

    132,618  
  37,882    

KB Financial Group, Inc.

    2,152,268  
  5,228    

Kia Motors Corp.

    161,413  
  78,469    

KT Corp. ADR

    1,053,839  
  3,529    

LG Corp.

    266,950  
  10,496    

LG Electronics, Inc.

    995,218  
  1,481    

Lotte Chemical Corp.

    570,299  
  1,065    

OCI Co., Ltd.

    154,383  
  2,839    

POSCO

    978,208  
  2,970    

Samsung Card Co., Ltd.

    103,570  
  2,805    

Samsung Electronics Co., Ltd.*(3)(4)

    6,952,491  
  12,320    

Shinhan Financial Group Co., Ltd.

    548,568  
  569    

Shinsegae, Inc.

    220,848  
  28,146    

SK Hynix, Inc.

    2,213,513  
  4,842    

SK Innovation Co., Ltd.

    887,278  
  5,282    

SK Telecom Co., Ltd.

    1,128,568  
  33,193    

Woori Bank

    495,553  
   

 

 

 
      22,261,619  
   

 

 

 
      Taiwan - 11.6%      
  834,216    

Acer, Inc.*

    636,208  
  146,335    

Asustek Computer, Inc.

    1,367,592  
  382,373    

AU Optronics Corp.

    157,674  
  325,329    

Cathay Financial Holding Co., Ltd.

    583,561  
  192,414    

Chailease Holding Co., Ltd.

    702,065  
  138,894    

China Life Insurance Co., Ltd.

    150,484  
  569,663    

Chipbond Technology Corp.

    1,128,843  
  908,319    

CTBC Financial Holding Co., Ltd.

    647,779  
  492,890    

Formosa Chemicals & Fibre Corp.

    1,810,952  
  543,394    

Fubon Financial Holding Co., Ltd.

    929,669  
  245,894    

Gigabyte Technology Co., Ltd.

    537,670  
  16,510    

Globalwafers Co., Ltd.

    266,348  
  165,742    

Grand Pacific Petrochemical

    183,381  
  375,969    

HannStar Display Corp.

    103,109  
  16,212    

Hiwin Technologies Corp.

    244,216  
  217,569    

Micro-Star International Co., Ltd.

    679,502  
  89,201    

Nanya Technology Corp.

    277,672  
  118,577    

Pou Chen Corp.

    148,289  
  463,767    

Radiant Opto-Electronics Corp.

    957,286  
  1,105,412    

Shin Kong Financial Holding Co., Ltd.

    449,264  
  8,272    

St Shine Optical Co., Ltd.

    221,775  
  384,827    

Taiwan Semiconductor Manufacturing Co., Ltd.*

    2,931,357  
  51,670    

TCI Co., Ltd.

    758,076  
  241,074    

Uni-President Enterprises Corp.

    580,184  
  29,603    

Yageo Corp.*

    620,508  
  1,015,067    

Yuanta Financial Holding Co., Ltd.

    484,443  
   

 

 

 
      17,557,907  
   

 

 

 
      Thailand - 4.6%      
  63,716    

Airports of Thailand PCL

    143,341  
  31,100    

Bangkok Bank PCL

    198,073  
 

 

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

 

 

  25  

 


Hartford Emerging Markets Equity Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.2% - (continued)  
      Thailand - 4.6% - (continued)      
  815,158    

Beauty Community PCL NVDR

  $ 598,963  
  482,435    

CP ALL PCL

    1,329,906  
  2,782,931    

IRPC PCL

    621,662  
  21,108    

Kiatnakin Bank PCL

    49,326  
  145,866    

Krung Thai Bank PCL

    84,118  
  52,702    

Krungthai Card PCL

    611,183  
  28,723    

PTT Exploration & Production PCL

    121,954  
  267,477    

PTT Global Chemical PCL

    830,569  
  722,520    

PTT PCL

    1,293,485  
  262,525    

RS PCL*

    228,753  
  31,853    

Siam Cement PCL

    471,369  
  92,090    

Thai Oil PCL

    275,015  
  34,340    

Tisco Financial Group PCL

    96,568  
  24,828    

Tisco Financial Group PCL NVDR

    69,645  
   

 

 

 
      7,023,930  
   

 

 

 
      Turkey - 1.0%      
  4,414    

BIM Birlesik Magazalar AS

    74,997  
  128,219    

Eregli Demir ve Celik Fabrikalari T.A.S.

    320,065  
  11,452    

Ford Otomotiv Sanayi AS

    157,656  
  113,310    

Haci Omer Sabanci Holding AS

    267,971  
  15,186    

TAV Havalimanlari Holding AS

    81,740  
  70,035    

Tekfen Holding A.S.

    265,029  
  67,311    

Turkiye Is Bankasi AS

    101,994  
  179,058    

Turkiye Vakiflar Bankasi TAO

    263,464  
   

 

 

 
      1,532,916  
   

 

 

 
      United Arab Emirates - 0.7%      
  642,292    

Aldar Properties PJSC

    366,638  
  359,254    

Dubai Islamic Bank PJSC

    537,930  
  45,665    

First Abu Dhabi Bank PJSC

    153,926  
   

 

 

 
      1,058,494  
   

 

 

 
 

Total Common Stocks
(cost $129,698,172)

  $ 142,701,333  
   

 

 

 
PREFERRED STOCKS - 2.4%  
      Brazil - 2.4%      
  75,700    

Banco do Estado do Rio Grande do Sul S.A. Class B, 4.34%

  $ 434,121  
  502,400    

Itausa - Investimentos Itau S.A.*

    1,951,834  
  188,300    

Petroleo Brasileiro S.A.*

    1,234,657  
   

 

 

 
      3,620,612  
   

 

 

 
 

Total Preferred Stocks
(cost $3,694,092)

  $ 3,620,612  
   

 

 

 
WARRANTS - 0.0%  
      Thailand - 0.0%      
  89,713    

Thaifoods Group PCL Expires 5/20/18*

  $ 2,587  
   

 

 

 
 

Total Warrants
(cost $—)

  $ 2,587  
   

 

 

 
 

Total Long-Term Investments
(cost $133,392,264)

  $ 146,324,532  
   

 

 

 
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 2.8%  
      Other Investment Pools & Funds - 2.5%      
  3,781,634    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class, 1.60%(5)

  $ 3,781,634  
   

 

 

 
      Securities Lending Collateral - 0.3%      
  21,158    

Citibank NA DDCA, 1.50%, 5/1/2018(5)

    21,158  
  225,157    

Goldman Sachs Financial Sq, Government Institutional Fund, 1.60%(5)

    225,157  
  176,835    

Invesco Government & Agency Portfolio, 1.60%(5)

    176,835  
   

 

 

 
      423,150  
   

 

 

 
 

Total Short-Term Investments
(cost $4,204,784)

  $ 4,204,784  
   

 

 

 
 

Total Investments
(cost $137,597,048)

    99.4    $ 150,529,316  
 

Other Assets and Liabilities

    0.6      969,719  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 151,499,035  
   

 

 

    

 

 

 
 

 

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

 

 

  26  

 


Hartford Emerging Markets Equity Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

     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.

 

* 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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $237,407, which represented 0.2% of total net assets.

 

(2)  Represents entire or partial securities on loan. See Note 9 in the accompanying Notes to Financial Statements for securities lending information.

 

(3)  This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, the aggregate fair value of this security was $6,952,491, which represented 4.6% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(4)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited. At April 30, 2018, the aggregate value of this security was $6,952,491, which represented 4.6% of total net assets.

 

(5)  Current yield as of period end.

 

Futures Contracts Outstanding at April 30, 2018  

Description

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

Long position contracts:

           

MSCI Emerging Market Index Future

     41        06/15/2018      $     2,362,010      $ (82,815
           

 

 

 

Total futures contracts

            $     (82,815
           

 

 

 

 

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

 

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

MSCI

   Morgan Stanley Capital International
Other Abbreviations:

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

GDR

   Global Depositary Receipt

NVDR

   Non-Voting Depositary Receipt

OJSC

   Open Joint Stock Company

PJSC

   Private Joint Stock Company

REIT

   Real Estate Investment Trust

 

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

 

 

  27  

 


Hartford Emerging Markets Equity Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

         

Common Stocks

         

Brazil

   $ 7,452,719     $ 7,452,719     $      $  

Cayman Islands

     551,517             551,517         

Chile

     698,368       698,368               

China

     33,874,152       8,899,562       24,974,590         

Colombia

     322,500       322,500               

Czech Republic

     742,833       742,833               

Greece

     398,993             398,993         

Hong Kong

     7,241,941             7,241,941         

Hungary

     473,838             473,838         

India

     15,075,372       219,020       14,856,352         

Indonesia

     2,517,191             2,517,191         

Malaysia

     5,001,034       38,486       4,962,548         

Mexico

     5,492,454       5,492,454               

Philippines

     29,012             29,012         

Poland

     861,821             861,821         

Qatar

     301,091       301,091               

Russia

     3,933,198       1,235,587       2,697,611         

Singapore

     304,682             304,682         

South Africa

     7,993,751       2,172,938       5,820,813         

South Korea

     22,261,619       1,053,839       14,255,289        6,952,491  

Taiwan

     17,557,907             17,557,907         

Thailand

     7,023,930       5,685,880       1,338,050         

Turkey

     1,532,916             1,532,916         

United Arab Emirates

     1,058,494       537,930       520,564         

Preferred Stocks

     3,620,612       3,620,612               

Warrants

     2,587       2,587               

Short-Term Investments

     4,204,784       4,204,784               
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $     150,529,316     $     42,681,190     $     100,895,635      $     6,952,491  
  

 

 

   

 

 

   

 

 

    

 

 

 

Liabilities

         

Futures Contracts(2)

   $ (82,815   $ (82,815   $      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $ (82,815   $ (82,815   $      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

 

(1) For the six-month period ended April 30, 2018, investments valued at $432,864 were transferred from Level 1 to Level 2 due to the application of a fair valuation model factor; investments valued at $598,710 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation model factor; and investments valued at $4,232,585 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.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2018:

 

     Common
Stocks
     Total  

Beginning balance

   $      $  

Purchases

     2,497,390        2,497,390  

Sales

             

Accrued discounts/(premiums)

             

Total realized gain/(loss)

             

Net change in unrealized appreciation/depreciation

     222,516        222,516  

Transfers into Level 3

     4,232,585        4,232,585  

Transfers out of Level 3

             
  

 

 

    

 

 

 

Ending balance

   $     6,952,491      $     6,952,491  
  

 

 

    

 

 

 

The change in net unrealized appreciation/(depreciation) relating to the Level 3 investments held at April 30, 2018 was $222,516.

 

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

 

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

 

 

  28  

 


Hartford Environmental Opportunities Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.8%  
      Austria - 1.2%      
  52,782    

Zumtobel Group AG

  $ 478,326  
   

 

 

 
      Brazil - 2.7%      
  66,080    

Cia de Saneamento do Parana

    1,112,902  
   

 

 

 
      Canada - 2.1%      
  48,073    

Boralex, Inc. Class A

    859,282  
   

 

 

 
      China - 8.3%      
  1,841,607    

China Longyuan Power Group Corp. Ltd. Class H

    1,808,863  
  3,493,590    

Huaneng Renewables Corp. Ltd. Class H

    1,551,512  
   

 

 

 
      3,360,375  
   

 

 

 
      France - 4.7%      
  22,800    

Cie de Saint-Gobain

    1,192,919  
  45,449    

Rexel S.A.

    704,539  
   

 

 

 
      1,897,458  
   

 

 

 
      Germany - 2.3%      
  7,373    

Siemens AG

    936,333  
   

 

 

 
      Japan - 7.8%      
  7,310    

Daikin Industries Ltd.

    853,923  
  41,365    

Fujitsu General Ltd.

    673,492  
  15,935    

Kyudenko Corp.

    744,547  
  50,745    

Sekisui Chemical Co., Ltd.

    897,683  
   

 

 

 
      3,169,645  
   

 

 

 
      Netherlands - 2.3%      
  48,149    

Arcadis N.V.(1)

    946,862  
   

 

 

 
      Spain - 3.2%      
  167,635    

Iberdrola S.A.

    1,295,138  
   

 

 

 
      Sweden - 3.6%      
  30,287    

Electrolux AB Series B

    797,053  
  65,623    

Nibe Industrier AB Class B

    668,630  
   

 

 

 
      1,465,683  
   

 

 

 
      Switzerland - 2.1%      
  35,642    

ABB Ltd.

    831,013  
   

 

 

 
      United Kingdom - 5.7%      
  11,368    

Aptiv plc

    961,505  
  125,168    

Smart Metering Systems plc

    1,372,689  
   

 

 

 
      2,334,194  
   

 

 

 
      United States - 49.8%      
  19,485    

AquaVenture Holdings Ltd.*

    285,650  
  25,586    

Avangrid, Inc.

    1,348,638  
  20,364    

Clean Harbors, Inc.*

    932,671  
  11,419    

Eaton Corp. plc

    856,768  
  20,596    

Edison International

    1,349,450  
  14,978    

First Solar, Inc.*

    1,062,090  
  65,908    

Green Plains, Inc.

    1,225,889  
  49,234    

Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT

    955,632  
  6,009    

Hubbell, Inc.

    624,095  
  5,556    

Illinois Tool Works, Inc.

    789,063  
  25,353    

Itron, Inc.*

    1,658,086  
  22,814    

Johnson Controls International plc

    772,710  
  85,499    

Mueller Water Products, Inc. Class A

    837,035  
  6,754    

NextEra Energy, Inc.

    1,107,048  
  42,559    

NRG Yield, Inc. Class C

    757,550  
  15,568    

Pattern Energy Group, Inc.

    283,026  
  14,139    

Pentair plc

    951,272  
  14,758    

Tetra Tech, Inc.

    714,287  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.8% - (continued)  
      United States - 49.8% - (continued)      
  9,354    

Verisk Analytics, Inc.*

  $ 995,734  
  12,973    

Waste Management, Inc.

    1,054,575  
  8,708    

Watts Water Technologies, Inc. Class A

    648,746  
  13,966    

Xylem, Inc.

    1,018,122  
   

 

 

 
      20,228,137  
   

 

 

 
 

Total Common Stocks
(cost $35,250,923)

  $ 38,915,348  
   

 

 

 
 

Total Long-Term Investments
(cost $35,250,923)

  $ 38,915,348  
   

 

 

 
SHORT-TERM INVESTMENTS - 3.7%  
      Other Investment Pools & Funds - 3.7%      
  1,521,281    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class, 1.60%(2)

  $ 1,521,281  
   

 

 

 
 

Total Short-Term Investments
(cost $1,521,281)

  $ 1,521,281  
   

 

 

 
 

Total Investments
(cost $36,772,204)

    99.5    $ 40,436,629  
 

Other Assets and Liabilities

    0.5      206,079  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 40,642,708  
   

 

 

    

 

 

 
 

 

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

 

 

  29  

 


Hartford Environmental Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

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

 

* Non-income producing.

 

(1)  Represents entire or partial securities on loan. See Note 9 in the accompanying Notes to Financial Statements for securities lending information.

 

(2)  Current yield as of period end.

 

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

 

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

REIT

   Real Estate Investment Trust

 

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

 

 

  30  

 


Hartford Environmental Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Austria

   $ 478,326      $      $ 478,326      $  

Brazil

     1,112,902        1,112,902                

Canada

     859,282        859,282                

China

     3,360,375               3,360,375         

France

     1,897,458               1,897,458         

Germany

     936,333               936,333         

Japan

     3,169,645               3,169,645         

Netherlands

     946,862               946,862         

Spain

     1,295,138               1,295,138         

Sweden

     1,465,683               1,465,683         

Switzerland

     831,013               831,013         

United Kingdom

     2,334,194        961,505        1,372,689         

United States

     20,228,137        20,228,137                

Short-Term Investments

     1,521,281        1,521,281                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     40,436,629      $     24,683,107      $     15,753,522      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

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

 

 

  31  

 


Hartford Global Capital Appreciation Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.1%  
      Automobiles & Components - 2.3%      
  18,451    

Aptiv plc

  $ 1,560,585  
  1,847,443    

Chongqing Changan Automobile Co., Ltd. Class B

    1,725,661  
  21,438    

Daimler AG

    1,685,414  
  21,600    

Ferrari N.V.

    2,649,819  
  94,104    

General Motors Co.

    3,457,381  
  40,249    

Magna International, Inc.

    2,377,103  
  76,870    

Mazda Motor Corp.

    1,068,793  
  39,315    

Valeo S.A.

    2,628,570  
  34,290    

Volkswagen AG

    7,071,792  
   

 

 

 
      24,225,118  
   

 

 

 
      Banks - 7.8%      
  279,137    

Bank of America Corp.

    8,351,779  
  673,559    

Bank of Ireland Group plc

    6,042,767  
  83,261    

Bank of Nova Scotia

    5,117,451  
  61,429    

BNP Paribas S.A.

    4,742,273  
  2,657,000    

China Construction Bank Corp. Class H

    2,783,629  
  301,000    

China Merchants Bank Co., Ltd. Class H

    1,312,480  
  34,892    

Citigroup, Inc.

    2,382,077  
  31,346    

Citizens Financial Group, Inc.

    1,300,546  
  20,551    

First Republic Bank

    1,908,571  
  272,689    

HSBC Holdings plc

    2,714,885  
  377,893    

ICICI Bank Ltd.

    1,607,496  
  110,462    

ICICI Bank Ltd. ADR

    940,032  
  87,035    

IndusInd Bank Ltd.

    2,464,288  
  94,678    

ING Groep N.V.

    1,595,373  
  417,900    

Itau Unibanco Holding S.A.

    6,085,030  
  180,735    

Itau Unibanco Holding S.A. ADR

    2,626,080  
  21,427    

JP Morgan Chase & Co.

    2,330,829  
  158,601    

KeyCorp

    3,159,332  
  295,464    

LIC Housing Finance Ltd.

    2,407,804  
  332,100    

Mitsubishi UFJ Financial Group, Inc.

    2,225,516  
  26,786    

PNC Financial Services Group, Inc.

    3,900,309  
  31,586    

Royal Bank of Canada

    2,402,007  
  28,900    

Sberbank of Russia PJSC ADR

    427,323  
  163,094    

State Bank of India

    599,814  
  56,197    

Sumitomo Mitsui Financial Group, Inc.

    2,342,192  
  53,906    

SunTrust Banks, Inc.

    3,600,921  
  34,505    

Toronto-Dominion Bank

    1,937,891  
  107,218    

UniCredit S.p.A.

    2,324,477  
  38,829    

US Bancorp

    1,958,923  
   

 

 

 
      81,592,095  
   

 

 

 
      Capital Goods - 6.7%      
  8,565    

3M Co.

    1,664,950  
  64,651    

AerCap Holdings N.V.*

    3,370,257  
  20,074    

Airbus SE

    2,356,348  
  39,075    

Alstom S.A.

    1,779,023  
  126,344    

Assa Abloy AB Class B(1)

    2,647,781  
  71,860    

Brenntag AG

    4,115,564  
  65,697    

Cie de Saint-Gobain

    3,437,334  
  1,077,579    

Cobham plc*

    1,701,901  
  16,746    

Deere & Co.

    2,266,236  
  13,829    

General Dynamics Corp.

    2,783,916  
  298,900    

Hazama Ando Corp.

    2,401,633  
  17,386    

Honeywell International, Inc.

    2,515,406  
  12,700    

Illinois Tool Works, Inc.

    1,803,654  
  36,900    

Johnson Controls International plc

    1,249,803  
  67,300    

Komatsu Ltd.

    2,294,170  
  23,978    

Legrand S.A.

    1,865,798  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.1% - (continued)  
      Capital Goods - 6.7% - (continued)      
  187,136    

Leonardo S.p.A.

  $ 2,162,281  
  56,600    

LIXIL Group Corp.

    1,267,608  
  8,951    

Lockheed Martin Corp.

    2,871,839  
  116,200    

Minebea Mitsumi, Inc.

    2,324,094  
  349,962    

QinetiQ Group plc

    1,106,314  
  9,358    

Raytheon Co.

    1,917,828  
  18,924    

Safran S.A.

    2,219,597  
  336,890    

Sanwa Holdings Corp.

    4,326,035  
  9,653    

Schindler Holding AG

    1,931,559  
  32,221    

Schneider Electric SE

    2,920,652  
  96,776    

Ultra Electronics Holdings plc

    1,875,899  
  21,713    

United Technologies Corp.

    2,608,817  
  42,131    

Vinci S.A.(1)

    4,212,411  
   

 

 

 
      69,998,708  
   

 

 

 
      Commercial & Professional Services - 1.8%      
  39,606    

ADT, Inc.(1)

    352,890  
  213,088    

Atento S.A.

    1,598,160  
  11,298    

CoStar Group, Inc.*

    4,142,525  
  81,550    

Experian plc

    1,868,487  
  63,294    

IHS Markit Ltd.*

    3,109,634  
  2,210    

Klarna Holding AB*(2)(3)(4)(5)

    303,360  
  345,321    

Prosegur Cia de Seguridad S.A.

    2,610,348  
  108,893    

RELX plc

    2,327,369  
  168,140    

Steelcase, Inc. Class A

    2,227,855  
   

 

 

 
      18,540,628  
   

 

 

 
      Consumer Durables & Apparel - 4.1%      
  9,655    

adidas AG

    2,372,903  
  25,845    

Cie Financiere Richemont S.A.

    2,456,791  
  6,277,165    

Global Brands Group Holding Ltd.*

    309,333  
  52,643    

Kaufman & Broad S.A.

    2,773,332  
  103,999    

Neinor Homes S.A.*(1)(3)

    2,013,329  
  95,784    

Newell Brands, Inc.

    2,646,512  
  163,388    

NIKE, Inc. Class B

    11,174,105  
  482,400    

Samsonite International S.A.

    2,175,958  
  116,011    

Sony Corp.

    5,418,421  
  39,314    

Tapestry, Inc.

    2,113,914  
  266,460    

Under Armour, Inc. Class A*(1)

    4,732,330  
  323,674    

Under Armour, Inc. Class C*(1)

    4,968,396  
   

 

 

 
      43,155,324  
   

 

 

 
      Consumer Services - 3.2%      
  15,741    

Chipotle Mexican Grill, Inc.*

    6,663,638  
  129,023    

Compass Group plc

    2,767,899  
  202,061    

DraftKings, Inc.*(2)(3)(4)(5)

    268,741  
  126,751    

GVC Holdings plc

    1,551,508  
  16,200    

Hilton Worldwide Holdings, Inc.

    1,277,208  
  62,378    

Las Vegas Sands Corp.

    4,574,179  
  27,056    

McDonald’s Corp.

    4,530,257  
  96,559    

Melco Resorts & Entertainment Ltd. ADR

    3,013,606  
  82,329    

MGM Resorts International

    2,586,777  
  31,772    

New Oriental Education & Technology Group, Inc. ADR

    2,854,396  
  77,207    

OPAP S.A.

    923,809  
  125,474    

Parques Reunidos Servicios Centrales SAU(3)

    2,063,735  
   

 

 

 
      33,075,753  
   

 

 

 
      Diversified Financials - 3.0%      
  36,492    

American Express Co.

    3,603,585  
  821,739    

Anima Holding S.p.A.(3)

    5,895,932  
  34,751    

ASX Ltd.

    1,527,750  
 

 

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

 

 

  32  

 


Hartford Global Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.1% - (continued)  
      Diversified Financials - 3.0% - (continued)      
  12,115    

Berkshire Hathaway, Inc. Class B*

  $ 2,347,039  
  37,836    

Brookfield Asset Management, Inc. Class A

    1,499,649  
  122,534    

Cerved Information Solutions S.p.A.

    1,482,774  
  44,500    

Intercontinental Exchange, Inc.

    3,224,470  
  157,250    

J2 Acquisition Ltd.*(3)

    1,489,157  
  72,280    

Ocean Outdoor Ltd.*(2)(3)(4)(5)

    692,081  
  44,172    

Synchrony Financial

    1,465,185  
  44,218    

TD Ameritrade Holding Corp.

    2,568,624  
  344,383    

UBS Group AG*

    5,780,431  
   

 

 

 
      31,576,677  
   

 

 

 
      Energy - 5.1%      
  60,131    

Anadarko Petroleum Corp.

    4,048,019  
  123,672    

Canadian Natural Resources Ltd.

    4,462,086  
  13,993    

Chevron Corp.

    1,750,664  
  23,049    

Cimarex Energy Co.

    2,318,499  
  12,790    

Concho Resources, Inc.*

    2,010,716  
  21,934    

Diamondback Energy, Inc.*

    2,817,422  
  14,426    

EOG Resources, Inc.

    1,704,721  
  27,484    

Exxon Mobil Corp.

    2,136,881  
  139,659    

Halliburton Co.

    7,400,530  
  28,359    

Hess Corp.

    1,616,179  
  5,396,085    

Hilong Holding Ltd.

    818,106  
  89,563    

Imperial Oil Ltd.

    2,785,350  
  147,059    

Laredo Petroleum, Inc.*

    1,617,649  
  474,389    

Petroleo Brasileiro S.A. ADR*

    6,684,141  
  55,858    

Royal Dutch Shell plc Class A

    1,943,366  
  93,908    

Southwestern Energy Co.*

    385,023  
  52,920    

Tenaris S.A. ADR

    1,978,150  
  38,415    

TOTAL S.A.

    2,414,448  
  41,500    

TOTAL S.A. ADR

    2,598,315  
  122,340    

WPX Energy, Inc.*

    2,090,791  
   

 

 

 
      53,581,056  
   

 

 

 
      Food & Staples Retailing - 1.0%      
  13,356    

Costco Wholesale Corp.

    2,633,269  
  159,778    

Kroger Co.

    4,024,808  
  54,017    

Walgreens Boots Alliance, Inc.

    3,589,430  
   

 

 

 
      10,247,507  
   

 

 

 
      Food, Beverage & Tobacco - 4.9%      
  28,796    

Altria Group, Inc.

    1,615,744  
  82,391    

British American Tobacco plc

    4,518,939  
  16,645    

CJ CheilJedang Corp.

    5,321,784  
  97,956    

Coca-Cola Co.

    4,232,679  
  153,030    

Diageo plc

    5,459,291  
  37,200    

Ezaki Glico Co., Ltd.

    2,003,887  
  32,709    

Heineken N.V.

    3,443,451  
  336,900    

Kuala Lumpur Kepong Bhd

    2,183,405  
  39,880    

Mondelez International, Inc. Class A

    1,575,260  
  61,371    

Nestle S.A.

    4,754,416  
  37,442    

PepsiCo, Inc.

    3,779,395  
  12,567    

Pernod Ricard S.A.

    2,087,201  
  45,879    

Philip Morris International, Inc.

    3,762,078  
  189,594    

Treasury Wine Estates Ltd.

    2,708,158  
  606,874    

Vina Concha y Toro S.A.

    1,337,941  
  664,017    

Yantai Changyu Pioneer Wine Co., Ltd. Class B

    1,687,824  
   

 

 

 
      50,471,453  
   

 

 

 
      Health Care Equipment & Services - 4.5%  
  31,033    

Abbott Laboratories

    1,803,948  
  11,234    

Aetna, Inc.

    2,011,448  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.1% - (continued)  
      Health Care Equipment & Services - 4.5% - (continued)  
  44,733    

Baxter International, Inc.

  $ 3,108,944  
  7,499    

Becton Dickinson and Co.

    1,738,793  
  41,372    

Cardinal Health, Inc.

    2,654,841  
  45,933    

Danaher Corp.

    4,607,999  
  29,497    

Edwards Lifesciences Corp.*

    3,756,738  
  40,743    

Envision Healthcare Corp.*

    1,514,417  
  146,633    

Koninklijke Philips N.V.

    6,206,418  
  22,069    

McKesson Corp.

    3,447,399  
  58,502    

Medtronic plc

    4,687,765  
  8,400    

Ping An Healthcare and Technology Co., Ltd.*(4)(5)

    58,650  
  2,468,780    

Shandong Weigao Group Medical Polymer Co., Ltd. Class H

    1,517,160  
  74,248    

Smith & Nephew plc

    1,421,926  
  33,986    

UnitedHealth Group, Inc.

    8,034,290  
   

 

 

 
      46,570,736  
   

 

 

 
      Household & Personal Products - 1.9%      
  12,418    

Clorox Co.

    1,455,390  
  49,681    

Colgate-Palmolive Co.

    3,240,692  
  242,432    

Coty, Inc. Class A

    4,206,195  
  16,365    

Kimberly-Clark Corp.

    1,694,432  
  44,271    

Procter & Gamble Co.

    3,202,564  
  31,021    

Reckitt Benckiser Group plc

    2,433,535  
  60,055    

Unilever N.V.

    3,430,341  
   

 

 

 
      19,663,149  
   

 

 

 
      Insurance - 4.2%      
  238,020    

AIA Group Ltd.

    2,127,232  
  10,984    

Allianz SE

    2,597,977  
  18,423    

Allstate Corp.

    1,802,138  
  82,504    

American International Group, Inc.

    4,620,224  
  30,960    

Chubb Ltd.

    4,200,343  
  425,610    

Lancashire Holdings Ltd.

    3,492,185  
  23,740    

Marsh & McLennan Cos., Inc.

    1,934,810  
  84,509    

MetLife, Inc.

    4,028,544  
  230,000    

Ping An Insurance Group Co. of China Ltd. Class H

    2,247,422  
  64,314    

Prudential plc

    1,653,772  
  349,613    

QBE Insurance Group Ltd.

    2,611,112  
  17,864    

RenaissanceRe Holdings Ltd.

    2,430,219  
  101,500    

T&D Holdings, Inc.

    1,723,875  
  64,900    

Tokio Marine Holdings, Inc.

    3,063,101  
  16,440    

Willis Towers Watson plc

    2,441,504  
  7,844    

Zurich Insurance Group AG

    2,505,651  
   

 

 

 
      43,480,109  
   

 

 

 
      Materials - 6.5%      
  126,471    

Anglo American plc

    2,975,768  
  145,200    

Anhui Conch Cement Co., Ltd. Class A

    776,073  
  1,045,500    

Anhui Conch Cement Co., Ltd. Class H

    6,525,464  
  125,697    

ArcelorMittal*

    4,253,586  
  66,965    

Ball Corp.

    2,684,627  
  108,524    

BillerudKorsnas AB

    1,594,608  
  24,324    

Celanese Corp. Series A

    2,643,289  
  183,896    

CRH plc

    6,526,660  
  17,564    

Ecolab, Inc.

    2,542,740  
  193,438    

First Quantum Minerals Ltd.

    2,787,182  
  46,200    

Fuso Chemical Co., Ltd.

    1,170,885  
  562,698    

Gerdau S.A. ADR

    2,627,800  
  472,924    

Glencore plc*

    2,278,072  
  34,475    

International Paper Co.

    1,777,531  
 

 

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

 

 

  33  

 


Hartford Global Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.1% - (continued)  
      Materials - 6.5% - (continued)      
  39,700    

Nutrien Ltd.

  $ 1,807,286  
  25,417    

Packaging Corp. of America

    2,940,493  
  11,615    

PPG Industries, Inc.

    1,229,796  
  38,191    

Praxair, Inc.

    5,824,891  
  17,647    

Randgold Resources Ltd. ADR

    1,431,172  
  44,641    

Reliance Steel & Aluminum Co.

    3,924,837  
  18,500    

Shin-Etsu Chemical Co., Ltd.

    1,856,469  
  543,130    

Sumitomo Osaka Cement Co., Ltd.

    2,486,466  
  63,534    

Taiheiyo Cement Corp.

    2,399,041  
  15,762    

Vulcan Materials Co.

    1,760,458  
  28,204    

Yara International ASA

    1,189,604  
   

 

 

 
      68,014,798  
   

 

 

 
      Media - 0.7%      
  21,162    

CJ E&M Corp.

    1,785,460  
  44,100    

Comcast Corp. Class A

    1,384,299  
  102,330    

Nippon Television Holdings, Inc.

    1,793,625  
  17,702    

Walt Disney Co.

    1,776,041  
   

 

 

 
      6,739,425  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 5.5%  
  10,180    

Allergan plc

    1,564,157  
  52,518    

AstraZeneca plc

    3,676,381  
  138,135    

AstraZeneca plc ADR

    4,907,937  
  6,885    

Biogen, Inc.*

    1,883,736  
  113,278    

Bristol-Myers Squibb Co.

    5,905,182  
  67,134    

Exact Sciences Corp.*

    3,357,371  
  26,008    

Five Prime Therapeutics, Inc.*

    435,634  
  20,000    

Heron Therapeutics, Inc.*

    606,000  
  113,637    

Hikma Pharmaceuticals plc

    2,003,698  
  5,108    

Hugel, Inc.*

    2,397,664  
  27,700    

Incyte Corp.*

    1,715,738  
  33,545    

Johnson & Johnson

    4,243,107  
  69,553    

Merck & Co., Inc.

    4,094,585  
  86,417    

Mylan N.V.*

    3,349,523  
  56,287    

Novartis AG

    4,332,652  
  41,600    

Ono Pharmaceutical Co., Ltd.

    961,595  
  73,602    

Pfizer, Inc.

    2,694,569  
  13,395    

Roche Holding AG

    2,976,200  
  24,747    

Seattle Genetics, Inc.*

    1,266,799  
  24,177    

TESARO, Inc.*

    1,230,851  
  16,161    

Thermo Fisher Scientific, Inc.

    3,399,467  
   

 

 

 
      57,002,846  
   

 

 

 
      Real Estate - 3.9%      
  30,649    

Aedas Homes SAU*(1)(3)

    1,091,846  
  37,236    

American Tower Corp. REIT

    5,077,501  
  10,585    

AvalonBay Communities, Inc. REIT

    1,725,355  
  472,605    

BR Malls Participacoes S.A.

    1,473,181  
  1,361,020    

Corp. Inmobiliaria Vesta S.A.B. de C.V.

    1,953,978  
  72,020    

Daiwa House Industry Co., Ltd.

    2,633,141  
  30,227    

Equity Residential REIT

    1,865,308  
  85,669    

Grivalia Properties REIC A.E. REIT

    940,822  
  706,071    

Hibernia plc REIT

    1,237,423  
  111,882    

Host Hotels & Resorts, Inc. REIT

    2,188,412  
  70,353    

Metrovacesa S.A.*(3)

    1,264,179  
  2,362,644    

New South Resources Ltd.*

    2,836,611  
  39,927    

Nexity S.A.

    2,496,644  
  353,048    

Oberoi Realty Ltd.

    2,895,194  
  24,918    

Prologis, Inc. REIT

    1,617,427  
  26,752    

Public Storage REIT

    5,398,018  
  10,058    

Simon Property Group, Inc. REIT

    1,572,468  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.1% - (continued)  
      Real Estate - 3.9% - (continued)      
  70,145    

STORE Capital Corp. REIT

  $ 1,769,758  
  1,485    

WeWork Companies, Inc. Class A, REIT*(2)(3)(4)(5)

    76,938  
   

 

 

 
      40,114,204  
   

 

 

 
      Retailing - 2.4%      
  727,000    

Allstar Co.*(2)(3)(4)(5)

    87,240  
  1,203    

Amazon.com, Inc.*

    1,884,054  
  530,581    

B&M European Value Retail S.A.

    2,956,735  
  1,344    

Booking Holdings, Inc.*

    2,927,232  
  27,664    

Dollar Tree, Inc.*

    2,652,701  
  16,111    

Expedia Group, Inc.

    1,855,021  
  12,168    

Home Depot, Inc.

    2,248,646  
  5,968    

Honest Co.*(2)(3)(4)(5)

    105,514  
  73,536    

Industria de Diseno Textil S.A.(1)

    2,279,482  
  5,907    

JAND, Inc. Class A*(2)(3)(4)(5)

    79,213  
  72,100    

Magazine Luiza S.A.

    2,196,218  
  37,934    

TJX Cos., Inc.

    3,218,700  
  16,188    

Tory Burch LLC*(2)(3)(4)(5)

    889,524  
  23,017    

Wayfair, Inc. Class A*

    1,433,959  
   

 

 

 
      24,814,239  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 3.8%  
  53,617    

ams AG

    4,422,165  
  14,251    

Broadcom, Inc.

    3,269,464  
  67,248    

KLA-Tencor Corp.

    6,841,811  
  85,646    

Marvell Technology Group Ltd.

    1,718,059  
  25,897    

Microchip Technology, Inc.

    2,166,543  
  112,973    

Micron Technology, Inc.*

    5,194,499  
  9,934    

NVIDIA Corp.

    2,234,157  
  70,466    

QUALCOMM, Inc.

    3,594,471  
  14,300    

SCREEN Holdings Co., Ltd.

    1,169,665  
  49,920    

Silicon Motion Technology Corp. ADR

    2,256,883  
  33,123    

SK Hynix, Inc.

    2,604,925  
  388,630    

Taiwan Semiconductor Manufacturing Co., Ltd.*

    2,960,326  
  44,891    

Teradyne, Inc.

    1,461,202  
   

 

 

 
      39,894,170  
   

 

 

 
      Software & Services - 12.5%      
  29,152    

Accenture plc Class A

    4,407,782  
  12,447    

Adobe Systems, Inc.*

    2,758,255  
  44,936    

Alibaba Group Holding Ltd. ADR*

    8,022,873  
  11,264    

Alliance Data Systems Corp.

    2,287,155  
  2,621    

Alphabet, Inc. Class A*

    2,669,698  
  10,190    

Alphabet, Inc. Class C*

    10,366,593  
  26,693    

Amdocs Ltd.

    1,795,104  
  23,877    

Automatic Data Processing, Inc.

    2,819,396  
  31,220    

Capgemini SE

    4,294,802  
  81,900    

DeNA Co., Ltd.

    1,560,985  
  73,363    

Descartes Systems Group, Inc.*

    2,168,407  
  65,535    

Facebook, Inc. Class A*

    11,272,020  
  20,474    

Fidelity National Information Services, Inc.

    1,944,416  
  33,973    

Fiserv, Inc.*

    2,407,327  
  11,192    

FleetCor Technologies, Inc.*

    2,319,878  
  15,321    

ForeScout Technologies, Inc.*

    490,119  
  41,638    

Genpact Ltd.

    1,327,836  
  27,621    

Global Payments, Inc.

    3,122,554  
  43,791    

Guidewire Software, Inc.*

    3,705,594  
  14,311    

Mastercard, Inc. Class A

    2,551,222  
  54,353    

Microsoft Corp.

    5,083,093  
  197,320    

Nexon Co., Ltd.*

    2,871,282  
  53,663    

PayPal Holdings, Inc.*

    4,003,796  
 

 

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

 

 

  34  

 


Hartford Global Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.1% - (continued)  
      Software & Services - 12.5% - (continued)      
  37,728    

salesforce.com, Inc.*

  $ 4,564,711  
  21,143    

SAP SE

    2,349,105  
  25,360    

ServiceNow, Inc.*

    4,213,310  
  18,425    

Shopify, Inc. Class A*

    2,462,133  
  23,044    

Spotify Technology S.A.*

    3,725,524  
  49,365    

SS&C Technologies Holdings, Inc.

    2,450,972  
  86,600    

Tencent Holdings Ltd.

    4,257,506  
  59,540    

Trade Desk, Inc. Class A*(1)

    3,046,662  
  30,888    

Verint Systems, Inc.*

    1,300,385  
  31,966    

Visa, Inc. Class A

    4,055,846  
  21,656    

Weibo Corp. ADR*

    2,480,045  
  33,882    

Wix.com Ltd.*

    2,786,795  
  22,982    

Workday, Inc. Class A*

    2,869,073  
  168,229    

Yandex N.V. Class A*

    5,612,119  
  2,900    

Zuora, Inc. Class A*

    55,854  
   

 

 

 
      130,480,227  
   

 

 

 
      Technology Hardware & Equipment - 2.5%  
  39,820    

Acacia Communications, Inc.*(1)

    1,120,933  
  20,742    

Apple, Inc.

    3,427,823  
  148,000    

Catcher Technology Co., Ltd.

    1,641,345  
  501,000    

Elite Material Co., Ltd.

    1,227,768  
  181,933    

Flex Ltd.*

    2,365,129  
  46,159    

Keysight Technologies, Inc.*

    2,385,497  
  3,736    

Samsung Electronics Co., Ltd.*(4)(5)

    9,260,075  
  38,394    

Western Digital Corp.

    3,025,063  
  972,020    

WPG Holdings Ltd.

    1,307,988  
   

 

 

 
      25,761,621  
   

 

 

 
      Telecommunication Services - 1.6%      
  1,960,000    

China Telecom Corp. Ltd. Class H

    950,075  
  77,175    

Hellenic Telecommunications Organization S.A.

    1,123,543  
  162,005    

KDDI Corp.

    4,348,796  
  632,700    

Singapore Telecommunications Ltd.

    1,682,513  
  29,957    

SoftBank Group Corp.

    2,288,975  
  531,000    

Taiwan Mobile Co., Ltd.

    1,960,932  
  59,999    

Verizon Communications, Inc.

    2,960,951  
  531,112    

Vodafone Group plc

    1,549,896  
   

 

 

 
      16,865,681  
   

 

 

 
      Transportation - 4.0%      
  104,476    

Canadian National Railway Co.

    8,069,539  
  8,569    

Canadian Pacific Railway Ltd.

    1,563,570  
  101,009    

CSX Corp.

    5,998,925  
  42,046    

Delta Air Lines, Inc.

    2,195,642  
  31,243    

DSV A/S

    2,474,312  
  37,003    

Genesee & Wyoming, Inc. Class A*

    2,634,614  
  55,125    

Hitachi Transport System Ltd.

    1,476,337  
  66,100    

Japan Airlines Co., Ltd.

    2,608,600  
  78,694    

Knight-Swift Transportation Holdings, Inc.

    3,069,853  
  15,416    

Kuehne + Nagel International AG

    2,400,207  
  575,200    

Localiza Rent a Car S.A.

    4,579,335  
  41,230    

United Parcel Service, Inc. Class B

    4,679,605  
   

 

 

 
      41,750,539  
   

 

 

 
      Utilities - 3.2%      
  1,781,000    

China Longyuan Power Group Corp. Ltd. Class H

    1,749,334  
  174,900    

Cia de Saneamento do Parana

    2,945,621  
  28,547    

Consolidated Edison, Inc.

    2,287,471  
  29,115    

Dominion Energy, Inc.

    1,937,894  
  34,307    

Duke Energy Corp.

    2,750,049  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 97.1% - (continued)  
      Utilities - 3.2% - (continued)      
  164,005    

E.ON SE

  $ 1,795,815  
  821,000    

Hong Kong & China Gas Co., Ltd.

    1,715,435  
  541,942    

Iberdrola S.A.

    4,187,011  
  339,947    

National Grid plc

    3,933,166  
  14,842    

NextEra Energy, Inc.

    2,432,752  
  782,184    

NTPC Ltd.

    2,013,024  
  398,480    

Power Assets Holdings Ltd.

    2,967,537  
  51,417    

Xcel Energy, Inc.

    2,408,372  
   

 

 

 
      33,123,481  
   

 

 

 
 

Total Common Stocks
(cost $968,743,958)

  $ 1,010,739,544  
   

 

 

 
EXCHANGE-TRADED FUNDS - 1.0%  
      Other Investment Pools & Funds - 1.0%      
  146,513    

iShares MSCI ACWI ETF(1)

  $ 10,547,471  
   

 

 

 
 

Total Exchange-Traded Funds
(cost $10,716,840)

  $ 10,547,471  
   

 

 

 
PREFERRED STOCKS - 1.3%  
      Commercial & Professional Services - 0.0%      
  15,711    

Rubicon Global Holdings LLC Series C*(2)(3)(4)(5)

  $ 460,332  
   

 

 

 
      Consumer Services - 0.1%      
  5,648    

Airbnb, Inc. Series E*(2)(3)(4)(5)

    593,040  
   

 

 

 
      Real Estate - 0.2%      
  20,282    

WeWork Companies, Inc. Class D-1*(2)(3)(4)(5)

    1,050,811  
  15,935    

WeWork Companies, Inc. Class D-2*(2)(3)(4)(5)

    825,592  
   

 

 

 
      1,876,403  
   

 

 

 
      Retailing - 0.1%      
  225,050    

Coupang LLC*(2)(3)(4)(5)

    1,120,096  
  13,190    

JAND, Inc. Series D*(2)(3)(4)(5)

    182,286  
   

 

 

 
      1,302,382  
   

 

 

 
      Software & Services - 0.9%      
  7,113    

Dropbox, Inc. Series C*(2)(3)(4)(5)(6)

    197,267  
  243,469    

Essence Group Holdings Corp.
Series 3*(2)(3)(4)(5)

    506,415  
  5,988    

General Assembly Space, Inc.
Series D*(2)(3)(4)(5)

    403,613  
  38,688    

Lookout, Inc. Series F*(2)(3)(4)(5)

    319,950  
  51,890    

MarkLogic Corp. Series F*(2)(3)(4)(5)

    514,749  
  249,735    

Pinterest, Inc. Series G*(2)(3)(4)(5)

    1,588,315  
  133,270    

Uber Technologies, Inc. Series D*(2)(3)(4)(5)

    4,677,777  
  80,354    

Zuora, Inc. Series F*(2)(3)(4)(5)(6)

    1,407,473  
   

 

 

 
      9,615,559  
   

 

 

 
 

Total Preferred Stocks
(cost $8,692,350)

  $ 13,847,716  
   

 

 

 
CONVERTIBLE PREFERRED STOCKS - 0.1%  
      Retailing - 0.1%      
  13,926    

Honest Co. Series C*(2)(3)(4)(5)

  $ 425,021  
   

 

 

 
 

Total Convertible Preferred Stocks
(cost $376,800)

  $ 425,021  
   

 

 

 
 

 

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

 

 

  35  

 


Hartford Global Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
RIGHTS - 0.0%  
      Consumer Services - 0.0%      
  825,418    

GVC CVR Expires 4/5/23*(4)(5)

  $  
   

 

 

 
 

Total Rights
(cost $—)

  $  
   

 

 

 
WARRANTS - 0.0%  
      Diversified Financials - 0.0%      
  159,200    

J2 Acquisition Ltd. Expires 9/7/27*

  $ 78,008  
   

 

 

 
 

Total Warrants
(cost $1,592)

  $ 78,008  
   

 

 

 
ESCROWS - 0.0%  
      Capital Goods - 0.0%      
  198,151    

Lithium Technology Corp., Escrow*(2)(3)(4)(5)

  $ 59,445  
   

 

 

 
      Consumer Durables & Apparel - 0.0%      
  46,766    

One Kings Lane, Inc., Escrow*(2)(3)(4)(5)

    8,418  
   

 

 

 
      Software & Services - 0.0%      
  75,898    

Birst, Inc. Escrow*(2)(3)(4)(5)

    14,421  
  75,898    

Birst, Inc. Earn Out Escrow*(2)(3)(4)(5)

     
  28,813    

Veracode, Inc. Escrow*(2)(3)(4)(5)

    115,828  
   

 

 

 
      130,249  
   

 

 

 
 

Total Escrows
(cost $—)

  $ 198,112  
   

 

 

 
 

Total Long-Term Investments
(cost $988,531,540)

  $ 1,035,835,872  
   

 

 

 
SHORT-TERM INVESTMENTS - 2.3%  
      Other Investment Pools & Funds - 0.6%      
  6,543,901    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class, 1.60%(7)

  $ 6,543,901  
   

 

 

 
      Securities Lending Collateral - 1.7%      
  884,955    

Citibank NA DDCA, 1.50%, 5/1/2018(7)

    884,955  
  9,417,669    

Goldman Sachs Financial Sq, Government Institutional Fund, 1.60%(7)

    9,417,669  
  7,396,485    

Invesco Government & Agency Portfolio, 1.60%(7)

    7,396,485  
   

 

 

 
      17,699,109  
   

 

 

 
 

Total Short-Term Investments
(cost $24,243,010)

  $ 24,243,010  
   

 

 

 
 

Total Investments
(cost $1,012,774,550)

    101.8    $ 1,060,078,882  
 

Other Assets and Liabilities

    (1.8 )%       (18,767,246
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 1,041,311,636  
   

 

 

    

 

 

 
 

 

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

 

 

  36  

 


Hartford Global Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

     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.

 

* Non-income producing.

 

(1)  Represents entire or partial securities on loan. See Note 9 in the accompanying Notes to Financial Statements for securities lending information.

 

(2)  Investment valued using significant unobservable inputs.

 

(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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $30,791,638, which represented 3.0% 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 April 30, 2018, the aggregate fair value of these securities was $26,292,185, 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.

 

(5)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited. At April 30, 2018, the aggregate value of these securities was $26,292,185, which represented 2.5% of total net assets.

 

(6)  The following illiquid securities are considered restricted due to a contractual lock-up period associated with the securities.

 

Period
Acquired
    

Security Name

  Shares/
Par Value
     Base
Total Cost
     Base
Market Value
 
  01/2014      Dropbox, Inc. Series C Preferred     7,113      $ 203,791      $ 197,267  
  01/2015      Zuora, Inc. Series F Preferred     80,354        610,582        1,407,473  
       

 

 

    

 

 

 
        $     814,373      $     1,604,740  
       

 

 

    

 

 

 

 

(7)  Current yield as of period end.

 

Foreign Currency Contracts Outstanding at April 30, 2018

 

Amount and Description

of Currency to be

        Purchased         

 

Amount and Description

of Currency to be

            Sold             

     Counterparty      Settlement
Date
     Appreciation      Depreciation

6,104,697    USD  

 

645,590,000    JPY  

     ANZ      06/20/18      $    178,345      $    —

 

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

 

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

ANZ

   Australia and New Zealand Banking Group
Currency Abbreviations:

JPY

   Japanese Yen

USD

   United States Dollar
Other Abbreviations:

ACWI

   All Country World Index

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

ETF

   Exchange-Traded Fund

MSCI

   Morgan Stanley Capital International

PJSC

   Private Joint Stock Company

REIC

   Real Estate Investment Company

REIT

   Real Estate Investment Trust
 

 

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

 

 

  37  

 


Hartford Global Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Automobiles & Components

   $ 24,225,118      $ 7,395,069      $ 16,830,049      $  

Banks

     81,592,095        48,001,778        33,590,317         

Capital Goods

     69,998,708        24,928,605        45,070,103         

Commercial & Professional Services

     18,540,628        11,431,064        6,806,204        303,360  

Consumer Durables & Apparel

     43,155,324        25,635,257        17,520,067         

Consumer Services

     33,075,753        27,563,796        5,243,216        268,741  

Diversified Financials

     31,576,677        16,197,709        14,686,887        692,081  

Energy

     53,581,056        48,405,136        5,175,920         

Food & Staples Retailing

     10,247,507        10,247,507                

Food, Beverage & Tobacco

     50,471,453        14,965,156        35,506,297         

Health Care Equipment & Services

     46,570,736        37,366,582        9,145,504        58,650  

Household & Personal Products

     19,663,149        17,229,614        2,433,535         

Insurance

     43,480,109        24,949,967        18,530,142         

Materials

     68,014,798        38,235,688        29,779,110         

Media

     6,739,425        3,160,340        3,579,085         

Pharmaceuticals, Biotechnology & Life Sciences

     57,002,846        40,654,656        16,348,190         

Real Estate

     40,114,204        26,997,431        13,039,835        76,938  

Retailing

     24,814,239        18,416,531        5,236,217        1,161,491  

Semiconductors & Semiconductor Equipment

     39,894,170        28,737,089        11,157,081         

Software & Services

     130,480,227        115,146,547        15,333,680         

Technology Hardware & Equipment

     25,761,621        12,324,445        4,177,101        9,260,075  

Telecommunication Services

     16,865,681        2,960,951        13,904,730         

Transportation

     41,750,539        32,791,083        8,959,456         

Utilities

     33,123,481        17,729,696        15,393,785         

Exchange-Traded Funds

     10,547,471        10,547,471                

Preferred Stocks

     13,847,716                      13,847,716  

Convertible Preferred Stocks

     425,021                      425,021  

Rights

                           

Warrants

     78,008        78,008                

Escrows

     198,112                      198,112  

Short-Term Investments

     24,243,010        24,243,010                

Foreign Currency Contracts(2)

     178,345               178,345         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,060,257,227      $     686,340,186      $     347,624,856      $     26,292,185  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018 investments valued at $17,791,783 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor; investments valued at $8,263,031 were transferred from Level 2 to Level 3 due to the unavailability of active market pricing; investments valued at $5,056,817 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation factor; investments valued at $531,258 were transferred from Level 1 to Level 3 due to the unavailability of active market pricing.

 

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

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2018:

 

Investments in Securities

   Common
Stocks
    Preferred
Stocks
    Convertible
Preferred
Stocks
     Escrows     Total  

Beginning balance

   $ 2,212,798     $ 16,546,289     $ 425,021      $     $ 19,184,108  

Conversions*

     (207,331                  207,331        

Accrued Discounts (Premiums)

                               

Realized Gain (Loss)

     351,318       612,969                    964,287  

Change in Unrealized Appreciation (Depreciation)

     52,421       (1,747,001            (9,219     (1,703,799

Net Purchases

     3,130,770                          3,130,770  

Net Sales

     (2,512,929     (1,564,541                  (4,077,470

Net Transfers in to Level 3

     8,794,289                          8,794,289  

Net Transfers out of Level 3

                               
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

Ending balance

   $     11,821,336     $     13,847,716     $     425,021      $     198,112     $     26,292,185  
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

 

 

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

 

 

  38  

 


Hartford Global Capital Appreciation Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

The change in net unrealized appreciation/(depreciation) relating to the Level 3 investments held at April 30, 2018 was $(1,141,655).

 

* Private Equity securities that were a common stock are now trading as escrow.

 

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

 

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

 

 

  39  

 


Hartford Global Equity Income Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 99.1%  
      Australia - 1.0%      
  307,602    

Sydney Airport

  $ 1,646,927  
   

 

 

 
      Belgium - 1.2%      
  19,038    

Anheuser-Busch InBev N.V.(1)

    1,891,112  
   

 

 

 
      Canada - 0.9%      
  33,248    

Nutrien Ltd.

    1,513,781  
   

 

 

 
      China - 3.5%      
  2,631,000    

China Longyuan Power Group Corp. Ltd. Class H

    2,584,221  
  2,212,000    

Jiangsu Expressway Co., Ltd. Class H

    3,032,924  
   

 

 

 
      5,617,145  
   

 

 

 
      Finland - 1.4%      
  363,348    

Nokia Oyj

    2,180,166  
   

 

 

 
      France - 5.9%      
  27,540    

BNP Paribas S.A.

    2,126,068  
  28,270    

Nexity S.A.

    1,767,729  
  50,459    

TOTAL S.A.

    3,171,433  
  9,873    

Unibail-Rodamco SE REIT

    2,370,209  
   

 

 

 
      9,435,439  
   

 

 

 
      Germany - 4.3%      
  44,976    

Deutsche Post AG

    1,952,157  
  238,703    

E.ON SE

    2,613,740  
  17,990    

Siemens AG

    2,284,637  
   

 

 

 
      6,850,534  
   

 

 

 
      Italy - 4.1%      
  119,542    

Assicurazioni Generali S.p.A.

    2,412,232  
  57,233    

Banca Generali S.p.A.

    1,856,590  
  601,343    

Intesa Sanpaolo S.p.A.

    2,287,481  
   

 

 

 
      6,556,303  
   

 

 

 
      Japan - 5.6%      
  34,192    

Eisai Co., Ltd.

    2,293,224  
  97,000    

ITOCHU Corp.

    1,939,846  
  116,700    

NTT DOCOMO, Inc.

    3,014,828  
  36,200    

Tokio Marine Holdings, Inc.

    1,708,540  
   

 

 

 
      8,956,438  
   

 

 

 
      Luxembourg - 3.0%      
  41,860    

Millicom International Cellular S.A.

    2,772,751  
  134,493    

SES S.A.

    2,075,072  
   

 

 

 
      4,847,823  
   

 

 

 
      Netherlands - 3.8%      
  158,310    

ING Groep N.V.

    2,667,604  
  95,914    

Royal Dutch Shell plc Class B

    3,424,018  
   

 

 

 
      6,091,622  
   

 

 

 
      Portugal - 1.0%      
  434,059    

EDP - Energias de Portugal S.A.(1)

    1,610,342  
   

 

 

 
      Sweden - 3.1%      
  71,837    

Lundin Petroleum AB*

    1,980,325  
  303,415    

Nordea Bank AB

    3,085,928  
   

 

 

 
      5,066,253  
   

 

 

 
      Switzerland - 5.4%      
  20,260    

Novartis AG

    1,559,499  
  15,758    

Roche Holding AG

    3,501,228  
  11,110    

Zurich Insurance Group AG

    3,548,928  
   

 

 

 
      8,609,655  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 99.1% - (continued)  
      Taiwan - 1.3%      
  196,000    

Catcher Technology Co., Ltd.

  $ 2,173,673  
   

 

 

 
      United Kingdom - 12.1%      
  45,722    

AstraZeneca plc

    3,200,646  
  14,829    

AstraZeneca plc ADR

    526,874  
  96,311    

British American Tobacco plc

    5,282,416  
  448,693    

BT Group plc

    1,540,066  
  183,101    

IG Group Holdings plc

    2,090,737  
  57,242    

Persimmon plc

    2,138,298  
  93,063    

SSE plc

    1,766,204  
  50,326    

Unilever N.V.

    2,885,118  
   

 

 

 
      19,430,359  
   

 

 

 
      United States - 41.5%      
  47,388    

Bristol-Myers Squibb Co.

    2,470,336  
  91,900    

Brixmor Property Group, Inc. REIT

    1,368,391  
  18,713    

Caterpillar, Inc.

    2,701,409  
  29,086    

Chevron Corp.

    3,638,950  
  89,704    

Cisco Systems, Inc.

    3,972,990  
  32,400    

DowDuPont, Inc.

    2,048,976  
  1,971    

Dropbox, Inc. Class B*(2)(3)(4)(5)

    54,674  
  36,412    

Eaton Corp. plc

    2,731,992  
  32,301    

Edison International

    2,116,362  
  94,284    

Intel Corp.

    4,866,940  
  89,980    

International Paper Co.

    4,639,369  
  34,891    

JP Morgan Chase & Co.

    3,795,443  
  81,600    

Kinder Morgan, Inc.

    1,290,912  
  43,500    

L Brands, Inc.

    1,518,585  
  21,600    

LyondellBasell Industries N.V. Class A

    2,283,768  
  26,500    

Marsh & McLennan Cos., Inc.

    2,159,750  
  45,629    

Maxim Integrated Products, Inc.

    2,486,781  
  41,970    

MetLife, Inc.

    2,000,710  
  38,023    

Microsoft Corp.

    3,555,911  
  59,800    

Newell Brands, Inc.

    1,652,274  
  87,000    

Park Hotels & Resorts, Inc. REIT

    2,503,860  
  22,700    

Philip Morris International, Inc.

    1,861,400  
  18,659    

PNC Financial Services Group, Inc.

    2,716,937  
  63,435    

QUALCOMM, Inc.

    3,235,819  
  27,209    

Verizon Communications, Inc.

    1,342,764  
  38,800    

Wells Fargo & Co.

    2,016,048  
  46,000    

Weyerhaeuser Co. REIT

    1,691,880  
   

 

 

 
      66,723,231  
   

 

 

 
 

Total Common Stocks
(cost $139,076,133)

  $ 159,200,803  
   

 

 

 
WARRANTS - 0.0%  
      United States - 0.0%      
  1,471    

Emergent Capital, Inc. Expires 4/11/19*(4)(5)

  $  
   

 

 

 
 

Total Warrants
(cost $—)

  $  
   

 

 

 
 

Total Long-Term Investments
(cost $139,076,133)

  $ 159,200,803  
   

 

 

 
SHORT-TERM INVESTMENTS - 2.8%  
      Other Investment Pools & Funds - 0.5%      
  824,558    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class, 1.60%(6)

  $ 824,558  
   

 

 

 
 

 

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

 

 

  40  

 


Hartford Global Equity Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 2.8% - (continued)  
      Securities Lending Collateral - 2.3%      
  183,327    

Citibank NA DDCA, 1.50%, 5/1/2018(6)

  $ 183,327  
  1,950,960    

Goldman Sachs Financial Sq, Government Institutional Fund, 1.60%(6)

    1,950,960  
  1,532,253    

Invesco Government & Agency Portfolio, 1.60%(6)

    1,532,253  
   

 

 

 
      3,666,540  
   

 

 

 
 

Total Short-Term Investments
(cost $4,491,098)

  $ 4,491,098  
   

 

 

 
 

Total Investments
(cost $143,567,231)

    101.9    $ 163,691,901  
 

Other Assets and Liabilities

    (1.9 )%       (3,000,701
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 160,691,200  
   

 

 

    

 

 

 
 

 

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

 

 

  41  

 


Hartford Global Equity Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

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

 

* Non-income producing.

 

(1)  Represents entire or partial securities on loan. See Note 9 in the accompanying Notes to Financial Statements for securities lending information.

 

(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 to qualified institutional buyers. Unless otherwise indicated, this holding is determined to be liquid. At April 30, 2018, the aggregate value of this security was $54,674, which represented 0.0% of total net assets.

 

(3)  Investment valued using significant unobservable inputs.

 

(4)  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, the aggregate fair value of these securities was $54,674, 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)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited. At April 30, 2018, the aggregate value of these securities was $54,674, which represented 0.0% of total net assets.

 

(6)  Current yield as of period end.

 

     The following illiquid securities are considered restricted due to a contractual lock-up period associated with the securities.

 

Period
Acquired
    

Security Name

  Shares/
Par Value
   Base
Total Cost
     Base
Market Value
 
  01/2015      Dropbox, Inc. Class B   1,971    $     26,766      $     54,674  

 

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

 

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

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

REIT

   Real Estate Investment Trust

 

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

 

 

  42  

 


Hartford Global Equity Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

(1)  For the six-month period ended April 30, 2018, investments valued at $6,197,366 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.

 

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

Assets

           

Common Stocks

           

Australia

   $ 1,646,927      $      $ 1,646,927      $  

Belgium

     1,891,112               1,891,112         

Canada

     1,513,781        1,513,781                

China

     5,617,145               5,617,145         

Finland

     2,180,166               2,180,166         

France

     9,435,439               9,435,439         

Germany

     6,850,534               6,850,534         

Italy

     6,556,303               6,556,303         

Japan

     8,956,438               8,956,438         

Luxembourg

     4,847,823               4,847,823         

Netherlands

     6,091,622               6,091,622         

Portugal

     1,610,342               1,610,342         

Sweden

     5,066,253               5,066,253         

Switzerland

     8,609,655               8,609,655         

Taiwan

     2,173,673               2,173,673         

United Kingdom

     19,430,359        526,874        18,903,485         

United States

     66,723,231        66,668,557               54,674  

Warrants

                           

Short-Term Investments

     4,491,098        4,491,098                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     163,691,901      $     73,200,310      $     90,436,917      $     54,674  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018 investments valued at $2,655,534 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor. There were no transfers between any other levels.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six-month period ended April 30, 2018 is not presented.

 

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

 

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

 

 

  43  

 


Hartford International Equity Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.3%  
      Argentina - 0.6%      
  903    

Banco Macro S.A. ADR

  $ 87,519  
  1,569    

Grupo Financiero Galicia S.A. ADR

    100,290  
  3,554    

Loma Negra Cia Industrial Argentina S.A. ADR*

    73,710  
  1,251    

Pampa Energia S.A. ADR*

    71,357  
  3,949    

YPF S.A. ADR

    86,444  
   

 

 

 
      419,320  
   

 

 

 
      Australia - 2.1%      
  10,625    

BHP Billiton plc

    226,551  
  52,286    

Goodman Group REIT

    355,730  
  29,430    

Resolute Mining Ltd.

    25,134  
  94,608    

South32 Ltd.

    262,539  
  28,948    

Transurban Group

    252,244  
  9,475    

Wesfarmers Ltd.

    311,723  
  27,973    

Western Areas Ltd.

    72,032  
   

 

 

 
      1,505,953  
   

 

 

 
      Austria - 0.5%      
  3,745    

ams AG

    308,876  
  4,102    

Zumtobel Group AG

    37,174  
   

 

 

 
      346,050  
   

 

 

 
      Belgium - 0.9%      
  2,439    

Ageas

    130,468  
  11,366    

AGFA-Gevaert N.V.*

    40,522  
  3,559    

Groupe Bruxelles Lambert S.A.

    406,819  
  2,327    

Orange Belgium S.A.

    48,301  
   

 

 

 
      626,110  
   

 

 

 
      Brazil - 3.0%      
  11,800    

Banco do Brasil S.A.

    123,618  
  90,530    

BR Malls Participacoes S.A.

    282,196  
  28,860    

Gerdau S.A. ADR

    134,776  
  9,631    

Gol Linhas Aereas Inteligentes S.A. ADR*

    105,459  
  28,575    

Itau Unibanco Holding S.A.

    416,080  
  9,638    

Itau Unibanco Holding S.A. ADR

    140,040  
  50,800    

Localiza Rent a Car S.A.

    404,434  
  10,530    

Lojas Renner S.A.

    98,020  
  25,221    

Petroleo Brasileiro S.A. ADR*

    355,364  
  11,000    

Suzano Papel e Celulose S.A.

    128,928  
   

 

 

 
      2,188,915  
   

 

 

 
      Canada - 8.9%      
  10,472    

Advantage Oil & Gas Ltd.*

    33,358  
  8,514    

ARC Resources Ltd.

    94,957  
  4,326    

Bank of Montreal

    328,540  
  6,048    

Bank of Nova Scotia

    371,750  
  12,768    

Barrick Gold Corp.

    171,838  
  8,200    

Brookfield Asset Management, Inc. Class A

    325,011  
  19,108    

Cameco Corp.

    201,207  
  3,477    

Canadian Imperial Bank of Commerce

    302,841  
  3,307    

Canadian National Railway Co.

    255,427  
  2,580    

Canadian Natural Resources Ltd.

    93,077  
  11,316    

Centerra Gold, Inc.*

    69,097  
  5,682    

CGI Group, Inc. Class A*

    329,250  
  8,501    

Descartes Systems Group, Inc.*

    251,266  
  1,758    

Dollarama, Inc.

    202,370  
  23,278    

Eldorado Gold Corp.*

    22,114  
  29,309    

Encana Corp.

    365,007  
  12,622    

First Quantum Minerals Ltd.

    181,866  
  10,078    

Fortis, Inc.

    338,301  
  3,558    

Intact Financial Corp.

    271,294  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.3% - (continued)  
      Canada - 8.9% - (continued)      
  11,973    

Kinross Gold Corp.*

  $ 46,455  
  5,153    

Magna International, Inc.

    304,336  
  1,489    

Northern Dynasty Minerals Ltd.*

    1,345  
  12,549    

Painted Pony Energy Ltd.*

    27,367  
  2,935    

PrairieSky Royalty Ltd.(1)

    65,080  
  38,165    

Raging River Exploration, Inc.*

    212,234  
  5,719    

Royal Bank of Canada

    434,910  
  45,573    

StorageVault Canada, Inc.

    85,896  
  6,982    

Toronto-Dominion Bank

    392,128  
  11,970    

Tourmaline Oil Corp.

    225,146  
  6,282    

TransCanada Corp.

    266,359  
  17,240    

Tricon Capital Group, Inc.

    135,079  
  7,724    

Uranium Participation Corp.*

    23,341  
   

 

 

 
      6,428,247  
   

 

 

 
      Cayman Islands - 0.0%      
  700    

Ping An Healthcare and Technology Co.,
Ltd.*(2)(3)

    4,887  
   

 

 

 
      China - 7.1%      
  121,260    

361 Degrees International Ltd.

    38,342  
  3,749    

Alibaba Group Holding Ltd. ADR*

    669,346  
  27,600    

Anhui Conch Cement Co., Ltd. Class A

    147,518  
  10,900    

Anhui Conch Cement Co., Ltd. Class H

    68,032  
  614    

BeiGene Ltd. ADR*

    104,122  
  179,790    

China BlueChemical Ltd. Class H

    47,253  
  353,000    

China Construction Bank Corp. Class H

    369,823  
  250,570    

China Longyuan Power Group Corp. Ltd. Class H

    246,115  
  30,000    

China Machinery Engineering Corp. Class H

    17,429  
  519,670    

China Telecom Corp. Ltd. Class H

    251,901  
  101,502    

CIFI Holdings Group Co., Ltd.

    79,928  
  70,800    

CNOOC Ltd.

    119,773  
  41,100    

CSPC Pharmaceutical Group Ltd.

    104,684  
  110,710    

Daphne International Holdings Ltd.*

    5,680  
  91,480    

Dongfeng Motor Group Co., Ltd. Class H

    101,162  
  18,120    

ENN Energy Holdings Ltd.

    169,450  
  14,188    

Gree Electric Appliances, Inc. of Zhuhai Class A

    98,219  
  17,750    

Hangzhou Hikvision Digital Technology Co., Ltd. Class A

    107,312  
  2,473    

JD.com, Inc. ADR*

    90,289  
  841    

Kweichow Moutai Co., Ltd. Class A

    87,603  
  13,900    

Midea Group Co., Ltd. Class A

    112,807  
  687    

NetEase, Inc. ADR

    176,607  
  4,195    

New Oriental Education & Technology Group, Inc. ADR

    376,879  
  73,960    

PICC Property & Casualty Co., Ltd. Class H

    132,401  
  22,660    

Ping An Insurance Group Co. of China Ltd. Class H

    221,420  
  8,832    

Sunny Optical Technology Group Co., Ltd.

    144,117  
  13,425    

Tencent Holdings Ltd.

    660,012  
  2,244    

Weibo Corp. ADR*

    256,983  
  9,952    

Wuxi Biologics Cayman, Inc.*(4)

    90,274  
  87,840    

Xtep International Holdings Ltd.

    51,033  
   

 

 

 
      5,146,514  
   

 

 

 
      Colombia - 0.1%      
  4,039    

Ecopetrol S.A. ADR(1)

    89,181  
   

 

 

 
      Denmark - 0.4%      
  31    

AP Moller - Maersk A/S Class B

    49,662  
  3,749    

D/S Norden A/S*

    68,397  
  2,213    

DSV A/S

    175,260  
   

 

 

 
      293,319  
   

 

 

 
 

 

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

 

 

  44  

 


Hartford International Equity Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.3% - (continued)  
      Finland - 0.1%      
  9,906    

Nokia Oyj

  $ 59,438  
   

 

 

 
      France - 8.4%      
  1,859    

Airbus SE

    218,215  
  6,213    

Alstom S.A.

    282,868  
  8,897    

BNP Paribas S.A.

    686,842  
  1,831    

Capgemini SE

    251,883  
  14,116    

Cie de Saint-Gobain

    738,563  
  1,770    

Coface S.A.*

    22,425  
  4,671    

Danone S.A.(1)

    378,378  
  6,626    

Engie S.A.

    116,230  
  1,454    

Essilor International Cie Generale d’Optique S.A.

    198,600  
  833    

L’Oreal S.A.

    200,578  
  2,418    

Legrand S.A.

    188,152  
  2,933    

Maisons du Monde S.A.(4)

    119,180  
  835    

Metropole Television S.A.

    20,558  
  2,401    

Neopost S.A.

    64,787  
  2,367    

Pernod Ricard S.A.

    393,125  
  6,419    

Peugeot S.A.(1)

    158,059  
  448    

Renault S.A.

    48,555  
  6,372    

Rexel S.A.

    98,777  
  1,685    

Safran S.A.

    197,634  
  6,229    

Schneider Electric SE

    564,624  
  2,784    

Societe Generale S.A.

    152,365  
  322    

Sopra Steria Group

    68,733  
  4,939    

Television Francaise(1)

    61,744  
  5,766    

TOTAL S.A.

    362,403  
  740    

Unibail-Rodamco SE REIT

    177,652  
  3,258    

Valeo S.A.

    217,827  
  838    

Vicat S.A.

    61,759  
   

 

 

 
      6,050,516  
   

 

 

 
      Germany - 3.3%      
  2,393    

Beiersdorf AG

    270,740  
  5,697    

CECONOMY AG

    63,840  
  43,285    

E.ON SE

    473,960  
  1,396    

Hamburger Hafen und Logistik AG

    33,521  
  2,972    

Henkel AG & Co. KGaA

    377,696  
  8,163    

Infineon Technologies AG

    209,019  
  4,827    

Metro AG*

    69,833  
  139    

Rheinmetall AG

    18,165  
  3,330    

RWE AG

    79,593  
  1,061    

Salzgitter AG

    58,265  
  2,412    

Volkswagen AG

    497,438  
  4,828    

Zalando SE*(4)

    248,433  
   

 

 

 
      2,400,503  
   

 

 

 
      Greece - 0.4%      
  14,561    

Hellenic Telecommunications Organization S.A.

    211,985  
  4,969    

OPAP S.A.

    59,456  
   

 

 

 
      271,441  
   

 

 

 
      Hong Kong - 2.7%      
  22,715    

AIA Group Ltd.

    203,009  
  45,195    

AMVIG Holdings Ltd.

    11,632  
  13,830    

China Mobile Ltd.

    131,751  
  154,500    

China Resources Cement Holdings Ltd.

    162,083  
  42,700    

China Resources Gas Group Ltd.

    157,034  
  91,140    

China Unicom Hong Kong Ltd.*

    128,876  
  30,500    

CLP Holdings Ltd.

    316,714  
  216,000    

CST Group Ltd.*

    958  
  4,650    

Dah Sing Financial Holdings Ltd.

    31,051  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.3% - (continued)  
      Hong Kong - 2.7% - (continued)      
  1,177,890    

G-Resources Group Ltd.*

  $ 9,721  
  42,000    

Henderson Land Development Co., Ltd.

    266,303  
  253,210    

Pacific Basin Shipping Ltd.*

    67,327  
  76,587    

Sands China Ltd.

    442,625  
   

 

 

 
      1,929,084  
   

 

 

 
      Hungary - 0.3%      
  37,450    

Magyar Telekom Telecommunications plc

    64,776  
  2,858    

OTP Bank Nyrt

    124,618  
   

 

 

 
      189,394  
   

 

 

 
      India - 1.4%      
  18,273    

Allahabad Bank*

    13,372  
  4,718    

Bharat Financial Inclusion Ltd.*

    81,855  
  14,009    

Canara Bank

    55,377  
  12,689    

Corp. Bank*

    5,702  
  253    

Eicher Motors Ltd.

    117,659  
  1,810    

HDFC Bank Ltd. ADR

    173,416  
  26,547    

ICICI Bank Ltd.

    112,927  
  23,755    

ICICI Bank Ltd. ADR

    202,155  
  5,061    

Indiabulls Housing Finance Ltd.

    98,628  
  25,439    

NTPC Ltd.

    65,470  
  15,942    

State Bank of India

    58,630  
   

 

 

 
      985,191  
   

 

 

 
      Ireland - 1.3%      
  27,324    

Bank of Ireland Group plc

    245,135  
  80,271    

Cairn Homes plc*

    174,096  
  6,379    

CRH plc

    226,527  
  94,734    

Glenveagh Properties plc*(4)

    126,527  
  79,664    

Hibernia plc REIT

    139,615  
   

 

 

 
      911,900  
   

 

 

 
      Italy - 3.6%      
  7,931    

Assicurazioni Generali S.p.A.

    160,039  
  14,066    

Banca Popolare dell’Emilia Romagna SC

    81,196  
  21,357    

Davide Campari-Milano S.p.A.

    159,984  
  40,063    

Eni S.p.A.

    783,167  
  29,877    

FinecoBank Banca Fineco S.p.A.

    355,768  
  11,349    

Geox S.p.A.

    38,172  
  17,861    

Leonardo S.p.A.

    206,377  
  4,226    

Moncler S.p.A.

    190,474  
  22,456    

Pirelli & C. S.p.A.*(4)

    194,558  
  16,273    

Saipem S.p.A.*

    62,150  
  18,979    

UniCredit S.p.A.

    411,463  
   

 

 

 
      2,643,348  
   

 

 

 
      Japan - 13.9%      
  3,200    

Aisan Industry Co., Ltd.

    33,016  
  385    

Alpha Systems, Inc.

    7,988  
  4,380    

Avex, Inc.

    60,461  
  1,170    

Benesse Holdings, Inc.

    42,615  
  3,020    

Canon, Inc.

    103,886  
  1,130    

Cawachi Ltd.

    26,273  
  5,340    

Chiyoda Corp.

    54,830  
  1,310    

Chubu Steel Plate Co., Ltd.

    9,084  
  9,510    

Citizen Watch Co., Ltd.

    70,857  
  1,050    

CMIC Holdings Co., Ltd.

    24,079  
  5,900    

Dai-ichi Life Holdings, Inc.

    117,130  
  2,970    

DeNA Co., Ltd.

    56,607  
  4,240    

Eisai Co., Ltd.

    284,373  
  2,620    

Exedy Corp.

    88,734  
 

 

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

 

 

  45  

 


Hartford International Equity Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.3% - (continued)  
      Japan - 13.9% - (continued)      
  815    

FANUC Corp.

  $ 174,582  
  3,385    

Fuji Media Holdings, Inc.

    55,497  
  19,910    

Fujitsu Ltd.

    120,703  
  5,510    

Funai Electric Co., Ltd.

    38,114  
  1,235    

Gendai Agency, Inc.

    6,093  
  11,760    

Gree, Inc.

    64,978  
  1,730    

Hisaka Works Ltd.

    18,405  
  7,340    

Honda Motor Co., Ltd.

    252,393  
  2,270    

Honeys Holdings Co., Ltd.

    21,705  
  2,620    

Hosiden Corp.

    31,236  
  3,500    

Ichiyoshi Securities Co., Ltd.

    42,831  
  6,540    

Inpex Corp.

    83,606  
  3,010    

Japan Petroleum Exploration Co., Ltd.

    78,327  
  1,590    

Japan Steel Works Ltd.

    52,081  
  4,130    

JGC Corp.

    101,222  
  5,080    

JSR Corp.

    95,697  
  7,620    

KDDI Corp.

    204,548  
  4,070    

Keihin Corp.

    80,399  
  6,010    

Komatsu Ltd.

    204,873  
  3,520    

Kyoei Steel Ltd.

    73,298  
  850    

Melco Holdings, Inc.

    31,244  
  560    

Miraial Co., Ltd.

    7,816  
  3,601    

Mitsubishi Heavy Industries Ltd.

    142,354  
  4,570    

Mitsubishi Motors Corp.

    34,009  
  113,449    

Mitsubishi UFJ Financial Group, Inc.

    760,261  
  10,580    

Mitsui Fudosan Co., Ltd.

    271,011  
  97,690    

Mizuho Financial Group, Inc.

    176,744  
  5,380    

Nakayama Steel Works Ltd.

    37,798  
  1,820    

Neturen Co., Ltd.

    18,354  
  5,650    

Nichicon Corp.

    63,750  
  1,535    

Nidec Corp.

    240,139  
  3,020    

Nikon Corp.

    52,549  
  615    

Nintendo Co., Ltd.

    258,408  
  4,775    

Nippon Television Holdings, Inc.

    83,695  
  8,200    

Nipro Corp.

    118,022  
  2,830    

Nishimatsuya Chain Co., Ltd.

    34,788  
  4,380    

Nissin Kogyo Co., Ltd.

    76,854  
  4,130    

NOK Corp.

    84,464  
  8,866    

Ono Pharmaceutical Co., Ltd.

    204,940  
  1,990    

Pacific Metals Co., Ltd.*

    69,820  
  1,778    

PAL GROUP Holdings Co., Ltd.

    48,706  
  38,640    

Pioneer Corp.*

    60,275  
  650    

Proto Corp.

    9,330  
  3,260    

Relia, Inc.

    41,447  
  2,560    

Sankyo Co., Ltd.

    89,746  
  2,370    

Sanyo Shokai Ltd.

    54,902  
  1,625    

SCREEN Holdings Co., Ltd.

    132,916  
  7,910    

Seven & i Holdings Co., Ltd.

    348,521  
  3,884    

Shin-Etsu Chemical Co., Ltd.

    389,758  
  8,520    

Shinko Electric Industries Co., Ltd.

    66,284  
  1,340    

Showa Corp.

    20,141  
  3,200    

SoftBank Group Corp.

    244,508  
  8,660    

Sony Corp.

    404,475  
  13,225    

Sumitomo Mitsui Financial Group, Inc.

    551,195  
  2,880    

Sumitomo Mitsui Trust Holdings, Inc.

    122,132  
  4,650    

Sumitomo Riko Co., Ltd.

    48,608  
  1,890    

Suzuken Co., Ltd.

    81,267  
  20,575    

T&D Holdings, Inc.

    349,446  
  3,550    

Takeda Pharmaceutical Co., Ltd.

    149,491  
  7,770    

Tochigi Bank Ltd.

    29,442  
  4,890    

Tokai Rika Co., Ltd.

    97,688  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.3% - (continued)  
      Japan - 13.9% - (continued)      
  7,162    

Tokio Marine Holdings, Inc.

  $ 338,027  
  1,860    

Tokyo Seimitsu Co., Ltd.

    70,645  
  8,030    

Tokyo Steel Manufacturing Co., Ltd.

    67,010  
  5,120    

Toppan Forms Co., Ltd.

    57,191  
  8,120    

Toshiba Machine Co., Ltd.

    53,787  
  4,250    

Toyo Engineering Corp.*

    44,216  
  10,175    

Toyo Tire & Rubber Co., Ltd.

    173,201  
  3,520    

Toyoda Gosei Co., Ltd.

    88,876  
  1,820    

TV Asahi Holdings Corp.

    42,682  
  5,120    

Ushio, Inc.

    72,174  
  3,520    

Xebio Holdings Co., Ltd.

    66,316  
  2,990    

Yamato Kogyo Co., Ltd.

    88,141  
   

 

 

 
      10,050,085  
   

 

 

 
      Luxembourg - 0.4%      
  2,056    

Spotify Technology S.A.*

    332,394  
   

 

 

 
      Malaysia - 1.4%      
  154,700    

IHH Healthcare Bhd

    239,005  
  55,900    

Kuala Lumpur Kepong Bhd

    362,280  
  72,000    

Public Bank Bhd

    435,670  
   

 

 

 
      1,036,955  
   

 

 

 
      Netherlands - 2.1%      
  4,476    

AerCap Holdings N.V.*

    233,334  
  3,454    

Fugro N.V.*

    54,622  
  3,612    

Heineken N.V.

    380,254  
  20,447    

ING Groep N.V.

    344,542  
  3,255    

Koninklijke Philips N.V.

    137,772  
  24,239    

PostNL N.V.(1)

    94,095  
  8,438    

Royal Dutch Shell plc Class B

    301,227  
   

 

 

 
      1,545,846  
   

 

 

 
      Norway - 0.6%      
  1,245    

Statoil ASA

    31,838  
  5,312    

Storebrand ASA

    45,398  
  9,263    

Telenor ASA

    205,026  
  3,394    

Yara International ASA

    143,154  
   

 

 

 
      425,416  
   

 

 

 
      Poland - 0.3%      
  4,946    

Alior Bank S.A.*

    99,505  
  1,600    

CCC S.A.

    117,535  
   

 

 

 
      217,040  
   

 

 

 
      Portugal - 0.3%      
  10,330    

CTT-Correios de Portugal S.A.

    38,093  
  9,712    

Galp Energia SGPS S.A.

    186,403  
   

 

 

 
      224,496  
   

 

 

 
      Russia - 1.4%      
  26,494    

Gazprom PJSC ADR

    122,256  
  2,290    

LUKOIL PJSC ADR

    152,642  
  10,478    

Sberbank of Russia PJSC*

    37,769  
  3,340    

Sberbank of Russia PJSC ADR

    49,386  
  18,770    

Surgutneftegas OJSC ADR

    87,963  
  17,311    

Yandex N.V. Class A*

    577,495  
   

 

 

 
      1,027,511  
   

 

 

 
      Singapore - 1.5%      
  15,560    

DBS Group Holdings Ltd.

    359,002  
  36,279    

Oversea-Chinese Banking Corp. Ltd.

    374,710  
  130,700    

Singapore Telecommunications Ltd.

    347,565  
   

 

 

 
      1,081,277  
   

 

 

 
 

 

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

 

 

  46  

 


Hartford International Equity Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.3% - (continued)  
      South Africa - 0.3%      
  2,135    

Anglo American Platinum Ltd.

  $ 57,293  
  21,286    

Gold Fields Ltd.

    80,813  
  12,888    

Impala Platinum Holdings Ltd.*

    22,955  
  56,610    

Nampak Ltd.*

    63,127  
  18,152    

Raubex Group Ltd.

    30,144  
   

 

 

 
      254,332  
   

 

 

 
      South Korea - 3.6%      
  1,061    

CJ CheilJedang Corp.

    339,226  
  2,126    

CJ E&M Corp.

    179,373  
  292    

CJ Logistics Corp.*

    42,573  
  207    

Hugel, Inc.*

    97,164  
  2,463    

Hyundai Engineering & Construction Co., Ltd.

    145,867  
  3,315    

ING Life Insurance Korea Ltd.(4)

    127,354  
  1,839    

KB Financial Group, Inc.

    104,483  
  3,446    

Kia Motors Corp.

    106,394  
  4,004    

KT Corp.

    101,805  
  304    

NCSoft Corp.

    101,893  
  934    

NHN Entertainment Corp.*

    53,538  
  387    

Samsung Electronics Co., Ltd.*(2)(3)

    959,221  
  2,008    

Shinhan Financial Group Co., Ltd.

    89,409  
  4,382    

Ssangyong Cement Industrial Co., Ltd.

    122,469  
  6,651    

Tongyang Life Insurance Co., Ltd.

    51,161  
   

 

 

 
      2,621,930  
   

 

 

 
      Spain - 2.1%      
  2,277    

Aedas Homes SAU*(4)

    81,116  
  3,278    

Almirall S.A.

    40,746  
  65,054    

CaixaBank S.A.

    316,349  
  6,683    

Cellnex Telecom S.A.(4)

    179,233  
  43,523    

Iberdrola S.A.

    336,256  
  5,108    

Industria de Diseno Textil S.A.(1)

    158,339  
  6,277    

Metrovacesa S.A.*(4)

    112,792  
  11,581    

Neinor Homes S.A.*(4)

    224,198  
  36,073    

Unicaja Banco S.A.*(4)

    65,426  
   

 

 

 
      1,514,455  
   

 

 

 
      Sweden - 1.1%      
  8,308    

Assa Abloy AB Class B(1)

    174,110  
  4,251    

Atlas Copco AB Class A*

    166,241  
  9,418    

Essity AB Class B

    238,889  
  14,953    

Qliro Group AB*

    18,096  
  21,903    

SAS AB*

    54,661  
  18,295    

Telefonaktiebolaget LM Ericsson Class B

    139,471  
   

 

 

 
      791,468  
   

 

 

 
      Switzerland - 6.7%      
  1,115    

Adecco Group AG

    73,841  
  3    

Chocoladefabriken Lindt & Spruengli AG*

    227,541  
  5,426    

GAM Holding AG*

    86,611  
  673    

Geberit AG

    287,191  
  111    

Givaudan S.A.

    247,091  
  5,170    

Julius Baer Group Ltd.*

    306,831  
  1,625    

Kuehne + Nagel International AG

    253,006  
  4,552    

LafargeHolcim Ltd.*

    252,870  
  6,228    

Nestle S.A.

    482,484  
  9,754    

Novartis AG

    750,807  
  1,718    

Schindler Holding AG

    354,744  
  4,582    

Swiss Prime Site AG*

    429,306  
  658    

Swisscom AG(1)

    315,598  
  41,592    

UBS Group AG*

    698,117  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 95.3% - (continued)  
      Switzerland - 6.7% - (continued)      
  354    

Zurich Insurance Group AG

  $ 113,080  
   

 

 

 
      4,879,118  
   

 

 

 
      Taiwan - 3.2%      
  91,840    

Acer, Inc.*

    70,041  
  23,765    

Catcher Technology Co., Ltd.

    263,558  
  89,000    

Chunghwa Telecom Co., Ltd.

    338,651  
  139,800    

Compal Electronics, Inc.

    91,059  
  74,000    

Formosa Chemicals & Fibre Corp.

    271,887  
  89,000    

Formosa Plastics Corp.

    312,322  
  2,890    

MediaTek, Inc.

    32,870  
  107,000    

Nan Ya Plastics Corp.

    293,071  
  24,000    

PChome Online, Inc.

    111,173  
  179,410    

Shin Kong Financial Holding Co., Ltd.

    72,916  
  9,810    

Simplo Technology Co., Ltd.*

    54,847  
  50,050    

Taiwan Semiconductor Manufacturing Co., Ltd.*

    381,248  
   

 

 

 
      2,293,643  
   

 

 

 
      United Kingdom - 11.3%      
  20,683    

Acacia Mining plc

    41,003  
  12,852    

Anglo American plc

    302,398  
  13,393    

AstraZeneca plc

    937,541  
  50,240    

BP plc

    373,181  
  1,789    

British American Tobacco plc

    98,122  
  105,570    

BT Group plc

    362,352  
  53,680    

Centrica plc

    113,660  
  91,197    

Cobham plc*

    144,034  
  14,985    

Compass Group plc

    321,469  
  5,933    

Diageo plc

    211,658  
  9,772    

Fiat Chrysler Automobiles N.V.*

    217,122  
  25,072    

GlaxoSmithKline plc

    502,873  
  33,722    

Glencore plc*

    162,439  
  3,284    

Go-Ahead Group plc

    87,322  
  50,095    

Grainger plc

    215,742  
  13,969    

Halfords Group plc

    72,798  
  31,482    

Hays plc

    77,582  
  34,851    

HSBC Holdings plc

    346,976  
  6,388    

Imperial Brands plc

    228,560  
  29,471    

J Sainsbury plc

    125,050  
  18,825    

Just Eat plc*

    200,409  
  20,312    

Marks & Spencer Group plc

    80,314  
  31,402    

National Grid plc

    363,319  
  33,473    

Petra Diamonds Ltd.*

    31,453  
  37,941    

QinetiQ Group plc

    119,941  
  3,522    

Reckitt Benckiser Group plc

    276,294  
  16,405    

RELX N.V.(1)

    349,051  
  16,008    

RELX plc

    342,139  
  23,424    

SIG plc

    45,792  
  17,608    

Smith & Nephew plc

    337,211  
  12,886    

Standard Chartered plc

    135,355  
  3,069    

SThree plc

    13,668  
  9,855    

Ultra Electronics Holdings plc

    191,029  
  7,323    

Unilever N.V.

    419,817  
  111,797    

Vodafone Group plc

    326,247  
   

 

 

 
      8,173,921  
   

 

 

 
      Vietnam - 0.0%      
  16,660    

Vincom Retail JSC*

    33,685  
   

 

 

 
 

Total Common Stocks
(cost $65,870,417)

  $ 68,992,883  
   

 

 

 
 

 

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

 

 

  47  

 


Hartford International Equity Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
EXCHANGE-TRADED FUNDS - 2.0%  
      Other Investment Pools & Funds - 2.0%      
  464    

iShares Core MSCI EAFE ETF

  $ 30,921  
  28,151    

iShares MSCI ACWI ex U.S. ETF

    1,406,705  
   

 

 

 
      1,437,626  
   

 

 

 
 

Total Exchange-Traded Funds
(cost $1,420,969)

  $ 1,437,626  
   

 

 

 
PREFERRED STOCKS - 0.2%  
      Brazil - 0.2%      
  10,100    

Cia Paranaense de Energia*

  $ 77,238  
  3,100    

Telefonica Brasil S.A.*

    43,484  
   

 

 

 
      120,722  
   

 

 

 
 

Total Preferred Stocks
(cost $115,440)

  $ 120,722  
   

 

 

 
 

Total Long-Term Investments
(cost $67,406,826)

  $ 70,551,231  
   

 

 

 
SHORT-TERM INVESTMENTS - 4.4%  
      Other Investment Pools & Funds - 1.9%      
  1,367,267    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class, 1.60%(5)

  $ 1,367,267  
   

 

 

 
      Securities Lending Collateral - 2.5%      
  92,703    

Citibank NA DDCA, 1.50%, 5/1/2018(5)

    92,703  
  986,537    

Goldman Sachs Financial Sq, Government Institutional Fund, 1.60%(5)

    986,537  
  774,810    

Invesco Government & Agency Portfolio, 1.60%(5)

    774,810  
   

 

 

 
      1,854,050  
   

 

 

 
 

Total Short-Term Investments
(cost $3,221,317)

  $ 3,221,317  
   

 

 

 
 

Total Investments
(cost $70,628,143)

    101.9    $ 73,772,548  
 

Other Assets and Liabilities

    (1.9 )%       (1,393,593
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 72,378,955  
   

 

 

    

 

 

 
 

 

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

 

 

  48  

 


Hartford International Equity Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

     Other than the industry classifications “Other Investment Pools & Funds,” equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

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

 

* Non-income producing.

 

(1)  Represents entire or partial securities on loan. See Note 9 in the accompanying Notes to Financial Statements for securities lending information.

 

(2)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited. At April 30, 2018, the aggregate value of these securities was $964,108, which represented 1.3% of total net assets.

 

(3)  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, the aggregate fair value of these securities was $964,108, which represented 1.3% 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.

 

(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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $1,569,091, which represented 2.2% of total net assets.

 

(5)  Current yield as of period end.

 

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

 

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

ACWI

   All Country World Index

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

ETF

   Exchange-Traded Fund

JSC

   Joint Stock Company

MSCI

   Morgan Stanley Capital International

OJSC

   Open Joint Stock Company

PJSC

   Private Joint Stock Company

REIT

   Real Estate Investment Trust

 

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

 

 

  49  

 


Hartford International Equity Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Argentina

   $ 419,320      $ 419,320      $      $  

Australia

     1,505,953               1,505,953         

Austria

     346,050               346,050         

Belgium

     626,110               626,110         

Brazil

     2,188,915        2,188,915                

Canada

     6,428,247        6,428,247                

Cayman Islands

     4,887                      4,887  

China

     5,146,514        1,674,226        3,472,288         

Colombia

     89,181        89,181                

Denmark

     293,319               293,319         

Finland

     59,438               59,438         

France

     6,050,516               6,050,516         

Germany

     2,400,503               2,400,503         

Greece

     271,441               271,441         

Hong Kong

     1,929,084        11,632        1,917,452         

Hungary

     189,394               189,394         

India

     985,191        375,571        609,620         

Ireland

     911,900        300,623        611,277         

Italy

     2,643,348               2,643,348         

Japan

     10,050,085               10,050,085         

Luxembourg

     332,394        332,394                

Malaysia

     1,036,955               1,036,955         

Netherlands

     1,545,846        233,334        1,312,512         

Norway

     425,416               425,416         

Poland

     217,040               217,040         

Portugal

     224,496               224,496         

Russia

     1,027,511        577,495        450,016         

Singapore

     1,081,277               1,081,277         

South Africa

     254,332        93,271        161,061         

South Korea

     2,621,930        122,469        1,540,240        959,221  

Spain

     1,514,455        193,908        1,320,547         

Sweden

     791,468               791,468         

Switzerland

     4,879,118               4,879,118         

Taiwan

     2,293,643               2,293,643         

United Kingdom

     8,173,921        359,360        7,814,561         

Vietnam

     33,685               33,685         

Exchange-Traded Funds

     1,437,626        1,437,626                

Preferred Stocks

     120,722        120,722                

Short-Term Investments

     3,221,317        3,221,317                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     73,772,548      $     18,179,611      $     54,628,829      $     964,108  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, investments valued at $1,710,264 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor; investments valued at $210,778 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation factor and investments valued at $631,067were transferred from Level 2 to Level 3 due to the unavailability of active market pricing.

 

     Common
Stocks
    Total  

Beginning balance

   $ 43     $ 43  

Purchases

     494,535       494,535  

Sales

         (183,622         (183,622

Total realized gain/(loss)

     70,904       70,904  

Net change in unrealized appreciation/depreciation

     (48,819     (48,819

Transfers into Level 3

     631,067       631,067  
  

 

 

   

 

 

 

Ending balance

   $ 964,108     $ 964,108  
  

 

 

   

 

 

 

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at April 30, 2018 was $(48,819).

 

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

 

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

 

 

  50  

 


The Hartford International Growth Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.9%  
      Australia - 3.2%  
  118,849    

Aristocrat Leisure Ltd.

  $ 2,384,179  
  34,755    

BHP Billiton plc

    741,060  
  492,451    

Qantas Airways Ltd.

    2,129,741  
  482,446    

South32 Ltd.

    1,338,798  
  243,844    

Treasury Wine Estates Ltd.

    3,483,065  
   

 

 

 
      10,076,843  
   

 

 

 
      Austria - 0.9%  
  36,537    

ams AG

    3,013,460  
   

 

 

 
      Brazil - 2.3%  
  497,773    

Ambev S.A.

    3,314,982  
  317,735    

BR Malls Participacoes S.A.

    990,428  
  205,900    

Itau Unibanco Holding S.A.

    2,998,104  
  2,156    

Pagseguro Digital Ltd. Class A*

    71,644  
   

 

 

 
      7,375,158  
   

 

 

 
      Canada - 2.3%  
  77,168    

Cameco Corp.

    812,579  
  7,131    

Canadian National Railway Co.

    550,786  
  123,729    

Encana Corp.

    1,540,891  
  39,140    

First Quantum Minerals Ltd.

    563,955  
  65,394    

Magna International, Inc.

    3,862,165  
   

 

 

 
      7,330,376  
   

 

 

 
      China - 13.2%  
  26,995    

58.com, Inc. ADR*

    2,359,093  
  54,326    

Alibaba Group Holding Ltd. ADR*

    9,699,364  
  371,500    

Anhui Conch Cement Co., Ltd. Class H

    2,318,708  
  545,626    

China Longyuan Power Group Corp. Ltd. Class H

    535,925  
  97,000    

ENN Energy Holdings Ltd.

    907,098  
  3,668    

NetEase, Inc. ADR

    942,933  
  51,269    

New Oriental Education & Technology Group, Inc. ADR

    4,606,007  
  391,222    

PICC Property & Casualty Co., Ltd. Class H

    700,353  
  278,861    

Ping An Insurance Group Co. of China Ltd. Class H

    2,724,862  
  175,919    

Sunny Optical Technology Group Co., Ltd.

    2,870,581  
  227,419    

Tencent Holdings Ltd.

    11,180,574  
  27,228    

Weibo Corp. ADR*

    3,118,151  
   

 

 

 
      41,963,649  
   

 

 

 
      Denmark - 1.1%  
  37,512    

DSV A/S

    2,970,790  
  2,256    

Genmab A/S*

    455,482  
   

 

 

 
      3,426,272  
   

 

 

 
      France - 12.0%  
  51,459    

Airbus SE

    6,040,416  
  64,409    

Alstom S.A.

    2,932,440  
  10,925    

BNP Paribas S.A.

    843,402  
  9,905    

Capgemini SE

    1,362,589  
  23,141    

Cie de Saint-Gobain

    1,210,761  
  88,791    

Edenred

    3,058,890  
  7,563    

Essilor International Cie Generale d’Optique S.A.

    1,033,020  
  5,685    

Kering S.A.

    3,288,749  
  3,665    

L’Oreal S.A.

    882,494  
  32,926    

Legrand S.A.

    2,562,068  
  12,960    

LVMH Moet Hennessy Louis Vuitton SE

    4,510,233  
  34,319    

Peugeot S.A.(1)

    845,057  
  47,068    

Safran S.A.

    5,520,607  
  15,696    

Schneider Electric SE

    1,422,754  
  9,865    

TOTAL S.A.

    620,032  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.9% - (continued)  
      France - 12.0% - (continued)  
  3,959    

Unibail-Rodamco SE REIT

  $ 950,436  
  17,116    

Valeo S.A.

    1,144,362  
   

 

 

 
      38,228,310  
   

 

 

 
      Germany - 4.0%  
  17,209    

adidas AG

    4,229,445  
  13,542    

Beiersdorf AG

    1,532,117  
  126,112    

E.ON SE

    1,380,896  
  3,456    

HeidelbergCement AG

    337,952  
  28,936    

Infineon Technologies AG

    740,926  
  46,844    

United Internet AG

    3,027,883  
  3,952    

Volkswagen AG

    815,040  
  15,337    

Zalando SE*(2)

    789,191  
   

 

 

 
      12,853,450  
   

 

 

 
      Hong Kong - 4.2%  
  560,413    

AIA Group Ltd.

    5,008,522  
  130,262    

Melco Resorts & Entertainment Ltd. ADR

    4,065,477  
  132,260    

Sands China Ltd.

    764,380  
  1,496,205    

Sino Biopharmaceutical Ltd.

    3,150,722  
  86,855    

Techtronic Industries Co., Ltd.

    508,813  
   

 

 

 
      13,497,914  
   

 

 

 
      India - 2.2%  
  65,783    

HDFC Bank Ltd.

    1,985,022  
  6,496    

HDFC Bank Ltd. ADR

    622,382  
  127,097    

ICICI Bank Ltd. ADR

    1,081,595  
  106,857    

IndusInd Bank Ltd.

    3,025,523  
  1,681    

Maruti Suzuki India Ltd.

    221,201  
   

 

 

 
      6,935,723  
   

 

 

 
      Indonesia - 0.6%  
  1,207,180    

Bank Central Asia Tbk PT

    1,908,891  
   

 

 

 
      Ireland - 1.1%  
  24,987    

ICON plc*

    2,939,221  
  3,978    

Ryanair Holdings plc ADR*

    437,460  
   

 

 

 
      3,376,681  
   

 

 

 
      Italy - 3.3%  
  89,805    

Davide Campari-Milano S.p.A.

    672,724  
  133,283    

Eni S.p.A.

    2,605,470  
  120,927    

FinecoBank Banca Fineco S.p.A.

    1,439,970  
  63,485    

Moncler S.p.A.

    2,861,388  
  120,504    

Pirelli & C. S.p.A.*(2)

    1,044,040  
  88,896    

UniCredit S.p.A.

    1,927,258  
   

 

 

 
      10,550,850  
   

 

 

 
      Japan - 10.2%  
  29,885    

Advantest Corp.

    710,823  
  13,225    

Alps Electric Co., Ltd.

    292,092  
  9,645    

Eisai Co., Ltd.

    646,881  
  3,100    

FANUC Corp.

    664,052  
  40,460    

KDDI Corp.

    1,086,092  
  5,360    

Keyence Corp.

    3,268,417  
  19,990    

Komatsu Ltd.

    681,433  
  54,270    

Mitsui Fudosan Co., Ltd.

    1,390,150  
  191,803    

Nexon Co., Ltd.*

    2,791,001  
  4,620    

Nidec Corp.

    722,763  
  1,970    

Nintendo Co., Ltd.

    827,747  
  20,405    

Ono Pharmaceutical Co., Ltd.

    471,667  
  43,250    

Seven & i Holdings Co., Ltd.

    1,905,629  
  5,275    

Shin-Etsu Chemical Co., Ltd.

    529,344  
 

 

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

 

 

  51  

 


The Hartford International Growth Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.9% - (continued)  
      Japan - 10.2% - (continued)  
  9,620    

SMC Corp.

  $ 3,655,531  
  16,980    

SoftBank Group Corp.

    1,297,419  
  108,586    

Sony Corp.

    5,071,628  
  45,550    

Sumitomo Mitsui Financial Group, Inc.

    1,898,444  
  38,240    

Tokio Marine Holdings, Inc.

    1,804,823  
  13,858    

Tokyo Electron Ltd.

    2,661,469  
   

 

 

 
      32,377,405  
   

 

 

 
      Luxembourg - 0.4%  
  8,028    

Spotify Technology S.A.*

    1,297,887  
   

 

 

 
      Netherlands - 4.9%  
  23,499    

AerCap Holdings N.V.*

    1,225,003  
  20,556    

ASML Holding N.V.

    3,913,528  
  224,439    

ING Groep N.V.

    3,781,912  
  84,859    

Koninklijke Philips N.V.

    3,591,759  
  56,521    

Wolters Kluwer N.V.

    3,058,339  
   

 

 

 
      15,570,541  
   

 

 

 
      Portugal - 0.2%  
  35,179    

Galp Energia SGPS S.A.

    675,192  
   

 

 

 
      Russia - 0.1%  
  14,255    

Yandex N.V. Class A*

    475,547  
   

 

 

 
      Singapore - 1.1%  
  151,730    

DBS Group Holdings Ltd.

    3,500,728  
   

 

 

 
      South Korea - 1.2%  
  16,351    

ING Life Insurance Korea Ltd.(2)

    628,167  
  1,293    

Samsung Electronics Co., Ltd.*(3)(4)

    3,204,839  
   

 

 

 
      3,833,006  
   

 

 

 
      Spain - 0.9%  
  111,849    

Banco Santander S.A.

    722,648  
  207,937    

CaixaBank S.A.

    1,011,171  
  25,003    

Cellnex Telecom S.A.(2)

    670,561  
  16,791    

Industria de Diseno Textil S.A.(1)

    520,490  
   

 

 

 
      2,924,870  
   

 

 

 
      Sweden - 1.6%  
  30,692    

Assa Abloy AB Class B(1)

    643,210  
  99,492    

Atlas Copco AB Class A*

    3,890,766  
  18,634    

Trelleborg AB Class B(1)

    435,453  
   

 

 

 
      4,969,429  
   

 

 

 
      Switzerland - 6.4%  
  19,742    

ABB Ltd.

    460,296  
  5,063    

Cie Financiere Richemont S.A.

    481,282  
  64,999    

Julius Baer Group Ltd.*

    3,857,581  
  33,243    

Nestle S.A.

    2,575,338  
  67,446    

Novartis AG

    5,191,608  
  4,284    

Partners Group Holding AG

    3,124,621  
  1,964    

Roche Holding AG

    436,376  
  245,487    

UBS Group AG*

    4,120,473  
   

 

 

 
      20,247,575  
   

 

 

 
      Taiwan - 2.7%  
  48,060    

Catcher Technology Co., Ltd.

    532,994  
  1,054,906    

Taiwan Semiconductor Manufacturing Co., Ltd.*

    8,035,575  
   

 

 

 
      8,568,569  
   

 

 

 
      United Kingdom - 13.9%  
  38,689    

Anglo American plc

    910,323  
  16,173    

Aon plc

    2,304,167  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 96.9% - (continued)  
      United Kingdom - 13.9% - (continued)  
  78,681    

AstraZeneca plc

  $ 5,507,851  
  441,370    

B&M European Value Retail S.A.

    2,459,595  
  373,677    

BT Group plc

    1,282,586  
  176,472    

Compass Group plc

    3,785,811  
  156,657    

Diageo plc

    5,588,683  
  52,079    

Fiat Chrysler Automobiles N.V.*

    1,157,131  
  267,967    

Grainger plc

    1,154,042  
  65,544    

IHS Markit Ltd.*

    3,220,177  
  71,730    

Just Eat plc*

    763,630  
  178,703    

Prudential plc

    4,595,173  
  38,082    

Rio Tinto plc

    2,075,693  
  99,636    

Smiths Group plc

    2,183,149  
  124,422    

Unilever N.V.

    7,132,935  
   

 

 

 
      44,120,946  
   

 

 

 
      United States - 2.9%  
  16,807    

Accenture plc Class A

    2,541,218  
  34,095    

Amdocs Ltd.

    2,292,889  
  32,269    

Medtronic plc

    2,585,715  
  38,118    

Sensata Technologies Holding plc*

    1,933,345  
   

 

 

 
      9,353,167  
   

 

 

 
 

Total Common Stocks
(cost $266,699,664)

  $ 308,452,439  
   

 

 

 
EXCHANGE-TRADED FUNDS - 0.0%  
      Other Investment Pools & Funds - 0.0%  
  2,879    

iShares MSCI ACWI ex U.S. ETF

  $ 143,864  
   

 

 

 
 

Total Exchange-Traded Funds
(cost $144,988)

  $ 143,864  
   

 

 

 
 

Total Long-Term Investments
(cost $266,844,652)

  $ 308,596,303  
   

 

 

 
SHORT-TERM INVESTMENTS - 2.4%  
      Other Investment Pools & Funds - 1.6%  
  5,036,795    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.62%(5)

  $ 5,036,795  
   

 

 

 
      Securities Lending Collateral - 0.8%  
  125,641    

Citibank NA DDCA, 1.50%, 5/1/2018(5)

    125,641  
  1,337,069    

Goldman Sachs Financial Sq, Government Institutional Fund, 1.60%(5)

    1,337,069  
  1,050,113    

Invesco Government & Agency Portfolio, 1.60%(5)

    1,050,113  
   

 

 

 
      2,512,823  
   

 

 

 
 

Total Short-Term Investments
(cost $7,549,618)

  $ 7,549,618  
   

 

 

 
 

Total Investments
(cost $274,394,270)

    99.3    $ 316,145,921  
 

Other Assets and Liabilities

    0.7      2,263,700  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 318,409,621  
   

 

 

    

 

 

 
 

 

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

 

 

  52  

 


The Hartford International Growth Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

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

 

* Non-income producing.

 

(1)  Represents entire or partial securities on loan. See Note 9 in the accompanying Notes to Financial Statements for securities lending information.

 

(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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $3,131,959, which represented 1.0% of total net assets.

 

(3)  This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, the aggregate fair value of this security was $3,204,839, which represented 1.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(4)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited.At April 30, 2018, the aggregate value of this security was $3,204,839, which represented 1.0% of total net assets.

 

(5)  Current yield as of period end.

 

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

 

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

ACWI

   All Country World Index

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

ETF

   Exchange-Traded Fund

MSCI

   Morgan Stanley Capital International

REIT

   Real Estate Investment Trust

 

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

 

 

  53  

 


The Hartford International Growth Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Australia

   $ 10,076,843      $      $ 10,076,843      $  

Austria

     3,013,460               3,013,460         

Brazil

     7,375,158        7,375,158                

Canada

     7,330,376        7,330,376                

China

     41,963,649        20,725,548        21,238,101         

Denmark

     3,426,272               3,426,272         

France

     38,228,310               38,228,310         

Germany

     12,853,450               12,853,450         

Hong Kong

     13,497,914        4,065,477        9,432,437         

India

     6,935,723        1,703,977        5,231,746         

Indonesia

     1,908,891               1,908,891         

Ireland

     3,376,681        3,376,681                

Italy

     10,550,850               10,550,850         

Japan

     32,377,405               32,377,405         

Luxembourg

     1,297,887        1,297,887                

Netherlands

     15,570,541        1,225,003        14,345,538         

Portugal

     675,192               675,192         

Russia

     475,547        475,547                

Singapore

     3,500,728               3,500,728         

South Korea

     3,833,006               628,167        3,204,839  

Spain

     2,924,870               2,924,870         

Sweden

     4,969,429               4,969,429         

Switzerland

     20,247,575               20,247,575         

Taiwan

     8,568,569               8,568,569         

United Kingdom

     44,120,946        5,524,344        38,596,602         

United States

     9,353,167        9,353,167                

Exchange-Traded Funds

     143,864        143,864                

Short-Term Investments

     7,549,618        7,549,618                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     316,145,921      $     70,146,647      $     242,794,435      $     3,204,839  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, investments valued at $1,735,257 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 Investments valued at $7,858,754 were transfers from Level 2 to Level 3 due to the unavailability of active market pricing and there were no transfer from level 3 to level 2.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2018:

 

Investments in Securities

   Common
Stocks
    Total  

Beginning balance

   $ 278     $ 278  

Realized Gain (Loss)

     2,255,871       2,255,871  

Change in Unrealized Appreciation (Depreciation)

     (2,390,284     (2,390,284

Net Purchases

     1,417,255       1,417,255  

Net Sales

         (5,937,035         (5,937,035

Net Transfers in to Level 3

     7,858,754       7,858,754  
  

 

 

   

 

 

 

Ending balance

   $ 3,204,839     $ 3,204,839  
  

 

 

   

 

 

 

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at April 30, 2018 was $(2,390,284).

 

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

 

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

 

 

  54  

 


The Hartford International Opportunities Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.6%  
      Argentina - 0.0%  
  33,847    

YPF S.A. ADR

  $ 740,911  
   

 

 

 
      Australia - 0.7%  
  2,001,690    

Treasury Wine Estates Ltd.

    28,592,113  
   

 

 

 
      Austria - 0.9%  
  446,249    

ams AG

    36,805,246  
   

 

 

 
      Brazil - 2.2%  
  2,256,930    

Itau Unibanco Holding S.A. ADR

    32,793,193  
  92,885    

Pagseguro Digital Ltd. Class A*

    3,086,569  
  3,661,506    

Petroleo Brasileiro S.A. ADR*

    51,590,619  
   

 

 

 
      87,470,381  
   

 

 

 
      Canada - 7.4%  
  1,157,094    

Canadian National Railway Co.

    89,371,870  
  1,983,073    

Canadian Natural Resources Ltd.

    71,541,681  
  2,418,165    

Encana Corp.

    30,115,237  
  842,656    

Magna International, Inc.

    49,767,206  
  1,198,888    

TransCanada Corp.

    50,833,337  
   

 

 

 
      291,629,331  
   

 

 

 
      China - 12.8%  
  862,500    

AAC Technologies Holdings, Inc.

    12,379,262  
  515,215    

Alibaba Group Holding Ltd. ADR*

    91,986,486  
  38,325,774    

China Construction Bank Corp. Class H

    40,152,324  
  7,869,021    

China Longyuan Power Group Corp. Ltd. Class H

    7,729,111  
  6,779,000    

China Merchants Bank Co., Ltd. Class H

    29,559,140  
  265,837    

Ctrip.com International Ltd. ADR*

    10,872,733  
  3,700,249    

ENN Energy Holdings Ltd.

    34,602,963  
  598,129    

JD.com, Inc. ADR*

    21,837,690  
  7,034,000    

Kingdee International Software Group Co., Ltd.*

    6,828,321  
  73,778    

NetEase, Inc. ADR

    18,966,110  
  673,972    

New Oriental Education & Technology Group, Inc. ADR

    60,549,645  
  5,483,000    

Ping An Insurance Group Co. of China Ltd. Class H

    53,576,585  
  1,950,100    

Sunny Optical Technology Group Co., Ltd.

    31,821,006  
  1,155,200    

Tencent Holdings Ltd.

    56,792,962  
  225,666    

Weibo Corp. ADR*

    25,843,270  
   

 

 

 
      503,497,608  
   

 

 

 
      France - 9.9%  
  461,820    

Airbus SE

    54,209,856  
  151,046    

Capgemini SE

    20,778,753  
  333,266    

Cie Generale des Etablissements Michelin SCA

    46,864,821  
  103,545    

Essilor International Cie Generale d’Optique S.A.

    14,143,070  
  5,073,516    

Natixis S.A.

    41,668,487  
  1,171,874    

Peugeot S.A.(1)

    28,855,729  
  610,143    

Safran S.A.

    71,563,695  
  762,867    

TOTAL S.A.

    47,947,477  
  75,004    

Unibail-Rodamco SE REIT

    18,006,195  
  671,776    

Valeo S.A.

    44,914,413  
   

 

 

 
      388,952,496  
   

 

 

 
      Germany - 3.1%  
  72,597    

Beiersdorf AG

    8,213,493  
  214,202    

Continental AG

    57,049,413  
  152,466    

Siemens AG

    19,362,396  
  775,721    

Vonovia SE

    38,867,356  
   

 

 

 
      123,492,658  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.6% - (continued)  
      Hong Kong - 1.2%  
  2,985,000    

Henderson Land Development Co., Ltd.

  $ 18,926,545  
  385,863    

Hong Kong Exchanges & Clearing Ltd.

    12,499,847  
  567,271    

Melco Resorts & Entertainment Ltd. ADR

    17,704,528  
   

 

 

 
      49,130,920  
   

 

 

 
      India - 2.3%  
  475,865    

HDFC Bank Ltd.

    14,359,372  
  10,260,589    

ICICI Bank Ltd.

    43,646,907  
  3,725,781    

Power Grid Corp. of India Ltd.

    11,573,122  
  5,166,382    

State Bank of India

    19,000,513  
   

 

 

 
      88,579,914  
   

 

 

 
      Italy - 4.4%  
  422,942    

Banca Generali S.p.A.

    13,719,876  
  338,400    

Ferrari N.V.

    41,513,828  
  1,032,482    

FinecoBank Banca Fineco S.p.A.

    12,294,553  
  291,852    

Moncler S.p.A.

    13,154,317  
  4,693,104    

Pirelli & C. S.p.A.*(2)

    40,660,814  
  2,424,978    

UniCredit S.p.A.

    52,573,314  
   

 

 

 
      173,916,702  
   

 

 

 
      Japan - 15.4%  
  345,700    

Daikin Industries Ltd.

    40,383,207  
  798,720    

Daiwa House Industry Co., Ltd.

    29,202,197  
  44,860    

FANUC Corp.

    9,609,480  
  1,378,050    

ITOCHU Corp.

    27,558,815  
  13,400    

Keyence Corp.

    8,171,042  
  2,075,300    

Kobe Steel Ltd.

    21,347,694  
  1,565,400    

Komatsu Ltd.

    53,362,463  
  2,667,500    

Mitsubishi UFJ Financial Group, Inc.

    17,875,830  
  1,283,600    

Nexon Co., Ltd.*

    18,678,172  
  80,200    

Nidec Corp.

    12,546,662  
  1,387,270    

Ono Pharmaceutical Co., Ltd.

    32,067,102  
  612,960    

Seven & i Holdings Co., Ltd.

    27,007,494  
  745,484    

SoftBank Group Corp.

    56,961,453  
  1,238,756    

Sony Corp.

    57,857,459  
  1,151,216    

Sony Financial Holdings, Inc.

    21,002,640  
  1,800,160    

Sumitomo Mitsui Financial Group, Inc.

    75,027,503  
  235,100    

Sysmex Corp.

    20,768,090  
  266,500    

Terumo Corp.

    15,078,779  
  1,345,613    

Tokio Marine Holdings, Inc.

    63,509,225  
   

 

 

 
      608,015,307  
   

 

 

 
      Luxembourg - 0.9%  
  368,324    

ArcelorMittal*

    12,483,846  
  143,035    

Spotify Technology S.A.*

    23,124,468  
   

 

 

 
      35,608,314  
   

 

 

 
      Mexico - 0.4%  
  3,000,950    

Grupo Aeroportuario del Centro Norte S.A.B. de C.V.

    15,829,479  
  251,450    

Infraestructura Energetica Nova, S.A.B. de C.V.

    1,108,007  
   

 

 

 
      16,937,486  
   

 

 

 
      Netherlands - 3.0%  
  1,044,241    

AerCap Holdings N.V.*

    54,436,283  
  1,853,236    

DP Eurasia N.V.*(2)

    4,847,563  
  1,037,547    

ING Groep N.V.

    17,483,196  
  970,995    

Koninklijke Philips N.V.

    41,098,533  
   

 

 

 
      117,865,575  
   

 

 

 
      Norway - 0.3%  
  1,635,698    

Norsk Hydro ASA

    10,216,492  
   

 

 

 
 

 

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

 

 

  55  

 


The Hartford International Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.6% - (continued)  
      Panama - 0.2%  
  74,816    

Copa Holdings S.A. Class A

  $ 8,766,191  
   

 

 

 
      Russia - 0.4%  
  475,799    

Mail.Ru Group Ltd. GDR*

    15,080,279  
   

 

 

 
      South Korea - 2.3%  
  36,346    

Samsung Electronics Co., Ltd.*(3)(4)

    90,087,436  
   

 

 

 
      Spain - 3.5%  
  3,610,304    

Banco Santander S.A.(1)

    23,325,890  
  8,270,550    

Iberdrola S.A.(1)

    63,897,764  
  1,611,937    

Industria de Diseno Textil S.A.

    49,967,108  
   

 

 

 
      137,190,762  
   

 

 

 
      Sweden - 0.5%  
  639,064    

Lundin Petroleum AB*

    17,617,033  
   

 

 

 
      Switzerland - 8.2%  
  334,490    

Julius Baer Group Ltd.*

    19,851,418  
  1,506,265    

Nestle S.A.

    116,690,465  
  966,304    

Novartis AG

    74,380,567  
  222,703    

Swiss Re AG

    21,216,742  
  5,423,521    

UBS Group AG*

    91,033,209  
   

 

 

 
      323,172,401  
   

 

 

 
      Taiwan - 2.8%  
  8,197,419    

Hon Hai Precision Industry Co., Ltd.

    22,800,151  
  11,615,595    

Taiwan Semiconductor Manufacturing Co., Ltd.*

    88,479,911  
   

 

 

 
      111,280,062  
   

 

 

 
      United Kingdom - 11.8%  
  1,474,443    

Anglo American plc

    34,692,538  
  742,105    

AstraZeneca plc

    51,949,060  
  6,490,358    

BAE Systems plc

    54,455,504  
  1,075,329    

British American Tobacco plc

    58,979,084  
  1,046,304    

Compass Group plc

    22,446,105  
  2,123,199    

Fiat Chrysler Automobiles N.V.*

    47,174,868  
  9,493,791    

Glencore plc*

    45,731,534  
  1,971,584    

Just Eat plc*

    20,989,266  
  1,476,310    

Rio Tinto plc

    80,467,593  
  939,666    

Standard Chartered plc

    9,870,276  
  654,085    

Unilever N.V.

    37,497,755  
   

 

 

 
      464,253,583  
   

 

 

 
 

Total Common Stocks
(cost $3,456,039,822)

  $ 3,728,899,201  
   

 

 

 
EXCHANGE-TRADED FUNDS - 0.5%  
      Other Investment Pools & Funds - 0.5%  
  438,288    

iShares MSCI ACWI ex U.S. ETF(1)

  $ 21,901,251  
   

 

 

 
 

Total Exchange-Traded Funds
(cost $21,503,743)

  $ 21,901,251  
   

 

 

 
 

Total Long-Term Investments
(cost $3,477,543,565)

  $ 3,750,800,452  
   

 

 

 
SHORT-TERM INVESTMENTS - 7.8%  
      Other Investment Pools & Funds - 4.3%  
  171,046,691    

Fidelity Institutional Government Fund, Institutional Class, 1.59%(5)

  $ 171,046,691  
   

 

 

 
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 7.8% - (continued)  
      Securities Lending Collateral - 3.5%  
  6,783,330    

Citibank NA DDCA, 1.50%, 5/1/2018(5)

  $ 6,783,330  
  72,187,984    

Goldman Sachs Financial Sq, Government Institutional Fund, 1.60%(5)

    72,187,984  
  56,695,278    

Invesco Government & Agency Portfolio, 1.60%(5)

    56,695,278  
   

 

 

 
      135,666,592  
   

 

 

 
 

Total Short-Term Investments
(cost $306,713,283)

  $ 306,713,283  
   

 

 

 
 

Total Investments
(cost $3,784,256,848)

    102.9    $ 4,057,513,735  
 

Other Assets and Liabilities

    (2.9 )%       (115,496,747
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 3,942,016,988  
   

 

 

    

 

 

 
 

 

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

 

 

  56  

 


The Hartford International Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

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

 

* Non-income producing.

 

(1)  Represents entire or partial securities on loan. See Note 9 in the accompanying Notes to Financial Statements for securities lending information.

 

(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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $45,508,377, which represented 1.2% of total net assets.

 

(3)  This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, the aggregate fair value of this security was $90,087,436, which represented 2.3% 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.

 

(4)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited.At April 30, 2018, the aggregate value of this security was $90,087,436, which represented 2.3% of total net assets.

 

(5)  Current yield as of period end.

 

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

 

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

ACWI

   All Country World Index

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

ETF

   Exchange-Traded Fund

GDR

   Global Depositary Receipt

MSCI

   Morgan Stanley Capital International

REIT

   Real Estate Investment Trust

 

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

 

 

  57  

 


The Hartford International Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Argentina

   $ 740,911      $ 740,911      $      $  

Australia

     28,592,113               28,592,113         

Austria

     36,805,246               36,805,246         

Brazil

     87,470,381        87,470,381                

Canada

     291,629,331        291,629,331                

China

     503,497,608        230,055,934        273,441,674         

France

     388,952,496               388,952,496         

Germany

     123,492,658               123,492,658         

Hong Kong

     49,130,920        17,704,528        31,426,392         

India

     88,579,914               88,579,914         

Italy

     173,916,702               173,916,702         

Japan

     608,015,307               608,015,307         

Luxembourg

     35,608,314        23,124,468        12,483,846         

Mexico

     16,937,486        16,937,486                

Netherlands

     117,865,575        59,283,846        58,581,729         

Norway

     10,216,492               10,216,492         

Panama

     8,766,191        8,766,191                

Russia

     15,080,279               15,080,279         

South Korea

     90,087,436                      90,087,436  

Spain

     137,190,762               137,190,762         

Sweden

     17,617,033               17,617,033         

Switzerland

     323,172,401               323,172,401         

Taiwan

     111,280,062               111,280,062         

United Kingdom

     464,253,583               464,253,583         

Exchange-Traded Funds

     21,901,251        21,901,251                

Short-Term Investments

     306,713,283        306,713,283                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     4,057,513,735      $     1,064,327,610      $     2,903,098,689      $     90,087,436  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, investments valued at $20,780,522 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor; investments valued at $5,329,514 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation factor and investments valued at $77,017,266 were transferred from Level 2 to Level 3 due to the unavailability of active market pricing.

 

Investments in Securities

   Common
Stocks
    Total  

Beginning balance

   $ 7,876     $ 7,876  

Realized Gain (Loss)

     1,427,498       1,427,498  

Change in Unrealized Appreciation (Depreciation)

     1,123,748       1,123,748  

Net Purchases

     13,612,976       13,612,976  

Net Sales

     (3,101,928     (3,101,928

Net Transfers in to Level 3

     77,017,266       77,017,266  
  

 

 

   

 

 

 

Ending balance

   $     90,087,436     $     90,087,436  
  

 

 

   

 

 

 

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at April 30, 2018 was $1,123,748.

 

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

 

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

 

 

  58  

 


The Hartford International Small Company Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.8%  
      Australia - 7.9%  
  598,662    

ALS Ltd.

  $ 3,493,769  
  1,208,368    

Cleanaway Waste Management Ltd.

    1,434,991  
  109,977    

Domino’s Pizza Enterprises Ltd.(1)

    3,481,557  
  713,160    

Estia Health Ltd.

    1,900,625  
  476,207    

Karoon Gas Australia Ltd.*

    452,039  
  202,597    

Monadelphous Group Ltd.

    2,450,361  
  517,304    

Netwealth Group Ltd.*

    2,785,928  
  2,543,909    

NRW Holdings Ltd.*

    2,438,934  
  392,080    

Nufarm Ltd.

    2,679,965  
  999,340    

oOh!media Ltd.

    3,649,186  
  238,438    

SEEK Ltd.

    3,468,281  
  310,282    

SpeedCast International Ltd.

    1,378,124  
   

 

 

 
      29,613,760  
   

 

 

 
      Austria - 3.6%  
  29,293    

ams AG

    2,415,997  
  14,491    

Lenzing AG(1)

    1,686,271  
  57,498    

Porr AG(1)

    2,046,298  
  13,006    

Rhi Magnesita N.V.*

    767,065  
  21,857    

Schoeller-Bleckmann Oilfield Equipment AG*

    2,702,100  
  160,643    

Wienerberger AG

    4,047,865  
   

 

 

 
      13,665,596  
   

 

 

 
      Belgium - 2.6%  
  23,431    

Cie d’Entreprises CFE

    2,954,026  
  363,200    

Euronav N.V.(1)

    2,930,598  
  18,042    

Galapagos N.V.*

    1,616,630  
  89,274    

Ontex Group N.V.(1)

    2,288,318  
   

 

 

 
      9,789,572  
   

 

 

 
      China - 0.5%  
  11,527    

BeiGene Ltd. ADR*

    1,954,749  
  40,000    

Microport Scientific Corp.

    46,785  
   

 

 

 
      2,001,534  
   

 

 

 
      Finland - 1.0%  
  47,484    

Metso Oyj

    1,687,598  
  243,660    

Outotec Oyj*

    2,216,165  
   

 

 

 
      3,903,763  
   

 

 

 
      France - 4.8%  
  27,162    

ID Logistics Group*

    4,845,042  
  29,014    

Imerys S.A.

    2,648,181  
  117,431    

Innate Pharma S.A.*(1)

    898,550  
  143,746    

Maisons du Monde S.A.(2)

    5,841,023  
  21,305    

SOITEC*

    1,732,456  
  13,284    

Virbac S.A.*

    2,074,582  
   

 

 

 
      18,039,834  
   

 

 

 
      Germany - 1.8%  
  15,808    

Aumann AG*(2)

    952,564  
  138,517    

SAF-Holland S.A.

    2,579,192  
  37,615    

STRATEC Biomedical AG

    3,430,109  
   

 

 

 
      6,961,865  
   

 

 

 
      Hong Kong - 1.6%  
  1,947,000    

Cathay Pacific Airways Ltd.

    3,126,099  
  2,976,000    

Value Partners Group Ltd.

    2,815,013  
   

 

 

 
      5,941,112  
   

 

 

 
      Ireland - 0.7%  
  1,199,271    

Cairn Homes plc*

    2,601,038  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.8% - (continued)  
      Italy - 8.6%  
  431,818    

Anima Holding S.p.A.(2)

  $ 3,098,270  
  393,414    

Autogrill S.p.A.

    5,013,921  
  107,362    

Brunello Cucinelli S.p.A.

    3,566,029  
  97,854    

Buzzi Unicem S.p.A.

    2,470,678  
  275,175    

Cerved Information Solutions S.p.A.

    3,329,870  
  23,676    

DiaSorin S.p.A.

    2,230,888  
  156,373    

Gima TT S.p.A.*(2)

    3,119,781  
  163,358    

Infrastrutture Wireless Italiane S.p.A.(2)

    1,314,836  
  97,837    

Interpump Group S.p.A.

    3,107,975  
  173,390    

Salvatore Ferragamo S.p.A.

    5,123,366  
   

 

 

 
      32,375,614  
   

 

 

 
      Japan - 33.6%  
  30,300    

Ain Holdings, Inc.

    2,018,069  
  61,300    

Alps Electric Co., Ltd.

    1,353,893  
  125,200    

Asahi Intecc Co., Ltd.

    4,367,158  
  248,700    

Daikyonishikawa Corp.

    4,470,102  
  110,800    

Dip Corp.

    2,686,592  
  296,300    

DMG Mori Co., Ltd.

    5,536,254  
  148,700    

EPS Holdings, Inc.

    3,029,535  
  64,400    

Ezaki Glico Co., Ltd.

    3,469,095  
  244,800    

Ferrotec Holdings Corp.

    5,446,428  
  33,600    

Furukawa Electric Co., Ltd.

    1,651,126  
  133,400    

H2O Retailing Corp.

    2,510,284  
  141,700    

Hitachi Metals Ltd.

    1,619,397  
  740,400    

Ichigo, Inc.

    3,297,087  
  120,400    

IHI Corp.

    3,935,415  
  310,900    

Itoham Yonekyu Holdings, Inc.

    2,823,471  
  101,500    

Jamco Corp.

    2,335,543  
  112,900    

JGC Corp.

    2,767,061  
  122,000    

Kanto Denka Kogyo Co., Ltd.

    1,131,087  
  112,704    

Kawasaki Heavy Industries Ltd.

    3,767,929  
  308,500    

Kenedix, Inc.

    1,781,864  
  56,300    

KH Neochem Co., Ltd.

    1,702,562  
  507,600    

Kobe Steel Ltd.

    5,221,457  
  86,278    

Kyudenko Corp.

    4,031,254  
  132,300    

Miura Co., Ltd.

    4,017,484  
  90,640    

Nippon Shinyaku Co., Ltd.

    6,748,797  
  139,600    

Nippon Yusen KK

    2,969,366  
  161,600    

Persol Holdings Co., Ltd.

    3,841,258  
  216,800    

San-In Godo Bank Ltd.

    2,038,337  
  254,600    

Sanwa Holdings Corp.

    3,269,342  
  119,400    

SCSK Corp.

    5,109,852  
  103,500    

Taiheiyo Cement Corp.

    3,908,156  
  586,700    

Takara Leben Co., Ltd.

    2,485,693  
  58,900    

TechnoPro Holdings, Inc.

    3,426,934  
  77,700    

Tokyo Ohka Kogyo Co., Ltd.

    2,729,865  
  57,600    

Tokyo Seimitsu Co., Ltd.

    2,187,729  
  325,300    

Tokyo Steel Manufacturing Co., Ltd.

    2,714,609  
  41,142    

Tokyo TY Financial Group, Inc.

    1,085,896  
  186,100    

Toyo Tire & Rubber Co., Ltd.

    3,167,831  
  36,900    

Warabeya Nichiyo Holdings Co., Ltd.

    936,837  
  5,000    

Yokogawa Bridge Holdings Corp.

    108,883  
  103,300    

Zenkoku Hosho Co., Ltd.

    4,262,931  
   

 

 

 
      125,962,463  
   

 

 

 
      Jersey - 0.8%  
  351,377    

Sanne Group plc

    3,004,029  
   

 

 

 
      Luxembourg - 1.4%  
  1,460,000    

L’Occitane International S.A.

    2,711,935  
 

 

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

 

 

  59  

 


The Hartford International Small Company Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 98.8% - (continued)  
      Luxembourg - 1.4% - (continued)  
  128,764    

Reinet Investments SCA

  $ 2,379,079  
   

 

 

 
      5,091,014  
   

 

 

 
      Netherlands - 2.2%  
  79,258    

IMCD N.V.

    4,876,996  
  57,671    

Rhi Magnesita N.V.*

    3,454,317  
   

 

 

 
      8,331,313  
   

 

 

 
      Norway - 2.2%  
  334,581    

Kongsberg Gruppen ASA

    8,191,120  
   

 

 

 
      South Korea - 1.7%  
  43,938    

Korea Aerospace Industries Ltd.*

    1,765,742  
  190,679    

Nexen Tire Corp.

    2,151,287  
  67,567    

Samsung Securities Co., Ltd.

    2,323,842  
   

 

 

 
      6,240,871  
   

 

 

 
      Spain - 1.3%  
  319,900    

Melia Hotels International S.A.

    4,756,372  
   

 

 

 
      Switzerland - 3.3%  
  33,399    

Dufry AG*(1)

    4,723,883  
  33,538    

Galenica AG*(2)

    1,802,968  
  241,746    

OC Oerlikon Corp. AG*

    3,902,806  
  9,246    

Tecan Group AG

    2,032,971  
   

 

 

 
      12,462,628  
   

 

 

 
      United Kingdom - 19.2%  
  252,574    

Abcam plc

    4,234,268  
  1,346,792    

B&M European Value Retail S.A.

    7,505,183  
  176,435    

Concentric AB

    2,880,642  
  164,612    

Consort Medical plc

    2,719,455  
  711,993    

ConvaTec Group plc(2)

    2,119,606  
  682,430    

Elementis plc

    2,658,122  
  105,555    

Genus plc

    3,650,495  
  358,497    

Grainger plc

    1,543,924  
  1,117,489    

Hays plc

    2,753,847  
  231,850    

Hikma Pharmaceuticals plc

    4,088,083  
  165,540    

Hill & Smith Holdings plc

    3,020,939  
  274,204    

Hunting plc*

    3,030,329  
  495,135    

Ibstock plc(2)

    2,024,289  
  53,132    

James Fisher & Sons plc

    1,224,477  
  177,974    

Keller Group plc

    2,544,115  
  199,478    

Kier Group plc

    2,943,499  
  359,297    

Lancashire Holdings Ltd.

    2,948,078  
  351,638    

Polypipe Group plc

    1,848,114  
  1,024,040    

Rentokil Initial plc

    4,320,340  
  906,210    

Restaurant Group plc(1)

    3,784,949  
  940,229    

Tyman plc

    4,077,696  
  179,492    

Ultra Electronics Holdings plc

    3,479,260  
  990,115    

Volution Group plc

    2,685,289  
   

 

 

 
      72,084,999  
   

 

 

 
 

Total Common Stocks
(cost $321,401,702)

  $ 371,018,497  
   

 

 

 
 

Total Long-Term Investments
(cost $321,401,702)

  $ 371,018,497  
   

 

 

 
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 4.1%  
      Other Investment Pools & Funds - 1.1%  
  4,219,058    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.62%(3)

  $ 4,219,058  
   

 

 

 
      Securities Lending Collateral - 3.0%  
  553,457    

Citibank NA DDCA, 1.50%, 5/1/2018(3)

    553,457  
  5,889,869    

Goldman Sachs Financial Sq, Government Institutional Fund, 1.60%(3)

    5,889,869  
  4,625,808    

Invesco Government & Agency Portfolio,
1.60%(3)

    4,625,808  
   

 

 

 
      11,069,134  
   

 

 

 
 

Total Short-Term Investments
(cost $15,288,192)

  $ 15,288,192  
   

 

 

 
 

Total Investments
(cost $336,689,894)

    102.9    $ 386,306,689  
 

Other Assets and Liabilities

    (2.9 )%       (10,938,459
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 375,368,230  
   

 

 

    

 

 

 
 

 

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

 

 

  60  

 


The Hartford International Small Company Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

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

 

* Non-income producing.

 

(1)  Represents entire or partial securities on loan. See Note 9 in the accompanying Notes to Financial Statements for securities lending information.

 

(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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $20,273,337, which represented 5.4% of total net assets.

 

(3)  Current yield as of period end.

 

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

 

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

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

 

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

 

 

  61  

 


The Hartford International Small Company Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Australia

   $ 29,613,760      $      $ 29,613,760      $  

Austria

     13,665,596        767,065        12,898,531         

Belgium

     9,789,572        2,954,026        6,835,546         

China

     2,001,534        2,001,534                

Finland

     3,903,763               3,903,763         

France

     18,039,834               18,039,834         

Germany

     6,961,865               6,961,865         

Hong Kong

     5,941,112               5,941,112         

Ireland

     2,601,038        2,601,038                

Italy

     32,375,614               32,375,614         

Japan

     125,962,463               125,962,463         

Jersey

     3,004,029        3,004,029                

Luxembourg

     5,091,014        2,379,079        2,711,935         

Netherlands

     8,331,313        3,454,317        4,876,996         

Norway

     8,191,120               8,191,120         

South Korea

     6,240,871        2,151,287        4,089,584         

Spain

     4,756,372               4,756,372         

Switzerland

     12,462,628               12,462,628         

United Kingdom

     72,084,999        13,056,559        59,028,440         

Short-Term Investments

     15,288,192        15,288,192                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     386,306,689      $     47,657,126      $     338,649,563      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, investments valued at $63,472,640 were transferred from Level 1 to Level 2 due to the application of a fair valuation model factor; investments valued at $12,373,640 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 accompanying notes are an integral part of these financial statements.

 

 

  62  

 


The Hartford International Value Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.3%  
      Australia - 0.6%  
  5,038,280    

Resolute Mining Ltd.

  $ 4,302,808  
  4,975,960    

Western Areas Ltd.

    12,813,425  
   

 

 

 
      17,116,233  
   

 

 

 
      Austria - 0.2%  
  708,141    

Zumtobel Group AG(1)

    6,417,377  
   

 

 

 
      Belgium - 1.4%  
  439,633    

Ageas

    23,517,072  
  1,947,591    

AGFA-Gevaert N.V.*

    6,943,540  
  398,765    

Orange Belgium S.A.

    8,277,090  
   

 

 

 
      38,737,702  
   

 

 

 
      Brazil - 0.5%  
  1,086,210    

Petroleo Brasileiro S.A. ADR*

    15,304,699  
   

 

 

 
      Canada - 2.7%  
  1,763,936    

Advantage Oil & Gas Ltd.*

    5,618,987  
  599,477    

ARC Resources Ltd.

    6,686,016  
  1,142,670    

Barrick Gold Corp.

    15,378,588  
  667,002    

Cameco Corp.

    7,023,534  
  1,978,768    

Centerra Gold, Inc.*

    12,082,668  
  3,985,525    

Eldorado Gold Corp.*(1)

    3,786,249  
  2,051,977    

Kinross Gold Corp.*

    7,961,671  
  541,760    

Northern Dynasty Minerals Ltd.*(1)

    489,460  
  2,214,852    

Painted Pony Energy Ltd.*(1)

    4,830,083  
  400,473    

Tourmaline Oil Corp.

    7,532,554  
  1,494,226    

Uranium Participation Corp.*

    4,515,438  
   

 

 

 
      75,905,248  
   

 

 

 
      China - 2.4%  
  21,919,530    

361 Degrees International Ltd.

    6,930,827  
  29,823,000    

China BlueChemical Ltd. Class H

    7,838,251  
  5,752,000    

China Machinery Engineering Corp. Class H

    3,341,783  
  47,312,000    

China Telecom Corp. Ltd. Class H

    22,933,635  
  27,607,300    

Daphne International Holdings Ltd.*

    1,416,315  
  16,364,000    

Dongfeng Motor Group Co., Ltd. Class H

    18,095,867  
  15,870,860    

Xtep International Holdings Ltd.

    9,220,530  
   

 

 

 
      69,777,208  
   

 

 

 
      Denmark - 0.7%  
  5,591    

AP Moller - Maersk A/S Class B

    8,956,754  
  575,903    

D/S Norden A/S*(1)

    10,506,737  
   

 

 

 
      19,463,491  
   

 

 

 
      Finland - 0.4%  
  1,783,428    

Nokia Oyj

    10,700,949  
   

 

 

 
      France - 9.3%  
  339,530    

Alstom S.A.

    15,458,267  
  465,371    

BNP Paribas S.A.

    35,926,296  
  538,042    

Cie de Saint-Gobain

    28,150,903  
  302,080    

Coface S.A.*

    3,827,224  
  1,135,254    

Engie S.A.

    19,914,033  
  150,886    

Metropole Television S.A.

    3,714,937  
  433,929    

Neopost S.A.

    11,708,823  
  80,948    

Renault S.A.

    8,773,266  
  1,138,585    

Rexel S.A.

    17,650,059  
  477,679    

Societe Generale S.A.

    26,142,772  
  55,563    

Sopra Steria Group

    11,860,353  
  875,137    

Television Francaise(1)

    10,940,376  
  989,529    

TOTAL S.A.

    62,193,566  
  145,770    

Vicat S.A.

    10,742,959  
   

 

 

 
      267,003,834  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.3% - (continued)  
      Germany - 2.6%  
  1,030,188    

CECONOMY AG

  $ 11,544,123  
  1,547,677    

E.ON SE

    16,946,686  
  243,992    

Hamburger Hafen und Logistik AG

    5,858,835  
  868,927    

Metro AG*

    12,570,843  
  24,730    

Rheinmetall AG

    3,231,748  
  569,080    

RWE AG

    13,601,995  
  190,251    

Salzgitter AG

    10,447,754  
   

 

 

 
      74,201,984  
   

 

 

 
      Greece - 0.7%  
  1,301,457    

Hellenic Telecommunications Organization S.A.

    18,947,113  
   

 

 

 
      Hong Kong - 2.4%  
  10,707,788    

AMVIG Holdings Ltd.

    2,755,854  
  2,478,130    

China Mobile Ltd.

    23,607,879  
  16,331,660    

China Unicom Hong Kong Ltd.*

    23,093,764  
  35,872,000    

CST Group Ltd.*

    159,130  
  831,060    

Dah Sing Financial Holdings Ltd.

    5,549,548  
  221,595,205    

G-Resources Group Ltd.*

    1,828,743  
  44,428,275    

Pacific Basin Shipping Ltd.*

    11,813,218  
   

 

 

 
      68,808,136  
   

 

 

 
      Hungary - 0.4%  
  6,415,597    

Magyar Telekom Telecommunications plc

    11,096,799  
   

 

 

 
      India - 0.9%  
  3,127,656    

Allahabad Bank*

    2,288,744  
  2,510,852    

Canara Bank

    9,925,287  
  3,147,333    

Corp. Bank*

    1,414,253  
  4,355,505    

NTPC Ltd.

    11,209,299  
   

 

 

 
      24,837,583  
   

 

 

 
      Ireland - 0.5%  
  1,655,496    

Bank of Ireland Group plc

    14,852,115  
   

 

 

 
      Italy - 4.9%  
  1,357,345    

Assicurazioni Generali S.p.A.

    27,389,799  
  2,408,252    

Banca Popolare dell’Emilia Romagna SC

    13,901,595  
  2,607,118    

Eni S.p.A.

    50,964,992  
  1,979,254    

Geox S.p.A.

    6,657,143  
  2,786,550    

Saipem S.p.A.*

    10,642,484  
  1,432,674    

UniCredit S.p.A.

    31,060,249  
   

 

 

 
      140,616,262  
   

 

 

 
      Japan - 30.9%  
  563,350    

Aisan Industry Co., Ltd.

    5,812,290  
  81,770    

Alpha Systems, Inc.

    1,696,557  
  742,460    

Avex, Inc.

    10,248,821  
  209,100    

Benesse Holdings, Inc.

    7,616,099  
  542,405    

Canon, Inc.

    18,658,283  
  203,865    

Cawachi Ltd.

    4,740,020  
  955,450    

Chiyoda Corp.

    9,810,353  
  405,205    

Chubu Steel Plate Co., Ltd.

    2,809,803  
  1,625,250    

Citizen Watch Co., Ltd.

    12,109,439  
  237,840    

CMIC Holdings Co., Ltd.

    5,454,162  
  1,036,130    

Dai-ichi Life Holdings, Inc.

    20,569,818  
  536,315    

DeNA Co., Ltd.

    10,221,976  
  234,058    

Eisai Co., Ltd.

    15,698,039  
  449,090    

Exedy Corp.

    15,209,721  
  604,565    

Fuji Media Holdings, Inc.

    9,911,887  
  3,458,765    

Fujitsu Ltd.

    20,968,588  
  970,515    

Funai Electric Co., Ltd.

    6,713,282  
  208,550    

Gendai Agency, Inc.

    1,028,832  
  2,123,080    

Gree, Inc.

    11,730,680  
  434,225    

Hisaka Works Ltd.

    4,619,550  
 

 

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

 

 

  63  

 


The Hartford International Value Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.3% - (continued)  
      Japan - 30.9% - (continued)  
  1,268,555    

Honda Motor Co., Ltd.

  $ 43,620,450  
  358,855    

Honeys Holdings Co., Ltd.

    3,431,298  
  459,255    

Hosiden Corp.

    5,475,338  
  630,755    

Ichiyoshi Securities Co., Ltd.

    7,718,752  
  1,185,910    

Inpex Corp.

    15,160,440  
  550,155    

Japan Petroleum Exploration Co., Ltd.

    14,316,349  
  294,970    

Japan Steel Works Ltd.

    9,661,780  
  716,740    

JGC Corp.

    17,566,546  
  894,705    

JSR Corp.

    16,854,509  
  729,625    

Keihin Corp.

    14,413,057  
  602,875    

Kyoei Steel Ltd.

    12,553,901  
  151,720    

Melco Holdings, Inc.

    5,576,944  
  228,340    

Miraial Co., Ltd.

    3,186,865  
  651,240    

Mitsubishi Heavy Industries Ltd.

    25,744,646  
  819,195    

Mitsubishi Motors Corp.

    6,096,289  
  5,383,655    

Mitsubishi UFJ Financial Group, Inc.

    36,077,713  
  16,992,015    

Mizuho Financial Group, Inc.

    30,742,577  
  926,410    

Nakayama Steel Works Ltd.

    6,508,588  
  449,520    

Neturen Co., Ltd.

    4,533,166  
  985,545    

Nichicon Corp.

    11,120,120  
  545,910    

Nikon Corp.

    9,499,097  
  859,355    

Nippon Television Holdings, Inc.

    15,062,645  
  508,860    

Nishimatsuya Chain Co., Ltd.

    6,255,142  
  724,355    

Nissin Kogyo Co., Ltd.

    12,710,019  
  705,510    

NOK Corp.

    14,428,618  
  310,084    

Pacific Metals Co., Ltd.*

    10,879,486  
  253,035    

PAL GROUP Holdings Co., Ltd.

    6,931,611  
  6,607,705    

Pioneer Corp.*

    10,307,387  
  157,045    

Proto Corp.

    2,254,305  
  583,785    

Relia, Inc.

    7,422,048  
  415,445    

Sankyo Co., Ltd.

    14,564,312  
  385,482    

Sanyo Shokai Ltd.

    8,929,872  
  1,452,605    

Shinko Electric Industries Co., Ltd.

    11,300,953  
  246,240    

Showa Corp.

    3,701,208  
  842,230    

Sumitomo Mitsui Financial Group, Inc.

    35,102,665  
  508,995    

Sumitomo Mitsui Trust Holdings, Inc.

    21,584,989  
  795,345    

Sumitomo Riko Co., Ltd.

    8,314,021  
  332,640    

Suzuken Co., Ltd.

    14,303,001  
  1,595,725    

T&D Holdings, Inc.

    27,101,770  
  611,870    

Takeda Pharmaceutical Co., Ltd.

    25,765,861  
  1,314,565    

Tochigi Bank Ltd.

    4,981,182  
  846,890    

Tokai Rika Co., Ltd.

    16,918,371  
  293,740    

Tokyo Seimitsu Co., Ltd.

    11,156,657  
  1,364,970    

Tokyo Steel Manufacturing Co., Ltd.

    11,390,591  
  858,800    

Toppan Forms Co., Ltd.

    9,592,954  
  1,405,810    

Toshiba Machine Co., Ltd.

    9,312,068  
  697,699    

Toyo Engineering Corp.*

    7,258,687  
  620,675    

Toyoda Gosei Co., Ltd.

    15,671,412  
  290,360    

TV Asahi Holdings Corp.

    6,809,405  
  879,265    

Ushio, Inc.

    12,394,497  
  606,155    

Xebio Holdings Co., Ltd.

    11,419,851  
  544,850    

Yamato Kogyo Co., Ltd.

    16,061,457  
   

 

 

 
      885,373,670  
   

 

 

 
      Netherlands - 3.6%  
  594,236    

Fugro N.V.*

    9,397,363  
  1,563,568    

ING Groep N.V.

    26,346,918  
  4,151,062    

PostNL N.V.(1)

    16,114,245  
  1,444,983    

Royal Dutch Shell plc Class B

    51,584,201  
   

 

 

 
      103,442,727  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.3% - (continued)  
      Norway - 0.5%  
  223,143    

Statoil ASA

  $ 5,706,369  
  954,480    

Storebrand ASA

    8,157,228  
   

 

 

 
      13,863,597  
   

 

 

 
      Portugal - 0.2%  
  1,824,860    

CTT-Correios de Portugal S.A.

    6,729,365  
   

 

 

 
      Russia - 2.5%  
  4,773,636    

Gazprom PJSC ADR

    22,027,896  
  363,015    

LUKOIL PJSC ADR

    24,197,023  
  656,205    

Sberbank of Russia PJSC ADR

    9,702,813  
  3,404,280    

Surgutneftegas OJSC ADR

    15,953,658  
   

 

 

 
      71,881,390  
   

 

 

 
      South Africa - 1.5%  
  366,261    

Anglo American Platinum Ltd.

    9,828,665  
  3,646,155    

Gold Fields Ltd.

    13,842,806  
  2,210,234    

Impala Platinum Holdings Ltd.*(1)

    3,936,630  
  10,259,355    

Nampak Ltd.*

    11,440,436  
  3,108,519    

Raubex Group Ltd.

    5,162,162  
   

 

 

 
      44,210,699  
   

 

 

 
      South Korea - 3.2%  
  330,507    

KB Financial Group, Inc.

    18,777,777  
  617,345    

Kia Motors Corp.

    19,060,334  
  723,246    

KT Corp.

    18,389,119  
  159,632    

NHN Entertainment Corp.*

    9,150,388  
  360,025    

Shinhan Financial Group Co., Ltd.

    16,030,711  
  1,143,784    

Tongyang Life Insurance Co., Ltd.

    8,798,256  
   

 

 

 
      90,206,585  
   

 

 

 
      Spain - 1.4%  
  562,138    

Almirall S.A.(1)

    6,987,463  
  4,394,050    

CaixaBank S.A.

    21,367,704  
  6,421,652    

Unicaja Banco S.A.*(2)

    11,647,051  
   

 

 

 
      40,002,218  
   

 

 

 
      Sweden - 1.3%  
  2,563,060    

Qliro Group AB*

    3,101,704  
  3,831,846    

SAS AB*

    9,562,803  
  3,132,411    

Telefonaktiebolaget LM Ericsson Class B

    23,879,823  
   

 

 

 
      36,544,330  
   

 

 

 
      Switzerland - 4.2%  
  189,904    

Adecco Group AG

    12,576,428  
  926,415    

GAM Holding AG*

    14,787,637  
  255,271    

Julius Baer Group Ltd.*

    15,149,904  
  440,780    

LafargeHolcim Ltd.*

    24,485,989  
  2,096,832    

UBS Group AG*

    35,195,097  
  61,085    

Zurich Insurance Group AG

    19,512,712  
   

 

 

 
      121,707,767  
   

 

 

 
      Taiwan - 2.0%  
  16,505,525    

Acer, Inc.*

    12,587,806  
  25,184,720    

Compal Electronics, Inc.

    16,404,131  
  603,805    

MediaTek, Inc.

    6,867,439  
  32,044,325    

Shin Kong Financial Holding Co., Ltd.

    13,023,513  
  1,696,400    

Simplo Technology Co., Ltd.*

    9,484,408  
   

 

 

 
      58,367,297  
   

 

 

 
      United Kingdom - 12.4%  
  3,726,486    

Acacia Mining plc

    7,387,561  
  965,997    

Anglo American plc

    22,729,185  
  547,283    

AstraZeneca plc

    38,311,071  
 

 

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

 

 

  64  

 


The Hartford International Value Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 94.3% - (continued)  
      United Kingdom - 12.4% - (continued)  
  8,911,283    

BP plc

  $ 66,192,636  
  6,349,955    

BT Group plc

    21,795,196  
  9,651,160    

Centrica plc

    20,435,015  
  578,175    

Go-Ahead Group plc

    15,373,748  
  2,392,270    

Halfords Group plc

    12,467,140  
  5,682,262    

Hays plc

    14,002,893  
  6,002,602    

HSBC Holdings plc

    59,761,769  
  5,265,338    

J Sainsbury plc

    22,341,698  
  3,477,597    

Marks & Spencer Group plc

    13,750,564  
  5,997,873    

Petra Diamonds Ltd.*(1)

    5,635,866  
  4,195,676    

SIG plc

    8,202,205  
  2,209,760    

Standard Chartered plc

    23,211,377  
  609,902    

SThree plc

    2,716,273  
   

 

 

 
      354,314,197  
   

 

 

 
 

Total Common Stocks
(cost $2,413,337,623)

  $ 2,700,430,575  
   

 

 

 
PREFERRED STOCKS - 0.7%  
      Brazil - 0.7%  
  1,749,100    

Cia Paranaense de Energia*

  $ 13,375,882  
  536,400    

Telefonica Brasil S.A.*

    7,524,177  
   

 

 

 
      20,900,059  
   

 

 

 
 

Total Preferred Stocks
(cost $18,768,508)

  $ 20,900,059  
   

 

 

 
 

Total Long-Term Investments
(cost $2,432,106,131)

  $ 2,721,330,634  
   

 

 

 
SHORT-TERM INVESTMENTS - 5.0%  
      Other Investment Pools & Funds - 4.2%  
  121,390,744    

Fidelity Institutional Government Fund, Institutional Class,
1.59%(3)

  $ 121,390,744  
   

 

 

 
      Securities Lending Collateral - 0.8%  
  1,109,467    

Citibank NA DDCA,
1.50%, 5/1/2018(3)

    1,109,467  
  11,806,919    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(3)

    11,806,919  
  9,272,964    

Invesco Government & Agency Portfolio,
1.60%(3)

    9,272,964  
   

 

 

 
      22,189,350  
   

 

 

 
 

Total Short-Term Investments
(cost $143,580,094)

  $ 143,580,094  
   

 

 

 
 

Total Investments
(cost $2,575,686,225)

    100.0    $ 2,864,910,728  
 

Other Assets and Liabilities

    0.0      234,760  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 2,865,145,488  
   

 

 

    

 

 

 
 

 

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

 

 

  65  

 


The Hartford International Value Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

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

 

* Non-income producing.

 

(1)  Represents entire or partial securities on loan. See Note 9 in the accompanying Notes to Financial Statements for securities lending information.

 

(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 to qualified institutional buyers. Unless otherwise indicated, this holding is determined to be liquid. At April 30, 2018, the aggregate value of this security was $11,647,051, which represented 0.4% of total net assets.

 

(3)  Current yield as of period end.

 

Futures Contracts Outstanding at April 30, 2018  

Description

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

Long position contracts:

 

EAFE (mini MSCI) Index Future

     589        06/15/2018      $     59,680,425      $ 396,525  
           

 

 

 

Total futures contracts

 

   $     396,525  
           

 

 

 

 

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

 

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

EAFE

   Europe, Australasia and Far East

MSCI

   Morgan Stanley Capital International
Other Abbreviations:

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

OJSC

   Open Joint Stock Company

PJSC

   Private Joint Stock Company

 

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

 

 

  66  

 


The Hartford International Value Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Australia

   $ 17,116,233      $      $ 17,116,233      $  

Austria

     6,417,377               6,417,377         

Belgium

     38,737,702               38,737,702         

Brazil

     15,304,699        15,304,699                

Canada

     75,905,248        75,905,248                

China

     69,777,208               69,777,208         

Denmark

     19,463,491               19,463,491         

Finland

     10,700,949               10,700,949         

France

     267,003,834               267,003,834         

Germany

     74,201,984               74,201,984         

Greece

     18,947,113               18,947,113         

Hong Kong

     68,808,136        2,755,854        66,052,282         

Hungary

     11,096,799               11,096,799         

India

     24,837,583               24,837,583         

Ireland

     14,852,115               14,852,115         

Italy

     140,616,262               140,616,262         

Japan

     885,373,670               885,373,670         

Netherlands

     103,442,727               103,442,727         

Norway

     13,863,597               13,863,597         

Portugal

     6,729,365               6,729,365         

Russia

     71,881,390               71,881,390         

South Africa

     44,210,699        16,602,598        27,608,101         

South Korea

     90,206,585               90,206,585         

Spain

     40,002,218               40,002,218         

Sweden

     36,544,330               36,544,330         

Switzerland

     121,707,767               121,707,767         

Taiwan

     58,367,297               58,367,297         

United Kingdom

     354,314,197        30,538,849        323,775,348         

Preferred Stocks

     20,900,059        20,900,059                

Short-Term Investments

     143,580,094        143,580,094                

Futures Contracts(2)

     396,525        396,525                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     2,865,307,253      $     305,983,926      $     2,559,323,327      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, investments valued at $122,286,175 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor; investments valued at $21,065,990 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 accompanying notes are an integral part of these financial statements.

 

 

  67  

 


Hartford International/Global Equity Funds

Statements of Assets and Liabilities

April 30, 2018 (Unaudited)

 

 

 

     Hartford
Emerging Markets
Equity Fund
    Hartford
Environmental
Opportunities Fund
     Hartford
Global Capital

Appreciation Fund
 

Assets:

       

Investments in securities, at market value(1)

   $ 150,529,316     $ 40,436,629      $ 1,060,078,882  

Cash

     110,879              115,321  

Cash collateral due from broker on futures contracts

                   

Foreign currency

     594,489       634        267,475  

Unrealized appreciation on foreign currency contracts

                  178,345  

Receivables:

       

Investment securities sold

     869,586              3,439,320  

Fund shares sold

     548,152       35,419        530,286  

Dividends and interest

     199,762       96,315        1,992,217  

Securities lending income

     194       1,195        17,621  

Tax reclaims

     390       21,313        818,091  

Variation margin on futures contracts

     87,081               

Variation margin on centrally cleared swap contracts

                   

Other assets

     142,214       95,796        99,285  
  

 

 

   

 

 

    

 

 

 

Total assets

     153,082,063       40,687,301        1,067,536,843  
  

 

 

   

 

 

    

 

 

 

Liabilities:

       

Obligation to return securities lending collateral

     423,150              17,699,109  

Payables:

       

Investment securities purchased

     405,923              6,518,014  

Fund shares redeemed

     476,044       6,218        820,295  

Investment management fees

     111,117       20,764        682,754  

Transfer agent fees

     10,997       641        268,365  

Accounting services fees

     2,222       603        18,936  

Board of Directors’ fees

     160       133        4,007  

Foreign taxes

     129,185               

Distribution fees

     3,888       873        49,057  

Distributions payable

                  55  

Accrued expenses

     20,342       15,361        164,615  
  

 

 

   

 

 

    

 

 

 

Total liabilities

     1,583,028       44,593        26,225,207  
  

 

 

   

 

 

    

 

 

 

Net assets

   $     151,499,035     $     40,642,708      $ 1,041,311,636  
  

 

 

   

 

 

    

 

 

 

Summary of Net Assets:

       

Capital stock and paid-in-capital

   $ 151,048,935     $ 35,208,144      $ 933,863,385  

Undistributed (distributions in excess of) net investment income

     310,991       187,886        1,630,850  

Accumulated net realized gain (loss)

     (12,580,084     1,585,516        58,513,672  

Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency

     12,719,193       3,661,162        47,303,729  
  

 

 

   

 

 

    

 

 

 

Net assets

   $ 151,499,035     $ 40,642,708      $ 1,041,311,636  
  

 

 

   

 

 

    

 

 

 

Shares authorized

         650,000,000           175,000,000            1,050,000,000  
  

 

 

   

 

 

    

 

 

 

Par value

   $ 0.0010     $ 0.0010      $ 0.0010  
  

 

 

   

 

 

    

 

 

 

Class A:  Net asset value per share

   $ 10.10     $ 12.11      $ 18.74  
  

 

 

   

 

 

    

 

 

 

         Maximum offering price per share

   $ 10.69     $ 12.81      $ 19.83  
  

 

 

   

 

 

    

 

 

 

         Shares outstanding

     8,075,638       371,451        34,085,680  
  

 

 

   

 

 

    

 

 

 

         Net Assets

   $ 81,548,231     $ 4,498,719      $ 638,905,293  
  

 

 

   

 

 

    

 

 

 

Class C:  Net asset value per share

   $ 9.88     $ 12.11      $ 17.14  
  

 

 

   

 

 

    

 

 

 

         Shares outstanding

     725,535       128,004        10,460,619  
  

 

 

   

 

 

    

 

 

 

         Net Assets

   $ 7,168,392     $ 1,549,728      $ 179,322,906  
  

 

 

   

 

 

    

 

 

 

Class I:  Net asset value per share

   $ 10.07     $ 12.10      $ 19.32  
  

 

 

   

 

 

    

 

 

 

         Shares outstanding

     1,938,686       1,553,916        6,144,530  
  

 

 

   

 

 

    

 

 

 

         Net Assets

   $ 19,529,353     $ 18,804,054      $ 118,731,024  
  

 

 

   

 

 

    

 

 

 

 

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

 

 

  68  

 


Hartford International/Global Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

Hartford
Global Equity
Income Fund
    Hartford
International
Equity Fund
    The Hartford
International
Growth Fund
    The Hartford
International
Opportunities Fund
    The Hartford
International Small
Company Fund
    The Hartford
International
Value Fund
 
         
$ 163,691,901     $ 73,772,548     $ 316,145,921     $ 4,057,513,735     $ 386,306,689     $ 2,864,910,728  
              939,924       1,029,444             53,550  
                                2,192,736  
  62,704       95,149       266,921       937,094       568       442  
                                 
         
  111       737,510       4,872,864       38,317,092       3,016,190       6,799,804  
  63,762       222,195       1,675,600       6,143,966       195,434       4,659,572  
  457,669       197,540       725,133       12,692,378       1,549,812       14,097,946  
  1,042       860       4,358       13,060       16,619       93,797  
  259,335       58,789       407,752       6,351,736       325,174       978,422  
                                 
                                397,616  
  91,165       81,052       112,993       128,183       80,750       118,600  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  164,627,689       75,165,643       325,151,466       4,123,126,688       391,491,236       2,894,303,213  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  3,666,540       1,854,050       2,512,823       135,666,592       11,069,134       22,189,350  
         
        817,756       1,895,526       38,593,719       4,371,332       3,494,507  
  92,366       33,411       2,004,680       4,075,526       301,867       1,239,470  
  100,002       27,002       214,673       2,111,770       282,262       1,819,513  
  41,135       6,253       56,920       269,718       43,615       234,074  
  2,400       1,057       4,659       56,752       5,645       42,189  
  566       61       543       8,747       1,707       6,690  
                                 
  5,660       1,560       7,224       41,645       4,750       17,725  
                                 
  27,820       45,538       44,797       285,231       42,694       114,207  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  3,936,489       2,786,688       6,741,845       181,109,700       16,123,006       29,157,725  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 160,691,200     $ 72,378,955     $ 318,409,621     $ 3,942,016,988     $ 375,368,230     $ 2,865,145,488  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
$ 158,855,469     $ 65,570,603     $ 260,195,241     $ 3,509,908,484     $ 303,395,001     $ 2,555,981,862  
  914,548       252,134       783,582       20,744,192       (205,467     (8,457,778
  (19,192,765     3,417,558       15,687,012       138,314,761       22,596,508       28,333,252  
         
  20,113,948       3,138,660       41,743,786       273,049,551       49,582,188       289,288,152  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     160,691,200     $ 72,378,955     $ 318,409,621     $     3,942,016,988     $ 375,368,230     $     2,865,145,488  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
      950,000,000           575,000,000           550,000,000           800,000,000           550,000,000       620,000,000  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 0.0010     $ 0.0010     $ 0.0010     $ 0.0010     $ 0.0010     $ 0.0010  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 12.65     $ 11.41     $ 15.70     $ 16.91     $ 16.83     $ 17.31  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 13.39     $ 12.07     $ 16.61     $ 17.89     $ 17.81     $ 18.32  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  8,932,892       1,766,962       8,482,867       34,550,045       3,640,905       21,775,635  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 112,992,983     $ 20,153,227     $ 133,155,752     $ 584,210,228     $ 61,278,084     $ 376,902,724  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 12.33     $ 11.28     $ 14.46     $ 14.75     $ 15.11     $ 17.09  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  970,597       508,930       1,118,273       5,031,542       689,198       1,998,870  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 11,970,348     $ 5,741,116     $ 16,175,802     $ 74,209,774     $ 10,416,949     $ 34,152,753  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 12.68     $ 11.51     $ 15.56     $ 16.81     $ 16.70     $ 17.48  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  715,311       2,064,952       2,245,763       31,306,553       2,080,648       63,702,267  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 9,071,107     $ 23,759,228     $ 34,946,584     $ 526,313,111     $ 34,737,239     $ 1,113,718,406  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  69  

 


Hartford International/Global Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

     Hartford
Emerging Markets
Equity Fund
     Hartford
Environmental
Opportunities Fund
     Hartford
Global Capital

Appreciation Fund
 

Class R3:  Net asset value per share

   $ 10.09      $ 12.10      $ 18.46  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     31,320        112,127        1,243,614  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 316,094      $ 1,356,455      $ 22,952,905  
  

 

 

    

 

 

    

 

 

 

Class R4:  Net asset value per share

   $ 10.15      $ 12.10      $ 19.02  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     6,347        113,210        945,645  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 64,444      $ 1,369,998      $ 17,988,229  
  

 

 

    

 

 

    

 

 

 

Class R5:  Net asset value per share

   $ 10.02      $ 12.10      $ 19.44  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     57,243        112,855        19,007  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 573,855      $ 1,365,975      $ 369,544  
  

 

 

    

 

 

    

 

 

 

Class R6:  Net asset value per share

   $ 10.07      $ 12.11      $  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     976        113,037         
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 9,831      $ 1,368,974      $  
  

 

 

    

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 10.06      $ 12.10      $ 19.62  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     3,989,915        121,695        796,060  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 40,151,718      $ 1,472,908      $ 15,614,947  
  

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 10.03      $ 12.18      $ 19.33  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     213,149        727,381        2,453,878  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 2,137,117      $ 8,855,897      $ 47,426,788  
  

 

 

    

 

 

    

 

 

 

Cost of investments

   $     137,597,048      $     36,772,204      $     1,012,774,550  

Cost of foreign currency

   $ 594,786      $ 648      $ 267,588  

(1)   Includes Investment in securities on loan, at value

   $ 409,349      $ 935,247      $ 17,008,528  

 

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

 

 

  70  

 


Hartford International/Global Equity Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

Hartford
Global Equity
Income Fund
    Hartford
International
Equity Fund
    The Hartford
International
Growth Fund
    The Hartford
International
Opportunities Fund
    The Hartford
International Small
Company Fund
    The Hartford
International
Value Fund
 
$ 12.63     $ 11.37     $ 15.90     $ 17.18     $ 16.95     $ 17.42  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  15,565       6,982       42,412       4,025,887       631,812       57,060  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 196,660     $ 79,385     $ 674,288     $ 69,152,534     $ 10,707,637     $ 993,851  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 12.69     $ 11.42     $ 16.11     $ 17.48     $ 17.03     $ 17.42  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  10,623       69,208       597,822       10,903,851       497,464       110,498  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 134,835     $ 790,168     $ 9,628,167     $ 190,632,166     $ 8,472,618     $ 1,924,833  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 12.68     $ 10.03     $ 16.23     $ 17.65     $ 17.13     $ 17.53  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  19,219       40,520       1,489,587       14,801,913       152,023       1,553,975  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 243,619     $ 406,477     $ 24,175,665     $ 261,205,002     $ 2,603,872     $ 27,240,485  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     $ 11.48     $ 16.30     $ 17.74     $     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
        871       616       26,403,825              

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     $ 10,001     $ 10,040     $ 468,476,450     $     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 12.53     $ 11.48     $ 16.28     $ 17.75     $ 17.14     $ 17.85  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  420,767       1,623,737       969,388       63,862,314       9,476,296       43,975,076  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 5,270,813     $ 18,647,658     $ 15,784,349     $ 1,133,353,425     $ 162,434,563     $ 784,866,677  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 12.67     $ 11.54     $ 15.58     $ 16.82     $ 16.70     $ 17.49  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  1,643,103       242,009       5,383,142       37,723,169       5,071,893       30,034,306  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 20,810,835     $ 2,791,695     $ 83,858,974     $ 634,464,298     $ 84,717,268     $ 525,345,759  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     143,567,231     $     70,628,143     $     274,394,270     $     3,784,256,848     $     336,689,894     $     2,575,686,225  
$ 62,992     $ 95,389     $ 266,961     $ 938,564     $ 565     $ 444  
$ 3,487,908     $ 1,766,388     $ 2,396,238     $ 130,022,713     $ 13,980,692     $ 21,042,024  

 

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

 

 

  71  

 


Hartford International/Global Equity Funds

Statements of Operations

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

     Hartford
Emerging Markets
Equity Fund
    Hartford
Environmental

Opportunities Fund
    Hartford
Global Capital
Appreciation Fund
 

Investment Income:

      

Dividends

   $ 1,263,814     $ 419,167     $ 10,116,563  

Interest

     28,574       7,349       78,499  

Securities lending

     231       1,299       25,378  

Less: Foreign tax withheld

     (107,780     (23,602     (457,929
  

 

 

   

 

 

   

 

 

 

Total investment income, net

     1,184,839       404,213       9,762,511  
  

 

 

   

 

 

   

 

 

 

Expenses:

      

Investment management fees

     493,598       145,768       4,214,798  

Administrative services fees

      

Class R3

     269       1,366       23,747  

Class R4

     42       1,033       14,197  

Class R5

     383       688       206  

Transfer agent fees

      

Class A

     25,925       2,898       583,150  

Class C

     7,697       397       128,544  

Class I

     5,794       713       46,470  

Class R3

     25       52       2,380  

Class R4

     5       46       874  

Class R5

     63       55       40  

Class R6

           6        

Class Y

     8,215       135       3,495  

Class F

     6       6       8  

Distribution fees

      

Class A

     56,029       5,478       821,135  

Class C

     32,640       7,708       945,726  

Class R3

     672       3,415       59,368  

Class R4

     70       1,722       23,662  

Custodian fees

     16,029       2,891       51,237  

Registration and filing fees

     63,540       84,540       75,192  

Accounting services fees

     9,872       3,553       117,479  

Board of Directors’ fees

     1,241       517       14,529  

Audit fees

     26,500       14,323       23,524  

Other expenses

     9,361       6,443       84,283  
  

 

 

   

 

 

   

 

 

 

Total expenses (before waivers and fees paid indirectly)

     757,976       283,753       7,234,044  

Expense waivers

     (84,826     (95,709     (154,592

Distribution fee reimbursements

     (462     (13,478     (14,433

Commission recapture

           (134     (6,493
  

 

 

   

 

 

   

 

 

 

Total waivers and fees paid indirectly

     (85,288     (109,321     (175,518
  

 

 

   

 

 

   

 

 

 

Total expenses, net

     672,688       174,432       7,058,526  
  

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     512,151       229,781       2,703,985  
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:

      

Net realized gain (loss) on investments

         3,256,637           1,482,427           75,077,463  

Less: Foreign taxes paid on realized capital gains

     (17,056            

Net realized gain (loss) on futures contracts

     (137,641            

Net realized gain (loss) on foreign currency contracts

                 (149,665

Net realized gain (loss) on other foreign currency transactions

     (108,159     3,908       (255,840
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     2,993,781       1,486,335       74,671,958  
  

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:

      

Net unrealized appreciation (depreciation) of investments

     (905,994     (2,920,628     (56,416,650

Net unrealized appreciation (depreciation) of futures contracts

     (114,144            

Net unrealized appreciation (depreciation) of foreign currency contracts

                 (14,301

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

     (109     (3,772     (147,639
  

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     (1,020,247     (2,924,400     (56,578,590
  

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     1,973,534       (1,438,065     18,093,368  
  

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $ 2,485,685     $ (1,208,284   $ 20,797,353  
  

 

 

   

 

 

   

 

 

 

 

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

 

 

  72  

 


Hartford International/Global Equity Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

Hartford
Global Equity
Income Fund
    Hartford
International
Equity Fund
    The Hartford
International
Growth Fund
    The Hartford
International
Opportunities Fund
    The Hartford
International Small
Company Fund
    The Hartford
International
Value Fund
 
         
$ 3,164,600     $ 725,123     $ 2,709,531     $ 39,735,032     $ 4,083,266     $ 34,203,956  
  14,059       10,801       52,179       804,454       39,324       895,896  
  12,726       1,238       4,633       13,060       29,694       163,114  
  (229,552     (65,853     (255,120     (3,805,046     (206,157     (3,131,812

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  2,961,833       671,309       2,511,223       36,747,500       3,946,127       32,131,154  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  620,316       169,552       1,241,699       12,274,138       1,754,992       10,935,061  
         
  240       90       652       71,199       10,509       957  
  98       569       8,683       147,237       6,360       1,384  
  143       215       10,375       127,963       1,205       12,179  
         
  106,338       17,184       134,575       441,237       73,931       222,484  
  14,199       4,670       20,063       57,047       13,761       16,322  
  5,621       8,270       14,259       195,831       27,437       413,049  
  23       9       62       4,316       281       94  
  12       73       417       7,479       300       158  
  28       43       461       3,713       159       206  
                    978              
  250       513       1,096       146,030       10,461       147,840  
  4       5       11       34       15       2,700  
         
  144,610       22,701       161,602       733,892       77,875       469,777  
  62,309       26,789       80,416       360,501       55,257       172,754  
  601       225       1,631       177,997       26,273       2,393  
  164       948       14,473       245,395       10,600       2,307  
  4,545       23,222       14,284       101,474       12,080       52,912  
  63,908       62,686       74,806       141,230       63,100       121,124  
  14,888       5,576       26,513       332,083       35,100       253,515  
  2,216       721       3,640       48,236       5,453       36,977  
  14,831       27,355       21,653       24,512       16,683       19,541  
  19,457       7,889       35,681       221,713       25,929       156,622  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  1,074,801       379,305       1,867,052       15,864,235       2,227,761       13,040,356  
  (80,144     (106,152     (136,757           (4,079      
  (2,885     (402     (2,384     (5,548     (2,695     (275
  (117     (53     (272     (16,343     (281     (3,672

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (83,146     (106,607     (139,413     (21,891     (7,055     (3,947

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  991,655       272,698       1,727,639       15,842,344       2,220,706       13,036,409  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  1,970,178       398,611       783,584       20,905,156       1,725,421       19,094,745  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  3,635,925       3,833,556       17,623,770       150,672,095       27,673,010       75,734,049  
        (6,661                        
                                1,051,411  
                                 
  1,848       (22,798     (69,078     (319,372     5,362       (78,481

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
      3,637,773           3,804,097           17,554,692           150,352,723           27,678,372           76,706,979  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  (2,624,671     (2,633,947     (7,669,599     (125,564,707     (14,859,808     2,971,582  
                                (1,319,008
                                 
  (6,873     (3,907     (1,759     (188,741     (22,456     (271,189

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  (2,631,544     (2,637,854     (7,671,358     (125,753,448     (14,882,264     1,381,385  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  1,006,229       1,166,243       9,883,334       24,599,275       12,796,108       78,088,364  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 2,976,407     $ 1,564,854     $ 10,666,918     $ 45,504,431     $ 14,521,529     $ 97,183,109  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  73  

 


Hartford International/Global Equity Funds

Statements of Changes in Net Assets

 

 

 

     Hartford Emerging Markets
Equity Fund
    Hartford Environmental
Opportunities Fund
 
     For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 

Operations:

        

Net investment income (loss)

   $ 512,151     $ 1,406,431     $ 229,781     $ 381,226  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     2,993,781       12,603,263       1,486,335       3,042,239  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (1,020,247     6,873,299       (2,924,400     3,621,024  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     2,485,685       20,882,993       (1,208,284     7,044,489  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

From net investment income

        

Class A

     (423,895     (97,817     (19,786     (17,167

Class B

                        

Class C

     (58,552     (10,960     (6,719     (4,871

Class I

     (170,558     (85,485     (182,905     (264,799

Class R3

     (2,938           (7,319     (8,734

Class R4

     (598           (8,661     (11,529

Class R5

     (14,120     (151     (9,977     (14,331

Class R6

                 (11,295     (15,213

Class Y

     (677,249     (943,751     (12,550     (15,214

Class F

     (40,175           (28,674      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net investment income

     (1,388,085     (1,138,164     (287,886     (351,858
  

 

 

   

 

 

   

 

 

   

 

 

 

From net realized gain on investments

        

Class A

                 (346,497     (27,994

Class C

                 (121,803     (22,078

Class I

                 (1,487,568     (402,621

Class R3

                 (109,723     (21,092

Class R4

                 (110,669     (21,092

Class R5

                 (110,251     (21,092

Class R6

                 (110,333     (21,092

Class Y

                 (114,897     (21,092

Class F

                 (579,394      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net realized gain on investments

                 (3,091,135     (558,153
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (1,388,085     (1,138,164     (3,379,021     (910,011
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

        

Sold

     84,367,193       63,728,196       4,850,924       14,444,497  

Issued on reinvestment of distributions

     1,376,702       1,131,972       3,342,241       899,883  

Redeemed

     (17,025,265     (83,551,373     (1,412,844     (12,986,231
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     68,718,630       (18,691,205     6,780,321       2,358,149  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     69,816,230       1,053,624       2,193,016       8,492,627  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

        

Beginning of period

     81,682,805       80,629,181       38,449,692       29,957,065  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     151,499,035     $     81,682,805     $     40,642,708     $     38,449,692  
  

 

 

   

 

 

   

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

   $ 310,991     $ 1,186,925     $ 187,886     $ 245,991  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  74  

 


Hartford International/Global Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

Hartford Global Capital
Appreciation Fund
    Hartford Global Equity
Income Fund
    Hartford International
Equity Fund
 
For the
Six-Month

Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 
         
$ 2,703,985     $ 6,357,002     $ 1,970,178     $ 3,673,372     $ 398,611     $ 589,713  
  74,671,958       88,084,071       3,637,773       594,666       3,804,097       2,586,324  
         
  (56,578,590     100,142,334       (2,631,544     23,649,060       (2,637,854     5,051,633  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  20,797,353       194,583,407       2,976,407       27,917,098       1,564,854       8,227,670  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
         
  (7,650,284     (4,681,934     (1,928,187     (2,203,583     (262,934     (188,639
                    (921           (963
  (988,651     (75,521     (165,911     (154,181     (55,317     (27,834
  (1,646,282     (1,157,720     (191,878     (477,426     (302,298     (116,365
  (253,706     (182,877     (3,765     (4,876     (1,274     (1,684
  (259,347     (174,101     (2,236     (3,213     (10,627     (4,888
  (5,720     (4,891     (5,405     (6,595     (8,097     (1,512
                                 
  (225,732     (84,997     (115,642     (140,224     (242,252     (234,686
  (633,622           (379,250     (48,167     (34,899      

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (11,663,344     (6,362,041     (2,792,274     (3,039,186     (917,698     (576,571

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  (3,206,846                       (247,128      
  (1,027,125                       (78,472      
  (557,929                       (256,303      
  (119,050                       (1,453      
  (92,401                       (10,441      
  (1,924                       (6,876      
                                 
  (72,538                       (197,046      
  (196,507                       (31,567      

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (5,274,320                       (829,286      

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (16,937,664     (6,362,041     (2,792,274     (3,039,186     (1,746,984     (576,571

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  49,012,998       168,282,977       14,825,626       57,311,192       36,013,301       24,415,822  
  16,267,561       6,109,539       2,745,499       2,985,052       1,738,942       575,401  
  (100,800,329     (314,261,240     (20,786,376     (58,219,860     (15,422,189     (11,970,931

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (35,519,770     (139,868,724     (3,215,251     2,076,384       22,330,054       13,020,292  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (31,660,081     48,352,642       (3,031,118     26,954,296       22,147,924       20,671,391  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  1,072,971,717       1,024,619,075       163,722,318       136,768,022       50,231,031       29,559,640  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     1,041,311,636     $     1,072,971,717     $     160,691,200     $     163,722,318     $     72,378,955     $     50,231,031  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 1,630,850     $ 10,590,209     $ 914,548     $ 1,736,644     $ 252,134     $ 771,221  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  75  

 


Hartford International/Global Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford International
Growth Fund
    The Hartford International
Opportunities Fund
 
     For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month

Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 

Operations:

        

Net investment income (loss)

   $ 783,584     $ 1,601,894     $ 20,905,156     $ 39,726,600  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     17,554,692       8,673,534       150,352,723       201,200,231  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (7,671,358     38,974,721       (125,753,448     356,541,113  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     10,666,918       49,250,149       45,504,431       597,467,944  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

From net investment income

        

Class A

     (654,722     (1,221,001     (7,252,762     (4,740,369

Class C

           (56,038     (611,759     (236,830

Class I

     (249,753     (526,193     (6,707,741     (4,337,804

Class R3

     (510     (5,741     (675,327     (525,523

Class R4

     (56,043     (119,840     (2,420,073     (1,547,929

Class R5

     (177,288     (87,658     (3,734,459     (1,534,643

Class R6

                 (4,914,487     (639,577

Class Y

     (102,125     (255,533     (17,153,971     (16,572,907

Class F

     (560,109           (9,047,547      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net investment income

     (1,800,550     (2,272,004     (52,518,126     (30,135,582
  

 

 

   

 

 

   

 

 

   

 

 

 

From net realized gain on investments

        

Class A

                 (19,850,346      

Class C

                 (2,744,551      

Class I

                 (15,602,872      

Class R3

                 (2,413,446      

Class R4

                 (6,601,630      

Class R5

                 (8,244,430      

Class R6

                 (10,283,479      

Class Y

                 (36,759,973      

Class F

                 (18,941,289      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net realized gain on investments

                 (121,442,016      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (1,800,550     (2,272,004     (173,960,142     (30,135,582
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

        

Sold

     79,588,235       235,980,732       943,824,882       2,306,749,785  

Issued on reinvestment of distributions

     1,734,158       2,154,807       168,473,739       28,980,960  

Redeemed

     (30,702,468     (221,067,999     (489,461,540     (1,690,284,843
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     50,619,925       17,067,540       622,837,081       645,445,902  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     59,486,293       64,045,685       494,381,370       1,212,778,264  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

        

Beginning of period

     258,923,328       194,877,643       3,447,635,618       2,234,857,354  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     318,409,621     $     258,923,328     $     3,942,016,988     $     3,447,635,618  
  

 

 

   

 

 

   

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

   $ 783,582     $ 1,800,548     $ 20,744,192     $ 52,357,162  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  76  

 


Hartford International/Global Equity Funds

Statements of Changes in Net Assets – (continued)

 

 

 

The Hartford International
Small Company Fund
    The Hartford International
Value Fund
 
For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month

Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 
     
$ 1,725,421     $ 3,490,702     $ 19,094,745     $ 48,100,608  
     
  27,678,372       24,634,375       76,706,979       112,033,577  
     
  (14,882,264     73,100,734       1,381,385       306,921,848  

 

 

   

 

 

   

 

 

   

 

 

 
  14,521,529       101,225,811       97,183,109       467,056,033  

 

 

   

 

 

   

 

 

   

 

 

 
     
     
  (728,545     (236,889     (11,865,020     (6,539,651
  (66,627           (887,877     (400,761
  (978,276     (427,460     (41,390,313     (17,271,404
  (104,429     (20,523     (29,075     (10,052
  (98,745     (47,470     (55,328     (34,376
  (33,883     (15,741     (783,337     (17,041
                     
  (2,449,444     (2,344,160     (25,997,231     (9,199,313
  (1,215,235           (13,391,380      

 

 

   

 

 

   

 

 

   

 

 

 
  (5,675,184     (3,092,243     (94,399,561     (33,472,598

 

 

   

 

 

   

 

 

   

 

 

 
     
  (3,780,461           (12,774,305     (10,199,112
  (759,846           (1,196,988     (998,813
  (3,926,381           (40,169,468     (21,394,615
  (622,146           (31,962     (16,572
  (486,501           (61,633     (50,247
  (132,408           (747,748     (21,715
                     
  (9,317,801           (24,741,449     (10,537,393
  (4,563,205           (12,944,616      

 

 

   

 

 

   

 

 

   

 

 

 
  (23,588,749           (92,668,169     (43,218,467

 

 

   

 

 

   

 

 

   

 

 

 
  (29,263,933     (3,092,243     (187,067,730     (76,691,065

 

 

   

 

 

   

 

 

   

 

 

 
     
  62,992,246       152,780,636       586,420,397       1,767,719,108  
  28,095,820       2,986,465       163,109,315       64,697,786  
  (91,365,823     (312,008,398     (543,617,715     (1,003,131,852

 

 

   

 

 

   

 

 

   

 

 

 
  (277,757     (156,241,297     205,911,997       829,285,042  

 

 

   

 

 

   

 

 

   

 

 

 
  (15,020,161     (58,107,729     116,027,376       1,219,650,010  

 

 

   

 

 

   

 

 

   

 

 

 
     
  390,388,391       448,496,120       2,749,118,112       1,529,468,102  

 

 

   

 

 

   

 

 

   

 

 

 
$     375,368,230     $     390,388,391     $     2,865,145,488     $     2,749,118,112  

 

 

   

 

 

   

 

 

   

 

 

 
$ (205,467   $ 3,744,296     $ (8,457,778   $ 66,847,038  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

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

 

 

  77  

 


Hartford International/Global Equity Funds

Financial Highlights

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford Emerging Markets Equity Fund                      

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

                 

A

  $   9.85     $   0.05     $   0.34     $   0.39     $   (0.14   $     $     $   (0.14   $   10.10       4.00 %(4)    $ 81,548       1.49 %(5)      1.33 %(5)      0.93 %(5)      38

C

    9.64             0.33       0.33       (0.09                 (0.09     9.88       3.48 (4)      7,168       2.37 (5)      2.20 (5)      (0.09 )(5)      38  

I

    9.83       0.06       0.34       0.40       (0.16                 (0.16     10.07       4.06 (4)        19,529       1.21 (5)      1.06 (5)      1.14 (5)      38  

R3

    9.85       0.02       0.34       0.36       (0.12                 (0.12     10.09       3.68 (4)      316       1.85 (5)      1.69 (5)      0.49 (5)      38  

R4

    9.90       0.04       0.36       0.40       (0.14                 (0.14     10.16       3.94 (4)      64       1.55 (5)      1.34 (5)      0.82 (5)      38  

R5

    9.79       0.04       0.35       0.39       (0.16                 (0.16     10.02       4.01 (4)      574       1.26 (5)      1.10 (5)      0.84 (5)      38  

R6(6)

    10.24       0.03       (0.21     (0.18                             10.06       (1.66 )(4)      10       1.09 (5)      0.98 (5)      1.68 (5)      38  

Y

    9.83       0.05       0.35       0.40       (0.17                 (0.17     10.06       4.06 (4)      40,152       1.18 (5)      1.02 (5)      1.02 (5)      38  

F

    9.85       0.06       0.34       0.40       (0.22                 (0.22     10.03       4.15 (4)      2,137       1.14 (5)      0.98 (5)      1.14 (5)      38  

For the Year Ended October 31, 2017

 

                     

A

  $ 7.65     $ 0.15     $ 2.12     $ 2.27     $ (0.07   $     $     $ (0.07   $ 9.85       30.12   $ 23,924       1.76     1.56     1.78     98

C

    7.49       0.08       2.10       2.18       (0.03                 (0.03     9.64       29.28       5,560       2.50       2.33       0.91       98  

I

    7.64       0.21       2.08       2.29       (0.10                 (0.10     9.83       30.54       11,361       1.42       1.29       2.43       98  

R3

    7.58       0.12       2.15       2.27                               9.85       29.95       197       2.11       1.82       1.41       98  

R4

    7.61       0.11       2.18       2.29                               9.90       30.09       41       1.87       1.56       1.38       98  

R5

    7.59       0.09       2.20       2.29       (0.09                 (0.09     9.79       30.66       876       1.35       1.17       0.95       98  

Y

    7.64       0.13       2.17       2.30       (0.11                 (0.11     9.83       30.64       38,223       1.32       1.23       1.62       98  

F(7)

    7.96       0.21       1.68       1.89                               9.85       23.74 (4)      1,500       1.25 (5)      1.03 (5)      3.54 (5)      98  

For the Year Ended October 31, 2016

 

                     

A

  $ 7.30     $ 0.08     $ 0.50 (8)    $ 0.58     $ (0.13   $   (0.10   $   —     $ (0.23   $ 7.65       8.52   $ 10,848       1.94     1.76 %(9)      1.12     97

C

    7.15       0.03       0.49 (8)      0.52       (0.08     (0.10           (0.18     7.49       7.69       1,520       2.61       2.51 (9)      0.46       97  

I

    7.30       0.10       0.51 (8)      0.61       (0.17     (0.10           (0.27     7.64       8.94       2,665       1.42       1.36 (9)      1.52       97  

R3

    7.24             0.56 (8)      0.56       (0.12     (0.10           (0.22     7.58       8.30       165       2.09       1.96 (9)      (0.01     97  

R4

    7.28       0.01       0.57 (8)      0.58       (0.15     (0.10           (0.25     7.61       8.44       40       1.78       1.66 (9)      0.11       97  

R5

    7.30       0.02       0.54 (8)      0.56       (0.17     (0.10           (0.27     7.59       8.22       13       1.47       1.36 (9)      0.35       97  

Y

    7.29       0.09       0.53 (8)      0.62       (0.17     (0.10           (0.27     7.64       9.16       65,378       1.37       1.31 (9)      1.33       97  

For the Year Ended October 31, 2015

 

                     

A

  $ 9.09     $ 0.08     $ (1.19   $ (1.11   $ (0.05   $ (0.63   $     $ (0.68   $ 7.30       (12.64 )%    $ 8,161       1.79     1.75     0.94     151

C

    8.92       0.01       (1.15     (1.14           (0.63           (0.63     7.15       (13.20     2,211       2.50       2.50       0.14       151  

I

    9.09       0.11       (1.19     (1.08     (0.08     (0.63           (0.71     7.30       (12.27     2,705       1.34       1.34       1.35       151  

R3

    9.02       0.05       (1.17     (1.12     (0.03     (0.63           (0.66     7.24       (12.84     1,749       2.02       1.95       0.68       151  

R4

    9.06       0.08       (1.18     (1.10     (0.05     (0.63           (0.68     7.28       (12.50     1,640       1.71       1.65       0.99       151  

R5

    9.09       0.10       (1.18     (1.08     (0.08     (0.63           (0.71     7.30       (12.30     1,638       1.41       1.35       1.29       151  

Y

    9.08       0.10       (1.18     (1.08     (0.08     (0.63           (0.71     7.29       (12.27     163,053       1.32       1.30       1.31       151  

For the Year Ended October 31, 2014

 

                     

A

  $ 9.16     $ 0.06     $     $ 0.06     $ (0.05   $ (0.08   $     $ (0.13   $ 9.09       0.70   $ 11,009       1.86     1.72     0.64     106

C

    9.01       (0.01           (0.01           (0.08           (0.08     8.92       (0.06     2,617       2.50       2.42       (0.12     106  

I

    9.15       0.10             0.10       (0.08     (0.08           (0.16     9.09       1.14       3,045       1.37       1.29       1.08       106  

R3

    9.09       0.04       (0.01     0.03       (0.02     (0.08           (0.10     9.02       0.42       1,927       2.05       1.92       0.45       106  

R4

    9.13       0.07       (0.01     0.06       (0.05     (0.08           (0.13     9.06       0.71       1,850       1.75       1.62       0.76       106  

R5

    9.15       0.10             0.10       (0.08     (0.08           (0.16     9.09       1.11       1,868       1.45       1.32       1.06       106  

Y

    9.15       0.10       (0.01     0.09       (0.08     (0.08           (0.16     9.08       1.05       180,595       1.34       1.26       1.08       106  

 

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

 

 

  78  

 


Hartford International/Global Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford Emerging Markets Equity Fund - (continued)                    

For the Year Ended October 31, 2013

 

                     

A

  $ 8.43     $ 0.06     $ 0.67     $ 0.73     $     $     $     $     $ 9.16       8.69   $ 8,141       1.83     1.65     0.68     112

C

    8.34       0.01       0.66       0.67                               9.01       8.03       2,712       2.43       2.29       0.06       112  

I

    8.45       0.10       0.67       0.77       (0.07                 (0.07     9.15       9.14       2,290       1.35       1.21       1.11       112  

R3

    8.39       0.04       0.68       0.72       (0.02                 (0.02     9.09       8.59       1,918       2.04       1.85       0.47       112  

R4

    8.43       0.07       0.67       0.74       (0.04                 (0.04     9.13       8.84       1,835       1.74       1.55       0.76       112  

R5

    8.45       0.09       0.68       0.77       (0.07                 (0.07     9.15       9.13       1,848       1.44       1.25       1.06       112  

Y

    8.46       0.11       0.67       0.78       (0.09                 (0.09     9.15       9.28       236,487       1.34       1.20       1.25       112  
Hartford Environmental Opportunities Fund                      

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

                 

A

  $   13.64     $   0.06     $   (0.46   $   (0.40   $   (0.06   $   (1.07   $   —     $   (1.13   $   12.11       (3.12 )%(4)    $ 4,499       1.69 %(5)      1.13 %(5)      0.91 %(5)      16

C

    13.62       0.06       (0.45     (0.39     (0.05     (1.07           (1.12     12.11       (2.98 )(4)      1,550       2.36 (5)      1.01 (5)      1.03 (5)      16  

I

    13.68       0.08       (0.47     (0.39     (0.12     (1.07           (1.19     12.10       (3.00 )(4)        18,804       1.32 (5)      0.83 (5)      1.21 (5)      16  

R3

    13.63       0.06       (0.45     (0.39     (0.07     (1.07           (1.14     12.10       (3.04 )(4)      1,356       2.02 (5)      1.04 (5)      1.00 (5)      16  

R4

    13.64       0.07       (0.46     (0.39     (0.08     (1.07           (1.15     12.10       (3.04 )(4)      1,370       1.71 (5)      0.99 (5)      1.05 (5)      16  

R5

    13.65       0.07       (0.46     (0.39     (0.09     (1.07           (1.16     12.10       (3.02 )(4)      1,366       1.42 (5)      0.93 (5)      1.11 (5)      16  

R6

    13.66       0.08       (0.46     (0.38     (0.10     (1.07           (1.17     12.11       (2.93 )(4)      1,369       1.31 (5)      0.82 (5)      1.22 (5)      16  

Y

    13.66       0.08       (0.46     (0.38     (0.11     (1.07           (1.18     12.10       (2.95 )(4)      1,473       1.33 (5)      0.83 (5)      1.21 (5)      16  

F

    13.68       0.08       (0.46     (0.38     (0.05     (1.07           (1.12     12.18       (2.93 )(4)      8,856       1.31 (5)      0.82 (5)      1.26 (5)      16  

For the Year Ended October 31, 2017

 

                     

A

  $ 11.53     $ 0.11     $ 2.33     $ 2.44     $ (0.12   $ (0.21   $     $ (0.33   $ 13.64       21.76   $ 4,336       1.87     1.18     0.87     44

C

    11.47       0.08       2.33       2.41       (0.05     (0.21           (0.26     13.62       21.48       1,559       2.53       1.37       0.69       44  

I

    11.55       0.14       2.34       2.48       (0.14     (0.21           (0.35     13.68       22.12       19,040       1.53       0.92       1.18       44  

R3

    11.50       0.10       2.33       2.43       (0.09     (0.21           (0.30     13.63       21.68       1,399       2.20       1.22       0.83       44  

R4

    11.52       0.12       2.32       2.44       (0.11     (0.21           (0.32     13.64       21.84       1,404       1.90       1.11       0.94       44  

R5

    11.54       0.13       2.33       2.46       (0.14     (0.21           (0.35     13.65       22.01       1,408       1.60       1.00       1.05       44  

R6

    11.55       0.14       2.33       2.47       (0.15     (0.21           (0.36     13.66       22.09       1,411       1.50       0.90       1.16       44  

Y

    11.55       0.14       2.33       2.47       (0.15     (0.21           (0.36     13.66       22.09       1,469       1.51       0.90       1.16       44  

F(7)

    11.81       0.08       1.79       1.87                               13.68       15.83 (4)      6,424       1.58 (5)      0.90 (5)      0.87 (5)      44  

For the Period Ended October 31, 2016

 

                     

A(10)

  $ 10.00     $ 0.13     $ 1.40     $ 1.53     $     $     $     $     $ 11.53       15.30 %(4)    $ 1,489       1.46 %(5)      1.17 %(5)      1.75 %(5)      25 %(4) 

C(10)

    10.00       0.07       1.40       1.47                               11.47       14.70 (4)      1,196       2.20 (5)      1.90 (5)      0.99 (5)      25 (4) 

I(10)

    10.00       0.15       1.40       1.55                               11.55       15.50 (4)      21,506       1.20 (5)      0.90 (5)      1.99 (5)      25 (4) 

R3(10)

    10.00       0.10       1.40       1.50                               11.50       15.00 (4)      1,150       1.90 (5)      1.60 (5)      1.29 (5)      25 (4) 

R4(10)

    10.00       0.12       1.40       1.52                               11.52       15.20 (4)      1,152       1.60 (5)      1.30 (5)      1.59 (5)      25 (4) 

R5(10)

    10.00       0.14       1.40       1.54                               11.54       15.40 (4)      1,154       1.30 (5)      1.00 (5)      1.89 (5)      25 (4) 

R6(10)

    10.00       0.15       1.40       1.55                               11.55       15.50 (4)      1,155       1.20 (5)      0.90 (5)      1.99 (5)      25 (4) 

Y(10)

    10.00       0.15       1.40       1.55                               11.55       15.50 (4)      1,155       1.20 (5)      0.90 (5)      1.99 (5)      25 (4) 

 

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

 

 

  79  

 


Hartford International/Global Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford Global Capital Appreciation Fund                  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

                   

A

  $ 18.69     $ 0.05     $ 0.31     $ 0.36     $ (0.22   $ (0.09   $     $ (0.31   $ 18.74       1.92 %(4)    $ 638,905       1.29 %(5)      1.25 %(5)      0.58 %(5)      53

C

    17.06       (0.01     0.27       0.26       (0.09     (0.09           (0.18     17.14       1.52 (4)      179,323       1.99 (5)      1.99 (5)      (0.17 )(5)      53  

I

    19.28       0.09       0.31       0.40       (0.27     (0.09           (0.36     19.32       2.08 (4)      118,731       0.94 (5)      0.94 (5)      0.90 (5)      53  

R3

    18.40       0.04       0.31       0.35       (0.20     (0.09           (0.29     18.46       1.89 (4)      22,953       1.58 (5)      1.35 (5)      0.47 (5)      53  

R4

    18.98       0.07       0.32       0.39       (0.26     (0.09           (0.35     19.02       2.04 (4)      17,988       1.27 (5)      1.05 (5)      0.77 (5)      53  

R5

    19.40       0.09       0.31       0.40       (0.27     (0.09           (0.36     19.44       2.07 (4)      370       0.98 (5)      0.95 (5)      0.89 (5)      53  

Y

    19.58       0.09       0.33       0.42       (0.29     (0.09           (0.38     19.62       2.13 (4)      15,615       0.90 (5)      0.90 (5)      0.93 (5)      53  

F

    19.30       0.10       0.31       0.41       (0.29     (0.09           (0.38     19.33       2.14 (4)      47,427       0.86 (5)      0.86 (5)      1.00 (5)      53  

For the Year Ended October 31, 2017

 

                     

A

  $ 15.61     $ 0.12     $ 3.08     $ 3.20     $ (0.12 )$          $     $ (0.12   $ 18.69       20.71   $ 663,020       1.28     1.25     0.71     107

C

    14.24             2.83       2.83       (0.01                 (0.01     17.06       19.85       194,420       1.98       1.98       (0.02     107  

I

    16.10       0.18       3.17       3.35       (0.17                 (0.17     19.28       20.98       117,153       0.98       0.98       1.02       107  

R3

    15.36       0.10       3.04       3.14       (0.10                 (0.10     18.40       20.60       24,084       1.58       1.35       0.61       107  

R4

    15.85       0.16       3.13       3.29       (0.16                 (0.16     18.98       20.91       19,484       1.27       1.05       0.93       107  

R5

    16.19       0.18       3.19       3.37       (0.16                 (0.16     19.40       21.03       400       1.00       0.95       1.02       107  

Y

    16.35       0.19       3.22       3.41       (0.18                 (0.18     19.58       21.08       15,289       0.89       0.89       1.04       107  

F(7)

    17.18       0.10       2.02       2.12                               19.30       12.34 (4)      39,119       0.86 (5)      0.86 (5)      0.79 (5)      107  

For the Year Ended October 31, 2016

 

                     

A

  $   16.88     $   0.12     $   (0.34   $   (0.22   $   (0.16   $   (0.89   $   —     $   (1.05   $   15.61       (1.23 )%    $   642,111       1.32     1.27 %(11)      0.77     100

B

    15.37       (0.01     (0.30     (0.31           (0.89           (0.89     14.17       (1.91     5,279       2.24       2.02 (11)      (0.06     100  

C

    15.50             (0.31     (0.31     (0.06     (0.89           (0.95     14.24       (1.93     216,714       2.01       2.01 (11)      0.03       100  

I

    17.38       0.16       (0.34     (0.18     (0.21     (0.89           (1.10     16.10       (0.88     107,469       0.98       0.98 (11)      1.04       100  

R3

    16.63       0.10       (0.33     (0.23     (0.15     (0.89           (1.04     15.36       (1.29     27,680       1.59       1.37 (11)      0.67       100  

R4

    17.13       0.15       (0.34     (0.19     (0.20     (0.89           (1.09     15.85       (0.97     17,291       1.28       1.07 (11)      0.98       100  

R5

    17.46       0.18       (0.35     (0.17     (0.21     (0.89           (1.10     16.19       (0.87     540       1.00       0.97 (11)      1.13       100  

Y

    17.65       0.12       (0.31     (0.19     (0.22     (0.89           (1.11     16.35       (0.93     7,536       0.88       0.88 (11)      0.69       100  

For the Year Ended October 31, 2015

 

                     

A

  $ 20.10     $ 0.10     $ (0.09   $ 0.01     $ (0.06   $ (3.17   $     $ (3.23   $ 16.88       0.45   $ 706,024       1.26     1.25     0.55     93

B

    18.65       (0.04     (0.07     (0.11           (3.17           (3.17     15.37       (0.27     21,276       2.13       2.00       (0.22     93  

C

    18.78       (0.03     (0.08     (0.11           (3.17           (3.17     15.50       (0.26     262,263       1.96       1.96       (0.16     93  

I

    20.59       0.16       (0.09     0.07       (0.11     (3.17           (3.28     17.38       0.79       113,759       0.93       0.93       0.86       93  

R3

    19.85       0.08       (0.09     (0.01     (0.04     (3.17           (3.21     16.63       0.35       31,389       1.54       1.35       0.45       93  

R4

    20.35       0.13       (0.09     0.04       (0.09     (3.17           (3.26     17.13       0.62       14,478       1.24       1.05       0.75       93  

R5

    20.68       0.12       (0.06     0.06       (0.11     (3.17           (3.28     17.46       0.72       553       0.95       0.95       0.65       93  

Y

    20.86       0.18       (0.09     0.09       (0.13     (3.17           (3.30     17.65       0.87       194,050       0.83       0.83       0.97       93  

For the Year Ended October 31, 2014

 

                     

A

  $ 18.87     $ 0.13     $ 1.60     $ 1.73     $     $ (0.50   $     $ (0.50   $ 20.10       9.39   $ 732,928       1.28     1.25     0.67     144 %(12) 

B

    17.67       (0.02     1.50       1.48             (0.50           (0.50     18.65       8.59       46,336       2.11       2.00       (0.08     144 (12) 

C

    17.78       (0.01     1.51       1.50             (0.50           (0.50     18.78       8.65       282,703       1.98       1.95       (0.03     144 (12) 

I

    19.26       0.20       1.63       1.83             (0.50           (0.50     20.59       9.72       117,640       0.95       0.92       0.98       144 (12) 

R3

    18.66       0.11       1.58       1.69             (0.50           (0.50     19.85       9.27       31,735       1.57       1.35       0.57       144 (12) 

R4

    19.06       0.18       1.61       1.79             (0.50           (0.50     20.35       9.61       10,055       1.26       1.05       0.88       144 (12) 

R5

    19.34       0.20       1.64       1.84             (0.50           (0.50     20.68       9.73       1,549       0.97       0.94       0.98       144 (12) 

Y

    19.50       0.12       1.76       1.88       (0.02     (0.50           (0.52     20.86       9.83       209,340       0.86       0.83       0.58       144 (12) 

 

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

 

 

  80  

 


Hartford International/Global Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford Global Capital Appreciation Fund - (continued)                  

For the Year Ended October 31, 2013

 

                     

A

  $ 13.93     $ 0.07     $ 4.93     $ 5.00     $ (0.06   $     $     $ (0.06   $ 18.87       35.97   $ 503,765       1.36     1.25     0.42     128

B

    13.10       (0.05     4.62       4.57                               17.67       34.89       56,743       2.20       2.00       (0.32     128  

C

    13.18       (0.05     4.65       4.60                               17.78       34.90       258,520       2.07       2.00       (0.33     128  

I

    14.22       0.11       5.02       5.13       (0.09                 (0.09     19.26       36.29       117,325       1.04       1.00       0.66       128  

R3

    13.79       0.05       4.87       4.92       (0.05                 (0.05     18.66       35.75       30,704       1.64       1.35       0.31       128  

R4

    14.07       0.11       4.96       5.07       (0.08                 (0.08     19.06       36.18       10,603       1.33       1.05       0.63       128  

R5

    14.28       0.12       5.04       5.16       (0.10                 (0.10     19.34       36.36       1,242       1.05       0.95       0.74       128  

Y

    14.40       0.13       5.08       5.21       (0.11                 (0.11     19.50       36.40       12,947       0.93       0.90       0.76       128  
Hartford Global Equity Income Fund                      

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

                   

A

  $ 12.64     $ 0.15     $ 0.07     $ 0.22     $ (0.21   $     $     $ (0.21   $ 12.65       1.76 %(4)    $ 112,993       1.33 %(5)      1.23 %(5)      2.35 %(5)      11

C

    12.33       0.10       0.07       0.17       (0.17                 (0.17     12.33       1.34 (4)      11,970       2.12 (5)      2.00 (5)      1.58 (5)      11  

I

    12.67       0.17       0.07       0.24       (0.23                 (0.23     12.68       1.91 (4)      9,071       1.00 (5)      0.91 (5)      2.59 (5)      11  

R3

    12.63       0.13       0.07       0.20       (0.20                 (0.20     12.63       1.56 (4)      197       1.61 (5)      1.45 (5)      2.06 (5)      11  

R4

    12.68       0.16       0.07       0.23       (0.22                 (0.22     12.69       1.80 (4)      135       1.31 (5)      1.15 (5)      2.47 (5)      11  

R5

    12.67       0.16       0.09       0.25       (0.24                 (0.24     12.68       1.96 (4)      244       1.01 (5)      0.85 (5)      2.54 (5)      11  

Y

    12.52       0.17       0.08       0.25       (0.24                 (0.24     12.53       2.01 (4)      5,271       0.90 (5)      0.80 (5)      2.68 (5)      11  

F

    12.66       0.18       0.07       0.25       (0.24                 (0.24     12.67       1.98 (4)      20,811       0.89 (5)      0.80 (5)      2.84 (5)      11  

For the Year Ended October 31, 2017

 

                     

A

  $ 10.73     $ 0.28     $ 1.87     $ 2.15     $ (0.24   $     $     $ (0.24   $ 12.64       20.29   $ 115,359       1.33     1.23     2.39     26

C

    10.47       0.19       1.82       2.01       (0.15                 (0.15     12.33       19.30       12,284       2.10       1.99       1.62       26  

I

    10.74       0.37       1.82       2.19       (0.26                 (0.26     12.67       20.59       11,086       1.10       0.99       3.12       26  

R3

    10.72       0.26       1.86       2.12       (0.21                 (0.21     12.63       20.06       237       1.67       1.45       2.26       26  

R4

    10.76       0.30       1.87       2.17       (0.25                 (0.25     12.68       20.31       127       1.40       1.15       2.57       26  

R5

    10.75       0.32       1.88       2.20       (0.28                 (0.28     12.67       20.69       335       1.03       0.85       2.72       26  

Y

    10.63       0.33       1.85       2.18       (0.29                 (0.29     12.52       20.72       6,169       0.93       0.80       2.83       26  

F(7)

    11.48       0.10       1.32       1.42       (0.24                 (0.24     12.66       12.49 (4)      18,126       0.90 (5)      0.80 (5)      1.19 (5)      26  

For the Year Ended October 31, 2016

 

                     

A

  $ 10.94     $ 0.26     $ (0.19   $ 0.07     $ (0.28   $     $     $ (0.28   $ 10.73       0.65   $ 107,363       1.39     1.27 %(13)      2.47     28

B

    10.72       0.17       (0.18     (0.01     (0.19                 (0.19     10.52       (0.09     322       2.40       2.02 (13)      1.66       28  

C

    10.68       0.18       (0.18           (0.21                 (0.21     10.47       0.02       12,015       2.15       2.02 (13)      1.71       28  

I

    10.95       0.26       (0.16     0.10       (0.31                 (0.31     10.74       1.02       11,385       1.06       0.95 (13)      2.48       28  

R3

    10.91       0.21       (0.15     0.06       (0.25                 (0.25     10.72       0.48       210       1.70       1.47 (13)      1.98       28  

R4

    10.95       0.24       (0.16     0.08       (0.27                 (0.27     10.76       0.78       165       1.39       1.17 (13)      2.22       28  

R5

    10.97       0.28       (0.17     0.11       (0.33                 (0.33     10.75       1.08       201       1.03       0.87 (13)      2.63       28  

Y

    10.95       0.21       (0.11     0.10       (0.42                 (0.42     10.63       1.03       5,107       0.92       0.82 (13)      1.94       28  

For the Year Ended October 31, 2015

 

                     

A

  $   11.72     $   0.22     $   (0.27   $   (0.05   $   (0.22   $   (0.51   $   —     $   (0.73   $   10.94       (0.37 )%    $   107,066       1.33     1.25     2.00     19

B

    11.49       0.14       (0.27     (0.13     (0.13     (0.51           (0.64     10.72       (1.13     1,223       2.33       2.00       1.22       19  

C

    11.47       0.14       (0.28     (0.14     (0.14     (0.51           (0.65     10.68       (1.20     13,097       2.08       2.00       1.23       19  

I

    11.74       0.25       (0.28     (0.03     (0.25     (0.51           (0.76     10.95       (0.15     3,442       1.00       0.97       2.25       19  

R3

    11.69       0.20       (0.27     (0.07     (0.20     (0.51           (0.71     10.91       (0.59     454       1.57       1.45       1.76       19  

R4

    11.73       0.24       (0.28     (0.04     (0.23     (0.51           (0.74     10.95       (0.28     516       1.26       1.15       2.11       19  

R5

    11.75       0.26       (0.27     (0.01     (0.26     (0.51           (0.77     10.97       0.02       582       0.95       0.85       2.33       19  

Y

    11.74       0.27       (0.28     (0.01     (0.27     (0.51           (0.78     10.95       (0.02     175,153       0.84       0.80       2.43       19  

 

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

 

 

  81  

 


Hartford International/Global Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford Global Equity Income Fund - (continued)                  

For the Year Ended October 31, 2014

 

                     

A

  $ 11.96     $ 0.13     $ 0.71     $ 0.84     $ (0.08   $ (1.00   $     $ (1.08   $ 11.72       7.66   $ 75,862       1.57     1.36     1.08     90

B

    11.75       0.03       0.71       0.74             (1.00           (1.00     11.49       6.90       2,208       2.52       2.12       0.26       90  

C

    11.73       0.04       0.70       0.74             (1.00           (1.00     11.47       6.91       10,356       2.31       2.11       0.32       90  

I

    12.00       0.16       0.70       0.86       (0.12     (1.00           (1.12     11.74       7.89       1,377       1.17       1.10       1.35       90  

R3

    11.92       0.10       0.70       0.80       (0.03     (1.00           (1.03     11.69       7.41       465       1.77       1.57       0.81       90  

R4

    11.97       0.14       0.71       0.85       (0.09     (1.00           (1.09     11.73       7.80       508       1.45       1.26       1.19       90  

R5

    12.01       0.18       0.71       0.89       (0.15     (1.00           (1.15     11.75       8.12       659       1.13       0.95       1.53       90  

Y

    12.00       0.18       0.72       0.90       (0.16     (1.00           (1.16     11.74       8.22         192,326       0.87       0.80       1.54       90  

For the Year Ended October 31, 2013

 

                     

A

  $ 9.50     $ 0.07     $ 2.57     $ 2.64     $ (0.18   $     $     $ (0.18   $ 11.96       28.25   $ 59,361       1.73     1.45     0.65     100

B

    9.32       (0.01     2.53       2.52       (0.09                 (0.09     11.75       27.22       3,057       2.66       2.20       (0.07     100  

C

    9.32       (0.01     2.53       2.52       (0.11                 (0.11     11.73       27.27       10,041       2.43       2.20       (0.09     100  

I

    9.54       0.09       2.58       2.67       (0.21                 (0.21     12.00       28.50       1,052       1.38       1.20       0.88       100  

R3

    9.47       0.05       2.57       2.62       (0.17                 (0.17     11.92       28.03       517       1.85       1.65       0.43       100  

R4

    9.52       0.08       2.56       2.64       (0.19                 (0.19     11.97       28.24       436       1.54       1.35       0.75       100  

R5

    9.54       0.11       2.58       2.69       (0.22                 (0.22     12.01       28.75       416       1.23       1.05       1.05       100  

Y

    9.53       0.10       2.60       2.70       (0.23                 (0.23     12.00       28.84       3,975       1.14       1.00       1.02       100  
Hartford International Equity Fund                        

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

                 

A

  $   11.42     $   0.06     $   0.29     $   0.35     $   (0.18   $   (0.18   $   —     $   (0.36   $   11.41       3.09 %(4)    $ 20,153       1.40 %(5)      1.05 %(5)      1.08 %(5)      77

C

    11.28       0.02       0.28       0.30       (0.12     (0.18           (0.30     11.28       2.67 (4)      5,741       2.14 (5)      1.78 (5)      0.33 (5)      77  

I

    11.52       0.09       0.28       0.37       (0.20     (0.18           (0.38     11.51       3.24 (4)      23,759       1.04 (5)      0.70 (5)      1.50 (5)      77  

R3

    11.37       0.03       0.30       0.33       (0.15     (0.18           (0.33     11.37       2.92 (4)      79       1.69 (5)      1.34 (5)      0.56 (5)      77  

R4

    11.43       0.06       0.29       0.35       (0.18     (0.18           (0.36     11.42       3.05 (4)      790       1.38 (5)      1.04 (5)      1.06 (5)      77  

R5

    10.09       0.07       0.25       0.32       (0.20     (0.18           (0.38     10.03       3.20 (4)      406       1.08 (5)      0.74 (5)      1.36 (5)      77  

R6(6)

    11.48       0.06       (0.06     0.00                               11.48       0.00 (4)      10       0.85 (5)      0.54 (5)      2.87 (5)      77  

Y

    11.51       0.09       0.28       0.37       (0.22     (0.18           (0.40     11.48       3.20 (4)      18,648       0.96 (5)      0.62 (5)      1.58 (5)      77  

F

    11.53       0.09       0.29       0.38       (0.19     (0.18           (0.37     11.54       3.31 (4)      2,792       0.96 (5)      0.62 (5)      1.52 (5)      77  

For the Year Ended October 31, 2017

 

                     

A

  $ 9.37     $ 0.15     $ 2.07     $ 2.22     $ (0.17   $     $     $ (0.17   $ 11.42       24.17   $ 15,943       1.74     1.16     1.43     133

C

    9.25       0.07       2.06       2.13       (0.10                 (0.10     11.28       23.29       4,527       2.47       1.91       0.71       133  

I

    9.44       0.20       2.06       2.26       (0.18                 (0.18     11.52       24.49       14,971       1.43       0.88       1.88       133  

R3

    9.37       0.11       2.07       2.18       (0.18                 (0.18     11.37       23.76       93       2.28       1.46       1.10       133  

R4

    9.40       0.15       2.07       2.22       (0.19                 (0.19     11.43       24.13       740       1.75       1.17       1.39       133  

R5

    9.38       0.21       1.75       1.96       (1.25                 (1.25     10.09       24.50       397       1.38       0.85       2.28       133  

Y

    9.44       0.18       2.09       2.27       (0.20                 (0.20     11.51       24.67       11,822       1.31       0.78       1.76       133  

F(7)

    9.65       0.08       1.80       1.88                               11.53       19.48 (4)      1,739       1.26 (5)      0.66 (5)      1.01 (5)      133  

For the Year Ended October 31, 2016

 

                     

A

  $ 9.40     $ 0.14     $ 0.06     $ 0.20     $ (0.10   $ (0.13   $     $ (0.23   $ 9.37       2.29   $ 10,519       1.99     1.20 %(14)      1.52     95

B

    9.35       0.01       0.11       0.12       (0.03     (0.13           (0.16     9.31       1.37       120       2.71       1.95 (14)      0.17       95  

C

    9.29       0.07       0.06       0.13       (0.04     (0.13           (0.17     9.25       1.46       2,583       2.73       1.95 (14)      0.80       95  

I

    9.47       0.16       0.07       0.23       (0.13     (0.13           (0.26     9.44       2.55       5,109       1.63       0.90 (14)      1.82       95  

R3

    9.41       0.05       0.13       0.18       (0.09     (0.13           (0.22     9.37       2.02       110       2.26       1.50 (14)      0.57       95  

R4

    9.44       0.07       0.13       0.20       (0.11     (0.13           (0.24     9.40       2.24       251       1.94       1.20 (14)      0.80       95  

R5

    9.47       0.07       0.11       0.18       (0.14     (0.13           (0.27     9.38       2.01       11       1.61       0.90 (14)      0.79       95  

Y

    9.47       0.18       0.07       0.25       (0.15     (0.13           (0.28     9.44       2.73       10,857       1.51       0.80 (14)      1.96       95  

 

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

 

 

  82  

 


Hartford International/Global Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford International Equity Fund - (continued)                  

For the Year Ended October 31, 2015

 

                     

A

  $ 9.92     $ 0.07     $ (0.26   $ (0.19   $ (0.08   $   (0.25   $     $ (0.33   $ 9.40       (1.76 )%    $ 12,648       1.84     1.39     0.77     125

B

    9.84             (0.24     (0.24           (0.25           (0.25     9.35       (2.34     821       2.49       2.13       0.02       125  

C

    9.80       0.01       (0.25     (0.24     (0.02     (0.25           (0.27     9.29       (2.39     2,859       2.57       2.14       0.08       125  

I

    9.98       0.11       (0.25     (0.14     (0.12     (0.25           (0.37     9.47       (1.30     4,554       1.45       1.07       1.13       125  

R3

    9.91       0.05       (0.24     (0.19     (0.06     (0.25           (0.31     9.41       (1.84     1,226       2.09       1.62       0.55       125  

R4

    9.95       0.08       (0.25     (0.17     (0.09     (0.25           (0.34     9.44       (1.62     1,149       1.78       1.32       0.85       125  

R5

    9.98       0.11       (0.25     (0.14     (0.12     (0.25           (0.37     9.47       (1.30     1,057       1.47       1.02       1.15       125  

Y

    9.98       0.12       (0.26     (0.14     (0.12     (0.25           (0.37     9.47       (1.25     10,625       1.37       0.96       1.21       125  

For the Year Ended October 31, 2014

 

                     

A

  $ 9.91     $ 0.06     $ 0.03     $ 0.09     $ (0.08   $     $     $ (0.08   $ 9.92       0.89   $ 10,810       1.84     1.44     0.57     69

B

    9.84       (0.02     0.03       0.01       (0.01                 (0.01     9.84       0.10       908       2.53       2.13       (0.18     69  

C

    9.81       (0.03     0.04       0.01       (0.02                 (0.02     9.80       0.06       1,910       2.59       2.19       (0.26     69  

I

    9.97       0.10       0.02       0.12       (0.11                 (0.11     9.98       1.19       1,835       1.44       1.04       1.03       69  

R3

    9.91       0.05       0.01       0.06       (0.06                 (0.06     9.91       0.54       1,258       2.12       1.65       0.44       69  

R4

    9.94       0.08       0.01       0.09       (0.08                 (0.08     9.95       0.90       1,151       1.81       1.35       0.74       69  

R5

    9.97       0.11       0.01       0.12       (0.11                 (0.11     9.98       1.18       1,071       1.50       1.05       1.04       69  

Y

    9.97       0.11       0.01       0.12       (0.11                 (0.11     9.98       1.22       10,756       1.40       1.00       1.09       69  

For the Year Ended October 31, 2013

 

                     

A

  $ 8.31     $ 0.10     $ 1.66     $ 1.76     $ (0.16   $     $     $ (0.16   $ 9.91       21.43   $ 12,351       1.95     1.41     1.12     106

B

    8.25       0.04       1.65       1.69       (0.10                 (0.10     9.84       20.63       1,404       2.64       2.11       0.44       106  

C

    8.23       0.04       1.64       1.68       (0.10                 (0.10     9.81       20.64       2,514       2.68       2.15       0.39       106  

I

    8.36       0.14       1.66       1.80       (0.19                 (0.19     9.97       21.90       1,467       1.56       1.03       1.50       106  

R3

    8.31       0.08       1.66       1.74       (0.14                 (0.14     9.91       21.22       1,225       2.25       1.65       0.91       106  

R4

    8.33       0.11       1.67       1.78       (0.17                 (0.17     9.94       21.62       1,122       1.94       1.35       1.21       106  

R5

    8.35       0.14       1.67       1.81       (0.19                 (0.19     9.97       22.02       1,059       1.63       1.05       1.50       106  

Y

    8.36       0.14       1.66       1.80       (0.19                 (0.19     9.97       21.93       10,623       1.53       1.00       1.55       106  
The Hartford International Growth Fund                        

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

                 

A

  $   15.21     $   0.03     $   0.54     $   0.57     $   (0.08   $     $   —     $   (0.08   $   15.70       3.76 %(4)    $   133,156       1.42 %(5)      1.30 %(5)      0.37 %(5)      40

C

    13.99       (0.03     0.50       0.47                               14.46       3.43 (4)      16,176       2.21 (5)      2.05 (5)      (0.39 )(5)      40  

I

    15.09       0.06       0.53       0.59       (0.12                 (0.12     15.56       3.93 (4)      34,947       1.05 (5)      0.99 (5)      0.72 (5)      40  

R3

    15.36       0.01       0.54       0.55       (0.01                 (0.01     15.90       3.60 (4)      674       1.68 (5)      1.60 (5)      0.07 (5)      40  

R4

    15.59       0.03       0.57       0.60       (0.08                 (0.08     16.11       3.77 (4)      9,628       1.37 (5)      1.30 (5)      0.32 (5)      40  

R5

    15.74       0.07       0.54       0.61       (0.12                 (0.12     16.23       3.91 (4)      24,176       1.07 (5)      1.00 (5)      0.84 (5)      40  

R6(6)

    16.23       0.06       0.01       0.07                               16.30       0.43 (4)      10       0.95 (5)      0.90 (5)      2.26 (5)      40  

Y

    15.79       0.06       0.56       0.62       (0.13                 (0.13     16.28       3.94 (4)      15,784       0.98 (5)      0.92 (5)      0.80 (5)      40  

F

    15.11       0.07       0.53       0.60       (0.13                 (0.13     15.58       3.98 (4)      83,859       0.96 (5)      0.90 (5)      0.85 (5)      40  

For the Year Ended October 31, 2017

 

                     

A

  $ 12.24     $ 0.09     $ 3.02     $ 3.11     $ (0.14   $     $     $ (0.14   $ 15.21       25.79   $ 124,332       1.48     1.30     0.71     82

C

    11.26       (0.01     2.79       2.78       (0.05                 (0.05     13.99       24.88       15,539       2.21       2.05       (0.06     82  

I

    12.16       0.15       2.96       3.11       (0.18                 (0.18     15.09       26.05       26,644       1.34       1.00       1.18       82  

R3

    12.33       0.06       3.05       3.11       (0.08                 (0.08     15.36       25.48       649       1.81       1.60       0.45       82  

R4

    12.55       0.10       3.09       3.19       (0.15                 (0.15     15.59       25.75       11,579       1.39       1.30       0.75       82  

R5

    12.67       0.13       3.12       3.25       (0.18                 (0.18     15.74       26.23       7,184       1.10       1.00       0.93       82  

Y

    12.71       0.11       3.16       3.27       (0.19                 (0.19     15.79       26.20       11,865       1.01       0.95       0.81       82  

F(7)

    12.18       0.06       2.87       2.93                               15.11       24.06 (4)      61,131       0.99 (5)      0.90 (5)      0.65 (5)      82  

 

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

 

 

  83  

 


Hartford International/Global Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford International Growth Fund - (continued)                  

For the Year Ended October 31, 2016

 

                     

A

  $ 12.38     $ 0.13     $ (0.19   $ (0.06   $ (0.08   $     $     $ (0.08   $ 12.24       (0.39 )%    $ 109,049       1.56     1.32 %(15)      1.07     89

B

    11.41       0.02       (0.16     (0.14                             11.27       (1.23     911       2.69       2.07 (15)      0.19       89  

C

    11.40       0.03       (0.16     (0.13     (0.01                 (0.01     11.26       (1.22     14,706       2.27       2.07 (15)      0.30       89  

I

    12.30       0.17       (0.18     (0.01     (0.13                 (0.13     12.16       (0.12     35,437       1.19       1.02 (15)      1.39       89  

R3

    12.50       0.10       (0.20     (0.10     (0.07                 (0.07     12.33       (0.78     1,027       1.79       1.62 (15)      0.81       89  

R4

    12.72       0.15       (0.20     (0.05     (0.12                 (0.12     12.55       (0.45     10,542       1.43       1.32 (15)      1.18       89  

R5

    12.82       0.17       (0.19     (0.02     (0.13                 (0.13     12.67       (0.17     5,925       1.13       1.02 (15)      1.39       89  

Y

    12.86       0.16       (0.17     (0.01     (0.14                 (0.14     12.71       (0.09     17,282       1.03       0.97 (15)      1.25       89  

For the Year Ended October 31, 2015

 

                     

A

  $ 12.56     $ 0.08     $ (0.24   $ (0.16   $ (0.02   $     $     $ (0.02   $ 12.38       (1.31 )%    $ 119,554       1.51     1.43     0.65     121

B

    11.65       (0.03     (0.21     (0.24                             11.41       (2.06     2,379       2.63       2.20       (0.24     121  

C

    11.63             (0.23     (0.23                             11.40       (1.98     18,454       2.22       2.14       (0.04     121  

I

    12.51       0.16       (0.28     (0.12     (0.09                 (0.09     12.30       (0.98     42,404       1.09       1.03       1.27       121  

R3

    12.68       0.08       (0.26     (0.18                             12.50       (1.42     1,152       1.75       1.60       0.59       121  

R4

    12.92       0.11       (0.25     (0.14     (0.06                 (0.06     12.72       (1.09     6,280       1.39       1.30       0.84       121  

R5

    13.01       0.18       (0.28     (0.10     (0.09                 (0.09     12.82       (0.83     5,915       1.08       1.00       1.33       121  

Y

    13.06       0.14       (0.25     (0.11     (0.09                 (0.09     12.86       (0.79     39,569       0.97       0.95       1.09       121  

For the Year Ended October 31, 2014

 

                     

A

  $ 12.10     $ 0.07     $ 0.48     $ 0.55     $ (0.09   $     $     $ (0.09   $ 12.56       4.52   $ 97,732       1.58     1.50     0.55     84

B

    11.23       (0.03     0.45       0.42                               11.65       3.74       4,384       2.64       2.25       (0.25     84  

C

    11.22       (0.02     0.43       0.41                               11.63       3.65       12,978       2.30       2.24       (0.19     84  

I

    12.04       0.12       0.47       0.59       (0.12                 (0.12     12.51       4.94       6,748       1.18       1.12       0.92       84  

R3

    12.19       0.06       0.48       0.54       (0.05                 (0.05     12.68       4.40       458       1.83       1.60       0.48       84  

R4

    12.45       0.10       0.48       0.58       (0.11                 (0.11     12.92       4.68       1,293       1.44       1.30       0.77       84  

R5

    12.53       0.13       0.49       0.62       (0.14                 (0.14     13.01       4.99       182       1.13       1.00       1.03       84  

Y

    12.57       0.11       0.53       0.64       (0.15                 (0.15     13.06       5.10       38,538       1.01       0.95       0.87       84  

For the Year Ended October 31, 2013

 

                     

A

  $ 9.75     $ 0.10     $ 2.34     $ 2.44     $ (0.09   $     $     $ (0.09   $ 12.10       25.15   $ 93,051       1.65     1.50     0.88     99

B

    9.04       0.02       2.17       2.19                               11.23       24.27       6,816       2.66       2.25       0.16       99  

C

    9.04       0.01       2.19       2.20       (0.02                 (0.02     11.22       24.32       13,213       2.35       2.25       0.14       99  

I

    9.70       0.14       2.32       2.46       (0.12                 (0.12     12.04       25.58       5,549       1.24       1.16       1.25       99  

R3

    9.82       0.09       2.36       2.45       (0.08                 (0.08     12.19       25.03       485       1.83       1.60       0.81       99  

R4

    10.03       0.12       2.41       2.53       (0.11                 (0.11     12.45       25.42       905       1.45       1.30       1.08       99  

R5

    10.09       0.16       2.42       2.58       (0.14                 (0.14     12.53       25.83       152       1.15       1.00       1.37       99  

Y

    10.12       0.16       2.44       2.60       (0.15                 (0.15     12.57       25.91       3,524       1.02       0.95       1.41       99  
The Hartford International Opportunities Fund                        

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

                 

A

  $ 17.49     $ 0.07     $ 0.17     $ 0.24     $ (0.21   $ (0.61   $     $ (0.82   $ 16.91       1.42 %(4)    $ 584,210       1.10 %(5)      1.10 %(5)      0.81 %(5)      36

C

    15.33       0.01       0.15       0.16       (0.13     (0.61           (0.74     14.75       1.06 (4)      74,210       1.86 (5)      1.86 (5)      0.09 (5)      36  

I

    17.41       0.10       0.16       0.26       (0.25     (0.61           (0.86     16.81       1.54 (4)      526,313       0.78 (5)      0.78 (5)      1.22 (5)      36  

R3

    17.73       0.04       0.18       0.22       (0.16     (0.61           (0.77     17.18       1.29 (4)      69,153       1.41 (5)      1.41 (5)      0.49 (5)      36  

R4

    18.06       0.07       0.17       0.24       (0.21     (0.61           (0.82     17.48       1.38 (4)      190,632       1.11 (5)      1.11 (5)      0.79 (5)      36  

R5

    18.24       0.10       0.18       0.28       (0.26     (0.61           (0.87     17.65       1.59 (4)      261,205       0.80 (5)      0.80 (5)      1.13 (5)      36  

R6

    18.34       0.13       0.16       0.29       (0.28     (0.61           (0.89     17.74       1.60 (4)      468,476       0.70 (5)      0.70 (5)      1.47 (5)      36  

Y

      18.34         0.11         0.18         0.29         (0.27       (0.61       —         (0.88     17.75       1.63 (4)        1,133,353       0.73 (5)      0.73 (5)      1.18 (5)      36  

F

    17.43       0.11       0.17       0.28       (0.28     (0.61           (0.89     16.82       1.63 (4)      634,464       0.70 (5)      0.70 (5)      1.28 (5)      36  

 

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

 

 

  84  

 


Hartford International/Global Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford International Opportunities Fund - (continued)                  

For the Year Ended October 31, 2017

 

                     

A

  $ 14.36     $ 0.18     $ 3.10     $ 3.28     $ (0.15   $     $     $ (0.15   $ 17.49       23.07   $ 571,753       1.14     1.14     1.11     102

C

    12.61       0.05       2.73       2.78       (0.06                 (0.06     15.33       22.13       67,778       1.88       1.88       0.37       102  

I

    14.31       0.24       3.07       3.31       (0.21                 (0.21     17.41       23.36       428,563       0.89       0.89       1.54       102  

R3

    14.58       0.14       3.14       3.28       (0.13                 (0.13     17.73       22.69       69,884       1.42       1.42       0.87       102  

R4

    14.84       0.19       3.20       3.39       (0.17                 (0.17     18.06       23.07       192,812       1.12       1.12       1.17       102  

R5

    14.98       0.25       3.22       3.47       (0.21                 (0.21     18.24       23.47       240,029       0.82       0.82       1.52       102  

R6

    15.06       0.29       3.21       3.50       (0.22                 (0.22     18.34       23.59       218,688       0.71       0.71       1.70       102  

Y

    15.07       0.24       3.25       3.49       (0.22                 (0.22     18.34       23.51       1,131,809       0.74       0.74       1.49       102  

F(7)

    14.79       0.20       2.44       2.64                               17.43       17.85 (4)      526,321       0.71 (5)      0.71 (5)      1.75 (5)      102  

For the Year Ended October 31, 2016

 

                     

A

  $ 15.11     $ 0.18     $ (0.59   $ (0.41   $ (0.11   $ (0.23   $     $ (0.34   $ 14.36       (2.68 )%    $ 483,835       1.20     1.20     1.27     82

B

    13.69       0.03       (0.52     (0.49           (0.23           (0.23     12.97       (3.52     1,354       2.39       2.04       0.26       82  

C

    13.32       0.07       (0.53     (0.46     (0.02     (0.23           (0.25     12.61       (3.38     54,507       1.93       1.93       0.52       82  

I

    15.07       0.23       (0.60     (0.37     (0.16     (0.23           (0.39     14.31       (2.34     271,707       0.88       0.88       1.65       82  

R3

    15.33       0.15       (0.60     (0.45     (0.07     (0.23           (0.30     14.58       (2.88     58,367       1.45       1.45       1.02       82  

R4

    15.59       0.19       (0.60     (0.41     (0.11     (0.23           (0.34     14.84       (2.58     139,731       1.14       1.14       1.32       82  

R5

    15.74       0.24       (0.61     (0.37     (0.16     (0.23           (0.39     14.98       (2.33     101,936       0.84       0.84       1.64       82  

R6

    15.82       0.28       (0.64     (0.36     (0.17     (0.23           (0.40     15.06       (2.23     29,571       0.74       0.74       1.87       82  

Y

      15.82         0.27         (0.62       (0.35       (0.17       (0.23       —         (0.40       15.07       (2.16       1,093,849       0.74       0.74       1.80       82  

For the Year Ended October 31, 2015

 

                     

A

  $ 16.96     $ 0.15     $ 0.04     $ 0.19     $ (0.17   $ (1.87   $     $ (2.04   $ 15.11       1.59   $ 545,253       1.19     1.19     0.99     78

B

    15.52       0.01       0.05       0.06       (0.02     (1.87           (1.89     13.69       0.79       4,594       2.30       2.03       0.07       78  

C

    15.20       0.03       0.04       0.07       (0.08     (1.87           (1.95     13.32       0.90       60,015       1.92       1.92       0.23       78  

I

    16.91       0.20       0.05       0.25       (0.22     (1.87           (2.09     15.07       2.03       102,836       0.84       0.84       1.27       78  

R3

    17.18       0.12       0.04       0.16       (0.14     (1.87           (2.01     15.33       1.36       48,652       1.44       1.44       0.75       78  

R4

    17.43       0.16       0.05       0.21       (0.18     (1.87           (2.05     15.59       1.68       122,311       1.14       1.14       1.03       78  

R5

    17.58       0.21       0.04       0.25       (0.22     (1.87           (2.09     15.74       1.94       98,671       0.84       0.84       1.32       78  

R6(16)

    17.42       0.07       0.43       0.50       (0.23     (1.87           (2.10     15.82       3.44 (4)      2,984       0.85 (5)      0.85 (5)      0.46 (5)      78  

Y

    17.66       0.23       0.03       0.26       (0.23     (1.87           (2.10     15.82       2.03       648,411       0.74       0.74       1.42       78  

For the Year Ended October 31, 2014

 

                     

A

  $ 17.46     $ 0.14     $ 0.11     $ 0.25     $ (0.20   $ (0.55   $     $ (0.75   $ 16.96       1.45   $ 465,854       1.20     1.20     0.80     104

B

    16.04       (0.01     0.10       0.09       (0.06     (0.55           (0.61     15.52       0.58       6,825       2.30       2.04       (0.07     104  

C

    15.76       0.01       0.09       0.10       (0.11     (0.55           (0.66     15.20       0.68       55,122       1.93       1.93       0.07       104  

I

    17.41       0.20       0.10       0.30       (0.25     (0.55           (0.80     16.91       1.76       99,430       0.84       0.84       1.15       104  

R3

    17.69       0.09       0.11       0.20       (0.16     (0.55           (0.71     17.18       1.19       40,827       1.44       1.44       0.54       104  

R4

    17.93       0.15       0.11       0.26       (0.21     (0.55           (0.76     17.43       1.47       104,977       1.14       1.14       0.83       104  

R5

    18.06       0.21       0.11       0.32       (0.25     (0.55           (0.80     17.58       1.83       85,424       0.84       0.84       1.16       104  

Y

    18.14       0.25       0.09       0.34       (0.27     (0.55           (0.82     17.66       1.90       581,030       0.74       0.74       1.38       104  

For the Year Ended October 31, 2013

 

                     

A

  $ 14.49     $ 0.22     $ 2.92     $ 3.14     $ (0.17   $     $     $ (0.17   $ 17.46       21.87   $ 394,928       1.26     1.26     1.36     107

B

    13.32       0.08       2.69       2.77       (0.05                 (0.05     16.04       20.89       8,960       2.35       2.05       0.56       107  

C

    13.10       0.09       2.65       2.74       (0.08                 (0.08     15.76       20.99       43,495       1.98       1.98       0.66       107  

I

    14.45       0.28       2.91       3.19       (0.23                 (0.23     17.41       22.30       61,280       0.90       0.90       1.77       107  

R3

    14.70       0.19       2.96       3.15       (0.16                 (0.16     17.69       21.63       33,633       1.46       1.46       1.20       107  

R4

    14.89       0.25       3.00       3.25       (0.21                 (0.21     17.93       22.02       86,150       1.15       1.15       1.51       107  

R5

    14.98       0.29       3.02       3.31       (0.23                 (0.23     18.06       22.37       69,712       0.85       0.85       1.79       107  

Y

    15.04       0.32       3.03       3.35       (0.25                 (0.25     18.14       22.51       770,427       0.75       0.75       1.97       107  

 

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

 

 

  85  

 


Hartford International/Global Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford International Small Company Fund                  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

                 

A

  $ 17.51     $ 0.05     $ 0.54     $ 0.59     $ (0.20   $ (1.07   $     $ (1.27   $ 16.83       3.56 %(4)    $ 61,278       1.47 %(5)      1.46 %(5)      0.58 %(5)      21

C

    15.80       (0.01     0.48       0.47       (0.09     (1.07           (1.16     15.11       3.18 (4)      10,417       2.23 (5)      2.21 (5)      (0.18 )(5)      21  

I

    17.41       0.06       0.56       0.62       (0.26     (1.07           (1.33     16.70       3.79 (4)      34,737       1.08 (5)      1.08 (5)      0.73 (5)      21  

R3

    17.61       0.03       0.55       0.58       (0.17     (1.07           (1.24     16.95       3.50 (4)      10,708       1.69 (5)      1.65 (5)      0.39 (5)      21  

R4

    17.70       0.06       0.54       0.60       (0.20     (1.07           (1.27     17.03       3.63 (4)      8,473       1.39 (5)      1.35 (5)      0.71 (5)      21  

R5

    17.82       0.09       0.55       0.64       (0.26     (1.07           (1.33     17.13       3.81 (4)      2,604       1.09 (5)      1.05 (5)      1.02 (5)      21  

Y

    17.83       0.09       0.55       0.64       (0.26     (1.07           (1.33     17.14       3.84 (4)      162,435       0.99 (5)      0.99 (5)      1.05 (5)      21  

F

    17.42       0.10       0.52       0.62       (0.27     (1.07           (1.34     16.70       3.78 (4)      84,717       0.98 (5)      0.98 (5)      1.14 (5)      21  

For the Year Ended October 31, 2017

 

                     

A

  $ 13.61     $ 0.09     $ 3.87     $ 3.96     $ (0.06   $     $     $ (0.06   $ 17.51       29.29   $ 63,826       1.43     1.43     0.59     36

C

    12.32       (0.02     3.50       3.48                               15.80       28.25       11,541       2.18       2.17       (0.15     36  

I

    13.53       0.15       3.84       3.99       (0.11                 (0.11     17.41       29.76       61,910       1.05       1.05       0.97       36  

R3

    13.69       0.06       3.89       3.95       (0.03                 (0.03     17.61       28.95       9,709       1.69       1.65       0.37       36  

R4

    13.77       0.11       3.90       4.01       (0.08                 (0.08     17.70       29.35       8,412       1.39       1.35       0.71       36  

R5

    13.86       0.15       3.93       4.08       (0.12                 (0.12     17.82       29.75       2,241       1.09       1.05       0.99       36  

Y

    13.88       0.14       3.94       4.08       (0.13                 (0.13     17.83       29.72       157,763       1.00       1.00       0.91       36  

F(7)

    14.12       0.13       3.17       3.30                               17.42       23.37 (4)      74,987       0.98 (5)      0.98 (5)      1.24 (5)      36  

For the Year Ended October 31, 2016

 

                     

A

  $ 14.49     $ 0.07     $ (0.83   $ (0.76   $ (0.05   $ (0.07   $     $ (0.12   $ 13.61       (5.31 )%    $ 61,507       1.47     1.47 %(17)      0.48     43

B

    13.56       (0.07     (0.75     (0.82           (0.07           (0.07     12.67       (6.05     318       2.70       2.29 (17)      (0.53     43  

C

    13.18       (0.03     (0.76     (0.79           (0.07           (0.07     12.32       (5.99     11,202       2.21       2.21 (17)      (0.27     43  

I

    14.41       0.11       (0.81     (0.70     (0.11     (0.07           (0.18     13.53       (4.90     66,525       1.11       1.11 (17)      0.83       43  

R3

    14.58       0.04       (0.84     (0.80     (0.02     (0.07           (0.09     13.69       (5.47     8,954       1.69       1.66 (17)      0.32       43  

R4

    14.66       0.09       (0.85     (0.76     (0.06     (0.07           (0.13     13.77       (5.17     7,619       1.39       1.36 (17)      0.66       43  

R5

    14.76       0.21       (0.93     (0.72     (0.11     (0.07           (0.18     13.86       (4.92     1,975       1.10       1.06 (17)      1.51       43  

Y

      14.76         0.15         (0.84       (0.69       (0.12       (0.07       —         (0.19       13.88       (4.73       290,395       0.99       0.99 (17)      1.09       43  

For the Year Ended October 31, 2015

 

                     

A

  $ 16.85     $ 0.04     $ 0.85     $ 0.89     $ (0.24   $ (3.01   $     $ (3.25   $ 14.49       7.24   $ 74,087       1.47     1.47     0.27     55

B

    15.88       (0.07     0.83       0.76       (0.07     (3.01           (3.08     13.56       6.64       1,072       2.58       2.16       (0.53     55  

C

    15.61       (0.06     0.78       0.72       (0.14     (3.01           (3.15     13.18       6.56       15,623       2.19       2.19       (0.47     55  

I

    16.76       0.11       0.83       0.94       (0.28     (3.01           (3.29     14.41       7.68       77,563       1.09       1.09       0.76       55  

R3

    16.94       0.01       0.87       0.88       (0.23     (3.01           (3.24     14.58       7.12       10,022       1.69       1.65       0.10       55  

R4

    17.02       0.06       0.87       0.93       (0.28     (3.01           (3.29     14.66       7.43       7,413       1.39       1.35       0.42       55  

R5

    17.11       0.11       0.86       0.97       (0.31     (3.01           (3.32     14.76       7.69       476       1.12       1.05       0.75       55  

Y

    17.12       0.12       0.85       0.97       (0.32     (3.01           (3.33     14.76       7.72       166,480       0.99       0.99       0.82       55  

For the Year Ended October 31, 2014

 

                   

A

  $ 17.46     $ 0.07     $ (0.65   $ (0.58   $ (0.03   $     $     $ (0.03   $ 16.85       (3.33 )%    $ 69,074       1.49     1.49     0.37     66

B

    16.57       (0.10     (0.59     (0.69                             15.88       (4.16     2,524       2.52       2.29       (0.58     66  

C

    16.27       (0.05     (0.61     (0.66                             15.61       (4.06     16,752       2.19       2.19       (0.32     66  

I

    17.39       0.15       (0.68     (0.53     (0.10                 (0.10     16.76       (3.08     37,503       1.19       1.19       0.86       66  

R3

    17.58       0.04       (0.66     (0.62     (0.02                 (0.02     16.94       (3.54     9,399       1.70       1.65       0.20       66  

R4

    17.65       0.09       (0.65     (0.56     (0.07                 (0.07     17.02       (3.22     6,754       1.40       1.35       0.50       66  

R5

    17.72       0.13       (0.64     (0.51     (0.10                 (0.10     17.11       (2.90     343       1.10       1.05       0.70       66  

Y

    17.73       0.15       (0.65     (0.50     (0.11                 (0.11     17.12       (2.88     116,958       0.99       0.99       0.84       66  

 

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

 

 

  86  

 


Hartford International/Global Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford International Small Company Fund - (continued)                  

For the Year Ended October 31, 2013

 

                   

A

  $ 13.14     $ 0.05     $ 4.51     $ 4.56     $ (0.24   $     $     $ (0.24   $ 17.46       35.16   $ 63,926       1.54     1.54     0.34     78

B

    12.47       (0.06     4.28       4.22       (0.12                 (0.12     16.57       34.12       4,504       2.55       2.29       (0.43     78  

C

    12.26       (0.05     4.20       4.15       (0.14                 (0.14     16.27       34.19       11,936       2.28       2.28       (0.39     78  

I

    13.09       0.10       4.49       4.59       (0.29                 (0.29     17.39       35.66       5,546       1.11       1.11       0.64       78  

R3

    13.24       0.04       4.53       4.57       (0.23                 (0.23     17.58       35.02       7,319       1.69       1.65       0.24       78  

R4

    13.29       0.08       4.55       4.63       (0.27                 (0.27     17.65       35.44       3,662       1.39       1.35       0.53       78  

R5

    13.34       0.14       4.54       4.68       (0.30                 (0.30     17.72       35.74       622       1.11       1.05       0.93       78  

Y

    13.34       0.14       4.56       4.70       (0.31                 (0.31     17.73       35.86       216,574       0.99       0.99       0.94       78  
The Hartford International Value Fund                        

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

                   

A

  $ 17.87     $ 0.09     $ 0.51     $ 0.60     $ (0.55   $ (0.61   $     $ (1.16   $ 17.31       3.48 %(4)    $ 376,903       1.19 %(5)      1.19 %(5)      1.07 %(5)      8

C

    17.61       0.03       0.50       0.53       (0.44     (0.61           (1.05     17.09       3.14 (4)      34,153       1.92 (5)      1.92 (5)      0.33 (5)      8  

I

      18.07         0.12         0.51         0.63         (0.61       (0.61       —         (1.22       17.48       3.64 (4)        1,113,718       0.89 (5)      0.89 (5)      1.33 (5)      8  

R3

    17.99       0.07       0.50       0.57       (0.53     (0.61           (1.14     17.42       3.33 (4)      994       1.54 (5)      1.54 (5)      0.75 (5)      8  

R4

    17.98       0.09       0.51       0.60       (0.55     (0.61           (1.16     17.42       3.48 (4)      1,925       1.24 (5)      1.24 (5)      1.05 (5)      8  

R5

    18.13       0.13       0.49       0.62       (0.61     (0.61           (1.22     17.53       3.60 (4)      27,240       0.92 (5)      0.92 (5)      1.43 (5)      8  

Y

    18.43       0.13       0.52       0.65       (0.62     (0.61           (1.23     17.85       3.68 (4)      784,867       0.86 (5)      0.86 (5)      1.43 (5)      8  

F

    18.09       0.14       0.49       0.63       (0.62     (0.61           (1.23     17.49       3.67 (4)      525,346       0.82 (5)      0.82 (5)      1.63 (5)      8  

For the Year Ended October 31, 2017

 

                   

A

  $ 15.02     $ 0.28     $ 3.28     $ 3.56     $ (0.27   $ (0.44   $     $ (0.71   $ 17.87       24.76   $ 379,165       1.32     1.32     1.77     26

C

    14.80       0.18       3.24       3.42       (0.17     (0.44           (0.61     17.61       24.01       34,949       1.93       1.93       1.14       26  

I

    15.19       0.40       3.26       3.66       (0.34     (0.44           (0.78     18.07       25.21       1,196,683       0.93       0.93       2.43       26  

R3

    15.14       0.25       3.30       3.55       (0.26     (0.44           (0.70     17.99       24.46       933       1.57       1.57       1.51       26  

R4

    15.12       0.31       3.28       3.59       (0.29     (0.44           (0.73     17.98       24.83       1,758       1.25       1.25       1.91       26  

R5

    15.24       0.46       3.21       3.67       (0.34     (0.44           (0.78     18.13       25.18       21,727       0.93       0.93       2.65       26  

Y

    15.48       0.40       3.34       3.74       (0.35     (0.44           (0.79     18.43       25.29       736,027       0.86       0.86       2.37       26  

F(7)

    15.50       0.31       2.28       2.59                               18.09       16.71 (4)      377,877       0.83 (5)      0.83 (5)      2.61 (5)      26  

For the Year Ended October 31, 2016

 

                   

A

  $ 14.31     $ 0.19     $ 0.96     $ 1.15     $ (0.18   $ (0.26   $     $ (0.44   $ 15.02       8.38   $ 445,154       1.35     1.35 %(18)      1.40     32

C

    14.06       0.09       0.96       1.05       (0.05     (0.26           (0.31     14.80       7.70       34,860       2.00       2.00 (18)      0.70       32  

I

    14.45       0.24       0.98       1.22       (0.22     (0.26           (0.48     15.19       8.84       685,403       0.98       0.98 (18)      1.74       32  

R3

    14.28       0.12       1.00       1.12             (0.26           (0.26     15.14       8.08       545       1.61       1.61 (18)      0.85       32  

R4

    14.36       0.19       0.98       1.17       (0.15     (0.26           (0.41     15.12       8.48       1,679       1.30       1.30 (18)      1.36       32  

R5

    14.46       0.23       0.99       1.22       (0.18     (0.26           (0.44     15.24       8.83       708       1.00       1.00 (18)      1.67       32  

Y

    14.72       0.27       0.98       1.25       (0.23     (0.26           (0.49     15.48       8.90       361,119       0.89       0.89 (18)      1.88       32  

For the Year Ended October 31, 2015

 

                   

A

  $ 14.37     $ 0.16     $ (0.15   $ 0.01     $ (0.07   $     $     $ (0.07   $ 14.31       0.08   $ 376,993       1.35     1.35     1.11     23

C

    14.16       0.03       (0.11     (0.08     (0.02                 (0.02     14.06       (0.56     47,089       2.01       2.01       0.24       23  

I

    14.49       0.18       (0.12     0.06       (0.10                 (0.10     14.45       0.45       679,114       0.98       0.98       1.24       23  

R3

    14.33       0.10       (0.12     (0.02     (0.03                 (0.03     14.28       (0.15     1,279       1.60       1.60       0.68       23  

R4

    14.42       0.16       (0.15     0.01       (0.07                 (0.07     14.36       0.08       2,431       1.30       1.30       1.08       23  

R5

    14.50       0.19       (0.13     0.06       (0.10                 (0.10     14.46       0.40       1,183       0.99       0.99       1.25       23  

Y

    14.75       0.21       (0.13     0.08       (0.11                 (0.11     14.72       0.55       179,103       0.90       0.90       1.41       23  

 

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

 

 

  87  

 


Hartford International/Global Equity Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford International Value Fund - (continued)                  

For the Year Ended October 31, 2014

 

                   

A

  $ 14.22     $ 0.14     $ 0.01     $ 0.15     $     $     $     $     $ 14.37       1.05   $ 116,268       1.37     1.36     0.94     31

C

    14.11       0.03       0.02       0.05                               14.16       0.35       52,779       2.05       2.04       0.19       31  

I

      14.29         0.18         0.02         0.20         —         —         —         —         14.49       1.40         515,604       1.02       1.01       1.20       31  

R3

    14.22       0.10       0.01       0.11                               14.33       0.77       1,223       1.70       1.60       0.66       31  

R4

    14.26       0.15       0.01       0.16                               14.42       1.12       1,111       1.39       1.30       0.96       31  

R5

    14.30       0.21       (0.01     0.20                               14.50       1.40       1,185       1.08       1.00       1.37       31  

Y

    14.54       0.19       0.02       0.21                               14.75       1.44       47,264       0.96       0.95       1.26       31  

For the Year Ended October 31, 2013

 

                   

A

  $ 11.83     $ 0.21     $ 3.22     $ 3.43     $   (0.94   $     $   (0.10   $   (1.04   $ 14.22       30.95   $ 13,315       1.91     1.40     1.67     253

C

    11.75       0.12       3.20       3.32       (0.87           (0.09     (0.96     14.11       30.00       2,604       2.57       2.11       0.91       253  

I

    11.89       0.25       3.24       3.49       (0.98           (0.11     (1.09     14.29       31.36       2,558       1.48       1.02       1.93       253  

R3

    11.83       0.21       3.20       3.41       (0.92           (0.10     (1.02     14.22       30.67       823       2.17       1.60       1.63       253  

R4

    11.86       0.24       3.21       3.45       (0.95           (0.10     (1.05     14.26       31.06       801       1.86       1.30       1.93       253  

R5

    11.89       0.28       3.22       3.50       (0.98           (0.11     (1.09     14.30       31.44       809       1.56       1.00       2.23       253  

Y

    11.91       0.23       3.50       3.73       (0.99           (0.11     (1.10     14.54       33.53       10,725       1.27       0.81       1.86       253  

 

(1)  Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.
(2)  Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.
(3)  Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).
(4)  Not annualized.
(5)  Annualized.
(6)  Commenced operations on February 28, 2018.
(7)  Commenced operations on February 28, 2017.
(8)  Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the Fund and the amount and timing of per-share net realized and unrealized gain (loss) on such shares.
(9)  Excluding the expenses not subject to cap, the ratios would have been 1.75%, 2.50%, 1.35%, 1.95%, 1.65%, 1.35% and 1.30% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(10)  Commenced operations on February 29, 2016
(11)  Excluding the expenses not subject to cap, the ratios would have been 1.25%, 2.00%, 1.99%, 0.96%, 1.35%, 1.05%, 0.95% and 0.86% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(12)  During the year ended October 31, 2014, the Fund incurred $165.7 million in sales of securities held associated with the transition of assets from The Hartford Global Growth Fund, which merged into the Fund on April 7, 2014. These sales are excluded from the portfolio turnover rate calculation.
(13)  Excluding the expenses not subject to cap, the ratios would have been 1.25%, 2.00%, 2.00%, 0.93%, 1.45%, 1.15%, 0.85% and 0.80% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(14)  Excluding the expenses not subject to cap, the ratios would have been 1.19%, 1.94%, 1.94%, 0.89%, 1.49%, 1.19%, 0.89% and 0.79% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(15)  Excluding the expenses not subject to cap, the ratios would have been 1.30%, 2.05%, 2.05%, 1.00%, 1.60%, 1.30%, 1.00% and 0.95% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(16)  Commenced operations on November 7, 2014.
(17)  Excluding the expenses not subject to cap, the ratios would have been 1.46%, 2.28%, 2.20%, 1.10%, 1.65%, 1.35%, 1.05% and 0.98% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(18)  Excluding the expenses not subject to cap, the ratios would have been 1.34%, 1.99%, 0.97%, 1.60%, 1.29%, 0.99%, and 0.88% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.

 

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

 

 

  88  

 


Hartford International/Global Equity Funds

Notes to Financial Statements

April 30, 2018 (Unaudited)

 

 

 

1. Organization:

The Hartford Mutual Funds, Inc. (the “Company”) is an open-end registered management investment company comprised of forty-three series, as of April 30, 2018. Financial statements for the series of the Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.

The Hartford Mutual Funds, Inc.:

Hartford Emerging Markets Equity Fund (the “Emerging Markets Equity Fund”)

Hartford Environmental Opportunities Fund (the “Environmental Opportunities Fund”)

Hartford Global Capital Appreciation Fund (the “Global Capital Appreciation Fund”)

Hartford Global Equity Income Fund (the “Global Equity Income Fund”)

Hartford International Equity Fund (the “International Equity Fund”)

The Hartford International Growth Fund (the “International Growth Fund”)

The Hartford International Opportunities Fund (the “International Opportunities Fund”)

The Hartford International Small Company Fund (the “International Small Company Fund”)

The Hartford International Value Fund (the “International Value Fund”)

The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. The Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund is a diversified open-end management investment company. Each Fund applies specialized accounting and reporting standards under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies”.

Each Fund has registered for sale Class A, Class, T, Class C, Class I, Class R3, Class R4, Class R5, Class Y and Class F shares. As of April 30, 2018, Class T shares have not commenced operations. Each Fund, except for Global Capital Appreciation Fund, Global Equity Income Fund, International Small Company Fund and International Value Fund, has registered for sale Class R6 shares. Class A shares of each Fund are sold with a front-end sales charge of up to 5.50%. Class T shares of each Fund have a front-end sales charge of up to 2.50%. Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Classes I, R3, R4, R5, R6, Y and F shares are sold without a sales charge. Each of International Small Company Fund, International Value Fund, and Class A, Class C, Class I, Class R3, Class R4, and Class R5 of the International Equity Fund is closed to new investors until further notice, subject to certain exceptions. For more information please see the Funds’ prospectus.

 

2. Significant Accounting Policies:

The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

 

  a) Determination of Net Asset Value – The net asset value (“NAV”) of each class of each Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”). Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.

 

  b)

Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of last reported trade prices or official close price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers, or independent pricing services. If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of the Company. Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary

 

 

  89  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

  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 Company’s Board of Directors in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.

Fixed income investments (other than short-term obligations and senior floating rate interests), non-exchange-traded derivatives and centrally cleared swaps held by a Fund are normally valued on the basis of quotes obtained from brokers and dealers or independent pricing services in accordance with procedures established by the Company’s Board of Directors. Prices obtained from independent pricing services use information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Senior floating rate interests generally trade in over-the-counter (“OTC”) markets and are priced through an independent pricing service utilizing independent market quotations from loan dealers or financial institutions. Generally, a Fund may use fair valuation in regard to fixed income positions when the Fund holds defaulted or distressed investments or investments in a company in which a reorganization is pending. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

Exchange-traded options, futures and options on futures are valued at the settlement price or last trade price determined by the relevant exchange as of the NYSE Close. If a last trade price is not available, the value will be the mean of the bid and ask prices as of the NYSE Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the bid price as of the NYSE Close. In the case of options privately negotiated in the over-the-counter market (“OTC options”) and such instruments that do not trade on an exchange, values may be supplied by a pricing service using a formula or other objective method that may take into consideration the style, direction, expiration, strike price, notional value and volatility or other special adjustments.

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

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

Investments in open-end mutual funds are valued at the respective NAV of each open-end mutual fund on the Valuation Date. Such open-end mutual funds may use fair value pricing as disclosed in their prospectuses.

Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with procedures established by the Company’s Board of Directors.

U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:

 

    Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange-traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange-traded funds, rights and warrants.

 

 

  90  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

    Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange-traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.
    Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.

The Board of Directors of the Company generally reviews and approves the “Procedures for Valuation of Portfolio Investments” at least once a year. These procedures define how investments are to be valued, including the formation and activities of a Valuation Committee. The Valuation Committee is responsible for determining in good faith the fair value of investments when the value cannot be obtained from primary pricing services or alternative sources or if the valuation of an investment as provided by the primary pricing service or alternative source is believed not to reflect the investment’s fair value as of the Valuation Date. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser, as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board of Directors of the Company. The Audit Committee receives quarterly written reports which include details of all fair-valued investments, including the reason for the fair valuation, and an indication, when possible, of the accuracy of the valuation by disclosing the next available reliable public price quotation or the disposition price of such investments (the “lookback” test). The Board of Directors of the Company then must consider for ratification all of the fair value determinations made during the previous quarter.

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

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

Hartford Emerging Markets Equity Fund Level 3 Holdings on April 30, 2018

Quantitative Information about Level 3 Fair Value Measurements:

 

Security Type / Valuation Technique*

    

Unobservable Input

     Input Value(s)
Range
       Fair Value at
April 30, 2018
 

Common Stock

              

Cost

    

Trade Price

       $2,478.61        $     6,952,491  
              

 

 

 

Total

               $ 6,952,491  
              

 

 

 

 

  * The Valuation Committee may consider applying appropriate valuation methodologies, which may include, but are not limited to: valuation through use of a “proxy” investment or index, discount from market value of a similar freely traded investment, a discount or premium which may consider market or regulatory sentiment (or other subjective determinations, inputs or factors not otherwise quantifiable), and any other appropriate method.

 

 

  91  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

The Hartford Global Capital Appreciation Fund Level 3 Holdings on April 30, 2018

Quantitative Information about Level 3 Fair Value Measurements:

 

Security Type / Valuation Technique*

    

Unobservable Input

     Input Value(s)
Range
       Fair Value at
April 30, 2018
 

Common Stock

              

Model

    

Price/Earnings

       17.9x        $ 303,360  

Model

    

EV/Revenue

       2.71x to 3.71          347,954  

Model

    

EV/EBITDA

       5.6 to 10.6x          976,763  

Cost

    

Trade Price

       $0.00 to $2478.61              11,996,109  

Preferred Stock

              

Model

    

EV/Revenue

       2.1x to 5.4x          2,791,765  

Cost

    

Trade Price

       $4.97 to $67.40          7,679,881  

Convertible Preferred Stock

         

Cost

    

Trade Price

       $8.27 to $51.81          2,196,353  
              

 

 

 

Total

               $     26,292,185  
              

 

 

 

 

  * The Valuation Committee may consider applying appropriate valuation methodologies, which may include, but are not limited to: valuation through use of a “proxy” investment or index, discount from market value of a similar freely traded investment, a discount or premium which may consider market or regulatory sentiment (or other subjective determinations, inputs or factors not otherwise quantifiable), and any other appropriate method.

The Hartford International Opportunities Fund Level 3 Holdings on April 30, 2018

Quantitative Information about Level 3 Fair Value Measurements:

 

Security Type / Valuation Technique*

    

Unobservable Input

     Input Value(s)
Range
       Fair Value at
April 30, 2018
 

Common Stock

              

Cost

    

Trade Price

       $2,478.61        $ 90,087,436  
              

 

 

 

Total

               $     90,087,436  
              

 

 

 

 

  * The Valuation Committee may consider applying appropriate valuation methodologies, which may include, but are not limited to: valuation through use of a “proxy” investment or index, discount from market value of a similar freely traded investment, a discount or premium which may consider market or regulatory sentiment (or other subjective determinations, inputs or factors not otherwise quantifiable), and any other appropriate method.

 

  c) Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost.

Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts and additional principal received in-kind in lieu of cash, is accrued on a daily basis

 

  d) Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. A Fund may also be subject to taxes withheld on foreign dividends from securities in which the Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net realized gain on investments in these securities, if applicable.

 

  e) Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.

A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.

Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.

 

 

  92  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

  f) Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements.

 

  g) Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund’s net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class of the Fund. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund.

Orders for the purchase of a Fund’s shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV.

Dividends are declared pursuant to a policy adopted by the Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of each Fund is to pay dividends from net investment income and realized gains, if any, at least once a year except the Global Equity Income Fund pays dividends from net investment income quarterly.

Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).

 

3. Securities and Other Investments:

 

  a) Illiquid and Restricted Investments – Each Fund is permitted to invest up to 15% of its net assets in illiquid investments. Illiquid investments are those that may not be sold or disposed of in the ordinary course of business within seven days, at approximately the price used to determine a Fund’s NAV. A Fund may not be able to sell illiquid investments when its sub-adviser considers it desirable to do so or may have to sell such investments at a price that is lower than the price that could be obtained if the investments were more liquid. A sale of illiquid investments may require more time and may result in higher dealer discounts and other selling expenses than does the sale of those that are liquid. Illiquid investments also may be more difficult to value due to the unavailability of reliable market quotations for such investments, and an investment in them may have an adverse impact on a Fund’s NAV. Each Fund may also purchase certain investments that can only be resold to certain qualified investors and may be determined to be liquid pursuant to policies and guidelines established by the Company’s Board of Directors. See each Fund’s Schedule of Investments, if applicable, for illiquid or restricted investments as of April 30, 2018.

 

4. Financial Derivative Instruments:

The following disclosures contain information on how and why a Fund may use derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.

 

  a) Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.

Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the

 

 

  93  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.

During the six-month period ended April 30, 2018, Global Capital Appreciation Fund had used Foreign Currency Contracts.

 

  b) Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund may use futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.

During the six-month period ended April 30, 2018, Emerging Markets Equity Fund and International Value Fund had used Futures Contracts.

 

  c) Additional Derivative Instrument Information:

Emerging Markets Equity Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Liabilities:

 

Unrealized depreciation on futures contracts(1)

   $      $      $      $ 82,815      $      $      $ 82,815  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     —      $     —      $     82,815      $     —      $     —      $     82,815  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
    Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

             

Net realized gain (loss) on futures contracts

   $      $      $      $ (137,641   $      $      $ (137,641
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     —      $     —      $     —      $     (137,641   $     —      $     —      $     (137,641
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

       

Net change in unrealized appreciation (depreciation) of futures contracts

   $      $      $      $ (114,144   $      $      $ (114,144
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     —      $     —      $     —      $ (114,144   $     —      $     —      $ (114,144
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Futures Contracts Long at Number of Contracts

     27  

 

 

  94  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Global Capital Appreciation Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Unrealized appreciation on foreign currency contracts

   $      $ 178,345      $      $      $      $      $ 178,345  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     178,345      $     —      $     —      $     —      $     —      $     178,345  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

             

Net realized gain (loss) on foreign currency contracts

   $      $ (149,665   $      $      $      $      $ (149,665
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     (149,665   $      $      $      $      $     (149,665
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

        

Net change in unrealized appreciation (depreciation) of foreign currency contracts

   $      $ (14,301   $      $      $     —      $     —      $ (14,301
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $ (14,301   $     —      $     —      $     —      $     —      $ (14,301
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Foreign Currency Contracts Sold at Contract Amount

   $     5,899,417  

International Value Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Unrealized appreciation on futures contracts(1)

   $     —      $     —      $     —      $ 396,525      $     —      $     —      $ 396,525  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     —      $     —      $     396,525      $     —      $     —      $     396,525  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

              

Net realized gain (loss) on futures contracts

   $     —      $     —      $     —      $ 1,051,411      $     —      $     —      $ 1,051,411  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     —      $     —      $ 1,051,411      $     —      $     —      $ 1,051,411  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  95  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

International Value Fund – (continued)

 

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
    Commodity
Contracts
     Other
Contracts
     Total  

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

       

Net change in unrealized appreciation (depreciation) of futures contracts

   $     —      $     —      $     —      $     (1,319,008   $     —      $     —      $     (1,319,008
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     —      $     —      $     —      $ (1,319,008   $     —      $     —      $ (1,319,008
  

 

 

    

 

 

    

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Futures Contracts Long at Number of Contracts

     813  

 

  (1)  Amount represents the cumulative appreciation (depreciation) on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statements of Assets and Liabilities.

 

  d) Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to the Fund, against any liabilities or payment obligations of the Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.

The following tables present the Funds’ derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by the Funds as of April 30, 2018:

Emerging Markets Equity Fund

 

Derivative Financial Instruments:

   Assets      Liabilities  

Futures contracts

   $     —      $     (82,815
  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

            (82,815
  

 

 

    

 

 

 

Derivatives not subject to a MNA

            82,815  
  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $      $  
  

 

 

    

 

 

 

Global Capital Appreciation Fund

 

Derivative Financial Instruments:

   Assets      Liabilities  

Foreign currency contracts

   $     178,345      $     —  
  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     178,345         
  

 

 

    

 

 

 

Derivatives not subject to a MNA

             
  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 178,345      $  
  

 

 

    

 

 

 

 

 

  96  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Global Capital Appreciation Fund

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Australia and New Zealand Banking Group

   $     178,345      $     —      $     —      $     —      $     178,345  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

International Value Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Futures contracts

   $ 396,525     $  
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     396,525        
  

 

 

   

 

 

 

Derivatives not subject to a MNA

         (396,525         —  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     $  
  

 

 

   

 

 

 

 

5. Principal Risks:

A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks.

The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s Schedule of Investments.

Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage-backed securities, senior floating rate interests and certain asset-backed securities. For certain asset-backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets.

 

 

  97  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

 

6. Federal Income Taxes:

 

  a) Each Fund intends to continue to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2018. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

 

  b) Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at April 30, 2018 was substantially the same for book purposes. The net unrealized appreciation/(depreciation) on investments, which consists of gross unrealized appreciation and depreciation, is disclosed below:

 

Fund

   Tax Cost      Gross
Unrealized
Appreciation
     Gross
Unrealized
Depreciation
    Net Unrealized
Appreciation
 

Emerging Markets Equity Fund

   $ 137,597,048      $ 16,992,132      $ (4,142,678   $ 12,849,454  

Environmental Opportunities Fund

     36,772,204        4,891,446        (1,227,021     3,664,425  

Global Capital Appreciation Fund

     1,012,774,550        88,788,530        (41,305,853     47,482,677  

Global Equity Income Fund

     143,567,231        26,805,382        (6,680,712     20,124,670  

International Equity Fund

     70,628,143        4,953,521        (1,809,116     3,144,405  

International Growth Fund

     274,394,270        46,239,225        (4,487,574     41,751,651  

International Opportunities Fund

         3,784,256,848            347,207,522        (73,950,635     273,256,887  

International Small Company Fund

     336,689,894        64,943,998        (15,327,203     49,616,795  

International Value Fund

     2,575,686,225        394,253,895            (104,632,867         289,621,028  

 

  c) Capital Loss Carryforward – On December 22, 2010, the Regulated Investment Company Modernization Act of 2010 (the “Act”) was enacted, which made changes to the capital loss carryforward rules. The changes are effective for taxable years beginning after the date of enactment. Under the Act, funds are permitted to carry forward capital losses for an unlimited period. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years, which carry an expiration date. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital loss carryforwards retain their character as either short-term or long-term capital losses rather than being considered all short-term as permitted under prior regulation.

At October 31, 2017 (tax year end), each Fund’s capital loss carryforwards for U.S. federal income tax purposes were as follows:

 

     Year of Expiration      Perpetual
Short-Term
Capital Loss
Carryforward
     Perpetual
Long-Term
Capital Loss
Carryforward
 

Fund

   2018        

Emerging Markets Equity Fund

   $      $     15,080,888      $  

Global Equity Income Fund

         2,733,538        6,036,669            12,324,208  

International Growth Fund

            1,349,608         

The Environmental Opportunities Fund, Global Capital Appreciation Fund, International Equity Fund, International Opportunities Fund, International Small Company Fund and International Value Fund had no capital loss carryforward for U.S. federal income tax purposes as of October 31, 2017.

 

 

  98  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

During the fiscal year ended October 31, 2017, the Emerging Markets Equity Fund, Global Capital Appreciation Fund, International Equity Fund, International Growth Fund, International Opportunities Fund and International Small Company Fund utilized prior year capital loss carryforwards of $12,464,334, $67,848,040, $1,409,379, $8,173,341, $57,687,283 and $3,124,435, respectively.

During the fiscal year ended October 31, 2017, the Global Equity Income Fund and International Growth Fund had expired prior year capital loss carryforwards of $169,331 and $110,545,296.

 

7. Expenses:

 

  a) Investment Management Agreement – Hartford Funds Management Company, LLC (“HFMC”) serves as each Fund’s investment manager. The Company, on behalf of each Fund, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund, in accordance with the Fund’s investment objective and policies. Each Fund pays a fee to HFMC, a portion of which may be used to compensate Wellington Management.

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2018; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:

 

Fund

  

Management Fee Rates

Emerging Markets Equity Fund

  

0.9000% on first $500 million and;

  

0.8500% on next $500 million and;

  

0.8000% over $1 billion

Environmental Opportunities Fund

  

0.6200% on first $500 million and;

  

0.6000% on next $500 million and;

  

0.5800% on next $1.5 billion and ;

  

0.5750% on next $2.5 billion and;

  

0.5700% over $5 billion

Global Capital Appreciation Fund

  

0.8500% on first $500 million and;

  

0.7500% on next $500 million and;

  

0.6500% on next $4 billion and;

  

0.6300% on next $5 billion and;

  

0.6250% over $10 billion

Global Equity Income Fund

  

0.7500% on first $500 million and;

  

0.7000% on next $500 million and;

  

0.6900% on next $4 billion and;

  

0.6850% on next $5 billion and;

  

0.6700% over $10 billion

International Equity Fund

  

0.4600% on first $1 billion and;

  

0.4500% on next $1 billion and;

  

0.4400% on next $3 billion and

  

0.4300% over $5 billion

International Growth Fund

  

0.8500% on first $250 million and;

  

0.7500% on next $250 million and;

  

0.7000% on next $500 billion and;

  

0.6500% over $1 billion

 

 

  99  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fund

  

Management Fee Rates

International Opportunities Fund

  

0.7500% on first $500 million and;

  

0.6500% on next $500 million and;

  

0.6400% on next $1.5 billion and;

  

0.6350% on next $2.5 billion and;

  

0.6300% on next $5 billion and;

  

0.6250% over $10 billion

International Small Company Fund

  

0.9000% on first $500 million and;

  

0.8500% on next $500 million and;

  

0.8000% on next $4 billion and;

  

0.7975% on next $5 billion and;

  

0.7950% over $10 billion

International Value Fund

  

0.8500% on first $500 million and;

  

0.8000% on next $500 million and;

  

0.7500% on next $4 billion and;

  

0.7475% on next $5 billion and;

  

0.7450% over $10 billion

Prior to March 1, 2018, the Environmental Opportunities Fund paid the following rates to HFMC for investment management services rendered:

 

Environmental Opportunities Fund

  

0.8000% on first $500 million and;

  

0.7500% on next $500 million and;

  

0.7300% on next $1.5 billion and;

  

0.7250% on next $2.5 billion and;

  

0.7200% over $5 billion

Prior to March 1, 2018, the International Equity Fund paid the following rates to HFMC for investment management services rendered:

 

International Equity Fund

  

0.6000% on first $1 billion and;

  

0.5900% on next $4 billion and;

  

0.5800% over $5 billion

Prior to March 1, 2018, the International Growth Fund paid the following rates to HFMC for investment management services rendered:

 

International Growth Fund

  

0.8500% on first $500 million and;

  

0.8000% on next $500 million and;

  

0.7500% on next $4 billion and;

  

0.7475% on next $5 billion and;

  

0.7450% over $10 billion

 

  b) Accounting Services Agreement – Pursuant to the Fund Accounting Agreement between HFMC and the Company, on behalf of each Fund, HFMC provides accounting services to each Fund and receives monthly compensation based on each Fund’s average daily net assets at the rates set forth below. Each Fund’s accounting services fees are accrued daily and paid monthly.

 

Fund

  

Accounting Services Fee Rates

Emerging Markets Equity Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Environmental Opportunities Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

 

 

  100  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fund

  

Accounting Services Fee Rates

Global Capital Appreciation Fund

  

0.022% on first $3.5 billion and;

  

0.018% on next $3.5 billion and;

  

0.015% over $7 billion

Global Equity Income Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

International Equity Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

International Growth Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

International Opportunities Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

International Small Company Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

International Value Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

HFMC has delegated certain accounting and administrative services functions to State Street Bank and Trust Company (“State Street”). The costs and expenses of such delegation are borne by HFMC, not by the Funds, and HFMC compensates State Street for its services out of its own resources.

 

  c) Operating Expenses – Allocable expenses incurred by the Company are allocated to each series within such Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of April 30, 2018, HFMC contractually limited the total operating expenses of each of the following Funds, exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses, through February 28, 2019 as follows:

 

    Expense Limit as a Percentage of Average Daily Net Assets  

Fund

  Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Emerging Markets Equity Fund

    1.45     2.20     1.20     1.70     1.45     1.15     0.98     1.10     0.98

Environmental Opportunities Fund

    1.19     1.94     0.89     1.41     1.11     0.81     0.69     0.75     0.69

Global Capital Appreciation Fund

    1.25     2.00     1.00     1.35     1.05     0.95     NA       0.90     0.90

Global Equity Income Fund

    1.25     2.00     1.00     1.45     1.15     0.85     NA       0.80     0.80

International Equity Fund

    1.04     1.79     0.74     1.26     0.96     0.66     0.54     0.65     0.54

International Growth Fund

    1.30     2.05     1.00     1.60     1.30     1.00     0.90     0.95     0.90

International Small Company Fund

    1.60     2.35     1.35     1.65     1.35     1.05     NA       1.00     1.00

From November 1, 2017 through February 28, 2018, HFMC contractually limited the total operating expenses of each of the following Funds, exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses, as follows:

 

    Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Environmental Opportunities Fund

    1.30     2.05     1.05     1.60     1.30     1.00     0.90     0.90     0.90

International Equity Fund

    1.11     1.86     0.86     1.41     1.16     0.86     NA       0.76     0.66

 

 

  101  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

    Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

International Opportunities Fund

    1.30     2.05     1.05     1.50     1.20     0.90     0.85     0.85     0.85

International Value Fund

    1.40     2.15     1.15     1.60     1.30     1.00     NA       0.95     0.90

 

  d) Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund’s expenses. In addition, the Funds’ custodian bank has agreed to reduce its fees when a Fund maintains cash on deposit in a non-interest-bearing custody account. For the six-month period ended April 30, 2018, these amounts, if any, are included in the Statements of Operations.

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

 

Fund

  Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Emerging Markets Equity Fund

    1.33     2.20     1.06     1.69     1.34     1.10     0.98     1.02     0.98

Environmental Opportunities Fund

    1.13     1.01     0.83     1.04     0.99     0.93     0.82     0.83     0.82

Global Capital Appreciation Fund

    1.25     1.99     0.93     1.35     1.05     0.95           0.90     0.86

Global Equity Income Fund

    1.23     2.00     0.91     1.45     1.15     0.85           0.80     0.80

International Equity Fund

    1.05     1.78     0.70     1.34     1.04     0.74     0.54     0.62     0.62

International Growth Fund

    1.30     2.05     0.99     1.60     1.30     1.00     0.90     0.92     0.90

International Opportunities Fund

    1.10     1.86     0.78     1.41     1.11     0.80     0.70     0.73     0.70

International Small Company Fund

    1.46     2.21     1.08     1.65     1.35     1.05           0.99     0.98

International Value Fund

    1.19     1.92     0.89     1.54     1.24     0.92           0.86     0.82

 

  e) Sales Charges and Distribution and Service Plan for Class A, T, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the six-month period ended April 30, 2018, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows:

 

Fund

   Front-end
Sales Charges
     Contingent Deferred
Sales Charges
 

Emerging Markets Equity Fund

   $ 80,117      $


Environmental Opportunities Fund

    
21,217
 
     101  

Global Capital Appreciation Fund

     303,872            2,996  

Global Equity Income Fund

     86,971        770  

International Equity Fund

     75,598        743  

International Growth Fund

     190,143        542  

International Opportunities Fund

         914,559        8,077  

International Small Company Fund

     20,326        265  

International Value Fund

     34,750        5,557  

 

  * Total CDSC includes Underwriter Adjustment credits which may cause negative dollar amounts.

The Board of Directors of the Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for each of Class A, T, C, R3 and R4 shares. Under a Plan, Class A, Class T, Class C, Class R3 and Class R4 shares of a Fund, as applicable, bear distribution and/or service fees paid to HFD, some of which may be paid to select broker-dealers. Pursuant to the Class A Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class A shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class T Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class T shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. As of April 30, 2018, Class T shares have not commenced operations. Pursuant to the Class C Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, a Fund may pay HFD a fee of up to 0.50% of the average daily

 

 

  102  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used for shareholder account servicing activities. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the Company’s Board of Directors may determine.

 

  f) Other Related Party Transactions – Certain officers of the Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended April 30, 2018, a portion of the Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below.

 

Fund

   CCO Compensation
Paid by Fund
 

Emerging Markets Equity Fund

   $ 182  

Environmental Opportunities Fund

     65  

Global Capital Appreciation Fund

     1,768  

Global Equity Income Fund

     274  

International Equity Fund

     103  

International Growth Fund

     488  

International Opportunities Fund

         6,214  

International Small Company Fund

     646  

International Value Fund

     4,664  

Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. Each Fund pays HASCO a transfer agency fee payable monthly based on the lesser of (i) the costs of providing or overseeing transfer agency services provided to each share class of such Fund or (ii) a Specified Amount (as defined below). Such fee is intended to compensate HASCO for: (i) fees payable by HASCO to DST Asset Manager Solutions, Inc. (“DST”) (and any other designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and DST (or between HASCO and any other designated sub-agent, as applicable); (ii) sub-transfer agency fees payable by HASCO to financial intermediaries, according to the agreed-upon terms between HASCO and the financial intermediaries, provided that such payments are within certain limits approved by the Company’s Board of Directors; (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin.

 

Share Class

   Specified Amount
(as a percentage
average daily net
assets)
 

Class A

     0.25

Class C

     0.25

Class I

     0.20

Class Y

     0.06 %* 

Class R3

     0.02

Class R4

     0.02

Class R5

     0.02

Class R6

     0.004 %** 

Class F

     0.004 %** 

 

  * The Specified Amount for Hartford International Equity Fund Class Y is equal to 0.11% of average daily net assets.
  ** For the period November 1, 2017 through February 28, 2018, the Specified Amount for Class R6 and Class F was equal to 0.00% of average daily net assets.

Pursuant to a sub-transfer agency agreement between HASCO and DST, HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to DST. Each Fund does not pay any fee directly to DST; rather, HASCO makes all such payments to DST. The accrued amount shown in the Statements of Operations reflects the amounts charged by HASCO. These fees are accrued daily and paid monthly.

 

 

  103  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

For the six-month period ended April 30, 2018, the effective rate of compensation paid to HASCO for transfer agency services as a percentage of each Class’ average daily net assets is as follows:

 

Fund

  Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Emerging Markets Equity Fund

    0.12     0.24     0.08     0.02     0.02     0.02     0.00     0.04     0.00

Environmental Opportunities Fund

    0.13     0.05     0.01     0.01     0.01     0.01     0.00     0.02     0.00

Global Capital Appreciation Fund

    0.18     0.14     0.08     0.02     0.01     0.02           0.04     0.00

Global Equity Income Fund

    0.18     0.23     0.11     0.02     0.02     0.02           0.01     0.00

International Equity Fund

    0.19     0.17     0.08     0.02     0.02     0.02     0.00     0.01     0.00

International Growth Fund

    0.21     0.25     0.09     0.02     0.01     0.00     0.00     0.02     0.00

International Opportunities Fund

    0.15     0.16     0.08     0.01     0.01     0.00     0.00     0.03     0.00

International Small Company Fund

    0.24     0.25     0.10     0.01     0.01     0.01           0.01     0.00

International Value Fund

    0.12     0.09     0.07     0.02     0.02     0.00           0.04     0.00

Administrative services fees for third-party recordkeeping services are payable as a percentage of net assets in the amount of up to 0.20%, 0.15% and 0.10% for Classes R3, R4 and R5 shares, respectively. The total administrative services fees are shown on the Statements of Operations. These fees are accrued daily and paid monthly.

 

8. Affiliate Holdings:

As of April 30, 2018, affiliates of The Hartford had ownership of shares in each Fund as follows:

Percentage of a Class:

 

Fund

  Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Emerging Markets Equity Fund

                12%             20%             100%              

Environmental Opportunities Fund

    30%       87%       93%       100%       99%       100%       100%       93%        

Global Capital Appreciation Fund

                                                     

Global Equity Income Fund

                                                     

International Equity Fund

                                        100%       1%        

International Growth Fund

                                        100%              

International Opportunities Fund

                                                     

International Small Company Fund

                                                     

International Value Fund

                                                     

Percentage of Fund by Class:

 

Fund

    Class A       Class C       Class I       Class R3       Class R4       Class R5       Class R6       Class Y       Class F  

Emerging Markets Equity Fund

                2%             —%           —%            

Environmental Opportunities Fund

    3%       3%       43%       3%       3%       3%       3%       3%        

Global Capital Appreciation Fund

                                                     

Global Equity Income Fund

                                                     

International Equity Fund

                                        —%     —%      

International Growth Fund

                                                     

International Opportunities Fund

                                                     

International Small Company Fund

                                                     

International Value Fund

                                                     

 

  * Percentage rounds to zero.

 

 

  104  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

As of April 30, 2018, affiliated funds of funds in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of its shares from these affiliated funds of funds. Affiliated funds of funds owned shares in the Funds listed below as follows:

 

Fund

   Percentage of
Fund*
 

International Opportunities Fund

     7

International Small Company Fund

     14

International Value Fund

     1

 

  * As of April 30, 2018, the affiliated funds of funds were invested in Class F shares.

 

9. Securities Lending:

A Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one third (33 1/3%) of the value of its total assets. If a Fund security is on loan, under the lending agreement, the borrower is required to deposit cash or liquid securities as collateral at least equal to 100% of the market value of the loaned securities; cash collateral is invested for the benefit of the Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned.

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

At April 30, 2018, the following Funds had securities on loan at value, cash collateral and non-cash collateral as follows:

 

Fund

   Market Value of
Securities on Loan
     Cash Collateral      Non-Cash
Collateral(1)
 

Emerging Markets Equity Fund

   $ 409,349      $ 423,150      $  

Environmental Opportunities Fund

     935,247               982,492 (2) 

Global Capital Appreciation Fund

     17,008,528        17,699,109         

Global Equity Income Fund

     3,487,908        3,666,540         

International Equity Fund

     1,766,388        1,854,050         

International Growth Fund

     2,396,238        2,512,823         

International Opportunities Fund

         130,022,713            135,666,592         

International Small Company Fund

     13,980,692        11,069,134            3,619,627 (2) 

International Value Fund

     21,042,024        22,189,350         

 

  (1)  These securities are held for the benefit of the Fund at the Fund’s custodian. The Fund cannot repledge or resell this collateral. As such, collateral is excluded from the Statement of Assets and Liabilities.
  (2)  U.S. Government securities

 

 

  105  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

The following table reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of April 30, 2018.

Emerging Markets Equity Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30
days
     Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $     423,150      $     —      $     —      $     —      $     423,150  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 423,150      $      $      $      $ 423,150  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 423,150  
  

 

 

 

 

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

Global Capital Appreciation Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $     17,259,310      $     —      $     —      $     —      $     17,259,310  

Exchange-Traded Funds

     439,799                             439,799  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 17,699,109      $      $      $      $ 17,699,109  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 17,699,109      $      $      $      $ 17,699,109  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 17,699,109  
  

 

 

 

 

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

Global Equity Income Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $     3,666,540      $     —      $     —      $     —      $     3,666,540  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 3,666,540      $      $      $      $ 3,666,540  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 3,666,540  
  

 

 

 

 

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

 

 

  106  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

International Equity Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $     1,854,050      $     —      $     —      $     —      $     1,854,050  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 1,854,050      $      $      $      $ 1,854,050  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 1,854,050  
  

 

 

 

 

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

International Growth Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $     2,512,823      $     —      $     —      $     —      $     2,512,823  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 2,512,823      $      $      $      $ 2,512,823  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 2,512,823  
  

 

 

 

 

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

International Opportunities Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $ 31,036,727      $      $      $      $ 31,036,727  

Exchange-Traded Funds

     104,629,865                             104,629,865  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 135,666,592      $      $      $      $ 135,666,592  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     135,666,592      $     —      $     —      $     —      $     135,666,592  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 135,666,592  
  

 

 

 

 

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

 

 

  107  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

International Small Company Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $     11,069,134      $     —      $     —      $     —      $     11,069,134  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 11,069,134      $      $      $      $ 11,069,134  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 11,069,134  
  

 

 

 

 

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

International Value Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $     22,189,350      $     —      $     —      $     —      $     22,189,350  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 22,189,350      $      $      $      $ 22,189,350  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 22,189,350  
  

 

 

 

 

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

 

 

  108  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

10. Investment Transactions:

For the six-month period ended April 30, 2018, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:

 

Fund

   Cost of Purchases
Excluding U.S.
Government
Obligations
     Sales Proceeds
Excluding U.S.
Government
Obligations
 

Emerging Markets Equity Fund

   $ 105,446,361      $ 40,617,276  

Environmental Opportunities Fund

     9,711,288        6,304,894  

Global Capital Appreciation Fund

     565,203,907        601,006,065  

Global Equity Income Fund

     17,826,895        21,607,674  

International Equity Fund

     66,401,695        45,943,419  

International Growth Fund

     161,868,420        115,036,854  

International Opportunities Fund

         1,728,283,087            1,309,267,482  

International Small Company Fund

     144,203,869        169,017,659  

International Value Fund

     292,729,226        207,749,172  

Fund

   Cost of Purchases
For U.S.
Government
Obligations
     Sales Proceeds
For U.S.
Government
Obligations
 

Emerging Markets Equity Fund

   $      $  

Environmental Opportunities Fund

             

Global Capital Appreciation Fund

             

Global Equity Income Fund

             

International Equity Fund

             

International Growth Fund

             

International Opportunities Fund

             

International Small Company Fund

             

International Value Fund

             

Fund

   Total Cost of
Purchases
     Total Sales
Proceeds
 

Emerging Markets Equity Fund

   $ 105,446,361      $ 40,617,276  

Environmental Opportunities Fund

     9,711,288        6,304,894  

Global Capital Appreciation Fund

     565,203,907        601,006,065  

Global Equity Income Fund

     17,826,895        21,607,674  

International Equity Fund

     66,401,695        45,943,419  

International Growth Fund

     161,868,420        115,036,854  

International Opportunities Fund

         1,728,283,087            1,309,267,482  

International Small Company Fund

     144,203,869        169,017,659  

International Value Fund

     292,729,226        207,749,172  

 

 

  109  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

11. Capital Share Transactions:

The following information is for the six-month period ended April 30, 2018, and the year ended October 31, 2017:

 

Emerging Markets Equity Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     6,025,286     $ 61,693,333       1,605,129     $ 13,978,698  

Shares Issued for Reinvested Dividends

     42,897       423,396       13,803       97,724  

Shares Redeemed

     (420,362     (4,277,430     (608,779     (4,892,471
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     5,647,821       57,839,299       1,010,153       9,183,951  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     186,427     $ 1,867,646       508,619     $ 4,268,681  

Shares Issued for Reinvested Dividends

     6,035       58,483       1,571       10,937  

Shares Redeemed

     (43,777     (440,311     (136,295     (1,107,851
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     148,685       1,485,818       373,895       3,171,767  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     1,182,841     $     12,110,395       2,097,357     $ 17,286,420  

Shares Issued for Reinvested Dividends

     16,849       165,790       11,280       79,409  

Shares Redeemed

     (416,452     (4,194,980     (1,301,970         (11,083,455
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     783,238       8,081,205       806,667       6,282,374  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     13,729     $ 139,700       5,462     $ 49,171  

Shares Issued for Reinvested Dividends

     163       1,611              

Shares Redeemed

     (2,556     (25,607     (7,222     (56,762
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     11,336       115,704       (1,760     (7,591
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     2,420     $ 25,108       2,537     $ 22,487  

Shares Issued for Reinvested Dividends

     60       598              

Shares Redeemed

     (313     (3,150     (3,607     (29,447
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     2,167       22,556       (1,070     (6,960
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     16,031     $ 161,970       89,406     $ 850,086  

Shares Issued for Reinvested Dividends

     1,442       14,120       22       151  

Shares Redeemed

     (49,716     (498,360     (1,609     (14,854
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (32,243     (322,270     87,819       835,383  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6(1)

        

Shares Sold

     976     $ 10,000           $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     976       10,000              
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     734,001     $ 7,452,645       1,891,227     $ 15,013,073  

Shares Issued for Reinvested Dividends

     68,416       672,529       134,246       943,751  

Shares Redeemed

     (701,265     (7,253,557     (6,699,305     (53,630,594
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     101,152       871,617       (4,673,832     (37,673,770
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  110  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Emerging Markets Equity Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class F(2)

 

Shares Sold

     89,425     $ 906,396       1,466,818     $ 12,259,580  

Shares Issued for Reinvested Dividends

     4,104       40,175              

Shares Redeemed

     (32,714     (331,870     (1,314,484     (12,735,939
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     60,815       614,701       152,334       (476,359
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     6,723,947     $     68,718,630       (2,245,794   $     (18,691,205
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Inception date of class was February 28, 2018.

    

(2)   Inception date of class was February 28, 2017.

    

Environmental Opportunities Fund                         
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

 

Shares Sold

     63,517     $ 798,971       195,599     $ 2,432,832  

Shares Issued for Reinvested Dividends

     29,598       366,284       4,024       45,162  

Shares Redeemed

     (39,615     (498,510     (10,835     (132,271
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     53,500       666,745       188,788       2,345,723  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

 

Shares Sold

     4,188     $ 52,040       13,625     $ 167,650  

Shares Issued for Reinvested Dividends

     10,394       128,522       2,408       26,950  

Shares Redeemed

     (971     (12,335     (5,852     (76,958
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     13,611       168,227       10,181       117,642  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

 

Shares Sold

     43,529     $ 547,985       427,686     $ 5,291,859  

Shares Issued for Reinvested Dividends

     134,542       1,670,112       58,467       657,290  

Shares Redeemed

     (16,470     (208,974     (955,789         (12,332,601
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     161,601       2,009,123       (469,636     (6,383,452
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

 

Shares Issued for Reinvested Dividends

     9,465     $ 117,042       2,661     $ 29,826  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     9,465       117,042       2,661       29,826  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

 

Shares Sold

     668     $ 8,914           $  

Shares Issued for Reinvested Dividends

     9,635       119,330       2,906       32,621  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     10,303       128,244       2,906       32,621  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

 

Shares Issued for Reinvested Dividends

     9,700     $ 120,227       3,154     $ 35,423  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     9,700       120,227       3,154       35,423  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

 

Shares Issued for Reinvested Dividends

     9,805     $ 121,628       3,231     $ 36,305  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     9,805       121,628       3,231       36,305  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  111  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Environmental Opportunities Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class Y

 

Shares Sold

     4,379     $ 53,335       32,423     $ 373,171  

Shares Issued for Reinvested Dividends

     9,869       122,423       3,232       36,306  

Shares Redeemed

     (55     (678     (28,154     (359,247
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     14,193       175,080       7,501       50,230  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

 

Shares Sold

     266,509     $ 3,389,679       476,097     $ 6,178,985  

Shares Issued for Reinvested Dividends

     46,449       576,673              

Shares Redeemed

     (55,280     (692,347     (6,394     (85,154
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     257,678       3,274,005       469,703       6,093,831  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     539,856     $     6,780,321       218,489     $     2,358,149  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Inception date of class was February 28, 2017.

    

Global Capital Appreciation Fund                         
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     948,022     $ 18,019,288       2,979,529     $ 51,223,454  

Shares Issued for Reinvested Dividends

     561,894       10,584,789       289,998       4,593,559  

Shares Redeemed

     (2,892,047     (54,938,837     (9,062,544     (153,857,157

Shares converted (from) Class B into Class A

                 116,685       1,985,960  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,382,131         (26,334,760     (5,676,332         (96,054,184
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       473     $ 7,852  

Shares Redeemed

                 (244,907     (3,774,727

Shares converted (from) Class B into Class A

                 (128,197     (1,985,960
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (372,631     (5,752,835
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

 

Shares Sold

     185,057     $ 3,212,302       303,043     $ 4,727,428  

Shares Issued for Reinvested Dividends

     114,618       1,974,232       4,858       70,684  

Shares Redeemed

     (1,236,909     (21,502,097     (4,125,213     (64,374,784
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (937,234     (16,315,563     (3,817,312     (59,576,672
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

 

Shares Sold

     580,437     $ 11,367,252       3,333,996     $ 58,357,986  

Shares Issued for Reinvested Dividends

     102,326       1,985,916       65,502       1,067,682  

Shares Redeemed

     (614,249     (12,074,120     (3,999,380     (71,999,555
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     68,514       1,279,048       (599,882     (12,573,887
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  112  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Global Capital Appreciation Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class R3

 

Shares Sold

     70,972     $ 1,337,505       209,323     $ 3,566,267  

Shares Issued for Reinvested Dividends

     19,442       360,564       11,374       177,549  

Shares Redeemed

     (155,812     (2,918,936     (713,417     (12,018,199
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (65,398     (1,220,867     (492,720     (8,274,383
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

 

Shares Sold

     58,128     $ 1,121,300       202,763     $ 3,454,807  

Shares Issued for Reinvested Dividends

     12,268       234,400       6,861       110,177  

Shares Redeemed

     (151,093     (2,904,693     (274,080     (4,788,622
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (80,697     (1,548,993     (64,456     (1,223,638
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

 

Shares Sold

     2,407     $ 47,053       9,468     $ 166,648  

Shares Issued for Reinvested Dividends

     391       7,644       298       4,891  

Shares Redeemed

     (4,432     (86,612     (22,473     (401,345
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,634     (31,915     (12,707     (229,806
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

 

Shares Sold

     47,687     $ 942,203       390,894     $ 7,257,303  

Shares Issued for Reinvested Dividends

     15,141       298,270       5,136       84,997  

Shares Redeemed

     (47,628     (946,113     (76,164     (1,394,429
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     15,200       294,360       319,866       5,947,871  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

 

Shares Sold

     661,365     $ 12,966,095       2,113,967     $ 39,521,232  

Shares Issued for Reinvested Dividends

     42,335       821,746              

Shares Redeemed

     (276,773     (5,428,921     (87,016     (1,652,422
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     426,927       8,358,920       2,026,951       37,868,810  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (1,956,453   $     (35,519,770     (8,689,223   $     (139,868,724
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Any remaining Class B shares converted to Class A shares on September 19, 2017.

    

(2)   Inception date of class was February 28, 2017.

    

Global Equity Income Fund                         
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     574,411     $ 7,348,854       1,257,283     $ 14,611,440  

Shares Issued for Reinvested Dividends

     148,990       1,894,358       183,677       2,163,922  

Shares Redeemed

     (916,971         (11,755,813)       (2,335,662         (27,039,285)  

Shares converted (from) Class B into Class A

                 11,096       127,210  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (193,570     (2,512,601     (883,606     (10,136,713
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  113  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Global Equity Income Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class B(1)

        

Shares Sold

         $       661     $ 7,134  

Shares Issued for Reinvested Dividends

                 80       908  

Shares Redeemed

                 (20,010     (229,588

Shares converted (from) Class B into Class A

                 (11,306     (127,210
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (30,575     (348,756
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     90,511     $ 1,137,981       115,120     $ 1,313,246  

Shares Issued for Reinvested Dividends

     13,246       164,636       13,126       151,043  

Shares Redeemed

     (129,488     (1,610,658     (279,678     (3,159,235
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (25,731     (308,041     (151,432     (1,694,946
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     102,563     $ 1,320,320       1,930,411     $ 22,135,817  

Shares Issued for Reinvested Dividends

     14,146       180,287       39,516       466,180  

Shares Redeemed

     (276,392         (3,562,282     (2,154,735         (26,029,572
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (159,683     (2,061,675     (184,808     (3,427,575
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

 

Shares Sold

     1,433     $ 18,232       6,060     $ 66,881  

Shares Issued for Reinvested Dividends

     290       3,685       408       4,800  

Shares Redeemed

     (4,907     (62,790     (7,301     (87,472
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (3,184     (40,873     (833     (15,791
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

 

Shares Sold

     528     $ 6,781       1,090     $ 12,699  

Shares Issued for Reinvested Dividends

     175       2,236       273       3,213  

Shares Redeemed

     (60     (766     (6,744     (79,679
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     643       8,251       (5,381     (63,767
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

 

Shares Sold

     1,941     $ 25,079       8,960     $ 106,925  

Shares Issued for Reinvested Dividends

     424       5,405       556       6,595  

Shares Redeemed

     (9,598     (121,642     (1,727     (21,554
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (7,233     (91,158     7,789       91,966  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

 

Shares Sold

     25,745     $ 326,956       78,511     $ 897,827  

Shares Issued for Reinvested Dividends

     9,181       115,642       12,032       140,224  

Shares Redeemed

     (106,838     (1,365,087     (78,329     (895,606
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (71,912     (922,489     12,214       142,445  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

 

Shares Sold

     361,071     $ 4,641,423       1,482,763     $     18,159,223  

Shares Issued for Reinvested Dividends

     29,819       379,250       3,836       48,167  

Shares Redeemed

     (179,939     (2,307,338     (54,447     (677,869
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     210,951       2,713,335       1,432,152       17,529,521  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (249,719   $     (3,215,251     195,520     $ 2,076,384  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Any remaining Class B shares converted to Class A shares on September 19, 2017.

    

(2)   Inception date of class was February 28, 2017.

    

 

 

  114  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

International Equity Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

 

Shares Sold

     465,321     $ 5,380,213       660,184     $ 6,852,640  

Shares Issued for Reinvested Dividends

     45,088       509,040       20,749       187,567  

Shares Redeemed

     (139,501     (1,606,488     (411,574     (4,079,922

Shares converted (from) Class B into Class A

                 4,148       43,864  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     370,908       4,282,765       273,507       3,004,149  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

 

Shares Issued for Reinvested Dividends

         $       106     $ 963  

Shares Redeemed

                 (8,856     (91,551

Shares converted (from) Class B into Class A

                 (4,153     (43,864
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (12,903     (134,452
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

 

Shares Sold

     130,878     $ 1,501,992       188,194     $ 1,961,937  

Shares Issued for Reinvested Dividends

     11,958       133,456       3,090       27,777  

Shares Redeemed

     (35,240     (404,532     (69,038     (684,465
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     107,596       1,230,916       122,246       1,305,249  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

 

Shares Sold

     922,192     $     10,706,173       1,106,434     $     11,286,866  

Shares Issued for Reinvested Dividends

     49,080       558,484       12,787       116,365  

Shares Redeemed

     (206,120     (2,392,998     (360,822     (3,774,060
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     765,152       8,871,659       758,399       7,629,171  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

 

Shares Sold

     2,289     $ 26,581       1,228     $ 12,205  

Shares Issued for Reinvested Dividends

     243       2,728       182       1,643  

Shares Redeemed

     (3,707     (41,569     (5,005     (48,885
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,175     (12,260     (3,595     (35,037
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

 

Shares Sold

     15,292     $ 180,999       48,042     $ 511,913  

Shares Issued for Reinvested Dividends

     1,284       14,497       540       4,888  

Shares Redeemed

     (12,100     (139,706     (10,553     (109,226
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     4,476       55,790       38,029       407,575  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

 

Shares Sold

     8,714     $ 87,526       41,698     $ 359,459  

Shares Issued for Reinvested Dividends

     1,507       14,973       190       1,512  

Shares Redeemed

     (9,019     (91,225     (3,775     (33,393
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,202       11,274       38,113       327,578  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6(2)

 

Shares Sold

     871     $ 10,000           $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     871       10,000              
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  115  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

International Equity Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class Y

 

Shares Sold

     1,467,378     $ 16,931,150       154,937     $ 1,739,320  

Shares Issued for Reinvested Dividends

     38,659       439,298       25,846       234,686  

Shares Redeemed

     (909,703     (10,544,223     (303,632     (3,115,064
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     596,334       6,826,225       (122,849     (1,141,058
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(3)

 

Shares Sold

     102,421     $ 1,188,667       153,812     $ 1,691,482  

Shares Issued for Reinvested Dividends

     5,830       66,466              

Shares Redeemed

     (17,045     (201,448     (3,009     (34,365
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     91,206       1,053,685       150,803       1,657,117  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     1,936,570     $     22,330,054       1,241,750     $     13,020,292  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Any remaining Class B shares converted to Class A shares on September 19, 2017.

    

(2)   Inception date of class was February 28, 2018.

    

(3)   Inception date of class was February 28, 2017.

    

International Growth Fund                         
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     924,559     $ 14,521,338       1,511,599     $ 20,204,807  

Shares Issued for Reinvested Dividends

     42,132       645,037       105,239       1,210,249  

Shares Redeemed

     (660,787     (10,333,327     (2,377,723     (30,537,017

Shares converted (from) Class B into Class A

                 26,919       338,431  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     305,904       4,833,048       (733,966     (8,783,530
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

 

Shares Redeemed

         $       (51,758   $ (610,112

Shares converted (from) Class B into Class A

                 (29,013     (338,431
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (80,771     (948,543
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

 

Shares Sold

     103,793     $ 1,499,685       188,459     $ 2,350,473  

Shares Issued for Reinvested Dividends

                 5,046       53,742  

Shares Redeemed

     (96,183     (1,389,381     (389,384     (4,593,386
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     7,610       110,304       (195,879     (2,189,171
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

 

Shares Sold

     715,574     $     11,082,978       3,989,947     $     51,276,066  

Shares Issued for Reinvested Dividends

     15,486       234,763       45,023       512,815  

Shares Redeemed

     (250,789     (3,917,329     (5,183,939     (70,576,685
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     480,271       7,400,412       (1,148,969     (18,787,804
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  116  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

International Growth Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class R3

 

Shares Sold

     6,430     $ 102,241       16,850     $ 221,087  

Shares Issued for Reinvested Dividends

     21       318       244       2,836  

Shares Redeemed

     (6,296     (99,717     (58,103     (757,943
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     155       2,842       (41,009     (534,020
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

 

Shares Sold

     69,135     $ 1,115,071       187,391     $ 2,461,579  

Shares Issued for Reinvested Dividends

     1,127       17,692       3,102       36,571  

Shares Redeemed

     (215,013     (3,426,610     (287,858     (3,953,329
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (144,751     (2,293,847     (97,365     (1,455,179
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

 

Shares Sold

     1,204,591     $     19,012,656       191,727     $ 2,702,161  

Shares Issued for Reinvested Dividends

     11,013       174,114       6,998       83,061  

Shares Redeemed

     (182,457     (2,941,326     (210,040     (2,730,217
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,033,147       16,245,444       (11,315     55,005  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6(2)

 

Shares Sold

     616     $ 10,000           $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     616       10,000              
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

 

Shares Sold

     286,570     $ 4,646,344       7,556,620     $ 97,140,125  

Shares Issued for Reinvested Dividends

     6,439       102,125       21,473       255,533  

Shares Redeemed

     (75,092     (1,209,560     (8,186,699         (105,100,195
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     217,917       3,538,909       (608,606     (7,704,537
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(3)

 

Shares Sold

     1,773,136     $ 27,597,922       4,196,930     $ 59,624,434  

Shares Issued for Reinvested Dividends

     36,922       560,109              

Shares Redeemed

     (473,235     (7,385,218     (150,611     (2,209,115
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,336,823       20,772,813       4,046,319       57,415,319  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     3,237,692     $ 50,619,925       1,128,439     $ 17,067,540  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Any remaining Class B shares converted to Class A shares on September 19, 2017.

    

(2)   Inception date of class was February 28, 2018.

    

(3)   Inception date of class was February 28, 2017.

    

International Opportunities Fund                         
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     4,042,219     $     70,266,841       8,814,558     $ 141,407,558  

Shares Issued for Reinvested Dividends

     1,594,868       26,961,785       331,392       4,709,078  

Shares Redeemed

     (3,775,409     (65,511,245     (10,175,561         (156,566,262)  

Shares converted (from) Class B into Class A

                 26,792       412,018  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,861,678       31,717,381       (1,002,819     (10,037,608
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  117  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

International Opportunities Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class B(1)

        

Shares Sold

         $       1,080     $ 15,327  

Shares Redeemed

                 (75,961     (1,070,751

Shares converted (from) Class B into Class A

                 (29,515     (412,018
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (104,396     (1,467,442
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     783,435     $ 11,910,950       1,253,839     $ 17,827,257  

Shares Issued for Reinvested Dividends

     219,186       3,231,002       17,802       223,236  

Shares Redeemed

     (391,231     (5,934,299     (1,174,174     (15,858,114
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     611,390       9,207,653       97,467       2,192,379  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

 

Shares Sold

     8,817,994     $     152,355,051       24,419,196     $ 381,332,678  

Shares Issued for Reinvested Dividends

     1,201,705       20,205,477       286,612       4,044,092  

Shares Redeemed

     (3,334,973     (57,348,945     (19,064,995         (307,299,003
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     6,684,726       115,211,583       5,640,813       78,077,767  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

 

Shares Sold

     483,111     $ 8,545,030       1,161,891     $ 18,390,232  

Shares Issued for Reinvested Dividends

     168,994       2,897,449       33,376       481,953  

Shares Redeemed

     (567,191     (9,933,196     (1,258,012     (20,134,981
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     84,914       1,509,283       (62,745     (1,262,796
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

 

Shares Sold

     1,452,252     $ 26,120,508       4,511,700     $ 73,063,122  

Shares Issued for Reinvested Dividends

     480,430       8,395,694       97,724       1,433,618  

Shares Redeemed

     (1,705,525     (30,455,454     (3,351,227     (53,905,873
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     227,157       4,060,748       1,258,197       20,590,867  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

 

Shares Sold

     2,824,136     $ 50,989,678       9,316,338     $ 152,590,441  

Shares Issued for Reinvested Dividends

     643,946       11,368,071       100,312       1,482,607  

Shares Redeemed

     (1,824,269     (32,752,140     (3,062,135     (49,644,252
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,643,813       29,605,609       6,354,515       104,428,796  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

 

Shares Sold

     15,032,680     $     275,572,153       12,034,779     $     200,093,266  

Shares Issued for Reinvested Dividends

     856,210       15,197,967       43,069       639,577  

Shares Redeemed

     (1,408,826     (25,458,777     (2,117,371     (36,141,297
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     14,480,064       265,311,343       9,960,477       164,591,546  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

 

Shares Sold

     10,941,212     $ 199,259,198       45,706,438     $ 743,249,285  

Shares Issued for Reinvested Dividends

     2,943,789       52,254,451       1,075,205       15,966,799  

Shares Redeemed

     (11,728,780     (213,877,703     (57,684,148     (945,791,093
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     2,156,221       37,635,946       (10,902,505     (186,575,009
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  118  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

International Opportunities Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class F(2)

 

Shares Sold

     8,662,623     $ 148,805,473       36,358,392     $ 578,780,619  

Shares Issued for Reinvested Dividends

     1,661,052       27,961,843              

Shares Redeemed

     (2,792,918     (48,189,781     (6,165,980     (103,873,217
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     7,530,757       128,577,535       30,192,412       474,907,402  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     35,280,720     $     622,837,081       41,431,416     $     645,445,902  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Any remaining Class B shares converted to Class A shares on September 19, 2017.

    

(2)   Commenced operations on February 28, 2017.

    

International Small Company Fund                         
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     104,991     $ 1,789,907       163,381     $ 2,475,178  

Shares Issued for Reinvested Dividends

     265,910       4,383,154       17,363       230,935  

Shares Redeemed

     (375,712     (6,433,693     (1,070,581     (15,662,298

Shares converted (from) Class B into Class A

                 14,711       214,602  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (4,811     (260,632     (875,126     (12,741,583
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       162     $ 2,000  

Shares Redeemed

                 (9,428     (125,014

Shares converted (from) Class B into Class A

                 (15,798     (214,602
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (25,064     (337,616
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     12,797     $ 194,396       45,843     $ 657,968  

Shares Issued for Reinvested Dividends

     51,838       764,679              

Shares Redeemed

     (105,699         (1,619,881)       (224,832     (3,081,630
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (41,064     (660,806     (178,989     (2,423,662
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     586,193     $ 10,028,992       439,029     $ 6,471,238  

Shares Issued for Reinvested Dividends

     250,776       4,109,646       27,307       359,912  

Shares Redeemed

     (2,313,037     (39,131,241     (1,826,290         (25,364,440)  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,476,068     (24,992,603     (1,359,954     (18,533,290
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

 

Shares Sold

     97,956     $ 1,697,144       136,194     $ 2,102,963  

Shares Issued for Reinvested Dividends

     43,068       714,178       1,481       19,868  

Shares Redeemed

     (60,481     (1,029,960     (240,331     (3,582,484
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     80,543       1,381,362       (102,656     (1,459,653
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  119  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

International Small Company Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class R4

 

Shares Sold

     62,342     $ 1,080,835       105,326     $ 1,597,902  

Shares Issued for Reinvested Dividends

     32,203       537,257       2,553       34,320  

Shares Redeemed

     (72,363     (1,249,728     (185,814     (2,956,233
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     22,182       368,364       (77,935     (1,324,011
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

 

Shares Sold

     32,183     $ 555,007       45,451     $ 701,311  

Shares Issued for Reinvested Dividends

     4,382       73,636       473       6,388  

Shares Redeemed

     (10,312     (178,772     (62,625     (941,670
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     26,253       449,871       (16,701     (233,971
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

 

Shares Sold

     892,120     $ 15,703,606       2,062,980     $ 32,025,559  

Shares Issued for Reinvested Dividends

     697,643       11,734,829       172,966       2,335,042  

Shares Redeemed

     (959,605     (16,790,234     (14,317,296     (212,511,397
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     630,158       10,648,201       (12,081,350     (178,150,796
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

 

Shares Sold

     1,887,578     $ 31,942,359       7,196,726     $ 106,746,517  

Shares Issued for Reinvested Dividends

     352,405       5,778,441              

Shares Redeemed

     (1,473,944         (24,932,314     (2,890,872     (47,783,232
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     766,039       12,788,486       4,305,854       58,963,285  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     3,232     $ (277,757     (10,411,921   $     (156,241,297
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Any remaining Class B shares converted to Class A shares on September 19, 2017.

    

(2)   Inception date of class was February 28, 2017.

    

International Value Fund                         
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     2,649,650     $ 46,578,943       10,535,596     $ 167,273,205  

Shares Issued for Reinvested Dividends

     1,425,133       24,502,461       1,117,911       16,620,293  

Shares Redeemed

     (3,519,182     (62,001,996     (20,075,992     (313,454,727
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     555,601       9,079,408       (8,422,485         (129,561,229)  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     129,833     $ 2,248,885       193,830     $ 3,161,458  

Shares Issued for Reinvested Dividends

     112,637       1,911,149       84,509       1,241,832  

Shares Redeemed

     (228,099         (3,936,129)       (649,408     (10,250,768
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     14,371       223,905       (371,069     (5,847,478
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  120  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

International Value Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class I

        

Shares Sold

     12,510,418     $ 222,023,604       52,702,622     $ 846,521,049  

Shares Issued for Reinvested Dividends

     4,608,570       80,061,214       1,809,852       27,145,032  

Shares Redeemed

     (19,627,168         (343,983,634)       (33,431,027         (570,037,200)  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (2,508,180     (41,898,816     21,081,447       303,628,881  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     6,727     $ 116,929       32,672     $ 552,246  

Shares Issued for Reinvested Dividends

     2,760       47,783       1,624       24,350  

Shares Redeemed

     (4,285     (75,072     (18,452     (293,880
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     5,202       89,640       15,844       282,716  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     18,626     $ 328,278       22,247     $ 354,433  

Shares Issued for Reinvested Dividends

     3,728       64,527       3,921       58,658  

Shares Redeemed

     (9,591     (168,484     (39,473     (660,198
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     12,763       224,321       (13,305     (247,107
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     345,734     $ 6,093,253       1,218,741     $ 20,429,002  

Shares Issued for Reinvested Dividends

     87,912       1,531,085       2,575       38,756  

Shares Redeemed

     (78,294     (1,383,942     (69,172     (1,182,987
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     355,352       6,240,396       1,152,144       19,284,771  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     6,960,882     $ 124,712,672       21,086,937     $ 352,142,364  

Shares Issued for Reinvested Dividends

     2,806,616       49,749,496       1,280,545       19,568,865  

Shares Redeemed

     (5,720,416     (102,000,060     (5,773,531     (94,446,548
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     4,047,082       72,462,108       16,593,951       277,264,681  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

 

Shares Sold

     10,545,793     $ 184,317,833       21,613,906     $ 377,285,351  

Shares Issued for Reinvested Dividends

     301,514       5,241,600              

Shares Redeemed

     (1,700,987     (30,068,398     (725,920     (12,805,544
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     9,146,320       159,491,035       20,887,986       364,479,807  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     11,628,511     $     205,911,997       50,924,513     $     829,285,042  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Inception date of class was February 28, 2017.

    

 

12. Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $400 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges a commitment fee, which is allocated to each of the funds participating in the line of credit based on average net assets of the funds. During the six-month period ended April 30, 2018, none of the Funds had borrowings under this facility.

 

 

  121  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

13. Pending Legal Proceedings:

On February 25, 2011, Jennifer L. Kasilag, Louis Mellinger, Judith M. Menendez, Jacqueline M. Robinson, and Linda A. Russell filed a derivative lawsuit against Hartford Investment Financial Services, LLC (“HIFSCO”) (now known as Hartford Funds Distributors, LLC) on behalf of six Hartford retail mutual funds in the United States District Court for the District of New Jersey, alleging that HIFSCO received excessive advisory and distribution fees in violation of its statutory fiduciary duty under Section 36(b) of the 1940 Act when serving as investment manager and principal underwriter, respectively, to the Hartford retail mutual funds. Although this action was purportedly filed on behalf of certain of the Hartford Funds, none of the Hartford Funds is itself a defendant to the suit. HIFSCO moved to dismiss and, in September 2011, the motion was granted in part and denied in part, with leave to amend the complaint. In November 2011, plaintiffs filed an amended complaint on behalf of certain Hartford retail mutual funds, The Hartford Global Health Fund (now known as The Hartford Healthcare Fund), The Hartford Conservative Allocation Fund, The Hartford Growth Opportunities Fund, The Hartford Inflation Plus Fund, The Hartford Advisers Fund (now known as The Hartford Balanced Fund), and The Hartford Capital Appreciation Fund. Plaintiffs seek to rescind the investment management agreements and distribution plans between HIFSCO and these funds and to recover the total fees charged thereunder or, in the alternative, to recover any improper compensation HIFSCO received, in addition to lost earnings.

HIFSCO filed a partial motion to dismiss the amended complaint and, in December 2012, the court dismissed without prejudice the claims regarding distribution fees and denied the motion with respect to the advisory fees claims. In March 2014, the plaintiffs filed a new complaint that, among other things, added as new plaintiffs The Hartford Floating Rate Fund and The Hartford Small Company Fund and named as a defendant Hartford Funds Management Company, LLC (“HFMC”), which assumed the role as investment manager to the funds as of January 2013. In June 2015, HFMC and HIFSCO moved for summary judgment, and plaintiffs cross-moved for partial summary judgment with respect to The Hartford Capital Appreciation Fund. In March 2016, the court, in large part, denied summary judgment for all parties. The court granted judgment for HFMC and HIFSCO with respect to all claims made by The Hartford Small Company Fund and certain claims made by The Hartford Floating Rate Fund. The court further ruled that the appropriate measure of damages on the surviving claims is the difference, if any, between the actual advisory fees paid through trial and those that could have been paid under the applicable legal standard. A bench trial on the issue of liability was held in November 2016. On February 28, 2017, the court granted judgment for HIFSCO and HFMC as to all claims. On March 23, 2017, plaintiffs appealed to the United States Court of Appeals for the Third Circuit.

No accrual for litigation relating to this matter has been recorded in the financial statements of the Funds because the Funds are not party to the suit.

 

14. Indemnifications:

Under the Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, the Company, on behalf of the Funds, may enter into contracts that contain a variety of indemnifications. The Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

 

15. Subsequent Events:

In connection with the preparation of the financial statements of the Funds as of and for the six-month period ended April 30, 2018, events and transactions subsequent to April 30, 2018, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure. The following subsequent events requiring financial statement adjustment or disclosure have been identified.

At a meeting held February 6-7, 2018, the Board of Directors (the “Board”) of the Company approved an Agreement and Plan of Reorganization that provides for the reorganization of the Global Equity Income Fund, a series of the Company, with and into the International Equity Fund, a separate series of the Company (the “Reorganization”). The Reorganization does not require shareholder approval. The Reorganization occurred immediately before the opening of business on June 25, 2018. At a meeting held on May 1-2, 2018, the Board approved an extension of the contractual operating expense caps that are currently in effect for the International Equity Fund through May 31, 2019.

Effective October 1, 2018, Class C shares automatically convert to Class A shares of the same Fund after ten years provided that the Fund or the financial intermediary has records verifying that the Class C shares have been held for at least ten years. Effective October 1, 2018,

 

 

  122  

 


Hartford International/Global Equity Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Class C shares held in an account directly through the Funds’ transfer agent for which no financial intermediary is specified or Hartford Funds Distributors, LLC is listed as the dealer of record will periodically be converted to Class A shares. Effective October 1, 2018, each Fund no longer accepts direct purchases of Class C shares by accounts for which no broker-dealer or other financial intermediary is specified. Any such direct purchase received by the Funds’ transfer agent for Class C shares for such accounts will automatically be invested in Class A shares. For more information on the above referenced changes, please see the Funds’ most recent prospectus.

 

 

  123  

 


Hartford International/Global Equity Funds

 

 

 

HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2)  on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund files a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Each Fund’s Forms N-Q are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov. The Form N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

 

 

  124  

 


THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

CUSTOMER PRIVACY NOTICE

The Hartford Financial Services Group, Inc. and Affiliates*

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

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This notice describes how we collect, disclose, and protect Personal Information.

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We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

a) our insurance companies;

b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

a) market our products; or

b) market our services;

to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

a) independent agents;

b) brokerage firms;

c) insurance companies;

d) administrators; and

e) service providers;

who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

a) taking surveys;

b) marketing our products or services; or

c) offering financial products or services under a joint agreement between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages You visit through the use of:

a) cookies;

b) pixel tagging; or

c) other technologies;

and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

a) “opt-out;” or

b) “opt-in;”

as required by law.

We only disclose Personal Health Information with:

a) your authorization; or

b) as otherwise allowed or required by law.

Our employees have access to Personal Information in the course of doing their jobs, such as:

a) underwriting policies;

b) paying claims;

c) developing new products; or

d) advising customers of our products and services.

We use manual and electronic security procedures to maintain:

a) the confidentiality; and

b) the integrity of;

Personal Information that we have. We use these procedures to guard against unauthorized access.

Some techniques we use to protect Personal Information include:

a) secured files;

b) user authentication;

c) encryption;

 


 

 

d) firewall technology; and

e) the use of detection software.

We are responsible for and must:

a) identify information to be protected;

b) provide an adequate level of protection for that data;

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes: a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

 

If you have any questions or comments about this privacy notice, please feel free to contact us at The Hartford – Law Department, Privacy Law, One Hartford Plaza, Hartford, CT 06155, or at CorporatePrivacyOffice@thehartford.com.

This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates (including the following as of March 2018), to the extent required by the Gramm-Leach-Bliley Act and implementing regulations.

1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; American Maturity Life Insurance Company; Business Management Group, Inc.; Cervus Claim Solutions, LLC; First State Insurance Company; Fountain Investors I LLC; Fountain Investors II LLC; Fountain Investors III LLC; Fountain Investors IV LLC; FP R, LLC; FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Financial Services, LLC; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Group Benefits Holding Company; Hartford Holdings, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Insurance, Ltd.; Hartford Integrated Technologies, Inc.; Hartford International Life Reassurance Corporation; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life and Annuity Insurance Company; Hartford Life Insurance Company; Hartford Life, Inc.; Hartford Life International Holding Company; Hartford Life, Ltd.; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford Management, Ltd.; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Securities Distribution Company, Inc.; Hartford Specialty Insurance Services of Texas, LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Hartford-Comprehensive Employee Benefit Service Company; Heritage Holdings, Inc.; Heritage Reinsurance Company, Ltd.; HIMCO Distribution Services Company; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lanidex R, LLC; Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; New Ocean Insurance Co., Ltd.; Northern Homelands Company; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd.; The Hartford International Asset Management Company Limited; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company.

Revised March 2018


 

 

 

This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges and expenses of a Fund. This and other important information is contained in a Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.

The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Funds referenced herein are sub-advised by Wellington Management Company LLP. HFD and HFMC are not affiliated with the Funds’ sub-adviser.

MFSAR-GE18    6/18    206764    Printed in U.S.A.

 

LOGO


LOGO

 


LOGO

A MESSAGE FROM THE PRESIDENT

Dear Shareholders:

Thank you for investing in Hartford Funds. The following is the Funds’ Semi-Annual Report, covering the period from November 1, 2017 through April 30, 2018.

Market Review

While U.S. stocks, as measured by the S&P 500 Index (the “Index”),1 saw a 21.8%

 

return as of 2017 year end, U.S. equities have experienced a nearly flat return of 0.4% along with increased volatility year-to-date as of April 30.

The Index has experienced more than 20 days with swings of 1% or more this year, compared to eight days for all of 2017. Rising interest rates, inflation anxiety, and concerns surrounding U.S. tariffs and trade policies have contributed to the return of volatility.

In the six-month period that ended April 30, 2018, the U.S. Federal Reserve (Fed) continued its cycle of interest-rate increases by raising rates twice, each time by 0.25%. As of the end of April, short-term rates range from 1.5% to 1.75%. At the time of this writing, expectations were for a continued gradual increase throughout 2018. Central banks overseas are also expected to begin removing accommodative policies by raising interest rates, which may impact global markets.

Going forward, politics both at home and abroad are likely to continue playing a key role in driving market movements. In December, the first significant overhaul of the U.S. tax code in more than 30 years was signed into law. Geopolitical tensions continue to persist around U.S. engagement with Syria and North Korea, heightening market uncertainty. In Europe, uncertainty remains with respect to Britain’s “Brexit” undertaking to leave the European Union, which could influence markets or cause an uptick in volatility.

We encourage you to maintain a strong relationship with your financial advisor, who can help guide you through shifting markets confidently. He or she can help you proactively build a portfolio that takes market uncertainty into account, along with your unique investment goals and risk tolerances. Your financial advisor can help you find a fit within our family of funds as you work toward those goals.

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

 

LOGO

James Davey

President

Hartford Funds

 

1  S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks. The index is unmanaged and not available for direct investment. Past performance is not indicative of future results.


Hartford Fixed Income Funds

Table of Contents

 

Fund Performance and Summary

     2  

Expense Examples

     30  

Financial Statements:

  

Schedules of Investments:

  

The Hartford Emerging Markets Local Debt Fund

     36  

The Hartford Floating Rate Fund

     55  

The Hartford Floating Rate High Income Fund

     67  

The Hartford High Yield Fund

     78  

The Hartford Inflation Plus Fund

     87  

Hartford Municipal Income Fund

     97  

The Hartford Municipal Opportunities Fund

     103  

The Hartford Municipal Real Return Fund

     112  

Hartford Municipal Short Duration Fund

     119  

The Hartford Quality Bond Fund

     124  

The Hartford Short Duration Fund

     132  

The Hartford Strategic Income Fund

     148  

The Hartford Total Return Bond Fund

     174  

The Hartford World Bond Fund

     204  

Statements of Assets and Liabilities

     234  

Statements of Operations

     242  

Statements of Changes in Net Assets

     250  

Financial Highlights

     256  

Notes to Financial Statements

     273  

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

     335  

Quarterly Portfolio Holdings Information

     335  


Fund Performance and Summary

The Hartford Emerging Markets Local Debt Fund inception 05/31/2011

 

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

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Year      Since
Inception2
 

Class A3

     4.03%        7.49%        -1.43%        0.69%  

Class A4

     -0.65%        2.65%        -2.33%        0.02%  

Class C3

     3.78%        6.80%        -2.16%        -0.07%  

Class C4

     2.94%        5.96%        -2.16%        -0.07%  

Class I3

     4.19%        7.81%        -1.18%        0.93%  

Class R33

     3.96%        7.30%        -1.77%        0.33%  

Class R43

     4.21%        7.68%        -1.43%        0.67%  

Class R53

     4.34%        7.95%        -1.21%        0.90%  

Class Y3

     4.25%        7.95%        -1.11%        0.96%  

Class F3

     4.39%        8.06%        -1.13%        0.97%  

JP Morgan GBI Emerging Markets Global Diversified Index

     5.14%        8.38%        -1.92%        0.15%  

 

1  Not Annualized
2  Inception: 05/31/2011
3  Without sales charge
4  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

JP Morgan GBI Emerging Markets Global Diversified Index (reflects no deduction for fees, expenses or taxes) is a comprehensive global local emerging markets index that consists of regularly traded, liquid fixed-rate, domestic-currency government bonds to which international investors can gain exposure.

You cannot invest directly in an index.

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

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

 

 

 

  2  

 


The Hartford Emerging Markets Local Debt Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

Emerging Markets Local Debt Fund Class A

     1.26%        1.48%  

Emerging Markets Local Debt Fund Class C

     2.01%        2.28%  

Emerging Markets Local Debt Fund Class I

     1.01%        1.12%  

Emerging Markets Local Debt Fund Class R3

     1.56%        1.77%  

Emerging Markets Local Debt Fund Class R4

     1.26%        1.47%  

Emerging Markets Local Debt Fund Class R5

     0.96%        1.17%  

Emerging Markets Local Debt Fund Class Y

     0.91%        1.09%  

Emerging Markets Local Debt Fund Class F

     0.91%        1.06%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. The value of inflation-protected securities (IPS) generally fluctuates with changes in real interest rates, and the market for IPS may be less developed or liquid, and more volatile, than other securities markets. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. The Fund may invest in a smaller number of issuers, so it may be more exposed to risks and volatility than a more broadly diversified Fund. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and price than other securities.

Composition by Security Type

as of April 30, 2018

 

Category    Percentage of
Net Assets
 

Fixed Income Securities

  

Corporate Bonds

     19.3

Foreign Government Obligations

     70.8  
  

 

 

 

Total

     90.1
  

 

 

 

Short-Term Investments

     8.5  

Purchased Options

     0.6  

Other Assets & Liabilities

     0.8  
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  3  

 


Fund Performance and Summary

The Hartford Floating Rate Fund inception 04/29/2005

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide high current income, and long-term total return.

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     2.14%        4.25%        3.30%        4.26%  

Class A3

     -0.93%        1.12%        2.67%        3.94%  

Class C2

     1.65%        3.37%        2.52%        3.47%  

Class C3

     0.65%        2.37%        2.52%        3.47%  

Class I2

     2.27%        4.52%        3.58%        4.52%  

Class R32

     2.01%        3.97%        3.02%        3.98%  

Class R42

     2.13%        4.23%        3.28%        4.23%  

Class R52

     2.27%        4.53%        3.59%        4.48%  

Class Y2

     2.17%        4.43%        3.62%        4.58%  

Class F2

     2.31%        4.60%        3.60%        4.53%  

S&P/LSTA Leveraged Loan Index

     2.39%        4.41%        3.86%        5.28%  

Credit Suisse Leveraged Loan Index

     2.60%        4.69%        4.12%        5.06%  

 

1 Not Annualized
2  Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 3.00%. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 4/23/12, Wellington Management Company LLP became the sub-adviser for the Fund. At the end of a transition period of approximately four weeks ending on 5/18/12, Hartford Investment Management Company no longer served as a sub-adviser to the Fund.

Effective 3/1/18, the Fund changed its benchmark from the Credit Suisse Leveraged Loan Index to the S&P/LSTA Leveraged Loan Index. Hartford Funds Management Company, LLC believes that this benchmark better reflects the Fund’s investment strategy.

S&P/LSTA Leveraged Loan Index (reflects no deduction for fees, expenses or taxes) is a market-value-weighted index that is designed to measure the performance of the U.S. leverage loan market based upon market weightings, spreads and interest payments.

Credit Suisse Leveraged Loan Index (reflects no deduction for fees, expenses or taxes) is a market-value weighted index designed to represent the investable universe of the U.S. dollar-denominated leveraged loan market.

You cannot invest directly in an index.

 

 

 

  4  

 


The Hartford Floating Rate Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

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

 

Operating Expenses*    Net      Gross  

Floating Rate Fund Class A

     1.00%        1.00%  

Floating Rate Fund Class C

     1.74%        1.74%  

Floating Rate Fund Class I

     0.73%        0.73%  

Floating Rate Fund Class R3

     1.27%        1.38%  

Floating Rate Fund Class R4

     1.02%        1.08%  

Floating Rate Fund Class R5

     0.78%        0.78%  

Floating Rate Fund Class Y

     0.71%        0.71%  

Floating Rate Fund Class F

     0.67%        0.67%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Loans can be difficult to value and highly illiquid; they are also subject to nonpayment, collateral, bankruptcy, default, extension, prepayment and insolvency risks. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments.

The Fund should not be considered an alternative to CDs or money market funds. This Fund is intended for investors who are looking to complement their traditional fixed-income investments.

Composition by Security Type

as of April 30, 2018

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     0.4

Escrows

     0.0

Exchange-Traded Funds

     0.5  
  

 

 

 

Total

     0.9
  

 

 

 

Fixed Income Securities

  

Corporate Bonds

     9.8

Senior Floating Rate Interests

     88.2  
  

 

 

 

Total

     98.0
  

 

 

 

Short-Term Investments

     4.0  

Other Assets & Liabilities

     (2.9
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.
 

 

 

  5  

 


Fund Performance and Summary

The Hartford Floating Rate High Income Fund inception 09/30/2011

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide high current income, and long-term total return.

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Year      Since
Inception2
 

Class A3

     2.12%        4.53%        3.57%        5.42%  

Class A4

     -0.95%        1.39%        2.94%        4.93%  

Class C3

     1.74%        3.75%        2.78%        4.63%  

Class C4

     0.74%        2.75%        2.78%        4.63%  

Class I3

     2.24%        4.79%        3.83%        5.69%  

Class R33

     1.97%        4.22%        3.26%        5.09%  

Class R43

     2.12%        4.53%        3.56%        5.40%  

Class R53

     2.27%        4.74%        4.06%        5.85%  

Class Y3

     2.27%        4.85%        3.86%        5.70%  

Class F3

     2.37%        4.84%        3.84%        5.70%  

S&P/LSTA Leveraged Loan Index

     2.39%        4.41%        3.86%        5.25%  

Credit Suisse Leveraged Loan Index

     2.60%        4.69%        4.12%        5.45%  

 

1  Not Annualized
2  Inception: 09/30/2011
3  Without sales charge
4  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 3.00% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 4/23/12, Wellington Management Company LLP became the sub-adviser for the Fund. At the end of a transition period of approximately four weeks ending on 5/18/12, Hartford Investment Management Company no longer served as a sub-adviser to the Fund.

Effective 3/1/18, the Fund changed its benchmark from the Credit Suisse Leveraged Loan Index to the S&P/LSTA Leveraged Loan Index. Hartford Funds Management Company, LLC believes that this benchmark better reflects the Fund’s investment strategy.

 

 

 

  6  

 


The Hartford Floating Rate High Income Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

S&P/LSTA Leveraged Loan Index (reflects no deduction for fees, expenses or taxes) is a market-value-weighted index that is designed to measure the performance of the U.S. leverage loan market based upon market weightings, spreads and interest payments.

Credit Suisse Leveraged Loan Index (reflects no deduction for fees, expenses or taxes) is a market-value weighted index designed to represent the investable universe of the U.S. dollar-denominated leveraged loan market.

You cannot invest directly in an index.

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

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

 

Operating Expenses*    Net      Gross  

Floating Rate High Income Fund Class A

     1.07%        1.13%  

Floating Rate High Income Fund Class C

     1.82%        1.88%  

Floating Rate High Income Fund Class I

     0.82%        0.86%  

Floating Rate High Income Fund Class R3

     1.37%        1.51%  

Floating Rate High Income Fund Class R4

     1.07%        1.21%  

Floating Rate High Income Fund Class R5

     0.77%        0.91%  

Floating Rate High Income Fund Class Y

     0.77%        0.83%  

Floating Rate High Income Fund Class F

     0.77%        0.79%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. Loans can be difficult to value and highly illiquid; they are also subject to nonpayment, collateral, bankruptcy, default, extension, prepayment and insolvency risks. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and price than other securities.

The Fund should not be considered an alternative to CDs or money market funds. This Fund is intended for investors who are looking to complement their traditional fixed-income investments.

Composition by Security Type

as of April 30, 2018

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     0.4

Escrows

     0.0

Exchange-Traded Funds

     0.7  
  

 

 

 

Total

     1.1
  

 

 

 

Fixed Income Securities

  

Corporate Bonds

     14.5

Senior Floating Rate Interests

     80.2  
  

 

 

 

Total

     94.7
  

 

 

 

Short-Term Investments

     5.6  

Other Assets & Liabilities

     (1.4
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.
 

 

 

  7  

 


Fund Performance and Summary

The Hartford High Yield Fund inception 09/30/1998

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide high current income, and long-term total return.

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Month1      1 Years      5 Years      10 Years  

Class A2

     -0.27%        2.94%        3.65%        6.30%  

Class A3

     -4.76%        -1.69%        2.70%        5.81%  

Class C2

     -0.65%        2.31%        2.89%        5.52%  

Class C3

     -1.62%        1.33%        2.89%        5.52%  

Class I2

     -0.13%        3.35%        3.94%        6.64%  

Class R32

     -0.42%        2.64%        3.35%        6.00%  

Class R42

     -0.40%        2.94%        3.65%        6.33%  

Class R52

     -0.13%        3.25%        3.97%        6.62%  

Class Y2

     -0.24%        3.29%        3.99%        6.65%  

Class F2

     -0.09%        3.45%        3.94%        6.64%  

Bloomberg Barclays U.S. Corporate High Yield Bond Index

     -0.17%        3.26%        4.75%        7.88%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50%. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 3/5/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays U.S. Corporate High Yield Bond Index (reflects no deduction for fees, expenses or taxes) is a market-value-weighted index that tracks the total return performance of non-investment grade, fixed-rate, publicly placed, dollar denominated and nonconvertible debt registered with the SEC.

You cannot invest directly in an index.

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

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

 

 

 

  8  

 


The Hartford High Yield Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

High Yield Fund Class A

     1.06%        1.18%  

High Yield Fund Class C

     1.81%        1.87%  

High Yield Fund Class I

     0.81%        0.88%  

High Yield Fund Class R3

     1.36%        1.47%  

High Yield Fund Class R4

     1.06%        1.17%  

High Yield Fund Class R5

     0.76%        0.87%  

High Yield Fund Class Y

     0.71%        0.79%  

High Yield Fund Class F

     0.71%        0.76%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. •Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and price than other securities.

Composition by Security Type

as of April 30, 2018

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     0.9

Escrows

     0.0

Preferred Stocks

     0.2  
  

 

 

 

Total

     1.1
  

 

 

 

Fixed Income Securities

  

Asset & Commercial Mortgage Backed Securities

     0.0 %* 

Convertible Bonds

     1.9  

Corporate Bonds

     89.2  

Senior Floating Rate Interests

     3.4  
  

 

 

 

Total

     94.5
  

 

 

 

Short-Term Investments

     4.4  

Other Assets & Liabilities

     0.0
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.
 

 

 

  9  

 


Fund Performance and Summary

The Hartford Inflation Plus Fund inception 10/31/2002

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks a total return that exceeds the rate of inflation over an economic cycle.

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Month1      1 Year      5 Years      10 Years  

Class A2

     -0.62%        -0.62%        -1.14%        2.49%  

Class A3

     -5.09%        -5.09%        -2.05%        2.02%  

Class C2

     -1.05%        -1.43%        -1.89%        1.72%  

Class C3

     -2.01%        -2.38%        -1.89%        1.72%  

Class I2

     -0.52%        -0.34%        -0.90%        2.75%  

Class R32

     -0.89%        -0.98%        -1.50%        2.11%  

Class R42

     -0.70%        -0.70%        -1.21%        2.43%  

Class R52

     -0.52%        -0.34%        -0.90%        2.72%  

Class Y2

     -0.55%        -0.37%        -0.86%        2.80%  

Class F2

     -0.56%        -0.29%        -0.89%        2.75%  

Bloomberg Barclays U.S. TIPS 1-10 Year Index

     -0.17%        -0.15%        -0.09%        2.39%  

Bloomberg Barclays U.S. TIPS Index

     0.19%        0.27%        -0.12%        3.14%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50%. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 3/5/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays U.S. TIPS 1-10 Year Index (reflects no deduction for fees, expenses or taxes) represents U.S. Treasury inflation-protected securities having a maturity of at least 1 year and less than 10 years.

Bloomberg Barclays U.S. TIPS Index (reflects no deduction for fees, expenses or taxes) represents securities that protect against adverse inflation and provide a minimum level of real return. To be included in this index, bonds must have cash flows linked to an inflation index, be sovereign issues denominated in U.S. currency, and have more than one year to maturity.

You cannot invest directly in an index.

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

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

 

 

 

  10  

 


The Hartford Inflation Plus Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

Inflation Plus Fund Class A

     0.86%        0.98%  

Inflation Plus Fund Class C

     1.61%        1.69%  

Inflation Plus Fund Class I

     0.61%        0.69%  

Inflation Plus Fund Class R3

     1.21%        1.28%  

Inflation Plus Fund Class R4

     0.91%        0.98%  

Inflation Plus Fund Class R5

     0.61%        0.68%  

Inflation Plus Fund Class Y

     0.56%        0.62%  

Inflation Plus Fund Class F

     0.56%        0.56%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. The fund seeks to achieve its investment objective by allocating assets among specialist portfolio managers. There is no guarantee a fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Fixed income security risks include credit, liquidity, call, duration, and interest rate risk. As interest rates rise, bond prices generally fall. •Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. •The value of inflation-protected securities (IPS) generally fluctuates with changes in real interest rates, and the market for IPSs may be less developed or liquid, and more volatile, than other securities markets. •Mortgage related- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. •Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments.

Composition by Security Type

as of April 30, 2018

 

Category    Percentage of
Net Assets
 

Fixed Income Securities

  

Asset & Commercial Mortgage Backed Securities

     2.5

Foreign Government Obligations

     2.7  

Senior Floating Rate Interests

     5.0  

U.S. Government Agencies

     7.0  

U.S. Government Securities

     87.1  
  

 

 

 

Total

     104.3
  

 

 

 

Short-Term Investments

     2.8  

Purchased Options

     0.1  

Other Assets & Liabilities

     (7.2
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  11  

 


Fund Performance and Summary

Hartford Municipal Income Fund inception 05/29/2015

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide a high level of current income that is generally exempt from federal income taxes, and long-term total return.

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      Since
Inception2
 

Class A3

     -0.68%        2.10%        2.60%  

Class A4

     -5.15%        -2.50%        1.00%  

Class C3

     -0.69%        2.22%        2.17%  

Class C4

     -1.67%        1.22%        2.17%  

Class I3

     -0.56%        2.45%        2.85%  

Class F3

     -0.56%        2.48%        2.87%  

Bloomberg Barclays Municipal Bond Index

     -0.97%        1.56%        2.47%  

 

1  Not Annualized
2  Inception: 05/29/2015
3  Without sales charge
4  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may

exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

Bloomberg Barclays Municipal Bond Index (reflects no deduction for fees, expenses or taxes) is designed to cover the USD-denominated long-term tax exempt bond market.

You cannot invest directly in an index.

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

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

 

 

 

  12  

 


Hartford Municipal Income Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

Municipal Income Fund Class A

     0.70%        1.12%  

Municipal Income Fund Class C

     1.45%        1.84%  

Municipal Income Fund Class I

     0.45%        0.83%  

Municipal Income Fund Class F

     0.40%        0.81%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. •Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Municipal securities may be adversely impacted by state/local, political, economic, or market conditions. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable.

Composition of Municipal Bonds(1)

as of April 30, 2018

 

Municipal Bonds    Percentage of
Net Assets
 

Airport

     8.9

Development

     2.8  

Education

     5.2  

Facilities

     0.2  

General Obligation

     15.1  

Higher Education

     2.1  

Medical

     8.8  

Mello-Roos District

     1.3  

Nursing Homes

     6.3  

Other(2)

     13.0  

Power

     3.4  

School District

     8.6  

Single Family Housing

     1.7  

Tobacco

     4.7  

Transportation

     9.7  

Utilities

     1.4  

Water

     2.6  

Short-Term Investments

     2.9  

Other Assets & Liabilities

     1.3  
  

 

 

 

Total

     100.0
  

 

 

 

 

(1)  For Fund compliance purposes, the Fund may not use the same classification system and these classifications are used for financial reporting purposes.

 

(2)  Other refers to Special Tax District Bonds, Tax Increment Bonds and certain Community Development District bonds.
 

 

 

  13  

 


Fund Performance and Summary

The Hartford Municipal Opportunities Fund inception 05/31/2007

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide current income that is generally exempt from federal income taxes, and long-term total return.

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     -0.47%        1.86%        2.10%        3.64%  

Class A3

     -4.95%        -2.73%        1.16%        3.17%  

Class C2

     -0.84%        1.09%        1.33%        2.85%  

Class C3

     -1.82%        0.10%        1.33%        2.85%  

Class I2

     -0.34%        1.99%        2.35%        3.89%  

Class F2

     -0.31%        2.15%        2.36%        3.89%  

Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index

     -1.16%        0.82%        1.97%        3.73%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50%. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may

exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company, using a modified investment strategy. As of 3/5/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index (reflects no deduction for fees, expenses or taxes) is a sub-index of the Bloomberg Barclays Municipal Bond Index. It is a rules-based market value-weighted index of bonds with maturities of 1 year to 17 years engineered for the tax-exempt bond market.

You cannot invest directly in an index.

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

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

 

 

 

  14  

 


The Hartford Municipal Opportunities Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

Operating Expenses*    Net      Gross  

Municipal Opportunities Fund Class A

     0.70%        0.70%  

Municipal Opportunities Fund Class C

     1.45%        1.46%  

Municipal Opportunities Fund Class I

     0.45%        0.46%  

Municipal Opportunities Fund Class F

     0.40%        0.41%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. High-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Municipal securities may be adversely impacted by state/local, political, economic, or market conditions. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable.

Composition of Municipal Bonds(1)

as of April 30, 2018

 

Municipal Bonds    Percentage of
Net Assets
 

Airport

     3.9

Bond Bank

     0.2  

Development

     3.9  

Education

     1.7  

Facilities

     0.2  

General Obligation

     15.2  

Higher Education

     2.2  

Housing

     0.1  

Medical

     10.2  

Mello-Roos District

     1.4  

Multifamily Housing

     0.6  

Nursing Homes

     6.9  

Other(2)

     16.2  

Pollution

     0.1  

Power

     3.3  

School District

     9.2  

Single Family Housing

     3.3  

Tobacco

     4.3  

Transportation

     7.9  

Utilities

     0.9  

Water

     4.8  

Short-Term Investments

     2.6  

Other Assets & Liabilities

     0.9  
  

 

 

 

Total

     100.0
  

 

 

 

 

(1)  For Fund compliance purposes, the Fund may not use the same classification system and these classifications are used for financial reporting purposes.

 

(2)  Other refers to Special Tax District Bonds, Tax Increment Bonds and certain Community Development District bonds.
 

 

 

  15  

 


Fund Performance and Summary

The Hartford Municipal Real Return Fund inception 06/02/1986

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide current income exempt from federal income tax, and after-tax inflation-adjusted total returns.

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Month1      1 Years      5 Years      10 Years  

Class A2

     0.06%        1.99%        1.59%        2.27%  

Class A3

     -4.45%        -2.60%        0.66%        1.80%  

Class C2

     -0.21%        1.22%        0.83%        1.50%  

Class C3

     -1.20%        0.23%        0.83%        1.50%  

Class I2

     0.29%        2.25%        1.86%        2.53%  

Class Y2

     0.29%        2.24%        1.85%        2.54%  

Class F2

     0.32%        2.19%        1.85%        2.53%  

Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index

     -1.16%        0.82%        1.97%        3.73%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50%. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may

exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company, using a modified investment strategy. As of 3/5/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index (reflects no deduction for fees, expenses or taxes) is a sub-index of the Bloomberg Barclays Municipal Bond Index. It is a rules-based market value-weighted index of bonds with maturities of 1 year to 17 years engineered for the tax-exempt bond market.

You cannot invest directly in an index.

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

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

 

 

 

  16  

 


The Hartford Municipal Real Return Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net     Gross  

Municipal Real Return Fund Class A

     0.70     0.76

Municipal Real Return Fund Class C

     1.45     1.51

Municipal Real Return Fund Class I

     0.45     0.51

Municipal Real Return Fund Class Y

     0.45     0.51

Municipal Real Return Fund Class F

     0.40     0.46

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. The value of inflation-protected securities (IPS) generally fluctuates with changes in real interest rates and the market for IPS may be less developed or liquid, and more volatile, than other securities markets. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Municipal securities may be adversely impacted by state/local, political, economic, or market conditions. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable.

Composition of Municipal Bonds(1)

as of April 30, 2018

 

Municipal Bonds    Percentage of
Net Assets
 

Airport

     7.9

Bond Bank

     0.2  

Development

     1.7  

Education

     2.8  

Facilities

     0.5  

General Obligation

     9.4  

Higher Education

     4.9  

Medical

     8.2  

Mello-Roos District

     0.9  

Multifamily Housing

     0.5  

Nursing Homes

     4.4  

Other(2)

     18.4  

Pollution

     0.2  

Power

     3.9  

School District

     11.0  

Single Family Housing

     1.0  

Tobacco

     2.0  

Transportation

     8.4  

Utilities

     1.6  

Water

     7.6  

Short-Term Investments

     2.7  

Other Assets & Liabilities

     1.8  
  

 

 

 

Total

     100.0
  

 

 

 

 

(1)  For Fund compliance purposes, the Fund may not use the same classification system and these classifications are used for financial reporting purposes.

 

(2)  Other refers to Special Tax District Bonds, Tax Increment Bonds and certain Community Development District bonds.
 

 

 

  17  

 


Fund Performance and Summary

Hartford Municipal Short Duration Fund inception 05/29/2015

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide current income that is generally exempt from federal income taxes, and long-term total return.

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      Since
Inception2
 

Class A3

     -0.64%        0.38%        0.76%  

Class A4

     -5.11%        -4.14%        -0.81%  

Class C3

     -0.69%        0.27%        0.30%  

Class C4

     -1.68%        -0.72%        0.30%  

Class I3

     -0.53%        0.69%        1.03%  

Class F3

     -0.63%        0.62%        1.01%  

Bloomberg Barclays Municipal Bond Short 1-5 Year Index

     -0.77%        -0.07%        0.87%  

 

1  Not Annualized
2  Inception: 5/29/2015
3  Without sales charge
4  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may

exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund

expenses.

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

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

Bloomberg Barclays Municipal Bond Short 1-5 Year Index (reflects no deduction for fees, expenses or taxes) measures the performance of municipal bonds with time to maturity of more than one year and less than five years.

You cannot invest directly in an index.

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

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

 

 

 

  18  

 


Hartford Municipal Short Duration Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

Municipal Short Duration Fund Class A

     0.70%        1.16%  

Municipal Short Duration Fund Class C

     1.45%        1.90%  

Municipal Short Duration Fund Class I

     0.45%        0.88%  

Municipal Short Duration Fund Class F

     0.40%        0.87%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risk

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Municipal securities may be adversely impacted by state/local, political, economic, or market conditions. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable.

Composition of Municipal Bonds(1)

as of April 30, 2018

 

Municipal Bonds    Percentage of
Net Assets
 

Airport

     9.7

Development

     3.5  

Education

     2.7  

General Obligation

     10.9  

Housing

     0.8  

Medical

     11.0  

Mello-Roos District

     3.0  

Nursing Homes

     7.9  

Other(2)

     11.3  

Pollution

     0.2  

Power

     2.1  

School District

     6.3  

Single Family Housing

     7.3  

Student Loan

     0.6  

Tobacco

     8.4  

Transportation

     4.8  

Utilities

     1.5  

Water

     3.2  

Short-Term Investments

     3.7  

Other Assets & Liabilities

     1.1  
  

 

 

 

Total

     100.0
  

 

 

 

 

(1)  For Fund compliance purposes, the Fund may not use the same classification system and these classifications are used for financial reporting purposes.

 

(2)  Other refers to Special Tax District Bonds, Tax Increment Bonds and certain Community Development District bonds.
 

 

 

  19  

 


Fund Performance and Summary

The Hartford Quality Bond Fund inception 11/30/2012

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to maximize total return while providing a high level of current income consistent with prudent investment risk.

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Year      Since
Inception2
 

Class A3

     -1.32%        -0.35%        1.11%        1.28%  

Class A4

     -5.76%        -4.83%        0.18%        0.42%  

Class C3

     -1.73%        -1.23%        0.35%        0.51%  

Class C4

     -2.70%        -2.21%        0.35%        0.51%  

Class I3

     -1.29%        -0.39%        1.35%        1.50%  

Class R33

     -1.48%        -0.66%        0.88%        1.02%  

Class R43

     -1.23%        -0.33%        1.24%        1.37%  

Class R53

     -1.20%        -0.17%        1.51%        1.64%  

Class Y3

     -1.15%        -0.07%        1.46%        1.60%  

Class F3

     -1.14%        -0.06%        1.43%        1.57%  

Bloomberg Barclays U.S. Aggregate Bond Index

     -1.87%        -0.32%        1.47%        1.49%  

 

1  Not Annualized
2  Inception: 11/30/2012
3  Without sales charge
4  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

Bloomberg Barclays U.S. Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities that are SEC-registered, taxable, and dollar denominated. The index covers the U.S. investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. These major sectors are subdivided into more specific indices that are calculated and reported on a regular basis.

You cannot invest directly in an index.

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

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

 

 

 

  20  

 


The Hartford Quality Bond Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

Quality Bond Fund Class A

     0.86%        0.93%  

Quality Bond Fund Class C

     1.61%        1.72%  

Quality Bond Fund Class I

     0.61%        0.65%  

Quality Bond Fund Class R3

     1.20%        1.28%  

Quality Bond Fund Class R4

     0.95%        0.98%  

Quality Bond Fund Class R5

     0.65%        0.68%  

Quality Bond Fund Class Y

     0.55%        0.56%  

Quality Bond Fund Class F

     0.45%        0.56%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. The risks associated with mortgage related- and asset-backed securities as well as collateralized loan obligations (CLOs) include credit, interest-rate, prepayment, liquidity, default and extension risk. The purchase of securities in the To-Be-Announced (TBA) market can result in additional price and counterparty risk. The Fund may use dollar rolls, repurchase agreements, or reverse repurchase agreements, which can increase risk and volatility. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and price than other securities.

Composition by Security Type

as of April 30, 2018

 

Category    Percentage of
Net Assets
 

Fixed Income Securities

  

Asset & Commercial Mortgage Backed Securities

     32.6

U.S. Government Agencies

     86.4  

U.S. Government Securities

     6.6  
  

 

 

 

Total

     125.6
  

 

 

 

Short-Term Investments

     4.9  

Purchased Options

     0.7  

Other Assets & Liabilities

     (31.2
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  21  

 


Fund Performance and Summary

The Hartford Short Duration Fund inception 10/31/2002

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide current income and long-term total return.

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Month1      1 Year      5 Years      10 Years  

Class A2

     -0.18%        0.97%        1.25%        2.50%  

Class A3

     -2.18%        -1.05%        0.85%        2.29%  

Class C2

     -0.66%        0.12%        0.50%        1.72%  

Class C3

     -1.64%        -0.86%        0.50%        1.72%  

Class I2

     -0.14%        1.14%        1.54%        2.75%  

Class R32

     -0.26%        0.68%        0.98%        2.41%  

Class R42

     -0.19%        0.86%        1.25%        2.61%  

Class R52

     -0.04%        1.26%        1.59%        2.82%  

Class Y2

     -0.02%        1.18%        1.60%        2.83%  

Class F2

     0.00%        1.33%        1.58%        2.77%  

Bloomberg Barclays 1-3 Year U.S. Government/Credit Index

     -0.49%        -0.05%        0.71%        1.61%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 2.00%. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class I shares commenced operations on 2/26/10. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class R3, R4 and R5 shares commenced operations on 9/30/11. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares from 2/26/10 through 2/27/17 and Class A shares (excluding sales charges) prior to 2/26/10.

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

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company, using a modified investment strategy. As of 3/5/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays 1-3 Year U.S. Government/Credit Index (reflects no deduction for fees, expenses or taxes) is comprised of the U.S. Government/Credit component of the U.S. Aggregate Index. The 1-3 Year Government/Credit Index includes securities in the 1-3 year maturity range in the Government/Credit Index.

You cannot invest directly in an index.

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

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

 

 

 

  22  

 


The Hartford Short Duration Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

Operating Expenses*    Net      Gross  

Short Duration Fund Class A

     0.85%        0.89%  

Short Duration Fund Class C

     1.60%        1.60%  

Short Duration Fund Class I

     0.57%        0.57%  

Short Duration Fund Class R3

     1.15%        1.21%  

Short Duration Fund Class R4

     0.85%        0.91%  

Short Duration Fund Class R5

     0.55%        0.61%  

Short Duration Fund Class Y

     0.50%        0.50%  

Short Duration Fund Class F

     0.49%        0.49%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. The fund seeks to achieve its investment objective by allocating assets among specialist portfolio managers. There is no guarantee the Fund will achieve its stated objective. The Fund may allocate a portion of its assets to specialist portfolio managers, which may not work as intended. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. Loans can be difficult to value and highly illiquid; they are also subject to nonpayment, collateral, bankruptcy, default, extension, prepayment and insolvency risks. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. The risks associated with mortgage related- and asset-backed securities as well as collateralized loan obligations (CLOs) include credit, interest-rate, prepayment, liquidity, default and extension risk. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and price than other securities.

Composition by Security Type

as of April 30, 2018

 

Category    Percentage of
Net Assets
 

Fixed Income Securities

  

Asset & Commercial Mortgage Backed Securities

     17.8

Corporate Bonds

     54.1  

Foreign Government Obligations

     0.5  

Municipal Bonds

     0.9  

Senior Floating Rate Interests

     21.5  

U.S. Government Agencies

     4.6  

U.S. Government Securities

     0.5  
  

 

 

 

Total

     99.9
  

 

 

 

Short-Term Investments

     1.8  

Other Assets & Liabilities

     (1.7
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  23  

 


Fund Performance and Summary

The Hartford Strategic Income Fund inception 05/31/2007

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide current income and long-term total return.

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     0.22%        3.48%        3.12%        4.72%  

Class A3

     -4.29%        -1.18%        2.17%        4.23%  

Class C2

     -0.19%        2.63%        2.35%        3.93%  

Class C3

     -1.15%        1.65%        2.35%        3.93%  

Class I2

     0.34%        3.74%        3.38%        4.97%  

Class R32

     0.05%        3.16%        2.79%        4.60%  

Class R42

     0.20%        3.37%        3.12%        4.82%  

Class R52

     0.37%        3.68%        3.44%        5.03%  

Class R62

     0.40%        3.85%        3.50%        5.07%  

Class Y2

     0.43%        3.90%        3.50%        5.07%  

Class F2

     0.39%        3.73%        3.38%        4.97%  

Bloomberg Barclays U.S. Aggregate Bond Index

     -1.87%        -0.32%        1.47%        3.57%  

 

1 Not Annualized
2  Without sales charge
3  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50%. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class R3, R4 and R5 shares commenced operations on 9/30/11. Performance prior to that date is that of the Fund’s Class Y shares. Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

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

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company, using a modified investment strategy. As of 4/2/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays U.S. Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities that are SEC-registered, taxable, and dollar denominated. The index covers the U.S. investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. These major sectors are subdivided into more specific indices that are calculated and reported on a regular basis.

You cannot invest directly in an index.

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

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

 

 

 

  24  

 


The Hartford Strategic Income Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

Strategic Income Fund Class A

     0.96%        1.05%  

Strategic Income Fund Class C

     1.71%        1.76%  

Strategic Income Fund Class I

     0.71%        0.76%  

Strategic Income Fund Class R3

     1.26%        1.37%  

Strategic Income Fund Class R4

     0.96%        1.07%  

Strategic Income Fund Class R5

     0.66%        0.77%  

Strategic Income Fund Class R6

     0.61%        0.66%  

Strategic Income Fund Class Y

     0.61%        0.65%  

Strategic Income Fund Class F

     0.61%        0.65%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. The fund seeks to achieve its investment objective by allocating assets among specialist portfolio managers. There is no guarantee a fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Fixed income security risks include credit, liquidity, call, duration, and interest rate risk. As interest rates rise, bond prices generally fall. •Loans can be difficult to value and highly illiquid; they are also subject to nonpayment, collateral, bankruptcy, default, extension, prepayment and insolvency risks. •Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. •Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. •The risk associated with mortgage related- and asset-backed securities as well as collateralized loan obligations (CLOs) include credit, interest-rate, prepayment, liquidity, default and extension risk. •The purchase of securities in the To-Be-Announced (TBA) market can result in additional price and counterparty risk. •Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. •Privately placed, restricted (Rule 144A) securities may be more difficult to sell and price than other securities.

Composition by Security Type

as of April 30, 2018

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     0.1

Convertible Preferred Stocks

     0.1  

Escrows

     0.0
  

 

 

 

Total

     0.2
  

 

 

 

Fixed Income Securities

  

Asset & Commercial Mortgage Backed Securities

     14.7

Corporate Bonds

     17.2  

Foreign Government Obligations

     20.4  

Municipal Bonds

     2.4  

Senior Floating Rate Interests

     25.6  

U.S. Government Agencies

     6.1  

U.S. Government Securities

     9.2  
  

 

 

 

Total

     95.6
  

 

 

 

Short-Term Investments

     9.5  

Purchased Options

     0.1  

Other Assets & Liabilities

     (5.4
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.
 

 

 

  25  

 


Fund Performance and Summary

The Hartford Total Return Bond Fund inception 07/22/1996

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks a competitive total return, with income as a secondary objective.

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Month1      1 Year      5 Years      10 Years  

Class A2

     -1.59%        0.41%        1.43%        3.39%  

Class A3

     -6.02%        -4.10%        0.50%        2.91%  

Class C2

     -1.98%        -0.35%        0.70%        2.62%  

Class C3

     -2.95%        -1.33%        0.70%        2.62%  

Class I2

     -1.38%        0.73%        1.73%        3.69%  

Class R32

     -1.79%        0.03%        1.12%        3.11%  

Class R42

     -1.59%        0.39%        1.45%        3.40%  

Class R52

     -1.44%        0.70%        1.75%        3.70%  

Class R62

     -1.37%        0.82%        1.83%        3.80%  

Class Y2

     -1.43%        0.74%        1.84%        3.81%  

Class F2

     -1.41%        0.79%        1.76%        3.70%  

Bloomberg Barclays U.S. Aggregate Bond Index

     -1.87%        -0.32%        1.47%        3.57%  

 

1 Not Annualized
2  Without sales charge
3 With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50%. Returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

Performance information includes performance under the Fund’s previous sub-adviser, Hartford Investment Management Company. As of 3/5/12, Hartford Investment Management Company no longer served as the sub-adviser to the Fund.

Bloomberg Barclays U.S. Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities that are SEC-registered, taxable, and dollar denominated. The index covers the U.S. investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. These major sectors are subdivided into more specific indices that are calculated and reported on a regular basis.

You cannot invest directly in an index.

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

Performance information may reflect historical waivers/reimbursements without which performance would have been lower.

 

 

 

  26  

 


The Hartford Total Return Bond Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

Total Return Bond Fund Class A

     0.85%        0.85%  

Total Return Bond Fund Class C

     1.62%        1.62%  

Total Return Bond Fund Class I

     0.63%        0.63%  

Total Return Bond Fund Class R3

     1.18%        1.18%  

Total Return Bond Fund Class R4

     0.87%        0.87%  

Total Return Bond Fund Class R5

     0.58%        0.58%  

Total Return Bond Fund Class R6

     0.46%        0.46%  

Total Return Bond Fund Class Y

     0.47%        0.47%  

Total Return Bond Fund Class F

     0.46%        0.46%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross and Net expenses are the same. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. The fund seeks to achieve its investment objective by allocating assets among specialist portfolio managers. There is no guarantee a fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. The risks associated with mortgage related- and asset-backed securities as well as collateralized loan obligations (CLOs) include credit, interest-rate, prepayment, liquidity, default and extension risk. The purchase of securities in the To-Be-Announced (TBA) market can result in additional price and counterparty risk. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. Privately placed, restricted (Rule 144A) securities may be more difficult to sell and price than other securities.

Composition by Security Type

as of April 30, 2018

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     0.0 %* 

Preferred Stocks

     0.0
  

 

 

 

Total

     0.0 %* 
  

 

 

 

Fixed Income Securities

  

Asset & Commercial Mortgage Backed Securities

     33.7

Corporate Bonds

     30.1  

Foreign Government Obligations

     1.5  

Municipal Bonds

     1.2  

Senior Floating Rate Interests

     2.4  

U.S. Government Agencies

     55.0  

U.S. Government Securities

     8.0  
  

 

 

 

Total

     131.9
  

 

 

 

Short-Term Investments

     5.4  

Purchased Options

     0.3  

Other Assets & Liabilities

     (37.6
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.
 

 

 

  27  

 


Fund Performance and Summary

The Hartford World Bond Fund inception 05/31/2011

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks capital appreciation with income as a secondary goal.

 

LOGO

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

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Year      Since
Inception2
 

Class A3

     0.67%        2.04%        1.09%        2.71%  

Class A4

     -3.86%        -2.55%        0.17%        2.03%  

Class C3

     0.29%        1.37%        0.35%        1.97%  

Class C4

     -0.71%        0.37%        0.35%        1.97%  

Class I3

     0.87%        2.33%        1.37%        2.99%  

Class R33

     0.58%        1.85%        0.78%        2.39%  

Class R43

     0.67%        2.03%        1.07%        2.70%  

Class R53

     0.78%        2.33%        1.38%        3.00%  

Class R63

     0.88%        2.54%        1.48%        3.09%  

Class Y3

     0.87%        2.43%        1.48%        3.09%  

Class F3

     0.88%        2.44%        1.39%        3.01%  

FTSE World Government Bond Index

     2.15%        5.08%        0.59%        0.76%  

 

1  Not Annualized
2  Inception: 05/31/2011
3  Without sales charge
4  With sales charge

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

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

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

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

FTSE World Government Bond Index (formerly known as the Citigroup World Government Bond Index) (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of fixed-rate, local currency, investment grade sovereign bonds.

You cannot invest directly in an index.

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

Performance information may reflect historical waivers/reimbursements without which performance would have been lower.

 

 

 

  28  

 


The Hartford World Bond Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

World Bond Fund Class A

     1.04%        1.04%  

World Bond Fund Class C

     1.76%        1.76%  

World Bond Fund Class I

     0.78%        0.78%  

World Bond Fund Class R3

     1.38%        1.38%  

World Bond Fund Class R4

     1.08%        1.08%  

World Bond Fund Class R5

     0.78%        0.78%  

World Bond Fund Class R6

     0.66%        0.66%  

World Bond Fund Class Y

     0.72%        0.72%  

World Bond Fund Class F

     0.66%        0.66%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross and Net expenses are the same. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. The fund seeks to achieve its investment objective by allocating assets among specialist portfolio managers. There is no guarantee a fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. •Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. •Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. •Mortgage related- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. •Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. •The fund may invest in a smaller number of issuers and focus on investments in particular geographic regions or countries, so it may be more exposed to risks and volatility than a more broadly diversified fund. •Privately placed, restricted (Rule 144A) securities may be more difficult to sell and price than other securities.

Composition by Security Type

as of April 30, 2018

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     0.0 %* 

Escrows

     0.0

Preferred Stocks

     0.0
  

 

 

 

Total

     0.0 %* 
  

 

 

 

Fixed Income Securities

  

Asset & Commercial Mortgage Backed Securities

     7.2

Convertible Bonds

     0.4  

Corporate Bonds

     12.6  

Foreign Government Obligations

     59.9  

Senior Floating Rate Interests

     2.9  

U.S. Government Agencies

     0.6  

U.S. Government Securities

     10.2  
  

 

 

 

Total

     93.8
  

 

 

 

Short-Term Investments

     8.6  

Purchased Options

     0.0

Other Assets & Liabilities

     (2.4
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.
 

 

 

  29  

 


Hartford Fixed Income Funds

Expense Examples (Unaudited)

 

 

 

Your Fund’s Expenses

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of November 1, 2017 through April 30, 2018. To the extent a Fund was subject to acquired fund fees and expenses during the period, acquired fund fees and expenses are not included in the annualized expense ratios below.

Actual Expenses

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

Hypothetical Example for Comparison Purposes

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

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

The Hartford Emerging Markets Local Debt Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,040.30     $     6.32     $     1,000.00     $     1,018.60     $     6.26       1.25     181       365  

Class C

  $ 1,000.00     $ 1,037.80     $ 10.11     $ 1,000.00     $ 1,014.88     $ 9.99       2.00     181       365  

Class I

  $ 1,000.00     $ 1,041.90     $ 4.81     $ 1,000.00     $ 1,020.08     $ 4.76       0.95     181       365  

Class R3

  $ 1,000.00     $ 1,039.60     $ 6.88     $ 1,000.00     $ 1,018.05     $ 6.81       1.36     181       365  

Class R4

  $ 1,000.00     $ 1,042.10     $ 6.33     $ 1,000.00     $ 1,018.60     $ 6.26       1.25     181       365  

Class R5

  $ 1,000.00     $ 1,043.40     $ 4.81     $ 1,000.00     $ 1,020.08     $ 4.76       0.95     181       365  

Class Y

  $ 1,000.00     $ 1,042.50     $ 4.56     $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

Class F

  $ 1,000.00     $ 1,043.90     $ 4.56     $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

 

 

  30  

 


Hartford Fixed Income Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Floating Rate Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,021.40     $     4.96     $     1,000.00     $     1,019.89     $     4.96       0.99     181       365  

Class C

  $ 1,000.00     $ 1,016.50     $ 8.65     $ 1,000.00     $ 1,016.22     $ 8.65       1.73     181       365  

Class I

  $ 1,000.00     $ 1,022.70     $ 3.66     $ 1,000.00     $ 1,021.18     $ 3.66       0.73     181       365  

Class R3

  $ 1,000.00     $ 1,020.10     $ 6.26     $ 1,000.00     $ 1,018.60     $ 6.26       1.25     181       365  

Class R4

  $ 1,000.00     $ 1,021.30     $ 5.01     $ 1,000.00     $ 1,019.84     $ 5.01       1.00     181       365  

Class R5

  $ 1,000.00     $ 1,022.70     $ 3.61     $ 1,000.00     $ 1,021.22     $ 3.61       0.72     181       365  

Class Y

  $ 1,000.00     $ 1,021.70     $ 3.51     $ 1,000.00     $ 1,021.32     $ 3.51       0.70     181       365  

Class F

  $ 1,000.00     $ 1,023.10     $ 3.26     $ 1,000.00     $ 1,021.57     $ 3.26       0.65     181       365  

The Hartford Floating Rate High Income Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,021.20     $     5.26     $     1,000.00     $     1,019.59     $     5.26       1.05     181       365  

Class C

  $ 1,000.00     $ 1,017.40     $ 9.00     $ 1,000.00     $ 1,015.87     $ 9.00       1.80     181       365  

Class I

  $ 1,000.00     $ 1,022.40     $ 4.01     $ 1,000.00     $ 1,020.83     $ 4.01       0.80     181       365  

Class R3

  $ 1,000.00     $ 1,019.70     $ 6.76     $ 1,000.00     $ 1,018.10     $ 6.76       1.35     181       365  

Class R4

  $ 1,000.00     $ 1,021.20     $ 5.26     $ 1,000.00     $ 1,019.59     $ 5.26       1.05     181       365  

Class R5

  $ 1,000.00     $ 1,022.70     $ 3.76     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

Class Y

  $ 1,000.00     $ 1,022.70     $ 3.76     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

Class F

  $ 1,000.00     $ 1,023.70     $ 3.76     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

The Hartford High Yield Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     997.30     $     5.20     $     1,000.00     $     1,019.59     $     5.26       1.05     181       365  

Class C

  $ 1,000.00     $ 993.50     $ 8.90     $ 1,000.00     $ 1,015.87     $ 9.00       1.80     181       365  

Class I

  $ 1,000.00     $ 998.70     $ 3.96     $ 1,000.00     $ 1,020.83     $ 4.01       0.80     181       365  

Class R3

  $ 1,000.00     $ 995.80     $ 6.68     $ 1,000.00     $ 1,018.10     $ 6.76       1.35     181       365  

Class R4

  $ 1,000.00     $ 996.00     $ 5.20     $ 1,000.00     $ 1,019.59     $ 5.26       1.05     181       365  

Class R5

  $ 1,000.00     $ 998.70     $ 3.72     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

Class Y

  $ 1,000.00     $ 997.60     $ 3.47     $ 1,000.00     $ 1,021.32     $ 3.51       0.70     181       365  

Class F

  $ 1,000.00     $ 999.10     $ 3.47     $ 1,000.00     $ 1,021.32     $ 3.51       0.70     181       365  

 

 

  31  

 


Hartford Fixed Income Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Inflation Plus Fund

 

     Actual Return      Hypothetical (5% return before expenses)                      
      Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April  30,
2018
     Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April  30,
2018
     Annualized
expense
ratio
    Days in
the
current
1/2 year
     Days in
the full
year
 

Class A

   $     1,000.00      $     993.80      $     4.20      $     1,000.00      $     1,020.58      $     4.26        0.85     181        365  

Class C

   $ 1,000.00      $ 989.50      $ 7.89      $ 1,000.00      $ 1,016.86      $ 8.00        1.60     181        365  

Class I

   $ 1,000.00      $ 994.80      $ 2.97      $ 1,000.00      $ 1,021.82      $ 3.01        0.60     181        365  

Class R3

   $ 1,000.00      $ 991.10      $ 5.92      $ 1,000.00      $ 1,018.84      $ 6.01        1.20     181        365  

Class R4

   $ 1,000.00      $ 993.00      $ 4.45      $ 1,000.00      $ 1,020.33      $ 4.51        0.90     181        365  

Class R5

   $ 1,000.00      $ 994.80      $ 2.97      $ 1,000.00      $ 1,021.82      $ 3.01        0.60     181        365  

Class Y

   $ 1,000.00      $ 994.50      $ 2.72      $ 1,000.00      $ 1,022.07      $ 2.76        0.55     181        365  

Class F

   $ 1,000.00      $ 994.40      $ 2.72      $ 1,000.00      $ 1,022.07      $ 2.76        0.55     181        365  

Hartford Municipal Income Fund

 

     Actual Return      Hypothetical (5% return before expenses)                      
      Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April  30,
2018
     Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April  30,
2018
     Annualized
expense
ratio
    Days in
the
current
1/2 year
     Days in
the full
year
 

Class A

   $     1,000.00      $     993.20      $     3.21      $     1,000.00      $     1,021.57      $     3.26        0.65     181        365  

Class C

   $ 1,000.00      $ 993.10      $ 3.21      $ 1,000.00      $ 1,021.57      $ 3.26        0.65     181        365  

Class I

   $ 1,000.00      $ 994.40      $ 1.98      $ 1,000.00      $ 1,022.81      $ 2.01        0.40     181        365  

Class F

   $ 1,000.00      $ 994.40      $ 1.93      $ 1,000.00      $ 1,022.86      $ 1.96        0.39     181        365  

The Hartford Municipal Opportunities Fund

 

     Actual Return      Hypothetical (5% return before expenses)                      
      Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April  30,
2018
     Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April  30,
2018
     Annualized
expense
ratio
    Days in
the
current
1/2 year
     Days in
the full
year
 

Class A

   $     1,000.00      $     995.30      $     3.41      $     1,000.00      $     1,021.37      $     3.46        0.69     181        365  

Class C

   $ 1,000.00      $ 991.60      $ 7.11      $ 1,000.00      $ 1,017.65      $ 7.20        1.44     181        365  

Class I

   $ 1,000.00      $ 996.60      $ 2.18      $ 1,000.00      $ 1,022.61      $ 2.21        0.44     181        365  

Class F

   $ 1,000.00      $ 996.90      $ 1.88      $ 1,000.00      $ 1,022.91      $ 1.91        0.38     181        365  

 

 

  32  

 


Hartford Fixed Income Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Municipal Real Return Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,000.60     $     3.42     $     1,000.00     $     1,021.37     $     3.46       0.69     181       365  

Class C

  $ 1,000.00     $ 997.90     $ 7.13     $ 1,000.00     $ 1,017.65     $ 7.20       1.44     181       365  

Class I

  $ 1,000.00     $ 1,002.90     $ 2.19     $ 1,000.00     $ 1,022.61     $ 2.21       0.44     181       365  

Class Y

  $ 1,000.00     $ 1,002.90     $ 2.19     $ 1,000.00     $ 1,022.61     $ 2.21       0.44     181       365  

Class F

  $ 1,000.00     $ 1,003.20     $ 1.94     $ 1,000.00     $ 1,022.86     $ 1.96       0.39     181       365  

Hartford Municipal Short Duration Fund

 

     Actual Return      Hypothetical (5% return before expenses)                      
      Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April  30,
2018
     Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April  30,
2018
     Annualized
expense
ratio
    Days in
the
current
1/2 year
     Days in
the full
year
 

Class A

   $     1,000.00      $     993.60      $     3.06      $     1,000.00      $     1,021.72      $     3.11        0.62     181        365  

Class C

   $ 1,000.00      $ 993.10      $ 3.56      $ 1,000.00      $ 1,021.22      $ 3.61        0.72     181        365  

Class I

   $ 1,000.00      $ 994.70      $ 2.03      $ 1,000.00      $ 1,022.76      $ 2.06        0.41     181        365  

Class F

   $ 1,000.00      $ 993.70      $ 1.93      $ 1,000.00      $ 1,022.86      $ 1.96        0.39     181        365  

The Hartford Quality Bond Fund

 

     Actual Return      Hypothetical (5% return before expenses)                      
      Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April  30,
2018
     Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April  30,
2018
     Annualized
expense
ratio
    Days in
the
current
1/2 year
     Days in
the full
year
 

Class A

   $     1,000.00      $     986.80      $     3.99      $     1,000.00      $     1,020.78      $     4.06        0.81     181        365  

Class C

   $ 1,000.00      $ 982.70      $ 7.87      $ 1,000.00      $ 1,016.86      $ 8.00        1.60     181        365  

Class I

   $ 1,000.00      $ 987.10      $ 2.76      $ 1,000.00      $ 1,022.02      $ 2.81        0.56     181        365  

Class R3

   $ 1,000.00      $ 985.20      $ 5.56      $ 1,000.00      $ 1,019.19      $ 5.66        1.13     181        365  

Class R4

   $ 1,000.00      $ 987.70      $ 3.10      $ 1,000.00      $ 1,021.67      $ 3.16        0.63     181        365  

Class R5

   $ 1,000.00      $ 988.00      $ 2.76      $ 1,000.00      $ 1,022.02      $ 2.81        0.56     181        365  

Class Y

   $ 1,000.00      $ 988.50      $ 2.51      $ 1,000.00      $ 1,022.27      $ 2.56        0.51     181        365  

Class F

   $ 1,000.00      $ 988.60      $ 2.17      $ 1,000.00      $ 1,022.61      $ 2.21        0.44     181        365  

 

 

  33  

 


Hartford Fixed Income Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Short Duration Fund

 

     Actual Return      Hypothetical (5% return before expenses)                      
      Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April  30,
2018
     Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April  30,
2018
     Annualized
expense
ratio
    Days in
the
current
1/2 year
     Days in
the full
year
 

Class A

   $     1,000.00      $     998.20      $     4.21      $     1,000.00      $     1,020.58      $     4.26        0.85     181        365  

Class C

   $ 1,000.00      $ 993.40      $ 7.91      $ 1,000.00      $ 1,016.86      $ 8.00        1.60     181        365  

Class I

   $ 1,000.00      $ 998.60      $ 2.78      $ 1,000.00      $ 1,022.02      $ 2.81        0.56     181        365  

Class R3

   $ 1,000.00      $ 997.40      $ 4.95      $ 1,000.00      $ 1,019.84      $ 5.01        1.00     181        365  

Class R4

   $ 1,000.00      $ 998.10      $ 4.21      $ 1,000.00      $ 1,020.58      $ 4.26        0.85     181        365  

Class R5

   $ 1,000.00      $ 999.60      $ 2.73      $ 1,000.00      $ 1,022.07      $ 2.76        0.55     181        365  

Class Y

   $ 1,000.00      $ 999.80      $ 2.58      $ 1,000.00      $ 1,022.22      $ 2.61        0.52     181        365  

Class F

   $ 1,000.00      $ 1,000.00      $ 2.43      $ 1,000.00      $ 1,022.37      $ 2.46        0.49     181        365  

The Hartford Strategic Income Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,002.20     $     4.72     $     1,000.00     $     1,020.08     $     4.76       0.95     181       365  

Class C

  $ 1,000.00     $ 998.10     $ 8.42     $ 1,000.00     $ 1,016.36     $ 8.50       1.70     181       365  

Class I

  $ 1,000.00     $ 1,003.40     $ 3.48     $ 1,000.00     $ 1,021.32     $ 3.51       0.70     181       365  

Class R3

  $ 1,000.00     $ 1,000.50     $ 6.20     $ 1,000.00     $ 1,018.60     $ 6.26       1.25     181       365  

Class R4

  $ 1,000.00     $ 1,002.00     $ 4.72     $ 1,000.00     $ 1,020.08     $ 4.76       0.95     181       365  

Class R5

  $ 1,000.00     $ 1,003.70     $ 3.23     $ 1,000.00     $ 1,021.57     $ 3.26       0.65     181       365  

Class R6

  $ 1,000.00     $ 1,004.00     $ 2.98     $ 1,000.00     $ 1,021.82     $ 3.01       0.60     181       365  

Class Y

  $ 1,000.00     $ 1,004.30     $ 2.98     $ 1,000.00     $ 1,021.82     $ 3.01       0.60     181       365  

Class F

  $ 1,000.00     $ 1,003.90     $ 2.98     $ 1,000.00     $ 1,021.82     $ 3.01       0.60     181       365  

 

 

  34  

 


Hartford Fixed Income Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Total Return Bond Fund

 

     Actual Return      Hypothetical (5% return before expenses)                      
      Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April  30,
2018
     Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April  30,
2018
     Annualized
expense
ratio
    Days in
the
current
1/2 year
     Days in
the full
year
 

Class A

   $     1,000.00      $     984.10      $     4.08      $     1,000.00      $     1,020.68      $     4.16        0.83     181        365  

Class C

   $ 1,000.00      $ 980.20      $ 8.00      $ 1,000.00      $ 1,016.71      $ 8.15        1.63     181        365  

Class I

   $ 1,000.00      $ 986.20      $ 2.61      $ 1,000.00      $ 1,022.17      $ 2.66        0.53     181        365  

Class R3

   $ 1,000.00      $ 982.10      $ 5.65      $ 1,000.00      $ 1,019.09      $ 5.76        1.15     181        365  

Class R4

   $ 1,000.00      $ 984.10      $ 4.18      $ 1,000.00      $ 1,020.58      $ 4.26        0.85     181        365  

Class R5

   $ 1,000.00      $ 985.60      $ 2.76      $ 1,000.00      $ 1,022.02      $ 2.81        0.56     181        365  

Class R6

   $ 1,000.00      $ 986.30      $ 2.17      $ 1,000.00      $ 1,022.61      $ 2.21        0.44     181        365  

Class Y

   $ 1,000.00      $ 985.70      $ 2.36      $ 1,000.00      $ 1,022.41      $ 2.41        0.48     181        365  

Class F

   $ 1,000.00      $ 985.90      $ 2.17      $ 1,000.00      $ 1,022.61      $ 2.21        0.44     181        365  

The Hartford World Bond Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,006.70     $     5.17     $     1,000.00     $     1,019.64     $     5.21       1.04     181       365  

Class C

  $ 1,000.00     $ 1,002.90     $ 8.84     $ 1,000.00     $ 1,015.97     $ 8.90       1.78     181       365  

Class I

  $ 1,000.00     $ 1,008.70     $ 3.83     $ 1,000.00     $ 1,020.98     $ 3.86       0.77     181       365  

Class R3

  $ 1,000.00     $ 1,005.80     $ 6.71     $ 1,000.00     $ 1,018.10     $ 6.76       1.35     181       365  

Class R4

  $ 1,000.00     $ 1,006.70     $ 5.27     $ 1,000.00     $ 1,019.54     $ 5.31       1.06     181       365  

Class R5

  $ 1,000.00     $ 1,007.80     $ 3.78     $ 1,000.00     $ 1,021.03     $ 3.81       0.76     181       365  

Class R6

  $ 1,000.00     $ 1,008.80     $ 3.34     $ 1,000.00     $ 1,021.47     $ 3.36       0.67     181       365  

Class Y

  $ 1,000.00     $ 1,008.70     $ 3.44     $ 1,000.00     $ 1,021.37     $ 3.46       0.69     181       365  

Class F

  $ 1,000.00     $ 1,008.80     $ 3.34     $ 1,000.00     $ 1,021.47     $ 3.36       0.67     181       365  

 

 

  35  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 19.3%  
      Argentina - 0.6%  
  $       250,000    

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

  $ 258,475  
    50,000    

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

    54,876  
    150,000    

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

    152,625  
    150,000    

Rio Energy S.A. / UGEN S.A. / UENSA S.A.
6.88%, 02/01/2025(1)

    146,250  
 

YPF S.A.

 

    335,000    

7.00%, 12/15/2047(1)

    298,719  
    300,000    

8.75%, 04/04/2024(1)

    330,525  
     

 

 

 
    1,241,470  
     

 

 

 
      Austria - 0.2%  
    400,000    

JBS Investments GmbH
7.75%, 10/28/2020(2)

    406,504  
     

 

 

 
      Azerbaijan - 0.4%  
    400,000    

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

    437,000  
    260,000    

State Oil Co. of the Azerbaijan Republic
6.95%, 03/18/2030(2)

    279,339  
     

 

 

 
    716,339  
     

 

 

 
      Bermuda - 0.1%  
    275,000    

Digicel Group Ltd.
05/2015, 7.13%, 04/01/2022(2)

    223,635  
     

 

 

 
      Brazil - 0.8%  
 

Banco do Brasil S.A.

 

    250,000    

4.88%, 04/19/2023(1)

    248,500  
    270,000    

5.88%, 01/26/2022(2)

    276,412  
 

Globo Comunicacao e Participacoes S.A.

 

    200,000    

5.13%, 03/31/2027(1)

    194,000  
    400,000    

5.13%, 03/31/2027(2)

    388,000  
    255,000    

Itau Unibanco Holding S.A.
5 year CMT Swap + 3.981%, 6.13%, 12/12/2022(1)(3)(4)

    249,186  
    200,000    

Samarco Mineracao S.A.
4.13%, 11/01/2022(2)(5)

    145,500  
     

 

 

 
    1,501,598  
     

 

 

 
      British Virgin Islands - 1.3%  
    200,000    

Gerdau Trade, Inc.
4.88%, 10/24/2027(1)

    193,500  
    470,000    

HLP Finance Ltd.
4.75%, 06/25/2022(2)

    482,857  
 

Sinopec Group Overseas Development Ltd.

 

    325,000    

2.50%, 09/13/2022(1)

    308,025  
    200,000    

2.50%, 09/13/2022(2)

    189,554  
    325,000    

3.25%, 09/13/2027(1)

    300,362  
    615,000    

SmarTone Finance Ltd.
3.88%, 04/08/2023(2)

    603,386  
    240,000    

State Grid Overseas Investment Ltd.
3.50%, 05/04/2027(1)

    228,664  
    200,000    

Yingde Gases Investment Ltd.
6.25%, 01/19/2023(1)

    190,089  
     

 

 

 
    2,496,437  
     

 

 

 
      British Virgin Islands - 0.1%  
    120,000    

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

    120,300  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 19.3% - (continued)  
      Cayman Islands - 2.5%  
  $       2,000,000    

ADCB Finance Cayman Ltd.
4.00%, 03/29/2023(1)

  $ 1,970,000  
    400,000    

Alpha Star Holding III Ltd.
6.25%, 04/20/2022(2)

    393,000  
    266,000    

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

    254,525  
    405,000    

CSN Islands XI Corp.
6.88%, 09/21/2019(2)

    406,012  
    275,000    

Emirates NBD Tier Ltd.
6 year USD Swap + 4.513%, 5.75%, 05/30/2019(2)(3)(4)

    276,803  
    300,000    

KWG Property Holding Ltd.
8.98%, 01/14/2019(2)

    306,339  
    200,000    

Ooredoo Tamweel Ltd.
3.04%, 12/03/2018(2)

    199,858  
    200,000    

Semiconductor Manufacturing International Corp.
4.13%, 10/07/2019(2)

    200,188  
    500,000    

Shimao Property Holdings Ltd.
5.20%, 01/30/2025(2)

    476,806  
    250,000    

Vale Overseas Ltd.
8.25%, 01/17/2034

    320,213  
    200,000    

Yuzhou Properties Co., Ltd.
6.00%, 10/25/2023(2)

    181,929  
     

 

 

 
    4,985,673  
     

 

 

 
      Chile - 0.8%  
    200,000    

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

    202,145  
    625,000    

Corp. Nacional del Cobre de Chile
5.63%, 09/21/2035(1)

    700,536  
    350,000    

Empresa Electrica Angamos S.A.
4.88%, 05/25/2029(2)

    340,074  
    275,000    

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

    271,848  
     

 

 

 
    1,514,603  
     

 

 

 
      China - 0.1%  
    225,000    

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

    227,447  
     

 

 

 
      Colombia - 0.2%  
    200,000    

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

    207,500  
    195,000    

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

    207,478  
  COP       280,000,000    

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

    82,406  
     

 

 

 
    497,384  
     

 

 

 
      Costa Rica - 0.2%  
  $       400,000    

Banco Nacional de Costa Rica
5.88%, 04/25/2021(2)

    410,888  
     

 

 

 
      Dominican Republic - 0.1%  
    200,000    

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

    215,250  
     

 

 

 
      Free of Tax - 0.4%  
  ZAR       31,030,000    

European Investment Bank
0.00%, 10/18/2032(6)

    727,892  
     

 

 

 
 

 

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

 

 

  36  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 19.3% - (continued)  
      Hong Kong - 0.2%  
  $       200,000    

ICBIL Finance Co., Ltd.
3.00%, 04/05/2020(2)

  $ 196,873  
    300,000    

Nanyang Commercial Bank, Ltd.
5 year USD CMT + 3.205%, 5.00%, 06/02/2022(2)(3)(4)

    286,499  
     

 

 

 
    483,372  
     

 

 

 
      India - 0.9%  
    300,000    

Axis Bank Ltd.
3.00%, 08/08/2022(1)

    286,394  
    425,000    

ICICI Bank Ltd.
3.80%, 12/14/2027(1)

    392,699  
    230,000    

Indian Oil Corp. Ltd.
5.75%, 08/01/2023(2)

    245,133  
    230,000    

NTPC Ltd.
4.38%, 11/26/2024(2)

    230,684  
 

Reliance Industries Ltd.

 

    400,000    

3.67%, 11/30/2027(1)

    373,588  
    275,000    

4.88%, 02/10/2045(1)

    276,754  
     

 

 

 
    1,805,252  
     

 

 

 
      Indonesia - 0.3%  
  IDR       2,620,000,000    

Jasa Marga Persero Tbk PT
7.50%, 12/11/2020(1)

    186,154  
  $       250,000    

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

    235,577  
  IDR       2,040,000,000    

Wijaya Karya Persero Tbk PT
7.70%, 01/31/2021(1)

    147,364  
     

 

 

 
    569,095  
     

 

 

 
      Ireland - 0.6%  
  $       100,000    

AK Transneft OJSC Via TransCapitalInvest Ltd.
8.70%, 08/07/2018(2)

    101,211  
    200,000    

Eurotorg LLC Via Bonitron DAC
8.75%, 10/30/2022(1)

    202,216  
    400,000    

MMC Norilsk Nickel OJSC Via MMC Finance DAC
5.55%, 10/28/2020(2)

    408,000  
  GBP       225,000    

Russian Railways Via RZD Capital plc
7.49%, 03/25/2031(2)

    385,772  
     

 

 

 
    1,097,199  
     

 

 

 
      Israel - 0.1%  
  $       200,000    

Israel Electric Corp. Ltd.
4.25%, 08/14/2028(1)(2)

    190,994  
     

 

 

 
      Jersey - 0.2%  
    400,000    

West China Cement Ltd.
6.50%, 09/11/2019(2)

    407,221  
     

 

 

 
      Kazakhstan - 0.1%  
    200,000    

KazMunayGas National Co. JSC
5.38%, 04/24/2030(1)

    199,940  
     

 

 

 
      Luxembourg - 1.3%  
    200,000    

Aegea Finance S.a.r.l.
5.75%, 10/10/2024(1)

    197,500  
    300,000    

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

    300,600  
    200,000    

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

    204,040  
  ZAR       475,000    

European Investment Bank
0.00%, 12/31/2018(6)

    36,335  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 19.3% - (continued)  
      Luxembourg - 1.3% - (continued)  
  EUR       200,000    

Gazprom OAO Via Gaz Capital S.A.
4.36%, 03/21/2025(2)

  $ 267,725  
  $       325,000    

Kernel Holding S.A.
8.75%, 01/31/2022(1)

    333,937  
    200,000    

Millicom International Cellular S.A.
5.13%, 01/15/2028(1)

    188,500  
    250,000    

Minerva Luxembourg S.A.
6.50%, 09/20/2026(2)

    236,250  
    255,000    

Rede D’or Finance S.a.r.l
4.95%, 01/17/2028(1)

    235,556  
 

Rumo Luxembourg S.a.r.l.

 

    200,000    

5.88%, 01/18/2025(1)

    195,250  
    352,000    

7.38%, 02/09/2024(1)

    373,648  
     

 

 

 
    2,569,341  
     

 

 

 
            Mauritius - 0.1%  
    200,000    

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

    202,500  
     

 

 

 
            Mexico - 0.9%      
    275,000    

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

    269,435  
    265,000    

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

    251,750  
    235,000    

BBVA Bancomer S.A.
1 year USD CMT + 2.650%,
5.13%, 01/18/2033(1)(4)

    221,781  
    400,000    

Grupo Bimbo S.A.B. de C.V.
4.70%, 11/10/2047(1)

    369,880  
    235,000    

Mexico City Airport Trust
5.50%, 07/31/2047(1)

    208,856  
    140,000    

Petroleos Mexicanos
6.35%, 02/12/2048(1)

    128,380  
  EUR       125,000    

Sigma Alimentos S.A. de C.V.
2.63%, 02/07/2024(1)

    158,354  
  $       200,000    

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

    200,250  
     

 

 

 
        1,808,686  
     

 

 

 
            Netherlands - 1.9%  
    200,000    

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

    193,000  
    400,000    

GTH Finance B.V.
6.25%, 04/26/2020(2)

    405,832  
    240,000    

ICTSI Treasury B.V.
5.88%, 09/17/2025(2)

    255,181  
    200,000    

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

    206,512  
    600,000    

Marfrig Holdings Europe B.V.
6.88%, 06/24/2019(2)

    609,000  
    460,000    

Metinvest B.V.
7.75%, 04/23/2023(1)

    447,212  
    330,000    

Myriad International Holdings B.V.
5.50%, 07/21/2025(2)

    347,903  
    395,000    

Nostrum Oil & Gas Finance B.V.
7.00%, 02/16/2025(1)

    379,595  
 

Petrobras Global Finance B.V.

 

    225,000    

5.75%, 02/01/2029

    213,525  
    90,000    

7.38%, 01/17/2027

    96,525  
 

 

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

 

 

  37  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 19.3% - (continued)  
            Netherlands - 1.9% - (continued)  
  $       500,000    

Teva Pharmaceutical Finance Netherlands III B.V.
6.75%, 03/01/2028(1)

  $ 493,884  
     

 

 

 
        3,648,169  
     

 

 

 
            Nigeria - 0.3%  
    300,000    

Access Bank plc
10.50%, 10/19/2021(1)

    334,404  
    200,000    

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

    205,800  
     

 

 

 
        540,204  
     

 

 

 
            Peru - 0.5%  
    295,000    

Cerro del Aguila S.A.
4.13%, 08/16/2027(1)

    274,350  
    445,000    

Peru LNG Srl
5.38%, 03/22/2030(1)

    442,219  
    270,000    

SAN Miguel Industrias Pet S.A.
4.50%, 09/18/2022(1)

    267,300  
     

 

 

 
        983,869  
     

 

 

 
            Philippines - 0.1%      
    240,000    

SM Investments Corp.
4.88%, 06/10/2024(2)

    245,928  
     

 

 

 
            Singapore - 0.7%  
    200,000    

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

    190,420  
    265,000    

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

    266,626  
   

STATS ChipPAC Pte Ltd.

 
    200,000    

8.50%, 11/24/2020(2)

    211,760  
    260,000    

8.50%, 11/24/2020(1)

    275,288  
    390,000    

United Overseas Bank Ltd.
5 year USD Swap + 1.995%,
3.75%, 09/19/2024(2)(4)

    390,201  
     

 

 

 
        1,334,295  
     

 

 

 
            South Korea - 0.4%  
    250,000    

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

    241,928  
    280,000    

Industrial Bank of Korea
5 year USD CMT + 2.085%,
3.90%, 07/31/2022(1)(3)(4)

    266,234  
    325,000    

Shinhan Bank Co., Ltd.
3.75%, 09/20/2027(1)

    302,963  
     

 

 

 
        811,125  
     

 

 

 
            Thailand - 0.1%  
    225,000    

Krung Thai Bank PCL
5 year USD CMT + 3.535%,
5.20%, 12/26/2024(2)(4)

    228,415  
     

 

 

 
            Turkey - 0.5%  
    200,000    

Coca-Cola Icecek AS
4.75%, 10/01/2018(2)

    200,716  
    500,000    

Turkiye Sinai Kalkinma Bankasi AS
5.50%, 01/16/2023(2)

    480,647  
    310,000    

Turkiye Vakiflar Bankasi TAO
5.75%, 01/30/2023(1)

    300,442  
     

 

 

 
        981,805  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 19.3% - (continued)  
            United Arab Emirates - 0.9%  
   

Abu Dhabi National Energy Co. PJSC

 

  $       380,000    

4.88%, 04/23/2030(1)

  $ 376,644  
    200,000    

6.50%, 10/27/2036(1)

    233,440  
    255,000    

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

    258,315  
    420,000    

Emirates SembCorp Water and Power Co. PJSC
4.45%, 08/01/2035(1)

    407,820  
 

Oztel Holdings SPC Ltd.

 

    200,000    

5.63%, 10/24/2023(1)

    196,250  
    250,000    

6.63%, 04/24/2028(1)

    242,970  
     

 

 

 
        1,715,439  
     

 

 

 
            United Kingdom - 0.9%  
  ZAR       550,000    

European Bank for Reconstruction & Development
0.00%, 12/31/2020(6)

    36,455  
  $       270,000    

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

    284,158  
    200,000    

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

    191,252  
 

Tullow Oil plc

 

    340,000    

6.25%, 04/15/2022(2)

    345,100  
    505,000    

7.00%, 03/01/2025(1)

    511,969  
    400,000    

Vedanta Resources plc
6.00%, 01/31/2019(2)

    405,000  
     

 

 

 
        1,773,934  
     

 

 

 
            United States - 0.5%  
    275,000    

CNOOC Finance USA LLC
3.50%, 05/05/2025

    263,259  
    505,000    

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

    610,175  
    205,000    

Vrio Finco LLC
6.25%, 04/04/2023(1)

    206,537  
     

 

 

 
        1,079,971  
     

 

 

 
   

Total Corporate Bonds
(cost $38,499,890)

  $ 37,962,174  
     

 

 

 
     
FOREIGN GOVERNMENT OBLIGATIONS - 70.8%  
            Argentina - 1.0%  
  ARS       14,347,000    

Argentina Bonos Adjusted Certificate
4.00%, 03/06/2020(7)

  $ 734,508  
   

Argentine Bonos del Tesoro

 

    5,840,763    

15.50%, 10/17/2026

    264,362  
    8,645,000    

16.00%, 10/17/2023

    386,564  
    5,810,000    

18.20%, 10/03/2021

    269,851  
    3,970,000    

City of Buenos Aires Argentina
BADLAR + 3.250%,
26.09%, 03/29/2024(4)

    191,007  
  $       150,000    

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

    166,500  
     

 

 

 
        2,012,792  
     

 

 

 
            Brazil - 10.0%  
   

Banco Nacional de Desenvolvimento Economico e Social

 
  EUR       100,000    

3.63%, 01/21/2019(2)

    123,451  
  $       275,000    

4.00%, 04/14/2019(2)

    276,474  
 

 

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

 

 

  38  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 70.8% - (continued)  
            Brazil - 10.0% - (continued)  
   

Brazil Letras do Tesouro Nacional

 
  BRL       3,075,000    

7.38%, 04/01/2019

  $ 830,305  
    4,509,000    

9.61%, 01/01/2022

    949,525  
   

Brazil Notas do Tesouro Nacional

 
    10,007,134    

6.00%, 05/15/2023(7)

    3,056,550  
    21,770,000    

10.00%, 01/01/2021

    6,512,932  
    21,458,000    

10.00%, 01/01/2023

    6,362,818  
    1,963,000    

10.00%, 01/01/2025

    576,129  
    498,000    

10.00%, 01/01/2027

    144,927  
    2,845,000    

10.00%, 01/01/2029

    821,742  
     

 

 

 
        19,654,853  
     

 

 

 
            Chile - 1.4%  
   

Bonos de la Tesoreria de la Republica en pesos

 
  CLP       515,000,000    

4.50%, 03/01/2026

    842,630  
    645,000,000    

5.00%, 03/01/2035

    1,058,292  
    465,000,000    

6.00%, 01/01/2043

    851,197  
     

 

 

 
        2,752,119  
     

 

 

 
            Colombia - 2.8%  
   

Colombian TES

 
  COP       954,256,149    

3.00%, 03/25/2033(7)

    311,013  
    790,926,593    

4.75%, 04/04/2035(7)

    316,001  
    35,400,000    

6.00%, 04/28/2028

    12,196  
    1,102,400,000    

7.00%, 06/30/2032

    398,572  
    3,770,800,000    

7.50%, 08/26/2026

    1,448,816  
    2,784,300,000    

7.75%, 09/18/2030

    1,085,789  
    4,712,000,000    

10.00%, 07/24/2024

    2,026,780  
     

 

 

 
        5,599,167  
     

 

 

 
            Czech Republic - 1.1%  
   

Czech Republic Government Bond

 

  CZK       5,270,000    

0.25%, 02/10/2027

    220,604  
    28,530,000    

1.00%, 06/26/2026(2)

    1,281,892  
    11,470,000    

2.50%, 08/25/2028(2)

    580,195  
     

 

 

 
    2,082,691  
     

 

 

 
            Dominican Republic - 0.3%  
  DOP       25,550,000    

Dominican Republic International Bond
8.90%, 02/15/2023(1)

    533,403  
     

 

 

 
            Egypt - 0.3%  
   

Egypt Government International Bond

 
  $       200,000    

5.58%, 02/21/2023(1)

    200,700  
    200,000    

6.59%, 02/21/2028(1)

    197,244  
    205,000    

7.50%, 01/31/2027(1)

    216,337  
     

 

 

 
    614,281  
     

 

 

 
            Ghana - 1.1%  
   

Ghana Government Bond

 
  GHS       1,770,000    

18.25%, 07/25/2022

    421,220  
    180,000    

21.00%, 03/23/2020

    42,833  
    2,775,000    

21.50%, 03/09/2020

    666,136  
    185,000    

24.00%, 11/23/2020

    47,429  
    100,000    

24.50%, 06/21/2021

    26,604  
    1,900,000    

24.75%, 07/19/2021

    510,016  
    1,835,000    

Ghana Treasury Note
21.00%, 01/07/2019

    418,071  
     

 

 

 
        2,132,309  
     

 

 

 
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 70.8% - (continued)  
            Hungary - 2.8%  
   

Hungary Government Bond

 
  HUF       42,450,000    

1.75%, 10/26/2022

  $ 166,545  
    62,610,000    

2.50%, 10/27/2021

    254,020  
    130,950,000    

6.00%, 11/24/2023

    625,494  
    708,040,000    

7.00%, 06/24/2022

    3,376,294  
    255,590,000    

7.50%, 11/12/2020

    1,155,472  
     

 

 

 
        5,577,825  
     

 

 

 
            Indonesia - 3.7%  
   

Indonesia Treasury Bond

 
  IDR       2,578,000,000    

5.63%, 05/15/2023

    179,093  
    14,162,000,000    

6.63%, 05/15/2033

    963,474  
    11,102,000,000    

7.50%, 05/15/2038

    797,987  
    14,984,000,000    

8.25%, 06/15/2032

    1,157,977  
    9,079,000,000    

8.25%, 05/15/2036

    699,238  
    6,032,000,000    

8.38%, 03/15/2024

    464,864  
    9,652,000,000    

8.38%, 03/15/2034

    754,816  
    22,307,000,000    

8.75%, 05/15/2031

    1,799,792  
    4,545,000,000    

8.75%, 02/15/2044

    372,421  
    900,000,000    

9.00%, 03/15/2029

    73,993  
     

 

 

 
        7,263,655  
     

 

 

 
            Ivory Coast - 0.1%  
  EUR       210,000    

Ivory Coast Government International Bond
5.25%, 03/22/2030(1)

    256,832  
     

 

 

 
            Kazakhstan - 0.1%      
    125,000    

KazAgro National Management Holding JSC
3.26%, 05/22/2019(2)

    154,002  
     

 

 

 
            Malaysia - 3.2%  
   

Malaysia Government Bond

 
  MYR       11,935,000    

3.58%, 09/28/2018

    3,043,630  
    2,900,000    

3.65%, 10/31/2019

    739,463  
    3,220,000    

3.76%, 04/20/2023

    819,104  
    2,500,000    

3.90%, 11/16/2027

    624,194  
    500,000    

3.96%, 09/15/2025

    125,601  
    1,250,000    

4.23%, 06/30/2031

    308,959  
    2,555,000    

4.76%, 04/07/2037

    649,329  
     

 

 

 
        6,310,280  
     

 

 

 
            Mexico - 8.8%  
   

Mexican Bonos

 
  MXN       2,207,400    

6.50%, 06/10/2021

    115,165  
    55,652,800    

6.50%, 06/09/2022

    2,882,529  
    64,353,300    

7.50%, 06/03/2027

    3,442,662  
    31,493,400    

7.75%, 05/29/2031

    1,707,294  
    16,101,300    

7.75%, 11/13/2042

    869,650  
    5,116,900    

8.00%, 12/07/2023

    281,494  
    4,819,600    

8.00%, 11/07/2047

    267,350  
    8,436,600    

8.50%, 05/31/2029

    483,788  
    5,810,100    

8.50%, 11/18/2038

    338,111  
    82,887,200    

10.00%, 12/05/2024

    5,042,402  
    28,381,000    

10.00%, 11/20/2036

    1,874,686  
    131,974    

Mexican Udibonos
4.50%, 12/04/2025(7)

    7,468  
     

 

 

 
        17,312,599  
     

 

 

 
            Mongolia - 0.2%  
    375,000    

Trade & Development Bank of Mongolia LLC
9.38%, 05/19/2020(2)

    399,381  
     

 

 

 
 

 

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

 

 

  39  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 70.8% - (continued)  
            Netherlands - 0.2%  
  $       346,875    

Republic of Angola Via Northern Lights III B.V.
7.00%, 08/17/2019(2)

  $ 351,558  
     

 

 

 
            Nigeria - 0.2%      
   

Nigeria Government International Bond

 
    200,000    

7.14%, 02/23/2030(1)

    204,500  
    200,000    

7.70%, 02/23/2038(1)

    205,500  
     

 

 

 
        410,000  
     

 

 

 
            Poland - 2.9%  
   

Republic of Poland Government Bond

 
  PLN       525,000    

1.75%, 07/25/2021

    149,041  
    2,100,000    

2.00%, 04/25/2021

    601,487  
    3,385,000    

2.50%, 07/25/2026

    931,734  
    3,030,000    

2.50%, 07/25/2027

    825,559  
    2,975,000    

3.25%, 07/25/2025

    869,483  
    7,325,000    

5.75%, 10/25/2021

    2,352,657  
     

 

 

 
        5,729,961  
     

 

 

 
            Qatar - 0.5%  
   

Qatar Government International Bond

 
  $       200,000    

2.38%, 06/02/2021(2)

    192,752  
    290,000    

5.10%, 04/23/2048(1)

    287,434  
    455,000    

Qatari Diar Finance Co.
5.00%, 07/21/2020(2)

    468,018  
     

 

 

 
        948,204  
     

 

 

 
            Romania - 1.4%  
   

Romania Government Bond

 
  RON       4,100,000    

3.25%, 04/29/2024

    999,295  
    2,830,000    

5.80%, 07/26/2027

    797,014  
    3,190,000    

5.85%, 04/26/2023

    885,249  
     

 

 

 
        2,681,558  
     

 

 

 
            Russia - 6.1%  
   

Russian Federal Bond - OFZ

 
  RUB       47,695,000    

6.50%, 11/24/2021(8)

    752,297  
    68,360,000    

7.00%, 12/15/2021

    1,092,913  
    117,215,000    

7.10%, 10/16/2024

    1,874,435  
    47,530,000    

7.40%, 12/07/2022

    772,919  
    144,510,000    

7.70%, 03/23/2033

    2,353,329  
    274,760,000    

7.75%, 09/16/2026

    4,529,018  
    35,145,000    

8.50%, 09/17/2031

    615,669  
     

 

 

 
        11,990,580  
     

 

 

 
            Saudi Arabia - 0.2%  
   

Saudi Government International Bond

 
  $       200,000    

2.88%, 03/04/2023(1)

    190,784  
    225,000    

4.50%, 04/17/2030(1)

    221,940  
     

 

 

 
        412,724  
     

 

 

 
            South Africa - 9.8%  
   

Republic of South Africa Government Bond

 
  ZAR       3,750,000    

6.50%, 02/28/2041

    228,069  
    28,625,000    

7.00%, 02/28/2031

    2,002,487  
    18,600,000    

7.25%, 01/15/2020

    1,496,505  
    45,440,000    

8.00%, 01/31/2030

    3,489,748  
    50,070,000    

8.25%, 03/31/2032

    3,853,683  
    2,805,000    

8.75%, 01/31/2044

    217,873  
    7,245,000    

8.88%, 02/28/2035

    580,274  
    50,009,000    

9.00%, 01/31/2040

    4,004,495  
    28,935,000    

10.50%, 12/21/2026

    2,647,906  
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 70.8% - (continued)  
            South Africa - 9.8% - (continued)  
  ZAR       10,942,218    

Republic of South Africa Government International Bond
6.25%, 03/31/2036

  $ 672,573  
     

 

 

 
        19,193,613  
     

 

 

 
            South Korea - 0.5%  
  IDR       14,600,000,000    

Export-Import Bank of Korea
7.25%, 12/07/2024(2)

    1,060,225  
     

 

 

 
            Sri Lanka - 0.3%  
 

Sri Lanka Government International Bond

 

  $       375,000    

6.25%, 07/27/2021(2)

    385,950  
    295,000    

6.75%, 04/18/2028(1)

    293,557  
     

 

 

 
    679,507  
     

 

 

 
            Supranational - 2.6%  
   

European Bank for Reconstruction & Development

 

  IDR       5,800,000,000    

5.60%, 01/30/2025

    400,758  
    9,850,000,000    

6.25%, 07/25/2022

    706,510  
    4,958,900,000    

6.45%, 12/13/2022

    355,294  
    5,240,000,000    

Inter-American Development Bank
7.88%, 03/14/2023(6)

    400,368  
   

International Finance Corp.

 

  MXN       56,800,000    

0.00%, 02/22/2038

    622,605  
    43,440,000    

7.50%, 01/18/2028

    2,256,240  
    7,100,000    

7.75%, 01/18/2030

    374,550  
     

 

 

 
    5,116,325  
     

 

 

 
            Thailand - 2.0%  
   

Thailand Government Bond

 

  THB       5,589,532    

1.20%, 07/14/2021(2)(7)

    177,338  
    9,147,542    

1.25%, 03/12/2028(2)(7)

    278,033  
    56,940,000    

1.88%, 06/17/2022

    1,807,244  
    5,775,000    

3.40%, 06/17/2036

    189,531  
    5,100,000    

3.65%, 06/20/2031

    174,441  
    28,995,000    

3.85%, 12/12/2025

    1,013,648  
    5,784,000    

4.88%, 06/22/2029

    220,629  
     

 

 

 
    3,860,864  
     

 

 

 
            Tunisia - 0.1%  
  $       200,000    

Banque Centrale de Tunisie International Bond
5.75%, 01/30/2025(2)

    185,201  
     

 

 

 
            Turkey - 5.7%  
    200,000    

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

    195,600  
   

Turkey Government Bond

 

  TRY       1,245,000    

8.80%, 09/27/2023

    261,591  
    595,000    

9.00%, 07/24/2024

    125,969  
    3,345,000    

9.20%, 09/22/2021

    730,826  
    935,000    

9.50%, 01/12/2022

    205,663  
    4,600,000    

10.40%, 03/27/2019

    1,099,013  
    3,835,000    

10.40%, 03/20/2024

    868,565  
    3,285,000    

10.50%, 08/11/2027

    735,912  
    3,425,000    

10.60%, 02/11/2026

    771,491  
    8,340,000    

10.70%, 02/17/2021

    1,913,513  
    3,900,000    

10.70%, 08/17/2022

    886,167  
    7,925,000    

11.00%, 03/02/2022

    1,824,149  
    6,850,000    

11.00%, 02/24/2027

    1,575,023  
     

 

 

 
    11,193,482  
     

 

 

 
 

 

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

 

 

  40  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 70.8% - (continued)  
            United Arab Emirates - 0.3%  
  $       725,000    

Abu Dhabi Government International Bond
4.13%, 10/11/2047(1)

  $ 662,079  
     

 

 

 
            Uruguay - 1.1%  
   

Uruguay Government International Bond

 

  UYU       553,652    

4.00%, 07/10/2030(7)

    20,360  
    12,416,749    

4.38%, 12/15/2028(7)

    473,442  
    34,375,000    

8.50%, 03/15/2028(2)

    1,154,088  
    4,593,000    

9.88%, 06/20/2022(1)

    168,012  
    10,933,000    

9.88%, 06/20/2022(2)

    399,929  
     

 

 

 
    2,215,831  
     

 

 

 
 

Total Foreign Government Obligations
(cost $142,739,119)

  $ 139,347,901  
     

 

 

 
 

Total Long-Term Investments
(cost $181,239,009)

  $ 177,310,075  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 8.5%  
      Foreign Government Obligations - 2.3%  
  ARS       22,650,000    

Argentina Treasury Bill
0.00%, 09/14/2018(9)

  $ 1,129,515  
  ARS       9,625,000    

0.00%, 10/12/2018(9)

    472,828  
  CZK       63,000,000    

Czech Republic Ministry of Finance Bill
0.50%, 12/14/2018

    2,963,640  
     

 

 

 
    4,565,983  
     

 

 

 
            Other Investment Pools & Funds - 5.8%  
    11,329,879    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class,
1.60%(9)

    11,329,879  
     

 

 

 
      U.S. Treasury Bill - 0.4%  
    775,000    

1.58%, 05/24/2018(9)

    774,196  
     

 

 

 
   

Total Short-Term Investments
(cost $16,753,099)

  $ 16,670,058  
     

 

 

 
   

Total Investments Excluding Purchased Options
(cost $197,992,108)

    98.6    $ 193,980,133  
     

 

 

    

 

 

 
   

Total Purchased Options
(cost $1,756,409)

    0.6    $ 1,171,382  
     

 

 

    

 

 

 
   

Total Investments
(cost $199,748,517)

    99.2    $ 195,151,515  
   

Other Assets and Liabilities

    0.8      1,572,424  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 196,723,939  
     

 

 

    

 

 

 
 

 

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

 

 

  41  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

(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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $26,103,169, which represented 13.3% of total net assets.

 

(2)  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $20,737,616, which represented 10.5% of total net assets.

 

(3)  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(4)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2018.

 

(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 zero-coupon bond.

 

(7)  The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

(8)  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(9)  Current yield as of period end.

 

OTC Option Contracts Outstanding at April 30, 2018  

Description

   Counter-
party
     Exercise Price/
FX Rate/ Rate
     Expiration
Date
     Number of
Contracts
     Notional
Amount
     Market
Value
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 

Purchased option contracts:

 

                       

Calls

                          

AUD Call/USD Put

     MSC        0.77 USD per AUD        06/20/18        3,108,000        AUD        3,108,000      $ 6,507      $ 41,317      $ (34,810

NZD Call/USD Put

     MSC        0.72 USD per NZD        06/20/18        2,375,000        NZD        2,375,000        5,999        36,654        (30,655

USD Call/BRL Put

     DEUT        3.79 BRL per USD        10/24/18        2,007,000        USD        2,007,000        36,144        34,500        1,644  

USD Call/BRL Put

     DEUT        3.80 BRL per USD        04/05/19        4,086,000        USD        4,086,000        126,372        94,591        31,781  

USD Call/CNH Put

     MSC        6.55 CNH per USD        08/06/18        2,579,000        USD        2,579,000        5,651        18,311        (12,660

USD Call/CNH Put

     MSC        6.42 CNH per USD        06/27/18        4,671,000        USD        4,671,000        14,228        20,744        (6,516

USD Call/HUF Put

     MSC        273.00 HUF per USD        05/30/18        1,053,000        USD        1,053,000        561        11,140        (10,579

USD Call/HUF Put

     MSC        266.73 HUF per USD        07/05/18        1,868,000        USD        1,868,000        9,235        14,832        (5,597

USD Call/HUF Put

     MSC        266.78 HUF per USD        09/03/18        1,977,000        USD        1,977,000        17,388        21,579        (4,191

USD Call/MXN Put

     DEUT        21.65 MXN per USD        07/02/18        2,434,000        USD        2,434,000        2,122        43,812        (41,690

USD Call/MXN Put

     BCLY        22.86 MXN per USD        08/15/18        3,606,000        USD        3,606,000        5,622        51,999        (46,377

USD Call/ZAR Put

     BOA        12.03 ZAR per USD        06/07/18        2,447,000        USD        2,447,000        104,842        69,299        35,543  

USD Calll/BRL Put

     GSC        3.60 BRL per USD        07/02/18        2,470,000        USD        2,470,000        30,705        34,889        (4,184
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total Calls

                    34,681,000      $     365,376      $     493,667      $     (128,291
                 

 

 

    

 

 

    

 

 

    

 

 

 

Puts

                          

AUD Put/USD Call

     MSC        0.77 USD per AUD        06/20/18        3,108,000        AUD        3,108,000      $ 65,376      $ 43,519      $ 21,857  

AUD Put/USD Call

     MSC        0.77 USD per AUD        06/27/18        4,035,000        AUD        4,035,000        78,620        50,669        27,951  

EUR Put/CZK Call

     HSBC        26.00 CZK per EUR        03/21/19        940,000        EUR        940,000        22,492        22,916        (424

EUR Put/PLN Call

     MSC        4.17 PLN per EUR        05/18/18        525,000        EUR        525,000        111        6,069        (5,958

EUR Put/PLN Call

     BCLY        4.28 PLN per EUR        09/20/18        2,500,000        EUR        2,500,000        37,686        44,841        (7,155

NZD Put/USD Call

     MSC        0.72 USD per NZD        06/20/18        2,375,000        NZD        2,375,000        44,826        27,602        17,224  

USD Put/BRL Call

     MSC        3.11 BRL per USD        05/29/18        2,469,000        USD        2,469,000        42        38,855        (38,813

USD Put/BRL Call

     GSC        3.26 BRL per USD        06/07/18        1,016,000        USD        1,016,000        493        22,844        (22,351

USD Put/BRL Call

     DEUT        3.31 BRL per USD        08/06/18        2,579,000        USD        2,579,000        12,016        93,567        (81,551

USD Put/MXN Call

     MSC        18.76 MXN per USD        07/02/18        2,402,000        USD        2,402,000        41,129        36,099        5,030  

 

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

 

 

  42  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

OTC Option Contracts Outstanding at April 30, 2018 - (continued)  

Description

   Counter-
party
     Exercise Price/
FX Rate/ Rate
     Expiration
Date
     Number of
Contracts
    Notional
Amount
    Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Purchased option contracts: - (continued)

 

             

Puts - (continued)

                      

USD Put/MXN Call

     DEUT        18.47 MXN per USD        07/02/18        2,434,000       USD        2,434,000     $ 26,445     $ 40,964     $ (14,519

USD Put/MXN Call

     DEUT        18.83 MXN per USD        07/31/18        1,745,000       USD        1,745,000       41,876       89,274       (47,398

USD Put/MXN Call

     BCLY        17.42 MXN per USD        08/15/18        1,803,000       USD        1,803,000       5,871       31,084       (25,213

USD Put/MXN Call

     JPM        19.15 MXN per USD        09/20/18        6,143,000       USD        6,143,000       208,543       240,007       (31,464

USD Put/MXN Call

     BOA        17.09 MXN per USD        09/25/18        3,086,000       USD        3,086,000       8,607       12,498       (3,891

USD Put/PHP Call

     BCLY        52.93 PHP per USD        10/17/18        2,064,000       USD        2,064,000       44,576       31,063       13,513  

USD Put/RUB Call

     MSC        58.36 RUB per USD        07/10/18        849,000       USD        849,000       897       25,318       (24,421

USD Put/RUB Call

     MSC        55.87 RUB per USD        09/19/18        821,000       USD        821,000       804       9,483       (8,679

USD Put/RUB Call

     MSC        59.05 RUB per USD        09/19/18        3,317,000       USD        3,317,000       16,160       101,205       (85,045

USD Put/TRY Call

     MSC        3.94 TRY per USD        06/07/18        2,489,000       USD        2,489,000       5,563       55,136       (49,573

USD Put/TRY Call

     MSC        3.89 TRY per USD        06/13/18        3,049,000       USD        3,049,000       4,186       36,984       (32,798

USD Put/ZAR Call

     BOA        12.03 ZAR per USD        06/07/18        2,447,000       USD        2,447,000       6,012       69,299       (63,287
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

                   52,196,000     $ 672,331     $ 1,129,296     $ (456,965
                

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

 

             86,877,000     $     1,037,707     $     1,622,963     $     (585,256
                

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

                      

Calls

                      

USD Call/BRL Put

     DEUT        3.64 BRL per USD        07/02/18        (2,434,000)       USD        (2,434,000   $ (23,612   $ (22,052   $ (1,560

USD Call/CNH Put

     MSC        6.36 CNH per USD        06/20/18        (2,046,000)       USD        (2,046,000     (10,833     (20,296     9,463  

USD Call/CNH Put

     MSC        6.30 CNH per USD        06/27/18        (4,671,000)       USD        (4,671,000     (50,120     (51,227     1,107  

USD Call/CNH Put

     MSC        6.35 CNH per USD        08/06/18        (2,579,000)       USD        (2,579,000     (25,573     (43,830     18,257  

USD Call/MXN Put

     MSC        19.07 MXN per USD        06/07/18        (2,447,000)       USD        (2,447,000     (26,653     (56,232     29,579  

USD Call/MXN Put

     DEUT        19.99 MXN per USD        07/02/18        (2,434,000)       USD        (2,434,000     (13,560     (109,944     96,384  

USD Call/MXN Put

     BCLY        21.03 MXN per USD        08/15/18        (1,803,000)       USD        (1,803,000     (10,971     (45,129     34,158  
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

                   (18,414,000   $ (161,322   $ (348,710   $ 187,388  
                

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

                      

Puts

                      

AUD Put/USD Call

     MSC        0.75 USD per AUD        06/27/18        (4,035,000     AUD        (4,035,000   $ (27,431   $ (20,864   $ (6,567

EUR Put/CZK Call

     HSBC        24.00 CZK per EUR        03/21/19        (940,000     EUR        (940,000     (1,235     (7,114     5,879  

EUR Put/PLN Call

     MSC        4.10 PLN per EUR        05/18/18        (525,000     EUR        (525,000     (13     (2,205     2,192  

EUR Put/PLN Call

     BCLY        4.18 PLN per EUR        09/20/18        (2,500,000     EUR        (2,500,000     (11,059     (16,449     5,390  

USD Put/BRL Call

     GSC        3.14 BRL per USD        06/07/18        (1,016,000     USD        (1,016,000     (94     (7,793     7,699  

USD Put/BRL Call

     DEUT        3.10 BRL per USD        07/02/18        (2,434,000     USD        (2,434,000     (494     (33,370     32,876  

USD Put/BRL Call

     DEUT        3.13 BRL per USD        08/06/18        (2,579,000     USD        (2,579,000     (2,161     (31,128     28,967  

USD Put/BRL Call

     DEUT        3.30 BRL per USD        10/24/18        (2,007,000     USD        (2,007,000     (21,377     (26,894     5,517  

USD Put/BRL Call

     DEUT        3.15 BRL per USD        04/05/19        (4,086,000     USD        (4,086,000     (32,390     (73,017     40,627  

USD Put/CNH Call

     MSC        6.36 CNH per USD        06/20/18        (2,046,000     USD        (2,046,000     (20,394     (20,296     (98

USD Put/HUF Call

     MSC        249.00 HUF per USD        05/30/18        (1,053,000     USD        (1,053,000     (552     (9,861     9,309  

USD Put/HUF Call

     MSC        240.89 HUF per USD        07/05/18        (1,868,000     USD        (1,868,000     (1,186     (11,992     10,806  

USD Put/HUF Call

     MSC        243.59 HUF per USD        09/03/18        (1,977,000     USD        (1,977,000     (7,355     (18,416     11,061  

USD Put/MXN Call

     MSC        19.07 MXN per USD        06/07/18        (2,447,000     USD        (2,447,000     (57,918     (56,232     (1,686

USD Put/MXN Call

     DEUT        19.99 MXN per USD        07/02/18        (2,434,000     USD        (2,434,000     (153,381     (109,944     (43,437

USD Put/MXN Call

     MSC        20.14 MXN per USD        07/02/18        (2,402,000     USD        (2,402,000     (167,585     (108,755     (58,830

USD Put/MXN Call

     DEUT        17.44 MXN per USD        07/31/18        (1,745,000     USD        (1,745,000     (5,024     (28,374     23,350  

USD Put/MXN Call

     BCLY        16.82 MXN per USD        08/15/18        (1,803,000     USD        (1,803,000     (1,843     (15,127     13,284  

USD Put/MXN Call

     JPM        18.03 MXN per USD        09/20/18        (6,143,000     USD        (6,143,000     (62,836     (79,398     16,562  

USD Put/PHP Call

     BCLY        51.67 PHP per USD        10/17/18        (2,064,000     USD        (2,064,000     (17,472     (10,795     (6,677

USD Put/RUB Call

     MSC        55.77 RUB per USD        07/10/18        (849,000     USD        (849,000     (137     (8,334     8,197  

USD Put/RUB Call

     DEUT        54.24 RUB per USD        07/10/18        (849,000     USD        (849,000     (48     (5,221     5,173  

USD Put/RUB Call

     MSC        56.32 RUB per USD        09/19/18        (3,317,000     USD        (3,317,000     (4,086     (32,623     28,537  

USD Put/TRY Call

     MSC        3.73 TRY per USD        06/07/18        (2,489,000     USD        (2,489,000     (266     (17,174     16,908  

USD Put/TRY Call

     MSC        3.72 TRY per USD        06/13/18        (3,049,000     USD        (3,049,000     (473     (7,211     6,738  
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

                   (56,657,000   $ (596,810   $ (758,587   $ 161,777  
                

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

 

             (75,071,000   $     (758,132   $     (1,107,297   $     349,165  
                

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

 

  43  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

OTC Swaption Contracts Outstanding at April 30, 2018  

Description

  Counter-
party
    Exercise Price/
FX Rate/Rate
    Pay/
Receive
Floating
Rate
    Expiration
Date
    Notional
Amount
    Number of
Contracts
    Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Purchased swaption contracts:

                   

Calls

                   

3 months KRW-CD-KSDA-Interest Rate Swap Expiring on 08/13/2029

    CBK       2.12%       Receive       08/12/19       KRW       3,103,640,000       3,103,640,000     $ 23,367     $ 66,723     $     (43,356
             

 

 

   

 

 

   

 

 

   

 

 

 

Puts

                   

3 months KRW-CD-KSDA-Interest Rate Swap Expiring on 08/13/2029

    CBK       2.12%       Pay       08/12/19       KRW       3,103,640,000       3,103,640,000     $ 110,308     $ 66,723     $ 43,585  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased swaption contracts

                6,207,280,000     $ 133,675     $ 133,446     $ 229  
             

 

 

   

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at April 30, 2018  

Description

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

Long position contracts:

           

U.S. Treasury 2-Year Note Future

     16        06/29/2018      $ 3,392,750      $ (8,279

U.S. Treasury 5-Year Note Future

     50        06/29/2018        5,675,391        (29,245
           

 

 

 

Total

            $ (37,524
           

 

 

 

Short position contracts:

           

Euro-Bund Future

     8        06/07/2018      $     1,533,555      $ (13,209

Long Gilt Future

     2        06/27/2018        336,631        (3,719

U.S. Treasury 10-Year Note Future

     38        06/20/2018        4,545,750        30,609  

U.S. Treasury Long Bond Future

     10        06/20/2018        1,438,437        (1,534
           

 

 

 

Total

            $ 12,147  
           

 

 

 

Total futures contracts

            $     (25,377
           

 

 

 

 

Cross Currency Swap Contracts Outstanding at April 30, 2018  

Receive

 

Pay

  Maturity
Date(1)
  Counter-
party
  Notional
Amount of
Currency
Received
    Notional
Amount of
Currency
Delivered
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered

 

Fixed Rate equal to 12.32% based on the notional amount of currency delivered

  06/20/23   GSC   USD     3,188,729     TRY     12,165,000     $     $ (3,054   $ 193,972     $ 197,026  

Fixed Rate equal to 12.32% based on the notional amount of currency delivered

 

Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered

  06/20/23   GSC   TRY     12,165,000     USD     3,188,729       3,054             (257,331     (260,385

Fixed Rate equal to 11.17% based on the notional amount of currency delivered

 

Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered

  06/20/28   GSC   TRY     5,858,879     USD     1,535,748       1,471             (93,420     (94,891

Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered

 

Fixed Rate equal to 11.17% based on the notional amount of currency delivered

  06/20/28   GSC   USD     1,535,748     TRY     5,858,879             (1,471     122,956       124,427  

 

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

 

 

  44  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Cross Currency Swap Contracts Outstanding at April 30, 2018 - (continued)  

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 11.22% based on the notional amount of currency delivered

 

Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered

    06/20/28       GSC       TRY       1,516,121       USD       396,558     $ 1,233     $     $ (23,322   $ (24,555

Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered

 

Fixed Rate equal to 11.22% based on the notional amount of currency delivered

    06/20/28       GSC       USD       396,558       TRY       1,516,121             (1,233     30,119       31,352  
               

 

 

   

 

 

   

 

 

   

 

 

 

Total

                $   5,758     $   (5,758   $   (27,026   $   (27,026
               

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  At the maturity date, the notional amount of the currency received will be exchanged back for the notional amount of the currency delivered.

 

OTC Interest Rate Swap Contracts Outstanding at April 30, 2018  

Counterparty

  Payments made
by Fund
  Payments received
by Fund
  Notional
Amount
    Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Value     Unrealized
Appreciation/
(Depreciation)
 

BNP

  3M KRW KSDA   1.80% Fixed     KRW       253,835,000       01/29/28       Quarterly     $     $     $ (10,140   $ (10,140

BOA

  2.22% Fixed   3M KRW KSDA     KRW       3,898,600,000       06/20/23       Quarterly                   4,413       4,413  

CBK

  4.27% Fixed   CLICP Camara Promedio A     CLP       698,665,000       06/20/28       Semi-Annual                   (7,674     (7,674

DEUT

  NDFPREDI   8.55% Fixed     BRL       6,036,944       01/03/22       Maturity                         0  

GSC

  4.28% Fixed   CLICP Camara Promedio A     CLP       698,660,000       06/20/28       Semi-Annual                   (8,619     (8,619
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

 

    $     —     $     —     $     (22,020   $     (22,020
             

 

 

   

 

 

   

 

 

   

 

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2018  

Payments made by Fund

   Payments received
by Fund
  Notional
Amount
     Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Value     Unrealized
Appreciation/
(Depreciation)
 

1 Mo. MXN TIIE

   7.63% Fixed     MXN        9,435,000        01/09/19        Lunar      $      $      $ (1,031   $ (1,031

1 Mo. MXN TIIE

   7.82% Fixed     MXN        20,300,000        01/03/22        Lunar                      (12,311     (12,311

1 Mo. MXN TIIE

   7.94% Fixed     MXN        10,075,000        01/05/22        Lunar                      (7,820     (7,820

1 Mo. MXN TIIE

   7.84% Fixed     MXN        10,075,000        01/07/22        Lunar                      (6,044     (6,044

1 Mo. MXN TIIE

   7.29% Fixed     MXN        13,625,000        05/05/22        Lunar                      5,203       5,203  

1 Mo. MXN TIIE

   6.84% Fixed     MXN        9,850,000        07/14/22        Lunar                      12,807       12,807  

12 Mo. Federal Funds Rate

   1.85% Fixed     USD        3,835,000        01/10/19        Annual                      4,213       4,213  

12 Mo. Federal Funds Rate

   1.86% Fixed     USD        3,840,000        01/10/19        Annual                      4,025       4,025  

1.92% Fixed

   6M CZK PRIBOR     CZK        21,475,000        06/20/28        Annual                          (11,715         (11,715

6M CZK PRIBOR

   1.72% Fixed     CZK        86,125,000        06/20/23        Semi-Annual                      18,548       18,548  

0.50% Fixed

   6M EUR EURIBOR     EUR        1,670,000        06/20/23        Annual                      (7,379     (7,379

6M EUR EURIBOR

   1.09% Fixed     EUR        850,000        06/20/28        Semi-Annual                      5,664       5,664  

2.43% Fixed

   6M PLN WIBOR     PLN        12,250,000        06/20/23        Annual                      (3,545     (3,545

2.44% Fixed

   6M PLN WIBOR     PLN        10,625,000        06/20/23        Annual                      (3,917     (3,917

6M PLN WIBOR

   1.92% Fixed     PLN        14,740,000        06/20/20        Semi-Annual                      2,777       2,777  

6M PLN WIBOR

   1.93% Fixed     PLN        12,785,000        06/20/20        Semi-Annual                      2,764       2,764  

6M PLN WIBOR

   2.92% Fixed     PLN        2,855,000        06/20/28        Semi-Annual                      2,443       2,443  

6M PLN WIBOR

   2.91% Fixed     PLN        3,295,000        06/20/28        Semi-Annual                      2,004       2,004  
                

 

 

    

 

 

    

 

 

   

 

 

 

Total

                 $     —      $     —      $ 6,686     $ 6,686  
                

 

 

    

 

 

    

 

 

   

 

 

 

 

 

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

 

 

  45  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

OTC Total Return Swap Contracts Outstanding at April 30, 2018  

Reference Entity

  Counter-
party
    Notional
Amount
    Payments received
(paid) by the Fund
    Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Nigeria Treasury Bills

    HSBC       USD       380,979       (1.00%)       07/18/18       Quarterly     $     $ (280   $ 3,929     $ 4,209  

Nigeria Treasury Bills

    HSBC       USD       524,095       (1.00%)       07/18/18       Quarterly                         0  

Nigeria Treasury Bills

    JPM       USD       189,700       (0.03%)       03/18/19       Quarterly                   4,019       4,019  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

              $     —     $     (280   $     7,948     $     8,228  
             

 

 

   

 

 

   

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  700,000     AUD      530,582     USD    GSC      06/20/18     $     $ (3,508
  605,000     AUD      460,499     USD    GSC      06/20/18             (4,956
  620,000     AUD      477,238     USD    GSC      06/20/18             (10,400
  1,105,000     AUD      844,943     USD    ANZ      06/20/18             (12,918
  970,000     AUD      747,841     USD    MSC      06/20/18             (17,467
  935,000     AUD      726,505     USD    MSC      06/20/18             (22,484
  1,651,000     AUD      1,282,535     USD    ANZ      06/20/18                 (39,392)  
  1,045,000     AUD      804,337     USD    MSC      06/29/18             (17,455
  1,685,000     BRL      479,565     USD    MSC      06/04/18             (215
  510,000     BRL      147,059     USD    GSC      06/04/18             (1,973
  550,000     BRL      162,650     USD    SCB      06/04/18             (6,185
  646,000     BRL      194,572     USD    MSC      06/04/18             (10,798
  890,000     BRL      264,236     USD    SCB      06/04/18             (11,048
  1,630,000     BRL      474,803     USD    BCLY      06/04/18             (11,099
  1,750,000     BRL      509,298     USD    GSC      06/04/18             (11,457
  1,105,000     BRL      332,381     USD    GSC      06/04/18             (18,029
  1,141,000     BRL      345,464     USD    MSC      06/04/18             (20,872
  3,430,000     BRL      1,011,650     USD    GSC      06/04/18             (35,880
  1,850,000     BRL      562,960     USD    GSC      06/04/18             (36,670
  2,375,000     BRL      716,765     USD    DEUT      06/04/18             (41,122
  2,835,000     BRL      850,202     USD    GSC      06/04/18             (43,699
  3,040,000     BRL      918,290     USD    MSC      06/04/18             (53,468
  4,670,000     BRL      1,428,965     USD    SCB      06/04/18             (100,439
  43,150,000     BRL      13,224,635     USD    DEUT      06/04/18             (949,280
  2,572,000     BRL      730,661     USD    GSC      07/05/18             (1,167
  3,212,000     BRL      919,685     USD    MSC      07/05/18             (8,669
  3,140,000     BRL      892,679     USD    DEUT      10/26/18             (9,674
  5,961,000     BRL      1,738,408     USD    DEUT      04/09/19             (80,703
  69,000,000     CLP      114,050     USD    SCB      06/20/18             (1,571
  509,700,000     CLP      856,351     USD    CBK      06/20/18             (25,478
  4,376,444,000     CLP      7,262,482     USD    BCLY      06/20/18             (128,351
  4,538,000     CNH      715,886     USD    MSC      05/07/18       2,107        
  1,804,000     CNH      285,624     USD    DEUT      05/07/18             (199
  24,260,000     CNH      3,821,736     USD    BOA      06/20/18       8,850        
  2,216,000     CNH      351,914     USD    GSC      06/20/18             (2,013
  5,543,000     CNH      880,862     USD    GSC      06/20/18             (5,638
  773,000     CNH      121,531     USD    MSC      06/22/18       513        
  12,199,760,000     COP      4,250,047     USD    UBS      06/20/18           89,960        
  3,173,700,000     COP      1,111,629     USD    BNP      06/20/18       17,400        
  1,689,100,000     COP      591,248     USD    UBS      06/20/18       9,641        
  770,800,000     COP      274,697     USD    CBK      06/20/18             (489
  1,146,900,000     COP      409,607     USD    CBK      06/20/18             (1,603
  619,710,000     COP      222,837     USD    UBS      06/20/18             (2,378
  1,445,990,000     COP      517,164     USD    DEUT      06/20/18             (2,760
  648,400,000     COP      235,975     USD    GSC      06/20/18             (5,310
  8,884,100,000     COP      3,185,407     USD    SCB      06/20/18             (24,930
  1,790,000     CZK      84,864     USD    GSC      06/20/18             (171
  2,990,000     CZK      145,387     USD    DEUT      06/20/18             (3,917

 

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

 

 

  46  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
    Appreciation     Depreciation  
  25,150,000     CZK      1,227,608     USD    GSC      06/20/18     $     $ (37,650
  32,440,000     CZK      1,596,064     USD    GSC      06/20/18             (61,184
  157,820,000     CZK      7,709,819     USD    UBS      06/20/18             (242,658
  44,575,000     CZK      2,103,587     USD    JPM      07/10/18       8,064        
  44,575,000     CZK      2,103,587     USD    JPM      07/10/18       8,064        
  89,150,000     CZK      4,225,118     USD    JPM      07/10/18             (1,817
  5,424,000     CZK      228,413     USD    JPM      03/25/19       33,291        
  64,230,000     CZK      3,029,717     USD    MSC      09/26/19       105,299        
  64,220,000     CZK      3,044,323     USD    GSC      09/26/19       90,205        
  8,850,000     EGP      493,036     USD    GSC      06/20/18       3,863        
  1,943,000     EGP      97,736     USD    GSC      08/02/18       10,444        
  9,430,000     EGP      488,728     USD    GSC      09/18/18       31,618        
  6,050,000     EGP      313,553     USD    GSC      09/18/18       20,285        
  4,730,000     EGP      243,877     USD    GSC      09/18/18       17,123        
  13,960,000     EGP      711,156     USD    GSC      12/17/18       45,195        
  28,210,000     EGP      1,473,877     USD    CBK      01/08/19           47,086        
  172,000     EUR      213,314     USD    MSC      05/22/18             (5,263
  38,000     EUR      47,185     USD    GSC      06/20/18             (1,115
  1,030,000     EUR      1,250,603     USD    GSC      06/20/18             (1,888
  220,000     EUR      270,275     USD    MSC      06/20/18             (3,560
  150,000     EUR      185,454     USD    MSC      06/20/18             (3,602
  1,080,000     EUR      1,343,385     USD    GSC      06/20/18             (34,053
  1,796,000     EUR      2,227,633     USD    DEUT      06/20/18             (50,262
  832,000     EUR      1,036,299     USD    BCLY      09/24/18             (19,635
  201,000     EUR      227,037     USD    HSBC      03/25/19       22,529        
  122,662,000     HUF      471,414     USD    MSC      06/01/18       1,659        
  120,800,000     HUF      479,565     USD    GSC      06/20/18             (13,058
  134,244,000     HUF      531,680     USD    CBK      06/20/18             (13,255
  302,738,000     HUF      1,198,013     USD    CBK      06/20/18             (28,896
  523,200,000     HUF      2,090,709     USD    UBS      06/20/18             (70,210
  211,465,000     HUF      836,161     USD    MSC      07/09/18             (18,438
  231,635,000     HUF      910,694     USD    MSC      09/05/18             (11,296
  16,506,000,000     IDR      1,171,054     USD    CSFB      06/20/18       8,677        
  13,756,000,000     IDR      992,711     USD    UBS      06/20/18             (9,531
  13,454,000,000     IDR      971,198     USD    JPM      06/20/18             (9,602
  15,719,000,000     IDR      1,134,946     USD    BNP      06/20/18             (11,465
  104,110,947,000     IDR      7,524,098     USD    BCLY      06/20/18             (82,996
  9,509,000     INR      142,287     USD    MSC      05/02/18       161        
  22,009,000     INR      336,787     USD    BNP      05/02/18             (7,085
  49,296,000     INR      748,724     USD    BOA      06/12/18             (13,539
  20,431,000     INR      310,879     USD    DEUT      06/14/18             (6,239
  114,120,000     INR      1,690,166     USD    BOA      06/20/18           10,431        
  9,509,000     INR      142,063     USD    MSC      06/20/18             (362
  3,643,000     INR      55,295     USD    BCLY      06/20/18             (1,008
  34,320,000     INR      513,066     USD    MSC      06/20/18             (1,635
  8,390,000     INR      128,191     USD    MSC      06/20/18             (3,165
  78,853,000     INR      1,203,955     USD    BNP      06/20/18                 (28,900
  32,906,000     INR      490,768     USD    BCLY      10/19/18             (6,767
  28,480,000     KRW      26,802     USD    UBS      06/20/18             (98
  162,581,000     KZT      496,582     USD    CBK      06/20/18             (5,146
  162,581,000     KZT      497,342     USD    CBK      06/20/18             (5,906
  162,581,000     KZT      500,943     USD    CBK      06/20/18             (9,507
  270,968,000     KZT      830,808     USD    CBK      06/20/18             (11,749
  216,775,000     KZT      668,234     USD    CBK      06/20/18             (12,984
  379,355,000     KZT      1,160,107     USD    CBK      06/20/18             (13,425
  5,491,000     MXN      287,917     USD    MSC      06/11/18       3,731        
  301,175,000     MXN      15,896,076     USD    RBC      06/20/18       78,652        
  38,830,000     MXN      2,039,870     USD    GSC      06/20/18       19,725        
  326,000     MXN      17,632     USD    GSC      06/20/18             (340

 

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

 

 

  47  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
  Appreciation     Depreciation  
  10,390,000     MXN      551,486     USD    MSC    06/20/18   $     $ (387
  3,350,000     MXN      180,944     USD    GSC    06/20/18           (3,256
  14,570,000     MXN      781,406     USD    JPM    06/20/18           (8,593
  7,490,000     MXN      410,281     USD    JPM    06/20/18           (13,001
  14,823,000     MXN      736,601     USD    MSC    07/05/18     47,815        
  6,053,000     MXN      302,801     USD    DEUT    07/05/18     17,517        
  72,970,000     MXN      3,583,548     USD    BNP    10/18/18     214,800        
  72,970,000     MXN      3,609,249     USD    GSC    10/18/18     189,099        
  14,174,000     MYR      3,641,642     USD    UBS    05/25/18           (32,357
  105,320,000     NGN      289,341     USD    HSBC    06/01/18           (2,863
  94,788,000     NGN      258,278     USD    JPM    06/19/18           (2,676
  168,763,000     NGN      460,150     USD    GSC    06/20/18           (5,288
  105,320,000     NGN      287,760     USD    HSBC    06/25/18           (4,573
  143,216,000     NGN      374,421     USD    JPM    10/09/18           (409
  750,000     NZD      531,515     USD    GSC    06/20/18           (3,878
  445,000     NZD      317,002     USD    GSC    06/20/18           (3,937
  615,000     NZD      443,857     USD    MSC    06/20/18           (11,195
  900,000     NZD      645,890     USD    GSC    06/20/18           (12,724
  672,000     NZD      486,931     USD    MSC    06/20/18           (14,167
  28,050,000     PEN      8,574,573     USD    BCLY    06/20/18     34,916        
  4,330,000     PEN      1,339,106     USD    DEUT    06/20/18           (10,084
  143,000,000     PHP      2,726,406     USD    DEUT    06/20/18     29,857        
  59,840,000     PHP      1,138,075     USD    MSC    06/20/18     15,315        
  75,540,000     PHP      1,441,603     USD    CSFB    06/20/18     14,398        
  75,540,000     PHP      1,442,980     USD    CSFB    06/20/18         13,021        
  58,100,000     PHP      1,109,096     USD    UBS    06/20/18     10,756        
  51,000     PLN      14,841     USD    GSC    06/20/18           (299
  705,000     PLN      205,825     USD    CIBC    06/20/18           (4,804
  635,000     PLN      186,024     USD    SSG    06/20/18           (4,963
  1,605,000     PLN      469,836     USD    DEUT    06/20/18           (12,193
  1,855,000     PLN      545,813     USD    CBK    06/20/18           (16,887
  2,900,000     PLN      849,747     USD    BNP    06/20/18           (22,855
  4,646,000     PLN      1,356,705     USD    BNP    06/20/18           (31,966
  10,290,000     PLN      3,048,552     USD    GSC    06/20/18               (114,509
  49,645,000     PLN      14,639,577     USD    CBK    06/20/18           (484,033
  565,000     RON      146,666     USD    JPM    06/20/18           (281
  390,000     RON      103,101     USD    CBK    06/20/18           (2,056
  3,445,000     RON      920,655     USD    CBK    06/20/18           (28,096
  12,015,000     RON      3,197,179     USD    BOA    06/20/18           (84,232
  18,350,000     RUB      283,836     USD    GSC    06/20/18     5,788        
  4,847,000     RUB      77,862     USD    GSC    06/20/18           (1,360
  44,853,000     RUB      709,363     USD    GSC    06/20/18           (1,433
  49,310,000     RUB      782,574     USD    DEUT    06/20/18           (4,298
  41,710,000     RUB      665,337     USD    GSC    06/20/18           (7,014
  13,048,000     RUB      226,292     USD    MSC    06/20/18           (20,351
  59,680,000     RUB      962,425     USD    BCLY    06/20/18           (20,476
  15,054,000     RUB      262,219     USD    MSC    06/20/18           (24,617
  53,661,000     RUB      872,253     USD    GSC    06/20/18           (25,303
  33,950,000     RUB      585,244     USD    GSC    06/20/18           (49,400
  33,998,000     RUB      591,887     USD    GSC    06/20/18           (55,285
  34,001,000     RUB      592,300     USD    BOA    06/20/18           (55,651
  205,470,000     RUB      3,581,489     USD    HSBC    06/20/18           (338,486
  11,728,000     RUB      206,044     USD    DEUT    07/11/18           (21,401
  2,893,000     RUB      48,992     USD    MSC    09/20/18           (3,840
  5,520,000     THB      177,150     USD    ANZ    06/20/18           (1,995
  7,540,000     THB      242,444     USD    SCB    06/20/18           (3,193
  24,540,000     THB      786,601     USD    MSC    06/20/18           (7,925
  50,910,000     THB      1,635,820     USD    JPM    06/20/18           (20,399
  364,891,000     THB      11,783,982     USD    JPM    06/20/18           (205,654

 

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

 

 

  48  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
  Appreciation     Depreciation  
  1,470,000     TRY      354,127     USD    GSC    06/20/18   $ 2,065     $  
  1,245,000     TRY      304,524     USD    MSC    06/20/18           (2,851
  3,568,000     TRY      868,718     USD    CBK    06/20/18           (4,165
  3,250,000     TRY      792,702     USD    GSC    06/20/18           (5,203
  1,800,000     TRY      446,493     USD    GSC    06/20/18           (10,340
  1,690,000     TRY      422,231     USD    GSC    06/20/18           (12,732
  3,475,000     TRY      855,932     USD    GSC    06/20/18           (13,914
  38,219,000     TRY      9,628,771     USD    CBK    06/20/18               (368,027
  31,225,000     TWD      1,076,501     USD    BCLY    06/20/18           (17,375
  84,995,000     TWD      2,906,209     USD    DEUT    06/20/18           (23,248
  41,715     USD      890,000     ARS    CBK    06/21/18     200        
  2,443,108     USD      3,145,000     AUD    ANZ    06/20/18     75,039        
  382,638     USD      485,000     AUD    CBK    06/20/18     17,451        
  577,690     USD      745,000     AUD    RBC    06/20/18     16,733        
  486,474     USD      630,000     AUD    ANZ    06/20/18     12,107        
  372,778     USD      485,000     AUD    DEUT    06/20/18     7,591        
  1,785,830     USD      2,325,000     AUD    GSC    06/29/18     35,114        
  233,125     USD      765,000     BRL    MSC    06/01/18     15,433        
  1,025,612     USD      3,600,000     BRL    GSC    06/01/18     1,180        
  8,334,125     USD      27,193,000     BRL    DEUT    06/04/18         598,233        
  4,219,658     USD      14,154,000     BRL    MSC    06/04/18     193,114        
  1,128,086     USD      3,692,000     BRL    MSC    06/04/18     77,782        
  568,881     USD      1,850,000     BRL    MSC    06/04/18     42,591        
  643,460     USD      2,135,000     BRL    MSC    06/04/18     36,093        
  305,148     USD      1,000,000     BRL    MSC    06/04/18     20,667        
  676,156     USD      2,323,000     BRL    MSC    06/04/18     15,306        
  272,312     USD      930,000     BRL    GSC    06/04/18     7,745        
  269,973     USD      932,000     BRL    MSC    06/04/18     4,836        
  130,441     USD      445,000     BRL    GSC    06/04/18     3,847        
  186,053     USD      647,000     BRL    MSC    06/04/18     1,994        
  307,971     USD      1,003,000     BRL    GSC    06/11/18     22,832        
  2,068,768     USD      7,220,000     BRL    DEUT    07/05/18     20,967        
  243,112     USD      803,000     BRL    DEUT    07/05/18     15,358        
  762,221     USD      2,526,000     BRL    DEUT    08/08/18     47,841        
  620,559     USD      795,000     CAD    BOA    06/20/18     630        
  533,031     USD      695,000     CAD    BOA    06/20/18           (8,920
  1,908,164     USD      2,489,000     CAD    BMO    06/20/18           (32,723
  5,412,165     USD      3,261,425,000     CLP    BCLY    06/20/18     95,650        
  655,943     USD      4,139,000     CNH    MSC    05/07/18     1,079        
  345,569     USD      2,203,000     CNH    DEUT    05/07/18           (2,985
  2,270,643     USD      14,360,000     CNH    MSC    06/20/18     3,239        
  416,667     USD      2,632,000     CNH    GSC    06/20/18     1,081        
  612,935     USD      3,876,000     CNH    MSC    06/20/18     926        
  285,037     USD      1,804,000     CNH    DEUT    06/20/18     191        
  415,826     USD      2,634,000     CNH    GSC    06/20/18           (75
  1,565,400     USD      9,937,000     CNH    BOA    06/20/18           (3,625
  1,261,795     USD      7,943,000     CNH    MSC    06/29/18     8,092        
  687,574     USD      4,363,000     CNH    MSC    08/08/18     11        
  677,092     USD      1,848,800,000     COP    CBK    06/20/18     19,390        
  5,525     USD      15,410,000     COP    MSC    06/20/18     43        
  1,324,531     USD      3,802,066,000     COP    UBS    06/20/18           (28,036
  3,058,200     USD      62,762,000     CZK    CBK    06/20/18     88,652        
  54,177     USD      1,109,000     CZK    UBS    06/20/18     1,705        
  4,273,730     USD      89,150,000     CZK    JPM    01/10/19           (9,332
  2,129,209     USD      44,575,000     CZK    JPM    01/10/19           (12,321
  2,129,209     USD      44,575,000     CZK    JPM    01/10/19           (12,321
  228,861     USD      5,424,000     CZK    HSBC    03/25/19           (32,843
  6,121,768     USD      128,450,000     CZK    JPM    09/26/19           (147,776
  7,615,626     USD      6,140,000     EUR    DEUT    06/20/18     171,830        
  2,814,343     USD      2,250,000     EUR    DEUT    06/20/18     86,567        

 

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

 

 

  49  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
     Counterparty    Settlement
Date
  Appreciation     Depreciation  
  1,768,387     USD      1,430,000       EUR      DEUT    06/20/18   $ 34,734     $  
  423,623     USD      340,000       EUR      RBS    06/20/18         11,426        
  260,179     USD      210,000       EUR      UBS    06/20/18     5,586        
  20,833     USD      17,000       EUR      MSC    06/20/18     223        
  226,406     USD      201,000       EUR      JPM    03/25/19           (23,159
  1,877,015     USD      1,338,000       GBP      CBK    06/20/18     30,389        
  479,828     USD      340,000       GBP      BOA    06/20/18     10,581        
  481,167     USD      345,000       GBP      DEUT    06/20/18     5,019        
  4,121,710     USD      1,031,458,000       HUF      UBS    06/20/18     138,414        
  1,584,226     USD      395,400,000       HUF      BNP    06/20/18     57,265        
  257,456     USD      65,000,000       HUF      GSC    06/20/18     6,439        
  322,486     USD      82,100,000       HUF      GSC    06/20/18     5,431        
  828,305     USD      11,477,000,000       IDR      GSC    06/20/18     8,012        
  375,893     USD      5,208,000,000       IDR      CBK    06/20/18     3,663        
  82,255     USD      1,138,000,000       IDR      BNP    06/20/18     919        
  604,171     USD      8,459,000,000       IDR      UBS    06/21/18           (350
  189,050     USD      12,500,000       INR      BNP    05/02/18     1,796        
  143,003     USD      9,509,000       INR      MSC    05/02/18     555        
  142,287     USD      9,509,000       INR      BNP    05/02/18           (161
  1,375,107     USD      91,974,000       INR      MSC    06/12/18     3,435        
  248,016     USD      16,312,000       INR      DEUT    06/14/18     4,792        
  2,044,775     USD      134,780,000       INR      BCLY    06/20/18     36,306        
  1,454,157     USD      95,240,000       INR      BNP    06/20/18     34,906        
  511,731     USD      33,590,000       INR      DEUT    06/20/18     11,178        
  724,070     USD      47,890,000       INR      CSFB    06/20/18     10,421        
  687,899     USD      47,097,000       INR      BCLY    10/19/18           (4,831
  376,088     USD      402,640,000       KRW      DEUT    06/20/18           (1,452
  579,118     USD      627,330,000       KRW      UBS    06/20/18           (9,105
  347,531     USD      112,600,000       KZT      DEUT    06/20/18     7,173        
  253,930     USD      84,000,000       KZT      MSC    06/20/18     22        
  355,917     USD      118,200,000       KZT      CBK    06/20/18           (1,368
  1,645,371     USD      30,107,000       MXN      RBC    06/20/18     48,455        
  1,258,736     USD      23,432,000       MXN      RBC    06/20/18     15,871        
  500,750     USD      9,289,000       MXN      HSBC    06/20/18     8,049        
  1,493,443     USD      28,014,000       MXN      RBC    06/20/18     7,543        
  263,233     USD      4,860,000       MXN      BNP    06/20/18     5,452        
  292,326     USD      5,410,000       MXN      GSC    06/20/18     5,373        
  831,793     USD      15,790,000       MXN      BNP    06/20/18           (5,730
  776,214     USD      14,750,000       MXN      GSC    06/20/18           (6,146
  12,621,381     USD      239,131,000       MXN      RBC    06/20/18           (62,449
  458,572     USD      8,634,000       MXN      DEUT    08/02/18     3,627        
  168,491     USD      3,175,000       MXN      BCLY    08/17/18     1,591        
  1,849,476     USD      35,411,000       MXN      JPM    09/24/18           (783
  294,891     USD      5,628,000       MXN      BOA    09/27/18     962        
  3,662,601     USD      72,970,000       MXN      GSC    10/18/18           (135,747
  3,630,041     USD      72,970,000       MXN      GSC    10/18/18               (168,307
  1,017,676     USD      3,961,000       MYR      UBS    05/25/18     9,042        
  989,165     USD      3,880,000       MYR      BCLY    05/25/18     1,157        
  276,794     USD      105,320,000       NGN      HSBC    06/01/18           (9,684
  247,974     USD      94,788,000       NGN      JPM    06/19/18           (7,628
  275,346     USD      105,320,000       NGN      HSBC    06/25/18           (7,840
  2,056,756     USD      2,840,000       NZD      CBA    06/20/18     58,769        
  445,720     USD      605,000       NZD      DEUT    06/20/18     20,093        
  489,578     USD      675,000       NZD      NAB    06/20/18     14,704        
  375,368     USD      515,000       NZD      CSFB    06/20/18     13,057        
  344,935     USD      475,000       NZD      GSC    06/20/18     10,765        
  315,201     USD      435,000       NZD      MSC    06/20/18     9,171        
  69,855     USD      97,000       NZD      MSC    06/22/18     1,613        
  297,885     USD      965,000       PEN      DEUT    06/20/18     1,695        

 

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

 

 

  50  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
     Counterparty    Settlement
Date
  Appreciation     Depreciation  
  464,080     USD      24,341,000       PHP      DEUT    06/20/18   $     $ (5,082
  1,412,000     USD      74,130,000       PHP      DEUT    06/20/18           (16,824
  1,435,054     USD      75,900,000       PHP      UBS    06/20/18           (27,886
  625,539     USD      33,106,000       PHP      BCLY    10/18/18           (8,461
  210,714     USD      708,000       PLN      MSC    05/22/18     8,951        
  1,028,969     USD      3,525,000       PLN      GSC    06/20/18     23,867        
  666,735     USD      2,261,000       PLN      CBK    06/20/18     22,045        
  407,719     USD      1,395,000       PLN      GSC    06/20/18     9,956        
  334,448     USD      1,140,000       PLN      GSC    06/20/18     9,394        
  1,244,159     USD      4,340,000       PLN      GSC    06/20/18     6,672        
  51,965     USD      176,000       PLN      GSC    06/20/18     1,781        
  458,179     USD      1,605,000       PLN      MSC    06/20/18     537        
  1,025,182     USD      3,520,000       PLN      BCLY    09/24/18     19,227        
  327,568     USD      1,231,000       RON      BOA    06/20/18     8,630        
  176,145     USD      665,000       RON      GSC    06/20/18     3,851        
  5,544,727     USD      318,101,000       RUB      HSBC    06/20/18     524,031        
  1,454,783     USD      83,650,000       RUB      GSC    06/20/18         134,506        
  914,041     USD      53,316,000       RUB      GSC    06/20/18     72,536        
  265,607     USD      15,480,000       RUB      BOA    06/20/18     21,281        
  229,816     USD      13,350,000       RUB      GSC    06/20/18     19,108        
  223,644     USD      13,025,000       RUB      GSC    06/20/18     18,066        
  209,304     USD      12,215,000       RUB      MSC    07/11/18     16,994        
  366,139     USD      23,140,000       RUB      MSC    09/20/18     4,981        
  50,000     USD      2,950,000       RUB      MSC    09/20/18     3,958        
  195,604     USD      12,548,000       RUB      MSC    09/20/18           (239
  234,524     USD      15,298,000       RUB      MSC    09/20/18           (4,240
  393,290     USD      515,000       SGD      GSC    06/20/18     4,466        
  564,853     USD      750,000       SGD      UBS    06/20/18           (1,396
  930,727     USD      1,235,000       SGD      GSC    06/20/18           (1,696
  235,067     USD      7,320,000       THB      NOM    06/20/18     2,797        
  84,896     USD      2,680,000       THB      JPM    06/20/18           (143
  563,425     USD      17,800,000       THB      UBS    06/20/18           (1,386
  1,344,644     USD      42,480,000       THB      NOM    06/20/18           (3,285
  572,230     USD      2,345,000       TRY      MSC    06/08/18     2,062        
  874,890     USD      3,472,000       TRY      MSC    06/14/18     32,152        
  8,077,848     USD      32,063,000       TRY      CBK    06/20/18     308,748        
  743,907     USD      3,050,000       TRY      DEUT    06/20/18     4,870        
  298,183     USD      1,222,000       TRY      CBK    06/20/18     2,083        
  1,326,952     USD      5,490,000       TRY      GSC    06/20/18           (3,315
  2,163,173     USD      62,745,000       TWD      BCLY    06/20/18     34,913        
  1,067,667     USD      31,225,000       TWD      DEUT    06/20/18     8,541        
  394,315     USD      11,445,000       TWD      UBS    06/20/18     6,110        
  371,753     USD      10,805,000       TWD      GSC    06/20/18     5,256        
  363,684     USD      10,465,000       UYU      HSBC    06/20/18           (1,141
  247,787     USD      7,167,000       UYU      HSBC    06/20/18           (2,065
  383,725     USD      11,105,000       UYU      HSBC    06/20/18               (3,411
  495,539     USD      14,331,000       UYU      JPM    06/20/18           (4,060
  374,169     USD      4,502,000       ZAR      BOA    06/11/18     15,040        
  13,629,242     USD      162,496,000       ZAR      BCLY    06/20/18     681,037        
  1,130,115     USD      13,597,000       ZAR      CBK    06/20/18     46,662        
  912,878     USD      10,980,000       ZAR      GSC    06/20/18     37,956        
  1,118,015     USD      13,566,000       ZAR      GSC    06/20/18     37,033        
  904,071     USD      10,890,000       ZAR      CBK    06/20/18     36,320        
  766,570     USD      9,220,000       ZAR      MSC    06/20/18     31,891        
  471,934     USD      5,570,000       ZAR      MSC    06/20/18     28,098        
  277,414     USD      3,280,000       ZAR      MSC    06/20/18     16,053        
  341,737     USD      4,137,000       ZAR      SSG    06/20/18     12,088        
  198,511     USD      2,402,000       ZAR      MSC    06/20/18     7,111        
  267,556     USD      3,320,000       ZAR      BOA    06/20/18     3,008        

 

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

 

 

  51  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
     Counterparty    Settlement
Date
  Appreciation     Depreciation  
  121,892     USD      1,530,000       ZAR      GSC    06/20/18   $     $ (23
  481,468     USD      6,047,000       ZAR      CBK    06/20/18           (376
  164,201     USD      1,665,000       ZMW      GSC    06/15/18           (48
  22,345,000     UYU      776,138       USD      JPM    06/20/18     2,841        
  4,230,000     ZAR      336,711       USD      MSC    06/20/18     349        
  6,800,000     ZAR      546,031       USD      MSC    06/20/18           (4,185
  5,380,000     ZAR      439,855       USD      GSC    06/20/18           (11,159
  4,190,000     ZAR      345,467       USD      NOM    06/20/18           (11,595
  7,340,000     ZAR      596,489       USD      MSC    06/20/18           (11,614
  6,190,000     ZAR      508,331       USD      MSC    06/20/18           (15,092
  4,420,000     ZAR      369,859       USD      GSC    06/20/18           (17,659
  18,298,000     ZAR      1,521,916       USD      CBK    06/20/18           (63,873
  23,570,000     ZAR      1,946,583       USD      GSC    06/20/18           (68,449
  112,500,000     ZAR      9,435,861       USD      BCLY    06/20/18           (471,499
  1,665,000     ZMW      170,769       USD      CBK    06/15/18           (6,520
              

 

 

   

 

 

 
 

Total

  $     6,022,591     $     (6,410,041
 

 

 

   

 

 

 

 

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

 

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

ANZ

   Australia and New Zealand Banking Group

BCLY

   Barclays

BMO

   Bank of Montreal

BNP

   BNP Paribas Securities Services

BOA

   Banc of America Securities LLC

CBA

   Commonwealth Bank of Australia

CBK

   Citibank NA

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

NOM

   Nomura International

RBC

   RBC Dominion Securities, Inc.

RBS

   RBS Greenwich Capital

SCB

   Standard Chartered Bank

SSG

   State Street Global Markets LLC

UBS

   UBS AG
Currency Abbreviations:

ARS

   Argentine Peso

AUD

   Australian Dollar

BRL

   Brazilian Real

CAD

   Canadian Dollar

CLP

   Chilean Peso

CNH

   Chinese Renminbi

COP

   Colombian Peso

CZK

   Czech Koruna

DOP

   Dominican Peso

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
 

 

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

 

 

  52  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

BADLAR

   Buenos Aires Deposits of Large Amount Rate Index
Other Abbreviations:

CJSC

   Closed Joint Stock Company

CLICP

   Sinacofi Chile Interbank Offered Rate

EURIBOR

   Euro Interbank Offered Rate

JSC

   Joint Stock Company

KSDA

   Korea Securities Dealers Association

LIBOR

   London Interbank Offered Rate

OJSC

   Open Joint Stock Company

OTC

   Over-the-Counter

PJSC

   Private Joint Stock Company

PRIBOR

   Prague Interbank Offered Rate

TIIE

   Interbank Equilibrium Interest Rate

WIBOR

   Warsaw Interbank Offered Rate

 

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

 

 

  53  

 


The Hartford Emerging Markets Local Debt Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

       

Corporate Bonds

  $ 37,962,174     $     $ 37,962,174     $  

Foreign Government Obligations

    139,347,901             139,347,901        

Short-Term Investments

    16,670,058       11,329,879       5,340,179        

Purchased Options

    1,171,382             1,171,382        

Foreign Currency Contracts(2)

    6,022,591             6,022,591        

Futures Contracts(2)

    30,609       30,609              

Swaps - Cross Currency(2)

    352,805             352,805        

Swaps - Interest Rate(2)

    64,861             64,861        

Swaps - Total Return(2)

    8,228             8,228        
 

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     201,630,609     $     11,360,488     $     190,270,121     $     —  
 

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

       

Foreign Currency Contracts(2)

  $ (6,410,041   $     $ (6,410,041   $  

Futures Contracts(2)

    (55,986     (55,986            

Swaps - Cross Currency(2)

    (379,831           (379,831      

Swaps - Interest Rate(2)

    (80,195           (80,195      

Written Options

    (758,132           (758,132      
 

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ (7,684,185   $ (55,986   $ (7,628,199   $  
 

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

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

 

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

 

 

  54  

 


The Hartford Floating Rate Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 9.8%  
      Advertising - 0.0%  
  $       1,500,000    

Acosta, Inc.
7.75%, 10/01/2022(1)

  $ 892,500  
     

 

 

 
      Biotechnology - 0.3%  
    11,200,000    

Sotera Health Topco, Inc.
8.13%, 11/01/2021(1)(2)

    11,284,000  
     

 

 

 
      Chemicals - 0.2%  
    6,873,000    

Yingde Gases Investment Ltd.
6.25%, 01/19/2023(1)

    6,532,402  
     

 

 

 
      Coal - 0.3%  
    6,085,000    

Foresight Energy LLC / Foresight Energy Finance Corp.
11.50%, 04/01/2023(1)

    5,141,825  
    5,850,000    

Peabody Energy Corp.
6.00%, 03/31/2022(1)

    6,009,120  
     

 

 

 
        11,150,945  
     

 

 

 
      Commercial Banks - 1.9%  
    7,600,000    

Banco Bilbao Vizcaya Argentaria S.A.
5 year USD Swap + 3.870%,
6.13%, 11/16/2027(3)(4)

    7,345,780  
 

Banco de Sabadell S.A.

 

  EUR       800,000    

5 year EUR Swap + 6.051%,
6.13%, 11/23/2022(3)(4)(5)

    1,016,799  
    3,000,000    

5 year EUR Swap + 6.414%,
6.50%, 05/18/2022(3)(4)(5)

    3,852,564  
 

BNP Paribas S.A.

 

  $       9,770,000    

5 year USD Swap + 2.838%,
5.13%, 11/15/2027(1)(3)

    9,159,375  
    5,675,000    

5 year USD Swap + 6.314%,
7.63%, 03/30/2021(1)(3)(4)

    6,113,394  
  EUR       4,000,000    

Caixa Geral de Depositos S.A.
5 year EUR Swap + 10.925%,
10.75%, 03/30/2022(3)(4)(5)

    5,603,127  
  $       2,150,000    

Credit Agricole S.A.
5 year USD Swap + 4.898%,
7.88%, 01/23/2024(1)(3)(4)

    2,332,750  
    3,850,000    

Credit Suisse Group AG
5 year USD Swap + 3.455%,
6.25%, 12/18/2024(1)(3)(4)

    3,942,539  
    4,095,000    

Freedom Mortgage Corp.
8.13%, 11/15/2024(1)

    4,095,000  
 

HSBC Holdings plc

 

    4,275,000    

5 year USD ICE Swap + 3.453%,
6.25%, 03/23/2023(3)(4)

    4,333,824  
    5,220,000    

5 year USD ICE Swap + 4.368%,
6.38%, 03/30/2025(3)(4)

    5,376,600  
    5,925,000    

Intesa Sanpaolo S.p.A.
5 year USD Swap + 5.462%,
7.70%, 09/17/2025(1)(3)(4)

    6,265,687  
    6,145,000    

Itau Unibanco Holding S.A.
5 year CMT Swap + 3.981%,
6.13%, 12/12/2022(1)(3)(4)

    6,004,894  
    5,000,000    

Standard Chartered plc
5 year USD Swap + 5.723%,
7.75%, 04/02/2023(1)(3)(4)

    5,325,000  
 

UniCredit S.p.A.

 

  EUR       3,125,000    

5 year USD Swap + 4.925%,
5.38%, 06/03/2025(3)(4)(5)

    3,766,171  
    1,800,000    

5 year EUR Swap + 6.387%,
6.63%, 06/03/2023(3)(4)(5)

    2,362,633  
     

 

 

 
    76,896,137  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 9.8% - (continued)  
      Commercial Services - 0.4%  
  $       10,145,000    

Brand Industrial Services, Inc.
8.50%, 07/15/2025(1)

  $ 10,474,712  
    3,625,000    

Herc Rentals, Inc.
7.75%, 06/01/2024(1)

    3,913,188  
     

 

 

 
    14,387,900  
     

 

 

 
      Diversified Financial Services - 0.4%  
    9,950,000    

Navient Corp.
5.88%, 10/25/2024

    9,751,000  
    4,825,000    

Springleaf Finance Corp.
6.88%, 03/15/2025

    4,873,250  
     

 

 

 
    14,624,250  
     

 

 

 
      Electric - 0.1%  
    3,465,000    

GenOn Energy, Inc.
7.88%, 06/15/2017(6)

    2,893,275  
     

 

 

 
      Energy - Alternate Sources - 0.2%  
    7,135,000    

Rio Energy S.A. / UGEN S.A. / UENSA S.A.
6.88%, 02/01/2025(1)

    6,956,625  
     

 

 

 
      Entertainment - 0.2%  
    6,750,000    

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

    6,886,350  
     

 

 

 
      Food - 0.4%  
    3,000,000    

Albertsons Cos. LLC / Safeway, Inc. / New Albertson’s, Inc. / Albertson’s LLC
6.63%, 06/15/2024

    2,793,750  
  GBP       851,568    

Iceland Bondco plc
3 mo. GBP LIBOR+ 4.25%,
5.04%, 07/15/2020(1)(4)

    1,166,609  
  $       5,000,000    

Marb BondCo plc
6.88%, 01/19/2025(1)

    4,700,000  
    7,835,000    

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

    7,492,297  
     

 

 

 
    16,152,656  
     

 

 

 
      Household Products - 0.2%  
    10,000,000    

Revlon Consumer Products Corp.
5.75%, 02/15/2021

    7,300,000  
     

 

 

 
      Household Products/Wares - 0.2%  
  EUR       8,700,000    

Diamond BC B.V.
5.63%, 08/15/2025(5)

    10,039,120  
     

 

 

 
      Insurance - 0.3%  
  $       7,200,000    

Genworth Holdings, Inc.
4.80%, 02/15/2024

    5,688,000  
    7,500,000    

HUB International Ltd.
7.00%, 05/01/2026(1)(7)

    7,509,375  
     

 

 

 
    13,197,375  
     

 

 

 
      Iron/Steel - 0.6%  
    8,000,000    

AK Steel Corp.
7.00%, 03/15/2027

    7,760,000  
    7,825,000    

CSN Islands XI Corp.
6.88%, 09/21/2019(5)

    7,844,562  
    6,000,000    

CSN Resources S.A.
7.63%, 02/13/2023(1)

    5,715,000  
    5,000,000    

Koks OAO Via Koks Finance DAC
7.50%, 05/04/2022(5)

    5,064,180  
     

 

 

 
    26,383,742  
     

 

 

 
 

 

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

 

 

  55  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 9.8% - (continued)  
      Machinery - Construction & Mining - 0.1%  
  $       5,395,000    

BlueLine Rental Finance Corp. / BlueLine Rental LLC
9.25%, 03/15/2024(1)

  $ 5,737,313  
     

 

 

 
      Media - 0.4%  
    12,000,000    

Altice Luxembourg S.A.
7.75%, 05/15/2022(1)

    11,460,000  
    4,020,000    

Vrio Finco LLC
6.25%, 04/04/2023(1)

    4,050,150  
     

 

 

 
    15,510,150  
     

 

 

 
      Metal Fabricate/Hardware - 0.2%  
    10,000,000    

Hillman Group, Inc.
6.38%, 07/15/2022(1)(8)

    9,675,800  
     

 

 

 
      Mining - 0.3%  
    3,575,000    

Constellium N.V.
6.63%, 03/01/2025(1)

    3,624,156  
 

First Quantum Minerals Ltd.

 

    5,645,000    

7.25%, 04/01/2023(1)

    5,629,759  
    3,775,000    

7.50%, 04/01/2025(1)

    3,732,720  
     

 

 

 
    12,986,635  
     

 

 

 
      Miscellaneous Manufacturing - 0.1%  
    4,000,000    

Bombardier, Inc.
5.75%, 03/15/2022(1)

    4,010,000  
     

 

 

 
      Oil & Gas - 0.9%  
    5,000,000    

Chesapeake Energy Corp.
8.00%, 06/15/2027(1)

    4,812,500  
    4,000,000    

Denbury Resources, Inc.
9.00%, 05/15/2021(1)

    4,180,000  
 

MEG Energy Corp.

 

    4,000,000    

6.38%, 01/30/2023(1)

    3,610,000  
    8,230,000    

6.50%, 01/15/2025(1)

    8,231,646  
    4,130,000    

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

    4,202,886  
    6,100,000    

Sable Permian Resources LLC / AEPB Finance Corp.
3 mo. USD LIBOR + 6.500%, 8.86%, 08/01/2019(1)(4)

    5,398,500  
    5,060,000    

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.
8.75%, 04/15/2023(1)

    4,756,400  
     

 

 

 
    35,191,932  
     

 

 

 
      Pharmaceuticals - 0.5%  
    6,500,000    

Endo Finance LLC / Endo Finco, Inc.
7.25%, 01/15/2022(1)

    5,508,750  
    5,715,000    

NVA Holdings, Inc.
6.88%, 04/01/2026(1)

    5,757,862  
 

Valeant Pharmaceuticals International, Inc.

 

    7,000,000    

5.88%, 05/15/2023(1)

    6,431,250  
    1,925,000    

9.00%, 12/15/2025(1)

    1,949,063  
     

 

 

 
    19,646,925  
     

 

 

 
      Retail - 0.4%  
    4,975,000    

Eurotorg LLC Via Bonitron DAC
8.75%, 10/30/2022(1)

    5,030,123  
    4,200,000    

Ferrellgas L.P. / Ferrellgas Finance Corp.
6.75%, 01/15/2022

    3,958,500  
    10,000,000    

Staples, Inc.
8.50%, 09/15/2025(1)

    9,350,000  
     

 

 

 
    18,338,623  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 9.8% - (continued)  
      Software - 0.1%  
  EUR       2,400,000    

TeamSystem S.p.A.
3 mo. EURIBOR + 4.000%, 4.00%, 04/15/2023(1)(4)

  $ 2,921,860  
     

 

 

 
      Telecommunications - 0.2%  
  $       5,000,000    

Frontier Communications Corp.
8.50%, 04/01/2026(1)

    4,862,500  
    5,000,000    

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

    5,262,190  
     

 

 

 
    10,124,690  
     

 

 

 
      Textiles - 0.1%  
    1,705,000    

Eagle Intermediate Global Holding B.V./Ruyi US Finance LLC
7.50%, 05/01/2025(1)(8)

    1,747,625  
  EUR       1,915,000    

5.38%, 05/01/2023(1)(8)

    2,364,586  
     

 

 

 
    4,112,211  
     

 

 

 
      Toys/Games/Hobbies - 0.2%  
  $       8,725,000    

Mattel, Inc.
6.75%, 12/31/2025(1)

    8,494,660  
     

 

 

 
      Transportation - 0.5%  
    4,370,000    

Hertz Corp.
7.63%, 06/01/2022(1)

    4,451,938  
 

Rumo Luxembourg S.a.r.l.

 

    10,000,000    

5.88%, 01/18/2025(1)

    9,762,500  
    4,580,000    

7.38%, 02/09/2024(1)

    4,861,670  
     

 

 

 
    19,076,108  
     

 

 

 
      Water - 0.1%  
    3,860,000    

Aegea Finance S.a.r.l.
5.75%, 10/10/2024(1)

    3,811,750  
     

 

 

 
 

Total Corporate Bonds
(cost $402,859,916)

  $ 395,215,934  
     

 

 

 
     
SENIOR FLOATING RATE INTERESTS - 88.2%(9)  
      Advertising - 0.6%  
  $       18,832,569    

Acosta Holdco, Inc.
1 mo. USD LIBOR + 3.250%, 5.15%, 09/26/2021

  $ 15,357,584  
    8,030,075    

Entravision Communications Corp.
1 mo. USD LIBOR + 2.750%, 4.65%, 11/29/2024

    8,009,999  
     

 

 

 
    23,367,583  
     

 

 

 
      Aerospace/Defense - 1.7%  
    15,316,613    

Circor International, Inc.
1 mo. USD LIBOR + 3.500%, 5.39%, 12/11/2024

    15,364,553  
 

TransDigm, Inc.

 

    14,569,814    

1 mo. USD LIBOR + 2.750%, 4.65%, 05/14/2022

    14,627,219  
    39,840,685    

1 mo. USD LIBOR + 2.750%, 4.79%, 06/09/2023

    39,999,251  
     

 

 

 
    69,991,023  
     

 

 

 
      Agriculture - 0.1%  
    3,921,473    

Pinnacle Operating Corp.
1 mo. USD LIBOR + 7.250%, 9.15%, 11/15/2021

    3,681,283  
     

 

 

 
 

 

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

 

 

  56  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 88.2%(9) - (continued)  
      Airlines - 0.7%  
  $       28,410,101    

American Airlines, Inc.
1 mo. USD LIBOR + 2.000%, 3.90%, 04/28/2023

  $ 28,420,329  
     

 

 

 
      Auto Manufacturers - 0.4%  
    14,842,800    

Navistar International Corp.
1 mo. USD LIBOR + 3.500%, 5.40%, 11/06/2024

    14,926,365  
     

 

 

 
      Beverages - 0.3%  
    12,623,458    

Jacobs Douwe Egberts International B.V.
3 mo. USD LIBOR + 2.250%, 4.06%, 07/02/2022

    12,712,832  
     

 

 

 
      Biotechnology - 0.8%  
    32,833,544    

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%, 4.90%, 05/15/2022

    32,997,712  
     

 

 

 
      Chemicals - 2.2%  
    13,639,204    

Chemours Co.
1 mo. USD LIBOR + 1.750%, 3.66%, 04/03/2025

    13,679,031  
  EUR       6,350,494    

Chemours Company (The)
EURIBOR + 2.000%,
2.50%, 03/21/2025

    7,691,247  
    9,301,688    

Diamond (BC) B.V.
EURIBOR + 3.250%,
0.00%, 09/06/2024(8)

    11,166,779  
  $       13,937,956    

Nexeo Solutions LLC
3 mo. USD LIBOR + 3.250%, 5.47%, 06/09/2023

    14,059,913  
    4,818,691    

Tronox Blocked Borrower LLC
3 mo. USD LIBOR + 3.000%, 5.30%, 09/22/2024

    4,867,649  
    11,120,057    

Tronox Finance LLC
3 mo. USD LIBOR + 3.000%, 5.30%, 09/22/2024

    11,233,037  
    27,179,750    

Univar, Inc.
1 mo. USD LIBOR + 2.500%, 4.40%, 07/01/2024

    27,404,798  
     

 

 

 
    90,102,454  
     

 

 

 
      Coal - 0.7%  
 

Ascent Resources - Marcellus LLC

 

    1,835,000    

0.00%, 08/04/2021(6)(7)

    55,050  
    15,944,225    

PRIME + 3.250%,
8.00%, 08/04/2020

    8,809,184  
    18,843,650    

Foresight Energy LLC
3 mo. USD LIBOR + 5.750%, 8.11%, 03/28/2022

    18,378,401  
     

 

 

 
    27,242,635  
     

 

 

 
      Commercial Services - 7.3%  
    10,075,615    

Allied Universal Holdco LLC
3 mo. USD LIBOR + 3.750%, 6.05%, 07/28/2022

    9,871,987  
    17,872,211    

Avis Budget Car Rental, LLC
3 mo. USD LIBOR + 2.000%, 4.31%, 02/13/2025

    18,006,252  
 

Brickman Group Ltd. LLC

 

    32,414,767    

1 mo. USD LIBOR + 3.000%, 4.90%, 12/18/2020

    32,581,054  
    5,576,011    

1 mo. USD LIBOR + 6.500%, 8.39%, 12/17/2021

    5,603,891  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 88.2%(9) - (continued)  
      Commercial Services - 7.3% - (continued)  
  $       6,514,267    

Capital Automotive L.P.
1 mo. USD LIBOR + 6.000%, 7.91%, 03/24/2025

  $ 6,579,410  
    3,660,850    

Ceridian HCM Holding, Inc.
0.00%, 04/05/2025(7)(8)

    3,666,964  
    8,557,054    

DuPage Medical Group, Ltd.
1 mo. USD LIBOR + 2.750%, 4.65%, 08/15/2024

    8,557,054  
    18,772,523    

Hertz Corp.
3 mo. USD LIBOR + 2.750%, 4.65%, 06/30/2023

    18,827,339  
    8,128,504    

ON Assignment, Inc.
0.00%, 02/21/2025(7)(8)

    8,163,050  
    17,317,332    

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.65%, 11/15/2023

    17,382,272  
    9,604,836    

Russell Investments US Inst’l Holdco, Inc.
3 mo. USD LIBOR + 3.250%, 5.55%, 06/01/2023

    9,652,860  
    32,632,222    

ServiceMaster Co.
1 mo. USD LIBOR + 2.500%, 4.40%, 11/08/2023

    32,836,173  
    26,727,581    

Team Health Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.65%, 02/06/2024

    25,858,935  
  EUR       12,000,000    

Techem GmbH
EURIBOR + 3.000%,
3.00%, 10/02/2024

    14,510,759  
  $       37,399,925    

Tempo Acquisition LLC
1 mo. USD LIBOR + 3.000%, 4.90%, 05/01/2024

    37,602,633  
    18,140,106    

Trans Union LLC
1 mo. USD LIBOR + 2.000%, 3.90%, 04/10/2023

    18,170,945  
    11,993,188    

Weight Watchers International, Inc.
3 mo. USD LIBOR + 4.750%, 6.99%, 11/29/2024

    12,128,111  
    14,995,188    

Xerox Business Services LLC
1 mo. USD LIBOR + 3.000%, 4.90%, 12/07/2023

    15,070,163  
     

 

 

 
    295,069,852  
     

 

 

 
      Construction Materials - 0.4%  
    9,055,000    

Pisces Midco, Inc.
0.00%, 04/12/2025(7)(8)

    9,134,231  
    5,386,500    

Summit Materials Companies I, LLC
1 mo. USD LIBOR + 2.250%, 4.15%, 11/21/2024

    5,411,763  
     

 

 

 
    14,545,994  
     

 

 

 
      Distribution/Wholesale - 0.6%  
 

PowerTeam Services LLC

 

    19,814,119    

3 mo. USD LIBOR + 3.250%,
5.55%, 02/27/2025(8)

    19,801,834  
    2,330,000    

3 mo. USD LIBOR + 7.250%,
9.55%, 02/27/2026

    2,330,000  
     

 

 

 
    22,131,834  
     

 

 

 
      Diversified Financial Services - 3.2%  
    14,859,850    

AlixPartners LLP
3 mo. USD LIBOR + 2.750%,
5.05%, 04/04/2024

    14,922,559  
 

 

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

 

 

  57  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 88.2%(9) - (continued)  
      Diversified Financial Services - 3.2% - (continued)  
  $       19,225,000    

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%, 4.40%, 02/28/2025

  $ 19,195,009  
 

EVO Payments International LLC

 

    16,263,350    

1 mo. USD LIBOR + 4.000%, 5.90%, 12/22/2023(8)

    16,446,313  
    2,150,000    

1 mo. USD LIBOR + 9.000%,
10.90%, 11/15/2024

    2,160,750  
    11,461,931    

FinCo I LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 12/27/2022

    11,576,550  
    5,671,725    

Focus Financial Partners LLC
3 mo. USD LIBOR + 2.750%,
5.05%, 07/03/2024

    5,700,083  
    10,000,000    

GreenSky Holdings LLC
0.00%, 03/29/2025(7)(8)

    10,025,000  
  EUR       18,534,055    

Nets Holding A/S
EURIBOR + 3.250%,
3.25%, 02/06/2025

    22,368,737  
  $       5,255,212    

NFP Corp.
1 mo. USD LIBOR + 3.000%,
4.90%, 01/08/2024

    5,276,023  
    4,502,400    

NN, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 04/02/2021

    4,496,772  
    13,375,688    

RP Crown Parent LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 10/12/2023

    13,453,668  
    3,971,895    

Walter Investment Management Corp.
1 mo. USD LIBOR + 6.000%,
7.90%, 06/30/2022

    3,728,616  
     

 

 

 
        129,350,080  
     

 

 

 
            Electric - 1.8%  
    32,034,387    

Calpine Construction Finance Company, L.P.
1 mo. USD LIBOR + 2.500%,
4.40%, 01/15/2025

    32,079,555  
    10,650,000    

Chief Exploration & Development LLC
2 mo. USD LIBOR + 6.500%,
8.42%, 05/16/2021

    10,523,585  
    5,659,306    

ExGen Texas Power LLC
3 mo. USD LIBOR + 4.750%,
6.44%, 09/16/2021

    3,537,066  
    10,304,425    

Helix Gen Funding LLC
1 mo. USD LIBOR + 3.750%,
5.65%, 06/02/2024

    10,385,212  
    15,141,250    

NRG Energy, Inc.
3 mo. USD LIBOR + 1.750%,
4.05%, 06/30/2023

    15,176,226  
     

 

 

 
        71,701,644  
     

 

 

 
            Electrical Components & Equipment - 0.1%  
    665,000    

American Traffic Solutions, Inc.
1 mo. USD LIBOR + 7.750%,
9.64%, 02/23/2026

    671,650  
    3,750,000    

ATS Consolidated, Inc.
1 mo. USD LIBOR + 3.750%,
5.64%, 02/28/2025

    3,776,550  
     

 

 

 
        4,448,200  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 88.2%(9) - (continued)  
            Energy - Alternate Sources - 1.6%  
  $       13,316,335    

AES Corp.
3 mo. USD LIBOR + 1.750%,
3.69%, 05/31/2022

  $ 13,330,184  
    18,560,000    

BCP Renaissance Parent LLC
3 mo. USD LIBOR + 4.000%,
6.36%, 10/31/2024

    18,638,323  
    5,082,263    

Medallion Midland Acquisition LLC
1 mo. USD LIBOR + 3.250%,
5.15%, 10/30/2024

    5,088,615  
    3,641,233    

MEG Energy Corp.
3 mo. USD LIBOR + 3.500%,
5.81%, 12/31/2023

    3,655,799  
    23,576,028    

TEX Operations Co. LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 08/04/2023

    23,730,688  
     

 

 

 
        64,443,609  
     

 

 

 
            Engineering & Construction - 1.1%  
    30,737,725    

Brand Energy & Infrastructure Services, Inc.
3 mo. USD LIBOR + 4.250%,
6.61%, 06/21/2024

    31,018,361  
    5,035,405    

DG Investment Intermediate Holdings 2, Inc.
3 mo. USD LIBOR + 3.000%,
5.30%, 02/03/2025(10)

    5,029,111  
    539,508    

3 mo. USD LIBOR + 3.000%
1.50%, 02/03/2025(10)

    538,833  
    1,360,000    

3 mo. USD LIBOR + 6.750%,
9.05%, 02/02/2026

    1,366,800  
    6,494,914    

Pike Corp.
1 mo. USD LIBOR + 3.500%,
5.41%, 03/23/2025

    6,573,373  
     

 

 

 
        44,526,478  
     

 

 

 
            Entertainment - 1.0%  
    14,194,929    

Camelot UK Holdco Ltd.
1 mo. USD LIBOR + 3.250%,
5.15%, 10/03/2023

    14,286,203  
    10,827,311    

CityCenter Holdings LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 04/18/2024

    10,873,976  
    2,200,000    

NAI Entertainment Holdings LLC
0.00%, 04/23/2025(7)(8)

    2,206,424  
    13,869,863    

Scientific Games International, Inc.
2 mo. USD LIBOR + 2.750%,
4.73%, 08/14/2024

    13,950,030  
     

 

 

 
        41,316,633  
     

 

 

 
            Environmental Control - 0.3%  
    11,324,757    

Advanced Disposal Services, Inc.
1 Week USD LIBOR + 2.250%,
4.00%, 11/10/2023

    11,390,780  
     

 

 

 
            Food - 2.5%  
    4,605,000    

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 03/31/2025

    4,628,025  
  EUR       11,250,000    

Froneri International plc
EURIBOR + 2.625%,
2.63%, 01/22/2025

    13,614,569  
  $       16,865,204    

Hostess Brands LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/03/2022

    16,987,477  
 

 

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

 

 

  58  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 88.2%(9) - (continued)  
            Food - 2.5% - (continued)  
  $       32,453,074    

JBS USA LLC
3 mo. USD LIBOR + 2.500%,
4.68%, 10/30/2022

  $ 32,405,692  
    29,437,425    

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 05/24/2024

    29,563,712  
    3,491,250    

Utz Quality Foods LLC
1 mo. USD LIBOR + 3.500%,
5.40%, 11/21/2024

    3,522,881  
     

 

 

 
        100,722,356  
     

 

 

 
            Food Service - 0.5%  
    11,745,563    

Aramark Services, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 03/11/2025

    11,818,972  
    9,566,816    

Hearthside Group Holdings LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 06/02/2021

    9,584,801  
     

 

 

 
        21,403,773  
     

 

 

 
            Healthcare - Products - 2.3%  
    4,054,838    

Avantor, Inc.
1 mo. USD LIBOR + 4.000%,
5.90%, 11/21/2024

    4,097,576  
    5,494,120    

Immucor, Inc.
3 mo. USD LIBOR + 5.000%,
7.30%, 06/15/2021

    5,610,870  
    20,649,453    

INC Research LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/01/2024

    20,715,738  
    18,904,719    

Kinetic Concepts, Inc.
3 mo. USD LIBOR + 3.250%,
5.55%, 02/02/2024

    19,018,147  
    10,278,350    

Parexel International Corp.
1 mo. USD LIBOR + 2.750%,
4.65%, 09/27/2024

    10,310,521  
    41,105,427    

Revlon Consumer Products Corp.
1 mo. USD LIBOR + 3.500%,
5.40%, 09/07/2023

    31,617,061  
     

 

 

 
        91,369,913  
     

 

 

 
            Healthcare - Services - 4.8%  
    14,250,000    

Air Medical Group Holdings Inc
1 mo. USD LIBOR + 4.250%,
6.15%, 03/14/2025

    14,398,485  
    7,475,568    

CDRH Parent, Inc.
3 mo. USD LIBOR + 4.250%,
6.28%, 07/01/2021

    6,676,654  
    12,760,140    

Community Health Systems, Inc.
3 mo. USD LIBOR + 3.250%,
5.23%, 01/27/2021

    12,366,745  
    2,800,000    

DuPage Medical Group, Ltd.
1 mo. USD LIBOR + 7.000%,
8.90%, 08/15/2025

    2,807,000  
    17,455,004    

Envision Healthcare Corp.
1 mo. USD LIBOR + 3.000%,
4.91%, 12/01/2023

    17,511,733  
 

Genoa, a QoL Healthcare Co. LLC

 

    9,599,373    

1 mo. USD LIBOR + 3.250%,
5.15%, 10/28/2023

    9,650,346  
    1,750,000    

1 mo. USD LIBOR + 8.000%,
9.90%, 10/25/2024

    1,767,500  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 88.2%(9) - (continued)  
            Healthcare - Services - 4.8% - (continued)  
  $       10,519,057    

Global Medical Response, Inc.
1 mo. USD LIBOR + 3.250%,
5.13%, 04/28/2022

  $ 10,566,393  
    15,512,664    

Jaguar Holding Co.
3 mo. USD LIBOR + 2.500%,
4.61%, 08/18/2022

    15,591,933  
    26,991,837    

MPH Acquisition Holdings LLC
3 mo. USD LIBOR + 2.750%,
5.05%, 06/07/2023

    27,123,018  
    34,685,566    

Opal Acquisition, Inc.
3 mo. USD LIBOR + 4.000%,
6.31%, 11/27/2020(8)

    33,991,854  
    13,717,675    

Ortho-Clinical Diagnostics S.A.
1 mo. USD LIBOR + 3.750%,
5.65%, 06/30/2021

    13,803,411  
    14,123,314    

Surgery Center Holdings, Inc.
1 mo. USD LIBOR + 3.250%,
5.16%, 09/02/2024

    14,145,347  
 

U.S. Renal Care, Inc.

 

    11,916,396    

3 mo. USD LIBOR + 4.250%,
6.55%, 12/31/2022

    11,856,813  
    1,950,000    

3 mo. USD LIBOR + 8.000%,
10.30%, 12/31/2023

    1,954,875  
     

 

 

 
        194,212,107  
     

 

 

 
            Home Furnishings - 0.2%  
    9,128,947    

Hillman Group, Inc.
3 mo. USD LIBOR + 3.500%,
5.80%, 06/30/2021

    9,216,402  
     

 

 

 
      Household Products - 0.3%  
    12,872,738    

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%,
4.99%, 09/06/2024

    12,848,665  
     

 

 

 
            Insurance - 3.2%  
   

Asurion LLC

 
    9,125,952    

1 mo. USD LIBOR + 2.750%,
4.65%, 11/03/2023

    9,188,739  
    10,550,000    

1 mo. USD LIBOR + 6.000%,
7.90%, 08/04/2025

    10,834,850  
    13,175,808    

Evertec Group LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 04/17/2020

    13,159,338  
    4,520,000    

Genworth Financial, Inc.
1 mo. USD LIBOR + 4.500%,
6.40%, 02/22/2023

    4,593,450  
    19,915,000    

Hub International Ltd.
0.00%, 04/25/2025(7)(8)

    20,031,104  
 

Sedgwick Claims Management Services, Inc.

 

    28,279,721    

1 mo. USD LIBOR + 2.750%,
4.65%, 03/01/2021

    28,285,660  
    16,125,000    

1 mo. USD LIBOR + 5.750%,
7.65%, 02/28/2022

    16,245,938  
    27,969,600    

USI, Inc.
3 mo. USD LIBOR + 3.000%,
5.30%, 05/16/2024(8)

    28,062,739  
     

 

 

 
        130,401,818  
     

 

 

 
            Internet - 0.3%  
    11,211,401    

Lands’ End, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 04/04/2021

    10,755,994  
     

 

 

 
 

 

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

 

 

  59  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 88.2%(9) - (continued)  
            IT Services - 0.2%  
  $       8,835,600    

NAB Holdings LLC
3 mo. USD LIBOR + 3.000%,
5.30%, 07/01/2024

  $ 8,887,112  
     

 

 

 
            Leisure Time - 3.4%  
   

Aristocrat Leisure Ltd.

 
    16,345,572    

3 mo. USD LIBOR + 2.000%,
4.36%, 10/20/2021

    16,434,982  
    8,104,688    

3 mo. USD LIBOR + 2.000%,
4.36%, 10/19/2024

    8,145,211  
    59,544,315    

Caesars Resort Collection LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 12/22/2024

    60,015,906  
    17,128,529    

Delta 2 (LUX) S.a.r.l.
1 mo. USD LIBOR + 2.500%,
4.40%, 02/21/2024

    17,101,809  
    23,021,384    

Eldorado Resorts LLC
2 mo. USD LIBOR + 2.250%,
4.18%, 04/17/2024

    23,165,268  
    10,445,690    

Lindblad Expeditions, Inc.
6 mo. USD LIBOR + 3.500%,
5.95%, 03/21/2025

    10,550,146  
     

 

 

 
        135,413,322  
     

 

 

 
            Lodging - 2.2%  
    60,837,525    

Caesars Entertainment Operating Co.
1 mo. USD LIBOR + 2.000%,
3.90%, 10/06/2024

    60,943,991  
    25,816,038    

Station Casinos LLC
1 mo. USD LIBOR + 2.500%,
4.41%, 06/08/2023

    25,894,002  
     

 

 

 
        86,837,993  
     

 

 

 
            Machinery - Diversified - 1.9%  
   

Gardner Denver, Inc.

 
  EUR       15,863,132    

EURIBOR + 3.000%, 3.00%, 07/30/2024

    19,137,732  
  $       13,126,612    

3 mo. USD LIBOR + 2.750%,
5.05%, 07/30/2024

    13,197,233  
   

Gates Global LLC

 
  EUR       12,672,320    

EURIBOR + 3.000%, 3.00%, 04/01/2024

    15,303,089  
  $       13,889,468    

3 mo. USD LIBOR + 2.750%,
5.05%, 04/01/2024

    13,962,943  
   

Zodiac Pool Solutions LLC

 
  EUR       9,740,000    

0.00%, 03/07/2025(7)(8)

    11,779,664  
  $       4,375,000    

0.00%, 03/31/2025(7)(8)

    4,391,406  
     

 

 

 
        77,772,067  
     

 

 

 
            Media - 10.8%  
   

Advantage Sales & Marketing, Inc.

 
    11,133,538    

1 mo. USD LIBOR + 3.250%,
5.15%, 07/23/2021

    10,634,867  
    5,130,000    

1 mo. USD LIBOR + 6.500%,
8.40%, 07/25/2022

    4,725,294  
   

Altice Financing S.A.

 
  EUR       2,771,075    

EURIBOR + 2.750%,
2.75%, 01/31/2026

    3,324,230  
  $       20,730,825    

3 mo. USD LIBOR + 2.750%,
5.10%, 01/31/2026

    20,437,069  
    12,897,525    

Altice U.S. Finance I Corp.
1 mo. USD LIBOR + 2.250%,
4.15%, 07/28/2025

    12,877,405  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 88.2%(9) - (continued)  
            Media - 10.8% - (continued)  
  $       29,477,857    

Charter Communications Operating LLC
1 mo. USD LIBOR + 2.000%,
3.91%, 04/30/2025

  $ 29,593,705  
  EUR       8,475,000    

Crown Finance US, Inc.
EURIBOR + 2.625%,
2.63%, 02/28/2025

    10,226,424  
   

CSC Holdings LLC

 
  $       22,634,029    

1 mo. USD LIBOR + 2.250%,
4.15%, 07/17/2025

    22,554,810  
    3,250,000    

1 mo. USD LIBOR + 2.500%,
4.40%, 01/25/2026

    3,250,000  
    891,651    

Dex Media, Inc.
1 mo. USD LIBOR + 10.000%,
11.91%, 07/29/2021

    909,484  
    4,488,158    

Getty Images, Inc.
3 mo. USD LIBOR + 3.500%,
5.80%, 10/18/2019

    4,257,377  
    9,785,475    

Maxar Technologies Ltd.
1 mo. USD LIBOR + 2.750%,
4.66%, 10/04/2024

    9,793,597  
    5,850,000    

Meredith Corp.
1 mo. USD LIBOR + 3.000%,
4.90%, 01/31/2025

    5,885,860  
    17,297,431    

MTN Infrastructure TopCo, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 11/15/2024

    17,373,194  
   

Numericable Group S.A.

 
  EUR       2,638,350    

EURIBOR + 3.000%,
3.00%, 07/31/2025

    3,115,595  
  $       10,018,800    

1 mo. USD LIBOR + 2.750%,
4.65%, 07/31/2025

    9,841,668  
    13,862,423    

3 mo. USD LIBOR + 3.000%,
5.35%, 01/31/2026

    13,643,674  
   

PSAV Holdings LLC

 
    25,195,000    

3 mo. USD LIBOR + 3.250%,
5.20%, 03/01/2025

    25,218,683  
    8,180,000    

3 mo. USD LIBOR + 7.250%,
9.26%, 09/01/2025

    8,139,100  
    13,481,832    

Quebecor Media, Inc.
3 mo. USD LIBOR + 2.250%,
4.09%, 08/17/2020

    13,509,874  
    6,805,000    

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%,
4.66%, 08/17/2024

    6,864,544  
    57,470,000    

Sinclair Television Group, Inc.
0.00%, 12/12/2024(7)(8)

    57,709,650  
    24,008,253    

Tribune Media Co.
1 mo. USD LIBOR + 3.000%,
4.90%, 01/27/2024

    24,038,263  
    9,820,000    

Unitymedia Finance LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 01/15/2026

    9,799,869  
  EUR       3,295,000    

Unitymedia Hessen GmbH & Co. KG
EURIBOR + 2.750%,
2.75%, 01/15/2027

    3,983,179  
  $       16,975,000    

UPC Financing Partnership
1 mo. USD LIBOR + 2.500%,
4.40%, 01/15/2026

    17,010,308  
    15,675,000    

Vantiv LLC
1 mo. USD LIBOR + 2.000%,
3.90%, 08/09/2024

    15,770,461  
 

 

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

 

 

  60  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 88.2%(9) - (continued)  
            Media - 10.8% - (continued)  
  $       24,490,000    

Virgin Media Bristol LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 01/15/2026

  $ 24,594,572  
  GBP       14,075,000    

Virgin Media Investment Holdings Ltd.
LIBOR - GBP + 3.250%,
3.78%, 11/15/2027

    19,316,587  
  $       25,900,000    

Ziggo Secured Finance Partnership
1 mo. USD LIBOR + 2.500%,
4.40%, 04/15/2025(8)

    25,767,910  
     

 

 

 
        434,167,253  
     

 

 

 
            Metal Fabricate/Hardware - 0.3%  
    1,965,735    

NN, Inc.
1 mo. USD LIBOR + 3.750%,
5.65%, 10/19/2022

    1,963,278  
    8,725,673    

Rexnord LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/21/2024

    8,784,571  
     

 

 

 
        10,747,849  
     

 

 

 
            Miscellaneous Manufacturing - 0.9%  
  EUR       6,955,000    

CTC AcquiCo GmbH
0.00%, 03/07/2025(8)(10)

    8,390,289  
    24,875,000    

H.B. Fuller Co.
1 mo. USD LIBOR + 2.000%,
3.90%, 10/20/2024

    24,941,665  
 

Mavis Tire Express Services Corp.

 

    434,693    

3 mo. USD LIBOR + 3.250%
1.12%, 03/20/2025(10)

    434,149  
    2,715,307    

1 mo. USD LIBOR + 3.250%,
5.15%, 03/20/2025

    2,711,913  
     

 

 

 
    36,478,016  
     

 

 

 
            Oil & Gas - 3.3%  
    1,314,776    

Ameriforge Group, Inc.
1.000%, 5.65%, 06/08/2022

    1,312,580  
    10,406,350    

BCP Raptor LLC
2 mo. USD LIBOR + 4.250%,
6.31%, 06/24/2024

    10,497,406  
    12,445,000    

California Resources Corp.
1 mo. USD LIBOR + 4.750%,
6.65%, 12/31/2022

    12,697,758  
    6,600,000    

Chesapeake Energy Corp.
3 mo. USD LIBOR + 7.500%,
9.44%, 08/23/2021

    6,979,500  
    27,931,174    

Energy Transfer Equity L.P.
1 mo. USD LIBOR + 2.000%,
3.90%, 02/02/2024

    27,947,095  
   

Fieldwood Energy LLC

 

    10,464,446    

3 mo. USD LIBOR + 2.875%,
0.00%, 09/28/2018

    10,490,607  
    8,500,000    

1 mo. USD LIBOR + 7.000%,
0.00%, 08/31/2020

    8,563,750  
    5,050,000    

0.00%, 04/11/2023(7)(8)

    4,866,937  
    5,186,577    

KCA Deutag U.S. Finance LLC
3 mo. USD LIBOR + 5.750%,
7.65%, 05/15/2020

    5,188,807  
    14,097,989    

Philadelphia Energy Solutions LLC
PRIME + 4.000%,
8.75%, 04/04/2019

    12,829,170  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 88.2%(9) - (continued)  
            Oil & Gas - 3.3% - (continued)  
  $       6,295,000    

Traverse Midstream Partners LLC
3 mo. USD LIBOR + 4.000%,
5.85%, 09/27/2024

  $ 6,326,475  
    12,500,000    

Ultra Resources, Inc.
1 mo. USD LIBOR + 3.000%,
4.90%, 04/12/2024

    11,687,500  
    13,767,035    

Vine Oil & Gas LP
1 mo. USD LIBOR + 6.875%,
8.78%, 12/12/2021

    13,801,453  
     

 

 

 
        133,189,038  
     

 

 

 
            Oil & Gas Services - 0.8%  
    17,623,991    

Crosby U.S. Acquisition Corp.
3 mo. USD LIBOR + 3.000%,
4.90%, 11/23/2020

    17,399,285  
  EUR       3,983,402    

EG Group Ltd.
0.00%, 02/06/2025(7)(8)

    4,798,275  
   

Utex Industries, Inc.

 

  $       7,014,946    

1 mo. USD LIBOR + 4.000%,
5.90%, 05/22/2021

    6,892,184  
    3,000,000    

1 mo. USD LIBOR + 7.250%,
9.15%, 05/22/2022

    2,893,500  
     

 

 

 
        31,983,244  
     

 

 

 
            Packaging & Containers - 3.1%  
   

Berlin Packaging LLC

 
    1,132,506    

1 mo. USD LIBOR + 3.250%,
5.07%, 10/01/2021

    1,133,446  
    5,313,000    

1 mo. USD LIBOR + 6.750%,
8.64%, 10/01/2022

    5,324,954  
   

Berry Global, Inc.

 
    11,872,184    

1 mo. USD LIBOR + 2.000%,
3.90%, 02/08/2020

    11,936,531  
    2,767,050    

1 mo. USD LIBOR + 2.000%,
3.90%, 01/19/2024

    2,781,383  
    12,821,987    

1 mo. USD LIBOR + 2.000%,
3.90%, 10/01/2022

    12,899,432  
  EUR       4,270,000    

Crown Americas LLC
EURIBOR + 2.375%,
2.38%, 01/18/2025

    5,199,146  
  $       5,675,000    

Crown Americas LLC
3 mo. USD LIBOR + 2.000%,
4.31%, 01/29/2025

    5,721,138  
    19,399,050    

Flex Acquisition Co., Inc.
3 mo. USD LIBOR + 3.000%,
5.31%, 12/29/2023

    19,492,941  
    5,401,463    

Multi Color Corp.
1 mo. USD LIBOR + 2.250%,
4.15%, 10/31/2024

    5,423,987  
    7,168,975    

Plastipak Holdings, Inc.
PRIME + 1.750%,
6.50%, 10/14/2024

    7,193,636  
 

Proampac PG Borrower LLC

 

    7,904,463    

1 mo. USD LIBOR + 3.500%,
5.40%, 11/18/2023(8)

    7,959,794  
    3,105,000    

1 mo. USD LIBOR + 8.500%,
10.40%, 11/18/2024

    3,161,294  
    34,080,240    

Reynolds Group Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 02/05/2023

    34,293,242  
     

 

 

 
        122,520,924  
     

 

 

 
 

 

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

 

 

  61  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 88.2%(9) - (continued)  
            Pharmaceuticals - 1.7%  
  $       4,000,000    

Amneal Pharmaceuticals LLC
0.00%, 03/07/2025(7)(8)

  $ 4,015,000  
    24,166,375    

Endo Luxembourg Finance Co. I S.a r.l.
1 mo. USD LIBOR + 4.250%,
6.19%, 04/29/2024(8)

    24,015,335  
    4,430,000    

NVA Holdings, Inc.
3 mo. USD LIBOR + 2.750%,
5.05%, 02/02/2025

    4,446,613  
   

Quintiles IMS, Inc.

 
    8,591,206    

3 mo. USD LIBOR + 2.000%,
4.30%, 03/07/2024

    8,640,605  
    3,318,325    

3 mo. USD LIBOR + 2.000%,
4.30%, 01/17/2025

    3,333,257  
    24,591,398    

Valeant Pharmaceuticals International, Inc.
1 mo. USD LIBOR + 3.500%,
5.39%, 04/01/2022

    24,852,804  
     

 

 

 
        69,303,614  
     

 

 

 
            Real Estate - 1.1%  
    9,861,032    

DTZ U.S. Borrower LLC
3 mo. USD LIBOR + 3.250%,
5.36%, 11/04/2021

    9,874,739  
    33,719,318    

VICI Properties LLC
1 mo. USD LIBOR + 2.000%,
3.90%, 12/20/2024

    33,836,324  
     

 

 

 
        43,711,063  
     

 

 

 
            REITS - 0.8%  
    31,649,100    

MGM Growth Properties Operating Partnership L.P.
1 mo. USD LIBOR + 2.000%,
3.90%, 04/25/2023

    31,812,409  
     

 

 

 
            Retail - 4.7%  
   

Albertsons LLC

 
    24,100,982    

1 mo. USD LIBOR + 2.750%,
4.65%, 08/25/2021

    23,859,972  
    4,000,524    

3 mo. USD LIBOR + 3.000%,
5.29%, 12/21/2022

    3,968,039  
    20,039,300    

Bass Pro Group LLC
1 mo. USD LIBOR + 5.000%,
6.90%, 09/25/2024

    20,164,546  
   

Coty, Inc.

 
  EUR       11,365,000    

0.00%, 04/05/2025(7)(8)

    13,765,543  
  $       41,121,914    

1 mo. USD LIBOR + 2.250%,
4.13%, 04/07/2025

    41,070,512  
    8,766,065    

HD Supply, Inc.
3 mo. USD LIBOR + 2.250%,
4.55%, 08/13/2021

    8,820,853  
    9,042,944    

Michaels Stores, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 01/30/2023

    9,092,409  
    5,785,761    

Neiman Marcus Group Ltd. LLC
1 mo. USD LIBOR + 3.250%,
5.14%, 10/25/2020

    5,086,205  
    10,621,990    

Petco Animal Supplies, Inc.
3 mo. USD LIBOR + 3.250%,
5.61%, 01/26/2023

    7,270,115  
    13,775,406    

PetSmart, Inc.
1 mo. USD LIBOR + 3.000%,
4.89%, 03/11/2022

    10,810,250  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 88.2%(9) - (continued)  
            Retail - 4.7% - (continued)  
  $       8,000,000    

Smart & Final Stores LLC
1 mo. USD LIBOR + 3.500%,
5.40%, 11/15/2022

  $ 7,815,040  
    14,276,064    

Sports Authority, Inc.
0.00%, 11/16/2018(6)(10)

    2,855  
    21,032,288    

Staples, Inc.
3 mo. USD LIBOR + 4.000%,
5.79%, 09/12/2024

    20,791,678  
    16,286,842    

U.S. Foods, Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 06/27/2023

    16,425,280  
     

 

 

 
        188,943,297  
     

 

 

 
            Semiconductors - 0.1%  
    4,816,350    

Integrated Device Technology, Inc.
1 mo. USD LIBOR + 3.000%,
4.90%, 04/04/2024

    4,828,391  
     

 

 

 
            Software - 8.5%  
   

Almonde, Inc.

 
    23,591,450    

3 mo. USD LIBOR + 3.500%,
5.48%, 06/13/2024

    23,567,387  
    7,320,000    

3 mo. USD LIBOR + 7.250%,
9.23%, 06/13/2025

    7,230,330  
    19,884,041    

CDW LLC
3 mo. USD LIBOR + 1.750%,
4.06%, 08/17/2023

    19,990,221  
    26,383,003    

Change Healthcare Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 03/01/2024

    26,481,939  
    12,505,500    

Cypress Intermediate Holdings III, Inc.
1 mo. USD LIBOR + 3.000%,
4.91%, 04/27/2024

    12,565,401  
    15,620,135    

Epicor Software Corp.
1 mo. USD LIBOR + 3.250%,
5.16%, 06/01/2022

    15,695,736  
   

First Data Corp.

 

    26,832,549    

1 mo. USD LIBOR + 2.250%,
4.15%, 07/08/2022

    26,926,463  
    35,439,548    

1 mo. USD LIBOR + 2.250%,
4.15%, 04/26/2024

    35,559,689  
    18,547,358    

Global Payments Inc.
1 mo. USD LIBOR + 1.750%,
3.65%, 04/21/2023

    18,669,956  
    10,092,461    

Go Daddy Operating Co. LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 02/15/2024

    10,136,666  
   

Hyland Software, Inc.

 

    9,974,723    

1 mo. USD LIBOR + 3.250%,
5.14%, 07/01/2022

    10,055,817  
    1,020,000    

1 mo. USD LIBOR + 7.000%,
8.89%, 07/07/2025

    1,028,925  
   

Infor U.S., Inc.

 

  EUR       3,696,174    

EURIBOR + 2.250%,
3.25%, 02/01/2022

    4,470,328  
  $       11,336,914    

1 mo. USD LIBOR + 2.750%,
4.65%, 02/01/2022

    11,381,808  
    1,941,416    

MA FinanceCo LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 06/21/2024

    1,934,621  
 

 

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

 

 

  62  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 88.2%(9) - (continued)  
            Software - 8.5% - (continued)  
  $       14,662,905    

Quest Software U.S. Holdings, Inc.
3 mo. USD LIBOR + 5.500%,
7.86%, 10/31/2022

  $ 14,733,140  
    13,110,859    

Seattle Spinco, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 06/21/2024

    13,064,971  
   

SkillSoft Corp.

 

    20,450,000    

3 mo. USD LIBOR + 4.750%,
6.65%, 04/28/2021

    19,350,813  
    8,950,000    

3 mo. USD LIBOR + 8.250%,
10.15%, 04/28/2022

    7,604,278  
    7,934,782    

SS&C Technologies Holdings Europe S.a.r.l.
0.00%, 04/16/2025(8)(10)

    7,984,374  
    21,445,950    

SS&C Technologies, Inc.
0.00%, 04/16/2025(8)(10)

    21,579,988  
    29,773,540    

WEX, Inc.
1 mo. USD LIBOR + 2.250%,
4.15%, 06/30/2023

    29,951,289  
     

 

 

 
        339,964,140  
     

 

 

 
            Telecommunications - 5.0%  
    9,900,000    

Altice Financing S.A.
3 mo. USD LIBOR + 2.750%,
5.10%, 07/15/2025

    9,793,278  
    10,792,500    

CenturyLink, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 01/31/2025(8)

    10,626,080  
    5,000,000    

Frontier Communications Corp.
1 mo. USD LIBOR + 3.750%,
5.66%, 06/15/2024

    4,935,950  
    44,352,500    

Level 3 Financing, Inc.
1 mo. USD LIBOR + 2.250%,
4.15%, 02/22/2024

    44,537,450  
    61,376,683    

Sprint Communications, Inc.
1 mo. USD LIBOR + 2.500%,
4.44%, 02/02/2024

    61,530,125  
 

Syniverse Holdings, Inc.

 

    6,125,000    

1 mo. USD LIBOR + 5.000%,
6.90%, 03/09/2023

    6,187,965  
    1,090,000    

1 mo. USD LIBOR + 9.000%,
10.90%, 03/11/2024

    1,101,358  
    14,720,000    

Telenet Financing USD LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 03/01/2026

    14,780,794  
    14,405,000    

Unitymedia Finance LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 09/30/2025

    14,379,791  
    19,930,129    

Univision Communications, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 03/15/2024

    19,641,939  
    13,776,986    

Zayo Group LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 01/19/2024(8)

    13,867,363  
     

 

 

 
        201,382,093  
     

 

 

 
            Textiles - 0.2%  
   

International Textile Group, Inc

 

    3,500,000    

0.00%, 04/18/2025(8)(9)

    3,504,375  
    3,500,000    

0.00%, 04/18/2026(8)(9)

    3,395,000  
     

 

 

 
        6,899,375  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 88.2%(9) - (continued)  
      Transportation - 0.2%  
  $       7,887,944    

Kenan Advantage Group, Inc.
1 mo. USD LIBOR + 3.000%, 4.90%, 07/31/2022

  $ 7,917,523  
     

 

 

 
 

Total Senior Floating Rate Interests
(cost $3,572,054,809)

  $ 3,546,057,071  
     

 

 

 
     
COMMON STOCKS - 0.4%  
      Consumer Services - 0.0%  
    57,891    

Caesars Entertainment Corp.*

  $ 657,063  
     

 

 

 
      Energy - 0.1%  
    418,220,006    

KCA Deutag(1)(11)(12)(13)

    2,489,664  
    43,330    

Paragon Offshore Ltd., Litigation

    454,594  
    389,285    

Templar Energy LLC Class A*

    389,285  
     

 

 

 
    3,333,543  
     

 

 

 
      Insurance - 0.3%  
    175,508    

AFG Holdings, Inc.

    10,530,480  
     

 

 

 
      Media - 0.0%  
    15,581    

F & W Publications, Inc.(11)(12)(13)

     
     

 

 

 
      Utilities - 0.0%  
    70,000,000    

TCEH Corp.*(11)(12)(13)

    70  
     

 

 

 
 

Total Common Stocks
(cost $15,952,846)

  $ 14,521,156  
     

 

 

 
     
ESCROWS - 0.0%  
      Energy - Alternate Sources - 0.0%  
    160,856    

Paragon Offshore Ltd., Escrow*

  $  
     

 

 

 
 

Total Escrows
(cost $—)

  $  
     

 

 

 
     
EXCHANGE-TRADED FUNDS - 0.5%  
      Other Investment Pools & Funds - 0.5%  
    422,200    

SPDR Blackstone / GSO Senior Loan ETF

  $ 20,029,168  
     

 

 

 
 

Total Exchange-Traded Funds
(cost $20,012,280)

  $ 20,029,168  
     

 

 

 
 

Total Long-Term Investments
(cost $4,010,879,851)

  $ 3,975,823,329  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 4.0%  
            Other Investment Pools & Funds - 4.0%      
    160,241,198    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class,
1.60%(14)

  $ 160,241,198  
     

 

 

 
   

Total Short-Term Investments
(cost $160,241,198)

  $ 160,241,198  
     

 

 

 
   

Total Investments
(cost $4,171,121,049)

    102.9    $ 4,136,064,527  
   

Other Assets and Liabilities

    (2.9 )%       (117,086,736
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $     4,018,977,791  
     

 

 

    

 

 

 
 

 

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

 

 

  63  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

     Other than the industry classifications “Other Investment Pools & Funds,” equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

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

 

* 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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $296,082,463, which represented 7.4% 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)  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(4)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2018.

 

(5)  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $39,549,156, which represented 1.0% 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)  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(8)  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 $403,122,336 at April 30, 2018.

 

(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 rate in effect as of April 30, 2018.

 

(10)  This security, or a portion of this security, has unfunded loan commitments. As of April 30, 2018, the aggregate value of the unfunded commitment was $43,959,599, which rounds to zero percent of total net assets.

 

(11)  Investment valued using significant unobservable inputs.

 

(12)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited. At April 30, 2018, the aggregate value of these securities was $2,489,734, which represented 0.1% of total net assets.

 

(13)  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, the aggregate fair value of these securities was $2,489,734, 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.

 

(14)  Current yield as of period end.

 

Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 2018  

Reference Entity

  Notional
Amount (a)
    (Pay)/Receive
Fixed Rate
    Expiration
Date
    Periodic
Payment
Frequency
    Cost
Basis
    Value     Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

               

Sell protection:

               

CDX.NA.HY.30.V1

    USD       37,070,000       (5.00 %)      06/20/23       Quarterly     $ 2,228,299     $ 2,724,541     $ 496,242  
           

 

 

   

 

 

   

 

 

 

Total

            $     2,228,299     $     2,724,541     $     496,242  
           

 

 

   

 

 

   

 

 

 

 

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

 

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

 

 

  64  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

OTC Total Return Swap Contracts Outstanding at April 30, 2018  

Reference Entity

  Counter-
party
  Notional
Amount
    Payments received
(paid) by the Fund
  Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Markit IBOXX USD Leverage Liquid Index

  JPM     USD       25,000,000     1.00%     06/20/18       Quarterly     $     —     $     (55,820   $     98,301     $     154,121  
             

 

 

   

 

 

   

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018  

Amount and Description of
Currency to be  Purchased

   Amount and Description of
Currency to be Sold
  

Counterparty

   Settlement
Date
     Appreciation      Depreciation  
  2,161,000     EUR      2,648,796     USD    CBA      05/31/18      $      $ (33,209
  207,549,519     USD      169,704,000     EUR    BCLY      05/31/18        2,146,643         
  2,390,322     USD      1,952,000     EUR    GSC      05/31/18        27,700         
  2,029,104     USD      1,657,000     EUR    ANZ      05/31/18        23,538         
  355,758     USD      290,000     EUR    BNP      05/31/18        4,754         
  1,033,411     USD      853,000     EUR    SSG      05/31/18        974         
  21,320,477     USD      15,286,071     GBP    BNP      05/31/18        245,580         
               

 

 

    

 

 

 
 

Total

     $     2,449,189      $     (33,209
  

 

 

    

 

 

 

 

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

 

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

ANZ

   Australia and New Zealand Banking Group

BCLY

   Barclays

BNP

   BNP Paribas Securities Services

CBA

   Commonwealth Bank of Australia

GSC

   Goldman Sachs & Co.

JPM

   JP Morgan Chase & Co.

SSG

   State Street Global Markets LLC
Currency Abbreviations:

EUR

   Euro

GBP

   British Pound
Other Abbreviations:

ETF

   Exchange-Traded Fund

EURIBOR

   Euro Interbank Offered Rate

LIBOR

   London Interbank Offered Rate

OTC

   Over-the-Counter

SPDR

   Standard & Poor’s Depositary Receipt
 

 

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

 

 

  65  

 


The Hartford Floating Rate Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

         

Corporate Bonds

   $ 395,215,934     $      $ 395,215,934     $  

Senior Floating Rate Interests

     3,546,057,071              3,546,057,071        

Common Stocks

         

Consumer Services

     657,063       657,063               

Energy

     3,333,543              843,879       2,489,664  

Insurance

     10,530,480              10,530,480        

Media

                         

Utilities

     70                    70  

Escrows

                         

Exchange-Traded Funds

     20,029,168       20,029,168               

Short-Term Investments

     160,241,198       160,241,198               

Foreign Currency Contracts(2)

     2,449,189              2,449,189        

Swaps - Credit Default(2)

     496,242              496,242        

Swaps - Total Return(2)

     154,121              154,121        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     4,139,164,079     $     180,927,429      $     3,955,746,916     $     2,489,734  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

         

Foreign Currency Contracts(2)

   $ (33,209   $      $ (33,209   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (33,209   $      $ (33,209   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six-month period ended April 30, 2018 is not presented.

 

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

 

 

  66  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 14.5%  
            Advertising - 0.0%  
  $       300,000    

Acosta, Inc.
7.75%, 10/01/2022(1)

  $ 178,500  
     

 

 

 
            Biotechnology - 0.4%  
    1,990,000    

Sotera Health Topco, Inc.
8.13%, 11/01/2021(1)(2)

    2,004,925  
     

 

 

 
            Chemicals - 0.3%  
    1,375,000    

Yingde Gases Investment Ltd.
6.25%, 01/19/2023(1)

    1,306,861  
     

 

 

 
            Coal - 0.3%  
    915,000    

Foresight Energy LLC / Foresight Energy Finance Corp.
11.50%, 04/01/2023(1)

    773,175  
    800,000    

Peabody Energy Corp.
6.00%, 03/31/2022(1)

    821,760  
     

 

 

 
        1,594,935  
     

 

 

 
            Commercial Banks - 2.6%  
    1,400,000    

Banco Bilbao Vizcaya Argentaria S.A.
5 year USD Swap + 3.870%,
6.13%, 11/16/2027(3)(4)

    1,353,170  
  EUR       1,000,000    

Banco de Sabadell S.A.
5 year EUR Swap + 6.414%,
6.50%, 05/18/2022(3)(4)(5)

    1,284,188  
   

BNP Paribas S.A.

 
  $       625,000    

5 year USD Swap + 2.838%,
5.13%, 11/15/2027(1)(3)(4)

    585,938  
    675,000    

5 year USD Swap + 6.314%, 7.63%, 03/30/2021(1)(3)(4)

    727,144  
  EUR       600,000    

Caixa Geral de Depositos S.A.
5 year EUR Swap + 10.925%,
10.75%, 03/30/2022(3)(4)(5)

    840,469  
  $       1,535,000    

Credit Agricole S.A.
5 year USD Swap + 4.898%,
7.88%, 01/23/2024(1)(3)(4)

    1,665,475  
    1,650,000    

Credit Suisse Group AG
5 year USD Swap + 3.455%,
6.25%, 12/18/2024(1)(3)(4)

    1,689,659  
    1,000,000    

Freedom Mortgage Corp.
8.13%, 11/15/2024(1)

    1,000,000  
   

HSBC Holdings plc

 

    775,000    

5 year USD ICE Swap + 3.453%,
6.25%, 03/23/2023(3)(4)

    785,664  
    925,000    

5 year USD ICE Swap + 4.368%,
6.38%, 03/30/2025(3)(4)

    952,750  
    1,075,000    

Intesa Sanpaolo S.p.A.
5 year USD Swap + 5.462%,
7.70%, 09/17/2025(1)(3)(4)

    1,136,812  
    500,000    

Itau Unibanco Holding S.A.
5 year CMT Swap + 3.981%,
6.13%, 12/12/2022(1)(3)(4)

    488,600  
    600,000    

Standard Chartered plc
5 year USD Swap + 5.723%,
7.75%, 04/02/2023(1)(3)(4)

    639,000  
   

UniCredit S.p.A.

 
  EUR       200,000    

5 year USD Swap + 4.925%,
5.38%, 06/03/2025(3)(4)(5)

    241,035  
    725,000    

5 year EUR Swap + 6.387%,
6.63%, 06/03/2023(3)(4)(5)

    951,616  
     

 

 

 
        14,341,520  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 14.5% - (continued)  
            Commercial Services - 0.8%  
  $       1,725,000    

Avis Budget Car Rental LLC / Avis Budget Finance, Inc.
5.25%, 03/15/2025(1)

  $ 1,656,000  
    1,590,000    

Brand Industrial Services, Inc.
8.50%, 07/15/2025(1)

    1,641,675  
    800,000    

Cardtronics, Inc. / Cardtronics USA, Inc.
5.50%, 05/01/2025(1)

    742,000  
    462,000    

Herc Rentals, Inc.
7.75%, 06/01/2024(1)

    498,729  
     

 

 

 
        4,538,404  
     

 

 

 
            Diversified Financial Services - 0.5%  
    1,950,000    

Navient Corp.
5.88%, 10/25/2024

    1,911,000  
    515,000    

Springleaf Finance Corp.
6.88%, 03/15/2025

    520,150  
     

 

 

 
        2,431,150  
     

 

 

 
            Electric - 0.1%  
    865,000    

GenOn Energy, Inc.
7.88%, 06/15/2017(6)

    722,275  
     

 

 

 
            Energy - Alternate Sources - 0.2%  
    1,135,000    

Rio Energy S.A. / UGEN S.A. / UENSA S.A.
6.88%, 02/01/2025(1)

    1,106,625  
     

 

 

 
            Entertainment - 0.2%  
    1,225,000    

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

    1,249,745  
     

 

 

 
            Food - 0.5%  
    750,000    

Albertsons Cos. LLC / Safeway, Inc. / New Albertson’s, Inc. / Albertson’s LLC
6.63%, 06/15/2024

    698,438  
  GBP       129,384    

Iceland Bondco plc
3 mo. GBP LIBOR+ 4.25%, 5.04%, 07/15/2020(1)(4)

    177,250  
  $       2,000,000    

Marb BondCo plc
6.88%, 01/19/2025(1)

    1,880,000  
     

 

 

 
        2,755,688  
     

 

 

 
            Household Products - 0.3%  
    2,000,000    

Revlon Consumer Products Corp.
5.75%, 02/15/2021

    1,460,000  
     

 

 

 
            Household Products/Wares - 0.3%  
  EUR       1,600,000    

Diamond BC B.V.
5.63%, 08/15/2025(5)

    1,846,275  
     

 

 

 
            Insurance - 0.6%  
  $       2,200,000    

Genworth Holdings, Inc.
4.80%, 02/15/2024

    1,738,000  
    1,500,000    

HUB International Ltd.
7.00%, 05/01/2026(1)

    1,501,875  
     

 

 

 
        3,239,875  
     

 

 

 
            Iron/Steel - 1.1%  
    1,725,000    

AK Steel Corp.
7.00%, 03/15/2027

    1,673,250  
    1,700,000    

CSN Islands XI Corp.
6.88%, 09/21/2019(5)

    1,704,250  
    1,250,000    

CSN Resources S.A.
7.63%, 02/13/2023(1)

    1,190,625  
    1,500,000    

Koks OAO Via Koks Finance DAC
7.50%, 05/04/2022(5)

    1,519,254  
     

 

 

 
        6,087,379  
     

 

 

 
 

 

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

 

 

  67  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 14.5% - (continued)  
            Machinery - Construction & Mining - 0.3%  
  $       1,545,000    

BlueLine Rental Finance Corp. / BlueLine Rental LLC
9.25%, 03/15/2024(1)

  $ 1,643,030  
     

 

 

 
            Media - 0.6%  
    2,000,000    

Altice Luxembourg S.A.
7.75%, 05/15/2022(1)

    1,910,000  
    650,000    

DISH DBS Corp.
5.88%, 07/15/2022

    597,838  
    805,000    

Vrio Finco LLC
6.25%, 04/04/2023(1)

    811,037  
     

 

 

 
        3,318,875  
     

 

 

 
            Metal Fabricate/Hardware - 0.6%  
    2,000,000    

Hillman Group, Inc.
6.38%, 07/15/2022(1)

    1,935,160  
    1,150,000    

Novelis Corp.
6.25%, 08/15/2024(1)

    1,171,563  
     

 

 

 
        3,106,723  
     

 

 

 
            Mining - 0.4%  
    400,000    

Constellium N.V.
6.63%, 03/01/2025(1)

    405,500  
   

First Quantum Minerals Ltd.

 
    905,000    

7.25%, 04/01/2023(1)

    902,557  
    800,000    

7.50%, 04/01/2025(1)

    791,040  
     

 

 

 
        2,099,097  
     

 

 

 
            Miscellaneous Manufacturing - 0.2%  
    1,025,000    

Bombardier, Inc.
5.75%, 03/15/2022(1)

    1,027,563  
     

 

 

 
            Oil & Gas - 1.4%  
    1,250,000    

Chesapeake Energy Corp.
8.00%, 06/15/2027(1)

    1,203,125  
    500,000    

Denbury Resources, Inc.
9.00%, 05/15/2021(1)

    522,500  
   

MEG Energy Corp.

 
    2,000,000    

6.38%, 01/30/2023(1)

    1,805,000  
    2,000,000    

6.50%, 01/15/2025(1)

    2,000,400  
    655,000    

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

    666,559  
    600,000    

Sable Permian Resources LLC / AEPB Finance Corp.
3 mo. USD LIBOR + 6.500%,
8.86%, 08/01/2019(1)(4)

    531,000  
    935,000    

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.
8.75%, 04/15/2023(1)

    878,900  
     

 

 

 
        7,607,484  
     

 

 

 
            Pharmaceuticals - 0.6%  
    1,000,000    

Endo Finance LLC / Endo Finco, Inc.
7.25%, 01/15/2022(1)

    847,500  
    750,000    

NVA Holdings, Inc.
6.88%, 04/01/2026(1)

    755,625  
   

Valeant Pharmaceuticals International, Inc.

 
    1,625,000    

5.88%, 05/15/2023(1)

    1,492,969  
    385,000    

9.00%, 12/15/2025(1)

    389,812  
     

 

 

 
        3,485,906  
     

 

 

 
            Retail - 0.8%  
    830,000    

Eurotorg LLC Via Bonitron DAC
8.75%, 10/30/2022(1)

    839,196  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 14.5% - (continued)  
            Retail - 0.8% - (continued)  
   

Ferrellgas L.P. / Ferrellgas Finance Corp.

 
  $       1,250,000    

6.50%, 05/01/2021

  $ 1,196,875  
    300,000    

6.75%, 01/15/2022

    282,750  
    2,000,000    

Staples, Inc.
8.50%, 09/15/2025(1)

    1,870,000  
     

 

 

 
        4,188,821  
     

 

 

 
            Software - 0.2%  
    371,000    

CURO Financial Technologies Corp.
12.00%, 03/01/2022(1)

    408,100  
  EUR       600,000    

TeamSystem S.p.A.
3 mo. EURIBOR + 4.000%, 4.00%, 04/15/2023(1)

    730,465  
     

 

 

 
        1,138,565  
     

 

 

 
            Telecommunications - 0.2%  
  $       750,000    

Frontier Communications Corp.
8.50%, 04/01/2026(1)

    729,375  
    450,000    

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

    473,597  
     

 

 

 
        1,202,972  
     

 

 

 
            Textiles - 0.2%  
    395,000    

Eagle Intermediate Global Holding B.V./Ruyi US Finance LLC
7.50%, 05/01/2025(1)(7)

    404,875  
  EUR       325,000    

Eagle Intermediate Global Holding B.V./Ruyi US Finance LLC
5.38%, 05/01/2023(1)(7)

    401,300  
     

 

 

 
        806,175  
     

 

 

 
            Toys/Games/Hobbies - 0.2%  
  $       1,330,000    

Mattel, Inc.
6.75%, 12/31/2025(1)

    1,294,888  
     

 

 

 
            Transportation - 0.5%  
    590,000    

Hertz Corp.
7.63%, 06/01/2022(1)

    601,063  
    2,000,000    

Rumo Luxembourg S.a.r.l.
5.88%, 01/18/2025(1)

    1,952,500  
     

 

 

 
        2,553,563  
     

 

 

 
            Water - 0.1%  
    740,000    

Aegea Finance S.a.r.l.
5.75%, 10/10/2024(1)

    730,750  
     

 

 

 
 

Total Corporate Bonds
(cost $80,707,156)

  $ 79,068,569  
     

 

 

 
     
SENIOR FLOATING RATE INTERESTS - 80.2%(8)  
            Advertising - 0.5%  
  $       3,053,916    

Acosta Holdco, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 09/26/2021

  $ 2,490,407  
     

 

 

 
            Aerospace/Defense - 1.3%  
    1,880,288    

Circor International, Inc.
1 mo. USD LIBOR + 3.500%, 5.39%, 12/11/2024

    1,886,173  
    5,051,921    

TransDigm, Inc.
1 mo. USD LIBOR + 2.750%,
4.79%, 06/09/2023

    5,072,027  
     

 

 

 
        6,958,200  
     

 

 

 
 

 

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

 

 

  68  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 80.2%(8) - (continued)  
            Agriculture - 0.1%  
  $       313,358    

Pinnacle Operating Corp.
1 mo. USD LIBOR + 7.250%,
9.15%, 11/15/2021

  $ 294,165  
     

 

 

 
            Auto Manufacturers - 0.5%  
    2,608,463    

Navistar International Corp.
1 mo. USD LIBOR + 3.500%,
5.40%, 11/06/2024

    2,623,148  
     

 

 

 
            Biotechnology - 1.0%  
    5,580,516    

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 05/15/2022

    5,608,418  
     

 

 

 
            Chemicals - 1.4%  
  EUR       1,640,888    

Diamond (BC) B.V.
EURIBOR + 3.250%,
3.25%, 09/06/2024

    1,969,904  
  $       845,036    

Nexeo Solutions LLC
3 mo. USD LIBOR + 3.250%,
5.47%, 06/09/2023

    852,430  
    586,776    

Tronox Blocked Borrower LLC
3 mo. USD LIBOR + 3.000%,
5.30%, 09/22/2024

    592,738  
    1,354,099    

Tronox Finance LLC
3 mo. USD LIBOR + 3.000%, 5.30%, 09/22/2024

    1,367,856  
    2,730,306    

Univar, Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 07/01/2024

    2,752,912  
     

 

 

 
        7,535,840  
     

 

 

 
            Coal - 0.7%  
    430,000    

Ascent Resources - Marcellus LLC
0.00%, 08/04/2021(6)(9)

    12,900  
    1,473,518    

PRIME + 3.250%,
8.00%, 08/04/2020

    814,119  
    2,860,952    

Foresight Energy LLC
3 mo. USD LIBOR + 5.750%,
8.11%, 03/28/2022

    2,790,315  
     

 

 

 
        3,617,334  
     

 

 

 
            Commercial Services - 4.8%  
    1,226,532    

Allied Universal Holdco LLC
3 mo. USD LIBOR + 3.750%,
6.05%, 07/28/2022

    1,201,743  
   

Brickman Group Ltd. LLC

 
    2,312,817    

1 mo. USD LIBOR + 3.000%,
4.90%, 12/18/2020

    2,324,681  
    1,679,213    

1 mo. USD LIBOR + 6.500%,
8.39%, 12/17/2021

    1,687,610  
    723,808    

Capital Automotive L.P.
1 mo. USD LIBOR + 6.000%,
7.91%, 03/24/2025

    731,046  
    523,000    

Ceridian HCM Holding, Inc.
0.00%, 04/05/2025(9)

    523,873  
    1,979,747    

Hertz Corp.
3 mo. USD LIBOR + 2.750%,
4.65%, 06/30/2023

    1,985,528  
    1,981,363    

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 11/15/2023

    1,988,793  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 80.2%(8) - (continued)  
            Commercial Services - 4.8% - (continued)  
  $       864,292    

Russell Investments US Inst’l Holdco, Inc.
3 mo. USD LIBOR + 3.250%,
5.55%, 06/01/2023

  $ 868,614  
    3,969,551    

Team Health Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 02/06/2024

    3,840,540  
  EUR       2,000,000    

Techem GmbH
EURIBOR + 3.000%,
3.00%, 10/02/2024

    2,418,460  
  $       4,431,550    

Tempo Acquisition LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 05/01/2024

    4,455,569  
    1,821,938    

Weight Watchers International, Inc.
3 mo. USD LIBOR + 4.750%,
6.99%, 11/29/2024

    1,842,434  
    2,527,500    

Xerox Business Services LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 12/07/2023

    2,540,137  
     

 

 

 
        26,409,028  
     

 

 

 
            Construction Materials - 0.3%  
    1,810,000    

Pisces Midco, Inc.
0.00%, 04/12/2025(9)

    1,825,837  
     

 

 

 
            Distribution/Wholesale - 0.6%  
   

PowerTeam Services LLC

 
    2,921,721    

3 mo. USD LIBOR + 3.250%,
5.55%, 02/27/2025

    2,919,910  
    585,000    

3 mo. USD LIBOR + 7.250%,
9.55%, 02/27/2026

    585,000  
     

 

 

 
        3,504,910  
     

 

 

 
            Diversified Financial Services - 3.5%  
    4,410,000    

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 02/28/2025

    4,403,120  
   

EVO Payments International LLC

 
    2,002,850    

1 mo. USD LIBOR + 4.000%,
5.90%, 12/22/2023

    2,025,382  
    205,000    

1 mo. USD LIBOR + 9.000%,
10.90%, 11/15/2024

    206,025  
    1,512,615    

FinCo I LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 12/27/2022

    1,527,742  
    886,125    

Focus Financial Partners LLC
3 mo. USD LIBOR + 2.750%,
5.05%, 07/03/2024

    890,556  
    2,000,000    

GreenSky Holdings LLC
0.00%, 03/29/2025(9)

    2,005,000  
  EUR       3,920,241    

Nets Holding A/S
EURIBOR + 3.250%,
3.25%, 02/06/2025

    4,731,337  
  $       739,148    

NFP Corp.
1 mo. USD LIBOR + 3.000%,
4.90%, 01/08/2024

    742,075  
    643,200    

NN, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 04/02/2021

    642,396  
    1,155,375    

RP Crown Parent LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 10/12/2023

    1,162,111  
 

 

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

 

 

  69  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 80.2%(8) - (continued)  
            Diversified Financial Services - 3.5% - (continued)  
  $       496,487    

Walter Investment Management Corp.
1 mo. USD LIBOR + 6.000%,
7.90%, 06/30/2022

  $ 466,077  
     

 

 

 
        18,801,821  
     

 

 

 
            Electric - 0.6%  
    915,000    

Chief Exploration & Development LLC
2 mo. USD LIBOR + 6.500%,
8.42%, 05/16/2021

    904,139  
    699,244    

ExGen Texas Power LLC
3 mo. USD LIBOR + 4.750%,
6.44%, 09/16/2021

    437,028  
    2,089,997    

Helix Gen Funding LLC
1 mo. USD LIBOR + 3.750%,
5.65%, 06/02/2024

    2,106,382  
     

 

 

 
        3,447,549  
     

 

 

 
            Electrical Components & Equipment - 0.3%  
    645,000    

American Traffic Solutions, Inc.
1 mo. USD LIBOR + 7.750%,
9.64%, 02/23/2026

    651,450  
    935,000    

ATS Consolidated, Inc.
1 mo. USD LIBOR + 3.750%,
5.64%, 02/28/2025

    941,620  
     

 

 

 
        1,593,070  
     

 

 

 
            Energy - Alternate Sources - 1.7%  
    3,095,000    

BCP Renaissance Parent LLC
3 mo. USD LIBOR + 4.000%,
6.36%, 10/31/2024

    3,108,061  
    1,092,263    

Medallion Midland Acquisition LLC
1 mo. USD LIBOR + 3.250%,
5.15%, 10/30/2024

    1,093,628  
    292,914    

MEG Energy Corp.
3 mo. USD LIBOR + 3.500%,
5.81%, 12/31/2023

    294,086  
    4,657,889    

TEX Operations Co. LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 08/04/2023

    4,688,444  
     

 

 

 
        9,184,219  
     

 

 

 
            Engineering & Construction - 1.3%  
    4,813,625    

Brand Energy & Infrastructure Services, Inc.
3 mo. USD LIBOR + 4.250%,
6.61%, 06/21/2024

    4,857,574  
    629,426    

DG Investment Intermediate Holdings 2, Inc.
3 mo. USD LIBOR + 3.000%,
5.30%, 02/03/2025

    628,639  
   

DG Investment Intermediate Holdings 2, Inc.

 
    67,438    

3 mo. USD LIBOR + 3.000%
1.50%, 02/03/2025(10)

    67,354  
    325,000    

3 mo. USD LIBOR + 6.750%,
9.05%, 02/02/2026

    326,625  
    1,389,364    

Pike Corp.
1 mo. USD LIBOR + 3.500%,
5.41%, 03/23/2025

    1,406,147  
     

 

 

 
        7,286,339  
     

 

 

 
            Entertainment - 0.7%  
    1,640,150    

Camelot UK Holdco Ltd.
1 mo. USD LIBOR + 3.250%,
5.15%, 10/03/2023

    1,650,696  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 80.2%(8) - (continued)  
            Entertainment - 0.7% - (continued)  
  $       800,000    

NAI Entertainment Holdings LLC
0.00%, 04/23/2025(9)

  $ 802,336  
    1,542,675    

Scientific Games International, Inc.
2 mo. USD LIBOR + 2.750%,
4.73%, 08/14/2024

    1,551,591  
     

 

 

 
        4,004,623  
     

 

 

 
            Food - 2.2%  
    1,195,000    

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 03/31/2025

    1,200,975  
  EUR       3,750,000    

Froneri International plc
EURIBOR + 2.625%,
2.63%, 01/22/2025

    4,538,190  
  $       3,120,491    

JBS USA LLC
3 mo. USD LIBOR + 2.500%,
4.68%, 10/30/2022

    3,115,935  
    2,533,942    

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 05/24/2024

    2,544,813  
    498,750    

Utz Quality Foods LLC
1 mo. USD LIBOR + 3.500%,
5.40%, 11/21/2024

    503,268  
     

 

 

 
        11,903,181  
     

 

 

 
            Food Service - 0.6%  
    2,004,975    

Aramark Services, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 03/11/2025

    2,017,506  
    1,046,929    

Hearthside Group Holdings LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 06/02/2021

    1,048,897  
     

 

 

 
        3,066,403  
     

 

 

 
            Healthcare - Products - 1.7%  
    508,725    

Avantor, Inc.
1 mo. USD LIBOR + 4.000%,
5.90%, 11/21/2024

    514,087  
    771,239    

Immucor, Inc.
3 mo. USD LIBOR + 5.000%,
7.30%, 06/15/2021

    787,628  
    1,510,080    

Kinetic Concepts, Inc.
3 mo. USD LIBOR + 3.250%,
5.55%, 02/02/2024

    1,519,141  
    1,870,600    

Parexel International Corp.
1 mo. USD LIBOR + 2.750%,
4.65%, 09/27/2024

    1,876,455  
    6,162,678    

Revlon Consumer Products Corp.
1 mo. USD LIBOR + 3.500%,
5.40%, 09/07/2023

    4,740,147  
     

 

 

 
        9,437,458  
     

 

 

 
            Healthcare - Services - 4.1%  
    2,370,250    

Air Medical Group Holdings Inc
1 mo. USD LIBOR + 4.250%,
6.15%, 03/14/2025

    2,394,948  
    1,087,257    

CDRH Parent, Inc.
3 mo. USD LIBOR + 4.250%,
6.28%, 07/01/2021

    971,062  
    2,240,607    

Community Health Systems, Inc.
3 mo. USD LIBOR + 3.250%,
5.23%, 01/27/2021

    2,171,529  
 

 

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

 

 

  70  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 80.2%(8) - (continued)  
            Healthcare - Services - 4.1% - (continued)  
  $       1,400,000    

DuPage Medical Group, Ltd.
1 mo. USD LIBOR + 7.000%,
8.90%, 08/15/2025

  $ 1,403,500  
    851,855    

Envision Healthcare Corp.
1 mo. USD LIBOR + 3.000%,
4.91%, 12/01/2023

    854,623  
   

Genoa, a QoL Healthcare Co. LLC

 
    1,413,556    

1 mo. USD LIBOR + 3.250%,
5.15%, 10/28/2023

    1,421,062  
    750,000    

1 mo. USD LIBOR + 8.000%,
9.90%, 10/25/2024

    757,500  
    2,036,427    

MPH Acquisition Holdings LLC
3 mo. USD LIBOR + 2.750%,
5.05%, 06/07/2023

    2,046,324  
    4,567,538    

Opal Acquisition, Inc.
3 mo. USD LIBOR + 4.000%,
6.31%, 11/27/2020

    4,476,187  
    1,761,960    

Ortho-Clinical Diagnostics S.A.
1 mo. USD LIBOR + 3.750%,
5.65%, 06/30/2021

    1,772,972  
    1,733,108    

Surgery Center Holdings, Inc.
1 mo. USD LIBOR + 3.250%,
5.16%, 09/02/2024

    1,735,812  
   

U.S. Renal Care, Inc.

 
    1,477,944    

3 mo. USD LIBOR + 4.250%,
6.55%, 12/31/2022

    1,470,554  
    725,000    

3 mo. USD LIBOR + 8.000%,
10.30%, 12/31/2023

    726,812  
     

 

 

 
        22,202,885  
     

 

 

 
            Home Furnishings - 0.2%  
    959,789    

Hillman Group, Inc.
3 mo. USD LIBOR + 3.500%,
5.80%, 06/30/2021

    968,983  
     

 

 

 
            Household Products - 0.3%  
    1,556,100    

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%,
4.99%, 09/06/2024

    1,553,190  
     

 

 

 
            Insurance - 3.3%  
   

Asurion LLC

 
    284,252    

1 mo. USD LIBOR + 2.750%,
4.65%, 11/03/2023

    286,207  
    1,270,000    

1 mo. USD LIBOR + 6.000%,
7.90%, 08/04/2025

    1,304,290  
    1,554,316    

Evertec Group LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 04/17/2020

    1,552,373  
    905,000    

Genworth Financial, Inc.
1 mo. USD LIBOR + 4.500%,
6.40%, 02/22/2023

    919,706  
    3,620,000    

Hub International Ltd.
0.00%, 04/25/2025(9)

    3,641,105  
   

Sedgwick Claims Management Services, Inc.

 
    1,360,000    

0.00%, 02/26/2021(7)(9)

    1,360,286  
    1,974,937    

1 mo. USD LIBOR + 2.750%,
4.65%, 03/01/2021

    1,975,352  
    1,500,000    

1 mo. USD LIBOR + 5.750%,
7.65%, 02/28/2022

    1,511,250  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 80.2%(8) - (continued)  
            Insurance - 3.3% - (continued)  
  $       5,249,900    

USI, Inc.
3 mo. USD LIBOR + 3.000%,
5.30%, 05/16/2024

  $ 5,267,382  
     

 

 

 
        17,817,951  
     

 

 

 
            Internet - 0.2%  
    1,267,039    

Lands’ End, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 04/04/2021

    1,215,572  
     

 

 

 
            IT Services - 0.2%  
    1,059,675    

NAB Holdings LLC
3 mo. USD LIBOR + 3.000%,
5.30%, 07/01/2024

    1,065,853  
     

 

 

 
            Leisure Time - 3.4%  
    12,677,903    

Caesars Resort Collection LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 12/22/2024

    12,778,312  
    1,372,833    

Delta 2 (LUX) S.a.r.l.
1 mo. USD LIBOR + 2.500%,
4.40%, 02/21/2024

    1,370,692  
    2,535,067    

Eldorado Resorts LLC
2 mo. USD LIBOR + 2.250%,
4.18%, 04/17/2024

    2,550,911  
    1,880,172    

Lindblad Expeditions, Inc.
6 mo. USD LIBOR + 3.500%,
5.95%, 03/21/2025

    1,898,974  
     

 

 

 
        18,598,889  
     

 

 

 
            Lodging - 3.7%  
    15,276,713    

Caesars Entertainment Operating Co.
1 mo. USD LIBOR + 2.000%,
3.90%, 10/06/2024

    15,303,447  
    4,607,744    

Station Casinos LLC
1 mo. USD LIBOR + 2.500%,
4.41%, 06/08/2023

    4,621,659  
     

 

 

 
        19,925,106  
     

 

 

 
            Machinery - Diversified - 2.6%  
  EUR       4,547,150    

Gardner Denver, Inc.
EURIBOR + 3.000%,
3.00%, 07/30/2024

    5,485,811  
   

Gates Global LLC

 
    3,168,080    

EURIBOR + 3.000%,
3.00%, 04/01/2024

    3,825,772  
  $       1,015,642    

3 mo. USD LIBOR + 2.750%,
5.05%, 04/01/2024

    1,021,015  
   

Zodiac Pool Solutions LLC

 
  EUR       2,655,000    

0.00%, 03/07/2025(9)

    3,210,986  
  $       625,000    

0.00%, 03/31/2025(9)

    627,344  
     

 

 

 
        14,170,928  
     

 

 

 
            Media - 11.5%  
   

Advantage Sales & Marketing, Inc.

 
    1,089,108    

1 mo. USD LIBOR + 3.250%,
5.15%, 07/23/2021

    1,040,327  
    570,000    

1 mo. USD LIBOR + 6.500%,
8.40%, 07/25/2022

    525,033  
   

Altice Financing S.A.

 
  EUR       1,795,975    

EURIBOR + 2.750%,
2.75%, 01/31/2026

    2,154,483  
  $       2,373,075    

3 mo. USD LIBOR + 2.750%,
5.10%, 01/31/2026

    2,339,448  
 

 

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

 

 

  71  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 80.2%(8) - (continued)  
            Media - 11.5% - (continued)  
  $       2,478,763    

Altice U.S. Finance I Corp.
1 mo. USD LIBOR + 2.250%,
4.15%, 07/28/2025

  $ 2,474,896  
    2,021,049    

Charter Communications Operating LLC
1 mo. USD LIBOR + 2.000%,
3.91%, 04/30/2025

    2,028,991  
  EUR       2,540,000    

Crown Finance US, Inc.
EURIBOR + 2.625%,
2.63%, 02/28/2025

    3,064,911  
   

CSC Holdings LLC

 
  $       2,041,720    

1 mo. USD LIBOR + 2.250%,
4.15%, 07/17/2025

    2,034,574  
    725,000    

1 mo. USD LIBOR + 2.500%,
4.40%, 01/25/2026

    725,000  
    498,684    

Getty Images, Inc.
3 mo. USD LIBOR + 3.500%,
5.80%, 10/18/2019

    473,042  
    771,813    

Maxar Technologies Ltd.
1 mo. USD LIBOR + 2.750%,
4.66%, 10/04/2024

    772,453  
    1,075,000    

Meredith Corp.
1 mo. USD LIBOR + 3.000%,
4.90%, 01/31/2025

    1,081,590  
    2,106,239    

MTN Infrastructure TopCo, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 11/15/2024

    2,115,464  
   

Numericable Group S.A.

 
  EUR       1,321,650    

EURIBOR + 3.000%,
3.00%, 07/31/2025

    1,560,720  
  $       1,821,600    

1 mo. USD LIBOR + 2.750%,
4.65%, 07/31/2025

    1,789,394  
    1,317,846    

3 mo. USD LIBOR + 3.000%,
5.35%, 01/31/2026

    1,297,050  
 

PSAV Holdings LLC

 

    4,005,000    

3 mo. USD LIBOR + 3.250%,
5.20%, 03/01/2025

    4,008,765  
    2,725,000    

3 mo. USD LIBOR + 7.250%,
9.26%, 09/01/2025

    2,711,375  
    1,360,000    

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%,
4.66%, 08/17/2024

    1,371,900  
    6,610,000    

Sinclair Television Group, Inc.
0.00%, 12/12/2024(9)

    6,637,564  
    3,056,815    

Tribune Media Co.
1 mo. USD LIBOR + 3.000%,
4.90%, 01/27/2024

    3,060,636  
    1,635,000    

Unitymedia Finance LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 01/15/2026

    1,631,648  
  EUR       1,645,000    

Unitymedia Hessen GmbH & Co. KG
EURIBOR + 2.750%,
2.75%, 01/15/2027

    1,988,567  
  $       1,895,000    

UPC Financing Partnership
1 mo. USD LIBOR + 2.500%,
4.40%, 01/15/2026

    1,898,942  
    5,070,000    

Virgin Media Bristol LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 01/15/2026

    5,091,649  
  GBP       1,925,000    

Virgin Media Investment Holdings Ltd.
LIBOR - GBP + 3.250%,
3.78%, 11/15/2027

    2,641,878  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 80.2%(8) - (continued)  
            Media - 11.5% - (continued)  
  EUR       2,000,000    

Ziggo Secured Finance B.V.
EURIBOR + 3.000%,
3.00%, 04/15/2025

  $ 2,413,098  
  $       3,850,000    

Ziggo Secured Finance Partnership
1 mo. USD LIBOR + 2.500%,
4.40%, 04/15/2025

    3,830,365  
     

 

 

 
    62,763,763  
     

 

 

 
            Metal Fabricate/Hardware - 0.1%  
    491,434    

NN, Inc.
1 mo. USD LIBOR + 3.750%,
5.65%, 10/19/2022

    490,820  
     

 

 

 
            Miscellaneous Manufacturing - 1.3%  
  EUR       1,350,000    

CTC AcquiCo GmbH
0.00%, 03/07/2025(9)

    1,628,597  
  $       5,223,750    

H.B. Fuller Co.
1 mo. USD LIBOR + 2.000%,
3.90%, 10/20/2024

    5,237,750  
   

Mavis Tire Express Services Corp.

 
    48,299    

3 mo. USD LIBOR + 3.250%
1.12%, 03/20/2025(10)

    48,238  
    301,701    

1 mo. USD LIBOR + 3.250%,
5.15%, 03/20/2025

    301,324  
     

 

 

 
        7,215,909  
     

 

 

 
            Oil & Gas - 3.3%  
    260,799    

Ameriforge Group, Inc.
1.000%, 5.65%, 06/08/2022

    260,364  
    1,339,875    

BCP Raptor LLC
2 mo. USD LIBOR + 4.250%,
6.31%, 06/24/2024

    1,351,599  
    1,395,000    

California Resources Corp.
1 mo. USD LIBOR + 4.750%,
6.65%, 12/31/2022

    1,423,332  
    625,000    

Chesapeake Energy Corp.
3 mo. USD LIBOR + 7.500%,
9.44%, 08/23/2021

    660,937  
    4,224,045    

Energy Transfer Equity L.P.
1 mo. USD LIBOR + 2.000%,
3.90%, 02/02/2024

    4,226,453  
   

Fieldwood Energy LLC

 
    900,000    

0.00%, 04/11/2023(7)(9)

    867,375  
    2,000,000    

3 mo. USD LIBOR + 2.875%,
4.78%, 09/28/2018(7)

    2,005,000  
    2,250,000    

1 mo. USD LIBOR + 7.000%,
8.88%, 08/31/2020

    2,266,875  
    586,644    

KCA Deutag U.S. Finance LLC
3 mo. USD LIBOR + 5.750%,
7.65%, 05/15/2020

    586,896  
    700,000    

Traverse Midstream Partners LLC
3 mo. USD LIBOR + 4.000%,
5.85%, 09/27/2024

    703,500  
    1,500,000    

Ultra Resources, Inc.
1 mo. USD LIBOR + 3.000%,
4.90%, 04/12/2024

    1,402,500  
    2,188,407    

Vine Oil & Gas LP
1 mo. USD LIBOR + 6.875%,
8.78%, 12/12/2021

    2,193,878  
     

 

 

 
        17,948,709  
     

 

 

 
 

 

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

 

 

  72  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 80.2%(8) - (continued)  
            Oil & Gas Services - 0.7%  
  $       1,978,545    

Crosby U.S. Acquisition Corp.
3 mo. USD LIBOR + 3.000%,
4.90%, 11/23/2020

  $ 1,953,318  
  EUR       746,888    

EG Group Ltd.
0.00%, 02/06/2025(7)(9)

    899,676  
 

Utex Industries, Inc.

 

  $       467,275    

1 mo. USD LIBOR + 4.000%,
5.90%, 05/22/2021

    459,098  
    750,000    

1 mo. USD LIBOR + 7.250%,
9.15%, 05/22/2022

    723,375  
     

 

 

 
        4,035,467  
     

 

 

 
            Packaging & Containers - 2.2%  
   

Berlin Packaging LLC

 
    280,665    

1 mo. USD LIBOR + 3.250%,
5.07%, 10/01/2021

    280,897  
    1,976,143    

1 mo. USD LIBOR + 6.750%,
8.64%, 10/01/2022

    1,980,589  
  EUR       2,095,000    

Crown Americas LLC
EURIBOR + 2.375%,
2.38%, 01/18/2025

    2,550,869  
  $       1,940,400    

Flex Acquisition Co., Inc.
3 mo. USD LIBOR + 3.000%,
5.31%, 12/29/2023

    1,949,792  
    1,024,850    

Plastipak Holdings, Inc.
PRIME + 1.750%,
6.50%, 10/14/2024

    1,028,376  
   

Proampac PG Borrower LLC

 
    790,767    

1 mo. USD LIBOR + 3.500%,
5.40%, 11/18/2023

    796,303  
    970,000    

1 mo. USD LIBOR + 8.500%,
10.40%, 11/18/2024

    987,586  
    2,383,776    

Reynolds Group Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 02/05/2023

    2,398,674  
     

 

 

 
        11,973,086  
     

 

 

 
            Pharmaceuticals - 1.6%  
    500,000    

Amneal Pharmaceuticals LLC
0.00%, 03/07/2025(9)

    501,875  
    4,058,421    

Endo Luxembourg Finance Co. I S.a r.l.
1 mo. USD LIBOR + 4.250%,
6.19%, 04/29/2024

    4,033,056  
    290,000    

NVA Holdings, Inc.
3 mo. USD LIBOR + 2.750%,
5.05%, 02/02/2025

    291,087  
    3,990,532    

Valeant Pharmaceuticals International, Inc.
1 mo. USD LIBOR + 3.500%,
5.39%, 04/01/2022

    4,032,951  
     

 

 

 
        8,858,969  
     

 

 

 
            Real Estate - 0.2%  
    1,265,243    

DTZ U.S. Borrower LLC
3 mo. USD LIBOR + 3.250%,
5.36%, 11/04/2021

    1,267,002  
     

 

 

 
            Retail - 3.9%  
   

Albertsons LLC

 
    1,498,226    

1 mo. USD LIBOR + 2.750%,
4.65%, 08/25/2021

    1,483,243  
    1,003,806    

3 mo. USD LIBOR + 3.000%,
5.29%, 12/21/2022

    995,655  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 80.2%(8) - (continued)  
            Retail - 3.9% - (continued)  
  $       2,363,125    

Bass Pro Group LLC
1 mo. USD LIBOR + 5.000%,
6.90%, 09/25/2024

  $ 2,377,895  
   

Coty, Inc.

 
  EUR       3,820,000    

0.00%, 04/05/2025(9)

    4,626,870  
  $       3,573,743    

1 mo. USD LIBOR + 2.250%,
4.13%, 04/07/2025

    3,569,276  
    702,455    

Neiman Marcus Group Ltd. LLC
1 mo. USD LIBOR + 3.250%,
5.14%, 10/25/2020

    617,521  
    1,459,394    

Petco Animal Supplies, Inc.
3 mo. USD LIBOR + 3.250%,
5.61%, 01/26/2023

    998,868  
    2,162,244    

PetSmart, Inc.
1 mo. USD LIBOR + 3.000%,
4.89%, 03/11/2022

    1,696,821  
    1,550,000    

Smart & Final Stores LLC
1 mo. USD LIBOR + 3.500%,
5.40%, 11/15/2022

    1,514,164  
    2,203,234    

Sports Authority, Inc.
0.00%, 11/16/2018(6)(9)

    441  
    3,381,525    

Staples, Inc.
3 mo. USD LIBOR + 4.000%,
5.79%, 09/12/2024

    3,342,840  
     

 

 

 
        21,223,594  
     

 

 

 
            Semiconductors - 0.1%  
    534,600    

Integrated Device Technology, Inc.
1 mo. USD LIBOR + 3.000%,
4.90%, 04/04/2024

    535,936  
     

 

 

 
            Software - 6.6%  
   

Almonde, Inc.

 
    1,260,159    

3 mo. USD LIBOR + 3.500%,
5.48%, 06/13/2024

    1,258,873  
    770,000    

3 mo. USD LIBOR + 7.250%,
9.23%, 06/13/2025

    760,567  
    2,516,043    

Change Healthcare Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 03/01/2024

    2,525,478  
    1,195,963    

Cypress Intermediate Holdings III, Inc.
1 mo. USD LIBOR + 3.000%,
4.91%, 04/27/2024

    1,201,691  
    498,718    

Epicor Software Corp.
1 mo. USD LIBOR + 3.250%,
5.16%, 06/01/2022

    501,132  
   

First Data Corp.

 
    2,110,000    

1 mo. USD LIBOR + 2.250%,
4.15%, 07/08/2022

    2,117,385  
    7,943,182    

1 mo. USD LIBOR + 2.250%,
4.15%, 04/26/2024

    7,970,109  
    2,736,905    

Global Payments Inc.
1 mo. USD LIBOR + 1.750%,
3.65%, 04/21/2023

    2,754,995  
   

Hyland Software, Inc.

 
    1,489,006    

1 mo. USD LIBOR + 3.250%,
5.14%, 07/01/2022

    1,501,112  
    565,000    

1 mo. USD LIBOR + 7.000%,
8.89%, 07/07/2025

    569,944  
    73,334    

MA FinanceCo LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 06/21/2024

    73,077  
 

 

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

 

 

  73  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 80.2%(8) - (continued)  
            Software - 6.6% - (continued)  
  EUR       1,990,000    

Misys Europe S.A.
EURIBOR + 3.250%,
4.25%, 06/13/2024

  $ 2,408,843  
  $       1,916,192    

Quest Software U.S. Holdings, Inc.
3 mo. USD LIBOR + 5.500%,
7.86%, 10/31/2022

    1,925,371  
    495,241    

Seattle Spinco, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 06/21/2024

    493,508  
   

SkillSoft Corp.

 
    2,575,000    

3 mo. USD LIBOR + 4.750%,
6.65%, 04/28/2021

    2,436,594  
    1,400,000    

3 mo. USD LIBOR + 8.250%,
10.15%, 04/28/2022

    1,189,496  
    881,642    

SS&C Technologies Holdings Europe S.a.r.l.
0.00%, 04/16/2025(9)

    887,153  
    2,382,883    

SS&C Technologies, Inc.
0.00%, 04/16/2025(9)

    2,397,776  
    2,854,163    

WEX, Inc.
1 mo. USD LIBOR + 2.250%,
4.15%, 06/30/2023

    2,871,202  
     

 

 

 
        35,844,306  
     

 

 

 
      Telecommunications - 6.4%  
    2,475,000    

Altice Financing S.A.
3 mo. USD LIBOR + 2.750%, 5.10%, 07/15/2025

    2,448,319  
    1,933,750    

CenturyLink, Inc.
1 mo. USD LIBOR + 2.750%, 4.65%, 01/31/2025

    1,903,932  
    1,000,000    

Frontier Communications Corp.
1 mo. USD LIBOR + 3.750%, 5.66%, 06/15/2024

    987,190  
    14,450,122    

Sprint Communications, Inc.
1 mo. USD LIBOR + 2.500%, 4.44%, 02/02/2024

    14,486,248  
 

Syniverse Holdings, Inc.

 

    875,000    

1 mo. USD LIBOR + 5.000%, 6.90%, 03/09/2023

    883,995  
    910,000    

1 mo. USD LIBOR + 9.000%, 10.90%, 03/11/2024

    919,482  
    2,020,000    

Telenet Financing USD LLC
1 mo. USD LIBOR + 2.500%, 4.40%, 03/01/2026

    2,028,343  
  EUR       1,000,000    

Telenet International Finance S.a.r.l.
EURIBOR + 2.750%,
2.75%, 12/15/2027

    1,213,010  
  $       3,600,000    

Unitymedia Finance LLC
1 mo. USD LIBOR + 2.250%, 4.15%, 09/30/2025

    3,593,700  
    3,968,644    

Univision Communications, Inc.
1 mo. USD LIBOR + 2.750%, 4.65%, 03/15/2024

    3,911,257  
    2,495,219    

Zayo Group LLC
1 mo. USD LIBOR + 2.250%, 4.15%, 01/19/2024

    2,511,588  
     

 

 

 
    34,887,064  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 80.2%(8) - (continued)  
      Textiles - 0.5%  
 

International Textile Group, Inc

 

  $       1,500,000    

0.00%, 04/18/2025(9)

  $ 1,501,875  
    1,500,000    

0.00%, 04/18/2026(9)

    1,455,000  
     

 

 

 
    2,956,875  
     

 

 

 
 

Total Senior Floating Rate Interests
(cost $440,421,234)

  $ 437,112,807  
     

 

 

 
     
COMMON STOCKS - 0.4%  
      Energy - 0.0%  
    7,247    

Paragon Offshore Ltd., Litigation

    76,043  
    78,609    

Templar Energy LLC Class A*

    78,609  
     

 

 

 
    154,652  
     

 

 

 
      Insurance - 0.4%  
    34,814    

AFG Holdings, Inc.

    2,088,840  
     

 

 

 
      Utilities - 0.0%  
    4,500,000    

TCEH Corp.*(11)(12)(13)

    4  
     

 

 

 
 

Total Common Stocks
(cost $1,899,609)

  $ 2,243,496  
     

 

 

 
     
ESCROWS - 0.0%  
      Energy-Alternate Sources - 0.0%  
    26,901    

Paragon Offshore Ltd., Escrow*

  $  
     

 

 

 
 

Total Escrows
(cost $—)

  $  
     

 

 

 
     
EXCHANGE-TRADED FUNDS - 0.7%  
      Other Investment Pools & Funds - 0.7%  
    86,100    

SPDR Blackstone / GSO Senior Loan ETF

  $ 4,084,584  
     

 

 

 
 

Total Exchange-Traded Funds
(cost $4,077,705)

  $ 4,084,584  
     

 

 

 
 

Total Long-Term Investments
(cost $527,105,704)

  $ 522,509,456  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 5.6%  
      Other Investment Pools & Funds - 5.6%  
    30,551,193    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class,
1.60%(14)

  $ 30,551,193  
     

 

 

 
 

Total Short-Term Investments
(cost $30,551,193)

  $ 30,551,193  
     

 

 

 
   

Total Investments
(cost $557,656,897)

    101.4    $ 553,060,649  
   

Other Assets and Liabilities

    (1.4 )%       (7,782,705
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $     545,277,944  
     

 

 

    

 

 

 
 

 

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

 

 

  74  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

     Other than the industry classifications “Other Investment Pools & Funds,” equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

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

 

* 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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $56,789,322, which represented 10.4% 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)  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(4)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2018.

 

(5)  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $8,387,087, which represented 1.5% 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)  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 $5,861,267 at April 30, 2018.

 

(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 rate in effect as of April 30, 2018.

 

(9)  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(10)  This security, or a portion of this security, has unfunded loan commitments. As of April 30, 2018, the aggregate value of the unfunded commitment was $115,592, which rounds to zero percent of total net assets.

 

(11)  This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, the aggregate fair value of this security 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.

 

(12)  Investment valued using significant unobservable inputs.

 

(13)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited.At April 30, 2018, the aggregate value of this security was $4, which represented 0.0% of total net assets.

 

(14)  Current yield as of period end.

 

Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 2018  

Reference Entity

   Notional
Amount (a)
     (Pay)/Receive
Fixed Rate
    Expiration
Date
   Periodic
Payment
Frequency
     Cost
Basis
     Value      Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

 

Buy protection:

 

CDX.NA.HY.30.V1

   USD      9,655,000        5.00   06/20/23      Quarterly      $ 580,368      $ 709,616      $ 129,248  
                

 

 

    

 

 

    

 

 

 

Total

      $     580,368      $     709,616      $     129,248  
                

 

 

    

 

 

    

 

 

 

 

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

 

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

 

 

  75  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018  

Amount and Description of

Currency to be Purchased

     Amount and Description of
Currency to be Sold
    

Counterparty

   Settlement
Date
     Appreciation      Depreciation  
  432,000                EUR        529,514                USD      CBA      05/31/18      $      $ (6,639
  65,591,844                USD        53,631,530                EUR      BCLY      05/31/18        678,403         
  477,574                USD        390,000                EUR      GSC      05/31/18        5,534         
  249,811                USD        204,000                EUR      ANZ      05/31/18        2,898         
  153,344                USD        125,000                EUR      BNP      05/31/18        2,049         
  2,940,165                USD        2,108,000                GBP      BNP      05/31/18        33,867         
               

 

 

    

 

 

 
  Total                   $     722,751      $     (6,639
  

 

 

    

 

 

 

 

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

 

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

ANZ

   Australia and New Zealand Banking Group

BCLY

   Barclays

BNP

   BNP Paribas Securities Services

CBA

   Commonwealth Bank of Australia

GSC

   Goldman Sachs & Co.
Currency Abbreviations:

EUR

   Euro

GBP

   British Pound

USD

   United States Dollar
Index Abbreviations:

CDX.NA.HY

   Credit Derivatives North American High Yield

ICE

   Intercontinental Exchange, Inc.
Other Abbreviations:

ETF

   Exchange-Traded Fund

EURIBOR

   Euro Interbank Offered Rate

LIBOR

   London Interbank Offered Rate

MTN

   Medium Term Note

SPDR

   Standard & Poor’s Depositary Receipt
 

 

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

 

 

  76  

 


The Hartford Floating Rate High Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

Assets

         

Corporate Bonds

   $ 79,068,569     $      $ 79,068,569     $  

Senior Floating Rate Interests

     437,112,807              437,112,807        

Common Stocks

         

Energy

     154,652              154,652        

Insurance

     2,088,840              2,088,840        

Utilities

     4                    4  

Escrows

                         

Exchange-Traded Funds

     4,084,584       4,084,584               

Short-Term Investments

     30,551,193       30,551,193               

Foreign Currency Contracts(2)

     722,751              722,751        

Swaps - Credit Default(2)

     129,248              129,248        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     553,912,648     $     34,635,777      $     519,276,867     $ 4  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

         

Foreign Currency Contracts(2)

   $ (6,639   $      $ (6,639   $     —  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (6,639   $      $ (6,639   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six-month period ended April 30, 2018 is not presented.

 

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

 

 

  77  

 


The Hartford High Yield Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 0.0%  
            Asset-Backed - Finance & Insurance - 0.0%  
  $       920,000    

Soundview NIM Trust
8.25%, 12/25/2036(1)(2)(3)

  $  
     

 

 

 
   

Total Asset & Commercial Mortgage Backed Securities
(cost $915,920)

  $  
     

 

 

 
     
CORPORATE BONDS - 89.2%  
            Aerospace/Defense - 0.4%  
   

DAE Funding LLC

 
  $       430,000    

4.50%, 08/01/2022(1)

  $ 413,875  
    865,000    

5.00%, 08/01/2024(1)

    833,687  
     

 

 

 
        1,247,562  
     

 

 

 
            Biotechnology - 0.1%  
    430,000    

Sotera Health Topco, Inc.
8.13%, 11/01/2021(1)(4)

    433,225  
     

 

 

 
            Chemicals - 1.4%  
   

Chemours Co.

 
    2,160,000    

6.63%, 05/15/2023

    2,270,700  
    1,560,000    

7.00%, 05/15/2025

    1,678,950  
    795,000    

OCI N.V.
6.63%, 04/15/2023(1)

    806,130  
     

 

 

 
        4,755,780  
     

 

 

 
            Coal - 2.6%  
    1,615,000    

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

    1,627,113  
    2,830,000    

Foresight Energy LLC / Foresight Energy Finance Corp.
11.50%, 04/01/2023(1)

    2,391,350  
    2,830,000    

Peabody Energy Corp.
6.38%, 03/31/2025(1)

    2,950,275  
    1,830,000    

Warrior Met Coal, Inc.
8.00%, 11/01/2024(1)

    1,867,789  
     

 

 

 
        8,836,527  
     

 

 

 
            Commercial Banks - 5.3%  
   

Banco Bilbao Vizcaya Argentaria S.A.

 
    2,600,000    

5 year USD Swap + 3.870%,
6.13%, 11/16/2027(5)(6)

    2,513,030  
  EUR       800,000    

5 year EUR Swap + 6.155%,
7.00%, 02/19/2019(5)(6)(7)

    1,004,530  
    800,000    

5 year EUR Swap + 9.177%,
8.88%, 04/14/2021(5)(6)(7)

    1,134,286  
    1,600,000    

Banco de Sabadell S.A.
5 year EUR Swap + 6.414%,
6.50%, 05/18/2022(5)(6)(7)

    2,054,701  
   

BNP Paribas S.A.

 
  $       535,000    

5 year USD Swap + 2.838%,
5.13%, 11/15/2027(1)(5)(6)

    501,563  
    1,050,000    

5 year USD Swap + 6.314%,
7.63%, 03/30/2021(1)(5)(6)

    1,131,112  
   

Credit Agricole S.A.

 
    395,000    

5 year USD Swap + 4.898%,
7.88%, 01/23/2024(1)(5)(6)

    428,575  
    505,000    

5 year USD Swap + 6.185%,
8.13%, 12/23/2025(1)(5)(6)

    573,806  
    1,905,000    

Credit Suisse Group AG
5 year USD Swap + 3.455%,
6.25%, 12/18/2024(5)(6)(7)

    1,950,789  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 89.2% - (continued)  
            Commercial Banks - 5.3% - (continued)  
  $       1,860,000    

Freedom Mortgage Corp.
8.13%, 11/15/2024(1)

  $ 1,860,000  
    725,000    

Intesa Sanpaolo S.p.A.
5 year USD Swap + 5.462%,
7.70%, 09/17/2025(1)(5)(6)

    766,688  
    1,600,000    

Royal Bank of Scotland Group plc
3 mo. USD LIBOR + 2.320%,
4.62%, 09/30/2027(5)(6)

    1,612,000  
    1,130,000    

Societe Generale S.A.
5 year USD Swap + 6.394%,
8.25%, 11/29/2018(5)(6)(7)

    1,159,662  
    1,415,000    

UniCredit S.p.A.
5 year USD Swap + 5.180%,
8.00%, 06/03/2024(5)(6)(7)

    1,475,137  
     

 

 

 
        18,165,879  
     

 

 

 
            Commercial Services - 5.6%  
    1,434,000    

ACE Cash Express, Inc.
12.00%, 12/15/2022(1)

    1,591,740  
   

APX Group, Inc.

 
    1,360,000    

7.63%, 09/01/2023

    1,275,000  
    2,395,000    

7.88%, 12/01/2022

    2,412,962  
   

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

 
    2,160,000    

5.25%, 03/15/2025(1)

    2,073,600  
    1,180,000    

5.50%, 04/01/2023

    1,168,200  
    2,900,000    

Brand Industrial Services, Inc.
8.50%, 07/15/2025(1)

    2,994,250  
    2,890,000    

Garda World Security Corp.
8.75%, 05/15/2025(1)

    3,019,183  
   

Herc Rentals, Inc.

 
    884,000    

7.50%, 06/01/2022(1)

    937,040  
    1,559,000    

7.75%, 06/01/2024(1)

    1,682,940  
    460,000    

Service Corp. International
4.63%, 12/15/2027

    449,788  
   

United Rentals North America, Inc.

 
    560,000    

4.63%, 10/15/2025

    543,206  
    1,025,000    

5.88%, 09/15/2026

    1,068,563  
     

 

 

 
        19,216,472  
     

 

 

 
            Construction Materials - 1.0%  
    1,650,000    

CEMEX Finance LLC
6.00%, 04/01/2024(1)

    1,696,200  
    1,760,000    

Standard Industries, Inc.
5.38%, 11/15/2024(1)

    1,783,100  
     

 

 

 
        3,479,300  
     

 

 

 
            Distribution/Wholesale - 0.1%  
    420,000    

American Builders & Contractors Supply Co., Inc.
5.75%, 12/15/2023(1)

    432,999  
     

 

 

 
            Diversified Financial Services - 6.3%  
    710,000    

FBM Finance, Inc.
8.25%, 08/15/2021(1)

    747,275  
    735,000    

Fly Leasing Ltd.
5.25%, 10/15/2024

    711,112  
    1,625,000    

goeasy Ltd.
7.88%, 11/01/2022(1)

    1,722,500  
   

Nationstar Mortgage LLC / Nationstar Capital Corp.

 
    1,905,000    

6.50%, 08/01/2018

    1,912,620  
    1,590,000    

6.50%, 07/01/2021

    1,609,875  
    171,000    

7.88%, 10/01/2020

    173,779  
 

 

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

 

 

  78  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 89.2% - (continued)  
            Diversified Financial Services - 6.3% - (continued)  
   

Navient Corp.

 
  $       560,000    

5.50%, 01/25/2023

  $ 551,432  
    340,000    

5.63%, 08/01/2033

    292,400  
    1,764,000    

5.88%, 10/25/2024

    1,728,720  
    2,535,000    

6.13%, 03/25/2024

    2,538,169  
    1,106,000    

6.50%, 06/15/2022

    1,136,415  
    856,000    

7.25%, 09/25/2023

    894,520  
   

Springleaf Finance Corp.

 
    525,000    

5.25%, 12/15/2019

    531,552  
    820,000    

6.13%, 05/15/2022

    839,475  
    575,000    

6.88%, 03/15/2025

    580,750  
    705,000    

7.75%, 10/01/2021

    767,569  
    1,935,000    

8.25%, 12/15/2020

    2,133,879  
    2,535,000    

Tempo Acquisition LLC / Tempo Acquisition Finance Corp.
6.75%, 06/01/2025(1)

    2,509,650  
    335,000    

Vantiv LLC / Vanity Issuer Corp.
4.38%, 11/15/2025(1)

    319,925  
     

 

 

 
        21,701,617  
     

 

 

 
            Electric - 0.8%  
    2,570,000    

AES Corp.
5.13%, 09/01/2027

    2,608,550  
     

 

 

 
        2,608,550  
     

 

 

 
            Electrical Components & Equipment - 0.3%  
    1,045,000    

General Cable Corp.
5.75%, 10/01/2022

    1,072,954  
     

 

 

 
            Entertainment - 2.9%  
    1,370,000    

Caesars Resort Collection LLC / CRC Finco, Inc.
5.25%, 10/15/2025(1)

    1,308,350  
    1,605,000    

Eldorado Resorts, Inc.
6.00%, 04/01/2025

    1,590,956  
    1,920,000    

Jacobs Entertainment, Inc.
7.88%, 02/01/2024(1)

    1,999,200  
    2,170,000    

Penn National Gaming, Inc.
5.63%, 01/15/2027(1)

    2,077,775  
    1,410,000    

Pinnacle Entertainment, Inc.
5.63%, 05/01/2024

    1,473,450  
   

Scientific Games International, Inc.

 

    230,000    

5.00%, 10/15/2025(1)

    222,169  
    1,345,000    

6.63%, 05/15/2021

    1,371,900  
     

 

 

 
        10,043,800  
     

 

 

 
            Environmental Control - 0.1%  
    441,000    

Tervita Escrow Corp.
7.63%, 12/01/2021(1)

    449,820  
     

 

 

 
            Food - 1.9%  
   

Post Holdings, Inc.

 

    2,660,000    

5.00%, 08/15/2026(1)

    2,493,750  
    1,395,000    

5.63%, 01/15/2028(1)

    1,332,225  
    990,000    

5.75%, 03/01/2027(1)

    969,259  
    1,870,000    

TreeHouse Foods, Inc.
4.88%, 03/15/2022

    1,855,975  
     

 

 

 
        6,651,209  
     

 

 

 
            Gas - 0.2%  
    640,000    

AmeriGas Partners L.P. / AmeriGas Finance Corp.
5.50%, 05/20/2025

    628,800  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 89.2% - (continued)  
            Healthcare - Products - 0.7%  
  $       2,595,000    

Sotera Health Holdings LLC
6.50%, 05/15/2023(1)

  $ 2,595,000  
     

 

 

 
            Healthcare - Services - 3.5%  
    360,000    

Charles River Laboratories International, Inc.
5.50%, 04/01/2026(1)

    366,192  
   

Envision Healthcare Corp.

 

    440,000    

5.13%, 07/01/2022(1)

    434,500  
    705,000    

5.63%, 07/15/2022

    706,763  
    2,645,000    

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

    2,780,556  
   

HCA, Inc.

 

    2,215,000    

5.38%, 02/01/2025

    2,203,925  
    1,135,000    

5.88%, 05/01/2023

    1,183,237  
    1,776,000    

7.50%, 11/15/2095

    1,762,680  
    2,800,000    

West Street Merger Sub, Inc.
6.38%, 09/01/2025(1)

    2,751,000  
     

 

 

 
        12,188,853  
     

 

 

 
            Home Builders - 2.3%  
    1,915,000    

AV Homes, Inc.
6.63%, 05/15/2022

    1,960,481  
   

Beazer Homes USA, Inc.

 
    460,000    

5.88%, 10/15/2027

    420,900  
    705,000    

6.75%, 03/15/2025

    692,663  
    1,210,000    

8.75%, 03/15/2022

    1,302,565  
    1,030,000    

KB Home
7.00%, 12/15/2021

    1,093,087  
   

M/I Homes, Inc.

 

    780,000    

5.63%, 08/01/2025

    750,750  
    1,595,000    

6.75%, 01/15/2021

    1,640,856  
     

 

 

 
        7,861,302  
     

 

 

 
            Household Products - 0.5%  
    2,715,000    

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

    1,629,000  
     

 

 

 
            Household Products/Wares - 0.5%  
  EUR       1,505,000    

Diamond (BC) B.V.
5.63%, 08/15/2025(1)

    1,736,652  
     

 

 

 
            Insurance - 1.3%  
   

Genworth Holdings, Inc.

 
  $       135,000    

4.80%, 02/15/2024

    106,650  
    890,000    

4.90%, 08/15/2023

    707,550  
    505,000    

7.20%, 02/15/2021

    475,962  
    280,000    

7.63%, 09/24/2021

    263,200  
    180,000    

7.70%, 06/15/2020

    175,050  
    445,000    

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

    455,013  
    2,205,000    

USIS Merger Sub, Inc.
6.88%, 05/01/2025(1)

    2,205,000  
     

 

 

 
        4,388,425  
     

 

 

 
            Internet - 1.0%  
    1,240,000    

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

    1,273,728  
    2,175,000    

Zayo Group LLC / Zayo Capital, Inc.
6.00%, 04/01/2023

    2,240,250  
     

 

 

 
        3,513,978  
     

 

 

 
            Iron/Steel - 1.1%  
   

AK Steel Corp.

 
    1,750,000    

7.00%, 03/15/2027

    1,697,500  
    910,000    

7.63%, 10/01/2021

    928,200  
 

 

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

 

 

  79  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 89.2% - (continued)  
            Iron/Steel - 1.1% - (continued)  
  $       630,000    

Signode Industrial Group Lux S.A. / Signode Industrial Group U.S., Inc.
6.38%, 05/01/2022(1)

  $ 650,097  
    475,000    

Steel Dynamics, Inc.
4.13%, 09/15/2025

    453,331  
     

 

 

 
        3,729,128  
     

 

 

 
            IT Services - 0.5%  
    1,575,000    

Conduent Finance, Inc. / Conduent Business Services LLC
10.50%, 12/15/2024(1)

    1,861,650  
     

 

 

 
            Lodging - 2.6%  
    1,285,000    

Boyd Gaming Corp.
6.38%, 04/01/2026

    1,345,356  
    2,590,000    

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

    2,648,275  
    1,810,000    

Jack Ohio Finance LLC / Jack Ohio Finance Corp.
6.75%, 11/15/2021(1)

    1,868,825  
    1,390,000    

Station Casinos LLC
5.00%, 10/01/2025(1)

    1,330,925  
    1,850,000    

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.
5.88%, 05/15/2025(1)

    1,773,688  
     

 

 

 
        8,967,069  
     

 

 

 
            Machinery - Construction & Mining - 0.8%  
    2,735,000    

BlueLine Rental Finance Corp. / BlueLine Rental LLC
9.25%, 03/15/2024(1)

    2,908,536  
     

 

 

 
            Machinery - Diversified - 0.7%  
    2,220,000    

Cloud Crane LLC
10.13%, 08/01/2024(1)

    2,414,250  
     

 

 

 
            Media - 8.6%  
    2,330,000    

Altice France S.A.
7.38%, 05/01/2026(1)

    2,257,187  
    1,140,000    

Altice Luxembourg S.A.
7.75%, 05/15/2022(1)

    1,088,700  
   

CCO Holdings LLC / CCO Holdings Capital Corp.

 
    105,000    

5.13%, 02/15/2023

    105,473  
    1,685,000    

5.13%, 05/01/2023(1)

    1,692,919  
    495,000    

5.75%, 09/01/2023

    501,188  
    190,000    

5.75%, 01/15/2024

    191,786  
    2,485,000    

5.75%, 02/15/2026(1)

    2,466,362  
    1,840,000    

Cequel Communications Holdings I LLC / Cequel Capital Corp.
5.13%, 12/15/2021(1)

    1,819,845  
    1,800,000    

CSC Holdings LLC
5.25%, 06/01/2024

    1,686,375  
   

DISH DBS Corp.

 
    365,000    

5.00%, 03/15/2023

    316,181  
    3,290,000    

6.75%, 06/01/2021

    3,273,550  
    667,000    

7.88%, 09/01/2019

    691,179  
   

Gray Television, Inc.

 
    1,520,000    

5.13%, 10/15/2024(1)

    1,449,700  
    400,000    

5.88%, 07/15/2026(1)

    385,000  
    1,595,000    

Liberty Interactive LLC
8.25%, 02/01/2030

    1,714,625  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 89.2% - (continued)  
            Media - 8.6% - (continued)  
  $       925,000    

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

  $ 948,125  
   

Sinclair Television Group, Inc.

 
    590,000    

5.13%, 02/15/2027(1)

    547,225  
    1,005,000    

5.88%, 03/15/2026(1)

    992,438  
   

TEGNA, Inc.

 
    1,760,000    

4.88%, 09/15/2021(1)

    1,782,000  
    667,000    

5.13%, 10/15/2019

    672,003  
    810,000    

6.38%, 10/15/2023

    836,325  
    1,845,000    

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

    1,868,062  
   

Viacom, Inc.

 

    355,000    

3 mo. USD LIBOR + 3.895%,
5.88%, 02/28/2057(6)

    358,550  
    118,000    

3 mo. USD LIBOR + 3.899%,
6.25%, 02/28/2057(6)

    119,652  
    990,000    

Videotron Ltd.
5.00%, 07/15/2022

    1,011,038  
    959,000    

WMG Acquisition Corp.
5.50%, 04/15/2026(1)

    963,795  
     

 

 

 
        29,739,283  
     

 

 

 
            Metal Fabricate/Hardware - 0.6%  
   

Novelis Corp.

 
    650,000    

5.88%, 09/30/2026(1)

    645,125  
    1,200,000    

6.25%, 08/15/2024(1)

    1,222,500  
    400,000    

TriMas Corp.
4.88%, 10/15/2025(1)

    385,000  
     

 

 

 
        2,252,625  
     

 

 

 
            Mining - 2.1%  
    1,740,000    

Constellium N.V.
5.88%, 02/15/2026(1)

    1,713,900  
   

First Quantum Minerals Ltd.

 
    885,000    

7.00%, 02/15/2021(1)

    886,974  
    200,000    

7.25%, 04/01/2023(1)

    199,460  
    650,000    

7.50%, 04/01/2025(1)

    642,720  
    1,290,000    

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

    1,328,700  
   

New Gold, Inc.

 
    95,000    

6.25%, 11/15/2022(1)

    96,900  
    990,000    

6.38%, 05/15/2025(1)

    1,008,562  
    230,000    

Northwest Acquisitions ULC / Dominion Finco, Inc.
7.13%, 11/01/2022(1)

    234,209  
    975,000    

Teck Resources Ltd.
8.50%, 06/01/2024(1)

    1,088,344  
     

 

 

 
        7,199,769  
     

 

 

 
            Miscellaneous Manufacturing - 0.6%  
    2,155,000    

Bombardier, Inc.
6.13%, 01/15/2023(1)

    2,168,469  
     

 

 

 
            Office/Business Equipment - 0.1%  
    405,000    

CDW LLC / CDW Finance Corp.
5.00%, 09/01/2023

    413,141  
     

 

 

 
            Oil & Gas - 8.5%  
    2,610,000    

Blue Racer Midstream LLC / Blue Racer Finance Corp.
6.13%, 11/15/2022(1)

    2,675,250  
    2,545,000    

California Resources Corp.
8.00%, 12/15/2022(1)

    2,188,700  
 

 

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

 

 

  80  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 89.2% - (continued)  
            Oil & Gas - 8.5% - (continued)  
   

Continental Resources, Inc.

 
  $       500,000    

3.80%, 06/01/2024

  $ 487,500  
    500,000    

4.38%, 01/15/2028(1)

    491,563  
    250,000    

4.50%, 04/15/2023

    253,125  
    1,770,000    

4.90%, 06/01/2044

    1,734,600  
    397,000    

5.00%, 09/15/2022

    403,451  
    1,795,000    

Denbury Resources, Inc.
9.00%, 05/15/2021(1)

    1,875,775  
    1,385,000    

Energen Corp.
4.63%, 09/01/2021

    1,371,150  
    795,000    

Ensco plc
5.75%, 10/01/2044

    552,525  
    945,000    

Jagged Peak Energy LLC
5.88%, 05/01/2026(1)(10)

    948,544  
    1,380,000    

Laredo Petroleum, Inc.
5.63%, 01/15/2022

    1,393,800  
   

MEG Energy Corp.

 
    390,000    

6.38%, 01/30/2023(1)

    351,975  
    1,210,000    

6.50%, 01/15/2025(1)

    1,210,242  
    1,065,000    

7.00%, 03/31/2024(1)

    955,837  
   

QEP Resources, Inc.

 
    2,135,000    

5.25%, 05/01/2023

    2,081,625  
    200,000    

5.38%, 10/01/2022

    200,000  
    180,000    

5.63%, 03/01/2026

    172,350  
    235,000    

6.80%, 03/01/2020

    245,575  
    930,000    

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

    688,200  
   

SM Energy Co.

 
    1,695,000    

5.00%, 01/15/2024

    1,614,487  
    240,000    

6.13%, 11/15/2022

    242,400  
    115,000    

6.50%, 11/15/2021

    116,725  
   

Transocean, Inc.

 
    385,000    

6.80%, 03/15/2038

    323,400  
    115,000    

7.50%, 04/15/2031

    106,375  
    470,000    

9.35%, 12/15/2041

    470,000  
    580,000    

Tullow Oil plc
6.25%, 04/15/2022(1)

    588,700  
    2,230,000    

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.
8.75%, 04/15/2023(1)

    2,096,200  
   

WPX Energy, Inc.

 
    595,000    

5.25%, 09/15/2024

    599,463  
    1,410,000    

6.00%, 01/15/2022

    1,469,925  
    1,250,000    

8.25%, 08/01/2023

    1,418,750  
     

 

 

 
        29,328,212  
     

 

 

 
            Oil & Gas Services - 0.3%  
   

Weatherford International Ltd.

 
    335,000    

5.95%, 04/15/2042

    242,875  
    880,000    

6.50%, 08/01/2036

    668,800  
    335,000    

7.00%, 03/15/2038

    262,975  
     

 

 

 
        1,174,650  
     

 

 

 
            Packaging & Containers - 5.6%  
    1,840,000    

ARD Finance S.A. (cash)
7.13%, 09/15/2023(4)

    1,881,400  
    620,000    

ARD Securities Finance SARL
8.75%, 01/31/2023(1)(4)

    652,550  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 89.2% - (continued)  
            Packaging & Containers - 5.6% - (continued)  
   

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

 
  $       1,395,000    

6.00%, 06/30/2021(1)

  $ 1,419,426  
    370,000    

6.00%, 02/15/2025(1)

    374,163  
    1,581,000    

7.25%, 05/15/2024(1)

    1,667,955  
    1,865,000    

Berry Global, Inc.
6.00%, 10/15/2022

    1,941,931  
    1,200,000    

Crown Americas LLC / Crown Americas Capital Corp.
4.75%, 02/01/2026(1)

    1,158,000  
    2,170,000    

Flex Acquisition Co., Inc.
6.88%, 01/15/2025(1)

    2,180,850  
    1,680,000    

Multi-Color Corp.
4.88%, 11/01/2025(1)

    1,566,600  
    2,985,000    

Owens-Brockway Glass Container, Inc.
5.88%, 08/15/2023(1)

    3,052,162  
    530,000    

Plastipak Holdings, Inc.
6.25%, 10/15/2025(1)

    514,100  
   

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

 
    2,050,000    

5.13%, 07/15/2023(1)

    2,062,813  
    815,000    

7.00%, 07/15/2024(1)

    848,619  
     

 

 

 
        19,320,569  
     

 

 

 
            Pharmaceuticals - 4.1%  
    335,000    

Catalent Pharma Solutions, Inc.
4.88%, 01/15/2026(1)

    326,206  
    2,095,000    

Endo Dac / Endo Finance LLC / Endo Finco, Inc.
6.00%, 07/15/2023(1)

    1,524,113  
    2,985,000    

6.00%, 02/01/2025(1)

    2,096,962  
    1,065,000    

Teva Pharmaceutical Finance IV LLC
2.25%, 03/18/2020

    1,017,143  
   

Valeant Pharmaceuticals International, Inc.

 
    1,155,000    

5.50%, 03/01/2023(1)

    1,042,388  
    7,395,000    

5.88%, 05/15/2023(1)

    6,794,156  
    1,000,000    

6.13%, 04/15/2025(1)

    901,970  
    355,000    

7.00%, 03/15/2024(1)

    374,525  
     

 

 

 
        14,077,463  
     

 

 

 
            Pipelines - 0.8%  
   

Energy Transfer Equity L.P.

 
    670,000    

5.50%, 06/01/2027

    670,000  
    1,907,000    

7.50%, 10/15/2020

    2,042,874  
     

 

 

 
        2,712,874  
     

 

 

 
            REITS - 0.3%  
    1,095,000    

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

    1,133,325  
     

 

 

 
            Retail - 3.5%  
   

1011778 BC ULC / New Red Finance, Inc.

 
    805,000    

4.25%, 05/15/2024(1)

    765,756  
    3,570,000    

5.00%, 10/15/2025(1)

    3,435,018  
    1,055,000    

Beacon Roofing Supply, Inc.
4.88%, 11/01/2025(1)

    996,975  
    1,148,000    

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

    895,440  
    1,305,000    

Party City Holdings, Inc.
6.13%, 08/15/2023(1)

    1,321,313  
    1,400,000    

Staples, Inc.
8.50%, 09/15/2025(1)

    1,309,000  
 

 

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

 

 

  81  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 89.2% - (continued)  
            Retail - 3.5% - (continued)  
  $       3,400,000    

United Rentals North America, Inc.
4.88%, 01/15/2028

  $ 3,221,500  
     

 

 

 
        11,945,002  
     

 

 

 
            Semiconductors - 1.3%  
    570,000    

Entegris, Inc.
4.63%, 02/10/2026(1)

    550,050  
    2,005,000    

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

    2,085,200  
   

Sensata Technologies B.V.

 
    1,005,000    

5.00%, 10/01/2025(1)

    1,002,487  
    770,000    

5.63%, 11/01/2024(1)

    798,875  
     

 

 

 
        4,436,612  
     

 

 

 
            Software - 3.5%  
    1,135,000    

Camelot Finance S.A.
7.88%, 10/15/2024(1)

    1,183,237  
    1,150,000    

Change Healthcare Holdings LLC / Change Healthcare Finance, Inc.
5.75%, 03/01/2025(1)

    1,124,125  
   

First Data Corp.

 
    610,000    

5.38%, 08/15/2023(1)

    622,078  
    2,110,000    

5.75%, 01/15/2024(1)

    2,136,375  
    2,305,000    

7.00%, 12/01/2023(1)

    2,411,906  
    544,000    

Infor Software Parent LLC (cash)
7.13%, 05/01/2021(1)(4)

    548,080  
    2,925,000    

Infor U.S., Inc.
6.50%, 05/15/2022

    2,968,875  
    1,175,000    

Workday, Inc.
0.25%, 10/01/2022(1)

    1,267,825  
     

 

 

 
        12,262,501  
     

 

 

 
            Telecommunications - 4.4%  
   

Altice Financing S.A.

 
    1,570,000    

6.63%, 02/15/2023(1)

    1,570,000  
    1,870,000    

7.50%, 05/15/2026(1)

    1,841,950  
    1,355,000    

CenturyLink, Inc.
5.63%, 04/01/2025

    1,246,600  
    1,435,000    

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

    1,463,700  
   

Sprint Corp.

 
    1,084,000    

7.13%, 06/15/2024

    1,123,295  
    2,660,000    

7.25%, 09/15/2021

    2,822,925  
    110,000    

7.63%, 02/15/2025

    115,775  
    4,766,000    

7.88%, 09/15/2023

    5,111,535  
     

 

 

 
        15,295,780  
     

 

 

 
            Textiles - 0.4%  
    1,450,000    

Eagle Intermediate Global Holding B.V./Ruyi US Finance LLC
7.50%, 05/01/2025(1)(10)

    1,486,250  
     

 

 

 
   

Total Corporate Bonds
(cost $308,001,333)

  $ 308,464,862  
     

 

 

 
     
SENIOR FLOATING RATE INTERESTS - 3.4%(11)  
            Diversified Financial Services - 0.3%  
  $       1,030,000    

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 02/28/2025

  $ 1,028,393  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 3.4%(11) - (continued)  
            Food - 0.1%  
  $       300,000    

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 03/31/2025

  $ 301,500  
     

 

 

 
            Healthcare - Products - 0.4%  
    1,296,250    

INC Research LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/01/2024

    1,300,411  
     

 

 

 
            Household Products - 0.1%  
    548,625    

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%,
4.99%, 09/06/2024

    547,599  
     

 

 

 
            Insurance - 0.3%      
    215,000    

Genworth Financial, Inc.
1 mo. USD LIBOR + 4.500%, 6.40%, 02/22/2023

    218,494  
    955,000    

Hub International Ltd.
0.00%, 04/25/2025(12)

    960,568  
     

 

 

 
        1,179,062  
     

 

 

 
            Leisure Time - 0.7%      
    2,269,313    

Golden Entertainment, Inc.
1 mo. USD LIBOR + 3.000%, 4.91%, 10/20/2024

    2,286,332  
     

 

 

 
            Machinery - Diversified - 0.2%      
    703,753    

Gardner Denver, Inc.
3 mo. USD LIBOR + 2.750%, 5.05%, 07/30/2024

    707,540  
     

 

 

 
            Media - 1.0%      
    1,710,000    

PSAV Holdings LLC
3 mo. USD LIBOR + 3.250%, 5.20%, 03/01/2025

    1,711,607  
    1,639,953    

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%, 4.66%, 08/17/2024(12)

    1,654,303  
     

 

 

 
        3,365,910  
     

 

 

 
            Software - 0.3%      
    307,693    

SS&C Technologies Holdings Europe S.a.r.l.
0.00%, 04/16/2025(12)

    309,616  
    831,626    

SS&C Technologies, Inc.
0.00%, 04/16/2025(12)

    836,824  
     

 

 

 
        1,146,440  
     

 

 

 
   

Total Senior Floating Rate Interests
(cost $11,791,528)

  $ 11,863,187  
     

 

 

 
     
CONVERTIBLE BONDS - 1.9%      
            Commercial Services - 0.2%      
  $       800,000    

Cardtronics, Inc.
1.00%, 12/01/2020

  $ 750,000  
     

 

 

 
            Media - 0.5%      
    1,284,000    

DISH Network Corp.
3.38%, 08/15/2026

    1,165,257  
    470,000    

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

    488,129  
     

 

 

 
        1,653,386  
     

 

 

 
 

 

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

 

 

  82  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CONVERTIBLE BONDS - 1.9% - (continued)      
            Oil & Gas - 0.0%      
  $       1,645,000    

Cobalt International Energy, Inc.
2.63%, 12/01/2019(2)

  $ 2,138  
     

 

 

 
            Semiconductors - 0.4%      
   

Microchip Technology, Inc.

 
    656,000    

1.63%, 02/15/2027

    738,197  
    684,000    

2.25%, 02/15/2037

    764,919  
     

 

 

 
        1,503,116  
     

 

 

 
            Software - 0.8%      
    967,000    

ServiceNow, Inc.
0.00%, 06/01/2022(1)(13)

    1,295,007  
    1,258,000    

Western Digital Corp.
1.50%, 02/01/2024(1)

    1,312,709  
     

 

 

 
        2,607,716  
     

 

 

 
   

Total Convertible Bonds
(cost $8,158,786)

  $ 6,516,356  
     

 

 

 
     
COMMON STOCKS - 0.9%      
            Consumer Services - 0.3%      
    69,500    

Caesars Entertainment Corp.*

  $ 788,825  
     

 

 

 
            Energy - 0.4%      
    104,555,002    

KCA Deutag(1)(3)(8)(9)

    622,416  
    22,600    

Peabody Energy Corp.

    832,810  
     

 

 

 
        1,455,226  
     

 

 

 
            Materials - 0.2%  
    68,000    

Constellium N.V. Class A*

    771,800  
     

 

 

 
   

Total Common Stocks
(cost $4,138,446)

  $ 3,105,851  
     

 

 

 
     
ESCROWS - 0.0%  
            Electric - 0.0%  
    1,460,000    

Texas Competitive Electric Holdings Co. LLC
11.50%, 10/01/2020(2)(3)(8)(9)

     
     

 

 

 
            Energy-Alternate Sources - 0.0%  
    3,200,000    

TCEH Corp.*(3)(8)(9)

    3  
    78,358    

Vistra Energy Corp.

    49,992  
     

 

 

 
   

Total Escrows
(cost $—)

  $ 49,995  
     

 

 

 
     
PREFERRED STOCKS - 0.2%      
            Diversified Financials - 0.2%      
    19,075    

GMAC Capital Trust Series 2
3 mo. USD LIBOR + 5.785%,
7.62%(6)

  $ 507,204  
     

 

 

 
   

Total Preferred Stocks
(cost $499,841)

  $ 507,204  
     

 

 

 
   

Total Long-Term Investments
(cost $333,505,854)

  $ 330,417,455  
     

 

 

 
     
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 4.4%  
            Other Investment Pools & Funds - 4.4%      
    15,201,981    

Fidelity Institutional Government Fund, Institutional Class,
1.59%(14)

  $ 15,201,981  
   

 

 

 
   

Total Short-Term Investments
(cost $15,201,981)

  $ 15,201,981  
     

 

 

 
   

Total Investments
(cost $348,707,835)

    100.0    $ 345,619,436  
   

Other Assets and Liabilities

    0.0      41,389  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 345,660,825  
     

 

 

    

 

 

 
 

 

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

 

 

  83  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

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

 

* 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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $165,496,450, which represented 47.9% 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)  Investment valued using significant unobservable inputs.

 

(4)  Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

 

(5)  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(6)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2018.

 

(7)  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $8,779,105, which represented 2.5% of total net assets.

 

(8)  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, the aggregate fair value of these securities was $622,419, 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.

 

(9)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited. At April 30, 2018, the aggregate value of these securities was $622,419, which represented 0.2% of total net assets.

 

(10)  This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $2,412,300 at April 30, 2018.

 

(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 rate in effect as of April 30, 2018.

 

(12)  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(13)  Security is a zero-coupon bond.

 

(14)  Current yield as of period end.

 

Foreign Currency Contracts Outstanding at April 30, 2018

Amount and Description of
Currency to be Purchased

 

Amount and Description of
Currency to be Sold

 

Counterparty

 

Settlement
Date

 

Appreciation

 

Depreciation

6,128,498

   USD   5,011,000   EUR   BCLY   05/31/18   $    63,386   $    —
            

 

 

 

 

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

 

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

 

 

  84  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

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

BCLY

   Barclays
Currency Abbreviations:

EUR

   Euro

USD

   United States Dollar
Other Abbreviations:

LIBOR

   London Interbank Offered Rate
 

 

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

 

 

  85  

 


The Hartford High Yield Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Asset & Commercial Mortgage Backed Securities

   $      $      $      $  

Corporate Bonds

     308,464,862               308,464,862         

Senior Floating Rate Interests

     11,863,187               11,863,187         

Convertible Bonds

     6,516,356               6,516,356         

Common Stocks

 

Consumer Services

     788,825        788,825                

Energy

     1,455,226        832,810               622,416  

Materials

     771,800        771,800                

Escrows

     49,995               49,992        3  

Preferred Stocks

     507,204        507,204                

Short-Term Investments

     15,201,981        15,201,981                

Foreign Currency Contracts(2)

     63,386               63,386         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     345,682,822      $     18,102,620      $     326,957,783      $     622,419  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six-month period ended April 30, 2018 is not presented.

 

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

 

 

  86  

 


The Hartford Inflation Plus Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 2.5%  
      Asset-Backed - Finance & Insurance - 0.2%  
  $       1,360,000    

HSI Asset Securitization Corp. Trust
1 mo. USD LIBOR + 0.270%, 2.17%, 02/25/2036(1)

  $ 1,349,987  
     

 

 

 
      Asset-Backed - Home Equity - 0.2%  
    739,074    

GSAA Home Equity Trust
5.99%, 06/25/2036(2)

    365,010  
    727,859    

Renaissance Home Equity Loan Trust
6.12%, 11/25/2036(3)

    452,632  
     

 

 

 
    817,642  
     

 

 

 
      Whole Loan Collateral CMO - 2.1%  
    678,624    

Adjustable Rate Mortgage Trust
1 mo. USD LIBOR + 0.540%, 2.44%, 11/25/2035(1)

    673,571  
    1,070,594    

Banc of America Funding Trust
6.05%, 10/25/2036(3)

    977,786  
    356,582    

Bear Stearns Adjustable Rate Mortgage Trust
1 year USD CMT + 2.300%, 3.52%, 10/25/2035(1)

    364,092  
    604,774    

Chase Mortgage Finance Trust
3.48%, 12/25/2035(2)

    593,638  
    495,009    

Deutsche Alt-A Securities Mortgage Loan Trust
1 mo. USD LIBOR + 0.150%, 2.05%, 12/25/2036(1)

    455,902  
 

Fannie Mae Connecticut Avenue Securities

 

    326,487    

1 mo. USD LIBOR + 4.900%, 6.80%, 11/25/2024(1)

    374,173  
    183,261    

1 mo. USD LIBOR + 5.700%, 7.60%, 04/25/2028(1)

    213,269  
    138,000    

1 mo. USD LIBOR + 6.000%, 7.90%, 09/25/2028(1)

    165,174  
    226,801    

GreenPoint Mortgage Funding Trust
12 mo. USD MTA + 1.400%, 2.78%, 10/25/2045(1)

    193,574  
    572,582    

GSR Mortgage Loan Trust
3.66%, 10/25/2035(2)

    490,843  
    584,076    

HarborView Mortgage Loan Trust
1 mo. USD LIBOR + 0.190%, 2.09%, 01/19/2038(1)

    572,459  
    2,533,301    

IndyMac Index Mortgage Loan Trust
1 mo. USD LIBOR + 0.290%, 2.19%, 01/25/2036(1)

    2,103,900  
    921,269    

JP Morgan Mortgage Trust
3.62%, 01/25/2037(2)

    930,401  
 

MASTR Adjustable Rate Mortgages Trust

 

    1,156,915    

1 mo. USD LIBOR + 0.240%, 2.14%, 05/25/2037(1)

    726,209  
    12,412    

3.47%, 11/21/2034(2)

    12,734  
 

Residential Funding Mortgage Securities, Inc.

 

    223,906    

4.12%, 02/25/2036(2)

    204,347  
    416,689    

6.00%, 07/25/2037

    395,442  
    602,123    

Structured Adjustable Rate Mortgage Loan Trust
3.72%, 06/25/2035(2)

    551,471  
    644,176    

WaMu Mortgage Pass-Through Certificates Trust
1 mo. USD LIBOR + 0.420%, 2.32%, 06/25/2044(1)

    626,213  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 2.5% - (continued)  
      Whole Loan Collateral CMO - 2.1% - (continued)  
  $       813,459    

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
12 mo. MTA + 0.830%, 2.21%, 11/25/2046(1)

  $ 695,263  
     

 

 

 
    11,320,461  
     

 

 

 
 

Total Asset & Commercial Mortgage Backed Securities
(cost $12,685,839)

  $ 13,488,090  
     

 

 

 
     
FOREIGN GOVERNMENT OBLIGATIONS - 2.7%  
      Argentina - 0.2%  
  ARS       18,856,000    

Argentina POM Politica Monetaria
28.88%, 06/21/2020(2)

  $ 957,119  
     

 

 

 
      Brazil - 1.3%  
 

Brazil Notas do Tesouro Nacional

 

  BRL       11,649,914    

6.00%, 05/15/2019(4)

    3,456,760  
    12,125,859    

6.00%, 08/15/2022(4)

    3,708,802  
     

 

 

 
    7,165,562  
     

 

 

 
      Colombia - 0.3%  
  COP       5,069,646,549    

Colombian TES
4.75%, 02/23/2023(4)

    1,970,516  
     

 

 

 
      Russia - 0.6%  
  RUB       224,476,168    

Russian Federal Inflation Linked Bond
2.50%, 08/16/2023(4)

    3,544,886  
     

 

 

 
      South Africa - 0.3%  
  ZAR       20,597,955    

South Africa Government Bond - CPI Linked
1.88%, 02/28/2033(4)

    1,478,327  
     

 

 

 
 

Total Foreign Government Obligations
(cost $15,208,565)

  $ 15,116,410  
     

 

 

 
     
SENIOR FLOATING RATE INTERESTS - 5.0%(5)  
      Aerospace/Defense - 0.1%  
  $       189,525    

Circor International, Inc.
1 mo. USD LIBOR + 3.500%, 5.39%, 12/11/2024

  $ 190,118  
    595,337    

TransDigm, Inc.
1 mo. USD LIBOR + 2.750%, 4.79%, 06/09/2023

    597,706  
     

 

 

 
    787,824  
     

 

 

 
      Airlines - 0.1%  
    323,400    

American Airlines, Inc.
1 mo. USD LIBOR + 2.000%, 3.90%, 04/28/2023

    323,516  
     

 

 

 
      Auto Manufacturers - 0.0%  
    104,738    

Navistar International Corp.
1 mo. USD LIBOR + 3.500%, 5.40%, 11/06/2024

    105,327  
     

 

 

 
      Biotechnology - 0.0%  
    99,497    

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%, 4.90%, 05/15/2022

    99,995  
     

 

 

 
 

 

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

 

 

  87  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 5.0%(5) - (continued)  
      Chemicals - 0.2%  
  $       115,000    

Axalta Coating Systems U.S. Holdings, Inc.
3 mo. USD LIBOR + 1.750%, 4.05%, 06/01/2024

  $ 115,405  
    310,750    

Minerals Technologies, Inc.
1 mo. USD LIBOR + 2.250%, 4.27%, 02/14/2024

    312,888  
    181,781    

Nexeo Solutions LLC
3 mo. USD LIBOR + 3.250%, 5.47%, 06/09/2023

    183,372  
    28,912    

Tronox Blocked Borrower LLC
3 mo. USD LIBOR + 3.000%, 5.30%, 09/22/2024

    29,206  
    66,720    

Tronox Finance LLC
3 mo. USD LIBOR + 3.000%, 5.30%, 09/22/2024

    67,398  
    103,155    

Univar, Inc.
1 mo. USD LIBOR + 2.500%, 4.40%, 07/01/2024

    104,009  
    140,000    

WR Grace & Co.
0.00%, 04/03/2025(6)

    140,788  
     

 

 

 
    953,066  
     

 

 

 
      Commercial Services - 0.3%  
    148,875    

Clean Harbors, Inc.
1 mo. USD LIBOR + 1.750%, 3.65%, 06/27/2024

    149,433  
    195,500    

Hertz Corp.
3 mo. USD LIBOR + 2.750%, 4.65%, 06/30/2023

    196,071  
    115,734    

KAR Auction Services, Inc.
3 mo. USD LIBOR + 2.500%, 4.81%, 03/09/2023

    116,168  
    105,316    

ON Assignment, Inc.
0.00%, 02/21/2025(6)

    105,764  
    139,423    

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.65%, 11/15/2023

    139,946  
    221,062    

Russell Investments US Inst’l Holdco, Inc.
3 mo. USD LIBOR + 3.250%, 5.55%, 06/01/2023

    222,168  
    188,100    

Team Health Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.65%, 02/06/2024

    181,987  
    287,825    

Tempo Acquisition LLC
1 mo. USD LIBOR + 3.000%, 4.90%, 05/01/2024

    289,385  
    171,907    

Trans Union LLC
1 mo. USD LIBOR + 2.000%, 3.90%, 04/10/2023

    172,199  
    148,125    

Xerox Business Services LLC
1 mo. USD LIBOR + 3.000%, 4.90%, 12/07/2023

    148,865  
     

 

 

 
    1,721,986  
     

 

 

 
      Diversified Financial Services - 0.2%  
    198,000    

AlixPartners LLP
3 mo. USD LIBOR + 2.750%, 5.05%, 04/04/2024

    198,836  
    130,000    

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%, 4.40%, 02/28/2025

    129,797  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 5.0%(5) - (continued)  
      Diversified Financial Services - 0.2% - (continued)  
  $       500,000    

Delos Finance S.a.r.l.
3 mo. USD LIBOR + 1.750%, 4.05%, 10/06/2023

  $ 502,945  
    154,756    

FinCo I LLC
1 mo. USD LIBOR + 2.750%, 4.65%, 12/27/2022

    156,304  
  EUR       97,014    

Nets Holding A/S
EURIBOR + 3.250%, 3.25%, 02/06/2025

    117,086  
  $       151,960    

RPI Finance Trust
3 mo. USD LIBOR + 2.000%, 4.30%, 03/27/2023

    152,612  
     

 

 

 
    1,257,580  
     

 

 

 
      Electric - 0.0%  
    120,210    

Helix Gen Funding LLC
1 mo. USD LIBOR + 3.750%, 5.65%, 06/02/2024

    121,153  
     

 

 

 
      Energy - Alternate Sources - 0.1%  
    118,800    

AES Corp.
3 mo. USD LIBOR + 1.750%, 3.69%, 05/31/2022

    118,923  
    185,000    

BCP Renaissance Parent LLC
3 mo. USD LIBOR + 4.000%, 6.36%, 10/31/2024

    185,781  
    142,965    

MEG Energy Corp.
3 mo. USD LIBOR + 3.500%, 5.81%, 12/31/2023

    143,536  
    170,111    

TEX Operations Co. LLC
1 mo. USD LIBOR + 2.500%, 4.40%, 08/04/2023

    171,227  
     

 

 

 
    619,467  
     

 

 

 
      Engineering & Construction - 0.1%  
    223,313    

Brand Energy & Infrastructure Services, Inc.
3 mo. USD LIBOR + 4.250%, 6.61%, 06/21/2024

    225,352  
    96,150    

Pike Corp.
1 mo. USD LIBOR + 3.500%, 5.41%, 03/23/2025

    97,311  
     

 

 

 
    322,663  
     

 

 

 
      Entertainment - 0.0%  
    113,284    

Camelot UK Holdco Ltd.
1 mo. USD LIBOR + 3.250%, 5.15%, 10/03/2023

    114,012  
     

 

 

 
      Environmental Control - 0.0%  
    130,500    

Advanced Disposal Services, Inc.
1 Week USD LIBOR + 2.250%, 4.00%, 11/10/2023

    131,261  
     

 

 

 
      Food - 0.1%  
    217,052    

JBS USA LLC
3 mo. USD LIBOR + 2.500%, 4.68%, 10/30/2022

    216,735  
    297,750    

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%, 3.90%, 05/24/2024

    299,027  
     

 

 

 
    515,762  
     

 

 

 
 

 

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

 

 

  88  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 5.0%(5) - (continued)  
      Food Service - 0.0%  
  $       99,750    

Aramark Services, Inc.
1 mo. USD LIBOR + 2.000%, 3.90%, 03/11/2025

  $ 100,373  
     

 

 

 
      Healthcare - Products - 0.1%  
    142,969    

INC Research LLC
1 mo. USD LIBOR + 2.250%, 4.15%, 08/01/2024

    143,428  
    99,250    

Kinetic Concepts, Inc.
3 mo. USD LIBOR + 3.250%, 5.55%, 02/02/2024

    99,846  
    103,425    

Revlon Consumer Products Corp.
1 mo. USD LIBOR + 3.500%, 5.40%, 09/07/2023

    79,551  
     

 

 

 
    322,825  
     

 

 

 
      Healthcare - Services - 0.1%  
 

Community Health Systems, Inc.

 
    70,478    

3 mo. USD LIBOR + 3.000%, 4.98%, 12/31/2019

    69,311  
    122,769    

3 mo. USD LIBOR + 3.250%, 5.23%, 01/27/2021

    118,983  
    138,327    

Envision Healthcare Corp.
1 mo. USD LIBOR + 3.000%, 4.91%, 12/01/2023

    138,777  
    298,732    

MPH Acquisition Holdings LLC
3 mo. USD LIBOR + 2.750%, 5.05%, 06/07/2023

    300,184  
     

 

 

 
    627,255  
     

 

 

 
      Insurance - 0.2%  
    681,942    

Asurion LLC
1 mo. USD LIBOR + 2.750%, 4.65%, 11/03/2023

    686,633  
    215,000    

Hub International Ltd.
0.00%, 04/25/2025(6)

    216,254  
    248,750    

USI, Inc.
3 mo. USD LIBOR + 3.000%, 5.30%, 05/16/2024

    249,578  
     

 

 

 
    1,152,465  
     

 

 

 
      Leisure Time - 0.2%  
 

Aristocrat Leisure Ltd.

 

    200,000    

3 mo. USD LIBOR + 2.000%, 4.36%, 10/20/2021

    201,094  
    149,625    

3 mo. USD LIBOR + 2.000%, 4.36%, 10/19/2024

    150,373  
    444,048    

Caesars Resort Collection LLC
1 mo. USD LIBOR + 2.750%, 4.65%, 12/22/2024

    447,565  
    145,162    

Eldorado Resorts LLC
2 mo. USD LIBOR + 2.250%, 4.18%, 04/17/2024

    146,069  
    254,363    

Golden Entertainment, Inc.
1 mo. USD LIBOR + 3.000%, 4.91%, 10/20/2024

    256,270  
    114,713    

NCL Corp. Ltd.
1 mo. USD LIBOR + 1.750%, 3.64%, 10/10/2021

    115,095  
     

 

 

 
    1,316,466  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 5.0%(5) - (continued)  
      Lodging - 0.1%  
  $       174,148    

Boyd Gaming Corp.
1 Week USD LIBOR + 2.500%, 4.24%, 09/15/2023

  $ 175,000  
    274,313    

Caesars Entertainment Operating Co.
1 mo. USD LIBOR + 2.000%, 3.90%, 10/06/2024

    274,792  
    168,725    

Station Casinos LLC
1 mo. USD LIBOR + 2.500%, 4.41%, 06/08/2023

    169,235  
    145,000    

Wyndham Hotels & Resorts, Inc.
0.00%, 03/28/2025(6)

    146,070  
     

 

 

 
    765,097  
     

 

 

 
      Media - 0.6%  
    119,400    

Altice Financing S.A.
3 mo. USD LIBOR + 2.750%, 5.10%, 01/31/2026

    117,708  
    294,761    

Charter Communications Operating LLC
1 mo. USD LIBOR + 2.000%, 3.91%, 04/30/2025

    295,920  
    298,856    

CSC Holdings LLC
1 mo. USD LIBOR + 2.250%, 4.15%, 07/17/2025

    297,810  
    100,000    

Lamar Media Corp.
1 mo. USD LIBOR + 1.750%, 3.69%, 03/14/2025

    100,500  
    100,000    

Meredith Corp.
1 mo. USD LIBOR + 3.000%, 4.90%, 01/31/2025

    100,613  
    325,887    

Numericable Group S.A.
3 mo. USD LIBOR + 3.000%, 5.35%, 01/31/2026

    320,745  
    100,000    

PSAV Holdings LLC
3 mo. USD LIBOR + 3.250%, 5.20%, 03/01/2025

    100,094  
    100,000    

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%, 4.66%, 08/17/2024

    100,875  
    330,000    

Sinclair Television Group, Inc.
0.00%, 12/12/2024(6)

    331,376  
    145,000    

Unitymedia Finance LLC
1 mo. USD LIBOR + 2.250%, 4.15%, 01/15/2026

    144,703  
    260,000    

UPC Financing Partnership
1 mo. USD LIBOR + 2.500%, 4.40%, 01/15/2026

    260,541  
    270,000    

Vantiv LLC
1 mo. USD LIBOR + 2.000%, 3.90%, 08/09/2024

    271,644  
    670,000    

Virgin Media Bristol LLC
1 mo. USD LIBOR + 2.500%, 4.40%, 01/15/2026

    672,861  
     

 

 

 
    3,115,390  
     

 

 

 
      Miscellaneous Manufacturing - 0.1%  
  EUR       105,000    

CTC AcquiCo GmbH
0.00%, 03/07/2025(6)

    126,669  
  $       179,100    

H.B. Fuller Co.
1 mo. USD LIBOR + 2.000%, 3.90%, 10/20/2024

    179,580  
     

 

 

 
    306,249  
     

 

 

 
 

 

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

 

 

  89  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 5.0%(5) - (continued)  
      Oil & Gas - 0.2%  
  $       100,000    

California Resources Corp.
1 mo. USD LIBOR + 4.750%, 6.65%, 12/31/2022

  $ 102,031  
    110,000    

Chesapeake Energy Corp.
3 mo. USD LIBOR + 7.500%, 9.44%, 08/23/2021

    116,325  
    775,260    

Energy Transfer Equity L.P.
1 mo. USD LIBOR + 2.000%, 3.90%, 02/02/2024

    775,702  
    178,990    

Peabody Energy Corp.
1 mo. USD LIBOR + 2.750%, 4.65%, 03/31/2025

    179,291  
     

 

 

 
    1,173,349  
     

 

 

 
      Packaging & Containers - 0.3%  
    294,169    

Berry Global, Inc.
1 mo. USD LIBOR + 2.000%, 3.90%, 02/08/2020

    295,764  
    100,000    

Crown Americas LLC
3 mo. USD LIBOR + 2.000%, 4.31%, 01/29/2025

    100,813  
    163,350    

Flex Acquisition Co., Inc.
3 mo. USD LIBOR + 3.000%, 5.31%, 12/29/2023

    164,141  
    99,500    

Plastipak Holdings, Inc.
PRIME + 1.750%,
6.50%, 10/14/2024

    99,842  
    956,516    

Reynolds Group Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.65%, 02/05/2023

    962,494  
     

 

 

 
    1,623,054  
     

 

 

 
      Pharmaceuticals - 0.2%  
    367,225    

Endo Luxembourg Finance Co. I S.a r.l.
1 mo. USD LIBOR + 4.250%, 6.19%, 04/29/2024

    364,930  
    590,682    

Quintiles IMS, Inc.
3 mo. USD LIBOR + 2.000%, 4.30%, 03/07/2024

    594,078  
     

 

 

 
    959,008  
     

 

 

 
      Real Estate - 0.1%  
    353,524    

DTZ U.S. Borrower LLC
3 mo. USD LIBOR + 3.250%, 5.36%, 11/04/2021

    354,016  
    182,234    

KFC Holding Co.
1 mo. USD LIBOR + 1.750%, 3.64%, 04/03/2025

    183,317  
    219,545    

VICI Properties LLC
1 mo. USD LIBOR + 2.000%, 3.90%, 12/20/2024

    220,307  
     

 

 

 
    757,640  
     

 

 

 
      Real Estate Investment Trusts - 0.1%  
    100,000    

Iron Mountain, Inc.
3 mo. USD LIBOR + 1.750%, 3.65%, 01/02/2026

    99,563  
    259,700    

MGM Growth Properties Operating Partnership L.P.
1 mo. USD LIBOR + 2.000%, 3.90%, 04/25/2023

    261,040  
     

 

 

 
    360,603  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 5.0%(5) - (continued)  
      Retail - 0.4%  
  $       261,045    

Albertsons LLC
3 mo. USD LIBOR + 3.000%, 5.29%, 12/21/2022

  $ 258,925  
    495,000    

American Builders & Contractors Supply Co., Inc.
1 mo. USD LIBOR + 2.000%, 3.90%, 10/31/2023

    495,619  
    85,352    

B&G Foods, Inc.
1 mo. USD LIBOR + 2.000%, 3.90%, 11/02/2022

    85,765  
    123,490    

B.C. Unlimited Liability Co.
1 mo. USD LIBOR + 2.250%, 4.15%, 02/16/2024

    123,799  
    199,000    

Bass Pro Group LLC
1 mo. USD LIBOR + 5.000%, 6.90%, 09/25/2024

    200,244  
    530,497    

Coty, Inc.
1 mo. USD LIBOR + 2.250%, 4.13%, 04/05/2025

    529,834  
    127,086    

Harbor Freight Tools USA, Inc.
1 mo. USD LIBOR + 2.500%, 4.40%, 08/18/2023

    127,616  
    315,241    

Michaels Stores, Inc.
1 mo. USD LIBOR + 2.750%, 4.65%, 01/30/2023

    316,965  
    129,675    

Staples, Inc.
3 mo. USD LIBOR + 4.000%, 5.79%, 09/12/2024

    128,192  
     

 

 

 
    2,266,959  
     

 

 

 
      Semiconductors - 0.1%  
    147,529    

MaxLinear, Inc.
1 mo. USD LIBOR + 2.500%, 4.40%, 05/12/2024

    148,083  
    108,563    

ON Semiconductor Corp.
1 mo. USD LIBOR + 2.000%, 3.90%, 03/31/2023

    109,187  
     

 

 

 
    257,270  
     

 

 

 
      Software - 0.7%  
    164,175    

Almonde, Inc.
3 mo. USD LIBOR + 3.500%, 5.48%, 06/13/2024

    164,008  
    247,500    

Change Healthcare Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.65%, 03/01/2024

    248,428  
    203,340    

Dell, Inc.
1 mo. USD LIBOR + 2.000%, 3.91%, 09/07/2023

    203,912  
 

First Data Corp.

 

    893,287    

1 mo. USD LIBOR + 2.250%, 4.15%, 07/08/2022

    896,413  
    412,475    

1 mo. USD LIBOR + 2.250%, 4.15%, 04/26/2024

    413,873  
    259,353    

Global Payments Inc.
1 mo. USD LIBOR + 1.750%, 3.65%, 04/21/2023

    261,067  
    228,028    

Go Daddy Operating Co. LLC
1 mo. USD LIBOR + 2.250%, 4.15%, 02/15/2024

    229,027  
 

 

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

 

 

  90  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 5.0%(5) - (continued)  
      Software - 0.7% - (continued)  
  $       561,146    

Infor U.S., Inc.
1 mo. USD LIBOR + 2.750%, 4.65%, 02/01/2022

  $ 563,368  
    18,655    

MA FinanceCo LLC
1 mo. USD LIBOR + 2.750%, 4.65%, 06/21/2024

    18,590  
    125,982    

Seattle Spinco, Inc.
1 mo. USD LIBOR + 2.750%, 4.65%, 06/21/2024

    125,541  
    208,425    

Verint Systems Inc.
1 mo. USD LIBOR + 2.000%, 3.89%, 06/28/2024

    209,338  
    486,338    

WEX, Inc.
1 mo. USD LIBOR + 2.250%, 4.15%, 06/30/2023

    489,241  
     

 

 

 
    3,822,806  
     

 

 

 
      Telecommunications - 0.3%  
    375,000    

Level 3 Financing, Inc.
1 mo. USD LIBOR + 2.250%, 4.15%, 02/22/2024

    376,564  
    435,600    

Sprint Communications, Inc.
1 mo. USD LIBOR + 2.500%, 4.44%, 02/02/2024

    436,689  
    135,000    

Telenet Financing USD LLC
1 mo. USD LIBOR + 2.500%, 4.40%, 03/01/2026

    135,558  
    225,000    

Unitymedia Finance LLC
1 mo. USD LIBOR + 2.250%, 4.15%, 09/30/2025

    224,606  
    375,960    

Univision Communications, Inc.
1 mo. USD LIBOR + 2.750%, 4.65%, 03/15/2024

    370,523  
    100,095    

Zayo Group LLC
1 mo. USD LIBOR + 2.250%, 4.15%, 01/19/2024

    100,751  
     

 

 

 
    1,644,691  
     

 

 

 
 

Total Senior Floating Rate Interests
(cost $27,537,382)

  $ 27,645,112  
     

 

 

 
     
U.S. GOVERNMENT AGENCIES - 7.0%  
      Mortgage-Backed Agencies - 7.0%  
      FNMA - 7.0%  
  $       39,000,000    

3.50%, 05/01/2048

  $ 38,719,688  
     

 

 

 
 

Total U.S. Government Agencies
(cost $38,982,773)

  $ 38,719,688  
     

 

 

 
     
U.S. GOVERNMENT SECURITIES - 87.1%  
            U.S. Treasury Securities - 87.1%  
            U.S. Treasury Bonds - 7.8%  
  $       36,324,910    

2.50%, 01/15/2029(4)(7)

  $ 42,698,423  
     

 

 

 
        42,698,423  
     

 

 

 
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT SECURITIES - 87.1% - (continued)  
            U.S. Treasury Notes - 79.3%  
  $       207,980,130    

0.13%, 04/15/2021(4)

  $ 205,057,251  
    66,133,711    

0.13%, 07/15/2024(4)(8)

    64,096,267  
    9,648,914    

0.25%, 01/15/2025(4)

    9,360,781  
    43,367,238    

0.38%, 07/15/2025(4)

    42,474,622  
    16,953,377    

0.50%, 01/15/2028(4)

    16,540,270  
    74,941,136    

0.63%, 01/15/2024(4)

    74,766,097  
    24,752,621    

0.63%, 01/15/2026(4)

    24,556,674  
     

 

 

 
        436,851,962  
     

 

 

 
        479,550,385  
     

 

 

 
   

Total U.S. Government Securities
(cost $487,138,317)

  $ 479,550,385  
     

 

 

 
   

Total Long-Term Investments
(cost $581,552,876)

  $ 574,519,685  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 2.8%  
            Other Investment Pools & Funds - 2.3%  
    12,684,288    

Fidelity Institutional Government Fund, Institutional Class,
1.59%(9)

 

$

12,684,288

 

     

 

 

 
            U.S. Treasury Bills - 0.5%  
    2,500,000    

1.71%, 07/12/2018(9)(10)

    2,491,300  
     

 

 

 
   

Total Short-Term Investments
(cost $15,175,788)

     $ 15,175,588  
        

 

 

 
   

Total Investments Excluding Purchased Options
(cost $596,728,664)

    107.1%      $ 589,695,273  
   

Total Purchased Options
(cost $648,131)

    0.1%      $ 563,149  
     

 

 

    

 

 

 
   

Total Investments
(cost $597,376,795)

    107.2    $ 590,258,422  
   

Other Assets and Liabilities

    (7.2 )%       (39,471,992
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 550,786,430  
     

 

 

    

 

 

 
 

 

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

 

 

  91  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

(1)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2018.

 

(2)  Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(3)  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(4)  The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

(5)  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 rate in effect as of April 30, 2018.

 

(6)  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(7)  This security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts.

 

(8)  This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

 

(9)  Current yield as of period end.

 

(10)  This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

 

OTC Swaption Contracts Outstanding at April 30, 2018  

Description

   Counter-
party
   Exercise Price/
FX Rate/ Rate
  Pay/
Receive
Floating
Rate
     Expiration
Date
     Notional Amount      Number of
Contracts
     Market
Value
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 

Purchased swaption contracts:

 

Puts

 

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 03/04/29

   JPM    3.20%     Receive        02/28/19        USD        10,030,000        10,030,000      $ 144,091      $ 163,489      $ (19,398

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 03/04/29

   JPM    3.20%     Receive        02/28/19        USD        13,535,000        13,535,000        194,445        221,974        (27,529

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 03/04/29

   JPM    3.20%     Receive        02/28/19        USD        15,635,000        15,635,000        224,613        262,668        (38,055
                   

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

 

     39,200,000      $ 563,149      $ 648,131      $ (84,982
                   

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased swaption contracts

                39,200,000      $     563,149      $     648,131      $     (84,982
                   

 

 

    

 

 

    

 

 

    

 

 

 

 

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

 

 

  92  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

Futures Contracts Outstanding at April 30, 2018  

Description

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

Long position contracts:

 

90-Day Euro Future

     56        03/18/2019      $ 13,614,300      $ (5,024

U.S. Treasury 2-Year Note Future

     68        06/29/2018        14,419,188        (44,031

U.S. Treasury 10-Year Note Future

     333        06/20/2018            39,835,125        (190,817
           

 

 

 

Total

 

   $ (239,872
           

 

 

 

Short position contracts:

 

90-Day Euro Future

     56        03/16/2020      $     13,581,400      $ 6,632  

U.S. Treasury 5-Year Note Future

     154        06/29/2018        17,480,203        90,201  

U.S. Treasury Long Bond Future

     30        06/20/2018        4,315,313        (35,305

U.S. Treasury Ultra Bond Future

     42        06/20/2018        6,599,250        (85,023
           

 

 

 

Total

 

   $ (23,495
           

 

 

 

Total futures contracts

 

   $     (263,367
           

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2018  

Reference Entity

  Counter-
party
  Notional
Amount (a)
    (Pay)/Receive
Fixed Rate
  Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

 

Sell protection:

 

CMBX.NA.AAA.6

    GSC     USD     19,385,725     0.50%     05/11/63       Monthly     $     $ (15,309   $ 151,242     $ 166,551  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total traded indices

        $     $ (15,309   $ 151,242     $ 166,551  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

        $     —     $     (15,309   $     151,242     $     166,551  
             

 

 

   

 

 

   

 

 

   

 

 

 

 

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

 

OTC Interest Rate Swap Contracts Outstanding at April 30, 2018  

Counterparty

   Payments
made
by Fund
  Payments
received
by Fund
  Notional
Amount
     Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Value     Unrealized
Appreciation/
(Depreciation)
 

BCLY

   2.29% Fixed   CPURNSA     USD        25,572,000        01/15/22        At maturity      $     —      $      $ (219   $ (219

BOA

   2.12% Fixed   CPURNSA     USD        8,580,000        01/15/24        At maturity                      98,403       98,403  

BOA

   CPURNSA   2.11% Fixed     USD        15,660,000        07/15/27        At maturity                      (438,006     (438,006
                  

 

 

    

 

 

    

 

 

   

 

 

 

Total

           $      $     —      $     (339,822   $     (339,822
                  

 

 

    

 

 

    

 

 

   

 

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2018  

Payments made by Fund

  

Payments received
        by Fund        

   Notional
Amount
     Expiration
Date
     Periodic
Payment
Frequency
   Upfront
Premiums
Paid
     Upfront
Premiums
  Received  
           Value            Unrealized
Appreciation/
(Depreciation)
 

12M Federal Funds Rate

   0.94% Fixed      USD        13,439,000        08/22/24      Annual    $      $     $ 1,296,223      $ 1,296,223  

12M Federal Funds Rate

   2.18% Fixed      USD        2,290,000        11/15/24      Annual             (2,302     48,754        51,056  

12M Federal Funds Rate

   2.18% Fixed      USD        2,320,000        11/15/24      Annual                   49,392        49,392  

12M Federal Funds Rate

   2.06% Fixed      USD        3,268,000        11/15/24      Annual      72,088              93,430        21,342  

12M Federal Funds Rate

   2.45% Fixed      USD        1,560,000        11/15/24      Annual                   6,887        6,887  

12M Federal Funds Rate

   2.46% Fixed      USD        1,550,000        11/15/24      Annual                   6,364        6,364  

12M Federal Funds Rate

   2.45% Fixed      USD        1,365,000        11/15/24      Annual                   6,088        6,088  

12M Federal Funds Rate

   2.25% Fixed      USD        1,095,000        11/15/24      Annual      13,030              18,522        5,492  

12M Federal Funds Rate

   2.25% Fixed      USD        300,000        11/15/24      Annual      3,574              5,074        1,500  

 

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

 

 

  93  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2018 - (continued)  

Payments made by Fund

  

Payments received
        by Fund        

   Notional
Amount
     Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
  Received  
           Value            Unrealized
Appreciation/
(Depreciation)
 

12M Federal Funds Rate

   1.03% Fixed      USD        9,012,000        09/06/26        Annual      $      $     $ 1,050,821      $ 1,050,821  

12M Federal Funds Rate

   1.00% Fixed      USD        3,322,000        09/29/26        Annual        84,771              398,708        313,937  

3 Mo. USD LIBOR

   2.25% Fixed      USD        24,709,000        06/20/28        Semi-Annual        1,377,312              1,567,474        190,162  
                 

 

 

    

 

 

   

 

 

    

 

 

 

Total

 

         $     1,550,775      $     (2,302   $     4,547,737      $     2,999,264  
                 

 

 

    

 

 

   

 

 

    

 

 

 

 

Bond Forward Contracts Outstanding at April 30, 2018  

Counterparty

  

Reference
Obligation

   Notional
Amount
     Expiration
Date
     Unrealized
Appreciation/
(Depreciation)
 

BOA

   U.S. Treasury Bonds, 0.13%, 04/15/2020      USD        5,540,964        05/31/2018      $ (268

BOA

   U.S. Treasury Bonds, 0.13%, 07/15/2024      USD        12,186,468        05/31/2018        30,116  

BOA

   U.S. Treasury Bonds, 0.63%, 01/15/2024      USD        2,814,792        05/31/2018        4,431  

BOA

   U.S. Treasury Bonds, 0.63%, 01/15/2026      USD        17,810,172        05/31/2018        110,749  

BOA

   U.S. Treasury Bonds, 2.38%, 01/15/2025      USD        25,470,297        05/31/2018        138,325  
              

 

 

 

Total

 

   $     283,353  
              

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018

Amount and Description of

Currency to be Purchased

 

Amount and Description of

Currency to be Sold

 

Counterparty

 

Settlement
Date

 

Appreciation

 

Depreciation

11,918,000

 

CAD

  9,284,173  

USD

  SSG   05/31/18   $           3,907   $            —

1,100,000

 

CHF

  1,129,463  

USD

  BCLY   05/31/18     (16,542)

3,546,000

 

GBP

  4,894,349  

USD

  JPM   05/31/18     (5,481)

490,349,000

 

JPY

  4,500,679  

USD

  BCLY   05/31/18     (5,922)

490,349,000

 

JPY

  4,515,662  

USD

  ANZ   05/31/18     (20,905)

9,036,092

 

USD

  11,939,000  

AUD

  CBA   05/31/18   47,339  

7,209,682

 

USD

  23,859,000  

BRL

  MSC   06/20/18   432,840  

5,645,511

 

USD

  5,505,000  

CHF

  CBK   05/31/18   75,847  

2,297,174

 

USD

  2,240,000  

CHF

  CBK   05/31/18   30,863  

1,580,470

 

USD

  4,536,740,000  

COP

  UBS   06/20/18     (33,454)

10,829,745

 

USD

  8,855,000  

EUR

  BCLY   05/31/18   112,010  

10,293,366

 

USD

  7,380,000  

GBP

  BNP   05/31/18   118,564  

3,690,569

 

USD

  211,763,000  

RUB

  BCLY   06/20/18   348,242  

3,653,544

 

USD

  113,132,000  

THB

  JPM   06/20/18   63,762  

1,594,618

 

USD

  19,012,000  

ZAR

  BCLY   06/20/18   79,681  
           

 

 

 

Total

  $    1,313,055   $    (82,304)
     

 

 

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

 

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

 

 

  94  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

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

ANZ

   Australia and New Zealand Banking Group

BCLY

   Barclays

BNP

   BNP Paribas Securities Services

BOA

   Banc of America Securities LLC

CBA

   Commonwealth Bank of Australia

CBK

   Citibank NA

GSC

   Goldman Sachs & Co.

JPM

   JP Morgan Chase & Co.

MSC

   Morgan Stanley

SSG

   State Street Global Markets LLC

UBS

   UBS AG
Currency Abbreviations:

ARS

   Argentine Peso

AUD

   Australian Dollar

BRL

   Brazilian Real

CAD

   Canadian Dollar

CHF

   Swiss Franc

COP

   Colombian Peso

EUR

   Euro

GBP

   British Pound

JPY

   Japanese Yen

RUB

   Russian Ruble

THB

   Thai Baht

USD

   United States Dollar

ZAR

   South African Rand
Index Abbreviations:

CMBX.NA

   Markit Commercial Mortgage Backed North American

CMT

   Constant Maturity Treasury Index

CPURNSA

   Consumer Price All Urban Non-Seasonally Adjusted
Other Abbreviations:

CMO

   Collateralized Mortgage Obligation

EURIBOR

   Euro Interbank Offered Rate

FNMA

   Federal National Mortgage Association

LIBOR

   London Interbank Offered Rate

OTC

   Over-the-Counter
 

 

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

 

 

  95  

 


The Hartford Inflation Plus Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

        

Asset & Commercial Mortgage Backed Securities

   $ 13,488,090     $     $ 13,488,090     $  

Foreign Government Obligations

     15,116,410             15,116,410        

Senior Floating Rate Interests

     27,645,112             27,645,112        

U.S. Government Agencies

     38,719,688             38,719,688        

U.S. Government Securities

     479,550,385             479,550,385        

Short-Term Investments

     15,175,588       12,684,288       2,491,300        

Purchased Options

     563,149             563,149        

Bond Forward Contracts(2)

     283,621             283,621        

Foreign Currency Contracts(2)

     1,313,055             1,313,055        

Futures Contracts(2)

     96,833       96,833              

Swaps - Credit Default(2)

     166,551             166,551        

Swaps - Interest Rate(2)

     3,097,667             3,097,667        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     595,216,149     $     12,781,121     $     582,435,028     $     —  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Bond Forward Contracts(2)

   $ (268   $     $ (268   $  

Foreign Currency Contracts(2)

     (82,304           (82,304      

Futures Contracts(2)

     (360,200     (360,200            

Swaps - Interest Rate(2)

     (438,225           (438,225      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (880,997   $ (360,200   $ (520,797   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

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

 

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

 

 

  96  

 


Hartford Municipal Income Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.8%  
            Alabama - 2.3%  
  $       145,000    

Alabama 21st Century Auth Rev
5.00%, 06/01/2021

  $ 158,523  
    200,000    

Birmingham, AL, Water Works Board Water Rev
5.00%, 01/01/2029

    233,132  
    150,000    

Jefferson County, AL, Board of Education
5.00%, 02/01/2046

    166,216  
     

 

 

 
        557,871  
     

 

 

 
            Alaska - 0.4%  
    100,000    

CIVIC Ventures, AK, Rev
5.00%, 09/01/2023

    110,663  
     

 

 

 
            Arizona - 1.4%  
    200,000    

Salt Verde Financial Corp., AZ, Rev
5.00%, 12/01/2037

    233,538  
    110,000    

Tempe, AZ, IDA
4.00%, 10/01/2023(1)

    110,022  
     

 

 

 
        343,560  
     

 

 

 
            California - 7.1%  
    250,000    

Abag Finance Auth for Nonprofit Corps., CA, Rev
6.00%, 08/01/2030

    278,855  
    170,000    

Alameda Corridor, CA, Transportation Auth Rev
0.00%, 10/01/2018(2)

    168,327  
    160,000    

California County Tobacco Securitization Agency
5.00%, 06/01/2020

    171,291  
    250,000    

California Health Facs Finance Auth Rev
5.88%, 07/01/2025

    261,675  
    45,000    

Elk Grove, CA, Finance Auth Special Tax
5.00%, 09/01/2032

    50,598  
    150,000    

Inglewood, CA, Redevelopment Agency
5.00%, 05/01/2027

    177,921  
    90,000    

Los Angeles County, CA, Metropolitan Transportation Auth
4.00%, 06/01/2034

    96,548  
   

Orange County, CA, Community Facs Dist

 

    100,000    

5.00%, 08/15/2023

    111,151  
    150,000    

5.00%, 08/15/2033

    166,282  
    100,000    

San Bernardino City, CA, USD
0.00%, 08/01/2027(2)

    73,416  
    255,000    

San Joaquin Hills, CA, Transportation Corridor Agency
0.00%, 01/15/2025(2)

    205,716  
     

 

 

 
        1,761,780  
     

 

 

 
            Colorado - 1.4%  
    150,000    

Denver Convention Center Hotel, CO, Auth Rev
5.00%, 12/01/2040

    163,414  
   

E-470 Public Highway, CO, Auth Rev

 
    45,000    

1 mo. USD LIBOR + 1.05%, 2.32%, 09/01/2039(3)

    45,365  
    25,000    

5.00%, 09/01/2019

    25,996  
    100,000    

Park Creek, CO, Metropolitan Dist Rev
5.00%, 12/01/2023

    111,839  
     

 

 

 
        346,614  
     

 

 

 
            Connecticut - 3.0%  
    50,000    

City of Hartford, CT, GO
5.00%, 07/01/2027

    55,651  
    100,000    

City of Waterbury, CT
5.00%, 11/15/2047

    110,280  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.8% - (continued)  
            Connecticut - 3.0% - (continued)  
   

Connecticut State Health & Educational Facs Auth

 

  $       100,000    

3.25%, 09/01/2021(1)

  $ 100,019  
    60,000    

5.00%, 07/01/2042

    66,209  
    125,000    

Connecticut State, GO
5.00%, 04/15/2022

    135,319  
    250,000    

Town of Hamden, CT, GO
5.00%, 08/15/2025

    284,775  
     

 

 

 
        752,253  
     

 

 

 
            District of Columbia - 2.0%  
   

Dist of Columbia, GO

 
    150,000    

5.00%, 06/01/2025

    174,511  
    150,000    

5.00%, 06/01/2032

    167,884  
    150,000    

5.00%, 07/01/2042

    155,003  
     

 

 

 
        497,398  
     

 

 

 
            Florida - 4.1%  
    200,000    

City of Jacksonville, FL
5.00%, 10/01/2030

    218,580  
    200,000    

City of Port State Lucie, FL
4.00%, 07/01/2027

    209,356  
 

Lee County, FL, Airport Rev

 

    125,000    

5.00%, 10/01/2032

    140,269  
    100,000    

5.00%, 10/01/2033

    111,864  
 

Miami-Dade County, FL, Aviation Rev

 

    15,000    

5.00%, 10/01/2029

    16,874  
    15,000    

5.00%, 10/01/2031

    16,758  
    20,000    

5.00%, 10/01/2032

    22,303  
    20,000    

5.00%, 10/01/2033

    22,233  
    65,000    

Miami-Dade County, FL, Seaport Department Rev
5.00%, 10/01/2023

    71,655  
    100,000    

Orange County, FL, Health Facs Auth
5.00%, 08/01/2031

    109,477  
    60,000    

Putnam County, FL, DA Auth
5.00%, 03/15/2042

    66,681  
     

 

 

 
        1,006,050  
     

 

 

 
            Georgia - 1.9%  
   

Burke County, GA, DA Rev

 
    70,000    

2.35%, 10/01/2032(4)

    69,595  
    125,000    

3.00%, 11/01/2045(4)

    122,983  
    40,000    

Georgia Housing & Finance Auth Rev
3.50%, 06/01/2039

    40,877  
    100,000    

Monroe County, GA, DA Rev
2.40%, 01/01/2039(4)

    99,093  
    125,000    

Municipal Electric Auth, GA
5.00%, 11/01/2022

    138,215  
     

 

 

 
        470,763  
     

 

 

 
            Illinois - 19.2%  
   

Chicago, IL, Board of Education

 
    140,000    

5.25%, 12/01/2039

    140,379  
    100,000    

5.75%, 04/01/2035

    112,929  
    270,000    

Chicago, IL, Metropolitan Water Reclamation Dist GO
5.25%, 12/01/2032

    320,865  
 

Chicago, IL, Midway International Airport Rev

 

    100,000    

5.00%, 01/01/2023

    109,966  
    250,000    

5.00%, 01/01/2041

    268,837  
    250,000    

Chicago, IL, Park Dist, GO
5.00%, 01/01/2020

    254,130  
 

 

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

 

 

  97  

 


Hartford Municipal Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.8% - (continued)  
            Illinois - 19.2% - (continued)  
   

Chicago, IL, Transit Auth Rev

 
  $       75,000    

5.00%, 06/01/2020

  $ 79,199  
    100,000    

5.00%, 12/01/2044

    108,501  
    160,000    

5.25%, 12/01/2024

    173,946  
    250,000    

City of Chicago, IL, GO
5.00%, 01/01/2026

    264,785  
    105,000    

City of Chicago, IL, Waterworks Rev
5.00%, 11/01/2018

    106,582  
    100,000    

Cook County, IL
5.00%, 11/15/2021

    109,047  
 

Cook County, IL, Community High School Dist No. 212 Leyden

 
    105,000    

5.00%, 12/01/2027

    116,396  
    170,000    

5.00%, 12/01/2030

    186,437  
    105,000    

Cook County, IL, GO
5.00%, 11/15/2028

    110,616  
   

Illinois State Finance Auth Rev

 
    90,000    

4.50%, 05/15/2020

    90,091  
    15,000    

5.00%, 07/01/2018

    15,078  
    150,000    

5.00%, 11/15/2030

    167,790  
    150,000    

5.00%, 02/15/2033

    167,244  
    245,000    

5.00%, 08/15/2035

    261,295  
    150,000    

5.00%, 10/01/2041

    166,157  
   

Illinois State, GO

 
    50,000    

5.00%, 02/01/2027

    52,045  
    250,000    

5.00%, 05/01/2029

    254,928  
    105,000    

5.00%, 11/01/2029

    108,283  
    150,000    

Kane Cook & DuPage Counties, IL, GO
5.00%, 01/01/2035

    163,392  
    100,000    

Kane McHenry Cook & DeKalb Counties, IL, USD GO
5.00%, 01/01/2023

    110,520  
    150,000    

Kendall Kane & Will Counties, IL, USD GO
5.00%, 02/01/2024

    166,895  
   

Metropolitan Pier & Exposition Auth, IL

 
    125,000    

0.00%, 06/15/2020(2)

    116,550  
    105,000    

4.85%, 12/15/2042(5)

    55,039  
    70,000    

Railsplitter Tobacco Settlement Auth, IL
5.00%, 06/01/2027

    79,763  
   

Regional Transportation, IL, Auth Rev

 
    80,000    

5.00%, 06/01/2026

    89,871  
    125,000    

6.25%, 07/01/2022

    143,423  
    90,000    

University of Illinois, IL, Auxiliary Facs Rev
5.00%, 04/01/2024

    98,380  
     

 

 

 
        4,769,359  
     

 

 

 
            Indiana - 0.9%  
    115,000    

Indiana Municipal Power Agency
5.00%, 01/01/2033

    132,395  
    85,000    

Indianapolis, IN, Airport Auth Rev
4.75%, 01/01/2030

    88,011  
     

 

 

 
        220,406  
     

 

 

 
            Kentucky - 0.4%  
    90,000    

Kentucky Economic Development Finance Auth
5.00%, 12/01/2047

    97,248  
     

 

 

 
            Louisiana - 2.8%  
   

Louisiana State Local Gov’t Environmental Facs & Community DA Rev

 
    100,000    

5.75%, 11/15/2030

    109,248  
    100,000    

6.00%, 11/15/2030

    111,182  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.8% - (continued)  
            Louisiana - 2.8% - (continued)  
   

Louisiana State Public Facs Auth Rev

 

  $       100,000    

5.00%, 05/15/2035

  $ 110,463  
    100,000    

5.00%, 05/15/2047

    109,110  
    40,000    

6.38%, 05/15/2031

    44,841  
    200,000    

New Orleans, LA, Aviation Board
5.00%, 01/01/2038

    220,672  
     

 

 

 
        705,516  
     

 

 

 
            Massachusetts - 2.1%  
    100,000    

Commonwealth of Massachusetts, GO
4.00%, 09/01/2034

    104,687  
    100,000    

Massachusetts Dev. Finance Agency
5.00%, 10/01/2047(1)

    105,686  
    100,000    

Massachusetts Health & Educational Facs Auth
5.00%, 07/01/2039

    103,526  
    200,000    

Massachusetts State PA
4.00%, 07/01/2046

    202,216  
     

 

 

 
        516,115  
     

 

 

 
            Michigan - 2.6%  
    150,000    

Great Lakes, MI, Water Auth Water Supply System Rev
5.00%, 07/01/2046

    165,291  
   

Michigan Finance Auth

 
    150,000    

5.00%, 04/01/2019

    153,817  
    100,000    

5.00%, 07/01/2035

    108,898  
    100,000    

5.00%, 05/15/2038

    110,331  
    50,000    

State of Michigan
5.00%, 03/15/2027

    58,757  
    35,000    

Wayne County, MI, Airport Auth Rev
5.00%, 12/01/2030

    39,335  
     

 

 

 
        636,429  
     

 

 

 
            Minnesota - 2.9%  
   

Duluth, MN, ISD, No. 709

 
    20,000    

4.00%, 02/01/2027

    21,273  
    200,000    

5.00%, 02/01/2022

    216,876  
    100,000    

Minneapolis-St Paul, MN, Metropolitan Airports Commission
5.00%, 01/01/2031

    112,957  
    100,000    

Rochester, MN, Healthcare & Housing Rev Facs
4.00%, 12/01/2019

    101,919  
    200,000    

Saint Francis, MN, ISD, No. 15
4.00%, 02/01/2029

    210,592  
    50,000    

Saint Paul, MN, Housing & Redevelopment Auth
5.25%, 11/15/2028

    52,492  
     

 

 

 
        716,109  
     

 

 

 
            Missouri - 1.1%  
    100,000    

Kirkwood, MO, IDA
5.25%, 05/15/2032

    107,670  
    150,000    

Saint Louis, MO, Airport Rev.
5.00%, 07/01/2042

    169,890  
     

 

 

 
        277,560  
     

 

 

 
            Montana - 0.7%  
    150,000    

Montana Facs Finance Auth
5.00%, 02/15/2033

    167,605  
     

 

 

 
      Nebraska - 0.4%  
    100,000    

Central Plains, NE, Energy Proj Gas Rev
5.25%, 12/01/2021

    109,504  
     

 

 

 
 

 

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

 

 

  98  

 


Hartford Municipal Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.8% - (continued)  
            Nevada - 0.8%  
  $       85,000    

Clark County, NV
2.25%, 12/01/2019

  $ 84,934  
    100,000    

Clark County, NV, School Dist
5.00%, 06/15/2029

    115,967  
     

 

 

 
        200,901  
     

 

 

 
            New Jersey - 2.9%  
    50,000    

City of Atlantic, NJ, GO
5.00%, 03/01/2020

    52,286  
    205,000    

City of Bayonne, NJ, GO
5.00%, 07/01/2034

    226,357  
    285,000    

New Jersey Educational Facs Auth Rev
5.00%, 09/01/2019

    295,246  
    50,000    

New Jersey Health Care Facs Financing Auth Rev
5.25%, 07/01/2026

    54,586  
    90,000    

Tobacco Settlement Financing Corp, NJ
5.00%, 06/01/2029

    102,365  
     

 

 

 
        730,840  
     

 

 

 
            New York - 5.5%  
    250,000    

City of New York, NY, GO
5.00%, 12/01/2035

    284,935  
    100,000    

Liberty Corp., NY, Development Goldman Sachs Headquarters
5.25%, 10/01/2035

    122,083  
    40,000    

Long Island, NY, Power Auth
1 mo. USD LIBOR + 0.88%, 2.20%, 05/01/2033(3)

    40,017  
 

Metropolitan Transportation Auth, NY, Rev

 

    100,000    

5.25%, 11/15/2036

    117,161  
    70,000    

5.25%, 11/15/2040

    75,778  
    100,000    

New York City Water & Sewer System
5.00%, 06/15/2043

    107,237  
    130,000    

New York City, NY, Transitional Finance Auth
5.00%, 11/01/2038

    144,759  
    150,000    

New York State Dormitory Auth Rev
5.00%, 03/15/2031

    172,047  
 

New York Transportation Development Corp. Rev

 

    75,000    

5.00%, 08/01/2018

    75,482  
    100,000    

5.00%, 07/01/2046

    106,988  
    100,000    

TSASC, Inc., NY
5.00%, 06/01/2023

    111,150  
     

 

 

 
        1,357,637  
     

 

 

 
            North Carolina - 0.1%  
    25,000    

North Carolina Medical Care Commission Rev
5.00%, 10/01/2027

    25,698  
     

 

 

 
            Ohio - 3.7%  
   

American Municipal Power, Inc., OH

 
    200,000    

4.00%, 02/15/2036

    203,746  
    105,000    

4.00%, 02/15/2042

    106,441  
   

Buckeye, OH, Tobacco Settlement Finance Auth

 
    250,000    

6.00%, 06/01/2042

    249,385  
    150,000    

6.50%, 06/01/2047

    152,098  
   

City of Cleveland, OH, Airport System Rev

 
    60,000    

5.00%, 01/01/2022

    65,549  
    55,000    

5.00%, 01/01/2023

    60,965  
    70,000    

County of Montgomery, OH
5.00%, 05/01/2039

    71,613  
     

 

 

 
        909,797  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.8% - (continued)  
            Oklahoma - 0.3%  
   

Oklahoma Dev. Finance Auth

 
  $       35,000    

5.25%, 08/15/2048

  $ 38,317  
    35,000    

5.50%, 08/15/2057

    38,829  
     

 

 

 
        77,146  
     

 

 

 
            Oregon - 1.0%  
    40,000    

Marion County, OR, School Dist. No 15 North Marion
0.00%, 06/15/2037(2)

    18,323  
    225,000    

Washington Clackamas & Yamhill Counties, OR, School Dist No. 88J
0.00%, 06/15/2034(2)

    120,913  
    95,000    

Washington County, OR, School Dist No. 48, GO
5.00%, 06/15/2035(5)

    107,869  
     

 

 

 
        247,105  
     

 

 

 
            Pennsylvania - 6.4%  
    100,000    

Delaware River, PA, JT Toll Bridge Commission
5.00%, 07/01/2047

    112,168  
    90,000    

Harrisburg, PA, School Dist GO
5.00%, 11/15/2026

    103,613  
    100,000    

Lancaster County, PA, Hospital Auth
5.13%, 07/01/2037

    108,315  
    100,000    

Montgomery County, PA, IDA Rev
5.00%, 12/01/2025

    111,601  
    150,000    

Pennsylvania Commonwealth Financing Auth
5.00%, 06/01/2027

    171,381  
    150,000    

Pennsylvania Higher Educational Facs Auth Rev
5.00%, 05/01/2025

    170,736  
   

Pennsylvania Turnpike Commission Rev

 
    250,000    

MUNIPSA + 0.98%, 2.73%, 12/01/2021(3)

    254,350  
    150,000    

5.00%, 12/01/2025

    172,285  
    90,000    

5.00%, 12/01/2031

    101,589  
    115,000    

Philadelphia, PA, School Dist GO
5.00%, 09/01/2019

    119,319  
    150,000    

Reading, PA, School Dist GO
5.00%, 03/01/2025

    169,586  
     

 

 

 
        1,594,943  
     

 

 

 
            Puerto Rico - 0.6%  
   

Commonwealth of Puerto Rico, GO

 
    40,000    

5.50%, 07/01/2019

    41,018  
    100,000    

6.00%, 07/01/2039*

    44,875  
   

Puerto Rico Electric Power Auth

 
    25,000    

5.00%, 07/01/2019

    25,495  
    35,000    

5.25%, 07/01/2019

    35,791  
     

 

 

 
        147,179  
     

 

 

 
            Rhode Island - 0.9%  
    80,000    

Rhode Island Health & Educational Bldg Corp.
5.00%, 05/15/2028

    90,819  
    120,000    

Rhode Island Housing & Mortgage Finance Corp.
4.00%, 10/01/2032

    123,571  
     

 

 

 
        214,390  
     

 

 

 
            South Carolina - 0.4%  
   

South Carolina State Public Service Auth

 
    50,000    

5.00%, 12/01/2031

    54,680  
    50,000    

5.00%, 12/01/2034

    54,129  
     

 

 

 
        108,809  
     

 

 

 
 

 

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

 

 

  99  

 


Hartford Municipal Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.8% - (continued)  
            Tennessee - 1.6%  
  $       150,000    

Shelby County, TN, Health Educational & Housing Facs Board Rev
5.00%, 09/01/2025(1)

  $ 149,443  
    230,000    

Tennessee Housing Development Agency Rev
3.50%, 01/01/2047

    236,792  
     

 

 

 
        386,235  
     

 

 

 
            Texas - 10.5%  
   

Arlington, TX, Higher Education Finance Corp. Rev

 
    150,000    

4.00%, 08/15/2030

    158,669  
    250,000    

5.00%, 02/15/2027

    292,565  
    250,000    

Central Texas Turnpike System Rev
5.00%, 08/15/2042

    269,665  
    200,000    

City of Austin, TX, Airport System Rev
5.00%, 11/15/2031

    220,088  
    250,000    

Dallas/Fort Worth, TX, International Airport Rev
5.00%, 11/01/2043

    262,250  
    150,000    

El Paso, TX, ISD GO
5.00%, 08/15/2027

    176,551  
    110,000    

Harris County, TX, Toll Road Auth.
5.00%, 08/15/2031

    129,042  
    100,000    

Harris County-Houston, TX, Sports Auth
5.00%, 11/15/2020

    106,665  
    75,000    

Kerrville, TX, Health Facs Development Corp.
5.00%, 08/15/2023

    82,317  
    150,000    

Lower Colorado River, TX, Auth Rev
5.00%, 05/15/2040

    163,728  
    100,000    

New Hope, TX, Cultural Education Facs Finance Corp.
5.00%, 11/01/2031

    105,961  
    185,000    

North Texas Tollway Auth Rev
6.25%, 01/01/2039

    190,283  
    150,000    

Socorro, TX, ISD
4.00%, 08/15/2035

    158,415  
    250,000    

Texas Municipal Gas Acquisition & Supply Corp. Rev
5.25%, 12/15/2025

    287,135  
     

 

 

 
        2,603,334  
     

 

 

 
            Virginia - 0.4%  
    90,000    

Wise County, VA, IDA Rev
1.88%, 11/01/2040(4)

    89,136  
     

 

 

 
            Washington - 3.6%  
    250,000    

King County, WA, GO
4.00%, 07/01/2030

    270,518  
    300,000    

State of Washington, GO
5.00%, 08/01/2032

    346,143  
    145,000    

Washington State Health Care Facs Auth Rev
5.38%, 01/01/2040

    155,180  
    115,000    

Washington State Health Care Facs Auth Rev
5.00%, 01/01/2026

    130,995  
     

 

 

 
    902,836  
     

 

 

 
            Wisconsin - 0.4%  
    100,000    

Public Finance Auth, WI
5.00%, 05/15/2019(1)

    102,478  
     

 

 

 
   

Total Municipal Bonds
(cost $23,813,640)

  $ 23,761,267  
     

 

 

 
   

Total Long-Term Investments
(cost $23,813,640)

  $ 23,761,267  
     

 

 

 
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 2.9%  
      Other Investment Pools & Funds - 2.9%  
    727,286    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.62%(6)

  $ 727,286  
     

 

 

 
   

Total Short-Term Investments
(cost $727,286)

  $ 727,286  
     

 

 

 
   

Total Investments
(cost $24,540,926)

    98.7    $ 24,488,553  
   

Other Assets and Liabilities

    1.3      321,322  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 24,809,875  
     

 

 

    

 

 

 
 

 

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

 

 

  100  

 


Hartford Municipal Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

* 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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $567,648, which represented 2.3% of total net assets.

 

(2)  Security is a zero-coupon bond.

 

(3)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2018.

 

(4)  Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(5)  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(6)  Current yield as of period end.

 

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

 

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

LIBOR

   London Interbank Offered Rate

MUNIPSA

   Municipal Swap Index Yield Analysis
Municipal Abbreviations:

DA

   Development Authority

GO

   General Obligation

ISD

   Independent School District

IDA

   Industrial Development Authority

PA

   Port Authority

Rev

   Revenue

USD

   Unified School District

VA

   Veterans Administration
 

 

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

 

 

  101  

 


Hartford Municipal Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Municipal Bonds

   $     23,761,267      $      $ 23,761,267      $  

Short-Term Investments

     727,286        727,286                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 24,488,553      $     727,286      $     23,761,267      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

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

 

 

  102  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 96.5%  
            Alabama - 1.2%  
   

Alabama Federal Aid Highway Finance Auth

 

  $       1,615,000    

5.00%, 09/01/2026

  $ 1,800,063  
    980,000    

5.00%, 09/01/2034

    1,140,181  
    1,415,000    

Birmingham, AL, Water Works Board Water Rev
5.00%, 01/01/2029

    1,649,409  
    3,000,000    

Jefferson County, AL, Board of Education
5.00%, 02/01/2042

    3,334,710  
     

 

 

 
        7,924,363  
     

 

 

 
            Alaska - 0.3%  
    2,000,000    

CIVICVentures, AK, Rev
5.00%, 09/01/2025

    2,264,200  
     

 

 

 
            Arizona - 1.1%  
    1,380,000    

Pima County, AZ, IDA Education Rev, Legacy Traditional Charter School
8.50%, 07/01/2039

    1,480,588  
    3,000,000    

Salt River, AZ, Agricultural Improvement
5.00%, 12/01/2027

    3,286,560  
    855,000    

Salt Verde Financial Corp., AZ
5.25%, 12/01/2020

    916,492  
    1,745,000    

Tempe, AZ, IDA
4.00%, 10/01/2023(1)

    1,745,349  
     

 

 

 
        7,428,989  
     

 

 

 
            California - 7.9%  
    800,000    

California County Tobacco Securitization Agency
4.00%, 06/01/2018

    801,712  
    1,050,000    

5.00%, 06/01/2022

    1,178,520  
    1,000,000    

California State Communities DA Rev
5.63%, 10/01/2032

    1,073,480  
    750,000    

California State Health Facs
5.00%, 02/01/2029

    869,625  
    1,000,000    

California State Public Works Board, Correctional Facs Improvement
6.00%, 03/01/2035

    1,075,460  
    2,000,000    

California State Public Works Board, Lease Rev
5.25%, 10/01/2023

    2,207,860  
    2,000,000    

California State Public Works Board, State University Trustees
6.25%, 04/01/2034

    2,081,760  
    2,000,000    

California State, GO
5.00%, 08/01/2029

    2,347,680  
    910,000    

Elk Grove, CA, Finance Auth Special Tax
5.00%, 09/01/2032

    1,023,195  
    4,705,000    

Golden State, CA, Tobacco Securitization Corp.
5.75%, 06/01/2047

    4,840,128  
   

Hemet, CA, USD Finance Auth Special Tax

 

    1,440,000    

5.00%, 09/01/2030

    1,590,408  
    535,000    

5.00%, 09/01/2031

    588,473  
   

Inglewood, CA, Redevelopment Agency

 

    800,000    

5.00%, 05/01/2028

    934,968  
    800,000    

5.00%, 05/01/2029

    930,144  
    5,225,000    

Long Beach, CA, Finance Auth Natural Gas
3 mo. USD LIBOR + 1.45%, 2.68%, 11/15/2027(2)

    5,292,089  
    1,000,000    

Oakland, CA, Airport Rev
5.00%, 05/01/2026

    1,076,560  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 96.5% - (continued)  
            California - 7.9% - (continued)  
   

Orange County, CA, Community Facs Dist, Special Tax

 
  $       1,000,000    

5.00%, 08/15/2034

  $ 1,097,710  
    1,000,000    

5.00%, 08/15/2036

    1,100,230  
    2,500,000    

5.00%, 08/15/2041

    2,728,125  
    500,000    

Port of Oakland, CA
5.00%, 05/01/2023

    548,265  
    1,000,000    

Rancho Cucamonga, CA, Redevelopment Agency Tax Allocation
5.00%, 09/01/2029

    1,135,470  
    1,000,000    

San Buenaventura, CA, Community Memorial Health System
7.50%, 12/01/2041

    1,113,170  
    3,000,000    

San Diego, CA, Redevelopment Agency Tax Allocation
7.00%, 11/01/2039

    3,229,890  
   

San Diego, CA, USD GO

 
    805,000    

4.00%, 07/01/2034

    846,442  
    865,000    

4.00%, 07/01/2035

    904,444  
    875,000    

San Joaquin Hills, CA, Transportation Auth
5.00%, 01/15/2029

    975,441  
    500,000    

San Jose, CA, Redevelopment Agency
6.50%, 08/01/2023

    505,835  
   

San Mateo, CA, Joint Powers Finance Auth

 
    1,250,000    

5.00%, 06/15/2029

    1,425,512  
    1,250,000    

5.00%, 06/15/2030

    1,421,712  
    1,335,000    

Santa Cruz County, CA, Redevelopment Agency
6.63%, 09/01/2029

    1,417,997  
   

Santa Margarita, CA, Water Dist Special Tax

 

    500,000    

4.25%, 09/01/2021

    522,560  
    500,000    

5.00%, 09/01/2022

    537,570  
    500,000    

5.00%, 09/01/2023

    543,000  
    1,095,000    

5.00%, 09/01/2028

    1,217,038  
    1,500,000    

Stockton, CA, Redevelopment Agency
5.00%, 09/01/2029

    1,727,985  
   

Tustin, CA, Community Facs Dist, Special Tax

 

    775,000    

5.00%, 09/01/2020

    828,033  
    600,000    

5.00%, 09/01/2021

    657,906  
     

 

 

 
        52,396,397  
     

 

 

 
            Colorado - 1.0%  
    1,330,000    

Colorado Health Facs Auth Rev
1 mo. USD LIBOR + 1.25%, 2.53%, 10/01/2039(2)

    1,335,134  
    1,000,000    

Denver City & County School Dist. No. 1, CO
5.50%, 12/01/2029

    1,238,770  
    1,510,000    

E-470 Public Highway, CO, Auth Rev
1 mo. USD LIBOR + 1.05%, 2.32%, 09/01/2039(2)

    1,522,231  
    2,000,000    

Park Creek, CO, Metropolitan Dist
5.00%, 12/01/2029

    2,262,120  
     

 

 

 
        6,358,255  
     

 

 

 
            Connecticut - 3.8%  
    5,000,000    

City of Bridgeport, CT, GO
5.00%, 08/15/2025

    5,590,900  
    1,500,000    

City of New Britain, CT, GO
5.00%, 03/01/2031

    1,709,925  
    2,600,000    

City of New Haven, CT, GO
5.00%, 08/01/2024

    2,875,392  
 

 

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

 

 

  103  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 96.5% - (continued)  
            Connecticut - 3.8% - (continued)  
   

City of Waterbury, CT, GO

 

  $       405,000    

5.00%, 11/15/2031

  $ 462,000  
    1,000,000    

5.00%, 11/15/2032

    1,136,350  
   

Connecticut Housing Finance Auth

 

    615,000    

4.00%, 11/15/2044

    634,877  
    1,655,000    

4.00%, 11/15/2045

    1,716,218  
    1,495,000    

4.00%, 05/15/2047

    1,568,165  
    375,000    

Connecticut State Health & Educational Facs Auth
2.88%, 09/01/2020(1)

    375,146  
   

Connecticut State, GO

 

    3,125,000    

5.00%, 04/15/2022

    3,382,969  
    2,500,000    

5.00%, 04/15/2029

    2,804,425  
   

Town of Hamden, CT, GO

 

    1,000,000    

4.00%, 08/15/2018

    1,005,240  
    2,065,000    

5.00%, 08/15/2025

    2,330,518  
     

 

 

 
        25,592,125  
     

 

 

 
            District of Columbia - 0.2%  
   

Dist of Columbia Rev

 

    735,000    

5.00%, 07/01/2032

    771,316  
    270,000    

5.00%, 07/01/2037

    280,236  
     

 

 

 
        1,051,552  
     

 

 

 
            Florida - 4.0%  
   

City of Port State Lucie, FL

 

    2,410,000    

4.00%, 07/01/2028

    2,524,499  
    2,415,000    

4.00%, 07/01/2029

    2,526,235  
    1,885,000    

Florida Village Community Development Dist No. 8
6.38%, 05/01/2038

    1,894,859  
    1,040,000    

Greater Orlando, FL, Aviation Auth
5.00%, 10/01/2024

    1,125,613  
    1,750,000    

Lakeland, FL, Retirement Community Rev
6.38%, 01/01/2043

    1,778,227  
    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

    1,128,460  
   

Miami-Dade County, FL, Aviation Rev

 

    1,000,000    

5.00%, 10/01/2024

    1,097,700  
    2,500,000    

5.00%, 10/01/2026

    2,727,900  
    200,000    

5.00%, 10/01/2035

    212,024  
    3,000,000    

Miami-Dade County, FL, GO
5.00%, 07/01/2032

    3,411,000  
   

Orange County, FL, Health Facs Auth

 

    1,190,000    

5.00%, 08/01/2024

    1,325,327  
    1,280,000    

5.00%, 08/01/2025

    1,434,893  
    1,350,000    

5.00%, 08/01/2026

    1,503,535  
    1,000,000    

Palm Beach County, FL, Health Facs Auth
6.75%, 06/01/2024

    1,147,750  
    1,150,000    

Putnam County, FL, DA Auth
5.00%, 03/15/2042

    1,278,053  
    240,000    

Village, FL, Community Development Dist No. 11
3.25%, 05/01/2019

    242,006  
    775,000    

Volusia County, FL, School Board
5.00%, 08/01/2025

    886,871  
     

 

 

 
        26,349,952  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 96.5% - (continued)  
            Georgia - 2.4%  
   

Burke County, GA, DA Rev

 

  $       2,860,000    

2.35%, 10/01/2032(3)

  $ 2,843,469  
    3,450,000    

3.00%, 11/01/2045(3)

    3,394,317  
    1,500,000    

Dekalb Newton and Gwinnett Counties, GA, Joint DA
6.00%, 07/01/2034

    1,570,065  
    1,500,000    

Marietta, GA, DA Life University, Inc. Proj
7.00%, 06/15/2030

    1,509,255  
    2,650,000    

Monroe County, GA, DA Rev
2.40%, 01/01/2039(3)

    2,625,964  
   

Municipal Electric Auth, GA

 

    1,000,000    

5.00%, 11/01/2022

    1,105,720  
    1,075,000    

5.00%, 01/01/2024

    1,191,079  
    1,825,000    

5.00%, 01/01/2028

    2,088,913  
     

 

 

 
        16,328,782  
     

 

 

 
            Hawaii - 0.2%  
    1,000,000    

Hawaii State Dept of Transportation
5.00%, 08/01/2022

    1,096,720  
     

 

 

 
            Illinois - 16.0%  
    695,000    

Aurora, IL, Tax Increment Rev
6.75%, 12/30/2027

    705,703  
   

Chicago, IL, Board of Education

 

    2,500,000    

5.00%, 12/01/2034

    2,505,550  
    860,000    

6.00%, 01/01/2020

    887,675  
    1,510,000    

Chicago, IL, Board of Education, GO
5.00%, 12/01/2042

    1,493,088  
    565,000    

Chicago, IL, Board of Education, Special Tax
6.00%, 04/01/2046

    656,598  
   

Chicago, IL, Metropolitan Water Reclamation Dist GO

 
    3,500,000    

5.00%, 12/01/2027

    4,057,585  
    2,530,000    

5.00%, 12/01/2031

    2,756,182  
    1,700,000    

5.25%, 12/01/2032

    2,020,263  
   

Chicago, IL, Midway International Airport

 

    500,000    

5.00%, 01/01/2021

    532,805  
    1,420,000    

5.00%, 01/01/2031

    1,579,182  
   

Chicago, IL, Park Dist, GO

 

    65,000    

5.00%, 01/01/2019

    66,083  
    275,000    

5.00%, 01/01/2020

    279,543  
   

Chicago, IL, Transit Auth

 

    3,000,000    

5.00%, 06/01/2020

    3,158,580  
    800,000    

5.25%, 12/01/2027

    862,912  
    5,000,000    

5.25%, 12/01/2028

    5,382,650  
   

City of Chicago, IL, GO

 

    980,000    

5.00%, 01/01/2021

    1,021,856  
    700,000    

5.00%, 12/01/2023

    720,790  
    2,000,000    

5.00%, 01/01/2024

    2,116,980  
   

City of Chicago, IL, Wastewater Transmission Rev

 

    715,000    

5.00%, 01/01/2028

    781,781  
    1,785,000    

5.00%, 01/01/2029

    1,943,936  
   

City of Chicago, IL, Waterworks Rev

 

    135,000    

5.00%, 11/01/2023

    147,469  
    1,000,000    

5.00%, 11/01/2027

    1,125,070  
    1,020,000    

5.00%, 11/01/2028

    1,124,417  
    3,465,000    

Cook County, IL, Community Consolidated School Dist No. 15, GO
5.00%, 12/01/2024

    3,915,727  
   

Cook County, IL, Community High School Dist No. 212 Leyden

 
    1,775,000    

5.00%, 12/01/2026

    1,977,669  
    1,000,000    

5.00%, 12/01/2034

    1,086,230  
 

 

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

 

 

  104  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 96.5% - (continued)  
            Illinois - 16.0% - (continued)  
   

Cook County, IL, GO

 

  $       1,000,000    

5.00%, 11/15/2026

  $ 1,140,730  
    3,415,000    

5.00%, 11/15/2027

    3,865,507  
    1,400,000    

Illinois Finance Auth Rev, Art Institute of Chicago
6.00%, 03/01/2038

    1,447,390  
    3,000,000    

Illinois Finance Auth Rev, Silver Cross Hospital and Medicine
5.50%, 08/15/2030

    3,021,750  
    4,000,000    

Illinois Metropolitan Pier & Exposition Auth
0.00%, 12/15/2024(4)

    3,030,000  
   

Illinois State Finance Auth Rev

 

    1,000,000    

5.00%, 11/15/2023

    1,124,090  
    4,000,000    

5.00%, 02/15/2027

    4,567,200  
    700,000    

5.00%, 10/01/2028

    805,091  
    665,000    

5.00%, 11/15/2028

    744,108  
    1,650,000    

5.00%, 11/15/2031

    1,842,373  
    1,500,000    

5.00%, 11/15/2033

    1,662,900  
    1,510,000    

5.00%, 11/15/2034

    1,644,269  
    1,240,000    

7.75%, 08/15/2034

    1,330,359  
   

Illinois State, GO

 

    1,500,000    

5.00%, 01/01/2022

    1,535,010  
    1,500,000    

5.00%, 08/01/2025

    1,549,080  
    3,500,000    

5.00%, 11/01/2025

    3,646,475  
    985,000    

5.00%, 02/01/2026

    1,018,195  
    1,200,000    

5.00%, 02/01/2027

    1,249,080  
    3,120,000    

5.00%, 11/01/2029

    3,217,562  
    950,000    

5.00%, 05/01/2033

    960,783  
    1,500,000    

5.25%, 01/01/2021

    1,562,640  
    1,250,000    

6.50%, 06/15/2022

    1,325,763  
   

Kane Cook & DuPage Counties, IL, GO

 

    2,800,000    

5.00%, 01/01/2031

    3,098,816  
    1,700,000    

5.00%, 01/01/2034

    1,860,055  
    1,700,000    

5.00%, 01/01/2035

    1,851,776  
   

Kane McHenry Cook & DeKalb Counties, IL, USD GO

 
    1,250,000    

5.00%, 01/01/2027

    1,407,175  
    2,000,000    

5.00%, 01/01/2029

    2,301,040  
    1,665,000    

Kendall Kane & Will County, IL, USD GO
5.00%, 02/01/2034

    1,841,440  
   

Metropolitan Pier & Exposition Auth, IL

 

    1,120,000    

0.00%, 06/15/2020(4)

    1,044,288  
    2,000,000    

0.00%, 06/15/2027(4)

    1,397,460  
    3,080,000    

4.85%, 12/15/2042(5)

    1,614,474  
    1,650,000    

5.00%, 12/15/2020

    1,738,028  
   

Railsplitter Tobacco Settlement Auth, IL

 

    1,000,000    

5.00%, 06/01/2026

    1,137,930  
    1,535,000    

5.00%, 06/01/2027

    1,749,086  
     

 

 

 
        106,238,247  
     

 

 

 
            Indiana - 1.9%  
    2,000,000    

City of Whiting, IN
5.00%, 03/01/2046(3)

    2,236,740  
   

Indiana Municipal Power Agency

 

    2,000,000    

5.00%, 01/01/2031

    2,331,500  
    1,050,000    

5.00%, 01/01/2032

    1,216,404  
    180,000    

5.00%, 01/01/2034

    205,938  
    1,000,000    

Indiana State Finance Auth Hospital Rev
5.00%, 12/01/2029

    1,128,790  
    1,625,000    

Indiana State Finance Auth Rev
5.00%, 03/01/2023

    1,761,695  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 96.5% - (continued)  
            Indiana - 1.9% - (continued)  
  $       1,000,000    

Indianapolis, IN, Airport Auth Rev
5.00%, 01/01/2029

  $ 1,090,360  
    1,000,000    

Indianapolis, IN, Local Public Improvement Bond Bank
5.00%, 01/01/2031

    1,127,620  
    775,000    

Richmond, IN, Hospital Auth Rev
5.00%, 01/01/2035

    843,525  
    1,000,000    

Whiting, IN, Environmental Facs Rev
1.85%, 06/01/2044(3)

    995,150  
     

 

 

 
        12,937,722  
     

 

 

 
            Kansas - 0.4%  
   

Wyandotte County-Kansas City, KS

 

    1,000,000    

5.00%, 09/01/2025

    1,123,690  
    1,390,000    

5.00%, 09/01/2028

    1,570,686  
     

 

 

 
        2,694,376  
     

 

 

 
            Kentucky - 0.7%  
    2,910,000    

Kentucky Economic Development Finance Auth
5.00%, 12/01/2047

    3,144,342  
    1,515,000    

Louisville & Jefferson County, KY, Metropolitan Gov’t Rev Catholic Health Initiatives
5.00%, 12/01/2023

    1,639,003  
     

 

 

 
        4,783,345  
     

 

 

 
            Louisiana - 2.5%  
   

City of Shreveport, LA, Water & Sewer Rev

 

    2,000,000    

5.00%, 12/01/2027

    2,289,780  
    1,000,000    

5.00%, 12/01/2035

    1,130,740  
    800,000    

5.00%, 12/01/2036

    902,496  
   

Louisiana State Local Gov’t Environmental Facs & Community DA Rev

 
    975,000    

5.75%, 11/15/2030

    1,065,168  
    1,750,000    

6.00%, 11/15/2035

    1,917,335  
    4,000,000    

Louisiana State, GO
5.00%, 12/01/2031

    4,487,120  
    155,000    

Louisiana State, Tobacco Settlement Financing Corp.
5.00%, 05/15/2026

    156,209  
   

New Orleans, LA, Aviation Board

 

    560,000    

5.00%, 01/01/2026

    639,447  
    375,000    

5.00%, 01/01/2027

    431,835  
    750,000    

5.00%, 01/01/2034

    817,718  
    2,500,000    

6.00%, 01/01/2023

    2,569,925  
     

 

 

 
        16,407,773  
     

 

 

 
            Maryland - 0.4%  
    395,000    

Howard, MD, Special Obligation
4.00%, 02/15/2028(1)

    403,741  
    480,000    

Maryland Econ Development Corp.
4.00%, 06/01/2020

    498,965  
    1,570,000    

Rockville, MD, Mayor
3.00%, 11/01/2025

    1,537,925  
     

 

 

 
        2,440,631  
     

 

 

 
            Massachusetts - 2.3%  
    6,915,000    

Commonwealth of Massachusetts, GO
3 mo. USD LIBOR + 0.46%, 1.65%, 11/01/2020(2)

    6,929,867  
 

 

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

 

 

  105  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 96.5% - (continued)  
            Massachusetts - 2.3% - (continued)  
   

Massachusetts State Development Finance Agency

 
  $       1,000,000    

4.00%, 10/01/2024(1)

  $ 1,038,970  
    455,000    

4.00%, 10/01/2025(1)

    471,239  
    635,000    

4.00%, 10/01/2026(1)

    651,421  
    165,000    

4.00%, 07/15/2036

    172,993  
    1,200,000    

5.00%, 01/01/2019

    1,223,210  
    1,000,000    

5.00%, 07/01/2029

    1,123,800  
    2,000,000    

5.00%, 07/01/2030

    2,236,940  
    1,200,000    

8.00%, 04/15/2031

    1,302,024  
     

 

 

 
        15,150,464  
     

 

 

 
            Michigan - 3.6%  
    4,000,000    

Great Lakes, MI, Water Auth Water Supply System Rev
5.00%, 07/01/2029

    4,575,320  
   

Michigan Finance Auth

 

    1,000,000    

5.00%, 07/01/2018

    1,004,530  
    2,165,000    

5.00%, 04/01/2020

    2,265,066  
    665,000    

5.00%, 07/01/2027

    738,815  
    665,000    

5.00%, 07/01/2028

    737,472  
    650,000    

5.00%, 07/01/2029

    718,400  
    2,700,000    

5.00%, 10/01/2030

    2,963,304  
    2,555,000    

5.00%, 06/01/2033

    2,835,539  
    1,000,000    

5.00%, 06/01/2034

    1,105,120  
    735,000    

Michigan State Building Auth
5.00%, 04/15/2027

    860,170  
   

Michigan State Hospital Finance Auth

 

    1,505,000    

4.00%, 11/15/2031

    1,579,919  
    345,000    

4.00%, 11/15/2032

    360,680  
    2,000,000    

Royal Oak, MI, Hospital Finance Auth
8.25%, 09/01/2039

    2,042,360  
    2,190,000    

Wayne County, MI, Airport Auth Rev
5.00%, 12/01/2030

    2,449,590  
     

 

 

 
        24,236,285  
     

 

 

 
            Minnesota - 0.7%  
   

Duluth, MN, ISD, No. 709

 

    2,335,000    

3.00%, 02/01/2021

    2,368,857  
    940,000    

4.00%, 02/01/2027

    999,831  
    250,000    

Rochester, MN, Healthcare & Housing Rev Facs
4.00%, 12/01/2019

    254,798  
   

State Francis, MN, ISD, No. 15

 

    365,000    

4.00%, 02/01/2030

    383,170  
    750,000    

4.00%, 02/01/2031

    785,295  
     

 

 

 
        4,791,951  
     

 

 

 
            Mississippi - 0.3%  
    1,850,000    

State of Mississippi
5.00%, 10/15/2029

    2,114,014  
     

 

 

 
            Missouri - 1.2%  
    1,000,000    

City of State Louis MO Airport Rev
5.00%, 07/01/2047

    1,128,390  
   

Kirkwood, MO, IDA Retirement Community

 

    1,500,000    

5.25%, 05/15/2042

    1,588,455  
    1,500,000    

5.25%, 05/15/2050

    1,579,335  
    3,500,000    

8.25%, 05/15/2045

    3,922,310  
     

 

 

 
        8,218,490  
     

 

 

 
            Montana - 0.4%  
    2,500,000    

Montana Facs Finance Auth
5.00%, 02/15/2028

    2,862,775  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 96.5% - (continued)  
            Nevada - 1.1%  
   

Clark County, NV

 

  $       965,000    

2.25%, 12/01/2019

  $ 964,247  
    920,000    

2.50%, 12/01/2018

    921,785  
   

Clark County, NV, School Dist

 

    1,000,000    

5.00%, 06/15/2028

    1,164,190  
    1,900,000    

5.00%, 06/15/2029

    2,203,373  
   

Las Vegas, NV, Spl Impt Dist

 

    340,000    

5.00%, 06/01/2027

    354,637  
    650,000    

5.00%, 06/01/2029

    671,990  
    1,110,000    

Nevada State Natural Resources GO
5.00%, 03/01/2026

    1,238,704  
     

 

 

 
        7,518,926  
     

 

 

 
            New Jersey - 3.2%  
    250,000    

City of Atlantic, NJ
5.00%, 03/01/2021

    265,700  
    225,000    

City of Atlantic, NJ, GO
5.00%, 03/01/2022

    243,023  
    550,000    

New Jersey Building Auth
4.00%, 06/15/2018

    551,290  
   

New Jersey Economic Development Auth Rev, School Facilities Construction Bond

 
    500,000    

5.00%, 06/15/2019

    515,330  
    500,000    

5.00%, 06/15/2020

    523,205  
    2,855,000    

New Jersey Health Care Facs Finance Auth
5.75%, 10/01/2031

    3,003,460  
   

New Jersey State Econ DA

 

    250,000    

4.00%, 07/15/2018

    250,920  
    660,000    

4.88%, 09/15/2019

    675,041  
    2,000,000    

New Jersey State Educational Finance Auth Rev, University of Medicine & Dentistry
7.50%, 12/01/2032

    2,116,740  
    5,000,000    

New Jersey State Transportation Trust Fund Auth
0.00%, 12/15/2032(4)

    2,738,750  
   

New Jersey Transportation Trust Fund Auth

 

    3,000,000    

5.00%, 06/15/2018

    3,010,050  
    4,940,000    

5.00%, 06/15/2021

    4,957,636  
    2,315,000    

Tobacco Settlement Financing Corp, NJ
5.00%, 06/01/2029

    2,633,058  
     

 

 

 
        21,484,203  
     

 

 

 
            New York - 7.1%  
    4,000,000    

City of New York, NY, GO
6.25%, 10/15/2028

    4,080,832  
    1,460,000    

Long Island, NY, Power Auth
1 mo. USD LIBOR + 0.88%,
2.20%, 05/01/2033(2)

    1,460,613  
   

Metropolitan Transportation Auth

 

    370,000    

0.00%, 11/15/2027(4)

    274,895  
    1,210,000    

0.00%, 11/15/2029(4)

    823,840  
    1,540,000    

New York City, Municipal Water Finance Auth Rev, Water And Sewer System
5.00%, 06/15/2032

    1,792,098  
    940,000    

New York City, NY, Housing Development Corp.
4.50%, 02/15/2048

    967,213  
    1,000,000    

New York City, NY, Transitional Finance Auth
5.00%, 07/15/2026

    1,166,520  
    705,000    

New York Mortgage Agency Rev
3.50%, 10/01/2034

    719,784  
 

 

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

 

 

  106  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 96.5% - (continued)  
            New York - 7.1% - (continued)  
   

New York State Dormitory Auth Rev

 

  $       1,670,000    

5.00%, 03/15/2022

  $ 1,807,057  
    2,000,000    

5.00%, 12/15/2027

    2,236,260  
    1,000,000    

5.00%, 03/15/2030

    1,126,350  
    6,305,000    

5.00%, 03/15/2031

    7,239,625  
    1,300,000    

5.00%, 12/01/2036(1)

    1,395,056  
    860,000    

New York State Energy Research & DA
2.38%, 07/01/2026(3)

    859,080  
    1,535,000    

New York State Liberty Development Corp. Rev
5.15%, 11/15/2034(1)

    1,670,157  
   

New York State Thruway Auth

 

    1,000,000    

4.00%, 01/01/2037

    1,023,180  
    1,000,000    

5.00%, 01/01/2019

    1,021,670  
    1,000,000    

New York State Urban Development Corp. Rev
5.00%, 03/15/2026

    1,117,810  
    1,825,000    

New York Transportation Development Corp. Rev
5.00%, 08/01/2018

    1,836,716  
    1,145,000    

Newburth, NY, GO
5.00%, 06/15/2019

    1,179,591  
    2,750,000    

PA of New York and New Jersey
5.00%, 10/15/2025

    3,127,465  
    2,500,000    

Sales Tax Asset Receivable Corp., NY
5.00%, 10/15/2029

    2,862,275  
    245,000    

Syracuse, NY, IDA
5.00%, 01/01/2029

    267,096  
   

Town of Oyster Bay, NY, GO

 

    125,000    

2.50%, 03/01/2019

    124,154  
    615,000    

2.63%, 03/01/2020

    606,058  
    50,000    

3.75%, 12/01/2018

    50,113  
    95,000    

5.00%, 03/15/2019

    96,345  
    2,340,000    

5.00%, 08/15/2024

    2,607,626  
    1,555,000    

TSASC, Inc., NY
5.00%, 06/01/2026

    1,786,275  
   

Yonkers, NY, GO

 

    885,000    

3.00%, 08/15/2019

    896,275  
    1,000,000    

5.00%, 03/15/2021

    1,073,670  
     

 

 

 
        47,295,699  
     

 

 

 
            North Carolina - 1.3%  
    1,325,000    

North Carolina Eastern Municipal Power
4.00%, 01/01/2020

    1,370,328  
    2,955,000    

North Carolina Housing Finance Agency
4.00%, 07/01/2047

    3,103,134  
    1,555,000    

North Carolina Medical Care Commission Retirement Finance Auth Rev, First Mortgage Galloway Ridge
5.88%, 01/01/2031

    1,625,924  
    1,175,000    

North Carolina Medical Care Commission Rev
5.00%, 10/01/2027

    1,207,818  
    1,000,000    

North Carolina State Medical Care Commission, Galloway Ridge, Inc.
6.00%, 01/01/2039

    1,044,470  
     

 

 

 
        8,351,674  
     

 

 

 
            Ohio - 3.3%  
    2,000,000    

Allen County, OH, Hospital Facs Rev
5.00%, 05/01/2023

    2,183,500  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 96.5% - (continued)  
            Ohio - 3.3% - (continued)  
   

Buckeye, OH, Tobacco Settlement Finance Auth

 
  $       4,000,000    

5.88%, 06/01/2047

  $ 3,999,960  
    6,680,000    

6.00%, 06/01/2042

    6,663,567  
   

City of Cleveland, OH, Airport System Rev

 

    1,165,000    

5.00%, 01/01/2022

    1,272,739  
    1,060,000    

5.00%, 01/01/2023

    1,174,957  
    345,000    

County of Hamilton, OH, Sales Tax Rev
5.00%, 12/01/2027

    410,623  
    1,750,000    

County of Montgomery, OH
5.00%, 05/01/2039

    1,790,150  
    2,000,000    

Dayton, OH, City School Dist GO
5.00%, 11/01/2027

    2,342,860  
    2,275,000    

Lancaster, OH, Gas Rev
1 mo. USD LIBOR + 0.60%, 1.86%, 02/01/2019(2)

    2,275,546  
     

 

 

 
        22,113,902  
     

 

 

 
            Oklahoma - 0.3%  
   

Oklahoma Dev. Finance Auth

 

    935,000    

5.25%, 08/15/2048

    1,023,619  
    935,000    

5.50%, 08/15/2057

    1,037,271  
     

 

 

 
        2,060,890  
     

 

 

 
            Oregon - 2.5%  
    855,000    

Clackamas County, OR, Hospital Facility Auth
2.80%, 05/15/2024(6)

    853,110  
    8,200,000    

Clackamas County, OR, School Dist No. 12, GO
0.00%, 06/15/2040(4)

    3,207,922  
    625,000    

Jackson County, OR, School Dist No. 4, GO
0.00%, 06/15/2034(4)

    331,213  
    1,105,000    

Marion County, OR, School Dist. No 15 North Marion
0.00%, 06/15/2037(4)

    506,178  
    2,500,000    

Oregon Health & Science University
4.00%, 07/01/2046

    2,551,875  
   

Port of Portland, OR, Airport Rev

 

    1,000,000    

5.00%, 07/01/2031

    1,101,100  
    750,000    

5.00%, 07/01/2032

    824,505  
    7,505,000    

Washington Clackamas & Yamhill Counties, OR, School Dist No. 88J
0.00%, 06/15/2034(4)

    4,033,112  
    2,885,000    

Washington County, OR, School Dist No. 48, GO
5.00%, 06/15/2035(5)

    3,275,802  
     

 

 

 
        16,684,817  
     

 

 

 
            Other U.S. Territories - 0.1%  
    705,000    

Puerto Rico Highway & Transportation Auth
4.95%, 07/01/2026

    723,133  
     

 

 

 
            Pennsylvania - 6.3%  
    945,000    

Allegheny County, PA
5.00%, 03/01/2019

    969,079  
    500,000    

Allegheny County, PA, Hospital DA
5.38%, 08/15/2029

    521,110  
    925,000    

Allegheny County, PA, IDA Charter School
6.75%, 08/15/2035

    974,173  
   

Beaver County, PA, GO

 

    1,220,000    

5.00%, 11/15/2020

    1,300,069  
    1,285,000    

5.00%, 11/15/2021

    1,395,793  
    1,345,000    

5.00%, 11/15/2022

    1,485,297  
 

 

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

 

 

  107  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 96.5% - (continued)  
            Pennsylvania - 6.3% - (continued)  
  $       930,000    

City of Philadelphia, PA, Water & Wastewater Rev
5.00%, 11/01/2029

  $ 1,089,430  
   

Commonwealth Finance Auth, PA

 

    2,000,000    

5.00%, 06/01/2026

    2,275,280  
    1,070,000    

5.00%, 06/01/2029

    1,217,992  
    750,000    

Delaware River, PA, Joint Toll Bridge Commission
5.00%, 07/01/2031

    868,072  
    1,805,000    

Harrisburg, PA, School Dist GO
5.00%, 11/15/2026

    2,078,006  
   

Lancaster County, PA, Hospital Auth

 

    495,000    

5.00%, 07/01/2024

    543,594  
    400,000    

5.00%, 07/01/2025

    441,440  
    2,410,000    

Montgomery County, PA, IDA Rev
5.00%, 12/01/2046

    2,580,074  
    920,000    

Pennsylvania Higher Educational Facs Auth
5.00%, 05/01/2032

    1,045,819  
    2,250,000    

Pennsylvania State IDA
5.00%, 07/01/2021

    2,439,315  
   

Pennsylvania State Turnpike Commission Rev

 

    575,000    

MUNIPSA + 0.88%, 2.63%, 12/01/2020(2)

    581,520  
    2,000,000    

MUNIPSA + 0.90%, 2.65%, 12/01/2021(2)

    2,030,020  
    300,000    

5.00%, 12/01/2027

    343,458  
    1,335,000    

6.00%, 06/01/2028

    1,339,486  
   

Pennsylvania Turnpike Commission

 

    1,000,000    

5.00%, 12/01/2029

    1,142,970  
    1,590,000    

5.00%, 12/01/2030

    1,812,187  
    2,000,000    

5.00%, 12/01/2033

    2,255,400  
   

Pennsylvania Turnpike Commission Rev

 

    925,000    

MUNIPSA + 0.98%, 2.73%, 12/01/2021(2)

    941,095  
    755,000    

5.00%, 12/01/2042

    838,050  
   

Philadelphia, PA, Municipal Auth

 

    750,000    

6.38%, 04/01/2029

    780,667  
    800,000    

6.50%, 04/01/2034

    833,240  
   

Philadelphia, PA, School Dist GO

 

    150,000    

3.00%, 09/01/2019

    151,720  
    1,560,000    

5.00%, 09/01/2022

    1,706,999  
    1,635,000    

5.00%, 09/01/2023

    1,805,939  
   

Pittsburgh, PA, School Dist GO

 

    1,575,000    

5.00%, 09/01/2021

    1,715,301  
    750,000    

5.00%, 09/01/2023

    816,555  
    350,000    

Reading, PA, School Dist GO
5.00%, 03/01/2038

    388,164  
    1,000,000    

Susquehanna, PA, Regional Airport Auth System Rev
5.00%, 01/01/2019

    1,018,060  
     

 

 

 
        41,725,374  
     

 

 

 
            Puerto Rico - 0.7%  
   

Commonwealth of Puerto Rico, GO

 

    220,000    

0.00%, 07/01/2019(4)

    209,801  
    1,450,000    

5.50%, 07/01/2019

    1,486,902  
    4,645,000    

6.00%, 07/01/2039*

    2,084,444  
   

Puerto Rico Electric Power Auth

 

    900,000    

5.00%, 07/01/2019

    917,811  
    250,000    

5.25%, 07/01/2019

    255,655  
     

 

 

 
        4,954,613  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 96.5% - (continued)  
            Rhode Island - 1.2%  
  $       1,415,000    

Cranston, RI, GO
5.00%, 07/01/2019

  $ 1,465,048  
    1,000,000    

Rhode Island Commerce Corp.
5.00%, 06/15/2019

    1,034,380  
   

Rhode Island Health & Educational Bldg Corp.

 

    1,900,000    

5.00%, 05/15/2027

    2,149,698  
    1,490,000    

5.00%, 05/15/2028

    1,691,493  
    1,500,000    

Rhode Island State & Providence Plantations
4.00%, 10/01/2018

    1,513,770  
     

 

 

 
        7,854,389  
     

 

 

 
            South Carolina - 0.5%  
    1,987,000    

Lancaster County, SC, Sun City Assessment
7.70%, 11/01/2017*

    417,270  
   

South Carolina State Public Service Auth

 

    1,350,000    

5.00%, 12/01/2031

    1,476,360  
    1,625,000    

5.00%, 12/01/2034

    1,759,176  
     

 

 

 
        3,652,806  
     

 

 

 
            South Dakota - 0.9%  
    2,655,000    

South Dakota Housing DA
3.50%, 11/01/2046

    2,729,393  
    1,000,000    

South Dakota State Education Enhancement
5.00%, 06/01/2026

    1,092,090  
    750,000    

South Dakota State Educational Enhancement Funding Corp.
5.00%, 06/01/2023

    833,625  
    1,000,000    

South Dakota State Health & Educational Facs Auth
5.00%, 11/01/2029

    1,117,890  
     

 

 

 
        5,772,998  
     

 

 

 
            Tennessee - 1.4%  
    1,000,000    

Shelby County, TN, Health Educational & Housing Facs Board
5.00%, 09/01/2037(1)

    909,830  
    1,255,000    

Tennessee Housing Development Agency
3.50%, 01/01/2047

    1,291,759  
   

Tennessee Housing Development Agency Rev

 

    2,120,000    

3.50%, 07/01/2045

    2,181,459  
    4,525,000    

3.50%, 01/01/2047

    4,658,623  
     

 

 

 
        9,041,671  
     

 

 

 
            Texas - 8.9%  
    1,000,000    

Arlington, TX, Higher Education Finance Corp. Rev
5.00%, 08/15/2027

    1,131,500  
   

Austin, TX, Airport System Rev

 

    1,125,000    

5.00%, 11/15/2028

    1,285,132  
    560,000    

5.00%, 11/15/2030

    635,662  
    1,500,000    

Brazos Harbor, TX, Industrial Development Corp.
5.90%, 05/01/2038(3)

    1,500,000  
    790,000    

City of Arlington, TX
5.00%, 02/15/2034

    878,124  
    500,000    

Clifton, TX, Higher Education Finance Corp.
4.00%, 08/15/2031

    530,765  
    5,000,000    

Dallas County, TX, Utility & Reclamation Dist, GO
5.00%, 02/15/2027

    5,859,800  
    1,500,000    

Dallas, TX, Area Rapid Transit Sales Tax Rev
5.00%, 12/01/2028

    1,733,925  
 

 

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

 

 

  108  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 96.5% - (continued)  
            Texas - 8.9% - (continued)  
  $       1,250,000    

Dallas, TX, ISD GO
1.50%, 02/15/2034(3)

  $ 1,248,700  
    1,000,000    

Denton, TX, ISD GO
0.00%, 08/15/2020(4)

    947,700  
   

Harris County - Houston, TX

 

    2,500,000    

5.00%, 11/15/2030

    2,761,925  
    250,000    

5.00%, 11/15/2032

    272,653  
    350,000    

5.00%, 11/15/2034

    380,006  
    1,605,000    

Harris County Toll Road Auth
5.00%, 08/15/2032

    1,873,918  
   

Kerrville, TX, Health Facs Development Corp.

 

    1,300,000    

5.00%, 08/15/2024

    1,437,683  
    1,500,000    

5.00%, 08/15/2035

    1,606,635  
   

New Hope, TX, Cultural Education Facs Finance Corp.

 
    700,000    

1.85%, 11/01/2020

    688,548  
    1,000,000    

3.25%, 11/15/2022

    982,590  
    2,375,000    

5.00%, 11/01/2031

    2,516,574  
    1,000,000    

5.00%, 11/01/2046

    1,036,410  
   

North Texas Tollway Auth Rev

 

    5,000,000    

0.00%, 01/01/2032(4)

    3,099,700  
    1,200,000    

5.00%, 01/01/2035

    1,346,592  
    230,000    

6.10%, 01/01/2028

    236,042  
    1,985,000    

San Antonio, TX, Airport System Rev
5.00%, 07/01/2023

    2,164,404  
   

San Antonio, TX, Water Rev

 

    2,200,000    

5.00%, 05/15/2026

    2,487,540  
    1,115,000    

5.00%, 05/15/2031

    1,283,488  
    3,525,000    

Socorro, TX, ISD
4.00%, 08/15/2035

    3,722,752  
    1,000,000    

Spring Branch, TX, ISD GO
5.00%, 02/01/2026

    1,152,290  
    2,000,000    

Tarrant County, TX, Cultural Education Facs
5.00%, 10/01/2034

    2,129,560  
    2,030,000    

Texas Municipal Gas Acquisition & Supply Corp.
6.25%, 12/15/2026

    2,362,412  
    1,250,000    

Texas State Transportation Commission Turnpike System
5.00%, 08/15/2032

    1,368,200  
    2,500,000    

Texas State Transportation Commission, GO
MUNIPSA + 0.38%,
2.13%, 10/01/2041(2)

    2,500,400  
    2,000,000    

Travis County, TX, Health Facs Development
7.13%, 11/01/2040

    2,240,140  
   

University of Texas

 

    1,000,000    

5.00%, 08/15/2026

    1,187,670  
    2,000,000    

5.00%, 07/01/2027

    2,323,180  
     

 

 

 
        58,912,620  
     

 

 

 
            Utah - 0.4%  
    2,475,000    

Utah Housing Corp.
4.00%, 01/01/2045

    2,595,038  
     

 

 

 
            Vermont - 0.4%  
    2,360,000    

Vermont Housing Finance Agency
4.00%, 11/01/2046

    2,459,663  
     

 

 

 
            Virginia - 0.5%  
    1,500,000    

Chesapeake Bay, VA, Bridge & Tunnel Dist
5.00%, 07/01/2051

    1,634,040  
    1,750,000    

Washington County, VA, IDA
7.75%, 07/01/2038

    1,812,282  
     

 

 

 
        3,446,322  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 96.5% - (continued)  
            Washington - 1.5%  
  $       2,060,000    

Chelan County, WA, Public Utility Dist No. 1
0.00%, 06/01/2028(4)

  $ 1,482,541  
    4,900,000    

King County, WA, GO
4.00%, 07/01/2030

    5,302,143  
   

Washington State Health Care Facs Auth Rev

 
    780,000    

5.00%, 07/01/2028

    868,686  
    2,000,000    

5.00%, 03/01/2029

    2,254,520  
     

 

 

 
        9,907,890  
     

 

 

 
            West Virginia - 0.6%  
   

West Virginia State Econ DA

 

    2,000,000    

1.70%, 01/01/2041(3)

    1,960,080  
    1,740,000    

1.90%, 03/01/2040(3)

    1,732,327  
     

 

 

 
        3,692,407  
     

 

 

 
            Wisconsin - 1.6%  
    1,790,000    

Milwaukee County, WI, Airport Rev
5.00%, 12/01/2025

    1,977,502  
    750,000    

Public Finance Auth Rev, WI, Marys Woods at Marylhurst Project
3.00%, 11/15/2022(1)

    752,018  
   

Public Finance Auth, WI

 

    830,000    

3.50%, 11/15/2023(1)

    837,246  
    1,600,000    

5.00%, 09/01/2025(1)

    1,727,072  
    1,295,000    

Wisconsin State
6.00%, 05/01/2036

    1,348,509  
   

Wisconsin State Health & Educational Facs Auth Rev

 
    2,000,000    

5.00%, 11/15/2027

    2,249,680  
    1,700,000    

5.00%, 12/01/2028

    1,913,248  
     

 

 

 
        10,805,275  
     

 

 

 
            Wyoming - 0.2%  
    1,230,000    

Wyoming Community DA
4.00%, 12/01/2046

    1,292,632  
     

 

 

 
   

Total Municipal Bonds
(cost $640,051,548)

  $ 642,014,350  
     

 

 

 
   

Total Long-Term Investments
(cost $640,051,548)

  $ 642,014,350  
     

 

 

 
     
      SHORT-TERM INVESTMENTS - 2.6%  
            Other Investment Pools & Funds - 2.6%  
    17,139,654    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.62%(7)

  $ 17,139,654  
     

 

 

 
   

Total Short-Term Investments
(cost $17,139,654)

  $ 17,139,654  
     

 

 

 
   

Total Investments
(cost $657,191,202)

    99.1    $ 659,154,004  
   

Other Assets and Liabilities

    0.9      6,119,300  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 665,273,304  
     

 

 

    

 

 

 
 

 

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

 

 

  109  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

* 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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $11,977,245, which represented 1.8% of total net assets.

 

(2)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2018.

 

(3)  Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(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.

 

(6)  This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of this security was $855,000 at April 30, 2018.

 

(7)  Current yield as of period end.

 

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

 

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

FHLMC

   Federal Home Loan Mortgage Corp.

FNMA

   Federal National Mortgage Association

GNMA

   Government National Mortgage Association

LIBOR

   London Interbank Offered Rate

MUNIPSA

   Municipal Swap Index Yield
Municipal Abbreviations:

DA

   Development Authority

GO

   General Obligation

ISD

   Independent School District

IDA

   Industrial Development Authority

PA

   Port Authority

Rev

   Revenue

USD

   Unified School District

VA

   Veterans Administration
 

 

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

 

 

  110  

 


The Hartford Municipal Opportunities Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Municipal Bonds

   $     642,014,350      $      $ 642,014,350      $  

Short-Term Investments

     17,139,654        17,139,654                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 659,154,004      $     17,139,654      $     642,014,350      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

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

 

 

  111  

 


The Hartford Municipal Real Return Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.5%  
            Alabama - 1.8%  
  $       270,000    

Alabama Federal Aid Highway Finance Auth
5.00%, 09/01/2034

  $ 314,132  
    1,000,000    

Alabama State Port Auth Rev, Docks Facilities
5.00%, 10/01/2032

    1,123,660  
    1,500,000    

Jefferson County, AL, Sewer Rev
5.00%, 10/01/2018

    1,515,240  
     

 

 

 
    2,953,032  
     

 

 

 
      Alaska - 0.9%  
    375,000    

Alaska Municipal Bond Bank Auth Rev
5.75%, 09/01/2033

    379,843  
    1,000,000    

CIVICVentures, AK
5.00%, 09/01/2026

    1,127,890  
     

 

 

 
    1,507,733  
     

 

 

 
      Arizona - 0.4%  
    142,000    

Sundance, AZ, Community Facs Dist
7.13%, 07/01/2027(1)

    142,024  
    455,000    

Tempe, AZ, IDA
4.00%, 10/01/2023(1)

    455,091  
     

 

 

 
    597,115  
     

 

 

 
      California - 10.9%  
    855,000    

California State Communities DA Rev
5.00%, 10/01/2022

    919,681  
    500,000    

California State Dept Water Resources Supply Rev
5.00%, 05/01/2022

    500,000  
   

California State Health Facs

 
    250,000    

5.00%, 02/01/2029

    289,875  
    1,000,000    

6.00%, 07/01/2029

    1,048,130  
    170,000    

California State Public Works Board, State University Trustees
6.13%, 04/01/2029

    176,758  
    1,000,000    

California State, GO
5.00%, 08/01/2029

    1,173,840  
    300,000    

El Dorado, CA, Irrigation Dist
5.38%, 08/01/2024

    313,503  
    315,000    

Elk Grove, CA, Finance Auth
5.00%, 09/01/2031

    355,506  
    1,000,000    

Hemet, CA, USD Finance Auth Special Tax
5.00%, 09/01/2031

    1,099,950  
    400,000    

Huntington Park, CA, Public Finance Auth Rev
5.25%, 09/01/2019

    401,044  
   

Inglewood, CA, Redevelopment Agency

 
    200,000    

5.00%, 05/01/2028

    233,742  
    200,000    

5.00%, 05/01/2029

    232,536  
    1,000,000    

Oakland, CA, Airport Rev
5.00%, 05/01/2026

    1,076,560  
    500,000    

San Bernardino, CA, Community College Dist GO
6.38%, 08/01/2026

    505,745  
    60,000    

San Diego, CA, Redev Agency, Centre City Sub Pkg
5.25%, 09/01/2026

    60,167  
    1,120,000    

San Francisco City & County, CA, Redevelopment Agency
6.50%, 08/01/2032

    1,184,456  
    290,000    

San Joaquin Hills, CA, Transportation Auth
5.00%, 01/15/2029

    323,289  
    1,000,000    

San Jose, CA, Redevelopment Agency
6.50%, 08/01/2019

    1,011,670  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.5% - (continued)  
      California - 10.9% - (continued)  
  $       665,000    

Santa Cruz County, CA, Redevelopment Agency
6.63%, 09/01/2029

  $ 706,343  
   

Santa Margarita, CA, Water Dist Special Tax

 
    500,000    

5.00%, 09/01/2024

    542,745  
    500,000    

5.00%, 09/01/2025

    541,980  
    970,000    

5.00%, 09/01/2028

    1,078,106  
    500,000    

Southern California Public Power Auth
5.00%, 07/01/2023

    510,915  
    1,000,000    

Tuolumne, CA, Wind Proj Auth Rev
5.88%, 01/01/2029

    1,027,620  
    1,250,000    

Ventura County, CA, Certificates of Participation
5.63%, 08/15/2027

    1,311,950  
    1,000,000    

Washington Township, CA, Health Care Dist Rev
6.00%, 07/01/2029

    1,035,880  
     

 

 

 
    17,661,991  
     

 

 

 
            Colorado - 0.7%  
    420,000    

E-470 Public Highway, CO, Auth Rev
1 mo. USD LIBOR + 1.05%,
2.32%, 09/01/2039(2)

    423,402  
    600,000    

University of Colorado Enterprise Rev
5.75%, 06/01/2028

    624,846  
     

 

 

 
    1,048,248  
     

 

 

 
            Connecticut - 3.0%  
    1,500,000    

City of Bridgeport, CT, GO
5.00%, 08/15/2025

    1,677,270  
    950,000    

City of Hartford, CT, GO
5.00%, 07/01/2027

    1,057,378  
    395,000    

Connecticut Housing Finance Auth
4.00%, 05/15/2047

    414,331  
   

Connecticut State, GO

 
    750,000    

5.00%, 04/15/2022

    811,913  
    750,000    

5.00%, 05/15/2025

    834,443  
     

 

 

 
    4,795,335  
     

 

 

 
            District of Columbia - 0.9%  
    1,500,000    

District of Columbia University Rev
5.25%, 04/01/2034(3)

    1,520,835  
     

 

 

 
            Florida - 4.3%  
   

Broward County, FL, Airport System Rev

 
    145,000    

5.00%, 10/01/2019

    151,032  
    265,000    

5.00%, 10/01/2020

    282,734  
    285,000    

5.00%, 10/01/2021

    309,926  
   

City of Port State Lucie, FL

 
    590,000    

4.00%, 07/01/2028

    618,031  
    585,000    

4.00%, 07/01/2029

    611,945  
    1,000,000    

Greater Orlando, FL, Aviation Auth
5.00%, 10/01/2024

    1,082,320  
    1,000,000    

Manatee County, FL, School Dist
5.00%, 10/01/2030

    1,152,010  
    190,000    

Miami Beach, FL, Health Facs Auth
5.00%, 11/15/2020

    201,793  
    530,000    

Miami-Dade County, FL, Aviation Rev
5.00%, 10/01/2027

    595,360  
    625,000    

Miami-Dade County, FL, Expressway Auth
5.00%, 07/01/2024

    710,281  
    1,000,000    

Palm Beach County, FL, Health Facs Auth
6.80%, 06/01/2025

    1,145,090  
 

 

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

 

 

  112  

 


The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.5% - (continued)  
            Florida - 4.3% - (continued)  
  $       130,000    

Village, FL, Community Development Dist No. 11
3.25%, 05/01/2019

  $ 131,087  
     

 

 

 
    6,991,609  
     

 

 

 
            Georgia - 3.5%  
    2,000,000    

Atlanta, GA, Airport Passenger Facs Charge Rev
5.00%, 01/01/2023

    2,096,980  
   

Burke County, GA, DA Rev

 
    520,000    

1.85%, 12/01/2049(3)

    515,809  
    1,000,000    

3.00%, 11/01/2045(3)

    983,860  
    725,000    

Monroe County, GA, DA Rev
2.40%, 01/01/2039(3)

    718,424  
    1,170,000    

Municipal Electric Auth Georgia, GA
5.00%, 01/01/2022

    1,275,616  
     

 

 

 
        5,590,689  
     

 

 

 
            Hawaii - 0.7%  
    1,000,000    

Hawaii State Dept of Transportation
5.00%, 08/01/2022

    1,096,720  
     

 

 

 
            Illinois - 16.3%  
   

Chicago, IL, Board of Education

 
    1,000,000    

5.00%, 12/01/2034

    1,002,220  
    435,000    

6.00%, 01/01/2020

    448,998  
    150,000    

Chicago, IL, Board of Education, Special Tax
6.00%, 04/01/2046

    174,318  
    1,000,000    

Chicago, IL, Midway International Airport
5.00%, 01/01/2036

    1,113,530  
   

Chicago, IL, Transit Auth

 
    415,000    

5.00%, 06/01/2025

    464,493  
    100,000    

5.25%, 06/01/2022

    100,284  
   

City of Chicago, IL, GO

 
    1,000,000    

5.00%, 01/01/2020

    1,029,880  
    300,000    

5.00%, 12/01/2023

    308,910  
   

City of Chicago, IL, Wastewater Transmission Rev

 
    285,000    

5.00%, 01/01/2028

    311,619  
    715,000    

5.00%, 01/01/2029

    778,664  
    1,205,000    

City of Chicago, IL, Waterworks Rev
5.00%, 11/01/2029

    1,295,700  
    310,000    

Cook County, IL, Community High School Dist No. 212 Leyden
5.00%, 12/01/2027

    343,644  
    885,000    

Cook County, IL, GO
5.00%, 11/15/2027

    1,001,749  
    600,000    

Cook, IL, Regional Transportation Auth
5.00%, 06/01/2035

    665,082  
 

Illinois State Finance Auth Rev

 

    1,000,000    

5.00%, 10/01/2023

    1,117,770  
    1,000,000    

5.00%, 02/15/2027

    1,141,800  
    335,000    

5.00%, 11/15/2028

    374,852  
    1,000,000    

5.00%, 11/15/2031

    1,116,590  
    1,000,000    

5.00%, 11/15/2033

    1,108,600  
    625,000    

5.00%, 11/15/2034

    680,575  
 

Illinois State Toll Highway Auth, Taxable Rev

 

    1,000,000    

5.00%, 01/01/2027

    1,108,910  
    1,000,000    

5.00%, 01/01/2031

    1,142,270  
 

Illinois State, GO

 

    1,000,000    

5.00%, 01/01/2022

    1,023,340  
    1,000,000    

5.00%, 02/01/2026

    1,033,700  
    2,000,000    

5.25%, 01/01/2021

    2,083,520  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.5% - (continued)  
            Illinois - 16.3% - (continued)  
  $       1,400,000    

Kane Cook & DuPage Counties, IL, GO
5.00%, 01/01/2031

  $ 1,549,408  
    625,000    

Kane McHenry Cook & DeKalb Counties, IL, USD GO
5.00%, 01/01/2027

    703,588  
    1,000,000    

Met Pier & Exposition Auth, IL, Rev
5.00%, 12/15/2035

    1,045,020  
    815,000    

Metropolitan Pier & Exposition Auth, IL
4.85%, 12/15/2042

    427,207  
   

Railsplitter Tobacco Settlement Auth, IL

 
    405,000    

5.00%, 06/01/2027

    461,485  
    1,000,000    

5.50%, 06/01/2023

    1,099,950  
     

 

 

 
        26,257,676  
     

 

 

 
            Indiana - 1.3%  
    870,000    

Indiana Municipal Power Agency
5.00%, 01/01/2033

    1,001,596  
   

University of Southern Indiana

 
    820,000    

5.00%, 10/01/2022

    855,285  
    250,000    

5.00%, 10/01/2023

    260,757  
     

 

 

 
    2,117,638  
     

 

 

 
            Kentucky - 0.7%  
    1,085,000    

Louisville & Jefferson County, KY, Metropolitan Gov’t Rev Catholic Health Initiatives
5.00%, 12/01/2023

    1,173,807  
     

 

 

 
            Louisiana - 1.8%  
    600,000    

City of Shreveport, LA, Water & Sewer Rev
5.00%, 12/01/2036

    676,872  
    1,155,000    

Louisiana State Local Gov’t Environmental Facs & Community DA Rev
6.00%, 11/15/2030

    1,284,152  
    95,000    

Louisiana State, Tobacco Settlement Financing Corp.
5.00%, 05/15/2026

    95,741  
   

New Orleans, LA, Aviation Board

 
    190,000    

5.00%, 01/01/2026

    216,955  
    125,000    

5.00%, 01/01/2027

    143,945  
    500,000    

5.00%, 01/01/2034

    545,145  
     

 

 

 
    2,962,810  
     

 

 

 
            Maryland - 0.3%  
    105,000    

Howard, MD, Special Obligation
4.00%, 02/15/2028(1)

    107,324  
    430,000    

Rockville, MD, Mayor
3.00%, 11/01/2025

    421,215  
     

 

 

 
    528,539  
     

 

 

 
            Massachusetts - 0.5%  
    200,000    

Massachusetts School Building Auth
5.00%, 11/15/2030

    233,530  
    545,000    

Massachusetts State Development Finance Agency
4.00%, 10/01/2025(1)

    564,451  
     

 

 

 
    797,981  
     

 

 

 
            Michigan - 2.4%  
    1,000,000    

Great Lakes, MI, Water Auth Water Supply System Rev
5.00%, 07/01/2029

    1,143,830  
 

 

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

 

 

  113  

 


The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.5% - (continued)  
            Michigan - 2.4% - (continued)  
   

Michigan Finance Auth

 
  $       600,000    

5.00%, 07/01/2018

  $ 602,718  
    335,000    

5.00%, 07/01/2027

    372,185  
    335,000    

5.00%, 07/01/2028

    371,508  
    350,000    

5.00%, 07/01/2029

    386,831  
    265,000    

Michigan State Building Auth
5.00%, 04/15/2027

    310,130  
    370,000    

State of Michigan
5.00%, 03/15/2027

    434,798  
    275,000    

Wayne County, MI, Airport Auth Rev
5.00%, 12/01/2030

    309,064  
     

 

 

 
    3,931,064  
     

 

 

 
            Minnesota - 0.7%  
   

Duluth, MN, ISD, No. 709

 
    600,000    

3.00%, 02/01/2021

    608,700  
    240,000    

4.00%, 02/01/2027

    255,276  
    315,000    

Saint Francis, MN, ISD, No. 15
4.00%, 02/01/2029

    331,682  
     

 

 

 
    1,195,658  
     

 

 

 
            Missouri - 1.5%  
    1,000,000    

City of State Louis, MO, Airport Rev
5.00%, 07/01/2032

    1,146,220  
   

Kirkwood, MO, IDA Retirement Community

 
    500,000    

5.25%, 05/15/2042

    529,485  
    500,000    

5.25%, 05/15/2050

    526,445  
    1,000,000    

Stone Canyon, MO, Community Improvement Dist Rev
5.75%, 04/01/2027(4)(5)(6)

    245,000  
     

 

 

 
    2,447,150  
     

 

 

 
            Nevada - 0.2%  
    380,000    

Las Vegas, NV, Special Improvement Dist
5.00%, 06/01/2028

    394,911  
     

 

 

 
            New Jersey - 2.0%  
    175,000    

City of Atlantic, NJ, GO
5.00%, 03/01/2022

    189,018  
   

New Jersey State Econ DA

 
    330,000    

4.88%, 09/15/2019

    337,521  
    1,000,000    

5.00%, 09/01/2021

    1,053,010  
    1,060,000    

New Jersey Transportation Trust Fund Auth
5.00%, 06/15/2021

    1,063,784  
    555,000    

Tobacco Settlement Financing Corp, NJ
5.00%, 06/01/2029

    631,251  
     

 

 

 
    3,274,584  
     

 

 

 
            New York - 8.8%  
    1,000,000    

City of New York, NY, GO
6.25%, 10/15/2028

    1,020,209  
    1,000,000    

Metropolitan Transportation Auth, NY, Rev
5.25%, 11/15/2023

    1,079,970  
    395,000    

New York City, NY, Housing Development Corp.
4.50%, 02/15/2048

    406,435  
    315,000    

New York Mortgage Agency Rev
3.50%, 10/01/2034

    321,606  
   

New York State Dormitory Auth Rev

 
    1,500,000    

5.00%, 03/15/2030

    1,731,270  
    4,500,000    

5.00%, 03/15/2031

    5,195,635  
    2,000,000    

5.38%, 03/01/2029

    2,057,620  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.5% - (continued)  
            New York - 8.8% - (continued)  
  $       765,000    

New York State Liberty Development Corp. Rev
5.15%, 11/15/2034(1)

  $ 832,358  
    520,000    

New York Transportation Development Corp. Rev
5.00%, 08/01/2018

    523,338  
    75,000    

Syracuse, NY, IDA
5.00%, 01/01/2029

    81,764  
   

Town of Oyster Bay, NY, GO

 
    265,000    

3.00%, 03/01/2021

    267,290  
    155,000    

4.00%, 11/01/2022

    160,823  
    445,000    

TSASC, Inc., NY
5.00%, 06/01/2026

    511,185  
     

 

 

 
    14,189,503  
     

 

 

 
            North Carolina - 0.2%  
    275,000    

North Carolina Medical Care Commission Rev
5.00%, 10/01/2027

    282,681  
     

 

 

 
            Ohio - 2.8%  
   

City of Cleveland, OH, Airport System Rev

 
    355,000    

5.00%, 01/01/2022

    387,830  
    325,000    

5.00%, 01/01/2023

    360,246  
    85,000    

County of Hamilton, OH, Sales Tax Rev
5.00%, 12/01/2027

    101,168  
    1,200,000    

Cuyahoga, OH, Community College Dist
5.00%, 08/01/2027

    1,263,600  
    2,000,000    

Dayton, OH, City School Dist GO
5.00%, 11/01/2027

    2,342,860  
     

 

 

 
    4,455,704  
     

 

 

 
            Oregon - 1.3%  
    295,000    

Clackamas County, OR, Hospital Facility Auth
2.80%, 05/15/2024(7)

    294,348  
    2,300,000    

Clackamas County, OR, School Dist No. 12, GO
0.00%, 06/15/2040(8)

    899,783  
    800,000    

Washington County, OR, School Dist No. 48, GO
5.00%, 06/15/2035

    908,368  
     

 

 

 
    2,102,499  
     

 

 

 
            Other U.S. Territories - 0.2%  
    380,000    

Puerto Rico Highway & Transportation Auth
4.95%, 07/01/2026

    389,774  
     

 

 

 
            Pennsylvania - 5.6%  
    145,000    

Commonwealth Finance Auth, PA
5.00%, 06/01/2031

    163,601  
    1,000,000    

5.00%, 06/01/2026

    1,137,640  
    125,000    

5.00%, 06/01/2028

    143,325  
    250,000    

Delaware River, PA, Joint Toll Bridge Commission
5.00%, 07/01/2031

    289,357  
    605,000    

Harrisburg, PA, School Dist GO
5.00%, 11/15/2026

    696,506  
   

Lancaster County, PA, Hospital Auth

 
    140,000    

5.00%, 07/01/2024

    153,744  
    115,000    

5.00%, 07/01/2025

    126,914  
   

Pennsylvania State Turnpike Commission Rev

 
    200,000    

5.00%, 12/01/2027

    228,972  
    665,000    

6.00%, 06/01/2028

    667,234  
    1,000,000    

Pennsylvania Turnpike Commission
5.00%, 12/01/2031

    1,145,710  
 

 

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

 

 

  114  

 


The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.5% - (continued)  
            Pennsylvania - 5.6% - (continued)  
  $       1,000,000    

Philadelphia, PA, GO
5.25%, 08/01/2019

  $ 1,040,690  
   

Philadelphia, PA, School Dist GO

 
    365,000    

5.00%, 09/01/2023

    403,161  
    200,000    

5.25%, 09/01/2023

    211,996  
   

Pittsburgh, PA, School Dist GO

 
    1,570,000    

5.00%, 09/01/2021

    1,709,856  
    750,000    

5.00%, 09/01/2023

    816,555  
    150,000    

Reading, PA, School Dist GO
5.00%, 03/01/2038

    166,356  
     

 

 

 
    9,101,617  
     

 

 

 
            Puerto Rico - 0.4%  
    360,000    

Commonwealth of Puerto Rico, GO
5.50%, 07/01/2019

    369,162  
   

Puerto Rico Electric Power Auth

 
    200,000    

5.00%, 07/01/2019

    203,958  
    60,000    

5.25%, 07/01/2019

    61,357  
     

 

 

 
    634,477  
     

 

 

 
            Rhode Island - 1.7%  
   

Rhode Island Health & Educational Bldg Corp.

 
    1,215,000    

5.00%, 05/15/2018

    1,216,142  
    800,000    

5.00%, 05/15/2027

    905,136  
    530,000    

5.00%, 05/15/2028

    601,672  
     

 

 

 
    2,722,950  
     

 

 

 
            South Carolina - 1.3%  
    1,000,000    

South Carolina St Jobs-Econ DA Rev
5.25%, 08/01/2024

    1,141,280  
   

South Carolina State Public Service Auth

 
    315,000    

5.00%, 12/01/2031

    344,484  
    500,000    

5.00%, 12/01/2034

    541,285  
     

 

 

 
    2,027,049  
     

 

 

 
            South Dakota - 0.9%  
    870,000    

South Dakota Housing DA
4.00%, 11/01/2047

    915,466  
    415,000    

South Dakota State Health & Educational Facs Auth
5.00%, 11/01/2029

    463,925  
     

 

 

 
    1,379,391  
     

 

 

 
            Texas - 12.8%  
    210,000    

City of Arlington, TX
5.00%, 02/15/2034

    233,426  
    595,000    

City of Austin, TX, Airport System Rev
5.00%, 11/15/2026

    684,024  
    2,250,000    

City of San Antonio, TX, Electric & Gas Systems Rev
5.00%, 02/01/2032

    2,596,072  
 

Clifton, TX, Higher Education Finance Corp.

 

    1,000,000    

4.00%, 08/15/2029

    1,079,650  
    1,050,000    

4.00%, 08/15/2030

    1,119,342  
    1,000,000    

Dallas, TX, Area Rapid Transit Sales Tax Rev
5.00%, 12/01/2030

    1,148,570  
    750,000    

Dallas-Fort Worth, TX, International Airport Rev
5.00%, 11/01/2023

    797,557  
    1,500,000    

Grapevine-Colleyville, TX, ISD GO
5.00%, 08/15/2027

    1,733,190  
    250,000    

Harris County - Houston, TX
5.00%, 11/15/2032

    272,653  
    2,000,000    

Houston, TX, Utility System Rev
6.00%, 11/15/2036

    2,083,831  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.5% - (continued)  
            Texas - 12.8% - (continued)  
  $       1,580,000    

La Joya, TX, ISD GO
5.00%, 02/15/2025

  $ 1,783,330  
    1,000,000    

New Hope, TX, Cultural Education Facs Finance Corp.
5.00%, 11/01/2031

    1,059,610  
    1,000,000    

North Texas Tollway Auth Rev
5.00%, 01/01/2030

    1,108,370  
    325,000    

San Antonio, TX, Water Rev
5.00%, 05/15/2031

    374,111  
    2,000,000    

Socorro, TX, ISD
5.00%, 08/15/2030

    2,353,940  
 

Tarrant County, TX, Cultural Education Facs

 

    575,000    

5.00%, 10/01/2034

    612,248  
    1,000,000    

6.25%, 11/15/2029

    1,023,597  
    550,000    

Texas State Transportation Commission Turnpike System
5.00%, 08/15/2032

    602,008  
     

 

 

 
    20,665,529  
     

 

 

 
      Virginia - 0.3%  
    500,000    

Virginia State Resources Auth Infrastructure
5.00%, 11/01/2024

    508,091  
     

 

 

 
      Washington - 1.5%  
    2,285,000    

FYI Properties, WA, Lease Rev
5.50%, 06/01/2034

    2,362,050  
     

 

 

 
      Wisconsin - 2.7%  
    1,705,000    

Milwaukee County, WI, Airport Rev
5.00%, 12/01/2024

    1,886,361  
    235,000    

Public Finance Auth, WI
3.50%, 11/15/2023(1)

    237,051  
 

Wisconsin State

 

    125,000    

5.75%, 05/01/2033

    129,859  
    865,000    

6.00%, 05/01/2036

    900,742  
    1,000,000    

Wisconsin State Health & Educational Facs Auth Rev
5.00%, 11/15/2027

    1,124,840  
     

 

 

 
    4,278,853  
     

 

 

 
      Wyoming - 0.2%  
    325,000    

Wyoming Community DA
4.00%, 12/01/2046

    341,549  
     

 

 

 
 

Total Municipal Bonds
(cost $153,395,638)

  $ 154,286,842  
     

 

 

 
 

Total Long-Term Investments
(cost $153,395,638)

  $ 154,286,842  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 2.7%  
      Other Investment Pools & Funds - 2.7%  
    4,439,730    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.62%(9)

  $ 4,439,730  
     

 

 

 
   

Total Short-Term Investments
(cost $4,439,730)

 

   $ 4,439,730  
        

 

 

 
   

Total Investments
(cost $157,835,368)

    98.2    $ 158,726,572  
   

Other Assets and Liabilities

    1.8      2,851,710  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 161,578,282  
     

 

 

    

 

 

 
 

 

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

 

 

  115  

 


The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

 

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

 

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

 

(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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $2,338,299, which represented 1.4% of total net assets.

 

(2)  Variable rate security; the rate reported is the coupon rate in effect at April 30, 2018.

 

(3)  Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(4)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited. At April 30, 2018, the aggregate value of this security was $245,000, which represented 0.2% of total net assets.

 

(5)  This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, the aggregate fair value of this security was $245,000, 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.

 

(6)  Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

 

(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 $295,000 at April 30, 2018.

 

(8)  Security is a zero-coupon bond.

 

(9)  Current yield as of period end.

 

OTC Interest Rate Swap Contracts Outstanding at April 30, 2018  

Counterparty

  Payments
made
by Fund
   Payments
received
by Fund
   Notional
Amount
     Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Value     Unrealized
Appreciation/
(Depreciation)
 

BCLY

  1.15% Fixed    CPURNSA      USD        3,600,000        01/15/20        At Maturity      $      $      $ 79,625     $ 79,625  

BCLY

  1.18% Fixed    CPURNSA      USD        7,550,000        01/15/19        At Maturity                      117,404       117,404  

BCLY

  1.28% Fixed    CPURNSA      USD        3,700,000        01/15/20        At Maturity                      82,656       82,656  

BCLY

  1.54% Fixed    CPURNSA      USD        7,000,000        03/03/21        At Maturity                      243,205       243,205  

BCLY

  1.67% Fixed    CPURNSA      USD        5,750,000        03/08/26        At Maturity                      343,877       343,877  

BCLY

  2.29% Fixed    CPURNSA      USD        6,592,000        01/15/22        At Maturity                      (57     (57

BNP

  1.59% Fixed    CPURNSA      USD        22,263,000        07/15/21        At Maturity                      726,308       726,308  

BNP

  1.69% Fixed    CPURNSA      USD        4,850,000        01/15/23        At Maturity                      201,763       201,763  

BOA

  1.62% Fixed    CPURNSA      USD        8,639,000        07/15/21        At Maturity                      271,714       271,714  

BOA

  2.12% Fixed    CPURNSA      USD        7,429,000        01/15/24        At Maturity                      85,202       85,202  

CBK

  2.03% Fixed    CPURNSA      USD        1,185,000        06/01/25        At Maturity                      20,652       20,652  

CBK

  2.26% Fixed    CPURNSA      USD        2,098,000        02/15/42        At Maturity                      65,066       65,066  

CBK

  2.45% Fixed    CPURNSA      USD        950,000        11/07/34        At Maturity                      (39,977     (39,977

DEUT

  1.23% Fixed    CPURNSA      USD        7,450,000        11/12/19        At Maturity                      145,456       145,456  

DEUT

  1.48% Fixed    CPURNSA      USD        2,300,000        07/15/23        At Maturity                      100,926       100,926  

DEUT

  1.53% Fixed    CPURNSA      USD        1,850,000        12/11/24        At Maturity                      87,989       87,989  

DEUT

  1.55% Fixed    CPURNSA      USD        5,020,000        09/02/20        At Maturity                      99,049       99,049  

DEUT

  1.68% Fixed    CPURNSA      USD        1,985,000        08/04/25        At Maturity                      98,992       98,992  

DEUT

  1.70% Fixed    CPURNSA      USD        1,475,000        12/02/24        At Maturity                      70,302       70,302  

JPM

  1.76% Fixed    CPURNSA      USD        12,288,000        07/15/23        At Maturity                      558,493       558,493  

JPM

  1.80% Fixed    CPURNSA      USD        5,080,000        11/03/25        At Maturity                      209,586       209,586  

JPM

  2.33% Fixed    CPURNSA      USD        7,000,000        09/30/21        At Maturity                      (429,505     (429,505

JPM

  2.75% Fixed    CPURNSA      USD        1,075,000        03/03/21        At Maturity                      (109,614     (109,614

MSC

  1.44% Fixed    CPURNSA      USD        1,525,000        08/09/23        At Maturity                      73,587       73,587  
                   

 

 

    

 

 

    

 

 

   

 

 

 

Total

 

         $     —      $     —      $     3,102,699     $     3,102,699  
                   

 

 

    

 

 

    

 

 

   

 

 

 

 

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

 

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

 

 

  116  

 


The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

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

BCLY

   Barclays

BNP

   BNP Paribas Securities Services

BOA

   Banc of America Securities LLC

CBK

   Citibank NA

DEUT

   Deutsche Bank Securities, Inc.

JPM

   JP Morgan Chase & Co.

MSC

   Morgan Stanley
Currency Abbreviations:

USD

   United States Dollar
Index Abbreviations:

CPURNSA

   Consumer Price All Urban Non-Seasonally Adjusted
Other Abbreviations:

LIBOR

   London Interbank Offered Rate

OTC

   Over-the-Counter
Municipal Abbreviations:

DA

   Development Authority

GO

   General Obligation

ISD

   Independent School District

IDA

   Industrial Development Authority

Rev

   Revenue

USD

   Unified School District
 

 

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

 

 

  117  

 


The Hartford Municipal Real Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Municipal Bonds

   $ 154,286,842     $      $ 154,286,842     $  

Short-Term Investments

     4,439,730       4,439,730               

Swaps - Interest Rate(2)

     3,681,852              3,681,852        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     162,408,424     $     4,439,730      $     157,968,694     $     —  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

 

Swaps - Interest Rate(2)

   $ (579,153   $      $ (579,153   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (579,153   $      $ (579,153   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

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

 

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

 

 

  118  

 


Hartford Municipal Short Duration Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.2%  
      Arizona - 1.9%  
  $       250,000    

Arizona State Health Facs Auth Hospital System Rev
5.00%, 02/01/2020

  $ 261,530  
    105,000    

Tempe, AZ, IDA
4.00%, 10/01/2023(1)

    105,021  
     

 

 

 
    366,551  
     

 

 

 
      California - 8.4%  
    170,000    

Alameda Corridor, CA, Transportation Auth Rev
0.00%, 10/01/2018(2)

    168,327  
 

California County Tobacco Securitization Agency

 

    200,000    

4.00%, 06/01/2018

    200,428  
    195,000    

5.00%, 06/01/2020

    208,761  
    250,000    

California Health Facs Finance Auth Rev
5.88%, 07/01/2025

    261,675  
    200,000    

Jurupa, CA, Public Financing Auth
4.00%, 09/01/2018

    201,478  
    80,000    

Long Beach Bond Finance Auth, CA
5.25%, 11/15/2018

    81,336  
    250,000    

Orange County, CA, Community Facs Dist
4.00%, 08/15/2021

    262,641  
    75,000    

Roseville, CA, Natural Gas Financing Auth
5.00%, 02/15/2023

    82,375  
    20,000    

San Jose, CA, Redevelopment Agency
6.50%, 08/01/2018

    20,233  
    100,000    

Tustin, CA, Community Facs Dist
3.00%, 09/01/2019

    101,107  
     

 

 

 
    1,588,361  
     

 

 

 
      Colorado - 4.0%  
    200,000    

Colorado Health Facs Auth Rev
5.00%, 06/01/2018

    200,438  
    130,000    

Colorado Housing & Finance Auth Rev
4.00%, 05/01/2048

    136,435  
    150,000    

Denver, CO, Convention Center Hotel Auth
5.00%, 12/01/2022

    165,447  
 

E-470 Public Highway, CO, Auth Rev

 

    50,000    

0.00%, 09/01/2019(2)

    48,707  
    40,000    

1 mo. USD LIBOR + 1.05%,
2.32%, 09/01/2039(3)

    40,324  
    150,000    

Park Creek, CO, Metropolitan Dist
5.00%, 12/01/2021

    163,033  
     

 

 

 
    754,384  
     

 

 

 
      Connecticut - 4.4%  
    150,000    

City of Bridgeport, CT, GO
4.00%, 08/15/2021

    159,050  
    150,000    

City of New Haven, CT, GO
5.00%, 08/15/2021

    160,480  
    100,000    

Connecticut State Health & Educational Facs Auth
3.25%, 09/01/2021(1)

    100,019  
    140,000    

Connecticut State, GO
5.00%, 07/15/2022

    152,127  
    250,000    

Town of Hamden, CT, GO
5.00%, 08/15/2019

    258,755  
     

 

 

 
    830,431  
     

 

 

 
      District of Columbia - 0.9%  
 

Metropolitan Washington, DC, Airports Auth

 

    70,000    

5.00%, 10/01/2019

    72,872  
    95,000    

5.00%, 10/01/2039

    100,757  
     

 

 

 
    173,629  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.2% - (continued)  
      Florida - 2.6%  
  $       165,000    

Broward County, FL, Airport System Rev
5.00%, 10/01/2020

  $ 176,042  
    200,000    

City of Port, St. Lucie, FL
1.75%, 07/01/2022

    188,814  
    50,000    

Miami-Dade County, FL, Aviation Rev
5.00%, 10/01/2024

    56,510  
    65,000    

Miami-Dade County, FL, Seaport Rev
5.00%, 10/01/2021

    70,107  
     

 

 

 
    491,473  
     

 

 

 
      Georgia - 2.3%  
 

Burke County, GA, DA Rev

 

    55,000    

1.85%, 12/01/2049(4)

    54,557  
    70,000    

2.35%, 10/01/2032(4)

    69,595  
    100,000    

3.00%, 11/01/2045(4)

    98,386  
    100,000    

Monroe County, GA, DA Rev
2.40%, 01/01/2039(4)

    99,093  
    100,000    

Municipal Electric Auth, GA
5.00%, 11/01/2022

    110,572  
     

 

 

 
    432,203  
     

 

 

 
      Guam - 0.8%  
    150,000    

Antonio B Won Pat International Airport Auth, Guam
5.00%, 10/01/2018

    151,602  
     

 

 

 
      Illinois - 20.0%  
 

Chicago, IL, Board of Education, GO

 

    45,000    

0.00%, 12/01/2021(2)

    39,174  
    55,000    

0.00%, 12/01/2022(2)

    45,444  
    100,000    

5.00%, 12/01/2021

    104,901  
    225,000    

Chicago, IL, Midway International Airport Rev
5.00%, 01/01/2023

    247,423  
 

Chicago, IL, Transit Auth

 

    100,000    

5.00%, 06/01/2019

    102,918  
    100,000    

5.00%, 06/01/2020

    105,286  
    100,000    

5.00%, 12/01/2022

    108,224  
    250,000    

City of Chicago, IL, O’Hare International Airport
5.25%, 01/01/2019

    255,307  
    70,000    

City of Chicago, IL, Park Dist GO
3.00%, 01/01/2021

    70,923  
    160,000    

City of Chicago, IL, Wastewater Transmission Rev
0.00%, 01/01/2022(2)

    143,411  
 

City of Chicago, IL, Waterworks Rev

 

    100,000    

5.00%, 11/01/2018

    101,507  
    85,000    

5.00%, 11/01/2020

    90,454  
 

Cook County, IL, GO

 

    100,000    

5.00%, 11/15/2019

    104,159  
    150,000    

5.00%, 11/15/2022

    166,393  
    125,000    

Illinois Housing DA
3.05%, 08/01/2022

    125,641  
 

Illinois State Finance Auth Rev

 

    90,000    

4.50%, 05/15/2020

    90,091  
    50,000    

5.00%, 08/15/2020

    52,474  
    100,000    

5.00%, 11/15/2021

    108,586  
    150,000    

5.00%, 02/15/2022

    162,276  
    130,000    

7.75%, 08/15/2034

    139,473  
 

Illinois State, GO

 

    180,000    

4.00%, 06/15/2020

    185,800  
    100,000    

5.00%, 02/01/2020

    102,670  
    75,000    

5.00%, 04/01/2021

    77,647  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  119  

 


Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.2% - (continued)  
      Illinois - 20.0% - (continued)  
  $       120,000    

5.00%, 02/01/2022

  $ 124,427  
    200,000    

5.00%, 11/01/2022

    208,744  
    100,000    

Kane McHenry Cook & DeKalb Counties, IL, USD GO
4.00%, 01/01/2020

    102,989  
    50,000    

Kendall Kane & Will Counties, IL, USD GO
0.00%, 02/01/2021(2)

    46,386  
 

Metropolitan Pier & Exposition Auth, IL

 

    50,000    

0.00%, 12/15/2019(2)

    47,449  
    50,000    

0.00%, 06/15/2021(2)

    44,802  
 

Railsplitter, IL, Tobacco Settlement Auth

 

    100,000    

5.00%, 06/01/2018

    100,237  
    150,000    

5.00%, 06/01/2022

    163,728  
    50,000    

5.25%, 06/01/2021

    54,160  
    150,000    

Village of Bolingbrook IL
5.00%, 01/01/2023

    164,397  
     

 

 

 
    3,787,501  
     

 

 

 
      Kentucky - 1.1%  
    200,000    

Kentucky State Property & Building Commission
5.00%, 05/01/2020

    210,722  
     

 

 

 
      Louisiana - 3.6%  
 

City of New Orleans, LA, Sewerage Service Rev

 

    165,000    

5.00%, 06/01/2018

    165,408  
    110,000    

5.00%, 06/01/2021

    118,612  
    100,000    

Louisiana State Public Facs Auth Rev
3.00%, 05/15/2018

    100,034  
 

New Orleans, LA, Aviation Board

 

    75,000    

5.00%, 01/01/2019

    76,580  
    200,000    

5.00%, 01/01/2023

    221,040  
     

 

 

 
    681,674  
     

 

 

 
      Maryland - 0.9%  
    20,000    

Maryland Econ Development Corp.
4.00%, 06/01/2020

    20,790  
    150,000    

Rockville, MD, Mayor
5.00%, 11/01/2018

    152,133  
     

 

 

 
    172,923  
     

 

 

 
      Massachusetts - 2.2%  
    100,000    

Massachusetts Development Finance Agency
3.50%, 10/01/2022(1)

    102,176  
 

Massachusetts Educational Financing Auth

 

    20,000    

5.00%, 07/01/2023

    21,910  
    80,000    

5.00%, 07/01/2024

    88,324  
    35,000    

Massachusetts Housing Finance Agency
1.50%, 12/01/2047(4)

    34,536  
    150,000    

Massachusetts State Development Finance Agency Rev
5.00%, 07/01/2022

    163,557  
     

 

 

 
    410,503  
     

 

 

 
      Michigan - 3.1%  
 

Michigan Finance Auth

 

    150,000    

5.00%, 04/01/2019

    153,817  
    150,000    

5.00%, 07/01/2019

    155,130  
    150,000    

5.00%, 11/15/2022

    165,579  
    100,000    

State of Michigan
5.00%, 03/15/2021

    107,829  
     

 

 

 
    582,355  
     

 

 

 
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.2% - (continued)  
      Minnesota - 1.9%  
  $       135,000    

City of Rochester, MN, Healthcare & Housing Rev Facs
3.50%, 12/01/2018

  $ 135,647  
    200,000    

Duluth, MN, ISD, No. 709
5.00%, 02/01/2022

    216,876  
     

 

 

 
    352,523  
     

 

 

 
      Missouri - 0.8%  
    50,000    

City of State Louis, MO, Airport Rev
5.00%, 07/01/2023

    55,634  
    100,000    

Kirkwood, MO, IDA
5.00%, 05/15/2022

    106,803  
     

 

 

 
    162,437  
     

 

 

 
      Nebraska - 1.2%  
    120,000    

Central Plains, NE, Energy Proj Gas Rev
5.25%, 12/01/2021

    131,405  
    100,000    

Washington County, NE
2.38%, 09/01/2030(4)

    100,417  
     

 

 

 
    231,822  
     

 

 

 
      Nevada - 0.4%  
    85,000    

Clark County, NV
2.25%, 12/01/2019

    84,934  
     

 

 

 
      New Jersey - 2.5%  
    50,000    

City of Atlantic, NJ, GO
5.00%, 03/01/2020

    52,286  
    280,000    

New Jersey Educational Facs Auth Rev
5.00%, 09/01/2019

    290,066  
    125,000    

Tobacco Settlement Financing Corp, NJ
5.00%, 06/01/2023

    138,311  
     

 

 

 
    480,663  
     

 

 

 
      New Mexico - 0.5%  
    90,000    

New Mexico Mortgage Finance Auth
3.75%, 09/01/2048

    93,762  
     

 

 

 
      New York - 2.2%  
    100,000    

New York State Dormitory Auth Rev
4.00%, 12/01/2018(1)

    100,759  
 

New York Transportation Development Corp. Rev

 

    80,000    

5.00%, 08/01/2018

    80,514  
    100,000    

5.00%, 01/01/2019

    102,006  
    25,000    

Oyster Bay, NY, Public Improvement, GO
5.00%, 02/15/2019

    25,320  
    100,000    

TSASC, Inc, NY
5.00%, 06/01/2020

    105,683  
     

 

 

 
    414,282  
     

 

 

 
      North Dakota - 1.7%  
 

North Dakota Housing Finance Agency

 

    130,000    

3.50%, 07/01/2046

    133,641  
    175,000    

4.00%, 01/01/2048

    184,235  
     

 

 

 
    317,876  
     

 

 

 
      Ohio - 0.7%  
 

City of Cleveland, OH, Airport System Rev

 

    60,000    

5.00%, 01/01/2022

    65,549  
    60,000    

5.00%, 01/01/2023

    66,507  
     

 

 

 
    132,056  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  120  

 


Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.2% - (continued)  
      Oregon - 0.8%  
  $       145,000    

State of Oregon Housing & Community Services Department
3.50%, 07/01/2048

  $ 149,318  
     

 

 

 
      Pennsylvania - 9.1%  
    165,000    

Allegheny County, PA, Hospital DA
5.38%, 08/15/2029

    171,966  
    125,000    

Beaver County, PA, GO
4.00%, 11/15/2018

    126,339  
    150,000    

Commonwealth Financing Auth, PA
5.00%, 06/01/2022

    163,666  
    100,000    

Lancaster County, PA, Hospital Auth
5.00%, 07/01/2020

    105,317  
 

Lehigh County, PA, IDA

 

    65,000    

1.80%, 02/15/2027(4)

    62,454  
    55,000    

1.80%, 09/01/2029(4)

    52,509  
    150,000    

Montgomery County, PA, IDA Rev
4.00%, 12/01/2020

    155,358  
    250,000    

Pennsylvania Turnpike Commission Rev
MUNIPSA + 0.98%,
2.73%, 12/01/2021(3)

    254,350  
    150,000    

Philadelphia, IDA, PA
5.00%, 12/01/2022

    165,858  
 

Philadelphia, PA, Hospitals & Higher Education Facs Auth

 
    115,000    

5.00%, 07/01/2019

    118,060  
    20,000    

5.00%, 07/01/2020

    20,908  
 

Philadelphia, School Dist GO

 

    85,000    

4.00%, 09/01/2022

    87,419  
    65,000    

5.00%, 09/01/2020

    69,050  
    150,000    

Reading, PA, School Dist GO
5.00%, 03/01/2023

    165,807  
     

 

 

 
    1,719,061  
     

 

 

 
      Puerto Rico - 0.5%  
    40,000    

Commonwealth of Puerto Rico, GO
5.50%, 07/01/2019

    41,018  
 

Puerto Rico Electric Power Auth

 

    25,000    

5.00%, 07/01/2019

    25,495  
    35,000    

5.25%, 07/01/2019

    35,791  
     

 

 

 
    102,304  
     

 

 

 
      Rhode Island - 2.0%  
    150,000    

Rhode Island Health & Educational Building Corp.
5.00%, 05/15/2022

    162,868  
    50,000    

Rhode Island Housing & Mortgage Finance Corp.
4.00%, 10/01/2032

    51,488  
 

Rhode Island Tobacco Settlement Financing Corp.

 

    100,000    

5.00%, 06/01/2020

    105,788  
    60,000    

5.00%, 06/01/2021

    64,772  
     

 

 

 
    384,916  
     

 

 

 
      South Dakota - 1.5%  
    250,000    

South Dakota State Educational Enhancement Funding Corp.
5.00%, 06/01/2023

    277,875  
     

 

 

 
      Tennessee - 3.9%  
    150,000    

Shelby County, TN, Health Educational & Housing Facs Board
4.00%, 09/01/2022(1)

    146,381  
 

Tennessee Housing Development Agency Rev

 

    155,000    

3.50%, 07/01/2045

    159,493  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 95.2% - (continued)  
      Tennessee - 3.9% - (continued)  
  $       225,000    

3.50%, 01/01/2047

  $ 231,644  
    200,000    

3.50%, 01/01/2048

    206,112  
     

 

 

 
    743,630  
     

 

 

 
      Texas - 7.6%  
    105,000    

City of San Antonio, TX, Airport System
5.00%, 07/01/2022

    115,011  
    350,000    

Clear Creek ISD GO, TX
1.45%, 02/15/2035(4)

    344,795  
    200,000    

Corpus Christi ISD GO, TX
2.00%, 08/15/2047(4)

    200,098  
    210,000    

Harris County-Houston, TX, Sports Auth
5.00%, 11/15/2020

    223,996  
    100,000    

Kerrville, TX, Health Facs Development Corp.
5.00%, 08/15/2020

    105,358  
 

Lower Colorado River, TX, Auth Rev

 

    120,000    

4.00%, 05/15/2020

    124,594  
    100,000    

5.00%, 05/15/2020

    105,812  
    150,000    

New Hope, TX, Cultural Education Facs Finance Corp.
1.70%, 11/01/2019

    148,530  
    75,000    

Texas Municipal Gas Acquisition & Supply Corp. Rev
5.25%, 12/15/2018

    76,403  
     

 

 

 
    1,444,597  
     

 

 

 
      Virginia - 0.5%  
    90,000    

Wise County, VA, IDA Rev
1.88%, 11/01/2040(4)

    89,136  
     

 

 

 
      Washington - 0.7%  
    55,000    

State of Washington, GO
5.00%, 08/01/2019

    57,138  
    80,000    

Washington State Health Care Facs Auth Rev
5.00%, 10/01/2039

    83,530  
     

 

 

 
    140,668  
     

 

 

 
      Wisconsin - 0.5%  
    100,000    

Public Finance Auth, WI
5.00%, 05/15/2020(1)

    104,425  
     

 

 

 
 

Total Municipal Bonds
(cost $18,249,465)

  $ 18,060,597  
     

 

 

 
 

Total Long-Term Investments
(cost $18,249,465)

  $ 18,060,597  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 3.7%  
      Other Investment Pools & Funds - 3.7%  
    702,193    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.62%(5)

  $ 702,193  
     

 

 

 
 

Total Short-Term Investments
(cost $702,193)

 

   $ 702,193  
      

 

 

 
 

Total Investments
(cost $18,951,658)

    98.9    $ 18,762,790  
 

Other Assets and Liabilities

    1.1      212,034  
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 18,974,824  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  121  

 


Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

 

     The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

     For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

(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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $658,781, which represented 3.5% of total net assets.

 

(2)  Security is a zero-coupon bond.

 

(3)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2018.

 

(4)  Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(5)  Current yield as of period end.

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:

LIBOR

   London Interbank Offered Rate

MUNIPSA

   Municipal Swap Index Yield
Municipal Abbreviations:

DA

   Development Authority

GO

   General Obligation

ISD

   Independent School District

IDA

   Industrial Development Authority

Rev

   Revenue

USD

   Unified School District

 

The accompanying notes are an integral part of these financial statements.

 

 

  122  

 


Hartford Municipal Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)      Level 3(1)  

Assets

 

Municipal Bonds

   $ 18,060,597      $      $ 18,060,597      $  

Short-Term Investments

     702,193        702,193                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     18,762,790      $     702,193      $     18,060,597      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

The accompanying notes are an integral part of these financial statements.

 

 

  123  

 


The Hartford Quality Bond Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 32.6%  
            Canada - 0.7%  
  $       915,000    

Master Credit Card Trust
3.74%, 07/22/2024(1)

  $ 906,214  
     

 

 

 
            Cayman Islands - 4.0%  
   

BlueMountain CLO Ltd.

 
    675,000    

3 mo. USD LIBOR + 1.420%,
3.31%, 11/20/2028(1)(2)

    676,713  
    675,000    

3 mo. USD LIBOR + 1.600%,
3.96%, 10/22/2030(1)(2)

    674,514  
    605,000    

3 mo. USD LIBOR + 2.500%,
4.84%, 04/13/2027(1)(2)

    604,618  
    550,000    

Bowman Park CLO Ltd.
3 mo. USD LIBOR + 1.180%,
3.10%, 11/23/2025(1)(2)

    549,787  
    250,000    

Carlyle Global Market Strategies CLO Carlyle Global Market Strategies Ltd.
3 mo. USD LIBOR + 0.970%,
3.31%, 04/17/2031(1)(2)

    249,867  
    330,519    

Cent CLO Ltd.
3 mo. USD LIBOR + 1.120%,
3.48%, 07/23/2025(1)(2)

    331,558  
    350,000    

LCM L.P.
3 mo. USD LIBOR + 1.400%,
3.76%, 04/20/2028(1)(2)

    349,646  
    761,308    

LCM XVII L.P.
3 mo. USD LIBOR + 1.350%,
3.70%, 10/15/2026(1)(2)

    762,102  
    785,000    

Madison Park Funding Ltd.
3 mo. USD LIBOR + 1.260%,
3.62%, 07/20/2026(1)(2)

    785,422  
    445,000    

Magnetite CLO Ltd.
3 mo. USD LIBOR + 1.300%,
3.65%, 04/15/2026(1)(2)

    445,000  
     

 

 

 
        5,429,227  
     

 

 

 
            United States - 27.9%  
    1,100,000    

245 Park Avenue Trust
3.78%, 06/05/2037(1)(3)

    1,066,320  
    88,895    

Angel Oak Mortgage Trust LLC
2.81%, 01/25/2047(1)(3)

    87,269  
   

Cabela’s Credit Card Master Note Trust

 
    625,000    

1 mo. USD LIBOR + 0.540%,
2.44%, 03/15/2023(2)

    628,495  
    605,000    

2.71%, 02/17/2026(1)

    590,669  
    961,000    

Capital Auto Receivables Asset Trust
3.62%, 05/20/2021

    967,731  
    265,000    

Citigroup Commercial Mortgage Trust
3.15%, 11/15/2049

    254,569  
   

COLT Mortgage Loan Trust

 
    119,743    

2.75%, 09/25/2046(1)(3)

    119,306  
    142,957    

3.08%, 02/25/2048(1)(3)

    142,947  
    343,435    

3.75%, 12/26/2046(1)(3)

    343,435  
   

Commercial Mortgage Trust

 
    1,150,000    

3.35%, 02/10/2048

    1,130,131  
    618,000    

3.63%, 10/10/2048

    617,217  
    925,000    

3.70%, 08/10/2048

    927,154  
   

Connecticut Avenue Securities

 
    133,661    

1 mo. USD LIBOR + 1.450%,
3.35%, 01/25/2029(2)

    134,727  
    484,314    

1 mo. USD LIBOR + 5.000%,
6.90%, 07/25/2025(2)

    552,574  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 32.6% - (continued)  
            United States - 27.9% - (continued)  
   

CSAIL Commercial Mortgage Trust

 
  $       1,180,950    

3.72%, 08/15/2048

  $ 1,185,484  
    925,000    

3.81%, 11/15/2048

    932,073  
    750,000    

CSMC Trust
2.76%, 04/05/2033(1)

    738,405  
    192,858    

Deephaven Residential Mortgage Trust
2.73%, 12/26/2046(1)(3)

    189,495  
   

Fannie Mae Connecticut Avenue Securities

 
    792,236    

1 mo. USD LIBOR + 0.550%,
2.45%, 01/25/2030(2)

    792,295  
    516,618    

1 mo. USD LIBOR + 0.750%,
2.65%, 02/25/2030(2)

    517,175  
    392,295    

1 mo. USD LIBOR + 0.850%,
2.75%, 11/25/2029(2)

    393,420  
    602,240    

1 mo. USD LIBOR + 1.150%,
3.05%, 09/25/2029(2)

    605,818  
    357,710    

1 mo. USD LIBOR + 2.200%,
4.10%, 10/25/2028(2)

    359,953  
    865,000    

1 mo. USD LIBOR + 4.250%,
6.15%, 01/25/2029(2)

    984,796  
    850,000    

1 mo. USD LIBOR + 4.450%,
6.35%, 01/25/2029(2)

    956,583  
    840,867    

1 mo. USD LIBOR + 5.000%,
6.90%, 07/25/2025(2)

    937,140  
    1,610,000    

FREMF Mortgage Trust
3.98%, 03/25/2028(1)(3)

    1,558,216  
    320,000    

3.76%, 11/25/2050(1)(3)

    309,837  
    320,000    

3.82%, 04/25/2048(1)(3)

    309,242  
    440,000    

3.85%, 10/25/2049(1)(3)

    425,556  
    350,000    

3.93%, 02/25/2050(1)(3)

    342,276  
    230,000    

3.98%, 08/25/2027(1)(3)

    223,230  
    1,240,000    

4.08%, 08/25/2023(1)(3)

    1,247,558  
    600,000    

4.08%, 08/25/2047(1)(3)

    609,498  
    165,000    

4.38%, 06/25/2047(1)(3)

    165,273  
    184,000    

4.49%, 12/25/2044(1)(3)

    188,587  
    200,000    

4.65%, 10/25/2030(1)(3)

    200,318  
    720,752    

4.77%, 01/25/2048(1)(3)

    745,096  
    500,000    

GS Mortgage Securities Corp.
1 mo. USD LIBOR + 1.300%,
3.20%, 07/15/2032(1)(2)

    500,782  
    304,036    

GSR Mortgage Loan Trust
3.70%, 01/25/2036(3)

    299,880  
    370,000    

Hertz Vehicle Financing II L.P.
3.29%, 02/25/2024(1)

    362,132  
    125,000    

HSI Asset Securitization Corp. Trust
1 mo. USD LIBOR + 0.270%,
2.17%, 02/25/2036(2)

    124,080  
    67,925    

IndyMac Index Mortgage Loan Trust
3.73%, 06/25/2036(3)

    64,635  
   

LSTAR Securities Investment Ltd.

 
    538,873    

1 mo. USD LIBOR + 1.550%,
3.46%, 02/01/2023(1)(2)

    534,864  
    226,840    

1 mo. USD LIBOR + 1.750%,
3.66%, 10/01/2022(1)(2)

    225,713  
    99,127    

MortgageIT Trust
1 mo. USD LIBOR + 0.640%,
2.54%, 02/25/2035(2)

    99,203  
    133,951    

Nationstar HECM Loan Trust
1.97%, 05/25/2027(1)

    133,051  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  124  

 


The Hartford Quality Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 32.6% - (continued)  
            United States - 27.9% - (continued)  
   

New Residential Mortgage Loan Trust

 
  $       75,252    

3.75%, 05/25/2054(1)(3)

  $ 75,490  
    232,101    

3.75%, 11/25/2056(1)(3)

    232,490  
    972,800    

4.00%, 02/25/2057(1)(3)

    983,677  
   

NRZ Advance Receivables Trust

 
    960,000    

2.58%, 10/15/2049(1)

    948,930  
    1,210,000    

3.11%, 12/15/2050(1)

    1,204,612  
   

NRZ Excess Spread-Collateralized Notes

 
    628,256    

3.19%, 01/25/2023(1)

    624,352  
    269,056    

3.27%, 02/25/2023(1)

    267,738  
    141,814    

Residential Accredit Loans, Inc.
4.39%, 09/25/2035(3)

    125,949  
    460,413    

Santander Drive Auto Receivables Trust
2.74%, 01/15/2021

    460,372  
    39,210    

Sequoia Mortgage Trust
1 mo. USD LIBOR + 0.460%,
2.36%, 02/20/2035(2)

    38,900  
    338,581    

SLM Student Loan Trust
3 mo. USD LIBOR + 0.040%,
2.40%, 01/25/2019(2)

    337,365  
    117,809    

SoFi Consumer Loan Program LLC
3.05%, 12/26/2025(1)

    117,482  
    280,000    

SoFi Consumer Loan Program Trust
3.79%, 04/26/2027(1)

    278,464  
    696,441    

Springleaf Funding Trust
3.16%, 11/15/2024(1)

    696,254  
    265,000    

SPS Servicer Advance Receivables Trust
2.53%, 11/16/2048(1)

    264,503  
    1,400,000    

STRU BA 9875 AB
3.00%, 02/01/2048

    1,347,500  
    594,057    

Thornburg Mortgage Securities Trust
3.37%, 04/25/2045(3)

    596,997  
   

Towd Point Mortgage Trust

 
    426,435    

2.25%, 04/25/2056(1)(3)

    418,074  
    78,189    

2.75%, 04/25/2055(1)(3)

    77,390  
    300,317    

2.75%, 08/25/2055(1)(3)

    296,088  
    663,677    

2.75%, 10/25/2056(1)(3)

    653,647  
    207,186    

2.75%, 04/25/2057(1)(3)

    204,168  
    89,100    

3.00%, 03/25/2054(1)(3)

    88,709  
    642,000    

3.75%, 04/25/2055(1)(3)

    643,525  
    375,000    

Verus Securitization Trust
3.70%, 07/25/2047(1)(3)

    375,835  
    1,050,000    

VNDO Mortgage Trust
3.45%, 11/15/2030(1)(3)

    1,030,596  
    465,000    

WF-RBS Commercial Mortgage Trust
3.61%, 11/15/2047

    465,441  
     

 

 

 
        37,678,756  
     

 

 

 
   

Total Asset & Commercial Mortgage Backed Securities
(cost $44,408,099)

  $ 44,014,197  
     

 

 

 
     
U.S. GOVERNMENT AGENCIES - 86.4%  
            Mortgage-Backed Agencies - 84.7%  
            FHLMC - 27.5%  
  $       13,159    

0.01%, 11/15/2036(4)

  $ 11,939  
    7,277,600    

0.43%, 01/25/2027(3)(5)

    163,893  
    4,395,631    

0.75%, 03/25/2027(3)(5)

    201,891  
    2,823,830    

0.84%, 01/25/2024(3)(5)

    100,185  
    1,240,000    

1.70%, 04/25/2044(3)(5)

    132,287  
    695,000    

1.71%, 07/25/2041(3)(5)

    50,995  
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 86.4% - (continued)  
            Mortgage-Backed Agencies - 84.7% - (continued)  
            FHLMC - 27.5% - (continued)  
  $       2,250,000    

1.81%, 11/25/2040(3)(5)

  $ 160,938  
    286,827    

2.50%, 12/15/2026(5)

    14,721  
    1,329,418    

2.50%, 03/15/2028(5)

    105,111  
    191,860    

2.50%, 05/15/2028(5)

    14,596  
    1,016,935    

2.75%, 12/15/2041

    898,497  
    276,828    

3.00%, 05/15/2032(5)

    22,176  
    499,950    

3.00%, 03/01/2033

    496,275  
    187,940    

3.00%, 03/15/2033(5)

    24,352  
    1,249,999    

3.00%, 04/01/2033

    1,240,811  
    800,000    

3.00%, 05/01/2033(6)

    793,406  
    1,062,819    

3.00%, 01/01/2037

    1,043,098  
    260,000    

3.00%, 04/15/2042

    239,507  
    1,730,917    

3.00%, 11/01/2046

    1,672,122  
    2,519,278    

3.00%, 12/01/2046

    2,433,211  
    278,831    

1 mo. USD LIBOR + 1.200%,
3.10%, 07/25/2029(2)

    281,426  
    309,664    

1 mo. USD LIBOR + 1.120%,
3.10%, 08/25/2029(2)

    311,919  
    995,000    

3.12%, 10/25/2031(3)

    941,997  
    975,000    

3.19%, 07/25/2027

    957,705  
    625,000    

3.43%, 01/25/2027(3)

    626,574  
    329,256    

3.50%, 06/15/2026(5)

    22,511  
    98,068    

3.50%, 09/15/2026(5)

    9,019  
    175,027    

3.50%, 03/15/2027(5)

    15,627  
    867,898    

3.50%, 03/15/2041(5)

    108,059  
    1,356,705    

3.50%, 10/01/2047

    1,348,442  
    5,100,000    

3.50%, 05/01/2048(6)

    5,064,815  
    925,000    

1 mo. USD LIBOR + 1.800%,
3.70%, 07/25/2030(2)

    920,777  
    495,206    

1 mo. USD LIBOR + 1.950%,
3.85%, 05/25/2025(2)

    509,036  
    274,666    

4.00%, 08/15/2026(5)

    26,171  
    405,190    

4.00%, 07/15/2027(5)

    39,415  
    791,795    

4.00%, 03/15/2028(5)

    78,994  
    172,195    

4.00%, 06/15/2028(5)

    18,120  
    353,207    

4.00%, 06/15/2041

    362,943  
    225,000    

4.00%, 11/15/2041

    231,132  
    571,000    

4.00%, 08/15/2043

    580,737  
    333,112    

4.00%, 07/01/2044

    340,846  
    6,405,000    

4.00%, 05/01/2048(6)

    6,526,094  
    1,279,138    

1 mo. USD LIBOR + 2.250%,
4.15%, 11/25/2028(2)

    1,309,773  
    111,407    

4.50%, 02/01/2039

    116,279  
    1,144,152    

4.50%, 07/01/2042

    1,204,309  
    185,961    

4.50%, 09/01/2044

    193,948  
    1,014,933    

1 mo. USD LIBOR + 2.800%,
4.70%, 05/25/2028(2)

    1,043,937  
    118,900    

5.00%, 10/01/2028

    126,214  
    471,299    

5.00%, 09/01/2029

    500,535  
    395,055    

5.00%, 01/01/2030

    419,584  
    493,494    

5.00%, 09/01/2031

    522,896  
    397,595    

5.00%, 11/01/2031

    421,284  
    64,406    

5.00%, 09/01/2033

    69,366  
    249,521    

5.00%, 09/15/2033(5)

    51,157  
    456,506    

5.00%, 05/01/2039

    489,025  
    725,454    

5.00%, 08/01/2039

    777,488  
    262,823    

5.00%, 07/01/2041

    281,514  
    50,000    

5.00%, 05/01/2048(6)

    52,987  
    55,301    

5.50%, 08/15/2033

    59,547  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  125  

 


The Hartford Quality Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 86.4% - (continued)  
            Mortgage-Backed Agencies - 84.7% - (continued)  
            FHLMC - 27.5% - (continued)  
  $       358,678    

5.50%, 04/01/2038

  $ 392,005  
     

 

 

 
    37,174,218  
     

 

 

 
            FNMA - 39.4%  
    100,000    

0.00%, 09/25/2041(4)(7)

    60,837  
    113,998    

0.01%, 06/25/2036(4)

    96,305  
    546,814    

1.45%, 04/25/2055(3)(5)

    23,719  
    569,803    

1.57%, 06/25/2055(3)(5)

    24,428  
    733,075    

1.57%, 08/25/2044(3)(5)

    27,831  
    417,485    

2.00%, 09/25/2039

    390,929  
    335,000    

2.00%, 02/25/2043

    266,849  
    47,602    

2.50%, 06/25/2028(5)

    3,586  
    420,000    

2.50%, 03/25/2043

    350,725  
    1,891,342    

2.54%, 07/01/2026

    1,786,737  
    100,000    

2.68%, 05/01/2025

    96,645  
    601,337    

2.85%, 06/01/2027

    579,488  
    785,000    

2.85%, 12/01/2027

    750,103  
    1,140,000    

2.87%, 02/01/2032

    1,062,656  
    950,000    

2.95%, 10/01/2025

    931,005  
    341,522    

2.95%, 01/01/2028

    330,110  
    1,170,000    

2.97%, 06/01/2027

    1,131,995  
    467,058    

3.00%, 02/25/2027(5)

    36,450  
    158,447    

3.00%, 09/25/2027(5)

    15,332  
    488,604    

3.00%, 12/25/2027(5)

    48,113  
    438,816    

3.00%, 02/25/2028(5)

    39,354  
    126,388    

3.00%, 04/25/2028(5)

    11,866  
    1,061,596    

3.00%, 03/01/2037

    1,042,465  
    287,850    

3.00%, 10/01/2037

    282,483  
    6,600,000    

3.00%, 05/01/2048(6)

    6,365,906  
    525,000    

3.00%, 09/25/2057

    474,810  
    345,022    

3.02%, 03/01/2027

    336,714  
    1,400,000    

3.08%, 11/01/2027

    1,365,581  
    1,325,666    

3.10%, 01/01/2027

    1,303,192  
    1,151,538    

3.14%, 11/01/2027

    1,133,129  
    850,000    

3.19%, 09/01/2029

    823,160  
    1,700,000    

3.28%, 12/01/2032

    1,633,058  
    1,333,044    

3.38%, 12/01/2029

    1,320,329  
    1,085,000    

3.46%, 09/01/2037

    1,053,084  
    1,678,233    

3.50%, 11/01/2026

    1,699,646  
    205,759    

3.50%, 05/25/2027(5)

    21,042  
    298,768    

3.50%, 10/25/2027(5)

    30,760  
    75,470    

3.50%, 05/25/2030(5)

    9,110  
    92,777    

3.50%, 08/25/2030(5)

    10,500  
    235,635    

3.50%, 02/25/2031(5)

    21,935  
    179,824    

3.50%, 09/25/2035(5)

    28,368  
    242,588    

3.50%, 09/01/2043

    242,357  
    417,368    

3.50%, 10/01/2044

    416,434  
    434,805    

3.50%, 02/01/2045

    432,980  
    415,437    

3.50%, 02/01/2046

    412,986  
    898,806    

3.50%, 09/01/2046

    893,503  
    379,303    

3.50%, 10/01/2046

    377,063  
    150,396    

3.50%, 10/25/2046(5)

    35,197  
    271,608    

3.50%, 11/01/2046

    270,808  
    283,392    

3.50%, 09/01/2047

    281,774  
    298,761    

3.50%, 02/01/2048

    297,486  
    379,000    

3.50%, 05/01/2048(6)

    376,276  
    200,000    

3.55%, 02/01/2030

    201,062  
    1,225,241    

3.57%, 10/01/2029

    1,233,798  
    1,000,000    

3.73%, 04/01/2033

    1,008,933  
    14,392    

3.89%, 05/01/2030

    14,697  
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 86.4% - (continued)  
            FNMA - 39.4% - (continued)  
  $       330,455    

3.96%, 05/01/2034

  $ 340,872  
    155,696    

3.97%, 05/01/2029

    162,622  
    443,459    

4.00%, 05/25/2027(5)

    44,350  
    700,000    

4.00%, 05/01/2033(6)

    717,679  
    609,109    

4.00%, 12/01/2040

    625,419  
    155,319    

4.00%, 03/01/2041

    159,390  
    46,221    

4.00%, 03/25/2042(5)

    7,181  
    494,278    

4.00%, 11/25/2043

    504,602  
    181,801    

4.00%, 06/01/2044

    185,631  
    25,391    

4.00%, 08/01/2044

    25,926  
    231,628    

4.00%, 10/01/2044

    236,440  
    412,614    

4.00%, 11/01/2044

    421,231  
    438,466    

4.00%, 05/01/2045

    447,270  
    255,426    

4.00%, 07/01/2045

    261,979  
    881,540    

4.00%, 05/01/2046

    900,558  
    224,016    

4.00%, 06/01/2046

    228,358  
    264,703    

4.00%, 04/01/2047

    271,525  
    12,100,000    

4.00%, 05/01/2048(6)

    12,324,039  
    485,584    

4.06%, 03/01/2030

    505,013  
    78,458    

4.50%, 07/25/2027(5)

    8,453  
    113,525    

4.50%, 08/01/2041

    119,697  
    35,054    

4.50%, 09/01/2041

    36,885  
    43,556    

5.46%, 05/25/2042(3)(5)

    4,569  
    476,769    

5.50%, 07/25/2045(5)

    104,127  
    325,000    

5.50%, 05/01/2048(6)

    351,548  
    411,499    

6.00%, 09/25/2047(5)

    96,292  
    620,000    

3.19%, 02/25/2030

    593,456  
     

 

 

 
    53,200,801  
     

 

 

 
            GNMA - 17.8%  
    104,006    

1.75%, 09/20/2043

    98,218  
    548,176    

2.14%, 04/20/2040

    439,474  
    204,687    

3.00%, 09/20/2028(5)

    18,143  
    273,045    

3.00%, 09/16/2042

    238,164  
    265,972    

3.00%, 09/20/2042

    232,473  
    125,726    

3.00%, 02/16/2043(5)

    20,736  
    70,876    

3.00%, 08/15/2045

    69,220  
    164,595    

3.00%, 11/20/2045

    161,089  
    205,569    

3.00%, 05/20/2047

    178,427  
    6,775,000    

3.00%, 05/01/2048(6)

    6,603,773  
    103,056    

3.50%, 02/16/2027(5)

    9,478  
    241,355    

3.50%, 03/20/2027(5)

    24,383  
    234,524    

3.50%, 07/20/2040(5)

    27,452  
    304,518    

3.50%, 02/20/2041(5)

    37,693  
    508,554    

3.50%, 04/20/2042(5)

    68,816  
    763,001    

3.50%, 10/20/2042(5)

    160,445  
    422,355    

3.50%, 07/20/2043(5)

    64,210  
    1,506,982    

4.00%, 04/16/2026(5)

    155,109  
    72,387    

4.00%, 12/16/2026(5)

    6,533  
    898,622    

4.00%, 05/20/2029(5)

    89,921  
    177,091    

4.00%, 02/15/2041

    184,520  
    40,500    

4.00%, 05/16/2042(5)

    5,977  
    148,832    

4.00%, 03/20/2043(5)

    33,844  
    59,217    

4.00%, 01/20/2044(5)

    13,480  
    500,363    

4.00%, 03/20/2047(5)

    97,191  
    740,760    

4.00%, 07/20/2047(5)

    148,635  
    1,104,795    

4.00%, 10/20/2047

    1,131,277  
    1,069,366    

4.00%, 11/20/2047

    1,096,115  
    2,075,000    

4.00%, 05/01/2048(6)

    2,122,336  
    396,097    

4.50%, 06/20/2039

    409,133  
    2,700,000    

4.50%, 06/01/2040(6)

    2,796,398  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  126  

 


The Hartford Quality Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 86.4% - (continued)  
            GNMA - 17.8% - (continued)  
  $       450,796    

4.50%, 09/16/2040

  $ 485,797  
    60,674    

4.50%, 09/20/2041

    63,736  
    34,256    

4.50%, 05/20/2044

    36,026  
    74,097    

4.50%, 06/20/2044

    78,110  
    61,773    

4.50%, 10/20/2044

    64,974  
    215,535    

4.50%, 04/20/2045(5)

    50,311  
    37,415    

4.50%, 01/20/2046

    39,249  
    694,964    

4.50%, 02/20/2048

    723,620  
    2,700,000    

4.50%, 05/01/2048(6)

    2,801,461  
    165,354    

5.00%, 05/20/2034

    177,283  
    51,407    

5.00%, 07/15/2039

    55,224  
    601,077    

5.00%, 02/16/2040(5)

    153,118  
    405,159    

5.00%, 05/20/2040(5)

    99,864  
    707,061    

5.00%, 04/20/2041

    777,674  
    37,912    

5.00%, 06/15/2041

    40,595  
    191,306    

5.00%, 10/16/2041(5)

    32,677  
    36,471    

5.00%, 03/15/2044

    39,054  
    157,619    

5.00%, 01/16/2047(5)

    38,328  
    400,000    

5.00%, 05/01/2048(6)

    420,250  
    461,550    

5.50%, 05/20/2038

    501,541  
    363,786    

5.50%, 03/20/2039(5)

    82,994  
    456,970    

5.50%, 02/16/2047(5)

    102,823  
    560,738    

5.50%, 05/20/2047(5)

    130,126  
    26,113    

6.00%, 01/15/2039

    29,107  
    168,627    

6.00%, 09/15/2040

    187,959  
    393,406    

6.00%, 02/20/2046(5)

    90,819  
     

 

 

 
        24,045,383  
     

 

 

 
        114,420,402  
     

 

 

 
            Other Direct Federal Obligations - 1.7%  
   

SLM Student Loan Trust

 
    327,558    

1 mo. USD LIBOR + 0.750%,
2.65%, 05/26/2026(2)

    326,240  
    339,987    

3 mo. USD LIBOR + 0.550%,
2.91%, 04/27/2026(1)(2)

    341,017  
    782,768    

3 mo. USD LIBOR + 1.200%,
3.33%, 12/15/2033(1)(2)

    792,742  
    773,488    

3 mo. USD LIBOR + 1.500%,
3.86%, 04/25/2023(2)

    788,956  
     

 

 

 
        2,248,955  
     

 

 

 
        2,248,955  
     

 

 

 
   

Total U.S. Government Agencies
(cost $118,680,314)

  $ 116,669,357  
     

 

 

 
     
U.S. GOVERNMENT SECURITIES - 6.6%  
            Other Direct Federal Obligations - 0.6%  
            FHLB - 0.6%  
  $       700,000    

Tennessee Valley Authority
4.25%, 09/15/2065

  $ 777,629  
     

 

 

 
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT SECURITIES - 6.6% - (continued)  
            U.S. Treasury Securities - 6.0%  
            U.S. Treasury Notes - 6.0%  
  $       8,184,867    

0.63%, 01/15/2026(8)

  $ 8,120,074  
     

 

 

 
        8,120,074  
     

 

 

 
   

Total U.S. Government Securities
(cost $9,085,270)

  $ 8,897,703  
     

 

 

 
   

Total Long-Term Investments
(cost $172,173,683)

  $ 169,581,257  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 4.9%  
            Other Investment Pools & Funds - 4.9%      
    6,601,845    

Fidelity Institutional Government Fund, Institutional Class,
1.59%(9)

  $ 6,601,845  
     

 

 

 
   

Total Short-Term Investments
(cost $6,601,845)

  $ 6,601,845  
     

 

 

 
   

Total Investments Excluding Purchased Options
(cost $178,775,528)

    130.5    $ 176,183,102  
   

Total Purchased Options
(cost $1,085,780)

    0.7    $ 985,907  
     

 

 

    

 

 

 
   

Total Investments
(cost $179,861,308)

    131.2    $ 177,169,009  
   

Other Assets and Liabilities

    (31.2 )%       (42,124,663
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 135,044,346  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  127  

 


The Hartford Quality Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

 

     The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types. For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

(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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $28,310,299, which represented 21.0% of total net assets.

 

(2)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2018.

 

(3)  Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(4)  Securities disclosed are principal-only strips.

 

(5)  Securities disclosed are interest-only strips.

 

(6)  Represents or includes a TBA transaction.

 

(7)  Security is a zero-coupon bond.

 

(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)  Current yield as of period end.

 

OTC Swaption Contracts Outstanding at April 30, 2018  

Description

  Counter-
party
    Exercise Price/
FX Rate/ Rate
    Pay/Receive
Floating Rate
    Expiration
Date
    Notional
Amount
    Number of
Contracts
    Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Purchased swaption contracts:

 

           

Calls

                   

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57

    JPM       2.45     Pay       08/02/27       USD       700,000       700,000     $ 69,435     $ 81,900     $ (12,465

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57

    MSC       2.45     Receive       08/02/27       USD       2,500,000       2,500,000       247,983       402,043       (154,060
             

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

                3,200,000     $ 317,418     $ 483,943     $     (166,525
             

 

 

   

 

 

   

 

 

   

 

 

 

Puts

                   

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57

    JPM       2.45     Receive       08/02/27       USD       700,000       700,000     $ 146,232     $ 140,630     $ 5,602  

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57

    MSC       2.45     Pay       08/02/27       USD       2,500,000       2,500,000       522,257       461,207       61,050  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

                3,200,000     $ 668,489     $ 601,837     $ 66,652  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased swaption contracts

 

            6,400,000     $     985,907     $     1,085,780     $ (99,873
             

 

 

   

 

 

   

 

 

   

 

 

 

 

Exchange-Traded Options Contracts Outstanding at April 30, 2018  

Description

   Exercise Price/
FX Rate/ Rate
     Expiration
Date
     Number of
Contracts
    Notional
Amount
    Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Written option contracts:

                   

Calls

                   

U.S. Treasury 10-Year Future Option

     119.25 USD        05/25/18        (40)       USD        (40,000   $ (26,875   $ (21,167   $ (5,708
             

 

 

   

 

 

   

 

 

   

 

 

 

Puts

                   

U.S. Treasury 10-Year Future Option

     119.25 USD        05/25/18        (40)       USD        (40,000   $ (11,875   $ (19,292   $ 7,417  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

                (80,000   $     (38,750   $     (40,459   $     1,709  
             

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  128  

 


The Hartford Quality Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

Futures Contracts Outstanding at April 30, 2018  

Description

   Number of
Contracts
     Expiration
Date
     Current Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

           

U.S. Treasury 2-Year Note Future

     2        06/29/2018      $ 424,094      $ 153  

U.S. Treasury 10-Year Note Future

     177        06/20/2018            21,173,625        (51,770

U.S. Treasury Long Bond Future

     39        06/20/2018        5,609,906        17,933  

U.S. Treasury Ultra Bond Future

     50        06/20/2018        7,856,250        98,527  
           

 

 

 

Total

            $ 64,843  
           

 

 

 

Short position contracts:

           

U.S. Treasury 5-Year Note Future

     20        06/29/2018      $ 2,270,156      $ 11,987  
           

 

 

 

Total futures contracts

            $     76,830  
           

 

 

 

 

TBA Sale Commitments Outstanding at April 30, 2018  

Description

  Principal
Amount
    Maturity
Date
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

FHLMC, 3.00%

  $ 5,309,000       05/01/2048     $ (5,117,738   $ 43,641  

FHLMC, 4.50%

    125,000       05/01/2048       (130,166     303  

FNMA, 2.50%

    1,917,000       05/01/2033       (1,864,545     7,921  

FNMA, 3.00%

        10,378,000       05/01/2048       (10,009,905     76,154  

FNMA, 3.50%

    3,990,000       05/01/2033       (4,036,999     15,500  

FNMA, 4.00%

    3,670,000       05/01/2048       (3,737,952     20,357  

FNMA, 4.50%

    5,700,000       06/01/2048       (5,926,664     (1,113

GNMA, 3.50%

    4,200,000       05/01/2048       (4,205,250     21,053  

GNMA II, 4.00%

    6,700,000       05/01/2048       (6,852,843     26,957  
     

 

 

   

 

 

 

Total (proceeds receivable $42,092,835)

      $     (41,882,062   $     210,773  
     

 

 

   

 

 

 

At April 30, 2018, the aggregate market value of TBA Sale Commitments represented (31.0)% of total net assets.

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2018  

Payments made by Fund

   Payments
received by
Fund
     Notional
Amount
     Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Value      Unrealized
Appreciation/
(Depreciation)
 

12M Federal Funds Rate

     2.50% Fixed        USD        7,300,000        03/01/28        Annual    $ 23,832      $     $ 28,303      $ 4,471  

3 Mo. USD LIBOR

     2.28% Fixed        USD        5,925,000        07/14/27        Semi-Annual                     295,622        295,622  

3 Mo. USD LIBOR

     2.89% Fixed        USD        1,375,000        03/15/28        Semi-Annual                     6,664        6,664  

3 Mo. USD LIBOR

     2.25% Fixed        USD        1,650,000        03/21/28        Semi-Annual        17,910              101,950        84,040  

3M USD LIBOR

     2.28% Fixed        USD        525,000        07/14/27        Semi-Annual               (5,625     25,978        31,603  

3M USD LIBOR

     2.91% Fixed        USD        5,275,000        07/14/27        Semi-Annual        12,746              20,308        7,562  
                 

 

 

    

 

 

   

 

 

    

 

 

 

Total

                  $     54,488      $     (5,625   $     478,825      $     429,962  
                 

 

 

    

 

 

   

 

 

    

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018

Amount and Description of

Currency to be Purchased

 

Amount and Description of

Currency to be Sold

 

Counterparty

 

Settlement

Date

 

Appreciation

 

Depreciation

  6,015,507    

        USD

    640,000,000    

        JPY

  ANZ   07/18/18   $    128,626   $    —
           

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  129  

 


The Hartford Quality Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

ANZ

   Australia and New Zealand Banking Group

GSC

   Goldman Sachs & Co.

JPM

   JP Morgan Chase & Co.

LCH

   LCH Clearnet

MSC

   Morgan Stanley
Currency Abbreviations:

JPY

   Japanese Yen

USD

   United States Dollar
Other Abbreviations:

CLO

   Collateralized Loan Obligation

CMO

   Collateralized Mortgage Obligation

FHLMC

   Federal Home Loan Mortgage Corp.

FNMA

   Federal National Mortgage Association

GNMA

   Government National Mortgage Association

LIBOR

   London Interbank Offered Rate

TBA

   To Be Announced
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  130  

 


The Hartford Quality Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

     Total     Level 1(1)     Level 2(1)     Level 3(1)  

Assets

        

Asset & Commercial Mortgage Backed Securities

   $ 44,014,197     $     $ 44,014,197     $  

U.S. Government Agencies

     116,669,357             116,669,357        

U.S. Government Securities

     8,897,703             8,897,703        

Short-Term Investments

     6,601,845       6,601,845              

Purchased Options

     985,907             985,907        

Foreign Currency Contracts(2)

     128,626             128,626        

Futures Contracts(2)

     128,600       128,600              

Swaps - Interest Rate(2)

     429,962             429,962        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     177,856,197     $     6,730,445     $     171,125,752     $     —  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Futures Contracts(2)

   $ (51,770   $ (51,770   $     $  

TBA Sale Commitments

     (41,882,062           (41,882,062      

Written Options

     (38,750     (38,750            
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (41,972,582   $ (90,520   $ (41,882,062   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

(2)  Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  131  

 


The Hartford Short Duration Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 17.8%  
            Asset Allocation Fund - 0.1%  
  $       1,305,237    

SoFi Consumer Loan Program LLC
2.55%, 02/25/2027(1)

  $ 1,299,640  
     

 

 

 
            Asset-Backed - Automobile - 0.6%  
    920,000    

Credit Acceptance Auto Loan Trust
2.65%, 06/15/2026(1)

    903,644  
    1,055,000    

GM Financial Automobile Leasing Trust
1.97%, 05/20/2020

    1,044,681  
    3,000,000    

Santander Drive Auto Receivables Trust
2.46%, 03/15/2022

    2,979,034  
     

 

 

 
        4,927,359  
     

 

 

 
            Asset-Backed - Finance & Insurance - 8.9%  
    3,052,306    

Ajax Mortgage Loan Trust
3.16%, 09/25/2056(1)(2)

    2,993,844  
   

Apidos CLO

 

    2,250,000    

3 mo. USD LIBOR + 1.080%, 3.12%, 04/15/2031(1)(3)

    2,256,680  
    3,110,000    

3 mo. USD LIBOR + 1.310%, 3.66%, 04/17/2026(1)(3)

    3,108,473  
    1,357,347    

Bayview Mortgage Fund Trust
3.50%, 01/28/2058(1)(2)

    1,357,560  
   

Bayview Opportunity Master Fund Trust

 

    255,121    

3.11%, 09/28/2032(1)(4)

    253,891  
    3,305,530    

3.35%, 11/28/2032(1)(4)

    3,289,855  
    621,740    

3.50%, 01/28/2055(1)(2)

    622,878  
    1,088,095    

3.50%, 06/28/2057(1)(2)

    1,092,549  
    420,771    

4.00%, 11/28/2053(1)(2)

    426,520  
    1,312,086    

4.00%, 10/28/2064(1)(2)

    1,326,950  
    250,000    

Carlyle Global Market Strategies Ltd.
3 mo. USD LIBOR + 1.890%3 mo. USD LIBOR + 1.890%,
3.25%, 01/18/2029(1)(3)

    249,944  
    2,543,695    

Cent CLO Ltd.
3 mo. USD LIBOR + 1.100%,
3.46%, 01/25/2026(1)(3)

    2,545,654  
    2,125,000    

CIFC Funding Ltd.
3 mo. USD LIBOR + 1.250%, 3.60%, 07/16/2030(1)(3)

    2,142,977  
    1,100,000    

Dryden Senior Loan Fund
3 mo. USD LIBOR + 1.800%, 4.15%, 07/15/2027(1)(3)

    1,102,012  
    62,800    

Hasco NIM Cayman Co.
6.25%, 12/26/2035*(1)

     
    1,190,000    

KKR CLO 21 Ltd.
3 mo. USD LIBOR + 1.000%, 3.35%, 04/15/2031(1)(3)

    1,189,369  
    2,000,000    

Lendmark Funding Trust
2.83%, 12/22/2025(1)

    1,984,789  
    2,798,366    

Limerock CLO Ltd.
3 mo. USD LIBOR + 1.300%, 3.66%, 04/18/2026(1)(3)

    2,801,402  
    180,481    

Long Beach Asset Holdings Corp.
5.78%, 04/25/2046*(1)

     
    4,610,000    

Magnetite Ltd.
3 mo. USD LIBOR + 1.500%, 3.86%, 07/25/2026(1)(3)

    4,609,096  
   

Nationstar HECM Loan Trust

 

    694,483    

1.97%, 05/25/2027(1)

    689,817  
    1,117,076    

2.04%, 09/25/2027(1)(2)

    1,112,167  
   

NRZ Advance Receivables Trust

 

    4,205,000    

3.11%, 12/15/2050(1)

    4,186,275  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 17.8% - (continued)  
            Asset-Backed - Finance & Insurance - 8.9% - (continued)  
  $       2,185,000    

3.21%, 02/15/2051(1)

  $ 2,166,969  
    2,083,408    

NRZ Excess Spread-Collateralized Notes
3.19%, 01/25/2023(1)

    2,070,462  
    1,180,760    

Octagon Investment Partners Ltd.
3 mo. USD LIBOR + 1.120%, 3.47%, 07/17/2025(1)(3)

    1,181,448  
    825,000    

OneMain Financial Issuance Trust
4.57%, 02/20/2029(1)

    839,953  
    696,926    

Pretium Mortgage Credit Partners LLC
3.33%, 12/30/2032(1)(2)

    694,111  
    2,060,000    

SBA Tower Trust
2.90%, 10/15/2044(1)(4)

    2,060,343  
    614,028    

SoFi Consumer Loan Program LLC
3.28%, 01/26/2026(1)

    614,013  
    3,840,000    

SPS Servicer Advance Receivables Trust
2.75%, 11/15/2049(1)

    3,850,760  
    4,035,000    

Symphony CLO L.P.
1 mo. USD LIBOR + 1.750%, 3.65%, 01/09/2023(1)(3)

    4,034,298  
   

Towd Point Mortgage Trust

 

    3,413,194    

2.75%, 10/25/2056(1)(2)

    3,361,614  
    2,188,753    

2.75%, 04/25/2057(1)(2)

    2,156,872  
    1,379,531    

2.75%, 07/25/2057(1)(2)

    1,358,508  
    1,843,594    

2.75%, 10/25/2057(1)(2)

    1,811,589  
    1,633,223    

U.S. Residential Opportunity Fund Trust
3.35%, 11/27/2037(1)(4)

    1,625,846  
    978,367    

Vantage Data Centers Issuer LLC
4.07%, 02/16/2043(1)

    977,256  
    1,485,000    

Verizon Owner Trust
2.22%, 12/20/2021(1)

    1,453,956  
    1,910,000    

Vibrant CLO Ltd.
3 mo. USD LIBOR + 1.480%, 3.84%, 04/20/2026(1)(3)

    1,911,650  
    2,299,644    

VOLT LLC
3.38%, 10/25/2047(1)(4)

    2,290,654  
    809,338    

VOLT LX LLC
3.25%, 06/25/2047(1)(4)

    804,729  
    1,423,121    

VOLT LXIII LLC
3.00%, 10/25/2047(1)(4)

    1,412,064  
    1,160,000    

Voya CLO Ltd.
3 mo. USD LIBOR + 0.950%, 3.30%, 10/14/2026(1)(3)

    1,159,420  
    2,755,000    

Z Capital Credit Partners CLO Ltd.
3 mo. USD LIBOR + 1.450%, 3.80%, 07/16/2027(1)(3)

    2,748,391  
     

 

 

 
        79,927,608  
     

 

 

 
            Asset-Backed - Home Equity - 1.0%  
    471,078    

Accredited Mortgage Loan Trust
1 mo. USD LIBOR + 0.680%, 2.58%, 01/25/2035(3)

    472,741  
    1,300,995    

Morgan Stanley Capital I Trust
1 mo. USD LIBOR + 0.760%, 2.66%, 01/25/2035(3)

    1,310,396  
   

New Residential Mortgage Loan Trust

 

    1,683,692    

4.00%, 02/25/2057(1)(2)

    1,702,519  
    1,221,093    

4.00%, 12/25/2057(1)(2)

    1,239,058  
    4,000,000    

NRZ Advance Receivables Trust
2.58%, 10/15/2049(1)

    3,953,874  
    107,852    

Renaissance Home Equity Loan Trust
9.79%, 04/25/2037*(1)(2)

    1  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  132  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 17.8% - (continued)  
            Asset-Backed - Home Equity - 1.0% - (continued)  
  $       265,603    

Residential Asset Securitization Trust
5.20%, 07/25/2034(2)

  $ 272,623  
     

 

 

 
        8,951,212  
     

 

 

 
            Collateralized - Mortgage Obligations - 0.1%  
    792,285    

COLT Mortgage Loan Trust
2.61%, 05/27/2047(1)(2)

    783,022  
     

 

 

 
            Commercial Mortgage-Backed Securities - 2.5%  
    1,990,638    

Citigroup Mortgage Loan Trust
3.50%, 02/25/2058(1)(2)(5)(6)

    1,990,097  
    210,208    

COMM Mortgage Trust
1.28%, 08/10/2046

    210,067  
    868,784    

DBUBS Mortgage Trust
0.91%, 11/10/2046(1)(2)(7)

    11,998  
   

FREMF Mortgage Trust

 

    5,065,400    

3.07%, 10/25/2047(1)(2)

    5,007,000  
    635,000    

3.27%, 04/25/2046(1)(2)

    634,852  
    885,000    

3.94%, 06/25/2047(1)(2)

    891,942  
    3,028,530    

4.27%, 02/25/2046(1)(2)

    3,021,634  
    2,370,000    

4.30%, 09/25/2044(1)(2)

    2,370,931  
   

JP Morgan Chase Commercial Mortgage Securities Trust

 
    1,647,373    

3.91%, 05/05/2030(1)

    1,660,856  
    3,125,000    

4.39%, 07/15/2046(1)

    3,218,614  
    236,565    

Morgan Stanley Re-Remic Trust
1.00%, 03/27/2051(1)

    236,565  
    3,190,000    

Series RRX Trust
0.00%, 08/26/2044(1)(8)(9)

    3,171,118  
     

 

 

 
        22,425,674  
     

 

 

 
            Other ABS - 0.5%  
    1,000,000    

Carlyle Global Market Strategies CLO
3 mo. USD LIBOR + 1.400% 3 mo. USD LIBOR + 1.400%,
3.74%, 04/17/2031(1)(3)

    993,144  
    1,500,000    

Carlyle Global Market Strategies CLO Carlyle Global Market Strategies Ltd.
3 mo. USD LIBOR + 0.970%, 3.31%, 04/17/2031(1)(3)

    1,499,199  
    1,855,000    

Preston Ridge Parterners Mortgage Trust LLC
3.75%, 04/25/2023(1)(2)

    1,846,580  
     

 

 

 
        4,338,923  
     

 

 

 
            Whole Loan Collateral CMO - 4.1%  
   

Angel Oak Mortgage Trust LLC

 

    1,125,746    

2.48%, 07/25/2047(1)(2)

    1,103,125  
    1,284,098    

2.71%, 11/25/2047(1)(2)

    1,275,030  
    363,201    

2.81%, 01/25/2047(1)(2)

    356,557  
    3,934,169    

CIM Trust
3.00%, 04/25/2057(1)(2)

    3,891,611  
   

COLT Mortgage Loan Trust

 

    490,927    

2.80%, 12/26/2046(1)(2)

    488,208  
    1,743,707    

2.93%, 02/25/2048(1)(2)

    1,743,583  
    698,446    

3.75%, 12/26/2046(1)(2)

    698,446  
   

Deephaven Residential Mortgage Trust

 

    1,061,236    

2.45%, 06/25/2047(1)(2)

    1,034,454  
    667,186    

2.73%, 12/26/2046(1)(2)

    655,549  
    774,173    

2.81%, 10/25/2047(1)(2)

    764,149  
    1,596,609    

Finance of America Structured Securities Trust
2.32%, 11/25/2027(1)(2)

    1,593,262  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 17.8% - (continued)  
            Whole Loan Collateral CMO - 4.1% - (continued)  
   

LSTAR Securities Investment Ltd.

 

  $       1,150,477    

1 mo. USD LIBOR + 1.650%, 0.04%, 11/01/2022(1)(3)

  $ 1,142,194  
    486,086    

1 mo. USD LIBOR + 1.750%, 3.66%, 10/01/2022(1)(3)

    483,671  
    1,292,730    

MetLife Securitization Trust
3.00%, 04/25/2055(1)(2)

    1,269,964  
    991,425    

MFA Trust
2.59%, 02/25/2057(1)(2)

    972,781  
   

Mill City Mortgage Loan Trust

 

    1,109,955    

2.50%, 04/25/2057(1)(2)

    1,088,069  
    2,975,010    

2.75%, 01/25/2061(1)(2)

    2,924,979  
   

New Residential Mortgage Loan Trust

 

    821,511    

3.25%, 09/25/2056(1)(2)

    813,138  
    801,209    

3.75%, 11/26/2035(1)(2)

    804,494  
    595,090    

3.75%, 03/25/2056(1)(2)

    596,741  
    874,081    

3.75%, 11/25/2056(1)(2)

    875,545  
    1,601,038    

4.00%, 03/25/2057(1)(2)

    1,618,974  
    1,147,581    

4.00%, 04/25/2057(1)(2)

    1,157,395  
    1,716,515    

4.00%, 05/25/2057(1)(2)

    1,736,457  
   

Towd Point Mortgage Trust

 

    1,438,834    

2.25%, 04/25/2056(1)(2)

    1,410,623  
    2,458,762    

2.25%, 07/25/2056(1)(2)

    2,400,400  
    532,490    

2.75%, 02/25/2055(1)(2)

    526,157  
    1,376,259    

2.75%, 04/25/2055(1)(2)

    1,359,230  
    581,438    

2.75%, 05/25/2055(1)(2)

    575,974  
    1,318,990    

Verus Securitization Trust
2.93%, 02/25/2048(1)(2)

    1,317,009  
     

 

 

 
        36,677,769  
     

 

 

 
   

Total Asset & Commercial Mortgage Backed Securities
(cost $161,306,139)

  $ 159,331,207  
     

 

 

 
     
CORPORATE BONDS - 54.1%  
            Aerospace/Defense - 0.0%  
  $       365,000    

BAE Systems Holdings, Inc.
2.85%, 12/15/2020(1)

  $ 360,713  
     

 

 

 
            Agriculture - 0.1%  
    644,000    

Reynolds American, Inc.
3.25%, 06/12/2020

    644,379  
     

 

 

 
            Auto Manufacturers - 2.6%  
    2,000,000    

Daimler Finance NA LLC
2.00%, 07/06/2021(1)

    1,916,804  
   

Ford Motor Credit Co. LLC

 

    3,500,000    

2.02%, 05/03/2019

    3,463,421  
    2,000,000    

2.46%, 03/27/2020

    1,969,145  
   

General Motors Financial Co., Inc.

 

    2,500,000    

3.15%, 06/30/2022

    2,432,230  
    2,500,000    

3.20%, 07/06/2021

    2,469,060  
   

Harley-Davidson Financial Services, Inc.

 

    840,000    

2.40%, 09/15/2019(1)

    832,979  
    2,500,000    

2.85%, 01/15/2021(1)

    2,465,011  
   

Hyundai Capital America

 

    2,000,000    

2.00%, 07/01/2019(1)

    1,968,515  
    2,490,000    

2.60%, 03/19/2020(1)

    2,448,704  
   

Nissan Motor Acceptance Corp.

 

    1,000,000    

2.15%, 09/28/2020(1)

    975,033  
    1,250,000    

2.55%, 03/08/2021(1)

    1,223,348  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  133  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 54.1% - (continued)  
            Auto Manufacturers - 2.6% - (continued)  
  $       750,000    

Volkswagen Group of America Finance LLC
2.45%, 11/20/2019(1)

  $ 741,486  
     

 

 

 
        22,905,736  
     

 

 

 
            Auto Parts & Equipment - 0.6%  
    500,000    

Aptiv plc
3.15%, 11/19/2020

    497,235  
    4,237,000    

Goodyear Tire & Rubber Co.
8.75%, 08/15/2020

    4,703,070  
     

 

 

 
        5,200,305  
     

 

 

 
            Beverages - 0.8%  
    4,000,000    

Anheuser-Busch InBev Finance, Inc.
2.65%, 02/01/2021

    3,953,593  
   

Constellation Brands, Inc.

 

    2,435,000    

2.65%, 11/07/2022

    2,332,607  
    340,000    

2.70%, 05/09/2022

    328,288  
    625,000    

Molson Coors Brewing Co.
2.10%, 07/15/2021

    599,051  
     

 

 

 
        7,213,539  
     

 

 

 
            Biotechnology - 0.2%  
    2,000,000    

Celgene Corp.
2.88%, 08/15/2020

    1,986,929  
     

 

 

 
            Chemicals - 0.7%  
    4,500,000    

Air Liquide Finance S.A.
1.75%, 09/27/2021(1)

    4,280,017  
    2,000,000    

Syngenta Finance N.V.
3.70%, 04/24/2020(1)

    2,002,717  
     

 

 

 
        6,282,734  
     

 

 

 
            Commercial Banks - 21.3%  
    1,000,000    

ABN Amro Bank N.V.
2.45%, 06/04/2020(1)

    983,632  
   

Banco Santander S.A.

 

    1,600,000    

3.13%, 02/23/2023

    1,536,752  
    1,200,000    

3.50%, 04/11/2022

    1,185,284  
    600,000    

3.85%, 04/12/2023

    595,406  
   

Bank of America Corp.

 

    3,020,000    

2.15%, 11/09/2020

    2,948,380  
    3,500,000    

2.50%, 10/21/2022

    3,346,389  
    2,000,000    

2.63%, 04/19/2021

    1,966,299  
    1,500,000    

S&P 500 Index, 2.74%, 01/23/2022(3)

    1,475,320  
    1,395,000    

Bank of New York Mellon Corp.
3 mo. USD LIBOR + 1.050%, 3.41%, 10/30/2023(3)

    1,430,787  
    1,000,000    

Bank of Nova Scotia
2.70%, 03/07/2022

    974,641  
    1,500,000    

Banque Federative du Credit Mutuel S.A.
2.70%, 07/20/2022(1)

    1,451,157  
   

Barclays plc

 

    2,500,000    

2.75%, 11/08/2019

    2,482,793  
    1,850,000    

2.88%, 06/08/2020

    1,829,421  
    2,625,000    

3.25%, 01/12/2021

    2,601,278  
   

BB&T Corp.

 

    1,750,000    

2.05%, 05/10/2021

    1,690,714  
    1,750,000    

2.75%, 04/01/2022

    1,711,066  
   

BNP Paribas S.A.

 

    1,500,000    

2.38%, 05/21/2020

    1,483,844  
    580,000    

2.95%, 05/23/2022(1)

    563,823  
    750,000    

3.50%, 03/01/2023(1)

    739,598  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 54.1% - (continued)  
            Commercial Banks - 21.3% - (continued)  
   

BPCE S.A.

 

  $       1,750,000    

2.75%, 01/11/2023(1)

  $ 1,677,571  
    300,000    

3.00%, 05/22/2022(1)

    291,852  
    1,250,000    

Capital One Financial Corp.
3.05%, 03/09/2022

    1,222,568  
    2,500,000    

CIT Group, Inc.
4.13%, 03/09/2021

    2,502,625  
   

Citigroup, Inc.

 

    2,000,000    

2.40%, 02/18/2020

    1,978,321  
    4,500,000    

2.90%, 12/08/2021

    4,412,969  
   

Citizens Bank NA

 

    770,000    

2.55%, 05/13/2021

    753,373  
    4,500,000    

2.65%, 05/26/2022

    4,347,392  
    665,000    

Citizens Financial Group, Inc.
2.38%, 07/28/2021

    643,210  
    1,555,000    

Compass Bank
2.75%, 09/29/2019

    1,546,890  
   

Cooperatieve Rabobank UA

 

    1,650,000    

2.50%, 01/19/2021

    1,621,817  
    1,500,000    

2.75%, 01/10/2022

    1,467,012  
   

Credit Agricole S.A.

 

    1,800,000    

2.75%, 06/10/2020(1)

    1,782,265  
    735,000    

3.75%, 04/24/2023(1)

    729,010  
    2,001,000    

Credit Suisse Group AG
3.57%, 01/09/2023(1)

    1,973,570  
    2,000,000    

Credit Suisse Group Funding Guernsey Ltd.
3.45%, 04/16/2021

    1,994,128  
   

Danske Bank A/S

 

    1,120,000    

2.00%, 09/08/2021(1)

    1,071,960  
    1,250,000    

2.70%, 03/02/2022(1)

    1,219,405  
    1,250,000    

2.80%, 03/10/2021(1)

    1,233,031  
   

Deutsche Bank AG

 

    2,290,000    

2.70%, 07/13/2020

    2,245,724  
    1,540,000    

3.15%, 01/22/2021

    1,512,551  
    1,250,000    

3.30%, 11/16/2022

    1,202,950  
    1,350,000    

3.95%, 02/27/2023

    1,330,214  
    2,600,000    

Discover Bank
3.10%, 06/04/2020

    2,586,917  
    2,150,000    

DNB Bank ASA
2.38%, 06/02/2021(1)

    2,086,897  
    1,750,000    

Fifth Third Bancorp
2.60%, 06/15/2022(10)

    1,690,873  
   

Fifth Third Bank

 

    1,500,000    

2.20%, 10/30/2020

    1,465,591  
    1,100,000    

2.25%, 06/14/2021

    1,069,586  
   

Goldman Sachs Group, Inc.

 

    1,225,000    

2.35%, 11/15/2021

    1,182,229  
    2,000,000    

2.60%, 12/27/2020

    1,970,431  
    660,000    

2.63%, 04/25/2021

    646,826  
    545,000    

2.75%, 09/15/2020

    539,818  
    1,005,000    

2.88%, 02/25/2021

    992,763  
    4,000,000    

3.00%, 04/26/2022

    3,909,263  
    1,500,000    

3.20%, 02/23/2023

    1,467,067  
   

HSBC Holdings plc

 

    1,800,000    

2.95%, 05/25/2021

    1,779,714  
    2,135,000    

3 mo. USD LIBOR + 1.055%, 3.26%, 03/13/2023(3)

    2,100,617  
    1,150,000    

3.40%, 03/08/2021

    1,153,101  
    1,550,000    

HSBC USA, Inc.
2.35%, 03/05/2020

    1,531,114  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  134  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 54.1% - (continued)  
            Commercial Banks - 21.3% - (continued)  
   

Huntington Bancshares, Inc.

 

  $       2,000,000    

2.30%, 01/14/2022

  $ 1,922,475  
    1,700,000    

3.15%, 03/14/2021

    1,692,797  
   

Huntington National Bank

 

    1,785,000    

2.20%, 04/01/2019

    1,777,553  
    1,250,000    

2.38%, 03/10/2020

    1,233,402  
    2,395,000    

ING Bank N.V.
2.50%, 10/01/2019(1)

    2,376,494  
    705,000    

ING Groep N.V.
3.15%, 03/29/2022

    694,194  
   

Intesa Sanpaolo S.p.A.

 

    1,955,000    

3.13%, 07/14/2022(1)

    1,883,882  
    1,675,000    

3.38%, 01/12/2023(1)

    1,622,744  
   

JP Morgan Chase & Co.

 

    4,000,000    

2.30%, 08/15/2021

    3,887,285  
    3,000,000    

2.40%, 06/07/2021

    2,922,264  
    3,000,000    

2.55%, 03/01/2021

    2,943,061  
    1,500,000    

2.75%, 06/23/2020

    1,490,089  
    1,800,000    

3 mo. USD LIBOR + 1.230%, 3.59%, 10/24/2023(3)

    1,841,771  
   

KeyBank NA

 

    1,500,000    

2.40%, 06/09/2022

    1,444,520  
    2,000,000    

2.50%, 12/15/2019

    1,986,729  
    905,000    

2.50%, 11/22/2021

    884,656  
    3,000,000    

Macquarie Group Ltd.
3 mo. USD LIBOR + 1.023%, 3.19%, 11/28/2023(1)(3)

    2,875,860  
    1,045,000    

Manufacturers & Traders Trust Co.
1 mo. USD LIBOR + 1.215%, 3.12%, 12/28/2020(3)

    1,045,554  
    1,500,000    

Mizuho Financial Group, Inc.
2.63%, 04/12/2021(1)

    1,465,041  
   

Morgan Stanley

 

    920,000    

2.50%, 04/21/2021

    899,018  
    1,500,000    

2.65%, 01/27/2020

    1,490,896  
    2,000,000    

2.75%, 05/19/2022

    1,940,198  
    1,000,000    

3 mo. USD LIBOR + 0.930%, 3.29%, 07/22/2022(3)

    1,011,990  
    2,000,000    

3 mo. USD LIBOR + 1.400%, 3.76%, 10/24/2023(3)

    2,056,078  
    1,750,000    

5.63%, 09/23/2019

    1,811,761  
    3,250,000    

MUFG Bank LtdMUFG Bank LtdMUFG Bank Ltd.
2.35%, 09/08/2019(1)

    3,221,249  
    1,000,000    

National Australia Bank Ltd.
1.88%, 07/12/2021

    957,765  
    2,000,000    

Nordea Bank AB
1.63%, 09/30/2019(1)

    1,962,064  
    1,500,000    

PNC Bank NA
2.45%, 11/05/2020

    1,474,479  
   

Regions Financial Corp.

 

    2,500,000    

2.75%, 08/14/2022

    2,410,531  
    2,250,000    

3.20%, 02/08/2021

    2,238,572  
    1,500,000    

Royal Bank of Canada
2.50%, 01/19/2021

    1,473,040  
   

Santander Holdings USA, Inc.

 

    1,115,000    

2.65%, 04/17/2020

    1,101,896  
    3,530,000    

3.70%, 03/28/2022

    3,498,966  
    2,250,000    

Santander UK plc
2.38%, 03/16/2020

    2,220,868  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 54.1% - (continued)  
            Commercial Banks - 21.3% - (continued)  
   

Skandinaviska Enskilda Banken AB

 

  $       1,400,000    

2.63%, 11/17/2020(1)

  $ 1,379,504  
    1,500,000    

2.80%, 03/11/2022

    1,463,033  
    1,800,000    

Societe Generale S.A.
3.25%, 01/12/2022(1)

    1,772,319  
    3,000,000    

Standard Chartered plc
2.40%, 09/08/2019(1)

    2,968,668  
    2,200,000    

Sumitomo Mitsui Banking Corp.
2.65%, 07/23/2020

    2,172,613  
    895,000    

SunTrust Banks, Inc.
2.90%, 03/03/2021

    886,085  
   

Svenska Handelsbanken AB

 

    1,010,000    

1.88%, 09/07/2021

    964,386  
    1,500,000    

2.45%, 03/30/2021

    1,465,974  
   

Toronto-Dominion Bank

 

    1,500,000    

2.13%, 04/07/2021

    1,455,824  
    1,000,000    

2.50%, 12/14/2020

    984,420  
    2,750,000    

UBS Group Funding Switzerland AG
3.00%, 04/15/2021(1)

    2,713,790  
    3,250,000    

UniCredit S.p.A.
3.75%, 04/12/2022(1)

    3,223,611  
   

Wells Fargo & Co.

 

    2,000,000    

2.10%, 07/26/2021

    1,921,807  
    2,500,000    

2.50%, 03/04/2021

    2,449,103  
    3,000,000    

3 mo. USD LIBOR + 1.230%, 3.59%, 10/31/2023(3)

    3,064,604  
     

 

 

 
        190,575,282  
     

 

 

 
            Commercial Services - 0.5%  
    1,035,000    

Equifax, Inc.
3.30%, 12/15/2022

    1,013,455  
    1,870,000    

ERAC USA Finance LLC
2.35%, 10/15/2019(1)

    1,850,090  
    1,500,000    

Total System Services, Inc.
3.80%, 04/01/2021

    1,506,990  
     

 

 

 
        4,370,535  
     

 

 

 
            Construction Materials - 0.2%  
    2,000,000    

Fortune Brands Home & Security, Inc.
3.00%, 06/15/2020

    1,982,373  
     

 

 

 
            Diversified Financial Services - 3.7%  
    910,000    

AerCap Ireland Capital DAC / AerCap Global Aviation Trust
3.30%, 01/23/2023

    879,630  
   

Air Lease Corp.

 

    2,500,000    

2.13%, 01/15/2020

    2,452,723  
    2,700,000    

2.63%, 07/01/2022

    2,589,002  
   

Ally Financial, Inc.

 

    3,000,000    

3.25%, 11/05/2018

    3,000,000  
    1,500,000    

4.75%, 09/10/2018

    1,509,000  
    2,500,000    

Capital One Bank USA NA
2.30%, 06/05/2019

    2,480,856  
    1,750,000    

Capital One Financial Corp.
3.45%, 04/30/2021

    1,750,250  
    1,150,000    

Credit Agricole S.A.
2.38%, 07/01/2021(1)

    1,117,643  
    2,000,000    

goeasy Ltd.
7.88%, 11/01/2022(1)

    2,120,000  
    2,025,000    

LeasePlan Corp. N.V.
2.88%, 01/22/2019(1)

    2,019,943  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  135  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 54.1% - (continued)  
            Diversified Financial Services - 3.7% - (continued)  
   

Nationstar Mortgage LLC / Nationstar Capital Corp.

 

  $       2,000,000    

6.50%, 08/01/2018

  $ 2,008,000  
    1,250,000    

6.50%, 07/01/2021

    1,265,625  
   

Navient Corp.

 

    2,000,000    

6.50%, 06/15/2022

    2,055,000  
    1,250,000    

8.00%, 03/25/2020

    1,331,250  
    2,525,000    

Protective Life Global Funding
2.62%, 08/22/2022(1)

    2,429,959  
    1,350,000    

Societe Generale S.A.
2.50%, 04/08/2021(1)

    1,315,987  
   

Synchrony Financial

 

    610,000    

2.70%, 02/03/2020

    602,424  
    2,255,000    

3.00%, 08/15/2019

    2,249,893  
     

 

 

 
        33,177,185  
     

 

 

 
            Electric - 2.5%  
    2,500,000    

AEP Texas, Inc.
2.40%, 10/01/2022

    2,389,542  
    1,000,000    

Ameren Illinois Co.
9.75%, 11/15/2018

    1,036,881  
   

Dominion Energy, Inc.

 

    2,500,000    

2.50%, 12/01/2019

    2,469,893  
    490,000    

2.96%, 07/01/2019(4)

    488,622  
    395,000    

Emera U.S. Finance L.P.
2.70%, 06/15/2021

    384,762  
    3,150,000    

Enel Finance International N.V.
2.88%, 05/25/2022(1)

    3,055,324  
    1,055,000    

Eversource Energy
2.50%, 03/15/2021

    1,034,404  
    805,000    

Exelon Corp.
2.85%, 06/15/2020

    796,977  
    970,000    

FirstEnergy Corp.
2.85%, 07/15/2022

    934,338  
    2,285,000    

Fortis, Inc.
2.10%, 10/04/2021

    2,185,005  
    1,850,000    

ITC Holdings Corp.
2.70%, 11/15/2022(1)

    1,772,413  
    3,050,000    

SCANA Corp.
4.75%, 05/15/2021

    3,090,176  
    3,000,000    

Southern Co.
2.35%, 07/01/2021

    2,915,211  
     

 

 

 
        22,553,548  
     

 

 

 
            Electronics - 0.1%  
    850,000    

Fortive Corp.
2.35%, 06/15/2021

    824,082  
     

 

 

 
            Engineering & Construction - 0.2%  
    1,760,000    

SBA Tower Trust
3.17%, 04/09/2047(1)

    1,733,890  
     

 

 

 
            Entertainment - 1.1%  
    2,195,000    

Discovery Communications LLC
2.80%, 06/15/2020(1)

    2,169,649  
    2,835,000    

Eldorado Resorts, Inc.
7.00%, 08/01/2023

    2,994,469  
    4,340,000    

GLP Capital L.P. / GLP Financing II, Inc.
4.38%, 11/01/2018

    4,340,000  
     

 

 

 
        9,504,118  
     

 

 

 
            Food - 1.0%  
    4,000,000    

Danone S.A.
2.08%, 11/02/2021(1)

    3,830,006  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 54.1% - (continued)  
            Food - 1.0% - (continued)  
  $       330,000    

JM Smucker Co.
2.50%, 03/15/2020

  $ 326,532  
    1,425,000    

Kraft Heinz Foods Co.
2.80%, 07/02/2020

    1,414,629  
    1,415,000    

Kroger Co.
1.50%, 09/30/2019

    1,385,891  
    2,500,000    

Mondelez International Holdings Netherlands B.V.
2.00%, 10/28/2021(1)

    2,380,656  
     

 

 

 
        9,337,714  
     

 

 

 
            Forest Products & Paper - 0.3%  
    2,650,000    

Georgia-Pacific LLC
2.54%, 11/15/2019(1)

    2,631,602  
     

 

 

 
            Gas - 0.2%  
    1,605,000    

CenterPoint Energy Resources Corp.
4.50%, 01/15/2021

    1,647,438  
     

 

 

 
            Healthcare - Services - 0.4%  
    1,500,000    

Anthem, Inc.
2.95%, 12/01/2022

    1,454,370  
    1,810,000    

Dignity Health
2.64%, 11/01/2019

    1,797,241  
    590,000    

Laboratory Corp. of America Holdings
2.63%, 02/01/2020

    584,622  
     

 

 

 
        3,836,233  
     

 

 

 
            Insurance - 1.8%  
    4,000,000    

American International Group, Inc.
2.30%, 07/16/2019

    3,966,309  
    1,250,000    

Assurant, Inc.
4.20%, 09/27/2023

    1,243,436  
    785,000    

AXA Equitable Holdings, Inc.
3.90%, 04/20/2023(1)

    782,326  
    3,000,000    

Jackson National Life Global Funding
2.50%, 06/27/2022(1)

    2,888,471  
    2,300,000    

MassMutual Global Funding
2.00%, 04/15/2021(1)

    2,222,994  
    1,500,000    

Metropolitan Life Global Funding
1.95%, 09/15/2021(1)

    1,436,125  
    1,255,000    

Principal Life Global Funding
2.20%, 04/08/2020(1)

    1,233,154  
    705,000    

Trinity Acquisition plc
3.50%, 09/15/2021

    702,472  
    1,445,000    

Unum Group
3.00%, 05/15/2021

    1,423,725  
     

 

 

 
        15,899,012  
     

 

 

 
            Internet - 0.6%  
    1,130,000    

Alibaba Group Holding Ltd.
2.80%, 06/06/2023

    1,085,776  
    2,000,000    

Netflix, Inc.
5.50%, 02/15/2022

    2,075,000  
    2,130,000    

Tencent Holdings Ltd.
2.99%, 01/19/2023(1)

    2,062,247  
     

 

 

 
        5,223,023  
     

 

 

 
            Iron/Steel - 0.2%  
    1,500,000    

Steel Dynamics, Inc.
5.13%, 10/01/2021

    1,526,700  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  136  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 54.1% - (continued)  
            IT Services - 1.2%  
  $       4,000,000    

Dell International LLC / EMC Corp.
3.48%, 06/01/2019(1)

  $ 4,008,968  
    2,390,000    

DXC Technology Co.
2.88%, 03/27/2020

    2,374,110  
    1,250,000    

Hewlett Packard Enterprise Co.
3.60%, 10/15/2020

    1,258,955  
   

NCR Corp.

 

    1,250,000    

4.63%, 02/15/2021

    1,250,375  
    2,200,000    

5.00%, 07/15/2022

    2,183,500  
     

 

 

 
        11,075,908  
     

 

 

 
            Lodging - 0.8%  
    3,320,000    

Choice Hotels International, Inc.
5.70%, 08/28/2020

    3,419,600  
    1,500,000    

Marriott International, Inc.
2.30%, 01/15/2022

    1,436,996  
    2,000,000    

MGM Resorts International
5.25%, 03/31/2020

    2,045,000  
     

 

 

 
        6,901,596  
     

 

 

 
            Machinery - Diversified - 0.6%  
   

CNH Industrial Capital LLC

 

    2,000,000    

4.38%, 11/06/2020

    2,040,000  
    995,000    

4.38%, 04/05/2022

    1,009,925  
    2,300,000    

John Deere Capital Corp.
2.15%, 09/08/2022

    2,189,397  
     

 

 

 
        5,239,322  
     

 

 

 
            Media - 1.4%  
    815,000    

CBS Corp.
2.90%, 06/01/2023(1)

    778,487  
    1,685,000    

Charter Communications Operating LLC / Charter Communications Operating Capital
3.58%, 07/23/2020

    1,689,850  
    1,075,000    

Discovery Communications LLC
2.20%, 09/20/2019

    1,062,251  
    1,770,000    

Sky plc
2.63%, 09/16/2019(1)

    1,760,119  
    2,500,000    

Time Warner Cable LLC
8.25%, 04/01/2019

    2,619,469  
    2,800,000    

Time Warner, Inc.
4.88%, 03/15/2020

    2,892,066  
    1,500,000    

Viacom, Inc.
2.75%, 12/15/2019

    1,486,026  
     

 

 

 
        12,288,268  
     

 

 

 
            Mining - 0.5%  
   

Anglo American Capital plc

 

    2,250,000    

3.75%, 04/10/2022(1)

    2,229,142  
    1,500,000    

4.13%, 04/15/2021(1)

    1,512,420  
    320,000    

Glencore Funding LLC
3.00%, 10/27/2022(1)

    306,008  
     

 

 

 
        4,047,570  
     

 

 

 
            Miscellaneous Manufacturing - 0.1%  
    736,000    

Pentair Finance S.a.r.l.
2.90%, 09/15/2018

    736,450  
     

 

 

 
            Oil & Gas - 1.2%  
    2,500,000    

Anadarko Petroleum Corp.
4.85%, 03/15/2021

    2,589,705  
    875,000    

Canadian Natural Resources Ltd.
2.95%, 01/15/2023

    845,459  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 54.1% - (continued)  
            Oil & Gas - 1.2% - (continued)  
  $       3,000,000    

EQT Corp.
2.50%, 10/01/2020

  $ 2,925,361  
    1,726,000    

Marathon Oil Corp.
2.70%, 06/01/2020

    1,700,540  
    1,015,000    

Noble Energy, Inc.
4.15%, 12/15/2021

    1,031,885  
    1,565,000    

Pioneer Natural Resources Co.
3.45%, 01/15/2021

    1,571,962  
     

 

 

 
        10,664,912  
     

 

 

 
            Oil & Gas Services - 0.3%  
    2,500,000    

Schlumberger Holdings Corp.
3.00%, 12/21/2020(1)

    2,486,150  
     

 

 

 
            Pharmaceuticals - 2.2%  
   

AbbVie, Inc.

 

    1,250,000    

2.30%, 05/14/2021

    1,214,867  
    1,330,000    

2.50%, 05/14/2020

    1,314,209  
   

Allergan Funding SCS

 

    490,000    

2.45%, 06/15/2019

    486,569  
    3,855,000    

3.00%, 03/12/2020

    3,828,917  
    1,300,000    

Bayer U.S. Finance LLC
2.38%, 10/08/2019(1)

    1,287,450  
    1,435,000    

Cardinal Health, Inc.
2.40%, 11/15/2019

    1,419,813  
   

CVS Health Corp.

 

    1,120,000    

3.35%, 03/09/2021

    1,122,361  
    2,500,000    

3.70%, 03/09/2023

    2,486,471  
    945,000    

Mylan N.V.
3.75%, 12/15/2020

    947,940  
    3,000,000    

Shire Acquisitions Investments Ireland DAC
1.90%, 09/23/2019

    2,947,022  
   

Teva Pharmaceutical Finance Netherlands B.V.

 
    1,125,000    

1.70%, 07/19/2019

    1,092,990  
    1,800,000    

2.20%, 07/21/2021

    1,624,190  
     

 

 

 
        19,772,799  
     

 

 

 
            Pipelines - 0.7%  
    240,000    

Andeavor Logistics L.P. / Tesoro Logistics Finance Corp.
3.50%, 12/01/2022

    236,105  
    1,195,000    

Columbia Pipeline Group, Inc.
2.45%, 06/01/2018

    1,194,831  
   

Enterprise Products Operating LLC

 

    1,195,000    

2.55%, 10/15/2019

    1,187,252  
    1,700,000    

2.85%, 04/15/2021

    1,676,500  
   

Kinder Morgan Energy Partners L.P.

 

    1,175,000    

5.30%, 09/15/2020

    1,221,556  
    865,000    

6.85%, 02/15/2020

    917,038  
     

 

 

 
        6,433,282  
     

 

 

 
            Real Estate - 0.3%  
    2,000,000    

WEA Finance LLC
3.15%, 04/05/2022(1)

    1,962,050  
    1,100,000    

WEA Finance LLC / Westfield UK & Europe Finance plc
3.25%, 10/05/2020(1)

    1,095,123  
     

 

 

 
        3,057,173  
     

 

 

 
            Real Estate Investment Trusts - 1.1%  
   

American Tower Corp.

 

    1,750,000    

3.00%, 06/15/2023

    1,677,542  
    1,755,000    

3.30%, 02/15/2021

    1,748,170  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  137  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 54.1% - (continued)  
            Real Estate Investment Trusts - 1.1% - (continued)  
   

Crown Castle International Corp.

 

  $       1,500,000    

3.15%, 07/15/2023

  $ 1,447,111  
    240,000    

3.40%, 02/15/2021

    240,197  
    2,000,000    

Realty Income Corp.
3.25%, 10/15/2022

    1,962,084  
    1,870,000    

Scentre Group Trust
2.38%, 11/05/2019(1)

    1,849,119  
    860,000    

Simon Property Group L.P.
2.50%, 07/15/2021

    838,123  
     

 

 

 
        9,762,346  
     

 

 

 
            Retail - 0.8%  
    2,250,000    

Alimentation Couche-Tard, Inc.
2.35%, 12/13/2019(1)

    2,219,859  
   

CVS Health Corp.

 

    2,350,000    

2.13%, 06/01/2021

    2,266,681  
    715,000    

2.80%, 07/20/2020

    710,576  
    1,790,000    

Dollar Tree, Inc.
3.70%, 05/15/2023

    1,776,931  
     

 

 

 
        6,974,047  
     

 

 

 
            Semiconductors - 0.8%  
    2,700,000    

Broadcom Corp. / Broadcom Cayman Finance Ltd.
2.38%, 01/15/2020

    2,661,551  
    2,000,000    

NXP B.V. / NXP Funding LLC
4.13%, 06/01/2021(1)

    2,005,000  
    2,700,000    

QUALCOMM, Inc.
3.00%, 05/20/2022

    2,632,192  
     

 

 

 
        7,298,743  
     

 

 

 
            Software - 0.1%  
    541,000    

Fidelity National Information Services, Inc.
2.25%, 08/15/2021

    521,697  
     

 

 

 
            Telecommunications - 1.3%  
    2,000,000    

AT&T, Inc.
2.80%, 02/17/2021

    1,976,973  
    5,500,000    

Nokia Oyj
3.38%, 06/12/2022

    5,310,250  
    3,933,125    

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
3.36%, 03/20/2023(1)

    3,918,848  
     

 

 

 
        11,206,071  
     

 

 

 
            Toys/Games/Hobbies - 0.2%  
    2,000,000    

Mattel, Inc.
2.35%, 05/06/2019

    1,960,000  
     

 

 

 
            Transportation - 1.1%  
    3,450,000    

AP Moller - Maersk A/S
2.55%, 09/22/2019(1)

    3,415,573  
   

Penske Truck Leasing Co. L.P. / PTL Finance Corp.

 
    2,050,000    

2.50%, 06/15/2019(1)

    2,037,995  
    1,500,000    

2.70%, 03/14/2023(1)

    1,430,220  
    45,000    

2.88%, 07/17/2018(1)

    45,026  
    1,000,000    

3.20%, 07/15/2020(1)

    998,112  
   

Ryder System, Inc.

 

    1,270,000    

2.25%, 09/01/2021

    1,223,347  
    1,075,000    

2.45%, 09/03/2019

    1,067,684  
     

 

 

 
        10,217,957  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 54.1% - (continued)  
            Trucking & Leasing - 0.3%  
  $       2,650,000    

Aviation Capital Group LLC
3.88%, 05/01/2023(1)

  $ 2,644,688  
     

 

 

 
   

Total Corporate Bonds
(cost $490,368,317)

  $ 482,706,049  
     

 

 

 
     
FOREIGN GOVERNMENT OBLIGATIONS - 0.5%  
            Qatar - 0.2%  
  $       1,960,000    

Qatar Government International Bond
3.88%, 04/23/2023(1)

  $ 1,951,866  
     

 

 

 
            Saudi Arabia - 0.3%  
    2,810,000    

Saudi Government International Bond
2.38%, 10/26/2021(1)

    2,693,273  
     

 

 

 
   

Total Foreign Government Obligations
(cost $4,728,808)

  $ 4,645,139  
     

 

 

 
     
MUNICIPAL BONDS - 0.9%  
            General Obligation - 0.4%  
  $       2,805,000    

Country of Cook, IL
4.74%, 11/15/2022

  $ 2,927,943  
    1,175,000    

Illinois State, GO
5.88%, 03/01/2019

    1,200,039  
     

 

 

 
        4,127,982  
     

 

 

 
            Higher Education - 0.3%  
    2,630,000    

Chicago Board of Education, IL
5.28%, 12/01/2022

    2,581,792  
     

 

 

 
            Transportation - 0.2%  
    1,750,000    

Alameda Corridor Transportation Auth
0.00%, 10/01/2022(9)

    1,479,940  
     

 

 

 
   

Total Municipal Bonds
(cost $8,306,021)

  $ 8,189,714  
     

 

 

 
     
SENIOR FLOATING RATE INTERESTS - 21.5%(11)  
            Advertising - 0.2%  
  $       1,655,232    

Acosta Holdco, Inc.
1 mo. USD LIBOR + 3.250%, 5.15%, 09/26/2021

  $ 1,349,809  
     

 

 

 
            Aerospace/Defense - 0.7%  
    1,436,400    

Circor International, Inc.
1 mo. USD LIBOR + 3.500%, 5.39%, 12/11/2024

    1,440,896  
    551,530    

Fly Funding II S.a.r.l.
3 mo. USD LIBOR + 2.000%, 3.80%, 02/09/2023

    551,701  
    3,837,928    

TransDigm, Inc.
1 mo. USD LIBOR + 2.750%, 4.79%, 06/09/2023

    3,853,203  
     

 

 

 
        5,845,800  
     

 

 

 
            Airlines - 0.4%  
   

American Airlines, Inc.

 

    970,000    

1 mo. USD LIBOR + 2.000%, 3.90%, 10/12/2021

    971,057  
    1,557,559    

1 mo. USD LIBOR + 2.000%, 3.90%, 06/26/2020

    1,559,257  
    980,000    

1 mo. USD LIBOR + 2.000%, 3.90%, 04/28/2023

    980,353  
     

 

 

 
    3,510,667  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  138  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 21.5%(11) - (continued)  
            Auto Manufacturers - 0.1%  
  $       359,777    

FCA U.S. LLC
1 mo. USD LIBOR + 2.000%,
3.90%, 12/31/2018

  $ 360,676  
    718,200    

Navistar International Corp.
1 mo. USD LIBOR + 3.500%,
5.40%, 11/06/2024

    722,244  
     

 

 

 
        1,082,920  
     

 

 

 
            Beverages - 0.1%  
    1,132,444    

Jacobs Douwe Egberts International B.V.
3 mo. USD LIBOR + 2.250%,
4.06%, 07/02/2022

    1,140,462  
     

 

 

 
            Biotechnology - 0.0%  
    293,653    

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 05/15/2022

    295,121  
     

 

 

 
            Chemicals - 0.6%  
    1,097,463    

Axalta Coating Systems U.S. Holdings, Inc.
3 mo. USD LIBOR + 1.750%,
4.05%, 06/01/2024

    1,101,326  
    316,602    

Chemours Co.
1 mo. USD LIBOR + 1.750%,
3.66%, 04/03/2025

    317,526  
  EUR       159,600    

Diamond (BC) B.V.
EURIBOR + 3.250%,
0.00%, 09/06/2024

    191,602  
  $       310,750    

Minerals Technologies, Inc.
1 mo. USD LIBOR + 2.250%,
4.27%, 02/14/2024

    312,888  
    1,267,554    

Nexeo Solutions LLC
3 mo. USD LIBOR + 3.250%,
5.47%, 06/09/2023

    1,278,645  
    216,841    

Tronox Blocked Borrower LLC
3 mo. USD LIBOR + 3.000%,
5.30%, 09/22/2024

    219,044  
    500,402    

Tronox Finance LLC
3 mo. USD LIBOR + 3.000%,
5.30%, 09/22/2024

    505,486  
    911,204    

Univar, Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 07/01/2024

    918,749  
    830,000    

WR Grace & Co.
0.00%, 04/03/2025(12)

    834,673  
     

 

 

 
        5,679,939  
     

 

 

 
            Commercial Services - 1.7%  
    962,118    

Brickman Group Ltd. LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 12/18/2020

    967,054  
    614,481    

Bright Horizons Family Solutions, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 11/07/2023

    618,831  
    749,338    

Clean Harbors, Inc.
1 mo. USD LIBOR + 1.750%,
3.65%, 06/27/2024

    752,148  
    993,667    

Hertz Corp.
3 mo. USD LIBOR + 2.750%,
4.65%, 06/30/2023

    996,569  
    513,086    

KAR Auction Services, Inc.
3 mo. USD LIBOR + 2.500%,
4.81%, 03/09/2023

    515,010  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 21.5%(11) - (continued)  
            Commercial Services - 1.7% - (continued)  
  $       674,982    

ON Assignment, Inc.
0.00%, 02/21/2025(12)

  $ 677,850  
    1,683,897    

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 11/15/2023

    1,690,212  
    1,766,426    

Russell Investments US Inst’l Holdco, Inc.
3 mo. USD LIBOR + 3.250%,
5.55%, 06/01/2023

    1,775,259  
    508,563    

ServiceMaster Co.
1 mo. USD LIBOR + 2.500%,
4.40%, 11/08/2023

    511,741  
    1,123,650    

Team Health Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 02/06/2024

    1,087,131  
  EUR       700,000    

Techem GmbH
EURIBOR + 3.000%,
3.00%, 10/02/2024

    846,461  
  $       1,806,350    

Tempo Acquisition LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 05/01/2024

    1,816,140  
    1,829,970    

Trans Union LLC
1 mo. USD LIBOR + 2.000%,
3.90%, 04/10/2023

    1,833,081  
    515,316    

Vantiv LLC
1 mo. USD LIBOR + 2.000%,
3.90%, 10/14/2023

    518,321  
    740,625    

Xerox Business Services LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 12/07/2023

    744,328  
     

 

 

 
        15,350,136  
     

 

 

 
            Distribution/Wholesale - 0.0%  
    290,000    

Beacon Roofing Supply, Inc.
1 mo. USD LIBOR + 2.250%,
4.13%, 01/02/2025

    291,554  
     

 

 

 
            Diversified Financial Services - 0.7%  
    1,381,050    

AlixPartners LLP
3 mo. USD LIBOR + 2.750%,
5.05%, 04/04/2024

    1,386,878  
    950,000    

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 02/28/2025

    948,518  
    685,000    

Delos Finance S.a.r.l.
3 mo. USD LIBOR + 1.750%,
4.05%, 10/06/2023

    689,035  
    763,796    

FinCo I LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 12/27/2022

    771,434  
  EUR       621,771    

Nets Holding A/S
EURIBOR + 3.250%,
3.25%, 02/06/2025

    750,414  
  $       261,688    

NFP Corp.
1 mo. USD LIBOR + 3.000%,
4.90%, 01/08/2024

    262,724  
    449,313    

RP Crown Parent LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 10/12/2023

    451,932  
    1,027,758    

RPI Finance Trust
3 mo. USD LIBOR + 2.000%,
4.30%, 03/27/2023

    1,032,167  
     

 

 

 
        6,293,102  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  139  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 21.5%(11) - (continued)  
            Electric - 0.3%  
  $       485,650    

Helix Gen Funding LLC
1 mo. USD LIBOR + 3.750%,
5.65%, 06/02/2024

  $ 489,457  
    2,272,409    

NRG Energy, Inc.
3 mo. USD LIBOR + 1.750%,
4.05%, 06/30/2023

    2,277,659  
     

 

 

 
        2,767,116  
     

 

 

 
            Energy - Alternate Sources - 0.4%  
    792,000    

AES Corp.
3 mo. USD LIBOR + 1.750%,
3.69%, 05/31/2022

    792,824  
    1,545,000    

BCP Renaissance Parent LLC
3 mo. USD LIBOR + 4.000%,
6.36%, 10/31/2024

    1,551,520  
    364,088    

Medallion Midland Acquisition LLC
1 mo. USD LIBOR + 3.250%,
5.15%, 10/30/2024

    364,542  
    285,929    

MEG Energy Corp.
3 mo. USD LIBOR + 3.500%,
5.81%, 12/31/2023

    287,073  
    965,779    

TEX Operations Co. LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 08/04/2023

    972,115  
     

 

 

 
        3,968,074  
     

 

 

 
            Engineering & Construction - 0.3%  
    1,985,000    

Brand Energy & Infrastructure Services, Inc.
3 mo. USD LIBOR + 4.250%,
6.61%, 06/21/2024

    2,003,123  
    254,917    

DG Investment Intermediate Holdings 2, Inc.
3 mo. USD LIBOR + 3.000%,
5.30%, 02/03/2025

    254,599  
    27,313    

DG Investment Intermediate Holdings 2, Inc.
3 mo. USD LIBOR + 3.000%
1.50%, 02/03/2025(13)

    27,278  
    326,909    

Pike Corp.
1 mo. USD LIBOR + 3.500%,
5.41%, 03/23/2025

    330,858  
     

 

 

 
        2,615,858  
     

 

 

 
            Entertainment - 0.3%  
    645,224    

Camelot UK Holdco Ltd.
1 mo. USD LIBOR + 3.250%,
5.15%, 10/03/2023

    649,373  
    233,238    

CityCenter Holdings LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 04/18/2024

    234,243  
    1,068,603    

Hilton Worldwide Finance LLC
1 mo. USD LIBOR + 1.750%,
3.65%, 10/25/2023

    1,077,099  
    150,000    

Las Vegas Sands LLC
1 mo. USD LIBOR + 1.750%,
3.65%, 03/27/2025

    150,769  
    519,013    

Scientific Games International, Inc.
2 mo. USD LIBOR + 2.750%,
4.73%, 08/14/2024

    522,012  
     

 

 

 
        2,633,496  
     

 

 

 
            Environmental Control - 0.1%  
    1,199,873    

Advanced Disposal Services, Inc.
1 Week USD LIBOR + 2.250%,
4.00%, 11/10/2023

    1,206,869  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 21.5%(11) - (continued)  
            Food - 0.4%  
  $       235,000    

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 03/31/2025

  $ 236,175  
    1,425,569    

JBS USA LLC
3 mo. USD LIBOR + 2.500%,
4.68%, 10/30/2022

    1,423,488  
    1,945,300    

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 05/24/2024

    1,953,645  
     

 

 

 
        3,613,308  
     

 

 

 
            Food Service - 0.1%  
    593,513    

Aramark Services, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 03/11/2025

    597,222  
     

 

 

 
            Healthcare - Products - 0.6%  
    2,849,624    

Alkermes, Inc.
3 mo. USD LIBOR + 2.250%,
4.13%, 03/23/2023

    2,870,996  
    1,210,469    

INC Research LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/01/2024

    1,214,355  
    575,650    

Kinetic Concepts, Inc.
3 mo. USD LIBOR + 3.250%,
5.55%, 02/02/2024

    579,104  
    487,550    

Parexel International Corp.
1 mo. USD LIBOR + 2.750%,
4.65%, 09/27/2024

    489,076  
    487,575    

Revlon Consumer Products Corp.
1 mo. USD LIBOR + 3.500%,
5.40%, 09/07/2023

    375,028  
     

 

 

 
        5,528,559  
     

 

 

 
            Healthcare - Services - 0.7%  
    332,500    

Air Medical Group Holdings Inc
1 mo. USD LIBOR + 4.250%,
6.15%, 03/14/2025

    335,965  
   

Community Health Systems, Inc.

 

    486,568    

3 mo. USD LIBOR + 3.000%,
4.98%, 12/31/2019

    478,510  
    182,235    

3 mo. USD LIBOR + 3.250%,
5.23%, 01/27/2021

    176,616  
    1,099,329    

Envision Healthcare Corp.
1 mo. USD LIBOR + 3.000%,
4.91%, 12/01/2023

    1,102,902  
    423,574    

Genoa, a QoL Healthcare Co. LLC
1 mo. USD LIBOR + 3.250%,
5.15%, 10/28/2023

    425,823  
    576,536    

Jaguar Holding Co.
3 mo. USD LIBOR + 2.500%,
4.61%, 08/18/2022

    579,482  
    1,847,089    

MPH Acquisition Holdings LLC
3 mo. USD LIBOR + 2.750%,
5.05%, 06/07/2023

    1,856,066  
    388,050    

Surgery Center Holdings, Inc.
1 mo. USD LIBOR + 3.250%,
5.16%, 09/02/2024

    388,655  
    1,065,475    

U.S. Renal Care, Inc.
3 mo. USD LIBOR + 4.250%,
6.55%, 12/31/2022

    1,060,148  
     

 

 

 
        6,404,167  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  140  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 21.5%(11) - (continued)  
            Household Products - 0.1%  
  $       613,463    

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%,
4.99%, 09/06/2024

  $ 612,316  
    172,500    

Prestige Brands, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 01/26/2024

    173,416  
     

 

 

 
        785,732  
     

 

 

 
            Insurance - 0.9%  
   

Asurion LLC

 

    2,780,290    

1 mo. USD LIBOR + 2.750%,
4.65%, 08/04/2022

    2,798,112  
    903,009    

1 mo. USD LIBOR + 2.750%,
4.65%, 11/03/2023

    909,222  
    500,000    

1 mo. USD LIBOR + 6.000%,
7.90%, 08/04/2025

    513,500  
    240,000    

Genworth Financial, Inc.
1 mo. USD LIBOR + 4.500%,
6.40%, 02/22/2023

    243,900  
    1,385,000    

Hub International Ltd.
0.00%, 04/25/2025(12)

    1,393,074  
    1,746,750    

USI, Inc.
3 mo. USD LIBOR + 3.000%,
5.30%, 05/16/2024

    1,752,567  
     

 

 

 
        7,610,375  
     

 

 

 
            IT Services - 0.0%  
    81,700    

Gartner, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 04/05/2024

    82,058  
     

 

 

 
            Leisure Time - 1.2%  
   

Aristocrat Leisure Ltd.

 

    1,243,846    

3 mo. USD LIBOR + 2.000%,
4.36%, 10/20/2021

    1,250,650  
    498,750    

3 mo. USD LIBOR + 2.000%,
4.36%, 10/19/2024

    501,244  
    3,015,829    

Caesars Resort Collection LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 12/22/2024

    3,039,714  
    2,733,990    

Delta 2 (LUX) S.a.r.l.
1 mo. USD LIBOR + 2.500%,
4.40%, 02/21/2024

    2,729,725  
    910,562    

Eldorado Resorts LLC
2 mo. USD LIBOR + 2.250%,
4.18%, 04/17/2024

    916,253  
    1,685,775    

Golden Entertainment, Inc.
1 mo. USD LIBOR + 3.000%,
4.91%, 10/20/2024

    1,698,418  
    778,050    

NCL Corp. Ltd.
1 mo. USD LIBOR + 1.750%,
3.64%, 10/10/2021

    780,641  
     

 

 

 
        10,916,645  
     

 

 

 
            Lodging - 0.8%  
    1,159,460    

Boyd Gaming Corp.
1 Week USD LIBOR + 2.500%,
4.24%, 09/15/2023

    1,165,130  
    1,720,688    

Caesars Entertainment Operating Co.
1 mo. USD LIBOR + 2.000%,
3.90%, 10/06/2024

    1,723,698  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 21.5%(11) - (continued)  
            Lodging - 0.8% - (continued)  
  $       701,062    

Four Seasons Hotels Ltd.
1 mo. USD LIBOR + 2.000%,
3.90%, 11/30/2023

  $ 705,444  
    798,909    

La Quinta Intermediate Holdings LLC
3 mo. USD LIBOR + 3.000%,
5.35%, 04/14/2021

    799,412  
    1,714,322    

Station Casinos LLC
1 mo. USD LIBOR + 2.500%,
4.41%, 06/08/2023

    1,719,499  
    1,015,000    

Wyndham Hotels & Resorts, Inc.
0.00%, 03/28/2025(12)

    1,022,491  
     

 

 

 
        7,135,674  
     

 

 

 
            Machinery - Diversified - 0.4%  
    1,354,627    

Gardner Denver, Inc.
3 mo. USD LIBOR + 2.750%,
5.05%, 07/30/2024

    1,361,914  
    1,053,044    

Gates Global LLC
3 mo. USD LIBOR + 2.750%,
5.05%, 04/01/2024

    1,058,615  
   

Zodiac Pool Solutions LLC

 

  EUR       530,000    

0.00%, 03/07/2025(12)

    640,988  
  $       315,000    

0.00%, 03/31/2025(12)

    316,181  
     

 

 

 
    3,377,698  
     

 

 

 
            Media - 2.5%  
    1,749,173    

Advantage Sales & Marketing, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 07/23/2021

    1,670,827  
    865,650    

Altice Financing S.A.
3 mo. USD LIBOR + 2.750%,
5.10%, 01/31/2026

    853,384  
    1,656,396    

Charter Communications Operating LLC
1 mo. USD LIBOR + 2.000%,
3.91%, 04/30/2025

    1,662,905  
   

CSC Holdings LLC

 

    938,025    

1 mo. USD LIBOR + 2.250%,
4.15%, 07/17/2025

    934,742  
    555,000    

1 mo. USD LIBOR + 2.500%,
4.40%, 01/25/2026

    555,000  
    675,000    

Lamar Media Corp.
1 mo. USD LIBOR + 1.750%,
3.69%, 03/14/2025

    678,375  
    498,750    

Maxar Technologies Ltd.
1 mo. USD LIBOR + 2.750%,
4.66%, 10/04/2024

    499,164  
    580,000    

Meredith Corp.
1 mo. USD LIBOR + 3.000%,
4.90%, 01/31/2025

    583,555  
    66,569    

Mission Broadcasting, Inc.
1 mo. USD LIBOR + 2.500%,
4.39%, 01/17/2024

    66,835  
    518,382    

Nexstar Broadcasting, Inc.
1 mo. USD LIBOR + 2.500%,
4.39%, 01/17/2024

    520,455  
   

Numericable Group S.A.

 

    727,650    

1 mo. USD LIBOR + 2.750%,
4.65%, 07/31/2025

    714,785  
    1,708,440    

3 mo. USD LIBOR + 3.000%,
5.35%, 01/31/2026

    1,681,481  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  141  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 21.5%(11) - (continued)  
            Media - 2.5% - (continued)  
  $ 805,000    

PSAV Holdings LLC
3 mo. USD LIBOR + 3.250%,
5.20%, 03/01/2025

  $ 805,757  
    680,000    

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%,
4.66%, 08/17/2024

    685,950  
    1,985,000    

Sinclair Television Group, Inc.
0.00%, 12/12/2024(12)

    1,993,278  
    1,468,514    

Tribune Media Co.
1 mo. USD LIBOR + 3.000%,
4.90%, 01/27/2024

    1,470,350  
    820,000    

Unitymedia Finance LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 01/15/2026

    818,319  
    1,000,000    

UPC Financing Partnership
1 mo. USD LIBOR + 2.500%,
4.40%, 01/15/2026

    1,002,080  
    1,345,000    

Vantiv LLC
1 mo. USD LIBOR + 2.000%,
3.90%, 08/09/2024

    1,353,191  
    2,325,000    

Virgin Media Bristol LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 01/15/2026

    2,334,928  
    970,000    

Ziggo Secured Finance Partnership
1 mo. USD LIBOR + 2.500%,
4.40%, 04/15/2025

    965,053  
     

 

 

 
        21,850,414  
     

 

 

 
            Metal Fabricate/Hardware - 0.1%  
    633,686    

Rexnord LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/21/2024

    637,963  
     

 

 

 
            Miscellaneous Manufacturing - 0.2%  
  EUR       675,000    

CTC AcquiCo GmbH
0.00%, 03/07/2025(12)

    814,298  
  $       1,263,650    

H.B. Fuller Co.
1 mo. USD LIBOR + 2.000%,
3.90%, 10/20/2024

    1,267,037  
     

 

 

 
        2,081,335  
     

 

 

 
            Oil & Gas - 0.6%  
    516,100    

BCP Raptor LLC
2 mo. USD LIBOR + 4.250%,
6.31%, 06/24/2024

    520,616  
    730,000    

California Resources Corp.
1 mo. USD LIBOR + 4.750%,
6.65%, 12/31/2022

    744,826  
    645,000    

Chesapeake Energy Corp.
3 mo. USD LIBOR + 7.500%,
9.44%, 08/23/2021

    682,087  
    1,714,390    

Energy Transfer Equity L.P.
1 mo. USD LIBOR + 2.000%,
3.90%, 02/02/2024

    1,715,367  
    794,246    

Peabody Energy Corp.
1 mo. USD LIBOR + 2.750%,
4.65%, 03/31/2025

    795,581  
    700,000    

Traverse Midstream Partners LLC
3 mo. USD LIBOR + 4.000%,
5.85%, 09/27/2024

    703,500  
     

 

 

 
        5,161,977  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 21.5%(11) - (continued)  
            Oil & Gas Services - 0.1%  
  $       1,182,671    

Crosby U.S. Acquisition Corp.
3 mo. USD LIBOR + 3.000%,
4.90%, 11/23/2020

  $ 1,167,592  
     

 

 

 
      Packaging & Containers - 0.8%  
 

Berry Global, Inc.

 

    1,071,137    

1 mo. USD LIBOR + 2.000%,
3.90%, 02/08/2020

    1,076,943  
    1,030,674    

1 mo. USD LIBOR + 2.000%,
3.90%, 10/01/2022

    1,036,899  
   

Crown Americas LLC

 
  EUR       310,000    

EURIBOR + 2.375%,
2.38%, 01/18/2025

    377,456  
  $       425,000    

3 mo. USD LIBOR + 2.000%,
4.31%, 01/29/2025

    428,455  
    970,200    

Flex Acquisition Co., Inc.
3 mo. USD LIBOR + 3.000%,
5.31%, 12/29/2023

    974,896  
    249,375    

Multi Color Corp.
1 mo. USD LIBOR + 2.250%,
4.15%, 10/31/2024

    250,415  
    412,925    

Plastipak Holdings, Inc.
PRIME + 1.750%,
6.50%, 10/14/2024

    414,345  
    2,223,943    

Reynolds Group Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 02/05/2023

    2,237,842  
     

 

 

 
        6,797,251  
     

 

 

 
            Pharmaceuticals - 0.3%  
    1,478,825    

Endo Luxembourg Finance Co. I S.a r.l.
1 mo. USD LIBOR + 4.250%,
6.19%, 04/29/2024

    1,469,582  
 

Quintiles IMS, Inc.

 

    1,160,654    

3 mo. USD LIBOR + 2.000%,
4.30%, 03/07/2024

    1,167,328  
    149,250    

3 mo. USD LIBOR + 2.000%,
4.30%, 01/17/2025

    149,922  
     

 

 

 
    2,786,832  
     

 

 

 
            Real Estate - 0.4%  
    1,000,820    

DTZ U.S. Borrower LLC
3 mo. USD LIBOR + 3.250%,
5.36%, 11/04/2021

    1,002,211  
    1,108,181    

KFC Holding Co.
1 mo. USD LIBOR + 1.750%,
3.64%, 04/03/2025

    1,114,764  
    1,345,909    

VICI Properties LLC
1 mo. USD LIBOR + 2.000%,
3.90%, 12/20/2024

    1,350,579  
     

 

 

 
        3,467,554  
     

 

 

 
            Real Estate Investment Trusts - 0.3%  
    425,000    

Iron Mountain, Inc.
3 mo. USD LIBOR + 1.750%,
3.65%, 01/02/2026

    423,143  
    2,087,400    

MGM Growth Properties Operating Partnership L.P.
1 mo. USD LIBOR + 2.000%,
3.90%, 04/25/2023

    2,098,171  
     

 

 

 
        2,521,314  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  142  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 21.5%(11) - (continued)  
            Retail - 1.7%  
  $       1,564,518    

Albertsons LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 08/25/2021

  $ 1,548,873  
    2,648,250    

American Builders & Contractors Supply Co., Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 10/31/2023

    2,651,560  
    347,975    

B&G Foods, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 11/02/2022

    349,659  
    1,202,902    

B.C. Unlimited Liability Co.
1 mo. USD LIBOR + 2.250%,
4.15%, 02/16/2024

    1,205,909  
    1,013,030    

Bass Pro Group LLC
1 mo. USD LIBOR + 5.000%,
6.90%, 09/25/2024

    1,019,361  
   

Coty, Inc.

 

  EUR       795,000    

0.00%, 04/05/2025(12)

    962,922  
  $       1,908,313    

1 mo. USD LIBOR + 2.250%,
4.13%, 04/07/2025

    1,905,928  
    694,087    

Harbor Freight Tools USA, Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 08/18/2023

    696,982  
    1,044,069    

Michaels Stores, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 01/30/2023

    1,049,780  
    995,729    

Neiman Marcus Group Ltd. LLC
1 mo. USD LIBOR + 3.250%,
5.14%, 10/25/2020

    875,335  
    685,695    

PetSmart, Inc.
1 mo. USD LIBOR + 3.000%,
4.89%, 03/11/2022

    538,099  
    872,813    

Staples, Inc.
3 mo. USD LIBOR + 4.000%,
5.79%, 09/12/2024

    862,828  
    1,195,164    

U.S. Foods, Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 06/27/2023

    1,205,323  
     

 

 

 
        14,872,559  
     

 

 

 
            Semiconductors - 0.3%  
    247,279    

Entegris, Inc.
1 mo. USD LIBOR + 2.250%,
4.15%, 04/30/2021

    247,897  
    534,600    

Integrated Device Technology, Inc.
1 mo. USD LIBOR + 3.000%,
4.90%, 04/04/2024

    535,936  
    970,588    

MaxLinear, Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 05/12/2024

    974,228  
    605,932    

ON Semiconductor Corp.
1 mo. USD LIBOR + 2.000%,
3.90%, 03/31/2023

    609,416  
     

 

 

 
        2,367,477  
     

 

 

 
            Software - 2.0%  
    1,099,475    

Almonde, Inc.
3 mo. USD LIBOR + 3.500%,
5.48%, 06/13/2024

    1,098,354  
    1,004,241    

CDW LLC
3 mo. USD LIBOR + 1.750%,
4.06%, 08/17/2023

    1,009,604  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 21.5%(11) - (continued)  
            Software - 2.0% - (continued)  
  $       1,485,000    

Change Healthcare Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 03/01/2024

  $ 1,490,569  
    1,012,180    

Dell, Inc.
1 mo. USD LIBOR + 2.000%,
3.91%, 09/07/2023

    1,015,024  
   

First Data Corp.

 

    3,829,682    

1 mo. USD LIBOR + 2.250%,
4.15%, 07/08/2022

    3,843,086  
    824,950    

1 mo. USD LIBOR + 2.250%,
4.15%, 04/26/2024

    827,746  
    1,672,894    

Global Payments Inc.
1 mo. USD LIBOR + 1.750%,
3.65%, 04/21/2023

    1,683,952  
    1,526,797    

Go Daddy Operating Co. LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 02/15/2024

    1,533,484  
    333,233    

Hyland Software, Inc.
1 mo. USD LIBOR + 3.250%,
5.14%, 07/01/2022

    335,942  
    568,851    

Infor U.S., Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 02/01/2022

    571,104  
    121,065    

MA FinanceCo LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 06/21/2024

    120,641  
    817,582    

Seattle Spinco, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 06/21/2024

    814,721  
    220,410    

SS&C Technologies Holdings Europe S.a.r.l.
0.00%, 04/16/2025(12)

    221,788  
    595,721    

SS&C Technologies, Inc.
0.00%, 04/16/2025(12)

    599,444  
    828,738    

Verint Systems Inc.
1 mo. USD LIBOR + 2.000%,
3.89%, 06/28/2024

    832,368  
    2,190,975    

WEX, Inc.
1 mo. USD LIBOR + 2.250%,
4.15%, 06/30/2023

    2,204,055  
     

 

 

 
        18,201,882  
     

 

 

 
            Telecommunications - 1.1%  
    1,993,500    

Level 3 Financing, Inc.
1 mo. USD LIBOR + 2.250%,
4.15%, 02/22/2024

    2,001,813  
    2,643,300    

Sprint Communications, Inc.
1 mo. USD LIBOR + 2.500%,
4.44%, 02/02/2024

    2,649,908  
    1,100,000    

Telenet Financing USD LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 03/01/2026

    1,104,543  
    1,125,000    

Unitymedia Finance LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 09/30/2025

    1,123,031  
    1,935,105    

Univision Communications, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 03/15/2024

    1,907,124  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  143  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 21.5%(11) - (continued)  
            Telecommunications - 1.1% - (continued)  
  $       708,419    

Zayo Group LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 01/19/2024

  $ 713,066  
     

 

 

 
        9,499,485  
     

 

 

 
   

Total Senior Floating Rate Interests
(cost $191,307,437)

  $ 191,495,996  
     

 

 

 
     
U.S. GOVERNMENT AGENCIES - 4.6%      
            Mortgage-Backed Agencies - 4.6%  
            FHLMC - 1.0%  
  $       11,370,252    

1.76%, 07/25/2021(2)(7)

  $ 486,449  
    9,179,359    

2.08%, 08/25/2018(2)(7)

    19,723  
    7,220,898    

3.00%, 04/01/2031

    7,167,819  
    969,921    

3.50%, 04/01/2027

    982,448  
     

 

 

 
        8,656,439  
     

 

 

 
            FNMA - 3.5%  
    5,600,000    

3.50%, 05/17/2033(14)

    5,665,963  
    7,000,000    

3.00%, 05/17/2033(14)

    6,943,672  
    2,389,287    

3.00%, 08/01/2027

    2,384,774  
    4,723,475    

3.00%, 12/01/2030

    4,688,618  
    1,739,430    

3.00%, 02/01/2031

    1,726,593  
    3,132,614    

3.00%, 03/01/2031

    3,109,497  
    1,929,842    

3.50%, 11/01/2026

    1,954,465  
    4,636,033    

3.50%, 12/01/2026

    4,695,185  
    629,888    

3.50%, 12/01/2028

    638,004  
     

 

 

 
        31,806,771  
     

 

 

 
            GNMA - 0.1%  
    234,484    

5.00%, 08/20/2039

    244,527  
    262,409    

6.50%, 05/16/2031

    288,791  
     

 

 

 
        533,318  
     

 

 

 
        40,996,528  
     

 

 

 
   

Total U.S. Government Agencies
(cost $41,818,582)

  $ 40,996,528  
     

 

 

 
     
U.S. GOVERNMENT SECURITIES - 0.5%      
            Other Direct Federal Obligations - 0.5%  
  $       5,000,000    

FHLMC
1.13%, 08/12/2021

  $ 4,753,180  
     

 

 

 
   

Total U.S. Government Securities
(cost $4,839,495)

  $ 4,753,180  
     

 

 

 
   

Total Long-Term Investments
(cost $902,674,799)

  $ 892,117,813  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 1.8%      
            Other Investment Pools & Funds - 1.7%  
    15,221,063    

Fidelity Institutional Government Fund, Institutional Class,
1.59%(15)

    15,221,063  
     

 

 

 
            Securities Lending Collateral - 0.1%  
    50,550    

Citibank NA DDCA,
1.50%, 5/1/2018(15)

    50,550  
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 1.8% - (continued)      
            Securities Lending Collateral - 0.1% - (continued)  
    537,952    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(15)

  $ 537,952  
    422,498    

Invesco Government & Agency Portfolio,
1.60%(15)

    422,498  
     

 

 

 
        1,011,000  
     

 

 

 
   

Total Short-Term Investments
(cost $16,232,063)

  $ 16,232,063  
     

 

 

 
   

Total Investments
(cost $918,906,862)

    101.7    $ 908,349,876  
   

Other Assets and Liabilities

    (1.7 )%       (15,200,425
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 893,149,451  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  144  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

 

     The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

     For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

* 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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $297,213,964, which represented 33.3% of total net assets.

 

(2)  Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(3)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2018.

 

(4)  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(5)  This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, the aggregate fair value of this security was $1,990,097, 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.

 

(6)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited. At April 30, 2018, the aggregate value of this security was $1,990,097, which represented 0.2% of total net assets.

 

(7)  Securities disclosed are interest-only strips.

 

(8)  Security disclosed is principal-only strips.

 

(9) Security is a zero-coupon bond.

 

(10)  Represents entire or partial securities on loan. See Note 9 in the accompanying Notes to Financial Statements for securities lending information.

 

(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 rate in effect as of April 30, 2018.

 

(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 unfunded loan commitments. As of April 30, 2018, the aggregate value of the unfunded commitment was $27,278, which rounds to zero percent of total net assets.

 

(14)  Represents or includes a TBA transaction.

 

(15)  Current yield as of period end.

 

Futures Contracts Outstanding at April 30, 2018  

Description

   Number of
Contracts
     Expiration
Date
     Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

U.S. Treasury 2-Year Note Future

     357        06/29/2018      $     75,700,735      $     (231,107
                    

 

 

 

Short position contracts:

 

U.S. Treasury 5-Year Note Future

     869        06/29/2018      $ 98,638,290      $ 509,052  

U.S. Treasury 10-Year Note Future

     47        06/20/2018        5,622,375        36,788  

U.S. Treasury Long Bond Future

     7        06/20/2018        1,006,906        (1,083
                    

 

 

 

Total

 

   $ 544,757  
                    

 

 

 

Total futures contracts

 

   $ 313,650  
                    

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  145  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
  

Counterparty

   Settlement
Date
   Appreciation      Depreciation  
6,165,188            USD    5,041,000            EUR    BCLY    05/31/18    $     63,765      $     —  
               

 

 

    

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

BCLY

   Barclays
Currency Abbreviations:

EUR

   Euro
Other Abbreviations:

CLO

   Collateralized Loan Obligation

CMO

   Collateralized Mortgage Obligation

DDCA

   Dollars on Deposit in Custody Account

EURIBOR

   Euro Interbank Offered Rate

FHLMC

   Federal Home Loan Mortgage Corp.

FNMA

   Federal National Mortgage Association

GNMA

   Government National Mortgage Association

LIBOR

   London Interbank Offered Rate

MTN

   Medium Term Note

TBA

   To Be Announced
Municipal Abbreviations:

GO

   General Obligation
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  146  

 


The Hartford Short Duration Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

     Total     Level 1(1)     Level 2(1)      Level 3(1)  

Assets

         

Asset & Commercial Mortgage Backed Securities

   $ 159,331,207     $     $ 157,341,110      $ 1,990,097  

Corporate Bonds

     482,706,049             482,706,049         

Foreign Government Obligations

     4,645,139             4,645,139         

Municipal Bonds

     8,189,714             8,189,714         

Senior Floating Rate Interests

     191,495,996             191,495,996         

U.S. Government Agencies

     40,996,528             40,996,528         

U.S. Government Securities

     4,753,180             4,753,180         

Short-Term Investments

     16,232,063       16,232,063               

Foreign Currency Contracts(2)

     63,765             63,765         

Futures Contracts(2)

     545,840       545,840               
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $     908,959,481     $     16,777,903     $     890,191,481      $     1,990,097  
  

 

 

   

 

 

   

 

 

    

 

 

 

Liabilities

 

Futures Contracts(2)

   $ (232,190   $ (232,190   $      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $ (232,190   $ (232,190   $      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

(2)  Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six-month period ended April 30, 2018 is not presented.

 

The accompanying notes are an integral part of these financial statements.

 

 

  147  

 


The Hartford Strategic Income Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.7%  
            Asset-Backed - Automobile - 0.3%      
  $       57,554    

Honor Automobile Trust Securitization
2.94%, 11/15/2019(1)

  $ 57,560  
    1,370,000    

Westlake Automobile Receivables Trust
3.28%, 12/15/2022(1)

    1,358,251  
     

 

 

 
        1,415,811  
     

 

 

 
            Asset-Backed - Finance & Insurance - 5.8%  
   

Apidos CLO

 
    390,000    

3 mo. USD LIBOR + 1.330%,
3.68%, 01/16/2027(1)(2)

    390,107  
    415,000    

3 mo. USD LIBOR + 1.430%,
3.79%, 07/18/2027(1)(2)

    415,361  
    250,000    

3 mo. USD LIBOR + 3.000%,
5.36%, 01/19/2025(1)(2)

    250,069  
    995,000    

Atrium X
3 mo. USD LIBOR + 3.000%,
5.35%, 07/16/2025(1)(2)

    996,096  
   

Avery Point CLO Ltd.

 
    270,000    

3 mo. USD LIBOR + 1.450%,
3.24%, 08/05/2027(1)(2)

    270,293  
    268,863    

3 mo. USD LIBOR + 1.120%,
3.48%, 01/18/2025(1)(2)

    268,938  
    186,473    

Bayview Mortgage Fund Trust
3.50%, 01/28/2058(1)(3)

    186,502  
   

Bayview Opportunity Master Fund Trust

 
    172,309    

3.11%, 09/28/2032(1)(4)

    171,478  
    1,713,705    

3.35%, 11/28/2032(1)(4)

    1,705,578  
    91,189    

3.50%, 01/28/2055(1)(3)

    91,356  
    152,418    

3.50%, 06/28/2057(1)(3)

    153,042  
    735,163    

3.60%, 02/25/2033(1)(4)

    735,666  
    82,504    

4.00%, 11/28/2053(1)(3)

    83,631  
    159,911    

4.00%, 10/28/2064(1)(3)

    161,722  
    270,000    

Carlyle Global Market Strategies CLO Ltd.
3 mo. USD LIBOR + 1.470%,
3.84%, 04/27/2027(1)(2)

    269,873  
    234,961    

Cent CLO
3 mo. USD LIBOR + 1.250%,
3.02%, 08/01/2024(1)(2)

    234,849  
    395,000    

CIFC Funding Ltd.
3 mo. USD LIBOR + 1.200%,
3.14%, 05/24/2026(1)(2)

    394,888  
    670,000    

Domino’s Pizza Master Issuer LLC
4.12%, 07/25/2048(1)

    670,000  
    20,433    

Equity One Mortgage Pass-Through Trust
5.46%, 12/25/2033(3)

    14,089  
    1,661,590    

GSAMP Trust
1 mo. USD LIBOR + 0.090%,
1.99%, 01/25/2037(2)

    1,052,895  
   

Lendmark Funding Trust

 
    125,000    

2.83%, 12/22/2025(1)

    124,049  
    155,000    

3.26%, 04/21/2025(1)

    155,259  
    45,120    

Long Beach Asset Holdings Corp.
5.78%, 04/25/2046(1)(5)

     
    250,000    

Madison Park Funding Ltd.
3 mo. USD LIBOR + 1.160%,
3.52%, 07/23/2029(1)(2)

    250,075  
   

Magnetite Ltd.

 
    480,000    

3 mo. USD LIBOR + 1.000%,
3.36%, 07/25/2026(1)(2)

    479,758  
    1,165,000    

3 mo. USD LIBOR + 5.150%,
7.51%, 01/18/2027(1)(2)

    1,164,154  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.7% - (continued)  
            Asset-Backed - Finance & Insurance - 5.8% - (continued)  
  $       2,382,952    

MFRA Trust
3.35%, 11/25/2047(1)(4)

  $ 2,364,646  
    100,000    

Nationstar HECM Loan Trust
2.94%, 05/25/2027(1)

    99,222  
   

NRZ Advance Receivables Trust

 
    420,000    

3.11%, 12/15/2050(1)

    418,130  
    370,000    

3.21%, 02/15/2051(1)

    366,947  
   

Oak Hill Advisors Residential Loan Trust

 
    91,350    

3.00%, 06/25/2057(1)(4)

    90,132  
    900,000    

5.00%, 06/25/2057(1)(4)

    891,450  
   

OneMain Financial Issuance Trust

 
    286,000    

2.37%, 09/14/2032(1)

    280,616  
    359,966    

4.10%, 03/20/2028(1)

    362,220  
    360,000    

OZLM Ltd.
3 mo. USD LIBOR + 1.450%,
3.81%, 04/30/2027(1)(2)

    360,518  
    359,421    

Pretium Mortgage Credit Partners LLC
3.33%, 12/30/2032(1)(3)

    357,969  
   

SoFi Consumer Loan Program LLC

 
    74,738    

2.50%, 05/26/2026(1)

    73,695  
    64,100    

2.77%, 05/25/2026(1)

    63,613  
    80,110    

3.05%, 12/26/2025(1)

    79,888  
    411,154    

3.09%, 10/27/2025(1)

    410,674  
    99,210    

3.28%, 01/26/2026(1)

    99,207  
   

Springleaf Funding Trust

 
    310,000    

2.68%, 07/15/2030(1)

    304,291  
    165,000    

2.90%, 11/15/2029(1)

    164,033  
    355,000    

SPS Servicer Advance Receivables Trust
2.75%, 11/15/2049(1)

    355,995  
    395,000    

Symphony CLO Ltd.
3 mo. USD LIBOR + 1.180%,
3.53%, 10/17/2026(1)(2)

    395,363  
   

Towd Point Mortgage Trust

 

    323,116    

2.75%, 10/25/2056(1)(3)

    318,233  
    80,617    

2.75%, 04/25/2057(1)(3)

    79,443  
    238,061    

2.75%, 06/25/2057(1)(3)

    233,690  
    173,417    

2.75%, 07/25/2057(1)(3)

    170,774  
    1,458,650    

U.S. Residential Opportunity Fund Trust
3.35%, 11/27/2037(1)(4)

    1,452,062  
   

VOLT LX LLC

 
    68,437    

3.25%, 06/25/2047(1)(4)

    68,047  
    1,080,000    

4.63%, 10/25/2047(1)(4)

    1,070,024  
    1,515,000    

5.38%, 06/25/2047(1)(4)

    1,510,155  
    1,423,000    

VOLT LXII LLC
4.63%, 09/25/2047(1)(4)

    1,410,719  
    1,570,000    

VOLT LXIV LLC
4.63%, 10/25/2047(1)(4)

    1,543,312  
    350,000    

Voya CLO Ltd.
3 mo. USD LIBOR + 1.450%,
3.80%, 10/14/2026(1)(2)

    349,659  
    593,513    

Wendys Funding LLC
3.88%, 03/15/2048(1)

    581,601  
     

 

 

 
        27,016,056  
     

 

 

 
            Asset-Backed - Home Equity - 1.4%  
   

GSAA Home Equity Trust

 
    691,067    

1 mo. USD LIBOR + 0.070%,
1.97%, 12/25/2046(2)

    390,584  
    1,143,993    

1 mo. USD LIBOR + 0.080%,
1.98%, 02/25/2037(2)

    608,095  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  148  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.7% - (continued)  
            Asset-Backed - Home Equity - 1.4% - (continued)  
  $       1,156,626    

1 mo. USD LIBOR + 0.180%,
2.08%, 11/25/2036(2)

  $ 583,789  
    997,179    

1 mo. USD LIBOR + 0.230%,
2.13%, 04/25/2047(2)

    712,929  
    2,533,733    

Morgan Stanley Mortgage Loan Trust
1 mo. USD LIBOR + 0.170%,
2.07%, 11/25/2036(2)

    1,160,133  
    22,008    

Nationstar NIM Ltd.
9.79%, 03/25/2037(1)(5)

    2  
   

New Residential Mortgage Loan Trust

 
    260,974    

1 mo. USD LIBOR + 1.500%,
3.40%, 06/25/2057(1)(2)

    268,537  
    255,173    

4.00%, 02/25/2057(1)(3)

    258,026  
    437,000    

NRZ Advance Receivables Trust
2.58%, 10/15/2049(1)

    431,961  
   

Soundview Home Loan Trust

 
    2,251,000    

1 mo. USD LIBOR + 0.240%,
2.14%, 07/25/2036(2)

    1,978,384  
    115,000    

1 mo. USD LIBOR + 0.250%,
2.15%, 11/25/2036(2)

    103,268  
     

 

 

 
        6,495,708  
     

 

 

 
            Collateralized - Mortgage Obligations - 0.0%  
    85,157    

COLT Mortgage Loan Trust
2.61%, 05/27/2047(1)(3)

    84,161  
     

 

 

 
            Commercial Mortgage-Backed Securities - 2.1%  
    180,000    

Citigroup Commercial Mortgage Trust
4.56%, 03/10/2047(1)(3)

    135,606  
    981,000    

Commercial Mortgage Pass-Through Trust
4.75%, 10/15/2045(1)(3)

    638,445  
   

Commercial Mortgage Trust

 
    435,629    

2.04%, 07/10/2046(1)(3)(6)

    14,495  
    560,000    

4.73%, 10/15/2045(1)(3)

    94,534  
    68,986    

Credit Suisse First Boston Mortgage Securities Corp.
4.88%, 04/15/2037

    68,420  
   

FREMF Mortgage Trust

 

    582,000    

4.17%, 07/25/2027(1)(3)

    551,028  
    575,000    

4.21%, 05/25/2027(1)(3)

    549,966  
   

GS Mortgage Securities Trust

 

    4,207,705    

0.14%, 07/10/2046(3)(6)

    18,293  
    385,864    

1.52%, 08/10/2044(1)(3)(6)

    13,382  
    565,333    

3.67%, 04/10/2047(1)

    214,250  
    2,190,000    

4.91%, 11/10/2045(1)(3)

    2,090,210  
    175,000    

5.02%, 04/10/2047(1)(3)

    116,174  
   

JP Morgan Chase Commercial Mortgage Securities Trust

 
    860,000    

2.73%, 10/15/2045(1)(3)

    391,859  
    485,000    

4.52%, 12/15/2047(1)(3)

    384,043  
    765,000    

5.59%, 08/15/2046(1)(3)

    749,155  
   

Morgan Stanley Capital Trust

 

    50,000    

5.31%, 10/12/2052(1)(3)

    4,253  
    465,000    

5.33%, 07/15/2049(1)(3)

    397,739  
    870,000    

VNDO Mortgage Trust
4.08%, 12/13/2029(1)(3)

    868,104  
    15,000    

Wells Fargo Commercial Mortgage Trust
4.24%, 05/15/2048(3)

    12,965  
   

WF-RBS Commercial Mortgage Trust

 

    900,599    

3.02%, 11/15/2047(1)

    522,955  
    2,125,000    

4.94%, 11/15/2045(1)(3)

    1,753,846  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.7% - (continued)  
            Commercial Mortgage-Backed Securities - 2.1% - (continued)  
  $       215,000    

5.00%, 06/15/2044(1)(3)

  $ 158,467  
     

 

 

 
        9,748,189  
     

 

 

 
            Whole Loan Collateral CMO - 5.1%  
   

Alternative Loan Trust

 

    186,460    

1 mo. USD LIBOR + 0.270%,
2.17%, 01/25/2036(2)

    178,998  
    328,075    

1 mo. USD LIBOR + 0.320%,
2.22%, 11/25/2035(2)

    295,851  
    1,068,872    

5.75%, 05/25/2036

    812,093  
    915,051    

6.00%, 05/25/2036

    756,273  
   

Angel Oak Mortgage Trust LLC

 

    103,738    

2.48%, 07/25/2047(1)(3)

    101,653  
    210,809    

3.64%, 01/25/2047(1)(3)

    208,946  
    297,463    

Banc of America Mortgage Trust
3.58%, 09/25/2035(3)

    289,204  
    426,625    

Bear Stearns Adjustable Rate Mortgage Trust
1 year USD CMT + 2.300%,
3.52%, 10/25/2035(2)

    435,610  
    127,178    

Bear Stearns Alt-A Trust
1 mo. USD LIBOR + 0.500%,
2.40%, 01/25/2036(2)

    133,148  
    1,161,977    

Chase Mortgage Finance Trust
5.50%, 11/25/2035

    1,105,896  
    798,550    

CHL Mortgage Pass-Through Trust
3.48%, 09/25/2047(3)

    746,873  
    126,267    

CSMC Trust
3.25%, 04/25/2047(1)(3)

    123,742  
   

Deephaven Residential Mortgage Trust

 

    76,028    

2.45%, 06/25/2047(1)(3)

    74,109  
    294,665    

2.81%, 10/25/2047(1)(3)

    290,850  
    52,124    

3.49%, 12/26/2046(1)(3)

    51,907  
    1,518,000    

Fannie Mae Connecticut Avenue Securities
1 mo. USD LIBOR + 4.250%,
6.15%, 04/25/2029(2)

    1,727,881  
   

Fannie Mae Connecticut Avenue Securities

 

    2,401,000    

1 mo. USD LIBOR + 2.200%,
4.10%, 01/25/2030(2)

    2,441,676  
    525,000    

1 mo. USD LIBOR + 3.550%,
5.45%, 07/25/2029(2)

    574,042  
    1,075,000    

1 mo. USD LIBOR + 4.350%,
6.25%, 05/25/2029(2)

    1,200,399  
    446,634    

1 mo. USD LIBOR + 4.900%,
6.80%, 11/25/2024(2)

    511,869  
    250,872    

1 mo. USD LIBOR + 5.700%,
7.60%, 04/25/2028(2)

    291,950  
    185,000    

1 mo. USD LIBOR + 6.000%,
7.90%, 09/25/2028(2)

    221,429  
    72,382    

GMACM Mortgage Loan Trust
3.88%, 04/19/2036(3)

    68,125  
    912,108    

GSR Mortgage Loan Trust
3.70%, 01/25/2036(3)

    899,641  
    1,917,309    

HarborView Mortgage Loan Trust
1 mo. USD LIBOR + 0.240%,
2.14%, 12/19/2036(2)

    1,773,531  
    51,082    

Impac CMB Trust
1 mo. USD LIBOR + 2.250%,
4.15%, 02/25/2036(2)

    49,891  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  149  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 14.7% - (continued)  
            Whole Loan Collateral CMO - 5.1% - (continued)  
  $       581,135    

IndyMac IMSC Mortgage Loan Trust
1 mo. USD LIBOR + 0.150%,
2.05%, 03/25/2047(2)

  $ 465,171  
 

JP Morgan Mortgage Trust

 

    331,334    

3.45%, 11/25/2035(3)

    326,999  
    72,478    

3.73%, 04/25/2037(3)

    70,480  
    463,934    

3.83%, 05/25/2036(3)

    461,828  
 

LSTAR Securities Investment Ltd.

 

    615,228    

1 mo. USD LIBOR + 1.650%,
0.04%, 11/01/2022(1)(2)

    610,799  
    548,327    

1 mo. USD LIBOR + 1.550%,
3.46%, 02/01/2023(1)(2)

    544,248  
    442,195    

1 mo. USD LIBOR + 1.750%,
3.66%, 09/01/2022(1)(2)

    441,982  
    874,954    

1 mo. USD LIBOR + 1.750%,
3.66%, 10/01/2022(1)(2)

    870,608  
    179,972    

MASTR Adjustable Rate Mortgages Trust
3.47%, 11/21/2034(3)

    184,648  
    81,599    

MFA Trust
2.59%, 02/25/2057(1)(3)

    80,064  
 

New Residential Mortgage Loan Trust

 

    174,867    

3.75%, 11/26/2035(1)(3)

    175,584  
    159,645    

3.75%, 11/25/2056(1)(3)

    159,913  
    241,456    

4.00%, 03/25/2057(1)(3)

    244,161  
    187,742    

4.00%, 04/25/2057(1)(3)

    189,347  
    221,486    

4.00%, 05/25/2057(1)(3)

    224,059  
    410,914    

Nomura Asset Acceptance Corp. Alternative Loan Trust
4.93%, 06/25/2036(3)

    369,121  
    1,140,136    

Residential Accredit Loans, Inc.
2.62%, 11/25/2037(3)

    995,432  
    1,435,871    

Structured Asset Mortgage Investments Trust
1 mo. USD LIBOR + 0.230%,
2.13%, 02/25/2036(2)

    1,293,486  
 

Towd Point Mortgage Trust

 

    147,258    

2.25%, 04/25/2056(1)(3)

    144,371  
    125,132    

2.75%, 08/25/2055(1)(3)

    123,370  
    40,885    

WaMu Mortgage Pass-Through Certificates Trust
1 mo. USD LIBOR + 0.420%,
2.32%, 06/25/2044(2)

    39,745  
    681,531    

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
1 mo. USD LIBOR + 0.600%,
2.50%, 07/25/2036(2)

    480,035  
     

 

 

 
    23,861,038  
     

 

 

 
      Whole Loan Collateral PAC - 0.0%  
    54,253    

Alternative Loan Trust
1 mo. USD LIBOR + 0.500%,
2.40%, 12/25/2035(2)

    39,352  
     

 

 

 
   

Total Asset & Commercial Mortgage Backed Securities
(cost $68,873,995)

  $ 68,660,315  
     

 

 

 
     
CORPORATE BONDS - 17.2%  
      Aerospace/Defense - 0.2%  
  $       800,000    

Lockheed Martin Corp.
4.09%, 09/15/2052

  $ 760,919  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 17.2% - (continued)  
      Agriculture - 0.1%  
  $       350,000    

Kernel Holding S.A.
8.75%, 01/31/2022(7)

  $ 359,625  
     

 

 

 
      Auto Manufacturers - 0.6%  
  CAD       515,000    

Ford Credit Canada Co.
3.70%, 08/02/2018

    402,943  
  $       610,000    

General Motors Co.
5.40%, 04/01/2048

    595,446  
    845,000    

General Motors Financial Co., Inc.
3 mo. USD LIBOR + 1.450%,
3.25%, 05/09/2019(2)

    853,933  
    500,000    

Toyota Motor Finance Netherlands B.V.
3 mo. USD LIBOR + 0.250%,
2.32%, 12/12/2019(2)(7)

    500,780  
  CAD       790,000    

VW Credit Canada, Inc.
2.80%, 08/20/2018

    617,042  
     

 

 

 
    2,970,144  
     

 

 

 
      Beverages - 0.1%  
    530,000    

Molson Coors International L.P.
2.25%, 09/18/2018

    413,218  
     

 

 

 
      Chemicals - 0.2%  
  $       200,000    

OCP S.A.
4.50%, 10/22/2025(7)

    191,977  
    530,000    

Yingde Gases Investment Ltd.
6.25%, 01/19/2023(1)

    503,736  
     

 

 

 
        695,713  
     

 

 

 
      Commercial Banks - 8.8%  
  EUR       325,000    

Banca Carige S.p.A.
5.00%, 12/22/2022(7)

    411,995  
  $       2,400,000    

Banco Bilbao Vizcaya Argentaria S.A.
5 year USD Swap + 3.870%,
6.13%, 11/16/2027(2)(8)

    2,319,720  
  EUR       1,200,000    

Banco de Sabadell S.A.
5 year EUR Swap + 6.414%,
6.50%, 05/18/2022(2)(7)(8)

    1,541,026  
 

Banco do Brasil S.A.

 

  $       200,000    

4.63%, 01/15/2025(1)

    192,390  
    365,000    

10 year USD CMT + 6.362%,
9.00%, 06/18/2024(2)(7)(8)

    386,316  
    420,000    

Bank of Nova Scotia
3 mo. USD LIBOR + 0.620%,
2.65%, 12/05/2019(2)

    422,916  
 

Barclays plc

 

    200,000    

5 year USD Swap + 6.772%,
7.88%, 03/15/2022(2)(7)(8)

    213,340  
  EUR       475,000    

5 year EUR Swap + 6.750%,
8.00%, 12/15/2020(2)(8)

    659,619  
  $       720,000    

BBVA Bancomer S.A.
1 year USD CMT + 2.650%,
5.13%, 01/18/2033(1)(2)

    679,500  
 

BNP Paribas S.A.

 

    550,000    

5 year USD Swap + 1.483%,
4.38%, 03/01/2033(1)(2)

    530,145  
    935,000    

5 year USD Swap + 2.838%,
5.13%, 11/15/2027(1)(2)(8)

    876,562  
    755,000    

5 year USD Swap + 6.314%,
7.63%, 03/30/2021(1)(2)(8)

    813,324  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  150  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 17.2% - (continued)  
      Commercial Banks - 8.8% - (continued)  
  EUR       600,000    

Caixa Geral de Depositos S.A.
5 year EUR Swap + 10.925%,
10.75%, 03/30/2022(2)(7)(8)

  $ 840,469  
 

CaixaBank S.A.

 

    600,000    

5 year EUR Swap + 3.35%,
3.50%, 02/15/2027(2)(7)

    778,409  
    600,000    

5 year EUR Swap + 6.498%,
6.75%, 06/13/2024(2)(7)(8)

    813,318  
  $       850,000    

Citibank NA
2.68%, 05/01/2020(3)

    850,632  
    390,000    

Citigroup, Inc.
3 mo. USD LIBOR + 0.790%,
3.13%, 01/10/2020(2)

    392,771  
 

Credit Agricole S.A.

 

  EUR       300,000    

5 year EUR Swap + 5.350%,
4.75%, 09/27/2048(2)(7)

    416,143  
  $       1,850,000    

5 year USD Swap + 6.185%,
8.13%, 12/23/2025(1)(2)(8)

    2,102,062  
 

Credit Suisse Group AG

 

    2,140,000    

5 year USD Swap + 3.455%,
6.25%, 12/18/2024(1)(2)(8)

    2,191,437  
    350,000    

5 year USD Swap + 3.455%,
6.25%, 12/18/2024(2)(7)(8)

    358,413  
  EUR       600,000    

Deutsche Bank AG
4.50%, 05/19/2026

    795,930  
    600,000    

Deutsche Pfandbriefbank AG
5 year EUR Swap + 2.750%,
2.88%, 06/28/2027(2)(7)

    730,559  
    600,000    

Erste Group Bank AG
5 year EUR Swap + 6.204%,
6.50%, 04/15/2024(2)(7)(8)

    828,099  
    760,000    

Goldman Sachs Group, Inc.
6.38%, 05/02/2018(7)

    917,776  
 

HSBC Holdings plc

 

  $       1,175,000    

5 year USD ICE Swap + 3.746%,
6.00%, 05/22/2027(2)(8)

    1,160,547  
    650,000    

5 year USD ICE Swap + 3.453%,
6.25%, 03/23/2023(2)(8)

    658,944  
    200,000    

5 year USD ICE Swap + 4.368%,
6.38%, 03/30/2025(2)(8)

    206,000  
    840,000    

ING Bank N.V.
3 mo. USD LIBOR + 0.610%,
2.45%, 08/15/2019(2)(7)

    844,786  
 

Intesa Sanpaolo S.p.A.

 

    450,000    

5 year USD Swap + 5.462%,
7.70%, 09/17/2025(1)(2)(8)

    475,875  
  EUR       550,000    

5 year EUR Swap + 7.192%,
7.75%, 01/11/2027(2)(7)(8)

    814,450  
  $       500,000    

Itau Unibanco Holding S.A.
5 year CMT Swap + 3.981%,
6.13%, 12/12/2022(1)(2)(8)

    488,600  
    375,000    

Marb Bondco plc
7.00%, 03/15/2024(7)

    358,598  
    840,000    

Morgan Stanley
3 mo. USD LIBOR + 1.140%,
3.51%, 01/27/2020(2)

    851,596  
    400,000    

Norddeutsche Landesbank Girozentrale
6.25%, 04/10/2024(7)

    396,443  
  EUR       775,000    

Novo Banco S.A
3.50%, 03/18/2043(7)

    807,439  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 17.2% - (continued)  
      Commercial Banks - 8.8% - (continued)  
 

Novo Banco S.A.

 

  EUR       365,000    

3.50%, 01/23/2043

  $ 380,710  
    1,030,000    

3.50%, 02/19/2043(7)

    1,074,344  
 

Raiffeisen Bank International AG

 

    500,000    

6.00%, 10/16/2023(7)

    732,107  
    600,000    

12 year EUR Swap + 5.954%,
6.13%, 12/15/2022(2)(7)(8)

    759,882  
  $       350,000    

Royal Bank of Scotland Group plc
5 year USD Swap + 7.598%,
8.63%, 08/15/2021(2)(8)

    383,250  
  GBP       200,000    

Santander UK Group Holdings plc
5 year GBP Swap + 5.543%,
7.38%, 06/24/2022(2)(7)(8)

    299,666  
  $       200,000    

Skandinaviska Enskilda Banken AB
5 year USD Swap + 3.493%,
5.63%, 05/13/2022(2)(7)(8)

    200,041  
 

Societe Generale S.A.

 

    1,125,000    

5 year USD Swap + 6.238%,
7.38%, 09/13/2021(1)(2)(8)

    1,192,500  
    975,000    

5 year USD Swap + 6.394%,
8.25%, 11/29/2018(2)(7)(8)

    1,000,594  
    225,000    

Standard Chartered plc
5 year USD Swap + 6.301%,
7.50%, 04/02/2022(2)(7)(8)

    237,656  
    970,000    

Turkiye Vakiflar Bankasi TAO
5.75%, 01/30/2023(1)

    940,091  
 

UBS Group AG

 

    725,000    

5 year USD ICE Swap + 5.497%,
6.88%, 03/22/2021(2)(7)(8)

    761,250  
    800,000    

5 year USD Swap + 4.866%,
7.00%, 02/19/2025(2)(7)(8)

    855,901  
    750,000    

5 year USD Swap + 5.464%,
7.13%, 02/19/2020(2)(7)(8)

    780,537  
 

UniCredit S.p.A.

 

  EUR       825,000    

5 year EUR Swap + 4.925%,
5.38%, 06/03/2025(2)(7)(8)

    994,269  
  $       720,000    

5 year USD ICE Swap + 3.703%,
5.86%, 06/19/2032(2)(7)

    720,036  
  EUR       200,000    

5 year EUR Swap + 6.387%,
6.63%, 06/03/2023(2)(7)(8)

    262,515  
  $       225,000    

5 year USD Swap + 5.180%,
8.00%, 06/03/2024(2)(7)(8)

    234,563  
    385,000    

Wells Fargo & Co.
4.40%, 06/14/2046

    361,167  
 

Zenith Bank plc

 

    495,000    

7.38%, 05/30/2022(1)

    509,355  
    400,000    

7.38%, 05/30/2022(7)

    411,600  
     

 

 

 
        41,218,183  
     

 

 

 
      Commercial Services - 0.5%  
    2,203,000    

Acwa Power Management And Investments One Ltd.
5.95%, 12/15/2039(1)

    2,231,639  
  IDR       4,400,000,000    

Jasa Marga Persero Tbk PT
7.50%, 12/11/2020(1)

    312,625  
     

 

 

 
        2,544,264  
     

 

 

 
      Diversified Financial Services - 0.4%  
  CAD       535,000    

Cadillac Fairview Finance Trust
3.64%, 05/09/2018

    416,912  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  151  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 17.2% - (continued)  
      Diversified Financial Services - 0.4% - (continued)  
  $       500,000    

Societe Generale S.A.
6.75%, 04/06/2028(1)(3)(8)

  $ 496,250  
    800,000    

Turkiye Sinai Kalkinma Bankasi AS
5.50%, 01/16/2023(7)

    769,035  
    200,000    

Unifin Financiera S.A.B. de C.V. SOFOM ENR
7.00%, 01/15/2025(7)

    194,500  
     

 

 

 
        1,876,697  
     

 

 

 
            Electric - 0.4%  
    200,000    

Abu Dhabi National Energy Co. PJSC
4.88%, 04/23/2030(1)

    198,234  
    200,000    

Israel Electric Corp. Ltd.
4.25%, 08/14/2028(1)(7)

    190,994  
    780,000    

Pacific Gas & Electric Co.
6.05%, 03/01/2034

    916,326  
    360,000    

Pampa Energia S.A.
7.50%, 01/24/2027(7)

    366,300  
    250,000    

State Grid Overseas Investment Ltd.
4.25%, 05/02/2028(1)

    250,306  
     

 

 

 
        1,922,160  
     

 

 

 
      Energy - Alternate Sources - 0.1%  
    280,000    

Rio Energy S.A. / UGEN S.A. / UENSA S.A.
6.88%, 02/01/2025(1)

    273,000  
     

 

 

 
      Engineering & Construction - 0.3%  
    785,000    

Aeropuertos Dominicanos Siglo XXI S.A.
6.75%, 03/30/2029(7)

    844,856  
  GBP       355,000    

Heathrow Funding Ltd.
6.25%, 09/10/2018(7)

    497,283  
  $       265,000    

SBA Tower Trust
3.17%, 04/09/2047(1)

    261,069  
     

 

 

 
    1,603,208  
     

 

 

 
      Food - 0.3%  
    1,400,000    

Marb BondCo plc
6.88%, 01/19/2025(1)

    1,316,000  
     

 

 

 
      Healthcare - Services - 0.1%  
    400,000    

Rede D’or Finance S.a.r.l
4.95%, 01/17/2028(1)

    369,500  
     

 

 

 
      Insurance - 0.4%  
  EUR       300,000    

Intesa Sanpaolo Vita S.p.A.
6 Mo. EUR LIBOR + 4.817%,
4.75%, 12/17/2024(2)(7)(8)

    385,827  
    600,000    

Societa Cattolica di Assicurazioni
3 Mo. EUR LIBOR + 4.455%,
4.25%, 12/14/2047(2)(7)

    735,451  
  $       760,000    

VIVAT N.V.
5 year USD Swap + 4.174%,
6.25%, 11/16/2022(2)(7)(8)

    773,184  
     

 

 

 
    1,894,462  
     

 

 

 
      Iron/Steel - 0.4%  
    1,120,000    

CSN Islands XI Corp.
6.88%, 09/21/2019(7)

    1,122,800  
    200,000    

Gerdau Trade, Inc.
4.88%, 10/24/2027(1)

    193,500  
    560,000    

Koks OAO Via Koks Finance DAC
7.50%, 05/04/2022(1)

    567,188  
     

 

 

 
    1,883,488  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 17.2% - (continued)  
      Media - 0.1%  
  $       645,000    

Charter Communications Operating LLC / Charter Communications Operating Capital
6.48%, 10/23/2045

  $ 691,363  
     

 

 

 
      Mining - 0.3%  
    1,255,000    

Metinvest B.V.
7.75%, 04/23/2023(1)

    1,220,111  
     

 

 

 
      Multi-National - 0.0%  
  INR       9,490,000    

International Finance Corp.
7.10%, 03/21/2031

    144,056  
     

 

 

 
      Oil & Gas - 2.2%  
  $       350,000    

Borets Finance DAC Co.
6.50%, 04/07/2022(7)

    351,820  
    91,000    

Ecopetrol S.A.
5.88%, 05/28/2045

    87,747  
    375,000    

Indika Energy Capital II Pte
6.88%, 04/10/2022

    377,300  
    400,000    

KazMunayGas National Co. JSC
5.38%, 04/24/2030(1)

    399,880  
 

Nostrum Oil & Gas Finance B.V.

 

  `       1,085,000    

7.00%, 02/16/2025(1)

    1,042,685  
    500,000    

8.00%, 07/25/2022(1)

    508,824  
 

Petrobras Global Finance B.V.

 

    1,385,000    

5.75%, 02/01/2029

    1,314,365  
    285,000    

6.00%, 01/27/2028(7)

    277,832  
 

Petroleos Mexicanos

 

    608,000    

6.35%, 02/12/2048(1)

    557,536  
    490,000    

6.50%, 03/13/2027

    507,449  
    170,000    

6.75%, 09/21/2047

    164,118  
 

State Oil Co. of the Azerbaijan Republic

 

    285,000    

4.75%, 03/13/2023(7)

    284,003  
    350,000    

6.95%, 03/18/2030(7)

    376,033  
 

Tullow Oil plc

 

    405,000    

6.25%, 04/15/2022(7)

    411,075  
    1,295,000    

7.00%, 03/01/2025(1)

    1,312,871  
 

YPF S.A.

 

    470,000    

7.00%, 12/15/2047(1)

    419,099  
    467,000    

8.50%, 07/28/2025(7)

    509,964  
  ARS       27,918,777    

16.50%, 05/09/2022(1)

    1,262,393  
     

 

 

 
    10,164,994  
     

 

 

 
      Oil & Gas Services - 0.2%  
  $       705,000    

Alpha Star Holding III Ltd.
6.25%, 04/20/2022(7)

    692,662  
     

 

 

 
      Pharmaceuticals - 0.1%  
    495,000    

AbbVie, Inc.
1.80%, 05/14/2018

    494,921  
     

 

 

 
      Pipelines - 0.2%  
    400,000    

Peru LNG Srl
5.38%, 03/22/2030(1)

    397,500  
    665,000    

Sunoco Logistics Partners Operations L.P.
5.40%, 10/01/2047

    627,890  
     

 

 

 
    1,025,390  
     

 

 

 
      Real Estate - 0.2%  
    815,000    

KWG Property Holding Ltd.
6.00%, 09/15/2022(7)

    761,393  
     

 

 

 
      REITS - 0.0%  
    32,631    

VICI Properties LLC / VICI FC, Inc.
8.00%, 10/15/2023

    36,302  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  152  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 17.2% - (continued)  
      Retail - 0.2%  
  $       945,000    

Eurotorg LLC Via Bonitron DAC
8.75%, 10/30/2022(1)

  $ 955,471  
     

 

 

 
      Semiconductors - 0.1%  
    355,000    

STATS ChipPAC Pte Ltd.
8.50%, 11/24/2020(7)

    375,874  
     

 

 

 
      Telecommunications - 0.6%  
    500,000    

AT&T, Inc.
4.75%, 05/15/2046

    465,675  
    250,000    

Digicel Group Ltd.
8.25%, 09/30/2020(7)

    223,437  
    360,000    

IHS Netherlands Holdco B.V.
9.50%, 10/27/2021(7)

    371,721  
    200,000    

Millicom International Cellular S.A.
5.13%, 01/15/2028(1)

    188,500  
    1,280,000    

Mobile Telesystems OJSC via MTS International Funding Ltd.
5.00%, 05/30/2023(1)

    1,268,347  
    200,000    

Oztel Holdings SPC Ltd.
6.63%, 04/24/2028(1)

    194,376  
    340,000    

Verizon Communications, Inc.
4.52%, 09/15/2048

    315,331  
     

 

 

 
    3,027,387  
     

 

 

 
      Transportation - 0.1%  
    565,000    

Rumo Luxembourg S.a.r.l.
7.38%, 02/09/2024(7)

    599,748  
     

 

 

 
   

Total Corporate Bonds
(cost $80,637,223)

  $ 80,290,253  
     

 

 

 
     
FOREIGN GOVERNMENT OBLIGATIONS - 20.4%  
            Argentina - 1.7%  
 

Argentina Treasury Bill

 

  $       608,721    

1.00%, 05/24/2018

  $ 607,586  
    2,040,411    

2.96%, 06/15/2018

    2,032,823  
 

Argentine Republic Government International Bond

 
  EUR       1,480,000    

2.26%, 12/31/2038(4)

    1,224,622  
  $       435,000    

2.50%, 12/31/2038(4)

    283,838  
  EUR       100,000    

3.38%, 01/15/2023

    119,377  
    820,000    

5.25%, 01/15/2028

    963,000  
  $       665,000    

6.88%, 04/22/2021

    697,917  
    1,635,000    

6.88%, 01/26/2027

    1,628,476  
    475,000    

Provincia de Buenos Aires
9.13%, 03/16/2024(7)

    527,250  
     

 

 

 
    8,084,889  
     

 

 

 
      Armenia - 0.1%  
    300,000    

Republic of Armenia International Bond
7.15%, 03/26/2025(7)

    321,975  
     

 

 

 
      Australia - 0.1%  
  AUD       400,000    

Australia Government Bond
5.50%, 04/21/2023(7)

    344,041  
     

 

 

 
      Austria - 0.3%  
 

Austria Government Bond

 

  EUR       155,000    

0.75%, 10/20/2026(1)(7)

    189,792  
    420,000    

1.65%, 10/21/2024(1)(7)

    551,652  
    350,000    

1.95%, 06/18/2019(1)(7)

    434,449  
     

 

 

 
    1,175,893  
     

 

 

 
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 20.4% - (continued)  
      Azerbaijan - 0.4%  
 

Republic of Azerbaijan International Bond

 

  $       430,000    

3.50%, 09/01/2032(7)

  $ 353,006  
    735,000    

4.75%, 03/18/2024(7)

    731,431  
    630,000    

Southern Gas Corridor CJSC
6.88%, 03/24/2026(7)

    688,275  
     

 

 

 
    1,772,712  
     

 

 

 
      Belgium - 0.3%  
 

Belgium Government Bond

 

  EUR       125,000    

0.80%, 06/22/2027(1)(7)

    152,337  
    115,000    

0.80%, 06/22/2028(1)(7)

    138,616  
    505,000    

2.60%, 06/22/2024(1)(7)

    696,881  
    350,000    

3.75%, 09/28/2020(1)(7)

    465,361  
     

 

 

 
    1,453,195  
     

 

 

 
      Brazil - 0.5%  
 

Brazil Letras do Tesouro Nacional

 

  BRL       3,126,000    

8.35%, 01/01/2020

    797,866  
    467,000    

9.12%, 07/01/2020

    114,097  
 

Brazil Notas do Tesouro Nacional

 

    356,191    

6.00%, 08/15/2050(9)

    112,661  
    1,164,000    

10.00%, 01/01/2021

    348,234  
    1,078,000    

10.00%, 01/01/2023

    319,653  
  $       600,000    

Brazilian Government International Bond
5.00%, 01/27/2045

    519,000  
     

 

 

 
    2,211,511  
     

 

 

 
      Bulgaria - 0.1%  
  EUR       175,000    

Bulgaria Government International Bond
3.13%, 03/26/2035(7)

    227,919  
     

 

 

 
      Canada - 0.4%  
 

Canadian Government Bond

 

  CAD       165,000    

0.75%, 03/01/2021

  $ 124,152  
    150,000    

1.00%, 09/01/2022

    111,544  
    575,000    

1.75%, 09/01/2019

    447,666  
    165,000    

2.25%, 06/01/2025

    128,656  
  $       850,000    

Canadian Imperial Bank of Commerce 3 mo. USD LIBOR + 0.320%,
2.65%, 07/05/2019(2)

    851,176  
     

 

 

 
    1,663,194  
     

 

 

 
      Colombia - 0.5%  
    535,000    

Colombia Government International Bond
5.00%, 06/15/2045

    529,650  
 

Colombian TES

 

  COP       995,700,000    

7.50%, 08/26/2026

    382,567  
    2,743,100,000    

10.00%, 07/24/2024

    1,179,894  
     

 

 

 
    2,092,111  
     

 

 

 
      Croatia - 0.5%  
 

Croatia Government International Bond

 

  EUR       155,000    

2.75%, 01/27/2030(7)

    187,178  
    680,000    

3.00%, 03/11/2025(7)

    876,597  
  $       1,060,000    

6.00%, 01/26/2024(7)

    1,155,162  
     

 

 

 
    2,218,937  
     

 

 

 
      Denmark - 0.1%  
 

Denmark Government Bond

 

  DKK       1,005,000    

1.75%, 11/15/2025

    180,371  
    1,745,000    

4.00%, 11/15/2019

    303,045  
     

 

 

 
    483,416  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  153  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 20.4% - (continued)  
      Dominican Republic - 0.1%  
 

Dominican Republic International Bond

 

  $       280,000    

5.50%, 01/27/2025(7)

  $ 280,980  
    165,000    

6.60%, 01/28/2024(7)

    175,725  
    160,000    

7.45%, 04/30/2044(7)

    175,200  
     

 

 

 
    631,905  
     

 

 

 
      Egypt - 0.3%  
 

Egypt Government International Bond

 

    480,000    

5.58%, 02/21/2023(1)

    481,680  
    500,000    

6.59%, 02/21/2028(1)

    493,110  
    350,000    

7.50%, 01/31/2027(7)

    369,355  
    200,000    

7.90%, 02/21/2048(1)

    202,696  
     

 

 

 
    1,546,841  
     

 

 

 
      Finland - 0.1%  
 

Finland Government Bond

 

  EUR       100,000    

0.50%, 04/15/2026(1)(7)

    120,864  
    225,000    

1.50%, 04/15/2023(1)(7)

    291,262  
     

 

 

 
    412,126  
     

 

 

 
      France - 0.7%  
 

France Government Bond OAT

 

    630,000    

0.01%, 05/25/2020(7)

    768,157  
    760,000    

0.01%, 05/25/2022(7)

    922,059  
    1,075,000    

3.00%, 04/25/2022(7)

    1,462,230  
     

 

 

 
    3,152,446  
     

 

 

 
      Ghana - 0.1%  
  $       315,000    

Ghana Government International Bond
8.13%, 01/18/2026(7)

    336,681  
     

 

 

 
      Honduras - 0.0%  
    150,000    

Honduras Government International Bond
6.25%, 01/19/2027(1)

    154,686  
     

 

 

 
      Hungary - 0.6%  
 

Hungary Government International Bond

 

    1,666,000    

5.38%, 02/21/2023

    1,783,453  
    764,000    

6.38%, 03/29/2021

    823,210  
     

 

 

 
    2,606,663  
     

 

 

 
      India - 0.0%  
  INR       10,000,000    

India Government Bond
8.15%, 11/24/2026

    151,483  
     

 

 

 
      Indonesia - 0.6%  
 

Indonesia Government International Bond

 
  $       200,000    

4.75%, 07/18/2047(1)

    193,657  
    555,000    

5.13%, 01/15/2045(7)

    562,162  
    330,000    

5.25%, 01/08/2047(7)

    340,800  
    590,000    

6.63%, 02/17/2037(7)

    703,260  
    240,000    

7.75%, 01/17/2038(7)

    319,557  
 

Perusahaan Penerbit SBSN Indonesia III

 
    200,000    

4.15%, 03/29/2027(1)

    194,750  
    460,000    

4.40%, 03/01/2028(1)

    454,848  
     

 

 

 
    2,769,034  
     

 

 

 
      Ireland - 0.1%  
 

Ireland Government Bond

 

  EUR       205,000    

3.40%, 03/18/2024(7)

    292,248  
    85,000    

5.40%, 03/13/2025

    136,733  
     

 

 

 
    428,981  
     

 

 

 
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 20.4% - (continued)  
      Italy - 1.0%  
 

Italy Buoni Poliennali Del Tesoro

 

  EUR       170,000    

0.35%, 06/15/2020

  $ 207,568  
    240,000    

0.95%, 03/15/2023

    294,166  
    820,000    

1.20%, 04/01/2022

    1,022,513  
    455,000    

1.50%, 08/01/2019

    562,139  
    300,000    

3.75%, 09/01/2024

    421,984  
    670,000    

4.50%, 08/01/2018

    819,048  
    815,000    

4.75%, 09/01/2021

    1,134,016  
     

 

 

 
    4,461,434  
     

 

 

 
      Ivory Coast - 0.2%  
 

Ivory Coast Government International Bond

 

    135,000    

5.25%, 03/22/2030(1)

    165,106  
  $       355,320    

5.75%, 12/31/2032(4)(7)

    339,899  
    200,000    

6.13%, 06/15/2033(1)

    189,020  
  EUR       110,000    

6.63%, 03/22/2048(1)

    134,165  
     

 

 

 
    828,190  
     

 

 

 
      Japan - 0.6%  
  JPY       45,000,000    

Japan Expressway Hld. & Debt Repayment Agency
1.70%, 07/31/2018

    413,447  
 

Japan Government Five Year Bond

 

    75,700,000    

0.10%, 03/20/2020

    695,350  
    93,900,000    

0.10%, 06/20/2020

    863,009  
    72,900,000    

Japan Government Ten Year Bond
1.10%, 03/20/2021

    690,283  
     

 

 

 
    2,662,089  
     

 

 

 
      Jordan - 0.0%  
  $       200,000    

Jordan Government International Bond
5.75%, 01/31/2027(7)

    189,916  
     

 

 

 
      Kenya - 0.0%  
    200,000    

Kenya Government International Bond
7.25%, 02/28/2028(1)

    206,435  
     

 

 

 
      Kuwait - 0.0%  
    200,000    

Kuwait International Government Bond
3.50%, 03/20/2027(7)

    192,392  
     

 

 

 
      Malaysia - 0.4%  
 

Malaysia Government Bond

 

  MYR       425,000    

3.42%, 08/15/2022

    106,392  
    1,266,000    

3.80%, 09/30/2022

    320,703  
    440,000    

3.96%, 09/15/2025

    110,528  
    4,725,000    

4.05%, 09/30/2021

    1,214,133  
    575,000    

5.73%, 07/30/2019

    150,341  
     

 

 

 
    1,902,097  
     

 

 

 
      Mexico - 0.5%  
 

Mexican Bonos

 

  MXN       3,969,600    

6.50%, 06/09/2022

    205,605  
    6,121,800    

7.75%, 05/29/2031

    331,870  
    1,749,000    

8.00%, 06/11/2020

    94,798  
    2,011,400    

10.00%, 12/05/2024

    122,363  
 

Mexico Government International Bond

 

  $       504,000    

4.75%, 03/08/2044

    473,760  
    1,196,000    

6.05%, 01/11/2040

    1,314,404  
     

 

 

 
    2,542,800  
     

 

 

 
      Mongolia - 0.2%  
 

Mongolia Government International Bond

 

    760,000    

5.13%, 12/05/2022(7)

    730,479  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  154  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 20.4% - (continued)  
      Mongolia - 0.2% - (continued)  
  $       200,000    

5.63%, 05/01/2023(1)

  $ 193,986  
     

 

 

 
    924,465  
     

 

 

 
      Morocco - 0.1%  
 

Morocco Government International Bond

 

  EUR       180,000    

3.50%, 06/19/2024(7)

    240,083  
  $       225,000    

5.50%, 12/11/2042(7)

    234,000  
     

 

 

 
    474,083  
     

 

 

 
      Netherlands - 0.4%  
 

Netherlands Government Bond

 

  EUR       105,000    

0.01%, 01/15/2022(1)(7)

    127,913  
    435,000    

0.25%, 01/15/2020

    533,020  
    230,000    

0.75%, 07/15/2027(1)(7)

    281,698  
    435,000    

1.25%, 01/15/2019(1)(7)

    532,245  
    340,000    

2.00%, 07/15/2024(1)(7)

    456,459  
     

 

 

 
    1,931,335  
     

 

 

 
      Nigeria - 0.1%  
  $       200,000    

Nigeria Government International Bond
7.88%, 02/16/2032(7)

    215,460  
     

 

 

 
      Norway - 0.1%  
 

Norway Government Bond

 

  NOK       375,000    

1.75%, 02/17/2027(1)(7)

    46,341  
    295,000    

2.00%, 05/24/2023(1)(7)

    37,665  
    1,305,000    

3.75%, 05/25/2021(1)(7)

    175,260  
     

 

 

 
    259,266  
     

 

 

 
      Oman - 0.6%  
 

Oman Government International Bond

 

  $       200,000    

5.38%, 03/08/2027(1)

    190,465  
    1,230,000    

5.63%, 01/17/2028(1)

    1,174,616  
    200,000    

6.50%, 03/08/2047(7)

    184,420  
    1,400,000    

6.75%, 01/17/2048(1)

    1,317,957  
     

 

 

 
    2,867,458  
     

 

 

 
      Panama - 0.0%  
    200,000    

Panama Government International Bond
4.50%, 04/16/2050

    193,140  
     

 

 

 
      Paraguay - 0.0%  
    200,000    

Paraguay Government International Bond
5.60%, 03/13/2048(1)

    200,000  
     

 

 

 
      Poland - 0.4%  
 

Republic of Poland Government Bond

 

  PLN       1,658,000    

2.00%, 04/25/2021

    474,888  
    185,000    

2.50%, 07/25/2026

    50,922  
    155,000    

2.50%, 07/25/2027

    42,232  
    1,185,000    

3.25%, 07/25/2025

    346,332  
    3,135,000    

4.00%, 10/25/2023

    960,727  
    480,000    

5.25%, 10/25/2020

    148,861  
     

 

 

 
    2,023,962  
     

 

 

 
      Qatar - 0.7%  
 

Qatar Government International Bond

 

    705,000    

2.38%, 06/02/2021(7)

    679,451  
    1,610,000    

3.88%, 04/23/2023(1)(10)

    1,603,318  
    200,000    

5.10%, 04/23/2048(1)

    198,230  
    550,000    

Qatari Diar Finance Co.
5.00%, 07/21/2020(7)

    565,737  
     

 

 

 
    3,046,736  
     

 

 

 
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 20.4% - (continued)  
      Romania - 0.1%  
 

Romanian Government International Bond

 

  EUR       115,000    

2.50%, 02/08/2030(1)

  $ 136,443  
    55,000    

3.38%, 02/08/2038(1)

    65,256  
    330,000    

3.88%, 10/29/2035(7)

    422,817  
     

 

 

 
    624,516  
     

 

 

 
      Russia - 1.2%  
 

Russian Federal Bond - OFZ

 

  RUB       55,750,000    

7.00%, 08/16/2023

    894,682  
    29,007,000    

7.10%, 10/16/2024

    463,863  
    13,830,000    

8.50%, 09/17/2031

    242,273  
 

Russian Foreign Bond - Eurobond

 

  $       400,000    

4.25%, 06/23/2027(1)

    390,377  
    400,000    

4.38%, 03/21/2029(1)

    387,406  
    1,000,000    

4.75%, 05/27/2026(7)

    1,015,810  
    200,000    

4.88%, 09/16/2023(7)

    207,000  
    400,000    

5.00%, 04/29/2020(7)

    408,998  
    200,000    

5.25%, 06/23/2047(1)

    193,785  
    1,400,000    

5.25%, 06/23/2047(7)

    1,356,494  
     

 

 

 
    5,560,688  
     

 

 

 
      Saudi Arabia - 0.1%  
 

Saudi Government International Bond

 

    275,000    

2.88%, 03/04/2023(7)

    262,327  
    200,000    

4.50%, 04/17/2030(1)

    197,280  
    220,000    

4.63%, 10/04/2047(1)

    201,300  
     

 

 

 
    660,907  
     

 

 

 
      Senegal - 0.1%  
 

Senegal Government International Bond

 

  EUR       100,000    

4.75%, 03/13/2028(1)

    119,707  
  $       200,000    

6.25%, 05/23/2033(7)

    192,766  
    200,000    

6.25%, 05/23/2033(1)

    192,766  
     

 

 

 
    505,239  
     

 

 

 
      Serbia - 0.1%  
    580,000    

Serbia International Bond
7.25%, 09/28/2021(7)

    640,601  
     

 

 

 
      Singapore - 0.1%  
 

Singapore Government Bond

 

  SGD       150,000    

2.25%, 06/01/2021

    113,699  
    130,000    

3.00%, 09/01/2024

    101,471  
     

 

 

 
    215,170  
     

 

 

 
      South Africa - 0.6%  
 

Republic of South Africa Government Bond

 

  ZAR       2,625,000    

8.00%, 01/31/2030

    201,598  
    2,965,000    

8.25%, 03/31/2032

    228,204  
    970,000    

10.50%, 12/21/2026

    88,767  
 

Republic of South Africa Government International Bond

 

  $       870,000    

4.30%, 10/12/2028

    798,698  
    315,000    

4.85%, 09/27/2027

    305,095  
  ZAR       22,150,000    

6.25%, 03/31/2036

    1,361,469  
     

 

 

 
    2,983,831  
     

 

 

 
      Spain - 1.4%  
 

Spain Government Bond

 

  EUR       170,000    

0.05%, 01/31/2021

    206,296  
    420,000    

0.25%, 01/31/2019

    509,669  
    160,000    

1.15%, 07/30/2020

    199,342  
    445,000    

1.30%, 10/31/2026(1)(7)

    548,077  
    155,000    

1.95%, 04/30/2026(1)(7)

    201,089  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  155  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 20.4% - (continued)  
      Spain - 1.4% - (continued)  
  EUR       840,000    

2.75%, 10/31/2024(1)(7)

  $ 1,150,770  
    1,655,000    

4.10%, 07/30/2018(1)(7)

    2,020,426  
    200,000    

5.40%, 01/31/2023(1)(7)

    300,302  
    520,000    

5.50%, 04/30/2021(1)(7)

    733,694  
    685,000    

Spain Letras del Tesoro
0.00%, 06/15/2018(11)

    827,752  
     

 

 

 
    6,697,417  
     

 

 

 
      Sri Lanka - 0.2%  
 

Sri Lanka Government International Bond

 

  $       465,000    

6.20%, 05/11/2027(7)

    448,642  
    395,000    

6.85%, 11/03/2025(7)

    403,436  
     

 

 

 
    852,078  
     

 

 

 
      Supranational - 0.9%  
  IDR       21,407,000,000    

European Bank for Reconstruction & Development
6.45%, 12/13/2022

    1,533,764  
 

International Finance Corp.

 

  MXN       22,900,000    

0.00%, 02/22/2038(11)

    251,015  
    23,210,000    

7.75%, 01/18/2030

    1,224,411  
  INR       79,560,000    

7.80%, 06/03/2019

    1,204,606  
     

 

 

 
    4,213,796  
     

 

 

 
      Sweden - 0.1%  
 

Sweden Government Bond

 

  SEK       500,000    

1.00%, 11/12/2026

    59,386  
    1,215,000    

1.50%, 11/13/2023(1)(7)

    149,553  
     

 

 

 
    208,939  
     

 

 

 
      Switzerland - 0.0%  
  CHF       50,000    

Switzerland Government Bond
2.00%, 05/25/2022(7)

    55,676  
     

 

 

 
      Thailand - 0.3%  
 

Thailand Government Bond

 

  THB       8,590,000    

3.63%, 06/16/2023

    293,963  
    35,828,000    

3.85%, 12/12/2025

    1,252,526  
     

 

 

 
    1,546,489  
     

 

 

 
      Tunisia - 0.1%  
 

Banque Centrale de Tunisie International Bond

 

  EUR       135,000    

5.63%, 02/17/2024(7)

    165,741  
  $       285,000    

5.75%, 01/30/2025(7)

    263,911  
     

 

 

 
    429,652  
     

 

 

 
      Turkey - 1.2%  
 

Turkey Government Bond

 

  TRY       950,000    

9.40%, 07/08/2020

    214,458  
    5,194,000    

11.00%, 03/02/2022

    1,195,537  
 

Turkey Government International Bond

 

  $       1,185,000    

3.25%, 03/23/2023

    1,093,210  
    200,000    

4.88%, 10/09/2026

    186,800  
    940,000    

4.88%, 04/16/2043

    747,535  
    940,000    

5.75%, 03/22/2024

    952,944  
    755,000    

5.75%, 05/11/2047

    659,298  
    695,000    

6.00%, 03/25/2027

    697,543  
     

 

 

 
    5,747,325  
     

 

 

 
      Ukraine - 0.3%  
 

Ukraine Government International Bond

 

    620,000    

7.38%, 09/25/2032(1)

    572,074  
    325,000    

7.38%, 09/25/2032(7)

    299,877  
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 20.4% - (continued)  
      Ukraine - 0.3% - (continued)  
  $       570,000    

7.75%, 09/01/2021(1)

  $ 588,639  
     

 

 

 
    1,460,590  
     

 

 

 
      United Arab Emirates - 0.2%  
 

Abu Dhabi Government International Bond

 

    480,000    

2.50%, 10/11/2022(7)

    458,909  
    645,000    

3.13%, 10/11/2027(1)

    597,285  
     

 

 

 
    1,056,194  
     

 

 

 
      United Kingdom - 0.3%  
 

United Kingdom Gilt

 

  GBP       295,000    

0.50%, 07/22/2022(7)

    397,952  
    120,000    

1.50%, 01/22/2021(7)

    168,212  
    315,000    

1.75%, 07/22/2019(7)

    439,291  
    285,000    

2.00%, 07/22/2020(7)

    402,929  
     

 

 

 
    1,408,384  
     

 

 

 
      Venezuela - 0.2%  
 

Venezuela Government International Bond

 

  $       1,224,000    

7.75%, 10/13/2019(5)(7)

    361,080  
    380,000    

9.00%, 05/07/2023(5)(7)

    108,300  
    800,000    

9.25%, 05/07/2028(5)(7)

    226,000  
    1,355,300    

12.75%, 08/23/2022(5)(7)

    426,919  
     

 

 

 
    1,122,299  
     

 

 

 
 

Total Foreign Government Obligations
(cost $96,490,841)

  $ 95,351,688  
     

 

 

 
     
MUNICIPAL BONDS - 2.4%  
      Education - 0.4%  
 

Chicago, IL, Board of Education

 

  $       630,000    

5.18%, 12/01/2021

  $ 619,995  
    335,000    

6.14%, 12/01/2039

    310,418  
    675,000    

Chicago. IL, Board of Education
5.48%, 12/01/2024

    652,023  
     

 

 

 
    1,582,436  
     

 

 

 
      General - 0.8%  
    1,165,000    

Chicago, IL, Transit Auth
6.90%, 12/01/2040

    1,523,039  
   

Puerto Rico Commonwealth Government Employees Retirement System

 
    470,000    

5.85%, 07/01/2023(5)

    170,375  
    3,180,000    

6.15%, 07/01/2038(5)

    1,152,750  
    2,435,000    

6.30%, 07/01/2043(5)

    882,688  
     

 

 

 
    3,728,852  
     

 

 

 
      General Obligation - 1.2%  
    1,030,000    

California State, GO Taxable
7.35%, 11/01/2039

    1,481,037  
 

City of Chicago, IL, GO

 

    970,000    

7.05%, 01/01/2029

    1,032,798  
    815,000    

7.38%, 01/01/2033

    875,815  
 

Illinois State, GO

 

    2,495,000    

5.10%, 06/01/2033

    2,324,816  
    15,000    

5.88%, 03/01/2019

    15,320  
     

 

 

 
    5,729,786  
     

 

 

 
 

Total Municipal Bonds
(cost $11,834,184)

  $ 11,041,074  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  156  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 25.6%(12)  
      Advertising - 0.3%  
  $       679,685    

Acosta Holdco, Inc.
1 mo. USD LIBOR + 3.250%, 5.15%, 09/26/2021

  $ 554,269  
    886,821    

Entravision Communications Corp.
1 mo. USD LIBOR + 2.750%, 4.65%, 11/29/2024

    884,604  
     

 

 

 
    1,438,873  
     

 

 

 
      Aerospace/Defense - 0.8%  
    802,988    

Circor International, Inc.
1 mo. USD LIBOR + 3.500%,
5.39%, 12/11/2024

    805,501  
    654,694    

Fly Funding II S.a.r.l.
3 mo. USD LIBOR + 2.000%,
3.80%, 02/09/2023

    654,897  
 

TransDigm, Inc.

 

    228,278    

3 mo. USD LIBOR + 2.500%,
4.40%, 08/22/2024

    229,324  
    1,815,455    

1 mo. USD LIBOR + 2.750%,
4.65%, 05/14/2022

    1,822,608  
     

 

 

 
        3,512,330  
     

 

 

 
      Agriculture - 0.2%  
    889,056    

Pinnacle Operating Corp.
1 mo. USD LIBOR + 7.250%,
9.15%, 11/15/2021

    834,601  
     

 

 

 
      Auto Manufacturers - 0.1%  
    453,863    

Navistar International Corp.
1 mo. USD LIBOR + 3.500%,
5.40%, 11/06/2024

    456,418  
     

 

 

 
      Biotechnology - 0.1%  
    615,960    

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 05/15/2022

    619,040  
     

 

 

 
      Chemicals - 0.8%  
    230,000    

Axalta Coating Systems U.S. Holdings, Inc.
3 mo. USD LIBOR + 1.750%,
4.05%, 06/01/2024

    230,810  
    534,898    

Chemours Co.
1 mo. USD LIBOR + 1.750%,
3.66%, 03/21/2025

    536,460  
  EUR       149,625    

Diamond (BC) B.V.
EURIBOR + 3.250%,
0.00%, 09/06/2024

    179,626  
  $       175,000    

DuBois Chemicals, Inc.
3 mo. USD LIBOR + 3.000%, 0.00%, 03/01/2024(13)(14)

    174,563  
    469,209    

MacDermid, Inc.
1 mo. USD LIBOR + 3.000%,
4.90%, 06/07/2023

    472,259  
    247,731    

Minerals Technologies, Inc.
1 mo. USD LIBOR + 2.250%,
4.45%, 02/14/2024

    249,435  
    677,994    

Nexeo Solutions LLC
3 mo. USD LIBOR + 3.250%,
5.55%, 06/09/2023

    683,926  
    156,608    

Tronox Blocked Borrower LLC
3 mo. USD LIBOR + 3.000%,
5.30%, 09/22/2024

    158,199  
    361,402    

Tronox Finance LLC
3 mo. USD LIBOR + 3.000%,
5.30%, 09/22/2024

    365,074  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 25.6%(12) - (continued)  
      Chemicals - 0.8% - (continued)  
  $       382,534    

Univar, Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 07/01/2024

  $ 385,701  
    235,000    

WR Grace & Co.
0.00%, 04/03/2025(14)

    236,323  
     

 

 

 
    3,672,376  
     

 

 

 
      Coal - 0.2%  
    255,032    

Ascent Resources - Marcellus LLC
PRIME + 3.250%, 8.00%, 08/04/2020

    140,905  
    977,876    

Foresight Energy LLC
3 mo. USD LIBOR + 5.750%,
8.11%, 03/28/2022

    953,732  
     

 

 

 
    1,094,637  
     

 

 

 
      Commercial Services - 1.7%  
    238,800    

Ascend Learning LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 07/12/2024

    239,547  
 

Brickman Group Ltd. LLC

 

    979,422    

1 mo. USD LIBOR + 3.000%,
4.89%, 12/18/2020

    984,447  
    124,043    

1 mo. USD LIBOR + 6.500%,
8.39%, 12/17/2021

    124,663  
    153,685    

Capital Automotive L.P.
1 mo. USD LIBOR + 6.000%,
7.91%, 03/24/2025

    155,222  
    728,441    

Ceridian HCM Holding, Inc.
0.00%, 04/05/2025(14)

    729,657  
    487,553    

DuPage Medical Group, Ltd.
1 mo. USD LIBOR + 2.750%,
4.65%, 08/15/2024

    487,553  
    321,709    

Hertz Corp.
3 mo. USD LIBOR + 2.750%,
4.65%, 06/30/2023

    322,648  
    1,079,701    

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 11/15/2023

    1,083,750  
    762,203    

Russell Investments US Inst’l Holdco, Inc.
3 mo. USD LIBOR + 3.250%,
5.55%, 06/01/2023

    766,014  
    376,200    

Team Health Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 02/06/2024

    363,974  
  EUR       600,000    

Techem GmbH
EURIBOR + 3.000%, 3.00%, 10/02/2024

    725,538  
  $       1,141,810    

Tempo Acquisition LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 05/01/2024

    1,147,999  
    266,625    

Weight Watchers International, Inc.
3 mo. USD LIBOR + 4.750%,
7.06%, 11/29/2024

    269,625  
    592,500    

Xerox Business Services LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 12/07/2023

    595,462  
     

 

 

 
        7,996,099  
     

 

 

 
            Construction Materials - 0.1%  
    450,000    

Pisces Midco, Inc.
0.00%, 04/12/2025(14)

    453,938  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  157  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 25.6%(12) - (continued)  
      Distribution/Wholesale - 0.3%  
  $       265,000    

Beacon Roofing Supply, Inc.
1 mo. USD LIBOR + 2.250%,
4.13%, 01/02/2025

  $ 266,421  
    936,587    

PowerTeam Services LLC
3 mo. USD LIBOR + 3.250%,
5.55%, 02/27/2025

    936,006  
     

 

 

 
    1,202,427  
     

 

 

 
      Diversified Financial Services - 0.8%  
    376,200    

AlixPartners LLP
3 mo. USD LIBOR + 2.750%,
5.05%, 04/04/2024

    377,788  
    495,000    

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 02/28/2025

    494,228  
    829,450    

EVO Payments International LLC
1 mo. USD LIBOR + 4.000%,
5.90%, 12/22/2023

    838,781  
    723,859    

FinCo I LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 12/27/2022

    731,097  
    100,000    

Focus Financial Partners LLC
3 mo. USD LIBOR + 2.750%,
5.05%, 07/03/2024

    100,500  
    550,000    

GreenSky Holdings LLC
0.00%, 03/29/2025(14)

    551,375  
  EUR       379,236    

Nets Holding A/S
EURIBOR + 3.250%,
3.25%, 02/06/2025

    457,700  
  $       123,438    

NFP Corp.
1 mo. USD LIBOR + 3.000%,
4.90%, 01/08/2024

    123,926  
    197,500    

RP Crown Parent LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 10/12/2023

    198,651  
     

 

 

 
    3,874,046  
     

 

 

 
      Electric - 0.3%  
    815,000    

Chief Exploration & Development LLC
2 mo. USD LIBOR + 6.500%,
8.42%, 05/16/2021

    805,326  
    346,206    

Helix Gen Funding LLC
1 mo. USD LIBOR + 3.750%,
5.65%, 06/02/2024

    348,920  
    342,213    

Seadrill Partners Finco LLC
3 mo. USD LIBOR + 6.000%,
8.30%, 02/21/2021

    292,496  
     

 

 

 
    1,446,742  
     

 

 

 
      Electrical Components & Equipment - 0.0%  
    150,000    

ATS Consolidated, Inc.
1 mo. USD LIBOR + 3.750%,
5.64%, 02/28/2025

    151,062  
     

 

 

 
      Energy - Alternate Sources - 0.3%  
    865,000    

BCP Renaissance Parent LLC
3 mo. USD LIBOR + 4.000%,
6.36%, 10/31/2024

    868,650  
    219,450    

Medallion Midland Acquisition LLC
1 mo. USD LIBOR + 3.250%,
5.15%, 10/30/2024

    219,724  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 25.6%(12) - (continued)  
      Energy - Alternate Sources - 0.3% - (continued)  
  $       425,823    

TEX Operations Co. LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 08/04/2023

  $ 428,616  
     

 

 

 
    1,516,990  
     

 

 

 
            Engineering & Construction - 0.3%  
    942,875    

Brand Energy & Infrastructure Services, Inc.
3 mo. USD LIBOR + 4.250%,
6.61%, 06/21/2024

    951,483  
    151,062    

DG Investment Intermediate Holdings 2, Inc.
3 mo. USD LIBOR + 3.000%,
5.30%, 02/03/2025

    150,873  
   

DG Investment Intermediate Holdings 2, Inc.

 

    16,185    

3 mo. USD LIBOR + 3.000%
1.50%, 02/03/2025(13)

    16,165  
    100,000    

3 mo. USD LIBOR + 6.750%,
9.05%, 02/02/2026

    100,500  
    235,567    

Pike Corp.
1 mo. USD LIBOR + 3.500%,
5.41%, 03/23/2025

    238,413  
     

 

 

 
        1,457,434  
     

 

 

 
            Entertainment - 0.2%  
    394,030    

Camelot UK Holdco Ltd.
1 mo. USD LIBOR + 3.250%,
5.15%, 10/03/2023

    396,564  
    364,338    

Scientific Games International, Inc.
2 mo. USD LIBOR + 2.750%,
4.40%, 08/14/2024

    366,443  
     

 

 

 
        763,007  
     

 

 

 
            Environmental Control - 0.1%  
    414,261    

Advanced Disposal Services, Inc.
1 Week USD LIBOR + 2.250%,
4.00%, 11/10/2023

    416,676  
     

 

 

 
            Food - 0.4%  
    205,000    

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 03/31/2025

    206,025  
    521,403    

Hostess Brands LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/03/2022

    525,183  
    326,078    

JBS USA LLC
3 mo. USD LIBOR + 2.500%,
4.68%, 10/30/2022

    325,602  
    843,625    

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 05/24/2024

    847,244  
     

 

 

 
        1,904,054  
     

 

 

 
            Food Service - 0.1%  
    244,388    

Aramark Services, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 03/11/2025

    245,915  
     

 

 

 
            Healthcare - Products - 0.4%  
    359,100    

Avantor, Inc.
1 mo. USD LIBOR + 4.000%,
5.90%, 11/21/2024

    362,885  
    462,266    

INC Research LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/01/2024

    463,750  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  158  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 25.6%(12) - (continued)  
            Healthcare - Products - 0.4% - (continued)  
  $       258,050    

Kinetic Concepts, Inc.
3 mo. USD LIBOR + 3.250%,
5.55%, 02/02/2024

  $ 259,598  
    512,425    

Parexel International Corp.
1 mo. USD LIBOR + 2.750%,
4.65%, 09/27/2024

    514,029  
    211,775    

Revlon Consumer Products Corp.
1 mo. USD LIBOR + 3.500%,
5.40%, 09/07/2023

    162,891  
     

 

 

 
        1,763,153  
     

 

 

 
            Healthcare - Services - 1.4%  
    427,500    

Air Medical Group Holdings Inc
1 mo. USD LIBOR + 4.250%,
6.15%, 03/14/2025

    431,955  
    282,319    

American Renal Holdings, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 06/21/2024

    281,878  
    173,700    

CDRH Parent, Inc.
3 mo. USD LIBOR + 4.250%,
6.28%, 07/01/2021

    155,136  
   

Community Health Systems, Inc.

 

    201,523    

3 mo. USD LIBOR + 3.000%,
4.98%, 12/31/2019

    198,186  
    524,942    

3 mo. USD LIBOR + 3.250%,
5.23%, 01/27/2021

    508,758  
    210,000    

DuPage Medical Group, Ltd.
1 mo. USD LIBOR + 7.000%,
8.90%, 08/15/2025

    210,525  
    426,641    

Envision Healthcare Corp.
1 mo. USD LIBOR + 3.000%,
4.91%, 12/01/2023

    428,028  
    211,787    

Genoa, a QoL Healthcare Co. LLC
1 mo. USD LIBOR + 3.250%,
5.15%, 10/28/2023

    212,912  
    496,236    

Global Medical Response, Inc.
1 mo. USD LIBOR + 3.250%,
5.13%, 04/28/2022

    498,469  
    574,704    

Jaguar Holding Co.
3 mo. USD LIBOR + 2.500%,
4.61%, 08/18/2022

    577,641  
    1,030,836    

MPH Acquisition Holdings LLC
3 mo. USD LIBOR + 2.750%,
5.05%, 06/07/2023

    1,035,846  
    198,981    

Opal Acquisition, Inc.
3 mo. USD LIBOR + 4.000%,
6.30%, 11/27/2020

    195,001  
    532,547    

Ortho-Clinical Diagnostics S.A.
1 mo. USD LIBOR + 3.750%,
7.86%, 06/30/2021

    535,875  
    189,050    

Surgery Center Holdings, Inc.
1 mo. USD LIBOR + 3.250%,
5.16%, 09/02/2024

    189,345  
    889,031    

U.S. Renal Care, Inc.
3 mo. USD LIBOR + 4.250%,
6.55%, 12/31/2022

    884,586  
    364,088    

Wink Holdco, Inc.
1 mo. USD LIBOR + 3.000%,
4.90%, 12/02/2024

    362,609  
     

 

 

 
        6,706,750  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 25.6%(12) - (continued)  
            Household Products - 0.1%  
  $       573,563    

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%,
4.99%, 09/06/2024

  $ 572,490  
     

 

 

 
            Housewares - 0.1%  
    233,825    

Hayward Industries, Inc.
1 mo. USD LIBOR + 3.500%,
5.40%, 08/05/2024

    235,141  
     

 

 

 
            Insurance - 1.3%  
   

Asurion LLC

 

    1,444,858    

1 mo. USD LIBOR + 2.750%,
4.65%, 08/04/2022

    1,454,120  
    287,301    

1 mo. USD LIBOR + 2.750%,
4.65%, 11/03/2023

    289,277  
    375,000    

1 mo. USD LIBOR + 6.000%,
7.90%, 08/04/2025

    385,125  
    490,538    

Evertec Group LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 04/17/2020

    489,924  
    185,000    

Genworth Financial, Inc.
1 mo. USD LIBOR + 4.500%,
6.40%, 02/22/2023

    188,006  
    555,000    

Hub International Ltd.
0.00%, 04/25/2025(14)

    558,236  
   

Sedgwick Claims Management Services, Inc.

 

    1,229,974    

1 mo. USD LIBOR + 2.750%,
4.65%, 03/01/2021

    1,230,233  
    515,000    

1 mo. USD LIBOR + 5.750%,
7.65%, 02/28/2022

    518,863  
    950,800    

USI, Inc.
3 mo. USD LIBOR + 3.000%,
5.30%, 05/16/2024

    953,966  
     

 

 

 
        6,067,750  
     

 

 

 
            IT Services - 0.1%  
    378,498    

iPayment, Inc.
3 mo. USD LIBOR + 5.000%,
6.62%, 04/11/2023

    379,918  
    248,750    

NAB Holdings LLC
3 mo. USD LIBOR + 3.000%,
5.30%, 07/01/2024

    250,200  
     

 

 

 
        630,118  
     

 

 

 
            Leisure Time - 1.9%  
   

Aristocrat Leisure Ltd.

 

    525,000    

3 mo. USD LIBOR + 2.000%,
4.36%, 10/20/2021

    527,872  
    279,300    

3 mo. USD LIBOR + 2.000%,
4.36%, 10/19/2024

    280,696  
    1,868,704    

Caesars Resort Collection LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 12/22/2024

    1,883,504  
    2,155,843    

Delta 2 (LUX) S.a.r.l.
1 mo. USD LIBOR + 2.500%,
4.40%, 02/01/2024

    2,152,480  
    451,982    

Eldorado Resorts LLC
2 mo. USD LIBOR + 2.250%,
4.18%, 04/17/2024

    454,807  
   

Golden Entertainment, Inc.

 

    1,476,300    

1 mo. USD LIBOR + 3.000%,
4.91%, 10/20/2024

    1,487,372  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  159  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 25.6%(12) - (continued)  
            Leisure Time - 1.9% - (continued)  
  $       550,000    

1 mo. USD LIBOR + 7.000%,
8.90%, 10/20/2025

  $ 561,000  
    1,056,592    

SRAM, LLC
2 mo. USD LIBOR + 2.750%,
4.74%, 03/15/2024

    1,059,900  
    380,732    

Town Sports International LLC
1 mo. USD LIBOR + 3.500%,
5.40%, 11/15/2020

    378,828  
     

 

 

 
        8,786,459  
     

 

 

 
      Lodging - 0.3%  
    403,290    

Boyd Gaming Corp.
1 Week USD LIBOR + 2.500%,
4.24%, 09/15/2023

    405,263  
    847,875    

Caesars Entertainment Operating Co.
1 mo. USD LIBOR + 2.000%,
3.90%, 10/06/2024

    849,359  
    235,000    

Wyndham Hotels & Resorts, Inc.
0.00%, 03/28/2025(14)

    236,734  
     

 

 

 
        1,491,356  
     

 

 

 
      Machinery - Construction & Mining - 0.1%  
    143,865    

American Rock Salt Co. LLC
1 mo. USD LIBOR + 3.750%,
5.65%, 03/21/2025

    144,676  
    268,224    

Utility One Source L.P.
1 mo. USD LIBOR + 5.500%,
7.40%, 04/18/2023

    274,929  
     

 

 

 
        419,605  
     

 

 

 
      Machinery - Diversified - 0.8%  
 

Gardner Denver, Inc.

 

  EUR       1,024,850    

EURIBOR + 3.000%,
3.00%, 07/30/2024

    1,236,408  
  $       277,699    

3 mo. USD LIBOR + 2.750%,
5.05%, 07/30/2024

    279,193  
    1,148,595    

Gates Global LLC
3 mo. USD LIBOR + 2.750%,
5.05%, 04/01/2024

    1,154,671  
    365,000    

Pro Mach Group, Inc.
3 mo. USD LIBOR + 3.000%,
5.04%, 03/07/2025

    365,456  
 

Zodiac Pool Solutions LLC

 

  EUR       330,000    

0.00%, 03/07/2025(14)

    399,106  
  $       190,000    

0.00%, 03/31/2025(14)

    190,712  
     

 

 

 
        3,625,546  
     

 

 

 
      Media - 2.9%  
    948,909    

Advantage Sales & Marketing, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 07/23/2021

    906,408  
 

Altice Financing S.A.

 

  EUR       129,350    

EURIBOR + 2.750%,
2.75%, 01/31/2026

    155,170  
  $       800,975    

3 mo. USD LIBOR + 2.750%,
5.10%, 01/31/2026

    789,625  
    957,974    

Charter Communications Operating LLC
1 mo. USD LIBOR + 2.000%,
3.91%, 04/30/2025

    961,739  
    445,000    

CSC Holdings LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 01/25/2026

    445,000  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 25.6%(12) - (continued)  
      Media - 2.9% - (continued)  
  $       335,614    

Getty Images, Inc.
3 mo. USD LIBOR + 3.500%,
5.80%, 10/18/2019

  $ 318,357  
    810,436    

ION Media Networks, Inc.
1 mo. USD LIBOR + 2.750%,
4.66%, 12/18/2020

    812,122  
    738,150    

Maxar Technologies Ltd.
1 mo. USD LIBOR + 2.750%,
4.66%, 10/04/2024

    738,763  
    245,000    

Meredith Corp.
1 mo. USD LIBOR + 3.000%,
4.90%, 01/31/2025

    246,502  
    653,670    

MTN Infrastructure TopCo, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 11/15/2024

    656,533  
 

Numericable Group S.A.

 

    282,150    

1 mo. USD LIBOR + 2.750%,
4.65%, 07/31/2025

    277,162  
    1,115,706    

3 mo. USD LIBOR + 3.000%,
5.35%, 01/31/2026

    1,098,101  
 

PSAV Holdings LLC

 

    385,000    

3 mo. USD LIBOR + 3.250%,
5.26%, 03/01/2025

    385,362  
    310,000    

3 mo. USD LIBOR + 7.250%,
9.26%, 09/01/2025

    308,450  
    325,000    

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%,
4.66%, 08/17/2024

    327,844  
    825,000    

Sinclair Television Group, Inc.
0.00%, 12/12/2024(14)

    828,440  
    920,334    

Tribune Media Co.
1 mo. USD LIBOR + 3.000%,
4.90%, 01/27/2024

    921,484  
    1,205,000    

Unitymedia Finance LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 01/15/2026

    1,202,530  
  EUR       205,000    

Unitymedia Hessen GmbH & Co. KG
EURIBOR + 2.750%,
2.75%, 01/15/2027

    247,815  
  $       876,344    

Vantiv LLC
1 mo. USD LIBOR + 2.000%,
3.90%, 08/09/2024

    881,680  
    920,000    

Virgin Media Bristol LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 01/15/2026

    923,928  
     

 

 

 
        13,433,015  
     

 

 

 
      Metal Fabricate/Hardware - 0.1%  
    392,683    

Rexnord LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/21/2024

    395,334  
     

 

 

 
      Miscellaneous Manufacturing - 0.3%  
    184,075    

Core & Main LP
6 mo. USD LIBOR + 3.000%,
5.01%, 08/01/2024

    184,995  
  EUR       415,000    

CTC AcquiCo GmbH
0.00%, 03/07/2025(14)

    500,643  
  $       776,100    

H.B. Fuller Co.
1 mo. USD LIBOR + 2.000%,
3.90%, 10/20/2024

    778,180  
     

 

 

 
        1,463,818  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  160  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 25.6%(12) - (continued)  
      Oil & Gas - 0.6%  
  $       272,938    

BCP Raptor LLC
2 mo. USD LIBOR + 4.250%,
6.31%, 06/24/2024

  $ 275,326  
 

California Resources Corp.

 

    250,000    

1 mo. USD LIBOR + 4.750%,
6.65%, 12/31/2022

    255,077  
    470,000    

1 mo. USD LIBOR + 10.375%,
12.27%, 12/31/2021

    527,575  
    445,000    

Chesapeake Energy Corp.
3 mo. USD LIBOR + 7.500%,
9.44%, 08/23/2021

    470,587  
    154,928    

Peabody Energy Corp.
1 mo. USD LIBOR + 2.750%,
4.65%, 03/31/2025

    155,189  
    95,250    

Philadelphia Energy Solutions LLC
PRIME + 4.000%,
8.75%, 04/04/2019

    86,678  
    390,000    

Traverse Midstream Partners LLC
3 mo. USD LIBOR + 4.000%,
5.85%, 09/27/2024

    391,950  
    900,000    

Ultra Resources, Inc.
1 mo. USD LIBOR + 3.000%,
4.90%, 04/12/2024

    841,500  
     

 

 

 
        3,003,882  
     

 

 

 
      Oil & Gas Services - 0.2%  
    876,113    

Crosby U.S. Acquisition Corp.
3 mo. USD LIBOR + 3.000%,
4.90%, 11/23/2020

    864,942  
  EUR       248,962    

EG Group Ltd.
0.00%, 02/06/2025(14)

    299,892  
     

 

 

 
        1,164,834  
     

 

 

 
      Packaging & Containers - 1.1%  
  $       769,989    

Berry Global, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 10/01/2022

    774,640  
    444,710    

Berry Plastics Group, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 01/06/2021

    447,240  
  EUR       190,000    

Crown Americas LLC
EURIBOR + 2.375%,
2.38%, 01/18/2025

    231,344  
  $       255,000    

Crown Americas LLC
3 mo. USD LIBOR + 2.000%,
4.31%, 01/29/2025

    257,073  
    386,100    

Flex Acquisition Co., Inc.
3 mo. USD LIBOR + 3.000%,
5.31%, 12/29/2023

    387,969  
    254,363    

Multi Color Corp.
1 mo. USD LIBOR + 2.250%,
4.15%, 10/31/2024

    255,423  
    373,125    

Plastipak Holdings, Inc.
PRIME + 1.750%,
6.50%, 10/14/2024

    374,409  
    297,500    

Proampac PG Borrower LLC
1 mo. USD LIBOR + 3.500%,
5.39%, 11/18/2023

    299,582  
    2,063,130    

Reynolds Group Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 02/05/2023

    2,076,024  
     

 

 

 
        5,103,704  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 25.6%(12) - (continued)  
      Pharmaceuticals - 0.3%  
  $       823,775    

Endo Luxembourg Finance Co. I S.a r.l.
1 mo. USD LIBOR + 4.250%,
6.19%, 04/29/2024

  $ 818,626  
    100,000    

NVA Holdings, Inc.
3 mo. USD LIBOR + 2.750%,
5.05%, 02/02/2025

    100,375  
    119,400    

Quintiles IMS, Inc.
3 mo. USD LIBOR + 2.000%,
4.30%, 01/17/2025

    119,937  
    222,626    

Valeant Pharmaceuticals International, Inc.
1 mo. USD LIBOR + 3.500%,
5.39%, 04/01/2022

    224,993  
     

 

 

 
        1,263,931  
     

 

 

 
      Real Estate - 0.5%  
    1,616,685    

DTZ U.S. Borrower LLC
3 mo. USD LIBOR + 3.250%,
4.90%, 11/04/2021

    1,618,932  
    806,591    

VICI Properties LLC
1 mo. USD LIBOR + 2.000%,
3.90%, 12/20/2024

    809,390  
     

 

 

 
        2,428,322  
     

 

 

 
      Real Estate Investment Trusts - 0.2%  
    265,000    

Iron Mountain, Inc.
3 mo. USD LIBOR + 1.750%,
3.65%, 01/02/2026

    263,842  
    901,600    

MGM Growth Properties Operating Partnership L.P.
1 mo. USD LIBOR + 2.000%,
3.90%, 04/25/2023

    906,252  
     

 

 

 
        1,170,094  
     

 

 

 
      Retail - 2.1%  
    1,292,766    

Albertsons LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 08/25/2021

    1,279,838  
    444,564    

B.C. Unlimited Liability Co.
1 mo. USD LIBOR + 2.250%,
4.15%, 02/16/2024

    445,675  
    1,363,150    

Bass Pro Group LLC
1 mo. USD LIBOR + 5.000%,
6.90%, 09/25/2024

    1,371,670  
 

Coty, Inc.

 

  EUR       440,000    

0.00%, 04/05/2025(14)

    532,938  
  $       688,063    

1 mo. USD LIBOR + 2.250%,
4.13%, 04/05/2025

    687,203  
    415,475    

Harbor Freight Tools USA, Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 08/18/2023

    417,207  
    505,076    

J. Crew Group, Inc.
3 mo. USD LIBOR + 3.000%,
5.12%, 03/05/2021

    373,873  
    1,017,484    

Michaels Stores, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 01/30/2023

    1,023,049  
    906,455    

Neiman Marcus Group Ltd. LLC
1 mo. USD LIBOR + 3.250%,
5.14%, 10/25/2020

    796,856  
    907,725    

Staples, Inc.
3 mo. USD LIBOR + 4.000%,
5.79%, 09/12/2024

    897,341  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  161  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 25.6%(12) - (continued)  
      Retail - 2.1% - (continued)  
  $       1,953,344    

U.S. Foods, Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 06/27/2023

  $ 1,969,947  
     

 

 

 
    9,795,597  
     

 

 

 
      Semiconductors - 0.1%  
    234,799    

ON Semiconductor Corp.
1 mo. USD LIBOR + 2.000%,
3.90%, 03/31/2023

    236,149  
     

 

 

 
      Software - 2.4%  
    656,700    

Almonde, Inc.
3 mo. USD LIBOR + 3.500%,
5.48%, 06/13/2024

    656,030  
    643,500    

Change Healthcare Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 03/01/2024

    645,913  
    277,900    

Cypress Intermediate Holdings III, Inc.
1 mo. USD LIBOR + 3.000%,
4.91%, 04/27/2024

    279,231  
    1,319,921    

Epicor Software Corp.
1 mo. USD LIBOR + 3.250%,
5.16%, 06/01/2022

    1,326,309  
 

First Data Corp.

 

    1,337,640    

1 mo. USD LIBOR + 2.250%,
4.15%, 07/08/2022

    1,342,322  
    2,279,352    

1 mo. USD LIBOR + 2.250%,
4.15%, 04/26/2024

    2,287,079  
    237,600    

Global Payments Inc.
1 mo. USD LIBOR + 1.750%,
3.65%, 04/21/2023

    239,171  
    758,441    

Go Daddy Operating Co. LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 02/15/2024

    761,763  
    297,739    

GTT Communications, Inc.
1 mo. USD LIBOR + 3.250%,
5.19%, 01/09/2024

    297,459  
    133,985    

Hyland Software, Inc.
1 mo. USD LIBOR + 3.250%,
5.14%, 07/01/2022

    135,074  
    770,150    

Infor U.S., Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 02/01/2022

    773,199  
    54,035    

MA FinanceCo LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 06/21/2024

    53,846  
    129,675    

Quest Software U.S. Holdings, Inc.
3 mo. USD LIBOR + 5.500%,
7.86%, 10/31/2022

    130,296  
    364,915    

Seattle Spinco, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 06/21/2024

    363,637  
    103,593    

SS&C Technologies Holdings Europe S.a.r.l.
0.00%, 04/16/2025(14)

    104,241  
    279,989    

SS&C Technologies, Inc.
0.00%, 04/16/2025(14)

    281,739  
    1,463,925    

WEX, Inc.
1 mo. USD LIBOR + 2.250%,
4.15%, 06/30/2023

    1,472,665  
     

 

 

 
        11,149,974  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 25.6%(12) - (continued)  
            Telecommunications - 1.2%      
  $       900,000    

Level 3 Financing, Inc.
1 mo. USD LIBOR + 2.250%,
4.15%, 02/22/2024

  $ 903,753  
    348,250    

Raycom TV Broadcasting, LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/23/2024

    347,961  
    1,381,050    

Sprint Communications, Inc.
1 mo. USD LIBOR + 2.500%,
4.44%, 02/02/2024

    1,384,503  
    400,000    

Telenet Financing USD LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 03/01/2026

    401,652  
    430,000    

Unitymedia Finance LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 09/30/2025

    429,247  
    1,878,198    

Univision Communications, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 03/15/2024

    1,851,039  
    282,410    

Zayo Group LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 01/19/2024

    284,263  
     

 

 

 
        5,602,418  
     

 

 

 
   

Total Senior Floating Rate Interests
(cost $119,602,062)

  $ 119,566,105  
     

 

 

 
U.S. GOVERNMENT AGENCIES - 6.1%  
            Mortgage-Backed Agencies - 6.1%      
            FHLMC - 2.3%      
  $       4,611,739    

0.32%, 10/25/2020(3)(6)

  $ 18,624  
    1,730,000    

1 mo. USD LIBOR + 3.900%,
5.80%, 04/25/2029(2)

    1,946,415  
    2,203,000    

1 mo. USD LIBOR + 3.450%,
5.35%, 10/25/2029(2)

    2,412,911  
    1,148,163    

1 mo. USD LIBOR + 4.000%,
5.90%, 08/25/2024(2)

    1,258,016  
    75,320    

4.50%, 03/15/2041

    79,708  
    54,442    

3.00%, 03/15/2033(6)

    7,054  
    158,971    

4.00%, 07/15/2027(6)

    15,275  
    13,825    

5.50%, 08/15/2033

    14,887  
    47,573    

6.50%, 07/15/2036

    52,305  
    6,959    

0.00%, 11/15/2036(11)(15)

    6,314  
    135,590    

4.75%, 07/15/2039

    143,771  
    2,345,000    

1 mo. USD LIBOR + 2.50%,
4.40%, 03/25/2030(2)

    2,432,206  
    2,382,000    

1 mo. USD LIBOR + 2.350%,
4.25%, 04/25/2030(2)

    2,440,299  
     

 

 

 
      $ 10,827,785  
     

 

 

 
            FNMA - 3.8%      
    366,836    

5.50%, 06/25/2042(6)

    81,623  
    22,080    

5.46%, 05/25/2042(3)(6)

    2,316  
    39,232    

4.50%, 07/25/2027(6)

    4,227  
    46,221    

4.00%, 03/25/2042(6)

    7,181  
    317,208    

3.00%, 01/25/2028(6)

    27,420  
    136,920    

3.00%, 04/25/2028(6)

    12,855  
    47,602    

2.50%, 06/25/2028(6)

    3,586  
    215,065    

1.45%, 04/25/2055(3)(6)

    9,329  
    91,076    

3.50%, 05/25/2030(6)

    10,994  
    5,000    

2.44%, 01/01/2023

    4,843  
    23,500    

3.67%, 08/01/2023

    23,948  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  162  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 6.1% - (continued)  
            FNMA - 3.8% - (continued)      
  $       34,312    

3.93%, 10/01/2023

  $ 35,385  
    5,000    

3.70%, 10/01/2023

    5,107  
    23,303    

3.87%, 10/01/2025

    24,100  
    5,000    

3.86%, 11/01/2023

    5,152  
    18,045    

4.06%, 10/01/2028

    18,960  
    15,000    

3.86%, 12/01/2025

    15,526  
    9,493    

3.45%, 01/01/2024

    9,591  
    9,433    

3.47%, 01/01/2024

    9,540  
    10,000    

3.76%, 03/01/2024

    10,244  
    9,731    

3.97%, 05/01/2029

    10,164  
    24,313    

3.34%, 04/01/2024

    24,446  
    46,872    

3.26%, 05/01/2024

    46,935  
    33,581    

3.89%, 05/01/2030

    34,293  
    9,442    

3.96%, 05/01/2034

    9,739  
    24,276    

3.24%, 12/01/2026

    24,107  
    29,839    

3.16%, 12/01/2026

    29,462  
    84,460    

5.50%, 04/25/2035

    93,200  
    34,229    

5.50%, 04/25/2037

    36,966  
    62,743    

0.00%, 06/25/2036(11)(15)

    53,004  
    17,000,000    

3.50%, 05/01/2048(16)

    16,877,813  
     

 

 

 
        17,562,056  
     

 

 

 
            GNMA - 0.0%      
    40,500    

4.00%, 05/16/2042(6)

    5,977  
    109,766    

5.00%, 10/16/2041(6)

    18,749  
     

 

 

 
        24,726  
     

 

 

 
        28,414,567  
     

 

 

 
   

Total U.S. Government Agencies
(cost $28,009,138)

  $ 28,414,567  
     

 

 

 
U.S. GOVERNMENT SECURITIES - 9.2%  
            U.S. Treasury Securities - 9.2%      
            U.S. Treasury Bonds - 1.8%      
  $       3,760,000    

3.00%, 05/15/2047

  $ 3,690,822  
    50,000    

5.38%, 02/15/2031(17)(18)

    62,838  
    3,335,000    

6.25%, 05/15/2030(17)(18)(19)

    4,444,669  
     

 

 

 
        8,198,329  
     

 

 

 
            U.S. Treasury Notes - 7.4%      
    13,667,980    

0.38%, 07/15/2027(9)(18)

    13,253,623  
    2,280,000    

2.00%, 02/15/2023(17)

    2,200,556  
    5,906,000    

2.13%, 08/15/2021(18)

    5,802,184  
    5,205,000    

2.13%, 12/31/2022

    5,057,389  
    2,890,000    

2.13%, 05/15/2025(17)(18)

    2,746,967  
    5,785,000    

2.25%, 02/15/2027(17)

    5,478,802  
     

 

 

 
        34,539,521  
     

 

 

 
        42,737,850  
     

 

 

 
   

Total U.S. Government Securities
(cost $43,512,841)

  $ 42,737,850  
     

 

 

 
COMMON STOCKS - 0.1%  
            Consumer Services - 0.0%      
    13,341    

Caesars Entertainment Corp.

    151,420  
     

 

 

 
 
            Energy - 0.1%      
    83,644,001    

KCA Deutag(1)(20)(21)(22)

    497,933  
    713    

Paragon Offshore Ltd., Litigation

    7,490  
    19,531    

Templar Energy LLC Class A

    19,531  
     

 

 

 
        524,954  
     

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 0.1% - (continued)  
      Utilities - 0.0%  
    600,000    

TCEH Corp.(20)(21)(22)

  $ 1  
     

 

 

 
 

Total Common Stocks
(cost $1,474,275)

  $ 676,375  
     

 

 

 
     
ESCROWS - 0.0%  
      Energy - Alternate Sources - 0.0%  
    2,648    

Paragon Offshore Ltd., Escrow

     
     

 

 

 
 

Total Escrows
(cost $— )

  $  
     

 

 

 
     
CONVERTIBLE PREFERRED STOCKS - 0.1%  
      Utilities - 0.1%  
    5,000    

Sempra Energy Series A ,
6.00%

    514,150  
     

 

 

 
 

Total Convertible Preferred Stocks
(cost $502,500)

  $ 514,150  
     

 

 

 
 

Total Long-Term Investments
(cost $450,937,059)

  $ 447,252,377  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 9.5%  
      Commercial Paper - 1.2%  
    1,300,000    

AstraZeneca plc
2.02%, 05/10/2018(23)

    1,299,282  
    250,000    

Bell Canada Co.
2.48%, 07/12/2018(23)

    248,795  
    250,000    

Caisse des Depots et Consignations
2.19%, 07/23/2018(23)

    248,710  
    1,120,000    

CBS Corp.
2.21%, 05/22/2018(23)

    1,118,510  
    250,000    

Glencore Funding LLC
2.24%, 05/16/2018(23)

    249,755  
    250,000    

Korea Development Bank
2.34%, 07/20/2018(23)

    248,774  
 

TransCanada PipeLines Ltd.

 

    500,000    

2.26%, 05/16/2018(23)

    499,506  
    645,000    

2.48%, 06/12/2018(23)

    643,119  
    1,125,000    

Verizon Communications, Inc.
1.88%, 05/07/2018(23)

    1,124,595  
     

 

 

 
    5,681,046  
     

 

 

 
      Foreign Government Obligations - 5.2%  
  EUR       1,115,000    

France Treasury Bill BTF
0.58%, 05/09/2018(7)(23)

    1,346,647  
    3,400,000    

Italy Buoni Ordinari del Tesoro BOT
0.45%, 07/13/2018 - 07/31/2018(23)

    4,110,070  
 

Japan Treasury Discount Bill

 

  JPY       230,000,000    

0.00%, 05/01/2018(23)

    2,103,915  
    230,000,000    

0.14%, 05/28/2018(23)

    2,104,133  
    229,900,000    

0.14%, 07/30/2018(23)

    2,103,734  
    318,000,000    

0.15%, 07/09/2018(23)

    2,909,633  
    195,000,000    

0.15%, 05/14/2018(23)

    1,783,849  
    230,000,000    

0.15%, 07/02/2018(23)

    2,104,391  
    406,000,000    

0.17%, 07/17/2018(23)

    3,714,945  
    237,850,000    

0.18%, 07/23/2018(23)

    2,176,412  
     

 

 

 
    24,457,729  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  163  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 9.5% - (continued)  
      Other Investment Pools& Funds - 2.8%  
    13,104,037    

Fidelity Institutional Government Fund, Institutional Class,
1.59%(24)

  $ 13,104,037  
     

 

 

 
            Securities Lending Collateral - 0.3%  
    55,963    

Citibank NA DDCA,
1.50%, 5/1/2018(24)

    55,963  
    595,551    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(24)

    595,551  
    467,736    

Invesco Government & Agency Portfolio, 1.60%(24)

    467,736  
     

 

 

 
        1,119,250  
     

 

 

 
   

Total Short-Term Investments
(cost $44,869,034)

  $ 44,362,062  
     

 

 

 
   

Total Investments Excluding Purchased Options
(cost $495,806,093)

    105.3    $ 491,614,439  
   

Total Purchased Options
(cost $554,547)

    0.1    $ 481,837  
     

 

 

    

 

 

 
   

Total Investments
(cost $496,360,640)

    105.4    $ 492,096,276  
   

Other Assets and Liabilities

    (5.4 )%       (25,011,363
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 467,084,913  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  164  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

 

     The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

     Equity Industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

     For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $92,290,951, which represented 19.8% of total net assets.

 

(2) Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2018.

 

(3) Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(4)  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(5)  Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

 

(6)  Securities disclosed are interest-only strips.

 

(7)  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $68,926,840, which represented 14.8% 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)  Represents entire or partial securities on loan. See Note 9 in the accompanying Notes to Financial Statements for securities lending information.

 

(11)  Security is a zero-coupon bond.

 

(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 rate in effect as of April 30, 2018.

 

(13)  This security, or a portion of this security, has unfunded loan commitments. As of April 30, 2018, the aggregate value of the unfunded commitment was $190,728, which rounds to zero percent of total net assets.

 

(14)  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(15)  Securities disclosed are principal-only strips.

 

(16)  Represents or includes a TBA transaction.

 

(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 centrally cleared swap contracts.

 

(19) This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

 

(20)  Investment valued using significant unobservable inputs.

 

(21)  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, the aggregate fair value of these securities was $497,934, 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.

 

The accompanying notes are an integral part of these financial statements.

 

 

  165  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

(22)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited. At April 30, 2018, the aggregate value of these securities was $497,934, which represented 0.1% of total net assets.

 

(23)  The rate shown represents current yield to maturity.

 

(24)  Current yield as of period end.

 

OTC Swaption Contracts Outstanding at April 30, 2018  

Description

  Counter-
party
  Exercise Price/
FX Rate/Rate
    Pay/
Receive
Floating
Rate
    Expiration
Date
    Notional
Amount
    Number of
Contracts
    Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Purchased swaption contracts:

 

Puts

 

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 03/04/29

  JPM     3.20     Receive       02/28/19       USD       8,585,000       8,585,000     $ 123,332     $ 139,935     $ (16,603

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 03/04/29

  JPM     3.20     Receive       02/28/19       USD       11,580,000       11,580,000       166,359       189,912       (23,553

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 03/04/29

  JPM     3.20     Receive       02/28/19       USD       13,375,000       13,375,000       192,146       224,700       (32,554
             

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

 

    33,540,000     $ 481,837     $ 554,547     $ (72,710
             

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased swaption contracts

 

            33,540,000     $     481,837     $     554,547     $     (72,710
             

 

 

   

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at April 30, 2018  

Description

  

 

     Number of
Contracts
     Expiration
Date
     Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

90-Day Euro Future

        252        03/18/2019      $     61,264,350      $ (22,611

Australian 10-Year Bond Future

        3        06/15/2018        288,853        1,185  

Australian 3-Year Bond Future

        12        06/15/2018        1,002,003        (156

Canadian Dollar Future

        100        06/19/2018        7,794,000        42,609  

Canadian Government 10-Year Bond Future

        3        06/20/2018        307,138        1,771  

Euro-BTP Future

        11        06/07/2018        1,846,553        51,638  

Euro-OAT Future

        12        06/07/2018        2,228,891        22,390  

Euro-Schatz Future

        18        06/07/2018        2,432,673        2,246  

Japanese 10-Year Bond Future

        4        06/13/2018        5,511,892        (2,952

Japanese Yen Future

        65        06/18/2018        7,457,125        (240,008

Long Gilt Future

        6        06/27/2018        1,009,892        13,597  

Mini-10-Year JGB Future

        8        06/12/2018        1,102,817        (319

U.S. Treasury 2-Year Note Future

        315        06/29/2018        66,794,766        (193,623

U.S. Treasury 5-Year Note Future

        833        06/29/2018        94,552,008        (535,680

U.S. Treasury 10-Year Note Future

        586        06/20/2018        70,100,250        (315,321

U.S. Treasury Long Bond Future

        30        06/20/2018        4,315,312        (52,086
              

 

 

 

Total

 

   $     (1,227,320
              

 

 

 

Short position contracts:

 

90-Day Euro Future

        252        03/16/2020      $ 61,116,300      $ 66,302  

Australian Dollar Future

        100        06/18/2018        7,530,000        214,709  

British Pound Future

        52        06/18/2018        4,477,200        31,082  

Euro FX Future

        56        06/18/2018        8,486,100        196,573  

Euro-BOBL Future

        2        06/07/2018        316,391        (421

Euro-BUXL 30-Year Bond Future

        6        06/07/2018        1,184,945        (16,472

Euro-Bund Future

        31        06/07/2018        5,942,526        (52,760

Swiss Franc Future

        45        06/18/2018        5,699,250        258,739  

U.S. Treasury 10-Year Ultra Future

        125        06/20/2018        15,986,328        (42,820

U.S. Treasury Ultra Bond Future

        98        06/20/2018        15,398,250        (217,473
              

 

 

 

Total

 

   $ 437,459  
              

 

 

 

Total futures contracts

 

   $ (789,861
              

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  166  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2018  

Reference Entity

  Counter-
party
  Notional
Amount (a)
    (Pay)/Receive
Fixed Rate
  Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

 

Buy protection:

 

ABX.HE.AAA.07

  GSC     USD       368,560     (0.09%)     08/25/37       Monthly     $ 78,706     $     $ 17,501     $ (61,205

ABX.HE.AAA.07

  CSI     USD       1,052,554     (0.09%)     08/25/37       Monthly       258,450             49,981       (208,469

ABX.HE.PENAAA.06

  JPM     USD       317,079     (0.11%)     05/25/46       Monthly       34,529             20,208       (14,321

ABX.HE.PENAAA.06

  CSI     USD       498,182     (0.11%)     05/25/46       Monthly       54,375             31,752       (22,623

CMBX.NA.A.7

  MSC     USD       75,000     (2.00%)     01/17/47       Monthly       985             868       (117

CMBX.NA.A.7

  JPM     USD       690,000     (2.00%)     01/17/47       Monthly       25,716             7,992       (17,724

CMBX.NA.A.9

  DEUT     USD       75,000     (2.00%)     09/17/58       Monthly       1,749             2,159       410  

CMBX.NA.A.9

  MSC     USD       965,000     (2.00%)     09/17/58       Monthly       33,078             27,879       (5,199

CMBX.NA.A.9

  DEUT     USD       365,000     (2.00%)     09/17/58       Monthly       18,032             10,528       (7,504

CMBX.NA.A.9

  MSC     USD       535,000     (2.00%)     09/17/58       Monthly       23,135             15,455       (7,680

CMBX.NA.AA.8

  DEUT     USD       60,000     (1.50%)     10/17/57       Monthly       764             302       (462

CMBX.NA.AA.8

  MSC     USD       515,000     (1.50%)     10/17/57       Monthly       20,182             2,591       (17,591

CMBX.NA.AAA.9

  CSI     USD       240,000     (0.50%)     09/17/58       Monthly       2,594             (473     (3,067

CMBX.NA.AAA.9

  MSC     USD       2,115,000     (0.50%)     09/17/58       Monthly       25,965             (4,140     (30,105

CMBX.NA.AS.7

  CSI     USD       215,000     (1.00%)     01/17/47       Monthly       3,770             (3,897     (7,667

CMBX.NA.AS.8

  DEUT     USD       50,000     (1.00%)     10/17/57       Monthly             (88     (741     (653

CMBX.NA.AS.8

  DEUT     USD       405,000     (1.00%)     10/17/57       Monthly       28,863             (6,000     (34,863

CMBX.NA.BBB-.11

  MSC     USD       850,000     (3.00%)     11/18/54       Monthly       52,892             79,631       26,739  

CMBX.NA.BBB-.11

  DEUT     USD       210,000     (3.00%)     11/18/54       Monthly       20,957             19,673       (1,284

CMBX.NA.BBB.10

  MSC     USD       535,000     (3.00%)     11/17/59       Monthly       40,886             49,565       8,679  

CMBX.NA.BBB.10

  MSC     USD       3,575,000     (3.00%)     11/17/59       Monthly       365,033             331,202       (33,831

CMBX.NA.BBB.10

  MSC     USD       2,565,000     (3.00%)     11/17/59       Monthly       285,023             237,632       (47,391

CMBX.NA.BBB.7

  CSI     USD       710,000     (3.00%)     01/17/47       Monthly       66,315             65,174       (1,141

CMBX.NA.BBB.7

  MSC     USD       805,000     (3.00%)     01/17/47       Monthly       79,613             73,896       (5,717

CMBX.NA.BBB.7

  MSC     USD       560,000     (3.00%)     01/17/47       Monthly       40,321             51,489       11,168  

CMBX.NA.BBB.7

  DEUT     USD       400,000     (3.00%)     01/17/47       Monthly       32,176             36,711       4,535  

CMBX.NA.BBB.7

  GSC     USD       680,000     (3.00%)     01/17/47       Monthly       60,991             62,409       1,418  

CMBX.NA.BBB.7

  MSC     USD       1,165,000     (3.00%)     01/17/47       Monthly       108,824             106,980       (1,844

CMBX.NA.BBB.9

  MSC     USD       280,000     (3.00%)     09/17/58       Monthly       29,855             31,248       1,393  

CMBX.NA.BBB.9

  MSC     USD       125,000     (3.00%)     09/17/58       Monthly       14,195             13,929       (266

CMBX.NA.BBB.9

  DEUT     USD       290,000     (3.00%)     09/17/58       Monthly       29,450             32,316       2,866  

CMBX.NA.BBB.9

  GSC     USD       725,000     (3.00%)     09/17/58       Monthly       81,294             80,910       (384

CMBX.NA.BBB.9

  CSI     USD       595,000     (3.00%)     09/17/58       Monthly       67,248             66,303       (945

CMBX.NA.BBB.9

  MSC     USD       540,000     (3.00%)     09/17/58       Monthly       62,974             60,174       (2,800

CMBX.NA.BBB.9

  DEUT     USD       1,050,000     (3.00%)     09/17/58       Monthly       125,803             117,160       (8,643

CMBX.NA.BBB.9

  JPM     USD       1,130,000     (3.00%)     09/17/58       Monthly       137,763             126,087       (11,676

PrimeX.ARM.2 (20)

  MSC     USD       161,306     (4.58%)     12/25/37       Monthly             (349     (125     224  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

      $     2,312,506     $ (437   $     1,814,329     $     (497,740
             

 

 

   

 

 

   

 

 

   

 

 

 

Sell protection:

 

ABX.HE.AAA.07

  MSC     USD       368,560     0.09%     08/25/37       Monthly     $ 3,546     $     $ (17,501   $ (21,047

ABX.HE.AAA.07

  MSC     USD       1,052,553     0.09%     08/25/37       Monthly       10,143             (49,981     (60,124

ABX.HE.PENAAA.06

  BCLY     USD       815,262     0.11%     05/25/46       Monthly             (21,509     (51,960     (30,451

CMBX.NA.AAA.10

  GSC     USD       2,447,000     0.50%     11/17/59       Monthly             (1,487     (5,792     (4,305

CMBX.NA.AAA.6

  MSC     USD       9,564,624     0.50%     05/11/63       Monthly       53,371             74,355       20,984  

CMBX.NA.AAA.6

  JPM     USD       8,296,049     0.50%     05/11/63       Monthly       57,297             64,608       7,311  

CMBX.NA.AAA.6

  JPM     USD       6,807,495     0.50%     05/11/63       Monthly       47,017             53,016       5,999  

CMBX.NA.BB.6

  GSC     USD       1,155,000     5.00%     05/11/63       Monthly                 (208,197     (245,715     (37,518

CMBX.NA.BB.6

  CSI     USD       85,000     5.00%     05/11/63       Monthly             (16,393     (13,408     2,985  

CMBX.NA.BB.6

  CSI     USD       51,000     5.00%     05/11/63       Monthly             (9,168     (10,850     (1,682

CMBX.NA.BB.6

  JPM     USD       65,000     5.00%     05/11/63       Monthly             (9,434     (13,828     (4,394

CMBX.NA.BB.6

  CSI     USD       970,000     5.00%     05/11/63       Monthly             (199,347     (206,628     (7,281

CMBX.NA.BB.6

  CSI     USD       555,000     5.00%     05/11/63       Monthly             (110,083     (118,225     (8,142

CMBX.NA.BB.6

  GSC     USD       82,000     5.00%     05/11/63       Monthly             (9,301     (17,445     (8,144

CMBX.NA.BB.6

  CSI     USD       130,000     5.00%     05/11/63       Monthly             (18,867     (27,692     (8,825

CMBX.NA.BB.6

  CSI     USD       730,000     5.00%     05/11/63       Monthly             (131,222     (155,300     (24,078

CMBX.NA.BB.6

  CSI     USD       730,000     5.00%     05/11/63       Monthly             (131,222     (155,300     (24,078

CMBX.NA.BB.6

  CSI     USD       730,000     5.00%     05/11/63       Monthly             (131,222     (155,300     (24,078

CMBX.NA.BB.6

  CSI     USD       830,000     5.00%     05/11/63       Monthly             (149,199     (176,589     (27,390

 

The accompanying notes are an integral part of these financial statements.

 

 

  167  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2018 - (continued)  

Reference Entity

  Counter-
party
  Notional
Amount (a)
    (Pay)/Receive
Fixed Rate
  Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices: - (continued)

 

Sell protection: - (continued)

 

CMBX.NA.BB.6

  MSC     USD       1,491,000     5.00%     05/11/63       Monthly     $     $ (268,034   $ (317,295   $ (49,261

CMBX.NA.BB.6

  GSC     USD       550,000     5.00%     05/11/63       Monthly             (58,784     (117,007     (58,223

CMBX.NA.BB.8

  DEUT     USD       365,000     5.00%     10/17/57       Monthly             (89,524     (77,497     12,027  

CMBX.NA.BB.8

  CSI     USD       1,470,000     5.00%     10/17/57       Monthly             (400,897     (311,735     89,162  

CMBX.NA.BB.8

  CSI     USD       1,325,000     5.00%     10/17/57       Monthly             (361,352     (280,969     80,383  

CMBX.NA.BB.8

  MSC     USD       1,006,000     5.00%     10/17/57       Monthly             (274,374     (213,376     60,998  

CMBX.NA.BB.8

  GSC     USD       580,000     5.00%     10/17/57       Monthly             (171,977     (122,986     48,991  

CMBX.NA.BB.8

  GSC     USD       462,000     5.00%     10/17/57       Monthly             (112,816     (98,093     14,723  

CMBX.NA.BB.8

  CSI     USD       34,000     5.00%     10/17/57       Monthly             (9,273     (7,210     2,063  

CMBX.NA.BBB.6

  DEUT     USD       3,475,000     3.00%     05/11/63       Monthly             (556,351     (432,857     123,494  

CMBX.NA.BBB.6

  DEUT     USD       1,924,000     3.00%     05/11/63       Monthly             (307,362     (239,660     67,702  

CMBX.NA.BBB.6

  CSI     USD       2,370,000     3.00%     05/11/63       Monthly             (330,951     (294,820     36,131  

CMBX.NA.BBB.6

  DEUT     USD       1,357,000     3.00%     05/11/63       Monthly             (191,399     (168,806     22,593  

CMBX.NA.BBB.6

  DEUT     USD       875,000     3.00%     05/11/63       Monthly             (122,124     (108,847     13,277  

CMBX.NA.BBB.6

  DEUT     USD       875,000     3.00%     05/11/63       Monthly             (121,993     (108,847     13,146  

CMBX.NA.BBB.6

  MSC     USD       1,875,000     3.00%     05/11/63       Monthly             (305,926     (233,555     72,371  

CMBX.NA.BBB.6

  GSC     USD       1,040,000     3.00%     05/11/63       Monthly             (174,350     (129,546     44,804  

CMBX.NA.BBB.6

  MSC     USD       940,000     3.00%     05/11/63       Monthly             (155,932     (117,089     38,843  

CMBX.NA.BBB.6

  DEUT     USD       835,000     3.00%     05/11/63       Monthly             (140,953     (104,010     36,943  

CMBX.NA.BBB.6

  MSC     USD       830,000     3.00%     05/11/63       Monthly             (140,309     (103,387     36,922  

CMBX.NA.BBB.6

  MSC     USD       1,445,000     3.00%     05/11/63       Monthly             (214,217     (179,753     34,464  

CMBX.NA.BBB.6

  DEUT     USD       1,205,000     3.00%     05/11/63       Monthly             (180,529     (149,898     30,631  

CMBX.NA.BBB.6

  MSC     USD       507,000     3.00%     05/11/63       Monthly             (85,751     (63,154     22,597  

CMBX.NA.BBB.6

  CSI     USD       850,000     3.00%     05/11/63       Monthly             (123,228     (105,737     17,491  

PrimeX.ARM.2(20)

  JPM     USD       161,306     4.58%     12/25/37       Monthly       6,391             126       (6,265
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

      $ 177,765     $ (6,045,057   $ (5,315,543   $     551,749  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total traded indices

      $ 2,490,271     $ (6,045,494   $ (3,501,214   $ 54,009  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

      $     2,490,271     $     (6,045,494   $     (3,501,214   $ 54,009  
             

 

 

   

 

 

   

 

 

   

 

 

 

 

(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 Credit Default Swap Contracts Outstanding at April 30, 2018  

Reference Entity

   Notional
Amount (a)
     (Pay)/Receive
Fixed Rate
    Expiration
Date
     Periodic
Payment
Frequency
     Cost
Basis
    Value     Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

 

Buy protection:

 

CDX.EM.29

   USD      1,520,000        (1.00 %)      06/20/23        Quarterly      $ 28,546     $ 27,427     $ (1,119

CDX.NA.HY.30.V1

   USD      35,126,000        (5.00 %)      06/20/23        Quarterly            2,063,381           2,577,994           514,613  

CDX.NA.HY.30.V1

   USD      3,630,000        (5.00 %)      06/20/23        Quarterly        (242,428     (266,796     (24,368

CDX.NA.IG.29

   USD      16,555,000        (1.00 %)      12/20/22        Quarterly        (308,117     (352,493     (44,376

CDX.NA.IG.30.V1

   USD      3,265,000        (1.00 %)      06/20/23        Quarterly        (50,653     (63,501     (12,848

ITRAXX.XOV.28

   EUR      2,072,000        (5.00 %)      12/20/22        Quarterly        (253,330     (294,214     (40,884

ITRAXX.XOV.29.V1

   EUR      4,073,000        (5.00 %)      06/20/23        Quarterly        (521,284     (538,237     (16,953
                

 

 

   

 

 

   

 

 

 

Total

 

        $ 716,115     $ 1,090,180     $ 374,065  
                

 

 

   

 

 

   

 

 

 

Credit default swaps on indices:

 

Sell protection:

 

CDX.EM.29.V1

   USD      6,730,000        1.00     06/20/23        Quarterly      $ (128,968   $ (121,333   $ 7,635  
                

 

 

   

 

 

   

 

 

 

Total

 

        $ 587,147     $ 968,847     $ 381,700  
                

 

 

   

 

 

   

 

 

 

 

(a)  The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

 

The accompanying notes are an integral part of these financial statements.

 

 

  168  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2018  

Payments made by Fund

   Payments
received
by Fund
   Notional
Amount
     Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Value      Unrealized
Appreciation/
(Depreciation)
 

12M Federal Funds Rate

   2.17% Fixed    USD      2,880,000        11/15/24        Annual      $      $ (2,896   $ 61,314      $ 64,210  

12M Federal Funds Rate

   2.17% Fixed    USD      2,910,000        11/15/24        Annual                     61,953        61,953  

12M Federal Funds Rate

   2.06% Fixed    USD      4,105,000        11/15/24        Annual        90,551              117,359        26,808  

12M Federal Funds Rate

   2.45% Fixed    USD      2,045,000        11/15/24        Annual                     9,028        9,028  

12M Federal Funds Rate

   2.45% Fixed    USD      2,035,000        11/15/24        Annual                     8,356        8,356  

12M Federal Funds Rate

   2.45% Fixed    USD      1,790,000        11/15/24        Annual                     7,983        7,983  

12M Federal Funds Rate

   2.25% Fixed    USD      1,375,000        11/15/24        Annual        16,362              23,259        6,897  

12M Federal Funds Rate

   2.25% Fixed    USD      375,000        11/15/24        Annual        4,467              6,343        1,876  

3 Mo. USD LIBOR

   2.25% Fixed    USD      21,037,000        06/20/28        Semi-Annual        1,172,630              1,334,532        161,902  

3 Mo. USD LIBOR

   2.75% Fixed    USD      4,640,000        12/20/47        Semi-Annual               (102,927     191,174        294,101  
                 

 

 

    

 

 

   

 

 

    

 

 

 

Total

 

         $     1,284,010      $     (105,823   $     1,821,301      $     643,114  
                 

 

 

    

 

 

   

 

 

    

 

 

 

 

OTC Total Return Swap Contracts Outstanding at April 30, 2018  

Reference Entity

  Counter-
party
  Notional
Amount
    Payments received
(paid) by the Fund
  Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

iBoxx USD liquid High Yield

  GSC     USD       1,680,000     (1.00%)     12/20/18       Quarterly     $ 5,014     $     $ (6,471   $ (11,485

iBoxx USD liquid High Yield

  JPM     USD       1,525,000     (1.00%)     12/20/18       Quarterly       3,589             (23,774     (27,363

iBoxx USD liquid High Yield

  MSC     USD       12,095,000     (1.00%)     12/20/18       Quarterly       17,662             (33,892     (51,554

iBoxx USD liquid High Yield

  GSC     USD       12,102,000     (1.00%)     12/20/18       Quarterly       19,743             (188,664     (208,407
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

 

    $     46,008     $     —     $     (252,801   $     (298,809
             

 

 

   

 

 

   

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018  

Amount and Description of

Currency to be Purchased

   Amount and Description of
Currency to be Sold
  

Counterparty

   Settlement
Date
     Appreciation      Depreciation  
  1,527,000     AUD      1,176,647     USD    DEUT      05/02/18      $      $ (27,040
  1,377,000     AUD      1,042,424     USD    GSC      06/07/18               (5,659
  157,000     BRL      46,936     USD    GSC      06/04/18               (2,272
  244,000     BRL      74,225     USD    MSC      06/04/18               (4,812
  859,000     CAD      668,706     USD    BMO      05/02/18        350         
  120,000     CAD      95,671     USD    RBC      05/03/18               (2,204
  809,000     CAD      630,787     USD    BMO      06/07/18               (179
  295,000     CAD      234,285     USD    RBC      06/27/18               (4,202
  30,000     CHF      31,816     USD    MSC      05/02/18               (1,538
  70,000     CHF      70,918     USD    BCLY      06/07/18               (50
  30,000     CHF      30,645     USD    MSC      06/07/18               (272
  104,100,000     CLP      172,749     USD    BCLY      06/20/18               (3,053
  11,060,000     CNH      1,742,308     USD    BOA      06/20/18        4,035         
  2,203,000     CNH      346,411     USD    DEUT      06/20/18        1,437         
  375,000     DKK      61,475     USD    TDB      05/02/18               (686
  7,120,000     EGP      371,220     USD    GSC      01/08/19            12,660         
  8,130,000     EGP      426,772     USD    DEUT      04/22/19        1,263         
  325,000     EUR      400,497     USD    CIBC      05/02/18               (7,973
  361,000     EUR      445,377     USD    JPM      05/02/18               (9,373
  1,414,000     EUR      1,749,365     USD    HSBC      05/02/18               (41,581
  1,414,000     EUR      1,755,340     USD    TDB      05/02/18               (47,555
  2,746,000     EUR      3,386,999     USD    HSBC      05/02/18               (70,467
  2,745,000     EUR      3,417,333     USD    MSC      05/02/18                   (102,009
  150,000     EUR      188,298     USD    BNP      05/11/18               (7,013
  200,000     EUR      249,932     USD    DEUT      05/11/18               (8,219
  432,000     EUR      529,514     USD    CBA      05/31/18               (6,639
  2,287,000     EUR      2,767,956     USD    HSBC      06/07/18        1,724         
  228,000     EUR      279,608     USD    CBA      06/07/18               (3,488
  593,000     EUR      726,254     USD    CBK      06/07/18               (8,099
  2,794,000     EUR      3,409,853     USD    BOA      06/07/18               (26,169
  2,794,000     EUR      3,420,415     USD    TDB      06/07/18               (36,731

 

The accompanying notes are an integral part of these financial statements.

 

 

  169  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  

Amount and Description of

Currency to be Purchased

   Amount and Description of
Currency to be Sold
  

Counterparty

   Settlement
Date
     Appreciation      Depreciation  
  46,000     EUR      55,724     USD    GSC      06/20/18      $ 43      $  
  144,000     EUR      177,580     USD    SSG      06/20/18               (3,003
  200,000     EUR      247,381     USD    BNP      06/20/18               (4,912
  758,000     EUR      931,716     USD    UBS      06/20/18               (12,759
  855,000     EUR      1,054,471     USD    HSBC      06/20/18               (17,916
  1,199,000     GBP      1,697,544     USD    BCLY      05/02/18               (46,738
  1,034,000     GBP      1,446,887     USD    BOA      06/07/18               (20,791
  4,774,000,000     IDR      345,017     USD    BCLY      06/20/18               (3,806
  11,750,000     JPY      111,228     USD    JPM      05/01/18               (3,739
  1,086,174,000     JPY      10,279,645     USD    SSG      05/02/18                   (342,655
  100,000,000     JPY      947,438     USD    JPM      05/14/18               (31,832
  11,700,000     JPY      107,161     USD    DEUT      06/07/18        140         
  1,020,112,000     JPY      9,367,248     USD    BCLY      06/07/18               (11,703
  1,412,000     MXN      76,506     USD    BCLY      05/02/18               (1,029
  1,412,000     MXN      74,309     USD    BCLY      06/07/18        734         
  259,000     MYR      66,374     USD    UBS      05/02/18               (367
  138,000     NOK      17,983     USD    MSC      05/02/18               (779
  138,000     NOK      17,335     USD    MSC      06/07/18               (110
  1,128,000     PEN      344,817     USD    BCLY      06/20/18        1,404         
  17,990,000     PHP      342,993     USD    DEUT      06/20/18        3,756         
  365,000     PLN      108,052     USD    JPM      05/02/18               (4,058
  365,000     PLN      105,747     USD    DEUT      06/07/18               (1,703
  1,180,000     PLN      347,965     USD    CBK      06/20/18               (11,505
  4,803,000     RUB      82,376     USD    GSC      06/20/18               (6,569
  1,374,000     SEK      168,120     USD    MSC      05/02/18               (11,184
  644,000     SEK      75,430     USD    MSC      06/07/18               (1,672
  56,000     SGD      42,819     USD    CBK      05/02/18               (585
  57,000     SGD      43,605     USD    CBK      05/02/18               (617
  56,000     SGD      42,247     USD    JPM      06/07/18        19         
  57,000     SGD      43,006     USD    JPM      06/07/18        15         
  1,042,389     USD      1,377,000     AUD    GSC      05/02/18        5,711         
  76,708     USD      100,000     AUD    BCLY      05/02/18        1,422         
  38,854     USD      50,000     AUD    CBK      05/02/18        1,211         
  1,413,818     USD      1,820,000     AUD    ANZ      06/20/18        43,425         
  472,552     USD      600,000     AUD    GSC      06/20/18        20,774         
  238,135     USD      777,000     BRL    DEUT      06/04/18        17,094         
  630,308     USD      809,000     CAD    BMO      05/02/18        196         
  38,803     USD      50,000     CAD    BCLY      05/02/18               (141
  96,484     USD      120,000     CAD    NAB      05/03/18        3,017         
  421,027     USD      535,000     CAD    NAB      05/09/18        4,268         
  487,549     USD      625,000     CAD    GSC      06/20/18        183         
  1,387,616     USD      1,810,000     CAD    BMO      06/20/18               (23,796
  237,824     USD      295,000     CAD    BOA      06/27/18        7,740         
  409,986     USD      515,000     CAD    ANZ      08/02/18        8,023         
  465,540     USD      590,000     CAD    SSG      08/20/18        4,874         
  157,234     USD      200,000     CAD    ANZ      08/20/18        1,076         
  423,201     USD      530,000     CAD    NAB      09/18/18        9,145         
  30,556     USD      30,000     CHF    MSC      05/02/18        277         
  54,009     USD      32,600,000     CLP    MSC      06/20/18        867         
  170,230     USD      1,083,000     CNH    GSC      06/20/18               (773
  345,399     USD      2,198,000     CNH    GSC      06/20/18               (1,659
  62,919     USD      375,000     DKK    GSC      05/02/18        2,130         
  61,637     USD      375,000     DKK    TDB      06/07/18        676         
  46,333     USD      285,000     DKK    HSBC      06/07/18        3         
  3,411,717     USD      2,794,000     EUR    TDB      05/02/18            37,213         
  3,401,136     USD      2,794,000     EUR    BOA      05/02/18        26,632         
  942,670     USD      760,000     EUR    HSBC      05/02/18        24,766         
  724,409     USD      593,000     EUR    CBK      05/02/18        8,202         
  243,930     USD      197,000     EUR    BCLY      05/02/18        6,000         
  153,539     USD      124,000     EUR    SCB      05/02/18        3,776         
  142,911     USD      116,000     EUR    MSC      05/02/18        2,810         
  122,749     USD      100,000     EUR    BCLY      05/02/18        1,973         

 

The accompanying notes are an integral part of these financial statements.

 

 

  170  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  

Amount and Description of

Currency to be Purchased

   Amount and Description of
Currency to be Sold
  

Counterparty

   Settlement
Date
     Appreciation      Depreciation  
  2,760,866     USD      2,287,000     EUR    HSBC      05/02/18      $      $     (1,299
  1,373,788     USD      1,115,000     EUR    ANZ      05/09/18        26,447         
  435,702     USD      350,000     EUR    SCB      05/11/18        12,704         
  19,466,634     USD      15,917,000     EUR    BCLY      05/31/18            201,339         
  151,400     USD      125,000     EUR    DEUT      06/07/18        19         
  847,317     USD      685,000     EUR    BNP      06/15/18        17,201         
  7,187,712     USD      5,795,000     EUR    DEUT      06/20/18        162,175         
  4,460,434     USD      3,589,000     EUR    BCLY      06/20/18        109,329         
  882,360     USD      710,000     EUR    SSG      06/20/18        21,595         
  303,061     USD      245,000     EUR    GSC      06/20/18        6,037         
  124,422     USD      100,000     EUR    BCLY      06/20/18        3,187         
  116,816     USD      94,000     EUR    SSG      06/20/18        2,855         
  192,685     USD      157,000     EUR    GSC      06/20/18        2,347         
  2,172,330     USD      1,745,000     EUR    ANZ      07/13/18        52,854         
  2,059,153     USD      1,655,000     EUR    ANZ      07/30/18        46,259         
  1,022,458     USD      820,000     EUR    GSC      07/31/18        25,133         
  1,037,366     USD      835,000     EUR    BCLY      07/31/18        21,798         
  832,021     USD      670,000     EUR    DEUT      08/01/18        17,064         
  1,444,705     USD      1,034,000     GBP    BOA      05/02/18        21,074         
  175,556     USD      125,000     GBP    CIBC      05/02/18        3,454         
  57,317     USD      40,000     GBP    RBC      05/02/18        2,244         
  305,454     USD      219,000     GBP    BNP      05/31/18        3,518         
  2,945,987     USD      2,100,000     GBP    CBK      06/20/18        47,696         
  886,673     USD      635,000     GBP    BOA      06/20/18        10,285         
  509,322     USD      355,000     GBP    NAB      09/10/18        17,416         
  109,845     USD      1,523,000,000     IDR    MSC      06/20/18        992         
  2,150,912     USD      230,000,000     JPY    NAB      05/01/18        46,863         
  108,367     USD      11,750,000     JPY    CBK      05/01/18        877         
  9,345,921     USD      1,020,112,000     JPY    BCLY      05/02/18        13,308         
  243,934     USD      25,962,000     JPY    CBK      05/02/18        6,417         
  141,303     USD      15,000,000     JPY    BCLY      05/02/18        4,073         
  110,990     USD      11,900,000     JPY    BCLY      05/02/18        2,122         
  61,747     USD      6,600,000     JPY    BCLY      05/02/18        1,366         
  61,597     USD      6,600,000     JPY    BOA      05/02/18        1,216         
  1,828,106     USD      195,000,000     JPY    JPM      05/14/18        42,675         
  919,687     USD      100,000,000     JPY    CBK      05/14/18        4,081         
  2,154,726     USD      230,000,000     JPY    ANZ      05/29/18        46,593         
  3,039,157     USD      321,400,000     JPY    ANZ      06/20/18        88,787         
  797,552     USD      84,300,000     JPY    GSC      06/20/18        23,699         
  2,160,158     USD      230,000,000     JPY    ANZ      07/02/18        46,981         
  2,987,683     USD      318,000,000     JPY    ANZ      07/09/18        64,523         
  3,821,549     USD      406,000,000     JPY    CBK      07/17/18        87,327         
  2,228,084     USD      237,850,000     JPY    MSC      07/23/18        39,497         
  2,114,840     USD      229,900,000     JPY    BCLY      07/30/18               (1,657
  422,497     USD      45,000,000     JPY    BOA      07/31/18        8,219         
  74,733     USD      1,412,000     MXN    BCLY      05/02/18               (744
  239,886     USD      4,545,000     MXN    RBC      06/20/18               (1,187
  66,427     USD      259,000     MYR    UBS      05/02/18        420         
  66,347     USD      259,000     MYR    UBS      06/07/18        419         
  17,315     USD      138,000     NOK    MSC      05/02/18        112         
  112,863     USD      365,000     PEN    MSC      06/20/18        833         
  108,260     USD      5,670,000     PHP    MSC      06/20/18               (1,027
  105,690     USD      365,000     PLN    DEUT      05/02/18        1,695         
  32,834     USD      115,000     PLN    CIBC      06/07/18        53         
  107,994     USD      370,000     PLN    CBK      06/20/18        2,494         
  172,272     USD      10,040,000     RUB    BOA      06/20/18        13,807         
  60,537     USD      3,473,000     RUB    HSBC      06/20/18        5,721         
  87,337     USD      730,000     SEK    CIBC      05/02/18        3,958         
  75,234     USD      644,000     SEK    MSC      05/02/18        1,677         
  42,973     USD      57,000     SGD    JPM      05/02/18               (15
  42,216     USD      56,000     SGD    JPM      05/02/18               (18
  30,375     USD      378,000     ZAR    BCLY      05/02/18        59         

 

The accompanying notes are an integral part of these financial statements.

 

 

  171  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  

Amount and Description of

Currency to be Purchased

   Amount and Description of
Currency to be Sold
  

Counterparty

   Settlement
Date
     Appreciation      Depreciation  
  450,321     USD      5,369,000     ZAR    BCLY      06/20/18      $ 22,502      $  
  378,000     ZAR      32,284     USD    CBK      05/02/18               (1,967
  378,000     ZAR      30,224     USD    BCLY      06/07/18               (56
  1,751,000     ZAR      144,248     USD    GSC      06/20/18               (4,722
               

 

 

    

 

 

 
 

Total

     $     1,688,460      $     (1,006,376
  

 

 

    

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

ANZ

   Australia and New Zealand Banking Group

BCLY

   Barclays

BMO

   Bank of Montreal

BNP

   BNP Paribas Securities Services

BOA

   Banc of America Securities LLC

CBA

   Commonwealth Bank of Australia

CBK

   Citibank NA

CIB

   Credit Agricole

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

NAB

   National Australia Bank Limited

RBC

   RBC Dominion Securities, Inc.

SCB

   Standard Chartered Bank

SSG

   State Street Global Markets LLC

TDB

   Toronto-Dominion Bank

UBS

   UBS AG
Currency Abbreviations:

ARS

   Argentine Peso

AUD

   Australian Dollar

BRL

   Brazilian Real

CAD

   Canadian Dollar

CHF

   Swiss Franc

CLP

   Chilean Peso

CNH

   Chinese Renminbi

COP

   Colombian Peso

DKK

   Danish Krone

EGP

   Egyptian Pound

EUR

   Euro

GBP

   British Pound

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

RUB

   Russian Ruble

SEK

   Swedish Krona

SGD

   Singapore Dollar

THB

   Thai Baht

TRY

   Turkish Lira

USD

   United States Dollar

ZAR

   South African Rand
Index Abbreviations:

ABX.HE

   Markit Asset Backed Security Home Equity

ABX.HE.PEN

   Markit Asset Backed Security Home Equity Penultimate

CDX.EM

   Credit Derivatives Emerging Markets

CDX.NA.HY

   Credit Derivatives North American High Yield

CDX.NA.IG

   Credit Derivatives North American Investment Grade

CMBX.NA

   Markit Commercial Mortgage Backed North American

ICE

   Intercontinental Exchange, Inc.

ITRAXX.XOV

   Markit iTraxx Index - Europe Crossover

PrimeX.ARM

   Markit PrimeX Adjustable Rate Mortgage Backed Security

iBoxx

   Markit i Boxx indices - Euro, Sterling, Asian, US Dollar and European high-yield bond markets
Other Abbreviations:

CJSC

   Closed Joint Stock Company

CLO

   Collateralized Loan Obligation

CMO

   Collateralized Mortgage Obligation

CMT

   Constant Maturity Treasury

DDCA

   Dollars on Deposit in Custody Account

EM

   Emerging Markets

EURIBOR

   Euro Interbank Offered Rate

FHLMC

   Federal Home Loan Mortgage Corp.

FNMA

   Federal National Mortgage Association

GNMA

   Government National Mortgage Association

JSC

   Joint Stock Company

LIBOR

   London Interbank Offered Rate

MTN

   Medium Term Note

OJSC

   Open Joint Stock Company

OTC

   Over-the-Counter

PAC

   Planned Amortization Class

PJSC

   Private Joint Stock Company

TBA

   To Be Announced
Municipal Abbreviations:

GO

   General Obligation
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  172  

 


The Hartford Strategic Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

     Total     Level 1(1)     Level 2(1)     Level 3(1)  

Assets

        

Asset & Commercial Mortgage Backed Securities

   $ 68,660,315     $     $ 68,660,315     $  

Corporate Bonds

     80,290,253             80,290,253        

Foreign Government Obligations

     95,351,688             95,351,688        

Municipal Bonds

     11,041,074             11,041,074        

Senior Floating Rate Interests

     119,566,105             119,566,105        

U.S. Government Agencies

     28,414,567             28,414,567        

U.S. Government Securities

     42,737,850             42,737,850        

Common Stocks

        

Consumer Services

     151,420       151,420              

Energy

     524,954             27,021       497,933  

Utilities

     1                   1  

Escrows

                        

Convertible Preferred Stocks

     514,150       514,150              

Short-Term Investments

     44,362,062       16,007,136       28,354,926        

Purchased Options

     481,837             481,837        

Foreign Currency Contracts(2)

     1,688,460             1,688,460        

Futures Contracts(2)

     902,841       902,841              

Swaps - Credit Default(2)

     1,536,715             1,536,491       224  

Swaps - Interest Rate(2)

     643,114             643,114        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     496,867,406     $     17,575,547     $     478,793,701     $     498,158  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (1,006,376   $     $ (1,006,376   $  

Futures Contracts(2)

     (1,692,702     (1,692,702            

Swaps - Credit Default(2)

     (1,101,006           (1,094,741     (6,265

Swaps - Total Return(2)

     (298,809           (298,809      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (4,098,893   $ (1,692,702   $ (2,399,926   $ (6,265
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

(2)  Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six-month period ended April 30, 2018 is not presented.

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

The accompanying notes are an integral part of these financial statements.

 

 

  173  

 


The Hartford Total Return Bond Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 33.7%  
            Asset-Backed - Automobile - 0.7%  
  $       1,840,000    

CarMax Auto Owner Trust
2.58%, 11/16/2020

  $ 1,839,788  
    1,179,717    

CIG Automobile Receivables Trust
2.71%, 05/15/2023(1)

    1,171,939  
    2,435,000    

Credit Acceptance Auto Loan Trust
2.65%, 06/15/2026(1)

    2,391,708  
    880,053    

First Investors Auto Owner Trust
2.39%, 11/16/2020(1)

    879,336  
    955,196    

Honor Automobile Trust Securitization
2.94%, 11/15/2019(1)

    955,298  
    4,357,763    

Skopos Auto Receivables Trust
3.19%, 09/15/2021(1)

    4,354,968  
    4,310,000    

Westlake Automobile Receivables Trust
3.28%, 12/15/2022(1)

    4,273,036  
     

 

 

 
    15,866,073  
     

 

 

 
            Asset-Backed - Finance & Insurance - 19.4%  
    1,540,000    

AIMCO CLO Ltd.
3 mo. USD LIBOR + 0.850%,
3.20%, 01/15/2028(1)(2)

    1,538,717  
    133,416    

Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates
5.82%, 11/25/2035(3)

    135,078  
    4,200,000    

AMMC CLO Ltd.
3 mo. USD LIBOR + 1.250%,
3.61%, 07/25/2029(1)(2)

    4,230,643  
    2,910,000    

Anchorage Capital CLO Ltd.
3 mo. USD LIBOR + 1.510%,
3.86%, 01/15/2029(1)(2)

    2,929,290  
    3,970,000    

Apex Credit CLO Ltd.
3 mo. USD LIBOR + 1.470%,
3.83%, 04/24/2029(1)(2)

    3,992,069  
   

Apidos CLO

 
    2,185,273    

3 mo. USD LIBOR + 0.980%,
3.34%, 01/19/2025(1)(2)

    2,185,950  
    1,445,000    

3 mo. USD LIBOR + 1.330%,
3.68%, 01/16/2027(1)(2)

    1,445,397  
    2,255,000    

Atlas Senior Loan Fund X Ltd.
3 mo. USD LIBOR + 1.090%,
3.44%, 01/15/2031(1)(2)

    2,255,728  
    6,225,000    

Atrium
3 mo. USD LIBOR + 0.830%,
3.19%, 04/22/2027(1)(2)

    6,224,670  
 

Avery Point CLO Ltd.

 

    4,375,000    

3 mo. USD LIBOR + 1.100%,
3.46%, 04/25/2026(1)(2)

    4,378,469  
    2,574,571    

3 mo. USD LIBOR + 1.120%,
3.48%, 01/18/2025(1)(2)

    2,575,284  
   

Babson CLO Ltd.

 
    1,030,000    

3 mo. USD LIBOR + 1.150%,
3.51%, 07/20/2025(1)(2)

    1,029,925  
    3,281,000    

3 mo. USD LIBOR + 1.320%,
3.67%, 01/15/2026(1)(2)

    3,284,901  
   

Bayview Koitere Fund Trust

 
    7,109,203    

3.50%, 07/28/2057(1)(4)

    7,111,176  
    4,106,731    

3.62%, 03/28/2033(1)(3)

    4,094,774  
    4,666,152    

Bayview Mortgage Fund Trust
3.50%, 01/28/2058(1)(4)

    4,666,884  
    3,273,776    

Bayview Opportunity Master Fund IVa Trust
3.67%, 03/28/2033(1)(3)

    3,268,684  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED
SECURITIES - 33.7% - (continued)
 
            Asset-Backed - Finance & Insurance - 19.4% - (continued)  
   

Bayview Opportunity Master Fund Trust

 
  $       3,692,114    

2.98%, 10/28/2032(1)(3)

  $ 3,671,155  
    541,064    

3.11%, 09/28/2032(1)(3)

    538,456  
    4,073,742    

3.35%, 11/28/2032(1)(3)

    4,054,424  
    2,967,773    

3.50%, 01/28/2055(1)(4)

    2,973,207  
    3,531,018    

3.50%, 06/28/2057(1)(4)

    3,545,471  
    7,235,701    

3.50%, 10/28/2057(1)(4)

    7,230,830  
    3,525,129    

3.60%, 02/25/2033(1)(3)

    3,527,542  
    2,549,380    

4.00%, 11/28/2053(1)(4)

    2,584,211  
    4,944,925    

4.00%, 10/28/2064(1)(4)

    5,000,943  
    765,000    

Benefit Street Partners CLO VI Ltd.
3 mo. USD LIBOR + 0.800%,
3.16%, 10/18/2029(1)(2)

    764,611  
   

BlueMountain CLO Ltd.

 
    3,353,000    

3 mo. USD LIBOR + 0.930%,
3.29%, 07/20/2026(1)(2)

    3,354,080  
    5,601,655    

3 mo. USD LIBOR + 1.010%,
3.36%, 04/15/2025(1)(2)

    5,610,410  
    6,799,000    

3 mo. USD LIBOR + 1.180%,
3.54%, 10/22/2030(1)(2)

    6,847,960  
    4,223,580    

3 mo. USD LIBOR + 1.260%,
3.62%, 04/30/2026(1)(2)

    4,221,848  
    416,250    

Cal Funding Ltd.
3.47%, 10/25/2027(1)

    412,527  
   

Carlyle Global Market Strategies CLO Ltd.

 
    6,485,000    

2.72%, 01/15/2031(1)(4)

    6,484,929  
    4,860,000    

3 mo. USD LIBOR + 1.100%,
3.45%, 10/15/2030(1)(2)

    4,873,506  
    4,630,000    

3 mo. USD LIBOR + 1.470%,
3.84%, 04/27/2027(1)(2)

    4,627,815  
    2,815,000    

3 mo. USD LIBOR + 1.900%,
4.26%, 10/20/2029(1)(2)

    2,818,156  
    4,030,000    

CBAM Ltd.
3 mo. USD LIBOR + 1.230%,
3.58%, 10/17/2029(1)(2)

    4,054,897  
   

Cent CLO Ltd.

 
    3,839,630    

3 mo. USD LIBOR + 1.100%,
3.46%, 01/25/2026(1)(2)

    3,842,587  
    2,830,000    

3 mo. USD LIBOR + 1.210%,
3.58%, 07/27/2026(1)(2)

    2,829,578  
   

CIFC Funding Ltd.

 

    4,175,000    

3 mo. USD LIBOR + 1.200%,
3.14%, 05/24/2026(1)(2)

    4,173,814  
    573,242    

3 mo. USD LIBOR + 0.850%,
3.20%, 07/16/2030(1)(2)

    573,208  
    2,255,000    

3.47%, 01/22/2031(1)(4)

    2,262,254  
    6,175,000    

3 mo. USD LIBOR + 1.500%,
3.86%, 07/22/2026(1)(2)

    6,172,962  
    726,912    

Conn’s Receivables Funding LLC
2.73%, 07/15/2020(1)

    726,528  
    1,910,000    

Covenant Credit Partners CLO Ltd.
3 mo. USD LIBOR + 1.850%,
4.20%, 10/15/2029(1)(2)

    1,920,324  
    3,295,000    

Domino’s Pizza Master Issuer LLC
4.12%, 07/25/2048(1)

    3,295,000  
   

Dryden Senior Loan Fund

 
    4,398,000    

3 mo. USD LIBOR + 0.820%,
2.66%, 11/15/2028(1)(2)

    4,390,796  
    5,350,000    

3 mo. USD LIBOR + 1.210%,
3.57%, 07/18/2030(1)(2)

    5,363,926  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  174  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED
SECURITIES - 33.7% - (continued)
 
            Asset-Backed - Finance & Insurance - 19.4% - (continued)  
  $       3,970,000    

3 mo. USD LIBOR + 1.430%,
3.78%, 07/15/2027(1)(2)

  $ 3,972,735  
    4,796,000    

3 mo. USD LIBOR + 1.430%,
3.78%, 10/15/2028(1)(2)

    4,813,179  
   

First Franklin Mortgage Loan Trust

 
    2,250,478    

1 mo. USD LIBOR + 0.240%,
2.14%, 04/25/2036(2)

    1,969,721  
    1,065,000    

1 mo. USD LIBOR + 0.310%,
2.21%, 09/25/2036(2)

    948,168  
    3,435,000    

Flatiron CLO Ltd.
3 mo. USD LIBOR + 1.250%,
3.09%, 05/15/2030(1)(2)

    3,449,159  
    326,696    

GreatAmerica Leasing Receivables Funding LLC
1.72%, 04/22/2019(1)

    326,043  
    1,345,000    

Highbridge Loan Management Ltd.
3 mo. USD LIBOR + 1.000%,
2.85%, 02/05/2031(1)(2)

    1,346,051  
   

KKR CLO Ltd.

 
    5,530,000    

3 mo. USD LIBOR + 1.340%,
3.69%, 04/15/2029(1)(2)

    5,563,385  
    4,210,000    

3 mo. USD LIBOR + 1.560%,
3.92%, 10/18/2028(1)(2)

    4,227,615  
   

Lendmark Funding Trust

 
    2,875,000    

2.83%, 12/22/2025(1)

    2,853,135  
    3,575,000    

3.26%, 04/21/2025(1)

    3,580,972  
   

Madison Park Funding Ltd.

 
    4,825,000    

3 mo. USD LIBOR + 1.160%,
3.52%, 07/23/2029(1)(2)

    4,826,448  
    3,125,000    

3 mo. USD LIBOR + 1.190%,
3.55%, 10/21/2030(1)(2)

    3,138,781  
    4,525,000    

3 mo. USD LIBOR + 1.260%,
3.62%, 07/20/2026(1)(2)

    4,527,435  
   

Magnetite CLO Ltd.

 
    2,585,000    

3 mo. USD LIBOR + 1.300%,
3.65%, 04/15/2026(1)(2)

    2,585,000  
    3,165,000    

3 mo. USD LIBOR + 1.330%,
3.68%, 04/15/2027(1)(2)

    3,170,472  
   

Magnetite Ltd.

 
    6,481,000    

3 mo. USD LIBOR + 1.400%,
3.24%, 11/15/2028(1)(2)

    6,501,195  
    6,210,000    

3 mo. USD LIBOR + 1.000%,
3.36%, 07/25/2026(1)(2)

    6,206,864  
    3,070,000    

3 mo. USD LIBOR + 1.500%,
3.86%, 07/25/2026(1)(2)

    3,069,398  
    2,370,000    

Magnetite VIII Ltd.
3.32%, 04/15/2031(1)(4)(5)

    2,370,000  
    1,960,366    

Marlette Funding Trust
2.36%, 12/15/2024(1)

    1,953,083  
    5,401,801    

MFRA Trust
3.35%, 11/25/2047(1)(3)

    5,360,305  
   

Nationstar HECM Loan Trust

 
    663,572    

1.97%, 05/25/2027(1)

    659,113  
    1,349,941    

2.04%, 09/25/2027(1)(4)

    1,344,009  
    490,000    

2.94%, 05/25/2027(1)

    486,188  
   

NRZ Advance Receivables Trust

 
    4,895,000    

3.11%, 12/15/2050(1)

    4,873,202  
    4,425,000    

3.21%, 02/15/2051(1)

    4,388,484  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED
SECURITIES - 33.7% - (continued)
 
            Asset-Backed - Finance & Insurance - 19.4% - (continued)  
   

NRZ Excess Spread-Collateralized Notes

 
  $       5,257,026    

3.19%, 01/25/2023(1)

  $ 5,224,359  
    3,238,116    

3.27%, 02/25/2023(1)

    3,222,252  
    2,005,137    

Oak Hill Advisors Residential Loan Trust
3.00%, 06/25/2057(1)(3)

    1,978,392  
    1,395,000    

Oak Hill Credit Partners Ltd.
3 mo. USD LIBOR + 1.130%,
3.49%, 07/20/2026(1)(2)

    1,395,569  
    6,265,000    

Oaktree EIF Ltd.
3 mo. USD LIBOR + 1.150%,
2.99%, 11/15/2025(1)(2)

    6,263,302  
   

OCP CLO Ltd.

 
    4,015,000    

3 mo. USD LIBOR + 0.850%,
3.20%, 04/17/2027(1)(2)

    4,012,956  
    6,080,000    

3 mo. USD LIBOR + 1.400%,
3.30%, 11/22/2025(1)(2)

    6,095,705  
   

Octagon Investment Partners Ltd.

 
    1,126,445    

3 mo. USD LIBOR + 1.120%,
3.47%, 07/17/2025(1)(2)

    1,127,101  
    3,020,000    

3 mo. USD LIBOR + 1.320%,
3.68%, 03/17/2030(1)(2)

    3,034,886  
    3,485,064    

OHA Credit Partners Ltd.
3 mo. USD LIBOR + 1.120%,
3.48%, 04/20/2025(1)(2)

    3,488,389  
   

OneMain Financial Issuance Trust

 
    7,054,000    

2.37%, 09/14/2032(1)

    6,921,209  
    6,393,689    

4.10%, 03/20/2028(1)

    6,433,712  
    265,625    

OZLM Funding Ltd.
3 mo. USD LIBOR + 0.900%,
3.26%, 07/22/2029(1)(2)

    265,610  
    4,470,000    

OZLM Ltd.
3 mo. USD LIBOR + 1.450%,
3.81%, 04/30/2027(1)(2)

    4,476,432  
   

Pretium Mortgage Credit Partners LLC

 
    850,338    

3.33%, 12/30/2032(1)(4)

    846,903  
    1,303,670    

3.38%, 01/27/2033(1)(3)

    1,297,705  
    2,014,849    

Prosper Marketplace Issuance Trust
2.36%, 11/15/2023(1)

    2,005,961  
    2,710,000    

SBA Tower Trust
2.90%, 10/15/2044(1)(3)

    2,710,451  
    3,320,000    

Seneca Park CLO Ltd.
3 mo. USD LIBOR + 1.120%,
3.47%, 07/17/2026(1)(2)

    3,327,822  
    3,420,000    

Shackleton CLO
3 mo. USD LIBOR + 1.160%,
3.51%, 07/17/2026(1)(2)

    3,422,637  
   

SoFi Consumer Loan Program LLC

 
    1,718,981    

2.50%, 05/26/2026(1)

    1,694,993  
    862,151    

2.77%, 05/25/2026(1)

    855,597  
    1,870,804    

3.05%, 12/26/2025(1)

    1,865,611  
    1,630,370    

3.09%, 10/27/2025(1)

    1,628,466  
    1,437,202    

3.28%, 01/26/2026(1)

    1,437,166  
   

Sound Point CLO Ltd.

 
    6,690,000    

3.35%, 04/15/2031(1)(4)(5)

    6,690,000  
    3,000,000    

3.65%, 04/18/2031(1)(4)

    3,000,000  
    2,100,000    

3 mo. USD LIBOR + 1.390%,
3.75%, 01/23/2029(1)(2)

    2,108,904  
   

Springleaf Funding Trust

 
    7,215,000    

2.68%, 07/15/2030(1)

    7,082,125  
    3,940,000    

2.90%, 11/15/2029(1)

    3,916,916  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  175  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED
SECURITIES - 33.7% - (continued)
 
            Asset-Backed - Finance & Insurance - 19.4% - (continued)  
  $       4,175,000    

SPS Servicer Advance Receivables Trust
2.75%, 11/15/2049(1)

  $ 4,186,699  
    6,675,000    

STRU BA 9875 AB
3.00%, 02/01/2048(5)

    6,424,688  
    4,090,000    

Symphony CLO L.P.
1 mo. USD LIBOR + 1.750%,
3.65%, 01/09/2023(1)(2)

    4,089,288  
 

Symphony CLO Ltd.

 

    1,898,000    

3 mo. USD LIBOR + 1.180%,
3.53%, 10/17/2026(1)(2)

    1,899,742  
    3,950,000    

3 mo. USD LIBOR + 1.280%,
3.63%, 07/14/2026(1)(2)

    3,952,891  
    2,740,000    

Thacher Park CLO Ltd.
3 mo. USD LIBOR + 1.160%,
3.52%, 10/20/2026(1)(2)

    2,742,554  
   

Towd Point Mortgage Trust

 
    7,674,378    

2.75%, 10/25/2056(1)(4)

    7,558,402  
    2,193,590    

2.75%, 04/25/2057(1)(4)

    2,161,639  
    5,728,405    

2.75%, 06/25/2057(1)(4)

    5,623,230  
    4,083,967    

2.75%, 07/25/2057(1)(4)

    4,021,730  
    4,335,000    

Treman Park CLO Ltd.
3 mo. USD LIBOR + 1.370%,
3.73%, 04/20/2027(1)(2)

    4,337,800  
    3,312,998    

U.S. Residential Opportunity Fund Trust
3.35%, 11/27/2037(1)(3)

    3,298,035  
    2,355,000    

Venture CLO Ltd.
3 mo. USD LIBOR + 1.300%,
3.66%, 07/20/2030(1)(2)

    2,365,185  
    6,295,000    

Vibrant CLO VI Ltd.
3 mo. USD LIBOR + 1.240%,
3.44%, 06/20/2029(1)(2)

    6,319,349  
    6,596,214    

VOLT LLC
3.38%, 10/25/2047(1)(3)

    6,570,427  
    1,532,387    

VOLT LX LLC
3.25%, 06/25/2047(1)(3)

    1,523,659  
    1,369,173    

VOLT LXII LLC
3.13%, 09/25/2047(1)(3)

    1,354,608  
    2,442,549    

VOLT LXIII LLC
3.00%, 10/25/2047(1)(3)

    2,423,570  
   

Voya CLO Ltd.

 
    4,220,000    

3 mo. USD LIBOR + 0.900%,
3.26%, 01/18/2029(1)(2)

    4,216,346  
    2,085,000    

3.35%, 04/18/2031(1)(4)

    2,085,000  
    2,030,000    

3 mo. USD LIBOR + 1.130%,
3.48%, 10/15/2030(1)(2)

    2,034,184  
    1,500,000    

3 mo. USD LIBOR + 1.250%,
3.60%, 04/17/2030(1)(2)

    1,503,521  
    1,505,000    

3 mo. USD LIBOR + 1.250%,
3.61%, 01/18/2029(1)(2)

    1,491,288  
    1,975,050    

Wendys Funding LLC
3.88%, 03/15/2048(1)

    1,935,411  
    4,650,000    

York CLO Ltd.
3 mo. USD LIBOR + 1.630%,
2.73%, 01/20/2030(1)(2)

    4,724,777  
    5,625,000    

Zais CLO Ltd.
3 mo. USD LIBOR + 1.530%,
3.88%, 10/15/2028(1)(2)

    5,638,281  
     

 

 

 
    448,919,169  
     

 

 

 
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED
SECURITIES - 33.7% - (continued)
 
            Asset-Backed - Home Equity - 1.7%  
   

GSAA Home Equity Trust

 
  $       27,358    

1 mo. USD LIBOR + 0.070%,
1.97%, 12/25/2046(2)

  $ 15,463  
    3,413,769    

1 mo. USD LIBOR + 0.080%,
1.98%, 02/25/2037(2)

    1,814,605  
    1,044,523    

1 mo. USD LIBOR + 0.090%,
1.99%, 12/25/2036(2)

    519,006  
    1,827,790    

1 mo. USD LIBOR + 0.100%,
2.00%, 03/25/2037(2)

    930,308  
    1,570,418    

1 mo. USD LIBOR + 0.180%,
2.08%, 11/25/2036(2)

    792,645  
    1,502,425    

5.99%, 06/25/2036(4)

    742,011  
    97,233    

Morgan Stanley Asset-Backed Securities Capital, Inc. Trust
1 mo. USD LIBOR + 0.150%,
2.05%, 06/25/2036(2)

    83,940  
    1,396,499    

Morgan Stanley Mortgage Loan Trust
1 mo. USD LIBOR + 0.170%,
2.07%, 11/25/2036(2)

    639,422  
   

New Residential Mortgage Loan Trust

 
    6,264,995    

1 mo. USD LIBOR + 1.500%,
3.40%, 06/25/2057(1)(2)

    6,446,573  
    7,754,712    

4.00%, 02/25/2057(1)(4)

    7,841,422  
    6,966,752    

4.00%, 08/27/2057(1)(4)

    7,015,551  
    3,081,990    

4.00%, 12/25/2057(1)(4)

    3,127,333  
    5,080,000    

NRZ Advance Receivables Trust
2.58%, 10/15/2049(1)

    5,021,420  
    489,785    

Renaissance Home Equity Loan Trust
5.91%, 04/25/2037(3)

    255,119  
 

Soundview Home Loan Trust

 

    3,391,019    

1 mo. USD LIBOR + 0.180%,
2.08%, 07/25/2037(2)

    2,939,700  
    830,000    

1 mo. USD LIBOR + 0.240%,
2.14%, 07/25/2036(2)

    729,480  
    1,110,000    

1 mo. USD LIBOR + 0.250%,
2.15%, 11/25/2036(2)

    996,758  
     

 

 

 
    39,910,756  
     

 

 

 
            Collateralized - Mortgage Obligations - 0.2%  
    1,881,542    

COLT Mortgage Loan Trust
2.61%, 05/27/2047(1)(4)

    1,859,545  
    3,919,198    

Consumer Loan Underlying Bond Credit Trust
2.61%, 01/15/2024(1)

    3,904,873  
     

 

 

 
    5,764,418  
     

 

 

 
            Commercial Mortgage-Backed Securities - 5.5%  
   

Banc of America Commercial Mortgage Trust

 
    37,333,768    

0.89%, 11/15/2050(4)(6)

    2,120,159  
    4,511,767    

0.97%, 11/15/2054(4)(6)

    272,843  
   

BBCMS Mortgage Trust

 
    23,842,198    

1.69%, 02/15/2050(4)(6)

    2,350,435  
    7,661,000    

1 mo. USD LIBOR + 0.850%,
2.75%, 08/15/2036(1)(2)

    7,684,692  
    4,207,000    

3.67%, 02/15/2050

    4,192,265  
    11,674,978    

Benchmark Mortgage Trust
0.67%, 01/15/2051(4)(6)

    468,393  
 

CFCRE Commercial Mortgage Trust

 

    1,060,000    

3.57%, 06/15/2050

    1,043,118  
    1,395,000    

3.84%, 12/10/2054

    1,405,775  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  176  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED
SECURITIES - 33.7% - (continued)
 
            Commercial Mortgage-Backed Securities - 5.5% - (continued)  
   

Citigroup Commercial Mortgage Trust

 
  $       22,522,265    

1.19%, 07/10/2047(4)(6)

  $ 1,111,429  
    15,799,807    

1.25%, 04/10/2048(4)(6)

    853,197  
    687,000    

2.77%, 12/10/2045

    669,279  
    2,992,242    

2.94%, 10/10/2049

    2,837,072  
    570,000    

3.33%, 06/10/2046

    568,003  
    825,000    

3.62%, 02/10/2049

    821,293  
    1,045,000    

3.76%, 06/10/2048

    1,054,324  
    795,000    

3.82%, 11/10/2048

    804,094  
    415,000    

4.56%, 03/10/2047(1)(4)

    312,647  
   

Commercial Mortgage Pass-Through Certificates

 
    14,275,634    

0.92%, 02/10/2047(4)(6)

    361,224  
    360,000    

4.24%, 02/10/2047(4)

    373,626  
    1,825,000    

Commercial Mortgage Pass-Through Trust
4.75%, 10/15/2045(1)(4)

    1,187,728  
   

Commercial Mortgage Trust

 
    4,358,322    

1.03%, 08/10/2046(4)(6)

    119,929  
    2,793,440    

2.04%, 07/10/2046(1)(4)(6)

    92,949  
    380,000    

2.54%, 12/10/2045

    367,601  
    945,249    

2.85%, 10/15/2045

    922,905  
    745,000    

2.94%, 01/10/2046

    731,216  
    735,000    

3.10%, 03/10/2046

    725,840  
    1,025,000    

3.21%, 03/10/2046

    1,014,876  
    1,270,000    

3.35%, 02/10/2048

    1,248,058  
    3,050,000    

3.42%, 03/10/2031(1)

    3,078,632  
    905,000    

3.61%, 06/10/2046(4)

    912,323  
    455,000    

3.62%, 07/10/2050

    455,331  
    1,425,000    

3.69%, 08/10/2047

    1,437,924  
    1,690,000    

3.77%, 02/10/2049

    1,696,913  
    900,000    

3.80%, 08/10/2047

    912,837  
    1,350,000    

3.83%, 07/15/2047

    1,370,590  
    740,000    

3.90%, 07/10/2050

    752,028  
    1,095,125    

3.96%, 03/10/2047

    1,120,921  
    860,000    

4.02%, 07/10/2045

    882,019  
    420,000    

4.07%, 02/10/2047(4)

    432,512  
    390,000    

4.21%, 08/10/2046

    403,960  
    660,000    

4.21%, 08/10/2046(4)

    684,232  
    595,000    

4.38%, 07/10/2045(4)

    618,443  
    805,000    

4.73%, 10/15/2045(1)(4)

    135,892  
    513,258    

Credit Suisse First Boston Mortgage Securities Corp.
4.88%, 04/15/2037

    509,046  
   

CSAIL Commercial Mortgage Trust

 
    42,926,015    

0.97%, 06/15/2057(4)(6)

    1,811,486  
    1,491,865    

1.08%, 04/15/2050(4)(6)

    67,432  
    5,858,181    

1.19%, 11/15/2048(4)(6)

    305,154  
    10,367,527    

1.96%, 01/15/2049(4)(6)

    1,024,674  
    490,022    

3.45%, 08/15/2048

    484,842  
    670,000    

3.50%, 11/15/2049

    657,284  
    430,000    

3.54%, 11/15/2048

    426,709  
    2,637,000    

3.72%, 08/15/2048

    2,647,125  
    74,000    

3.76%, 11/15/2048

    74,322  
    1,765,000    

3.81%, 11/15/2048

    1,778,497  
    3,281,307    

DBUBS Mortgage Trust
0.91%, 11/10/2046(1)(4)(6)

    45,314  
    1,655,532    

Four Times Square Trust Commercial Mortgage Pass-Through Certificates
5.40%, 12/13/2028(1)

    1,739,428  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED
SECURITIES - 33.7% - (continued)
 
            Commercial Mortgage-Backed Securities - 5.5% - (continued)  
   

FREMF Mortgage Trust

 
  $       2,495,000    

3.07%, 10/25/2047(1)(4)

  $ 2,480,205  
    975,000    

3.76%, 11/25/2050(1)(4)

    944,034  
    910,000    

3.80%, 11/25/2049(1)(4)

    886,382  
    1,320,000    

3.88%, 11/25/2050(1)(4)

    1,259,841  
    1,235,000    

4.08%, 09/25/2049(1)(4)

    1,221,618  
    600,000    

4.12%, 03/25/2027(1)(4)

    585,235  
    1,999,000    

4.17%, 07/25/2027(1)(4)

    1,994,270  
    2,255,000    

4.21%, 05/25/2027(1)(4)

    2,213,440  
    2,710,000    

5.44%, 09/25/2043(1)(4)

    2,822,448  
    282,402    

GE Business Loan Trust
1 mo. USD LIBOR + 1.000%,
2.90%, 05/15/2034(1)(2)

    263,642  
   

GS Mortgage Securities Corp.

 
    2,010,000    

2.95%, 11/05/2034(1)

    1,950,194  
    935,000    

3.38%, 05/10/2050

    921,536  
   

GS Mortgage Securities Trust

 
    23,938,316    

0.14%, 07/10/2046(4)(6)

    104,072  
    3,215,535    

1.52%, 08/10/2044(1)(4)(6)

    111,522  
    890,000    

3.63%, 11/10/2047

    892,909  
    695,000    

3.67%, 04/10/2047(1)

    263,391  
    1,195,000    

3.67%, 03/10/2050

    1,192,302  
    825,000    

4.07%, 01/10/2047

    848,499  
    1,310,000    

5.02%, 04/10/2047(1)(4)

    869,642  
   

JP Morgan Chase Commercial Mortgage Securities Trust

 
    1,325,000    

2.73%, 10/15/2045(1)(4)

    603,736  
    991,343    

2.84%, 12/15/2047

    968,528  
    730,000    

4.52%, 12/15/2047(1)(4)

    578,044  
    970,000    

5.59%, 08/15/2046(1)(4)

    949,909  
   

JPMBB Commercial Mortgage Securities Trust

 
    14,935,562    

0.97%, 09/15/2047(4)(6)

    413,965  
    5,003,436    

1.06%, 05/15/2048(4)(6)

    160,204  
    1,455,000    

3.36%, 07/15/2045

    1,458,274  
    520,061    

3.61%, 05/15/2048

    519,287  
    2,418    

LB-UBS Commercial Mortgage Trust
6.32%, 04/15/2041(4)

    2,452  
    11,560    

Lehman Brothers Small Balance Commercial Mortgage Trust
4.59%, 09/25/2030(1)(4)

    11,642  
   

Morgan Stanley Bank of America Merrill Lynch Trust

 
    4,315,386    

1.25%, 10/15/2048(4)(6)

    254,369  
    9,438,059    

1.27%, 12/15/2047(4)(6)

    413,805  
    700,000    

2.92%, 02/15/2046

    685,220  
    1,465,000    

3.13%, 12/15/2048

    1,447,225  
    880,000    

3.18%, 08/15/2045

    872,871  
    730,173    

4.26%, 10/15/2046(4)

    756,388  
   

Morgan Stanley Capital Trust

 
    15,186,520    

0.57%, 09/15/2047(1)(4)(6)

    118,317  
    7,222,915    

1.62%, 06/15/2050(4)(6)

    647,617  
    495,000    

2.78%, 08/15/2049

    462,830  
    500,000    

3.34%, 12/15/2049

    487,399  
    2,605,000    

3.47%, 08/11/2033(1)

    2,603,940  
    1,160,000    

3.60%, 12/15/2049

    1,150,387  
    425,000    

5.31%, 10/12/2052(1)(4)

    35,967  
    885,000    

5.33%, 07/15/2049(1)(4)

    756,987  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  177  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED
SECURITIES - 33.7% - (continued)
 
            Commercial Mortgage-Backed Securities - 5.5% - (continued)  
  $       705,000    

SFAVE Commercial Mortgage Securities Trust
3.87%, 01/05/2043(1)(4)

  $ 662,891  
   

UBS Commercial Mortgage Trust

 
    5,925,813    

1.30%, 08/15/2050(4)(6)

    453,449  
    935,000    

3.43%, 08/15/2050

    911,727  
   

UBS-Barclays Commercial Mortgage Trust

 
    920,000    

2.85%, 12/10/2045

    899,571  
    2,215,000    

3.09%, 08/10/2049

    2,198,424  
    910,000    

3.19%, 03/10/2046

    901,940  
    1,005,120    

3.24%, 04/10/2046

    997,624  
   

Wells Fargo Commercial Mortgage Trust

 
    12,763,198    

1.31%, 05/15/2048(4)(6)

    681,930  
    914,294    

2.92%, 10/15/2045

    898,708  
    380,000    

2.92%, 11/15/2049

    358,733  
    295,000    

2.94%, 10/15/2049

    278,846  
    10,000    

3.17%, 02/15/2048

    9,718  
    645,000    

3.29%, 05/15/2048

    631,988  
    810,000    

3.41%, 12/15/2047

    799,725  
    605,000    

3.41%, 09/15/2058

    596,804  
    690,000    

3.45%, 07/15/2050

    674,506  
    625,000    

3.56%, 01/15/2059

    619,999  
    1,040,000    

3.62%, 09/15/2057

    1,036,585  
    373,000    

3.64%, 03/15/2050

    370,294  
    1,095,000    

3.79%, 09/15/2048

    1,103,354  
    255,000    

4.24%, 05/15/2048(4)

    220,412  
   

WF-RBS Commercial Mortgage Trust

 
    2,164,310    

1.46%, 03/15/2047(4)(6)

    100,070  
    914,823    

2.87%, 11/15/2045

    896,926  
    1,170,000    

2.88%, 12/15/2045

    1,147,518  
    1,545,000    

3.02%, 11/15/2047(1)

    897,143  
    740,000    

3.07%, 03/15/2045

    730,280  
    350,000    

3.35%, 05/15/2045

    343,901  
    925,000    

3.61%, 11/15/2047

    925,878  
    740,000    

3.72%, 05/15/2047

    744,905  
    660,281    

4.00%, 05/15/2047

    672,895  
    225,000    

4.05%, 03/15/2047

    231,221  
    745,125    

4.10%, 03/15/2047

    767,885  
    345,000    

5.00%, 06/15/2044(1)(4)

    254,285  
    770,000    

5.77%, 04/15/2045(1)(4)

    748,111  
   

WFRBS Commercial Mortgage Trust

 
    1,490,000    

3.00%, 08/15/2045

    1,472,827  
    1,070,000    

4.15%, 08/15/2046(4)

    1,106,159  
     

 

 

 
    126,712,617  
     

 

 

 
      Whole Loan Collateral CMO - 6.2%  
    255,016    

Adjustable Rate Mortgage Trust
1 mo. USD LIBOR + 0.540%,
2.44%, 11/25/2035(2)

    253,117  
 

Alternative Loan Trust

 

    2,034,592    

1 mo. USD LIBOR + 0.270%,
2.17%, 01/25/2036(2)

    1,953,165  
    559,341    

1 mo. USD LIBOR + 0.320%,
2.22%, 11/25/2035(2)

    504,402  
    1,413,204    

12 mo. USD MTA + 1.350%,
2.73%, 08/25/2035(2)

    1,238,759  
    376,231    

5.75%, 05/25/2036

    285,848  
    271,993    

6.00%, 05/25/2036

    224,798  
    187,321    

6.00%, 12/25/2036

    132,028  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED
SECURITIES - 33.7% - (continued)
 
      Whole Loan Collateral CMO - 6.2% - (continued)  
 

Angel Oak Mortgage Trust LLC

 

  $       2,455,126    

2.48%, 07/25/2047(1)(4)

  $ 2,405,791  
    2,168,973    

2.71%, 11/25/2047(1)(4)

    2,153,657  
    660,366    

2.81%, 01/25/2047(1)(4)

    648,286  
 

Banc of America Funding Trust

 

    740,827    

1 mo. USD LIBOR + 0.300%,
2.20%, 05/20/2047(2)

    686,934  
    2,205,825    

5.77%, 05/25/2037(4)

    2,193,705  
    82,468    

5.85%, 01/25/2037(3)

    75,718  
 

Bear Stearns Adjustable Rate Mortgage Trust

 

    771,618    

1 year USD CMT + 2.300%,
3.52%, 10/25/2035(2)

    787,870  
    426,518    

3.64%, 02/25/2036(4)

    402,985  
    2,284,066    

Bear Stearns Alt-A Trust
1 mo. USD LIBOR + 0.500%,
2.40%, 01/25/2036(2)

    2,391,280  
    695,167    

Bear Stearns Mortgage Funding Trust
1 mo. USD LIBOR + 0.180%,
2.08%, 10/25/2036(2)

    647,853  
    632,932    

Chase Mortgage Finance Trust
3.48%, 12/25/2035(4)

    621,278  
 

CHL Mortgage Pass-Through Trust

 

    681,318    

1 mo. USD LIBOR + 0.680%,
2.58%, 03/25/2035(2)

    628,761  
    862,464    

3.31%, 11/20/2035(4)

    783,958  
    343,264    

3.46%, 06/20/2035(4)

    344,954  
    1,377,110    

3.48%, 09/25/2047(4)

    1,287,991  
    588,031    

3.80%, 04/20/2036(4)

    465,191  
    6,724,285    

CIM Trust
3.00%, 04/25/2057(1)(4)

    6,651,545  
 

COLT Mortgage Loan Trust

 

    5,282,488    

2.42%, 10/25/2047(1)(4)

    5,289,992  
    3,082,219    

2.93%, 02/25/2048(1)(4)

    3,081,999  
    1,057,259    

Credit Suisse First Boston Mortgage Securities Corp.
5.50%, 06/25/2035

    1,035,263  
    2,422,452    

CSMC Trust
3.25%, 04/25/2047(1)(4)

    2,374,003  
 

Deephaven Residential Mortgage Trust

 

    1,761,335    

2.45%, 06/25/2047(1)(4)

    1,716,885  
    2,436,209    

2.58%, 10/25/2047(1)(4)

    2,409,696  
    1,094,602    

2.73%, 12/26/2046(1)(4)

    1,075,510  
    186,733    

DSLA Mortgage Loan Trust
1 mo. USD LIBOR + 0.360%,
2.26%, 01/19/2045(2)

    175,413  
 

Fannie Mae Connecticut Avenue Securities

 

    1,620,000    

1 mo. USD LIBOR + 3.550%,
5.45%, 07/25/2029(2)

    1,771,331  
    3,190,143    

1 mo. USD LIBOR + 4.350%,
6.25%, 05/25/2029(2)

    3,562,274  
    1,327,712    

1 mo. USD LIBOR + 4.900%,
6.80%, 11/25/2024(2)

    1,521,637  
    758,842    

1 mo. USD LIBOR + 5.700%,
7.60%, 04/25/2028(2)

    883,098  
    593,000    

1 mo. USD LIBOR + 6.000%,
7.90%, 09/25/2028(2)

    709,770  
    2,353,226    

Galton Funding Mortgage Trust
3.50%, 11/25/2057(1)(4)

    2,349,004  
 

GMACM Mortgage Loan Trust

 

    552,207    

3.71%, 09/19/2035(4)

    539,862  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  178  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED
SECURITIES - 33.7% - (continued)
 
      Whole Loan Collateral CMO - 6.2% - (continued)  
  $       105,849    

3.88%, 04/19/2036(4)

  $ 99,624  
 

GSR Mortgage Loan Trust

 

    2,830,483    

1 mo. USD LIBOR + 0.300%,
2.20%, 01/25/2037(2)

    1,663,308  
    189,517    

3.66%, 10/25/2035(4)

    162,462  
    1,858,056    

3.70%, 01/25/2036(4)

    1,832,660  
 

HarborView Mortgage Loan Trust

 

    907,667    

1 mo. USD LIBOR + 0.190%,
2.09%, 01/19/2038(2)

    889,615  
    1,780,713    

1 mo. USD LIBOR + 0.240%,
2.14%, 12/19/2036(2)

    1,647,179  
 

IndyMac Index Mortgage Loan Trust

 

    594,478    

3.51%, 03/25/2036(4)

    532,728  
    1,339,496    

3.68%, 04/25/2037(4)

    1,051,262  
    586,737    

3.70%, 01/25/2036(4)

    583,180  
 

JP Morgan Mortgage Trust

 

    574,992    

3.65%, 09/25/2035(4)

    581,067  
    168,908    

3.73%, 04/25/2037(4)

    164,251  
    469,176    

3.83%, 05/25/2036(4)

    467,046  
    670,476    

Lehman XS Trust
1 mo. USD LIBOR + 0.210%,
2.11%, 07/25/2046(2)

    646,056  
 

LSTAR Securities Investment Ltd.

 

    1,941,045    

1 mo. USD LIBOR + 1.650%,
0.04%, 11/01/2022(1)(2)

    1,927,070  
    2,287,845    

1 mo. USD LIBOR + 1.550%,
3.46%, 02/01/2023(1)(2)

    2,270,828  
    1,740,752    

1 mo. USD LIBOR + 1.750%,
3.66%, 09/01/2022(1)(2)

    1,739,916  
    3,026,694    

1 mo. USD LIBOR + 1.750%,
3.66%, 10/01/2022(1)(2)

    3,011,657  
    3,109,476    

Luminent Mortgage Trust
1 mo. USD LIBOR + 0.190%,
2.09%, 05/25/2046(2)

    2,819,165  
    2,194,420    

MetLife Securitization Trust
3.00%, 04/25/2055(1)(4)

    2,155,775  
    1,644,216    

MFA Trust
2.59%, 02/25/2057(1)(4)

    1,613,296  
    5,081,372    

Mill City Mortgage Loan Trust
2.75%, 01/25/2061(1)(4)

    4,995,917  
    694,999    

Morgan Stanley Mortgage Loan Trust
3.70%, 05/25/2036(4)

    519,032  
 

New Residential Mortgage Loan Trust

 

    3,913,842    

3.75%, 11/26/2035(1)(4)

    3,929,892  
    3,764,460    

3.75%, 11/25/2056(1)(4)

    3,770,767  
    7,570,568    

4.00%, 03/25/2057(1)(4)

    7,655,378  
    6,277,560    

4.00%, 04/25/2057(1)(4)

    6,331,246  
    5,220,737    

4.00%, 05/25/2057(1)(4)

    5,281,389  
    1,369,910    

OBX Trust
1 mo. USD LIBOR + 0.650%,
2.53%, 06/25/2057(1)(2)

    1,372,620  
    1,392,937    

RBSGC Mortgage Loan Trust
6.25%, 01/25/2037

    1,368,544  
   

Residential Accredit Loans, Inc.

 
    1,673,501    

1 mo. USD LIBOR + 0.300%,
2.20%, 04/25/2036(2)

    1,546,978  
    1,703,651    

2.62%, 11/25/2037(4)

    1,487,426  
    1,306,571    

6.00%, 12/25/2035

    1,270,653  
    904,533    

Residential Asset Securitization Trust
5.50%, 06/25/2035

    824,914  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED
SECURITIES - 33.7% - (continued)
 
      Whole Loan Collateral CMO - 6.2% - (continued)  
  $       632,849    

Residential Funding Mortgage Securities, Inc.
3.64%, 08/25/2035(4)

  $ 496,860  
    720,688    

TBW Mortgage-Backed Trust
6.00%, 07/25/2036

    531,999  
   

Towd Point Mortgage Trust

 
    3,316,374    

2.25%, 04/25/2056(1)(4)

    3,251,350  
    6,200,868    

2.50%, 02/25/2057(1)(4)

    6,229,590  
    1,157,695    

2.75%, 04/25/2055(1)(4)

    1,145,877  
    2,718,491    

2.75%, 08/25/2055(1)(4)

    2,680,210  
    376,708    

3.00%, 03/25/2054(1)(4)

    375,052  
   

WaMu Mortgage Pass-Through Certificates Trust

 
    604,653    

12 mo. MTA + 0.880%,
2.26%, 10/25/2046(2)

    541,899  
    493,605    

12 mo. MTA + 0.980%,
2.36%, 07/25/2046(2)

    468,733  
    1,289,111    

3.18%, 06/25/2037(4)

    1,214,446  
   

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust

 
    745,343    

12 mo. MTA + 0.830%,
2.21%, 11/25/2046(2)

    637,045  
    1,388,256    

1 mo. USD LIBOR + 0.600%,
2.50%, 07/25/2036(2)

    977,814  
   

Wells Fargo Commercial Mortgage Trust

 
    30,056,953    

1.31%, 09/15/2057(4)(6)

    1,534,591  
    859,000    

3.84%, 09/15/2058

    868,876  
    411,946    

Wells Fargo Mortgage Backed Securities Trust
3.59%, 09/25/2036(4)

    409,423  
     

 

 

 
    143,842,277  
     

 

 

 
 

Total Asset & Commercial Mortgage Backed Securities
(cost $785,747,825)

  $ 781,015,310  
     

 

 

 
CORPORATE BONDS - 30.1%  
            Aerospace/Defense - 0.2%  
   

DAE Funding LLC

 
  $       65,000    

4.50%, 08/01/2022(1)

  $ 62,563  
    70,000    

5.00%, 08/01/2024(1)

    67,466  
    4,217,000    

Lockheed Martin Corp.
4.09%, 09/15/2052

    4,010,992  
     

 

 

 
    4,141,021  
     

 

 

 
            Agriculture - 1.3%  
   

Altria Group, Inc.

 
    5,895,000    

2.85%, 08/09/2022

    5,744,133  
    740,000    

3.88%, 09/16/2046

    654,528  
   

BAT Capital Corp.

 
    15,350,000    

2.30%, 08/14/2020(1)

    15,018,141  
    2,250,000    

4.39%, 08/15/2037(1)

    2,157,321  
    1,680,000    

BAT International Finance plc
2.75%, 06/15/2020(1)

    1,661,885  
   

Imperial Brands Finance plc

 
    1,345,000    

2.05%, 07/20/2018(1)

    1,342,659  
    760,000    

2.95%, 07/21/2020(1)

    753,207  
    1,855,000    

3.75%, 07/21/2022(1)

    1,856,543  
    1,935,000    

Reynolds American, Inc.
3.25%, 06/12/2020

    1,936,139  
     

 

 

 
    31,124,556  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  179  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.1% - (continued)  
            Airlines - 0.1%  
  $       1,485,000    

Delta Air Lines, Inc.
3.63%, 03/15/2022

  $ 1,471,588  
     

 

 

 
            Auto Manufacturers - 0.6%  
  EUR       300,000    

BMW Finance N.V.
1.50%, 06/05/2018(7)

    362,828  
 

Daimler Finance North America LLC

 

  $       315,000    

2.95%, 05/04/2020

    315,000  
    2,375,000    

3.00%, 02/22/2021(1)

    2,353,433  
  CAD       555,000    

Ford Credit Canada Co.
3.70%, 08/02/2018

    434,239  
  $       1,175,000    

Ford Motor Co.
5.29%, 12/08/2046

    1,128,845  
    200,000    

Ford Motor Credit Co. LLC
3 mo. USD LIBOR + 1.000%,
3.33%, 01/09/2020(2)

    202,003  
 

General Motors Co.

 

    2,070,000    

5.40%, 04/01/2048

    2,020,612  
    965,000    

6.25%, 10/02/2043

    1,030,664  
    945,000    

6.75%, 04/01/2046

    1,070,265  
 

General Motors Financial Co., Inc.

 

    1,125,000    

3.55%, 04/09/2021

    1,124,162  
    375,000    

3 mo. USD LIBOR + 1.270%,
3.58%, 10/04/2019(2)

    379,640  
    1,585,000    

3.70%, 05/09/2023

    1,559,983  
    500,000    

3 mo. USD LIBOR + 1.560%,
3.91%, 01/15/2020(2)

    508,511  
    1,255,000    

3.95%, 04/13/2024

    1,231,733  
  EUR       275,000    

Volkswagen International Finance N.V.
3 mo. Euribor + 0.300%,
0.00%, 07/16/2018(2)(7)

    332,216  
    100,000    

Volkswagen Leasing GmbH
3.25%, 05/10/2018(7)

    120,841  
     

 

 

 
    14,174,975  
     

 

 

 
            Auto Parts & Equipment - 0.0%  
  $       450,000    

Adient Global Holdings Ltd.
4.88%, 08/15/2026(1)

    420,750  
    285,000    

Goodyear Tire & Rubber Co.
5.00%, 05/31/2026

    271,462  
     

 

 

 
    692,212  
     

 

 

 
            Beverages - 0.6%  
 

Anheuser-Busch InBev Finance, Inc.

 

    2,755,000    

3.30%, 02/01/2023

    2,732,801  
    40,000    

3.65%, 02/01/2026

    39,108  
    875,000    

4.70%, 02/01/2036

    901,286  
 

Anheuser-Busch InBev Worldwide, Inc.

 

    1,410,000    

3.50%, 01/12/2024

    1,403,124  
    1,445,000    

3.75%, 07/15/2042

    1,288,272  
    3,125,000    

4.75%, 04/15/2058

    3,104,516  
 

Constellation Brands, Inc.

 

    2,180,000    

2.65%, 11/07/2022

    2,088,330  
    325,000    

2.70%, 05/09/2022

    313,805  
    1,555,000    

3.60%, 02/15/2028

    1,482,028  
    210,000    

4.50%, 05/09/2047

    205,119  
  CAD       560,000    

Molson Coors International L.P.
2.25%, 09/18/2018

    436,607  
     

 

 

 
    13,994,996  
     

 

 

 
            Biotechnology - 0.1%  
  $       1,490,000    

Amgen, Inc.
2.65%, 05/11/2022

    1,444,822  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.1% - (continued)  
            Biotechnology - 0.1% - (continued)  
  $       755,000    

Celgene Corp.
4.63%, 05/15/2044

  $ 730,996  
    675,000    

Gilead Sciences, Inc.
3.25%, 09/01/2022

    674,005  
     

 

 

 
    2,849,823  
     

 

 

 
            Chemicals - 0.5%  
    285,000    

Chemours Co.
5.38%, 05/15/2027

    282,150  
    1,060,000    

LyondellBasell Industries N.V.
4.63%, 02/26/2055

    1,010,876  
   

Methanex Corp.

 
    1,380,000    

4.25%, 12/01/2024

    1,363,366  
    560,000    

5.65%, 12/01/2044

    548,864  
    285,000    

Olin Corp.
5.13%, 09/15/2027

    279,300  
   

Sherwin-Williams Co.

 
    755,000    

3.13%, 06/01/2024

    724,417  
    1,890,000    

3.45%, 06/01/2027

    1,786,064  
   

Syngenta Finance N.V.

 
    2,575,000    

4.44%, 04/24/2023(1)

    2,566,243  
    1,810,000    

4.89%, 04/24/2025(1)

    1,791,234  
    270,000    

Versum Materials, Inc.
5.50%, 09/30/2024(1)

    275,994  
     

 

 

 
    10,628,508  
     

 

 

 
            Commercial Banks - 9.3%  
 

Banco Bilbao Vizcaya Argentaria S.A.

 

    3,600,000    

5 year USD Swap + 3.870%,
6.13%, 11/16/2027(2)(8)(9)

    3,479,580  
  EUR       800,000    

5 year EUR Swap + 9.177%,
8.88%, 04/14/2021(2)(7)(9)

    1,134,286  
  $       600,000    

5 year USD Swap + 8.262%,
9.00%, 05/09/2018(2)(7)(9)

    600,600  
  EUR       2,000,000    

Banco de Sabadell S.A.
5 year EUR Swap + 6.414%,
6.50%, 05/18/2022(2)(7)(9)

    2,568,376  
   

Banco Santander S.A.

 
  $       3,400,000    

3.80%, 02/23/2028

    3,218,736  
    1,400,000    

3.85%, 04/12/2023

    1,389,282  
   

Bank of America Corp.

 
    8,900,000    

2.25%, 04/21/2020

    8,763,053  
    4,525,000    

3 mo. USD LIBOR + 1.160%,
3.12%, 01/20/2023(2)

    4,454,244  
    5,830,000    

3 mo. USD LIBOR + 0.810%,
3.37%, 01/23/2026(2)

    5,615,780  
    5,285,000    

3 mo. USD LIBOR + 1.512%,
3.71%, 04/24/2028(2)

    5,081,965  
    2,040,000    

4.00%, 01/22/2025

    2,016,330  
    2,945,000    

4.20%, 08/26/2024

    2,950,243  
    2,235,000    

7.75%, 05/14/2038

    3,039,265  
    600,000    

Bank of Nova Scotia
3 mo. USD LIBOR + 0.620%,
2.65%, 12/05/2019(2)

    604,165  
    2,175,000    

Barclays Bank plc
2.65%, 01/11/2021

    2,137,980  
    1,025,000    

Barclays plc
5 year USD Swap + 6.772%,
7.88%, 03/15/2022(2)(7)(9)

    1,093,367  
   

BNP Paribas S.A.

 
    925,000    

2.95%, 05/23/2022(1)

    899,201  
    2,835,000    

3.38%, 01/09/2025(1)

    2,713,848  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  180  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.1% - (continued)  
            Commercial Banks - 9.3% - (continued)  
  $       830,000    

5 year USD Swap + 2.838%,
5.13%, 11/15/2027(1)(2)(9)

  $ 778,125  
    2,265,000    

5 year USD Swap + 6.314%,
7.63%, 03/30/2021(1)(2)(9)

    2,439,971  
   

BPCE S.A.

 
    1,350,000    

2.75%, 01/11/2023(1)

    1,294,126  
    1,090,000    

3.00%, 05/22/2022(1)

    1,060,396  
    1,275,000    

Branch Banking & Trust Co.
1.45%, 05/10/2019

    1,259,588  
  EUR       600,000    

Caixa Geral de Depositos S.A.
5 year EUR Swap + 10.925%,
10.75%, 03/30/2022(2)(7)(9)

    840,469  
    1,000,000    

CaixaBank S.A.
5 year EUR Swap + 6.498%,
6.75%, 06/13/2024(2)(7)(9)

    1,355,531  
  CAD       570,000    

Canadian Imperial Bank of Commerce
3 mo. CAD CDOR + 0.480%,
2.16%, 06/01/2018(2)

    444,138  
  $       270,000    

Citibank NA
2.68%, 05/01/2020(4)(5)

    270,201  
 

Citigroup, Inc.

 

    1,890,000    

2.70%, 03/30/2021

    1,860,126  
    1,205,000    

2.70%, 10/27/2022

    1,160,174  
    2,680,000    

3 mo. USD LIBOR + 1.100%,
2.99%, 05/17/2024(2)

    2,725,560  
    500,000    

3 mo. USD LIBOR + 0.790%,
3.13%, 01/10/2020(2)

    503,553  
    535,000    

3.20%, 10/21/2026

    498,663  
    1,010,000    

3 mo. USD LIBOR + 1.151%,
3.52%, 10/27/2028(2)

    952,669  
    835,000    

3 mo. USD LIBOR + 1.192%,
4.08%, 04/23/2029(2)

    820,256  
    295,000    

4.30%, 11/20/2026

    290,752  
    3,815,000    

4.45%, 09/29/2027

    3,793,804  
    94,000    

4.65%, 07/30/2045

    96,576  
    1,680,000    

4.75%, 05/18/2046

    1,637,551  
   

Credit Agricole S.A.

 
    1,695,000    

5 year USD Swap +1.644%,
4.00%, 01/10/2033(1)(2)

    1,588,981  
    3,200,000    

5 year USD Swap + 6.185%,
8.13%, 12/23/2025(1)(2)(9)

    3,636,000  
    5,565,000    

Credit Suisse Group AG
5 year USD Swap + 3.455%,
6.25%, 12/18/2024(1)(2)(9)

    5,698,760  
    900,000    

Deutsche Bank AG
2.70%, 07/13/2020

    882,599  
   

Goldman Sachs Group, Inc.

 
    460,000    

2.00%, 04/25/2019

    457,116  
    3,040,000    

2.35%, 11/15/2021

    2,933,859  
    560,000    

2.60%, 04/23/2020

    554,978  
    4,682,000    

2.75%, 09/15/2020

    4,637,484  
    2,045,000    

2.88%, 02/25/2021

    2,020,099  
    1,660,000    

3 mo. USD LIBOR + 0.821%,
2.88%, 10/31/2022(2)

    1,618,871  
    500,000    

3 mo. USD LIBOR + 0.800%,
2.89%, 12/13/2019(2)

    503,823  
    2,720,000    

3 mo. USD LIBOR + 0.990%,
2.91%, 07/24/2023(2)

    2,625,878  
    360,000    

3 mo. USD LIBOR + 1.160%,
3.52%, 04/23/2020(2)

    365,310  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.1% - (continued)  
            Commercial Banks - 9.3% - (continued)  
  $       2,520,000    

3 mo. USD LIBOR + 1.510%,
3.69%, 06/05/2028(2)

  $ 2,399,108  
    4,110,000    

3 mo. USD LIBOR + 1.158%,
3.81%, 04/23/2029(2)

    3,930,878  
  CAD       1,095,000    

5.00%, 05/03/2018

    853,093  
  $       425,000    

5.15%, 05/22/2045

    441,929  
    2,696,000    

6.00%, 06/15/2020

    2,850,878  
    1,410,000    

6.25%, 02/01/2041

    1,701,404  
    2,415,000    

6.75%, 10/01/2037

    2,930,331  
   

HSBC Holdings plc

 
    1,125,000    

2.95%, 05/25/2021

    1,112,321  
    1,360,000    

3.40%, 03/08/2021

    1,363,667  
    1,125,000    

3.60%, 05/25/2023

    1,122,982  
    2,670,000    

4.25%, 08/18/2025

    2,640,927  
    2,400,000    

5 year USD ICE Swap + 3.746%,
6.00%, 05/22/2027(2)(9)

    2,370,480  
    2,125,000    

5 year USD ICE Swap + 3.453%,
6.25%, 03/23/2023(2)(9)

    2,154,240  
    355,000    

ING Bank N.V.
3 mo. USD LIBOR + 0.610%,
2.45%, 08/15/2019(2)(7)

    357,023  
   

Intesa Sanpaolo S.p.A.

 
    990,000    

3.38%, 01/12/2023(1)

    959,114  
    1,370,000    

3.88%, 01/12/2028(1)

    1,279,671  
    2,425,000    

5 year USD Swap + 5.462%,
7.70%, 09/17/2025(1)(2)(9)

    2,564,437  
  EUR       325,000    

5 year EUR Swap + 7.192%,
7.75%, 01/11/2027(2)(7)(9)

    481,266  
   

JP Morgan Chase & Co.

 
  $       1,110,000    

2.30%, 08/15/2021

    1,078,722  
    5,745,000    

2.40%, 06/07/2021

    5,596,135  
    1,275,000    

2.55%, 10/29/2020

    1,256,557  
    2,190,000    

2.70%, 05/18/2023

    2,098,857  
    3,765,000    

3 mo. USD LIBOR + 1.155%,
3.22%, 03/01/2025(2)

    3,631,789  
    2,430,000    

3 mo. USD LIBOR + 0.945%,
3.51%, 01/23/2029(2)

    2,301,752  
 

Morgan Stanley

 

  JPY       100,000,000    

0.56%, 05/22/2018(7)

    914,919  
  $       3,945,000    

2.50%, 04/21/2021

    3,855,029  
    1,030,000    

2.63%, 11/17/2021

    1,002,930  
    3,540,000    

2.75%, 05/19/2022

    3,434,150  
    825,000    

3.13%, 07/27/2026

    768,148  
    1,110,000    

3 mo. USD LIBOR + 0.850%,
3.21%, 01/24/2019(2)

    1,115,575  
    5,300,000    

3 mo. USD LIBOR + 1.340%,
3.59%, 07/22/2028(2)

    5,038,747  
    635,000    

3.63%, 01/20/2027

    612,436  
    1,665,000    

3.95%, 04/23/2027

    1,599,932  
    2,710,000    

4.00%, 07/23/2025

    2,701,910  
    230,000    

4.35%, 09/08/2026

    228,538  
    750,000    

NRW Bank
3 mo. USD LIBOR + 0.060%,
2.17%, 06/14/2019(2)(7)

    750,292  
   

Royal Bank of Canada

 
  CAD       250,000    

1 mo. CAD CDOR + 15.000%,
1.79%, 08/01/2018(2)

    194,762  
    150,000    

3 mo. CAD CDOR + 0.150%,
1.89%, 07/30/2018(2)

    116,874  
  $       4,555,000    

2.15%, 10/26/2020

    4,452,048  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  181  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.1% - (continued)  
            Commercial Banks - 9.3% - (continued)  
   

Royal Bank of Scotland Group plc

 

  $       520,000    

5 year USD Swap + 5.720%,
8.00%, 08/10/2025(2)(9)

  $ 568,750  
    545,000    

5 year USD Swap + 7.598%,
8.63%, 08/15/2021(2)(9)

    596,775  
    1,560,000    

Santander Holdings USA, Inc.
3.70%, 03/28/2022

    1,546,285  
   

Societe Generale S.A.

 
    2,225,000    

5 year USD Swap + 6.238%,
7.38%, 09/13/2021(1)(2)(9)

    2,358,500  
    1,340,000    

5 year USD Swap + 6.394%,
8.25%, 11/29/2018(2)(7)(9)

    1,375,175  
    3,460,000    

UBS AG
2.45%, 12/01/2020(1)

    3,386,880  
   

UBS Group AG

 
  EUR       475,000    

5 year EUR Swap + 5.287%,
5.75%, 02/19/2022(2)(7)(9)

    641,980  
  $       1,875,000    

5 year USD ICE Swap + 5.497%,
6.88%, 03/22/2021(2)(7)(9)

    1,968,750  
    2,765,000    

5 year USD Swap + 5.464%,
7.13%, 02/19/2020(2)(7)(9)

    2,877,580  
    2,550,000    

UBS Group Funding Switzerland AG
2.65%, 02/01/2022(1)

    2,458,370  
   

UniCredit S.p.A.

 
  EUR       1,825,000    

5 year USD Swap + 4.925%,
5.38%, 06/03/2025(2)(7)(9)

    2,199,444  
    525,000    

5 year EUR Swap + 6.387%,
6.63%, 06/03/2023(2)(7)(9)

    689,101  
  $       620,000    

5 year USD Swap + 5.180%,
8.00%, 06/03/2024(2)(7)(9)

    646,350  
   

Wells Fargo & Co.

 
    3,175,000    

2.63%, 07/22/2022

    3,055,414  
    1,190,000    

3.00%, 04/22/2026

    1,099,000  
    955,000    

3.00%, 10/23/2026

    878,782  
    4,340,000    

3.07%, 01/24/2023

    4,224,102  
    3,885,000    

3 mo. USD LIBOR + 1.310%,
3.58%, 05/22/2028(2)

    3,705,186  
    1,310,000    

4.40%, 06/14/2046

    1,228,904  
    2,445,000    

4.90%, 11/17/2045

    2,479,257  
    710,000    

5.61%, 01/15/2044

    786,028  
     

 

 

 
    216,400,752  
     

 

 

 
            Commercial Services - 0.3%  
    5,304,000    

Acwa Power Management And Investments One Ltd.
5.95%, 12/15/2039(1)

    5,372,952  
   

Ashtead Capital, Inc.

 
    210,000    

4.13%, 08/15/2025(1)

    199,500  
    230,000    

4.38%, 08/15/2027(1)

    217,062  
    445,000    

Cardtronics, Inc.
5.13%, 08/01/2022

    431,650  
    265,000    

United Rentals North America, Inc.
5.50%, 07/15/2025

    271,625  
     

 

 

 
    6,492,789  
     

 

 

 
            Construction Materials - 0.1%  
   

Standard Industries, Inc.

 
    145,000    

5.00%, 02/15/2027(1)

    139,767  
    255,000    

5.38%, 11/15/2024(1)

    258,347  
    695,000    

6.00%, 10/15/2025(1)

    721,062  
     

 

 

 
    1,119,176  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.1% - (continued)  
            Diversified Financial Services - 0.3%  
  $       2,375,000    

American Express Co.
3.40%, 02/27/2023

  $ 2,356,321  
  CAD       500,000    

Cadillac Fairview Finance Trust
3.64%, 05/09/2018

    389,637  
  $       1,255,000    

Goldman Sachs Group, Inc.
3 mo. USD LIBOR + 1.301%,
4.22%, 05/01/2029(2)

    1,233,616  
 

Navient Corp.

 

    100,000    

5.88%, 03/25/2021

    102,375  
    70,000    

5.88%, 10/25/2024

    68,600  
    275,000    

6.63%, 07/26/2021

    285,698  
    395,000    

7.25%, 01/25/2022

    417,713  
    180,000    

7.25%, 09/25/2023

    188,100  
    925,000    

Societe Generale S.A.
6.75%, 04/06/2028(1)(4)(9)

    918,062  
     

 

 

 
    5,960,122  
     

 

 

 
            Electric - 1.3%  
   

AES Corp.

 
    1,405,000    

4.00%, 03/15/2021

    1,412,446  
    195,000    

4.50%, 03/15/2023

    195,975  
    585,000    

4.88%, 05/15/2023

    588,656  
    45,000    

5.13%, 09/01/2027

    45,675  
    1,125,000    

Berkshire Hathaway Energy Co.
3.25%, 04/15/2028(1)

    1,073,787  
    1,260,000    

DTE Energy Co.
1.50%, 10/01/2019

    1,231,168  
    1,145,000    

Duke Energy Carolinas LLC
4.25%, 12/15/2041

    1,179,549  
    1,710,000    

Duke Energy Florida LLC
3.40%, 10/01/2046

    1,529,327  
    1,435,000    

Duke Energy Progress LLC
4.38%, 03/30/2044

    1,506,770  
    90,000    

Emera U.S. Finance L.P.
4.75%, 06/15/2046

    89,692  
   

Exelon Corp.

 
    370,000    

2.45%, 04/15/2021

    359,419  
    1,880,000    

2.85%, 06/15/2020

    1,861,263  
    515,000    

FirstEnergy Corp.
4.25%, 03/15/2023

    523,124  
    630,000    

Fortis, Inc.
2.10%, 10/04/2021

    602,430  
    6,402,000    

Georgia Power Co.
2.00%, 09/08/2020

    6,247,169  
    1,430,000    

IPALCO Enterprises, Inc.
3.70%, 09/01/2024

    1,384,356  
    495,000    

Oncor Electric Delivery Co. LLC
7.00%, 09/01/2022

    564,290  
    2,535,000    

Pacific Gas & Electric Co.
6.05%, 03/01/2034

    2,978,060  
    2,225,000    

South Carolina Electric & Gas Co.
4.50%, 06/01/2064

    2,039,665  
   

Southern Co.

 
    1,320,000    

1.85%, 07/01/2019

    1,303,261  
    2,550,000    

2.75%, 06/15/2020

    2,526,587  
    490,000    

2.95%, 07/01/2023

    472,242  
     

 

 

 
    29,714,911  
     

 

 

 
            Electronics - 0.1%  
    1,140,000    

Fortive Corp.
2.35%, 06/15/2021

    1,105,239  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  182  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.1% - (continued)  
      Engineering & Construction - 0.3%  
  $       1,100,000    

Mexico City Airport Trust
3.88%, 04/30/2028(1)

  $ 987,360  
   

SBA Tower Trust

 
    4,130,000    

3.17%, 04/09/2047(1)

    4,068,730  
    2,040,000    

3.45%, 03/15/2048(1)

    2,024,263  
     

 

 

 
    7,080,353  
     

 

 

 
            Entertainment - 0.2%  
    2,672,000    

Discovery Communications LLC
2.80%, 06/15/2020(1)

    2,641,140  
    275,000    

GLP Capital L.P. / GLP Financing II, Inc.
5.38%, 04/15/2026

    277,063  
   

WMG Acquisition Corp.

 
    425,000    

4.88%, 11/01/2024(1)

    416,500  
    185,000    

5.00%, 08/01/2023(1)

    183,844  
     

 

 

 
    3,518,547  
     

 

 

 
            Food - 0.1%  
    940,000    

Kraft Heinz Foods Co.
4.38%, 06/01/2046

    845,739  
    1,640,000    

Sysco Corp.
2.50%, 07/15/2021

    1,600,810  
    285,000    

TreeHouse Foods, Inc.
6.00%, 02/15/2024(1)

    283,575  
     

 

 

 
    2,730,124  
     

 

 

 
            Food Service - 0.0%  
    580,000    

Aramark Services, Inc.
5.00%, 02/01/2028(1)

    564,775  
     

 

 

 
            Gas - 0.1%  
 

AmeriGas Partners L.P. / AmeriGas Finance Corp.

 

    40,000    

5.63%, 05/20/2024

    39,800  
    365,000    

5.88%, 08/20/2026

    362,262  
    1,595,000    

Sempra Energy
2.40%, 02/01/2020

    1,574,986  
     

 

 

 
    1,977,048  
     

 

 

 
            Healthcare - Products - 0.4%  
   

Becton Dickinson and Co.

 
    4,350,000    

3.36%, 06/06/2024

    4,185,131  
    2,560,000    

3.70%, 06/06/2027

    2,424,929  
    2,340,000    

Boston Scientific Corp.
4.00%, 03/01/2028

    2,316,429  
   

Thermo Fisher Scientific, Inc.

 
    490,000    

2.95%, 09/19/2026

    453,833  
    360,000    

3.00%, 04/15/2023

    348,781  
     

 

 

 
    9,729,103  
     

 

 

 
            Healthcare - Services - 0.8%  
    730,000    

Aetna, Inc.
2.80%, 06/15/2023

    696,938  
   

Anthem, Inc.

 
    3,540,000    

3.50%, 08/15/2024

    3,441,532  
    2,385,000    

3.65%, 12/01/2027

    2,270,481  
    320,000    

4.63%, 05/15/2042

    313,397  
   

Community Health Systems, Inc.

 
    480,000    

5.13%, 08/01/2021(8)

    442,200  
    75,000    

6.25%, 03/31/2023

    68,437  
    9,090,000    

Dignity Health
2.64%, 11/01/2019

    9,025,925  
    181,000    

LifePoint Health, Inc.
5.88%, 12/01/2023

    178,737  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.1% - (continued)  
            Healthcare - Services - 0.8% - (continued)  
  $       255,000    

Tenet Healthcare Corp.
6.00%, 10/01/2020

  $ 263,173  
   

UnitedHealth Group, Inc.

 
    1,195,000    

3.75%, 07/15/2025

    1,194,803  
    455,000    

4.25%, 04/15/2047

    457,475  
    590,000    

4.75%, 07/15/2045

    636,496  
     

 

 

 
    18,989,594  
     

 

 

 
            Home Builders - 0.1%  
    590,000    

Lennar Corp.
4.75%, 11/29/2027(1)

    556,075  
    285,000    

PulteGroup, Inc.
5.50%, 03/01/2026

    289,617  
    525,000    

Toll Brothers Finance Corp.
4.88%, 11/15/2025

    521,062  
     

 

 

 
    1,366,754  
     

 

 

 
            Insurance - 1.2%  
   

American International Group, Inc.

 
    5,311,000    

3.38%, 08/15/2020

    5,317,205  
    1,050,000    

4.70%, 07/10/2035

    1,053,871  
    15,295,000    

Assurant, Inc.
3.54%, 03/26/2021(4)

    15,370,477  
    750,000    

CNO Financial Group, Inc.
5.25%, 05/30/2025

    755,625  
   

Genworth Holdings, Inc.

 
    10,000    

4.80%, 02/15/2024

    7,900  
    350,000    

4.90%, 08/15/2023

    278,250  
    15,000    

7.63%, 09/24/2021

    14,100  
    275,000    

Massachusetts Mutual Life Insurance Co.
8.88%, 06/01/2039(1)

    427,141  
    380,000    

MGIC Investment Corp.
5.75%, 08/15/2023

    388,550  
    2,485,000    

Principal Life Global Funding
2.20%, 04/08/2020(1)

    2,441,743  
    895,000    

Willis North America, Inc.
3.60%, 05/15/2024

    867,872  
     

 

 

 
    26,922,734  
     

 

 

 
            Internet - 0.5%  
   

Alibaba Group Holding Ltd.

 
    3,175,000    

3.40%, 12/06/2027

    2,989,228  
    615,000    

4.00%, 12/06/2037

    579,230  
    1,050,000    

4.20%, 12/06/2047

    988,099  
   

Amazon.com, Inc.

 
    660,000    

2.80%, 08/22/2024(1)

    635,221  
    2,660,000    

3.88%, 08/22/2037(1)

    2,636,591  
   

Tencent Holdings Ltd.

 
    2,300,000    

2.99%, 01/19/2023(1)

    2,226,839  
    1,170,000    

3.60%, 01/19/2028(1)

    1,111,848  
     

 

 

 
    11,167,056  
     

 

 

 
            Iron/Steel - 0.3%  
    475,000    

ArcelorMittal
6.13%, 06/01/2025

    514,188  
    285,000    

Commercial Metals Co
5.38%, 07/15/2027

    277,875  
   

Steel Dynamics, Inc.

 
    710,000    

4.13%, 09/15/2025

    677,610  
    250,000    

5.50%, 10/01/2024

    256,875  
   

Vale Overseas Ltd.

 
    3,915,000    

6.25%, 08/10/2026

    4,317,853  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  183  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.1% - (continued)  
            Iron/Steel - 0.3% - (continued)  
  $       340,000    

6.88%, 11/10/2039

  $ 395,080  
     

 

 

 
    6,439,481  
     

 

 

 
            IT Services - 0.2%  
   

Apple, Inc.

 
    275,000    

3.00%, 02/09/2024

    269,145  
    740,000    

3.35%, 02/09/2027

    724,199  
    1,490,000    

3.45%, 02/09/2045

    1,332,962  
    615,000    

3.85%, 08/04/2046

    583,058  
   

Hewlett Packard Enterprise Co.

 
    920,000    

4.90%, 10/15/2025

    945,014  
    1,040,000    

6.35%, 10/15/2045

    1,068,579  
     

 

 

 
    4,922,957  
     

 

 

 
            Leisure Time - 0.0%  
    135,000    

VOC Escrow Ltd.
5.00%, 02/15/2028(1)

    130,613  
     

 

 

 
            Machinery - Construction & Mining - 0.0%  
    345,000    

Oshkosh Corp.
5.38%, 03/01/2025

    356,212  
     

 

 

 
            Machinery - Diversified - 0.0%  
  CAD       1,135,000    

John Deere Canada Funding, Inc.
2.65%, 07/16/2018

    885,883  
     

 

 

 
            Media - 2.1%  
   

21st Century Fox America, Inc.

 
  $       1,420,000    

6.15%, 03/01/2037

    1,750,993  
    750,000    

6.20%, 12/15/2034

    916,991  
    300,000    

Altice U.S. Finance Corp.
5.50%, 05/15/2026(1)

    293,250  
   

CCO Holdings LLC / CCO Holdings Capital Corp.

 
    150,000    

5.13%, 05/01/2027(1)

    140,546  
    170,000    

5.75%, 02/15/2026(1)

    168,725  
 

Charter Communications Operating LLC / Charter Communications Operating Capital

 
    1,100,000    

3.58%, 07/23/2020

    1,103,166  
    3,790,000    

4.20%, 03/15/2028

    3,588,467  
    3,920,000    

4.46%, 07/23/2022

    3,996,566  
    740,000    

5.75%, 04/01/2048

    733,920  
    3,525,000    

6.48%, 10/23/2045

    3,778,380  
    455,000    

Comcast Corp.
3.40%, 07/15/2046

    378,050  
   

Cox Communications, Inc.

 
    2,530,000    

3.15%, 08/15/2024(1)

    2,407,313  
    280,000    

3.35%, 09/15/2026(1)

    262,708  
    80,000    

3.85%, 02/01/2025(1)

    79,168  
    490,000    

4.80%, 02/01/2035(1)

    481,249  
    310,000    

CSC Holdings LLC
5.50%, 04/15/2027(1)

    297,538  
   

Discovery Communications LLC

 
    1,523,000    

3.80%, 03/13/2024

    1,499,468  
    927,000    

3.95%, 06/15/2025(1)

    907,813  
    785,000    

4.90%, 03/11/2026

    805,389  
    505,000    

DISH DBS Corp.
5.88%, 11/15/2024

    429,881  
    545,000    

Liberty Interactive LLC
8.25%, 02/01/2030

    585,875  
    1,379,000    

NBCUniversal Media LLC
5.95%, 04/01/2041

    1,639,242  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.1% - (continued)  
            Media - 2.1% - (continued)  
 

Time Warner Cable LLC

 

  $       1,175,000    

4.50%, 09/15/2042

  $ 995,885  
    2,145,000    

8.75%, 02/14/2019

    2,239,356  
    3,190,000    

Time Warner Entertainment Co. L.P.
8.38%, 07/15/2033

    4,131,609  
 

Time Warner, Inc.

 

    3,030,000    

3.80%, 02/15/2027

    2,932,036  
    3,705,000    

4.88%, 03/15/2020

    3,826,824  
   

Viacom, Inc.

 
    5,520,000    

4.25%, 09/01/2023

    5,550,512  
    719,000    

4.38%, 03/15/2043

    637,465  
    45,000    

3 mo. USD LIBOR + 3.895%,
5.88%, 02/28/2057(2)

    45,450  
    50,000    

3 mo. USD LIBOR + 3.899%,
6.25%, 02/28/2057(2)

    50,700  
    480,000    

Videotron Ltd.
5.38%, 06/15/2024(1)

    493,200  
    2,010,000    

Vrio Finco LLC
6.25%, 04/04/2023(1)

    2,025,075  
     

 

 

 
    49,172,810  
     

 

 

 
            Mining - 0.3%  
   

Anglo American Capital plc

 
    1,500,000    

3.63%, 05/14/2020(1)

    1,522,487  
    1,655,000    

3.75%, 04/10/2022(1)

    1,639,658  
    1,625,000    

4.13%, 09/27/2022(1)

    1,629,376  
    825,000    

Corp. Nacional del Cobre de Chile
3.63%, 08/01/2027(1)

    784,773  
    285,000    

FMG Resources August 2006 Pty Ltd.
5.13%, 05/15/2024(1)

    281,438  
    200,000    

Glencore Finance Europe Ltd.
3 mo. USD LIBOR + 1.200%,
2.99%, 05/06/2018(2)(7)

    200,030  
    425,000    

Glencore Funding LLC
3 mo. USD LIBOR + 1.360%,
3.71%, 01/15/2019(2)(7)

    427,337  
    585,000    

Kaiser Aluminum Corp.
5.88%, 05/15/2024

    602,550  
     

 

 

 
    7,087,649  
     

 

 

 
            Miscellaneous Manufacturing - 0.1%  
    1,255,000    

Ingersoll-Rand Global Holding Co., Ltd.
2.90%, 02/21/2021

    1,245,842  
     

 

 

 
            Office/Business Equipment - 0.1%  
    1,950,000    

Pitney Bowes, Inc.
4.70%, 04/01/2023

    1,840,800  
     

 

 

 
            Oil & Gas - 1.8%  
    150,000    

Aker BP ASA
5.88%, 03/31/2025(1)

    155,625  
   

Anadarko Petroleum Corp.

 
    1,160,000    

3.45%, 07/15/2024

    1,116,443  
    260,000    

4.50%, 07/15/2044

    245,926  
    265,000    

6.60%, 03/15/2046

    325,225  
    280,000    

6.95%, 06/15/2019

    291,713  
    1,020,000    

Andeavor
3.80%, 04/01/2028

    981,861  
    275,000    

Antero Resources Corp.
5.63%, 06/01/2023

    280,844  
    3,330,000    

Canadian Natural Resources Ltd.
3.85%, 06/01/2027

    3,221,311  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  184  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.1% - (continued)  
            Oil & Gas - 1.8% - (continued)  
   

Continental Resources, Inc.

 
  $       2,580,000    

4.38%, 01/15/2028(1)

  $ 2,536,462  
    55,000    

4.90%, 06/01/2044

    53,900  
    195,000    

5.00%, 09/15/2022

    198,169  
    1,000,000    

EnCana Corp.
3.90%, 11/15/2021

    1,007,263  
   

Hess Corp.

 
    2,830,000    

4.30%, 04/01/2027

    2,751,131  
    76,000    

6.00%, 01/15/2040

    79,417  
    1,945,000    

Kerr-McGee Corp.
6.95%, 07/01/2024

    2,235,502  
    1,191,000    

Marathon Oil Corp.
3.85%, 06/01/2025

    1,168,339  
    290,000    

MEG Energy Corp.
6.50%, 01/15/2025(1)

    290,058  
 

Petrobras Global Finance B.V.

 

    4,775,000    

5.63%, 05/20/2043

    3,986,409  
    1,220,000    

6.75%, 01/27/2041

    1,157,780  
   

Petroleos Mexicanos

 
    965,000    

5.35%, 02/12/2028(1)

    918,101  
    874,000    

6.35%, 02/12/2048(1)

    801,458  
    195,000    

6.50%, 03/13/2027

    201,944  
    2,090,000    

6.63%, 06/15/2035

    2,076,415  
    3,895,000    

6.75%, 09/21/2047

    3,760,233  
    2,165,000    

Phillips 66
3.90%, 03/15/2028

    2,128,804  
    355,000    

QEP Resources, Inc.
5.25%, 05/01/2023

    346,125  
    1,735,000    

Shell International Finance B.V.
4.38%, 05/11/2045

    1,802,504  
   

SM Energy Co.

 
    170,000    

6.13%, 11/15/2022

    171,700  
    140,000    

6.75%, 09/15/2026

    142,450  
    290,000    

Sunoco L.P. / Sunoco Finance Corp.
5.50%, 02/15/2026(1)

    279,850  
    2,310,000    

Tullow Oil plc
7.00%, 03/01/2025(1)

    2,341,878  
    1,620,000    

Valero Energy Corp.
3.40%, 09/15/2026

    1,548,801  
    525,000    

WPX Energy, Inc.
5.25%, 09/15/2024

    528,937  
  ARS       81,010,352    

YPF S.A.
16.50%, 05/09/2022(1)

    3,663,014  
     

 

 

 
    42,795,592  
     

 

 

 
            Packaging & Containers - 0.0%  
  $       690,000    

Owens-Brockway Glass Container, Inc.
5.88%, 08/15/2023(1)

    705,525  
    265,000    

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
5.13%, 07/15/2023(1)

    266,656  
     

 

 

 
    972,181  
     

 

 

 
            Pharmaceuticals - 1.2%  
    1,955,000    

Allergan Funding SCS
3.45%, 03/15/2022

    1,922,282  
    256,000    

Baxalta, Inc.
3.60%, 06/23/2022

    253,179  
   

Cardinal Health, Inc.

 
    855,000    

1.95%, 06/15/2018

    854,268  
    5,390,000    

2.62%, 06/15/2022

    5,162,878  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.1% - (continued)  
            Pharmaceuticals - 1.2% - (continued)  
   

CVS Health Corp.

 
  $       7,365,000    

3.13%, 03/09/2020

  $ 7,365,606  
    3,855,000    

4.10%, 03/25/2025

    3,841,128  
    1,640,000    

5.05%, 03/25/2048

    1,666,070  
   

Mylan N.V.

 
    1,180,000    

3.15%, 06/15/2021

    1,158,365  
    1,170,000    

3.75%, 12/15/2020

    1,173,640  
    585,000    

Mylan, Inc.
5.20%, 04/15/2048(1)

    567,094  
    405,000    

Quintiles IMS, Inc.
4.88%, 05/15/2023(1)

    410,062  
    1,920,000    

Shire Acquisitions Investments Ireland DAC
2.40%, 09/23/2021

    1,841,892  
 

Valeant Pharmaceuticals International, Inc.

 

    245,000    

6.50%, 03/15/2022(1)

    254,188  
    145,000    

7.00%, 03/15/2024(1)

    152,975  
     

 

 

 
    26,623,627  
     

 

 

 
            Pipelines - 0.9%  
 

Andeavor Logistics L.P. / Tesoro Logistics Finance Corp.

 

    1,935,000    

4.25%, 12/01/2027

    1,882,209  
    155,000    

6.25%, 10/15/2022

    161,781  
   

DCP Midstream Operating L.P.

 
    100,000    

3.88%, 03/15/2023

    96,500  
    200,000    

4.95%, 04/01/2022

    203,000  
    100,000    

5.60%, 04/01/2044

    98,000  
    870,000    

Enbridge, Inc.
3.70%, 07/15/2027

    822,321  
    550,000    

Energy Transfer Equity L.P.
5.50%, 06/01/2027

    550,000  
    185,000    

Energy Transfer L.P.
5.95%, 10/01/2043

    184,377  
    1,250,000    

Kinder Morgan, Inc.
5.55%, 06/01/2045

    1,280,321  
   

MPLX L.P.

 
    920,000    

4.00%, 03/15/2028

    885,164  
    1,575,000    

4.13%, 03/01/2027

    1,536,778  
    540,000    

4.70%, 04/15/2048

    511,062  
    265,000    

5.20%, 03/01/2047

    271,012  
    690,000    

Sabine Pass Liquefaction LLC
4.20%, 03/15/2028

    670,480  
   

Sunoco Logistics Partners Operations L.P.

 
    645,000    

4.00%, 10/01/2027

    602,310  
    1,080,000    

4.25%, 04/01/2024

    1,062,684  
    165,000    

5.30%, 04/01/2044

    151,980  
    170,000    

5.35%, 05/15/2045

    157,060  
    3,035,000    

5.40%, 10/01/2047

    2,865,633  
    30,000    

Tesoro Logistics L.P. / Tesoro Logistics Finance Corp.
6.38%, 05/01/2024

    31,950  
   

Texas Eastern Transmission L.P.

 
    1,675,000    

2.80%, 10/15/2022(1)

    1,594,503  
    465,000    

3.50%, 01/15/2028(1)

    438,001  
    460,000    

Transcontinental Gas Pipe Line Co. LLC
4.00%, 03/15/2028(1)

    446,155  
    2,120,000    

Valero Energy Partners L.P.
4.50%, 03/15/2028

    2,094,193  
    1,670,000    

Western Gas Partners L.P.
4.50%, 03/01/2028

    1,649,653  
   

Williams Cos., Inc.

 
    295,000    

3.70%, 01/15/2023

    285,324  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  185  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.1% - (continued)  
            Pipelines - 0.9% - (continued)  
  $       75,000    

4.55%, 06/24/2024

  $ 74,719  
    60,000    

5.75%, 06/24/2044

    62,550  
    100,000    

7.88%, 09/01/2021

    111,000  
    625,000    

Williams Partners L.P.
4.30%, 03/04/2024

    627,475  
     

 

 

 
    21,408,195  
     

 

 

 
            Real Estate Investment Trusts - 0.1%  
   

Crown Castle International Corp.

 
    1,460,000    

3.15%, 07/15/2023

    1,408,521  
    580,000    

3.20%, 09/01/2024

    551,343  
   

Equinix, Inc.

 
    95,000    

5.38%, 04/01/2023

    97,613  
    500,000    

5.88%, 01/15/2026

    517,500  
    270,000    

Starwood Property Trust, Inc.
4.75%, 03/15/2025(1)

    259,875  
    37,745    

VICI Properties LLC / VICI FC, Inc.
8.00%, 10/15/2023

    41,991  
     

 

 

 
    2,876,843  
     

 

 

 
            Retail - 1.1%  
   

CVS Health Corp.

 
    18,010,000    

2.80%, 07/20/2020

    17,898,569  
    1,421,000    

3.88%, 07/20/2025

    1,398,481  
    1,420,000    

5.13%, 07/20/2045

    1,474,908  
    265,000    

Dollar Tree, Inc.
3.06%, 04/17/2020(4)

    265,759  
   

Home Depot, Inc.

 
    795,000    

3.50%, 09/15/2056

    694,176  
    260,000    

4.20%, 04/01/2043

    260,393  
    280,000    

Lowe’s Cos., Inc.
3.70%, 04/15/2046

    253,901  
    1,900,000    

McDonald’s Corp.
3.35%, 04/01/2023

    1,895,101  
    285,000    

Suburban Propane Partners L.P. / Suburban Energy Finance Corp.
5.88%, 03/01/2027

    270,038  
    590,000    

United Rentals North America, Inc.
4.88%, 01/15/2028

    559,025  
     

 

 

 
    24,970,351  
     

 

 

 
            Semiconductors - 0.5%  
   

Broadcom Corp. / Broadcom Cayman Finance Ltd.

 
    4,500,000    

2.38%, 01/15/2020

    4,435,918  
    2,725,000    

3.00%, 01/15/2022

    2,656,720  
    640,000    

3.13%, 01/15/2025

    593,386  
    2,905,000    

3.63%, 01/15/2024

    2,822,214  
    910,000    

Intel Corp.
4.10%, 05/19/2046

    913,737  
    350,000    

Sensata Technologies B.V.
5.00%, 10/01/2025(1)

    349,125  
    211,000    

Sensata Technologies UK Financing Co. plc
6.25%, 02/15/2026(1)

    219,356  
     

 

 

 
    11,990,456  
     

 

 

 
            Software - 0.5%  
   

First Data Corp.

 
    280,000    

5.00%, 01/15/2024(1)

    282,100  
    245,000    

5.38%, 08/15/2023(1)

    249,851  
   

Microsoft Corp.

 
    310,000    

3.30%, 02/06/2027

    303,932  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.1% - (continued)  
            Software - 0.5% - (continued)  
  $       1,720,000    

3.70%, 08/08/2046

  $ 1,650,273  
    1,570,000    

3.95%, 08/08/2056

    1,535,625  
   

MSCI, Inc.

 
    360,000    

5.25%, 11/15/2024(1)

    367,200  
    115,000    

5.75%, 08/15/2025(1)

    120,141  
    215,000    

Open Text Corp.
5.88%, 06/01/2026(1)

    223,535  
    885,000    

Oracle Corp.
4.00%, 11/15/2047

    861,908  
   

salesforce.com, Inc.

 
    1,165,000    

3.25%, 04/11/2023

    1,155,538  
    780,000    

3.70%, 04/11/2028

    772,500  
    3,660,000    

Western Digital Corp.
4.75%, 02/15/2026

    3,605,100  
     

 

 

 
    11,127,703  
     

 

 

 
            Telecommunications - 2.0%  
   

AT&T, Inc.

 
    335,000    

3 mo. USD LIBOR + 0.650%,
3.00%, 01/15/2020(2)

    337,067  
    900,000    

4.10%, 02/15/2028(1)

    873,347  
    705,000    

4.25%, 03/01/2027

    699,876  
    4,451,000    

4.30%, 02/15/2030(1)

    4,308,482  
    835,000    

4.50%, 05/15/2035

    796,066  
    2,790,000    

4.75%, 05/15/2046

    2,598,466  
    2,575,000    

5.15%, 02/14/2050

    2,608,930  
    155,000    

5.80%, 02/15/2019

    158,564  
    4,500,000    

GTP Acquisition Partners LLC
3.48%, 06/15/2050(1)

    4,417,357  
 

Nokia Oyj

 

    1,770,000    

4.38%, 06/12/2027

    1,641,675  
    455,000    

6.63%, 05/15/2039

    474,338  
    380,000    

Sprint Communications, Inc.
7.00%, 03/01/2020(1)

    399,950  
    385,000    

Sprint Corp.
7.13%, 06/15/2024

    398,956  
    5,305,000    

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
5.15%, 03/20/2028(1)

    5,377,944  
   

Telecom Italia Capital S.A.

 
    185,000    

6.00%, 09/30/2034

    191,475  
    215,000    

7.72%, 06/04/2038

    259,075  
    4,310,000    

Telecom Italia S.p.A.
5.30%, 05/30/2024(1)

    4,389,735  
   

Telefonica Emisiones SAU

 
    525,000    

4.67%, 03/06/2038

    520,677  
    870,000    

4.90%, 03/06/2048

    862,891  
    3,140,000    

5.88%, 07/15/2019

    3,247,807  
   

Verizon Communications, Inc.

 
    1,971,000    

4.27%, 01/15/2036

    1,848,246  
    465,000    

4.40%, 11/01/2034

    450,081  
    1,150,000    

4.50%, 08/10/2033

    1,130,853  
    2,978,000    

4.52%, 09/15/2048

    2,761,929  
    1,700,000    

4.81%, 03/15/2039

    1,682,936  
    1,630,000    

4.86%, 08/21/2046

    1,595,393  
    1,195,000    

5.01%, 08/21/2054

    1,158,870  
    2,130,000    

5.25%, 03/16/2037

    2,224,355  
     

 

 

 
    47,415,341  
     

 

 

 
            Transportation - 0.4%  
    725,000    

Canadian Pacific Railway Co.
9.45%, 08/01/2021

    853,555  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  186  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 30.1% - (continued)  
            Transportation - 0.4% - (continued)  
  $       2,785,000    

CSX Corp.
3.25%, 06/01/2027

  $ 2,634,125  
    1,310,000    

Delta Airlines, Inc.
3.80%, 04/19/2023

    1,299,956  
 

FedEx Corp.

 

    2,750,000    

4.05%, 02/15/2048

    2,504,409  
    45,000    

4.40%, 01/15/2047

    43,764  
    585,000    

4.55%, 04/01/2046

    576,306  
    620,000    

4.75%, 11/15/2045

    627,309  
    1,535,000    

Norfolk Southern Corp.
2.90%, 06/15/2026

    1,441,664  
     

 

 

 
    9,981,088  
     

 

 

 
   

Total Corporate Bonds
(cost $708,030,635)

  $ 696,160,380  
     

 

 

 
     
FOREIGN GOVERNMENT OBLIGATIONS - 1.5%  
      Argentina - 0.4%  
   

Argentina Treasury Bill

 

    5,936,711    

2.97%, 06/15/2018(10)

  $ 5,914,632  
    1,762,002    

3.03%, 05/24/2018(10)

    1,758,716  
  EUR       1,665,000    

Argentine Republic Government International Bond
5.25%, 01/15/2028

    1,955,361  
     

 

 

 
    9,628,709  
     

 

 

 
      Canada - 0.0%  
  CAD       900,000    

City of Toronto Canada
4.95%, 06/27/2018

    704,803  
     

 

 

 
      Italy - 0.1%  
  EUR       1,720,000    

Italy Buoni Poliennali Del Tesoro
0.25%, 05/15/2018

    2,077,433  
     

 

 

 
      Oman - 0.2%  
 

Oman Government International Bond

 

  $       1,365,000    

5.63%, 01/17/2028(1)

    1,303,537  
    1,905,000    

6.75%, 01/17/2048(1)

    1,793,363  
     

 

 

 
    3,096,900  
     

 

 

 
      Qatar - 0.1%  
    2,600,000    

Qatar Government International Bond
5.10%, 04/23/2048(1)

    2,576,990  
     

 

 

 
      Saudi Arabia - 0.4%  
 

Saudi Government International Bond

 

    4,885,000    

4.00%, 04/17/2025(1)

    4,815,330  
    5,630,000    

4.63%, 10/04/2047(1)

    5,151,450  
     

 

 

 
    9,966,780  
     

 

 

 
      United Arab Emirates - 0.3%  
 

Abu Dhabi Government International Bond

 

    1,250,000    

3.13%, 10/11/2027(1)

    1,157,530  
    6,770,000    

4.13%, 10/11/2047(1)

    6,182,445  
     

 

 

 
    7,339,975  
     

 

 

 
 

Total Foreign Government Obligations
(cost $36,764,126)

  $ 35,391,590  
     

 

 

 
     
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 1.2%  
      Education - 0.1%  
  $       695,000    

Chicago, IL, Board of Education
6.14%, 12/01/2039

  $ 644,001  
    1,610,000    

Chicago. IL, Board of Education
5.48%, 12/01/2024

    1,555,196  
     

 

 

 
    2,199,197  
     

 

 

 
      General - 0.3%  
    2,705,000    

Chicago, IL, Transit Auth
6.90%, 12/01/2040

    3,536,328  
 

Puerto Rico Commonwealth Government Employees Retirement System

 
    5,400,000    

6.15%, 07/01/2038

    1,957,500  
    2,820,000    

6.30%, 07/01/2043

    1,022,250  
     

 

 

 
    6,516,078  
     

 

 

 
      General Obligation - 0.8%  
 

California State, GO Taxable

 

    3,480,000    

7.35%, 11/01/2039

    5,003,892  
    2,790,000    

7.55%, 04/01/2039

    4,168,846  
 

City of Chicago, IL, GO

 

    2,170,000    

7.05%, 01/01/2029

    2,310,486  
    1,870,000    

7.38%, 01/01/2033

    2,009,539  
 

Illinois State, GO

 

    2,055,000    

5.38%, 07/01/2018

    2,062,398  
    2,920,000    

5.88%, 03/01/2019

    2,982,225  
     

 

 

 
    18,537,386  
     

 

 

 
 

Total Municipal Bonds
(cost $27,886,683)

  $ 27,252,661  
     

 

 

 
     
SENIOR FLOATING RATE INTERESTS - 2.4%(11)  
      Advertising - 0.0%  
  $       468,098    

Acosta Holdco, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 09/26/2021

  $ 381,724  
     

 

 

 
      Aerospace/Defense - 0.0%  
    359,100    

Circor International, Inc.
1 mo. USD LIBOR + 3.500%,
5.39%, 12/11/2024

    360,224  
    613,288    

TransDigm, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 05/14/2022

    615,704  
     

 

 

 
    975,928  
     

 

 

 
      Agriculture - 0.0%  
    290,162    

Pinnacle Operating Corp.
1 mo. USD LIBOR + 7.250%,
9.15%, 11/15/2021

    272,389  
     

 

 

 
      Auto Manufacturers - 0.0%  
    199,500    

Navistar International Corp.
1 mo. USD LIBOR + 3.500%,
5.40%, 11/06/2024

    200,623  
     

 

 

 
      Biotechnology - 0.0%  
    525,343    

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 05/15/2022

    527,970  
     

 

 

 
      Chemicals - 0.1%  
    582,389    

Chemours Co.
1 mo. USD LIBOR + 1.750%,
3.66%, 03/21/2025

    584,089  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  187  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 2.4%(11) - (continued)  
      Chemicals - 0.1% - (continued)  
  $       550,213    

Univar, Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 07/01/2024

  $ 554,769  
    185,000    

WR Grace & Co.
0.00%, 04/03/2025(12)

    186,041  
     

 

 

 
    1,324,899  
     

 

 

 
      Coal - 0.0%  
    306,983    

Ascent Resources - Marcellus LLC
PRIME + 3.250%,
8.00%, 08/04/2020

    169,608  
    770,308    

Foresight Energy LLC
3 mo. USD LIBOR + 5.750%,
8.11%, 03/28/2022

    751,289  
     

 

 

 
    920,897  
     

 

 

 
      Commercial Services - 0.1%  
    213,925    

Ascend Learning LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 07/12/2024

    214,595  
    153,685    

Capital Automotive L.P.
1 mo. USD LIBOR + 6.000%,
7.91%, 03/24/2025

    155,222  
    456,731    

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 11/15/2023

    458,443  
  EUR       230,000    

Techem GmbH
EURIBOR + 3.000%,
3.00%, 10/02/2024

    278,123  
  $       883,325    

Tempo Acquisition LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 05/01/2024

    888,113  
    123,438    

Weight Watchers International, Inc.
3 mo. USD LIBOR + 4.750%,
6.99%, 11/29/2024

    124,826  
    395,000    

Xerox Business Services LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 12/07/2023

    396,975  
     

 

 

 
    2,516,297  
     

 

 

 
      Construction Materials - 0.0%  
    270,000    

Pisces Midco, Inc.
0.00%, 04/12/2025(12)

    272,362  
     

 

 

 
      Diversified Financial Services - 0.1%  
    495,000    

AlixPartners LLP
3 mo. USD LIBOR + 2.750%,
5.05%, 04/04/2024

    497,089  
    225,000    

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 02/28/2025

    224,649  
  EUR       194,028    

Nets Holding A/S
EURIBOR + 3.250%,
3.25%, 02/06/2025

    234,172  
  $       261,688    

RP Crown Parent LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 10/12/2023

    263,213  
     

 

 

 
    1,219,123  
     

 

 

 
      Electric - 0.0%  
    330,000    

Chief Exploration & Development LLC
2 mo. USD LIBOR + 6.500%,
8.42%, 05/16/2021

    326,083  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 2.4%(11) - (continued)  
      Electric - 0.0% - (continued)  
  $       216,379    

Helix Gen Funding LLC
1 mo. USD LIBOR + 3.750%,
5.65%, 06/02/2024

  $ 218,075  
    291,478    

Seadrill Partners Finco LLC
3 mo. USD LIBOR + 6.000%,
8.30%, 02/21/2021

    249,132  
     

 

 

 
    793,290  
     

 

 

 
      Electrical Components & Equipment - 0.0%  
    100,000    

ATS Consolidated, Inc.
1 mo. USD LIBOR + 3.750%,
5.64%, 02/28/2025

    100,708  
     

 

 

 
      Energy - Alternate Sources - 0.0%  
    245,000    

BCP Renaissance Parent LLC
3 mo. USD LIBOR + 4.000%,
6.36%, 10/31/2024

    246,034  
    99,750    

Medallion Midland Acquisition LLC
1 mo. USD LIBOR + 3.250%,
5.15%, 10/30/2024

    99,875  
     

 

 

 
    345,909  
     

 

 

 
      Engineering & Construction - 0.0%  
    645,125    

Brand Energy & Infrastructure Services, Inc.
3 mo. USD LIBOR + 4.250%,
6.61%, 06/21/2024

    651,015  
    115,380    

Pike Corp.
1 mo. USD LIBOR + 3.500%,
5.41%, 03/23/2025

    116,773  
     

 

 

 
    767,788  
     

 

 

 
      Entertainment - 0.0%  
    428,508    

Camelot UK Holdco Ltd.
1 mo. USD LIBOR + 3.250%,
5.15%, 10/03/2023

    431,263  
    199,500    

Scientific Games International, Inc.
2 mo. USD LIBOR + 2.750%,
4.73%, 08/14/2024

    200,653  
     

 

 

 
    631,916  
     

 

 

 
      Food - 0.1%  
    100,000    

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 03/31/2025

    100,500  
    553,991    

Hostess Brands LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/03/2022

    558,007  
    674,900    

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 05/24/2024

    677,795  
     

 

 

 
    1,336,302  
     

 

 

 
      Food Service - 0.0%  
    114,713    

Aramark Services, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 03/11/2025

    115,429  
     

 

 

 
      Healthcare - Products - 0.1%  
    244,388    

Avantor, Inc.
1 mo. USD LIBOR + 4.000%,
5.90%, 11/21/2024

    246,963  
    424,141    

INC Research LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/01/2024

    425,502  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  188  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 2.4%(11) - (continued)  
      Healthcare - Products - 0.1% - (continued)  
  $       282,863    

Kinetic Concepts, Inc.
3 mo. USD LIBOR + 3.250%,
5.55%, 02/02/2024

  $ 284,560  
    238,800    

Parexel International Corp.
1 mo. USD LIBOR + 2.750%,
4.65%, 09/27/2024

    239,548  
    221,625    

Revlon Consumer Products Corp.
1 mo. USD LIBOR + 3.500%,
5.40%, 09/07/2023

    170,467  
     

 

 

 
    1,367,040  
     

 

 

 
      Healthcare - Services - 0.2%  
    183,350    

CDRH Parent, Inc.
3 mo. USD LIBOR + 4.250%,
6.28%, 07/01/2021

    163,755  
    134,349    

Community Health Systems, Inc.
3 mo. USD LIBOR + 3.000%,
4.98%, 12/31/2019

    132,124  
    421,037    

Envision Healthcare Corp.
1 mo. USD LIBOR + 3.000%,
4.91%, 12/01/2023

    422,406  
    292,529    

Global Medical Response, Inc.
1 mo. USD LIBOR + 3.250%,
5.13%, 04/28/2022

    293,845  
    600,589    

Jaguar Holding Co.
3 mo. USD LIBOR + 2.500%,
4.61%, 08/18/2022

    603,658  
    890,603    

MPH Acquisition Holdings LLC
3 mo. USD LIBOR + 2.750%,
5.05%, 06/07/2023

    894,932  
    283,207    

Opal Acquisition, Inc.
3 mo. USD LIBOR + 4.000%,
6.31%, 11/27/2020

    277,543  
    815,225    

U.S. Renal Care, Inc.
3 mo. USD LIBOR + 4.250%,
6.55%, 12/31/2022

    811,149  
     

 

 

 
    3,599,412  
     

 

 

 
      Household Products - 0.0%  
    394,013    

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%,
4.99%, 09/06/2024

    393,276  
     

 

 

 
      Insurance - 0.2%  
 

Asurion LLC

 

    1,128,210    

1 mo. USD LIBOR + 2.750%,
4.65%, 08/04/2022

    1,135,442  
    215,000    

1 mo. USD LIBOR + 6.000%,
7.90%, 08/04/2025

    220,805  
    378,817    

Evertec Group LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 04/17/2020

    378,344  
    230,000    

Hub International Ltd.
0.00%, 04/25/2025(12)

    231,341  
 

Sedgwick Claims Management Services, Inc.

 

    812,691    

1 mo. USD LIBOR + 2.750%,
4.65%, 03/01/2021

    812,861  
    580,000    

1 mo. USD LIBOR + 5.750%,
7.65%, 02/28/2022

    584,350  
    527,850    

USI, Inc.
3 mo. USD LIBOR + 3.000%,
5.30%, 05/16/2024

    529,608  
     

 

 

 
    3,892,751  
     

 

 

 
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 2.4%(11) - (continued)  
      Internet - 0.0%  
  $       306,958    

Lands’ End, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 04/04/2021

  $ 294,489  
     

 

 

 
      Leisure Time - 0.1%  
    314,213    

Aristocrat Leisure Ltd.
3 mo. USD LIBOR + 2.000%,
4.36%, 10/19/2024

    315,784  
    425,546    

Caesars Resort Collection LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 12/22/2024

    428,917  
    988,717    

Delta 2 (LUX) S.a.r.l.
1 mo. USD LIBOR + 2.500%,
4.40%, 02/01/2024

    987,174  
    738,150    

Golden Entertainment, Inc.
1 mo. USD LIBOR + 3.000%,
4.91%, 10/20/2024

    743,686  
     

 

 

 
    2,475,561  
     

 

 

 
      Lodging - 0.1%  
    572,856    

Boyd Gaming Corp.
1 Week USD LIBOR + 2.500%,
4.24%, 09/15/2023

    575,657  
    613,463    

Caesars Entertainment Operating Co.
1 mo. USD LIBOR + 2.000%,
3.90%, 10/06/2024

    614,536  
    110,000    

Wyndham Hotels & Resorts, Inc.
0.00%, 03/28/2025(12)

    110,812  
     

 

 

 
    1,301,005  
     

 

 

 
      Machinery - Diversified - 0.0%  
    665,081    

Gates Global LLC
3 mo. USD LIBOR + 2.750%,
5.05%, 04/01/2024

    668,599  
    100,000    

Zodiac Pool Solutions LLC
0.00%, 03/31/2025(12)

    100,375  
     

 

 

 
    768,974  
     

 

 

 
      Media - 0.2%  
    184,075    

Altice Financing S.A.
3 mo. USD LIBOR + 2.750%,
5.10%, 01/31/2026

    181,467  
    1,318,047    

Charter Communications Operating LLC
1 mo. USD LIBOR + 2.000%,
3.91%, 04/30/2025

    1,323,227  
  EUR       100,000    

Crown Finance US, Inc.
EURIBOR + 2.625%,
2.63%, 02/28/2025

    120,666  
  $       265,000    

CSC Holdings LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 01/25/2026

    265,000  
    165,000    

Meredith Corp.
1 mo. USD LIBOR + 3.000%,
4.90%, 01/31/2025

    166,011  
    287,615    

MTN Infrastructure TopCo, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 11/15/2024

    288,874  
    539,195    

Numericable Group S.A.
3 mo. USD LIBOR + 3.000%,
5.35%, 01/31/2026

    530,687  
    235,000    

PSAV Holdings LLC
3 mo. USD LIBOR + 3.250%,
5.20%, 03/01/2025

    235,221  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  189  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 2.4%(11) - (continued)  
      Media - 0.2% - (continued)  
  $       155,000    

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%,
4.66%, 08/17/2024

  $ 156,356  
    380,000    

Sinclair Television Group, Inc.
0.00%, 12/12/2024(12)

    381,585  
    655,000    

UPC Financing Partnership
1 mo. USD LIBOR + 2.500%,
4.40%, 01/15/2026

    656,362  
     

 

 

 
    4,305,456  
     

 

 

 
      Metal Fabricate/Hardware - 0.0%  
    271,384    

Rexnord LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/21/2024

    273,215  
     

 

 

 
      Miscellaneous Manufacturing - 0.0%  
  EUR       210,000    

CTC AcquiCo GmbH
0.00%, 03/07/2025(12)

    253,337  
  $       159,200    

H.B. Fuller Co.
1 mo. USD LIBOR + 2.000%,
3.90%, 10/20/2024

    159,627  
     

 

 

 
    412,964  
     

 

 

 
      Oil & Gas - 0.1%  
    213,388    

BCP Raptor LLC
2 mo. USD LIBOR + 4.250%,
6.31%, 06/24/2024

    215,255  
    485,000    

California Resources Corp.
1 mo. USD LIBOR + 10.375%,
12.27%, 12/31/2021

    544,413  
    380,000    

Chesapeake Energy Corp.
3 mo. USD LIBOR + 7.500%,
9.44%, 08/23/2021

    401,850  
    646,774    

Fieldwood Energy LLC
3 mo. USD LIBOR + 2.875%,
4.78%, 09/28/2018

    648,391  
    166,665    

Peabody Energy Corp.
1 mo. USD LIBOR + 2.750%,
4.65%, 03/31/2025

    166,945  
    352,425    

Philadelphia Energy Solutions LLC
PRIME + 4.000%, 8.75%, 04/04/2019

    320,707  
    110,000    

Traverse Midstream Partners LLC
3 mo. USD LIBOR + 4.000%,
5.85%, 09/27/2024

    110,550  
     

 

 

 
    2,408,111  
     

 

 

 
      Oil & Gas Services - 0.0%  
  EUR       236,514    

EG Group Ltd.
0.00%, 02/06/2025(12)

    284,898  
     

 

 

 
      Packaging & Containers - 0.1%  
 

Berry Global, Inc.

 

  $       725,714    

1 mo. USD LIBOR + 2.000%,
3.90%, 02/08/2020

    729,648  
    390,574    

1 mo. USD LIBOR + 2.000%,
3.90%, 10/01/2022

    392,933  
    120,000    

Crown Americas LLC
3 mo. USD LIBOR + 2.000%,
4.31%, 01/29/2025

    120,976  
    405,900    

Flex Acquisition Co., Inc.
3 mo. USD LIBOR + 3.000%,
5.31%, 12/29/2023

    407,864  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 2.4%(11) - (continued)  
      Packaging & Containers - 0.1% - (continued)  
  $       143,188    

Proampac PG Borrower LLC
1 mo. USD LIBOR + 3.500%,
5.39%, 11/18/2023

  $ 144,190  
    1,116,474    

Reynolds Group Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 02/05/2023

    1,123,452  
     

 

 

 
    2,919,063  
     

 

 

 
      Pharmaceuticals - 0.0%  
    699,713    

Endo Luxembourg Finance Co. I S.a r.l.
1 mo. USD LIBOR + 4.250%,
6.19%, 04/29/2024

    695,340  
    264,868    

Valeant Pharmaceuticals International, Inc.
1 mo. USD LIBOR + 3.500%,
5.39%, 04/01/2022

    267,683  
     

 

 

 
    963,023  
     

 

 

 
      Real Estate - 0.1%  
    1,053,439    

DTZ U.S. Borrower LLC
3 mo. USD LIBOR + 3.250%,
5.36%, 11/04/2021

    1,054,903  
    405,682    

VICI Properties LLC
1 mo. USD LIBOR + 2.000%,
3.90%, 12/20/2024

    407,090  
     

 

 

 
    1,461,993  
     

 

 

 
      REITS - 0.0%  
    125,000    

Iron Mountain, Inc.
3 mo. USD LIBOR + 1.750%,
3.65%, 01/02/2026

    124,454  
     

 

 

 
      Retail - 0.3%  
 

Albertsons LLC

 

    776,436    

1 mo. USD LIBOR + 2.750%,
4.65%, 08/25/2021

    768,671  
    354,627    

3 mo. USD LIBOR + 3.000%,
5.29%, 12/21/2022

    351,747  
    994,888    

American Builders & Contractors Supply Co., Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 10/31/2023

    996,132  
    592,025    

Bass Pro Group LLC
1 mo. USD LIBOR + 5.000%,
6.90%, 09/25/2024

    595,725  
    494,949    

Coty, Inc.
1 mo. USD LIBOR + 2.250%,
4.13%, 04/05/2025

    494,330  
    909,156    

Harbor Freight Tools USA, Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 08/18/2023

    912,948  
    660,017    

Neiman Marcus Group Ltd. LLC
1 mo. USD LIBOR + 3.250%,
5.14%, 10/25/2020

    580,214  
    493,763    

Staples, Inc.
3 mo. USD LIBOR + 4.000%,
5.79%, 09/12/2024

    488,114  
    441,608    

U.S. Foods, Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 06/27/2023

    445,362  
     

 

 

 
    5,633,243  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  190  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 2.4%(11) - (continued)  
      Software - 0.3%  
  $       482,575    

Almonde, Inc.
3 mo. USD LIBOR + 3.500%,
5.48%, 06/13/2024

  $ 482,083  
    643,500    

Change Healthcare Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 03/01/2024

    645,913  
    154,547    

Epicor Software Corp.
1 mo. USD LIBOR + 3.250%,
5.16%, 06/01/2022

    155,295  
    2,211,197    

First Data Corp.
1 mo. USD LIBOR + 2.250%,
4.15%, 04/26/2024

    2,218,693  
    549,361    

Hyland Software, Inc.
1 mo. USD LIBOR + 3.250%,
5.14%, 07/01/2022

    553,827  
    735,107    

Infor U.S., Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 02/01/2022

    738,018  
    99,750    

Quest Software U.S. Holdings, Inc.
3 mo. USD LIBOR + 5.500%,
7.86%, 10/31/2022

    100,228  
    77,144    

SS&C Technologies Holdings Europe S.a.r.l.
0.00%, 04/16/2025(12)

    77,626  
    208,502    

SS&C Technologies, Inc.
0.00%, 04/16/2025(12)

    209,806  
    1,753,763    

WEX, Inc.
1 mo. USD LIBOR + 2.250%,
4.15%, 06/30/2023

    1,764,232  
     

 

 

 
    6,945,721  
     

 

 

 
      Telecommunications - 0.2%  
    615,000    

Level 3 Financing, Inc.
1 mo. USD LIBOR + 2.250%, 4.15%, 02/22/2024

    617,565  
    1,405,800    

Sprint Communications, Inc.
1 mo. USD LIBOR + 2.500%, 4.44%, 02/02/2024

    1,409,314  
    220,000    

Telenet Financing USD LLC
1 mo. USD LIBOR + 2.500%, 4.40%, 03/01/2026

    220,909  
    395,000    

Unitymedia Finance LLC
1 mo. USD LIBOR + 2.250%, 4.15%, 09/30/2025

    394,309  
    739,943    

Univision Communications, Inc.
1 mo. USD LIBOR + 2.750%, 4.65%, 03/15/2024

    729,244  
    318,158    

Zayo Group LLC
1 mo. USD LIBOR + 2.250%, 4.15%, 01/19/2024

    320,385  
     

 

 

 
    3,691,726  
     

 

 

 
   

Total Senior Floating Rate Interests
(cost $56,351,424)

  $ 56,219,929  
     

 

 

 
     
U.S. GOVERNMENT AGENCIES - 55.0%  
      Mortgage-Backed Agencies - 55.0%  
      FHLMC - 17.6%  
  $       4,400,000    

3.50%, 05/01/2033(13)

  $ 4,452,807  
    103,290    

0.00%, 11/15/2036(14)(15)

    93,716  
    23,616,539    

0.32%, 10/25/2020(4)(6)

    95,371  
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 55.0% - (continued)  
      FHLMC - 17.6% - (continued)  
  $       18,300,180    

0.75%, 03/25/2027(4)(6)

  $ 840,525  
    2,566,329    

1.75%, 10/15/2042

    2,417,436  
    9,074,880    

2.08%, 08/25/2018(4)(6)

    19,498  
    1,240,103    

2.50%, 12/15/2026(6)

    63,645  
    1,165,390    

2.50%, 03/15/2028(6)

    91,643  
    883,926    

2.50%, 05/15/2028(6)

    67,244  
    2,577,688    

3.00%, 03/15/2028(6)

    210,650  
    1,402,198    

3.00%, 08/01/2029

    1,392,712  
    1,195,896    

3.00%, 05/15/2032(6)

    95,800  
    699,585    

3.00%, 03/15/2033(6)

    90,650  
    18,139,993    

3.00%, 04/01/2033

    18,006,652  
    42,600,000    

3.00%, 05/01/2033(13)

    42,248,882  
    4,884,685    

3.00%, 11/01/2036

    4,794,039  
    4,297,489    

3.00%, 01/01/2037

    4,217,745  
    4,050,000    

3.00%, 08/15/2043

    3,870,711  
    7,861,248    

3.00%, 11/01/2046

    7,594,220  
    22,176,616    

3.00%, 12/01/2046

    21,417,242  
    5,261,824    

3.00%, 02/15/2048

    5,201,304  
    42,025,000    

3.00%, 05/01/2048(13)

    40,511,007  
    2,700,000    

3.43%, 01/25/2027(4)

    2,706,798  
    1,435,557    

3.50%, 06/15/2026(6)

    98,149  
    489,092    

3.50%, 09/15/2026(6)

    44,981  
    850,844    

3.50%, 03/15/2027(6)

    75,968  
    2,791,534    

3.50%, 08/01/2034

    2,817,644  
    3,491,761    

3.50%, 03/15/2041(6)

    434,748  
    1,237,037    

3.50%, 06/01/2046

    1,232,140  
    6,395,897    

3.50%, 10/01/2047

    6,356,939  
    72,630,000    

3.50%, 05/01/2048(13)

    72,128,926  
    2,708,380    

4.00%, 08/01/2025

    2,809,249  
    484,421    

4.00%, 08/15/2026(6)

    46,156  
    2,815,917    

4.00%, 07/15/2027(6)

    272,625  
    3,528,546    

4.00%, 03/15/2028(6)

    352,373  
    798,986    

4.00%, 06/15/2028(6)

    84,078  
    2,689,380    

4.00%, 05/01/2042

    2,764,209  
    715,778    

4.00%, 08/01/2042

    735,720  
    1,007,351    

4.00%, 09/01/2042

    1,034,483  
    256,434    

4.00%, 07/01/2044

    263,498  
    1,195,593    

4.00%, 02/01/2046

    1,223,329  
    88,385,000    

4.00%, 05/01/2048(13)

    90,056,024  
    464,196    

4.50%, 02/01/2039

    484,497  
    1,040,784    

4.50%, 03/15/2041

    1,101,421  
    4,935,750    

4.50%, 05/01/2042

    5,195,360  
    743,844    

4.50%, 09/01/2044

    775,790  
    4,015,000    

4.50%, 05/01/2048(13)

    4,180,932  
    31,000,000    

4.50%, 06/01/2048(13)

    32,223,046  
    2,018,879    

4.75%, 07/15/2039

    2,140,677  
    144,614    

5.00%, 02/01/2028

    153,230  
    164,136    

5.00%, 04/01/2028

    173,916  
    317,400    

5.00%, 01/01/2030

    337,107  
    11,633    

5.00%, 09/01/2031

    12,326  
    1,085,091    

5.00%, 09/15/2033(6)

    222,464  
    11,594    

5.00%, 07/01/2035

    12,416  
    232,527    

5.00%, 04/01/2038

    248,941  
    381,757    

5.00%, 09/01/2039

    407,445  
    685,135    

5.00%, 01/01/2040

    734,408  
    218,286    

5.00%, 08/01/2040

    233,088  
    12,645    

5.00%, 02/01/2041

    13,583  
    431,512    

5.00%, 04/01/2044

    462,116  
    1,852,949    

5.00%, 03/01/2047

    1,969,297  
    885,596    

5.00%, 04/01/2047

    940,636  
    702,495    

5.00%, 06/01/2047

    745,836  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  191  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 55.0% - (continued)  
      FHLMC - 17.6% - (continued)  
  $       97,913    

5.00%, 11/01/2047

  $ 105,391  
    3,120,000    

5.00%, 05/01/2048(13)

    3,306,408  
    949,598    

5.50%, 04/15/2036(6)

    198,629  
    10,529    

5.50%, 11/01/2037

    11,513  
    1,146    

5.50%, 02/01/2038

    1,257  
    47,968    

5.50%, 04/01/2038

    52,398  
    46,313    

5.50%, 06/01/2038

    50,602  
    2,574,743    

5.50%, 08/01/2038

    2,814,637  
    131,046    

5.50%, 05/01/2040

    143,208  
    545,197    

5.50%, 08/01/2040

    596,021  
    504,932    

5.50%, 06/01/2041

    551,775  
    2,011,082    

5.50%, 12/15/2046(6)

    418,669  
    195,088    

6.00%, 01/01/2023

    203,943  
    57,218    

6.00%, 11/01/2032

    63,471  
    127,725    

6.00%, 11/01/2033

    142,402  
    105,241    

6.00%, 02/01/2034

    117,334  
    153,010    

6.00%, 07/01/2034

    170,543  
    50,333    

6.00%, 08/01/2034

    56,062  
    62,104    

6.00%, 09/01/2034

    69,150  
    35,294    

6.00%, 01/01/2035

    39,014  
    40,804    

6.00%, 03/01/2035

    45,492  
    46,830    

6.00%, 05/01/2038

    51,729  
    261,511    

6.00%, 06/01/2038

    289,887  
    684,049    

6.00%, 05/15/2039

    746,603  
    706,873    

6.50%, 07/15/2036

    777,178  
     

 

 

 
    407,123,384  
     

 

 

 
      FNMA - 26.9%  
    13,600,000    

3.50%, 06/01/2025(13)

    13,741,072  
    113,559    

0.00%, 03/25/2036(14)(15)

    92,698  
    939,240    

0.00%, 06/25/2036(14)(15)

    793,461  
    3,441,553    

1.41%, 05/25/2046(4)(6)

    133,728  
    3,132,399    

1.45%, 04/25/2055(4)(6)

    135,872  
    2,554,834    

1.57%, 06/25/2055(4)(6)

    109,529  
    3,197,021    

1.57%, 08/25/2044(4)(6)

    121,375  
    2,785,984    

1.75%, 12/25/2042

    2,612,003  
    1,941,967    

2.00%, 09/25/2039

    1,818,438  
    739,158    

2.50%, 06/25/2028(6)

    55,676  
    480,605    

2.50%, 01/01/2043

    450,061  
    2,461,966    

2.50%, 02/01/2043

    2,305,602  
    1,934,495    

2.50%, 03/01/2043

    1,811,489  
    1,162,376    

2.50%, 04/01/2043

    1,088,459  
    461,495    

2.50%, 06/01/2043

    431,888  
    806,582    

2.50%, 08/01/2043

    754,512  
    837,084    

2.50%, 10/01/2046

    780,447  
    24,534,649    

2.50%, 11/01/2046

    22,874,779  
    14,203,336    

2.50%, 12/01/2046

    13,242,694  
    455,467    

2.50%, 01/01/2047

    424,656  
    2,139,012    

2.82%, 07/01/2025

    2,087,201  
    4,335,000    

2.83%, 12/01/2027

    4,141,694  
    1,850,000    

2.84%, 12/01/2025

    1,797,556  
    3,660,000    

2.85%, 12/01/2027

    3,497,298  
    2,485,000    

2.88%, 12/01/2027

    2,384,083  
    3,300,000    

2.91%, 12/01/2027

    3,175,817  
    4,231,000    

2.99%, 12/01/2027

    4,082,624  
    2,191,582    

3.00%, 02/25/2027(6)

    171,035  
    704,209    

3.00%, 09/25/2027(6)

    68,141  
    4,521,147    

3.00%, 01/25/2028(6)

    390,821  
    2,016,462    

3.00%, 02/25/2028(6)

    180,842  
    2,062,312    

3.00%, 04/25/2028(6)

    193,619  
    1,022,543    

3.00%, 01/01/2030

    1,017,469  
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 55.0% - (continued)  
      FNMA - 26.9% - (continued)  
  $       4,292,538    

3.00%, 03/01/2037

  $ 4,215,181  
    7,384,235    

3.00%, 09/25/2047

    7,241,682  
    9,757,000    

3.00%, 05/01/2048(13)

    9,410,931  
    1,493,453    

3.02%, 03/01/2027

    1,457,490  
    3,200,000    

3.05%, 05/01/2027

    3,116,418  
    1,987,191    

3.07%, 11/01/2027

    1,943,470  
    7,175,317    

3.11%, 04/01/2027

    7,038,032  
    2,600,000    

3.12%, 08/01/2027

    2,553,592  
    3,017,415    

3.15%, 04/01/2027

    2,975,641  
    2,315,000    

3.16%, 04/01/2027

    2,280,914  
    255,471    

3.24%, 12/01/2026

    253,696  
    95,000    

3.29%, 06/01/2029

    92,924  
    659,892    

3.30%, 12/01/2026

    658,997  
    550,918    

3.41%, 11/01/2024

    555,925  
    2,219,260    

3.50%, 05/25/2027(6)

    226,957  
    1,309,098    

3.50%, 10/25/2027(6)

    134,778  
    1,193,408    

3.50%, 05/25/2030(6)

    144,057  
    463,883    

3.50%, 08/25/2030(6)

    52,501  
    1,108,870    

3.50%, 02/25/2031(6)

    103,222  
    24,515,000    

3.50%, 05/01/2033(13)

    24,803,767  
    862,557    

3.50%, 09/25/2035(6)

    136,073  
    1,752,947    

3.50%, 10/01/2044

    1,749,021  
    1,884,155    

3.50%, 02/01/2045

    1,876,244  
    3,674,302    

3.50%, 09/01/2046

    3,652,622  
    1,606,459    

3.50%, 10/01/2046

    1,596,974  
    751,978    

3.50%, 10/25/2046(6)

    175,987  
    1,267,506    

3.50%, 11/01/2046

    1,263,774  
    1,605,887    

3.50%, 09/01/2047

    1,596,718  
    6,147,489    

3.50%, 11/25/2047

    6,158,057  
    6,348,319    

3.50%, 01/01/2048

    6,310,556  
    1,294,630    

3.50%, 02/01/2048

    1,289,105  
    4,006,744    

3.50%, 04/25/2048

    4,022,486  
    303,178,000    

3.50%, 05/01/2048(13)

    300,998,908  
    302,226    

3.89%, 05/01/2030

    308,635  
    132,182    

3.96%, 05/01/2034

    136,349  
    82,713    

3.97%, 05/01/2029

    86,393  
    776,927    

4.00%, 06/01/2025

    805,656  
    3,083,347    

4.00%, 05/25/2027(6)

    308,363  
    2,208,455    

4.00%, 01/25/2038(6)

    428,540  
    3,339,493    

4.00%, 10/01/2040

    3,426,770  
    1,460,889    

4.00%, 11/01/2040

    1,499,188  
    1,063,296    

4.00%, 12/01/2040

    1,091,121  
    514,570    

4.00%, 02/01/2041

    528,348  
    1,197,089    

4.00%, 03/01/2041

    1,228,480  
    550,033    

4.00%, 03/25/2042(6)

    85,458  
    3,439,412    

4.00%, 05/25/2042(6)

    471,666  
    450,124    

4.00%, 08/01/2042

    461,931  
    1,093,224    

4.00%, 09/01/2042

    1,121,898  
    313,135    

4.00%, 11/25/2042(6)

    46,462  
    260,016    

4.00%, 03/01/2045

    265,321  
    1,277,130    

4.00%, 07/01/2045

    1,309,893  
    611,803    

4.00%, 05/01/2046

    623,673  
    1,316,381    

4.00%, 06/01/2046

    1,341,899  
    1,419,022    

4.00%, 04/01/2047

    1,455,593  
    60,790,000    

4.00%, 05/01/2048(13)

    61,915,563  
    417,766    

4.50%, 08/01/2024

    433,708  
    33,521    

4.50%, 04/01/2025

    34,798  
    607,941    

4.50%, 07/25/2027(6)

    65,503  
    930,446    

4.50%, 09/01/2035

    974,279  
    247,950    

4.50%, 08/01/2040

    261,143  
    2,815,332    

4.50%, 10/01/2040

    2,963,046  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  192  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 55.0% - (continued)  
      FNMA - 26.9% - (continued)  
  $       1,235,760    

4.50%, 10/01/2041

  $ 1,300,540  
    1,104,764    

4.50%, 09/01/2043

    1,162,624  
    26,105,000    

4.50%, 05/01/2048(13)

    27,192,028  
    215    

5.00%, 05/01/2018

    218  
    2,445    

5.00%, 06/01/2018

    2,483  
    657    

5.00%, 07/01/2018

    667  
    18,021    

5.00%, 12/01/2019

    18,421  
    159,505    

5.00%, 01/01/2022

    162,341  
    316,437    

5.00%, 04/25/2038

    330,232  
    7,600,000    

5.00%, 05/01/2048(13)

    8,069,953  
    339,397    

5.46%, 05/25/2042(4)(6)

    35,605  
    74    

5.50%, 11/01/2018

    74  
    24,162    

5.50%, 08/01/2019

    24,337  
    22,953    

5.50%, 09/01/2019

    23,123  
    26,881    

5.50%, 10/01/2019

    27,104  
    5,119    

5.50%, 05/01/2020

    5,186  
    346,728    

5.50%, 06/01/2022

    357,886  
    174,034    

5.50%, 06/01/2033

    191,369  
    641,012    

5.50%, 07/01/2033

    699,336  
    48,002    

5.50%, 08/01/2033

    52,145  
    2,404,481    

5.50%, 11/01/2035

    2,633,343  
    597,097    

5.50%, 04/01/2036

    653,660  
    515,538    

5.50%, 04/25/2037

    556,757  
    996,297    

5.50%, 11/01/2037

    1,088,590  
    1,283,372    

5.50%, 06/25/2042(6)

    285,556  
    1,365,878    

5.50%, 07/25/2045(6)

    298,311  
    10,534    

6.00%, 11/01/2031

    11,657  
    183,750    

6.00%, 12/01/2032

    206,908  
    233,504    

6.00%, 03/01/2033

    260,531  
    556,941    

6.00%, 02/01/2037

    620,757  
    360,818    

6.00%, 12/01/2037

    401,558  
    181,603    

6.00%, 03/01/2038

    202,687  
    177,562    

6.00%, 10/01/2038

    197,195  
    1,863,590    

6.00%, 09/25/2047(6)

    436,087  
    2,314    

7.50%, 12/01/2029

    2,406  
    13,357    

7.50%, 03/01/2030

    15,269  
    23,765    

7.50%, 09/01/2031

    24,977  
    2,940,000    

3.19%, 02/25/2030

    2,814,130  
    1,365,752    

2.00%, 08/25/2043

    1,270,514  
     

 

 

 
    622,369,581  
     

 

 

 
      GNMA - 10.5%  
    1,000,000    

5.50%, 05/01/2048(13)

    1,081,607  
    17,525,000    

5.00%, 05/01/2048(13)

    18,407,328  
    494,026    

1.75%, 09/20/2043

    466,533  
    1,365,000    

2.00%, 10/20/2042

    1,010,796  
    1,933,806    

2.50%, 12/16/2039

    1,878,127  
    1,006,377    

3.00%, 09/20/2028(6)

    89,204  
    206,214    

3.00%, 11/15/2042

    201,993  
    586,720    

3.00%, 02/16/2043(6)

    96,769  
    196,548    

3.00%, 06/15/2043

    193,198  
    210,338    

3.00%, 10/15/2044

    205,892  
    263,999    

3.00%, 02/15/2045

    257,832  
    140,412    

3.00%, 03/15/2045

    137,132  
    950,758    

3.00%, 05/20/2047

    825,227  
    1,399,244    

3.00%, 09/20/2047

    1,180,805  
    53,942,141    

3.00%, 11/20/2047

    52,625,987  
    437,987    

3.50%, 02/16/2027(6)

    40,281  
    1,061,960    

3.50%, 03/20/2027(6)

    107,286  
    1,050,261    

3.50%, 07/20/2040(6)

    122,937  
    1,427,428    

3.50%, 02/20/2041(6)

    176,685  
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 55.0% - (continued)  
      GNMA - 10.5% - (continued)  
  $       2,402,481    

3.50%, 04/20/2042(6)

  $ 325,095  
    607,492    

3.50%, 05/15/2042

    610,159  
    3,587,442    

3.50%, 10/20/2042(6)

    754,371  
    1,428,344    

3.50%, 12/15/2042

    1,437,798  
    1,199,244    

3.50%, 03/15/2043

    1,207,176  
    1,216,689    

3.50%, 04/15/2043

    1,224,736  
    4,165,420    

3.50%, 05/15/2043

    4,189,222  
    463,098    

3.50%, 05/20/2043(6)

    88,894  
    1,912,839    

3.50%, 07/20/2043(6)

    290,806  
    11,009,959    

3.50%, 08/20/2047

    11,035,358  
    44,117,000    

3.50%, 05/01/2048(13)

    44,172,146  
    325,741    

4.00%, 12/16/2026(6)

    29,399  
    4,183,239    

4.00%, 05/20/2029(6)

    418,600  
    2,723,768    

4.00%, 09/20/2040

    2,815,024  
    385,627    

4.00%, 10/20/2040

    398,486  
    718,273    

4.00%, 12/20/2040

    744,940  
    344,248    

4.00%, 05/16/2042(6)

    50,803  
    676,507    

4.00%, 03/20/2043(6)

    153,837  
    236,869    

4.00%, 01/20/2044(6)

    53,919  
    2,335,080    

4.00%, 03/20/2047(6)

    453,569  
    3,536,530    

4.00%, 07/20/2047(6)

    709,611  
    4,923,543    

4.00%, 10/20/2047

    5,041,560  
    5,954,845    

4.00%, 11/20/2047

    6,110,496  
    5,291,420    

4.00%, 03/20/2048

    5,432,621  
    11,980,000    

4.00%, 05/01/2048(13)

    12,253,294  
    42,210    

4.50%, 07/15/2033

    43,893  
    117,310    

4.50%, 05/15/2040

    123,667  
    18,400,000    

4.50%, 06/01/2040(13)

    19,056,937  
    556,089    

4.50%, 06/15/2041

    585,957  
    1,758,117    

4.50%, 06/20/2044

    1,853,330  
    1,489,901    

4.50%, 10/20/2044

    1,567,120  
    1,028,833    

4.50%, 04/20/2045(6)

    240,154  
    1,440,486    

4.50%, 01/20/2046

    1,511,085  
    18,420,000    

4.50%, 05/01/2048(13)

    19,112,189  
    2,834,627    

5.00%, 02/16/2040(6)

    722,092  
    947,806    

5.00%, 06/15/2041

    1,014,874  
    1,317,188    

5.00%, 10/16/2041(6)

    224,988  
    1,495,313    

5.00%, 03/15/2044

    1,601,205  
    2,096,842    

5.00%, 06/20/2046(6)

    445,287  
    709,283    

5.00%, 01/16/2047(6)

    172,476  
    522,620    

5.50%, 05/15/2033

    575,312  
    46,437    

5.50%, 06/15/2035

    50,961  
    46,959    

5.50%, 04/15/2038

    50,951  
    2,121,446    

5.50%, 03/20/2039(6)

    483,986  
    1,986,823    

5.50%, 02/16/2047(6)

    447,057  
    1,194,362    

5.50%, 02/20/2047(6)

    252,282  
    72,979    

6.00%, 02/15/2029

    81,346  
    127,285    

6.00%, 11/15/2032

    142,809  
    138,442    

6.00%, 02/15/2033

    154,314  
    42,650    

6.00%, 07/15/2033

    47,756  
    63,657    

6.00%, 10/15/2034

    70,955  
    477,970    

6.00%, 03/15/2036

    537,734  
    5,008    

6.00%, 05/15/2036

    5,607  
    140,044    

6.00%, 10/15/2036

    157,151  
    72,153    

6.00%, 01/15/2037

    81,116  
    141,494    

6.00%, 02/15/2037

    158,737  
    259,101    

6.00%, 06/15/2037

    291,045  
    108,903    

6.00%, 11/15/2037

    121,465  
    73,021    

6.00%, 06/15/2038

    82,244  
    159,222    

6.00%, 08/15/2038

    177,477  
    241,837    

6.00%, 10/15/2038

    269,563  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  193  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 55.0% - (continued)  
      GNMA - 10.5% - (continued)  
  $       233,739    

6.00%, 11/15/2038

  $ 262,269  
    120,097    

6.00%, 12/15/2038

    134,067  
    99,615    

6.00%, 01/15/2039

    111,068  
    2,803    

6.00%, 03/15/2039

    3,125  
    424,729    

6.00%, 04/15/2039

    473,423  
    432,500    

6.00%, 08/15/2039

    482,085  
    20,720    

6.00%, 09/15/2039

    23,096  
    58,951    

6.00%, 11/15/2039

    65,710  
    29,406    

6.00%, 06/15/2040

    32,777  
    2,516,689    

6.00%, 09/20/2040(6)

    598,947  
    173,195    

6.00%, 12/15/2040

    193,052  
    588,697    

6.00%, 06/15/2041

    656,190  
    1,872,611    

6.00%, 02/20/2046(6)

    432,297  
    14,885    

6.50%, 09/15/2028

    16,649  
    2,505    

6.50%, 10/15/2028

    2,802  
    4,978    

6.50%, 12/15/2028

    5,568  
    51,131    

6.50%, 05/15/2029

    57,191  
    86,683    

6.50%, 08/15/2031

    96,956  
    4,271    

6.50%, 09/15/2031

    4,777  
    56,575    

6.50%, 10/15/2031

    63,280  
    156,930    

6.50%, 11/15/2031

    175,529  
    32,571    

6.50%, 01/15/2032

    36,431  
    26,447    

6.50%, 03/15/2032

    29,581  
    7,189    

6.50%, 04/15/2032

    8,041  
    13,439    

6.50%, 07/15/2032

    15,032  
    173,718    

3.00%, 07/15/2043

    170,758  
    728,056    

3.00%, 04/15/2045

    711,051  
    6,839,476    

3.00%, 07/15/2045

    6,679,720  
    174,195    

3.00%, 06/15/2045

    170,126  
     

 

 

 
    243,334,259  
     

 

 

 
    1,272,827,224  
     

 

 

 
 

Total U.S. Government Agencies
(cost $1,287,075,387)

  $ 1,272,827,224  
     

 

 

 
     
U.S. GOVERNMENT SECURITIES - 8.0%  
      U.S. Treasury Securities - 8.0%  
      U.S. Treasury Bonds  
  $       16,530,000    

2.50%, 02/15/2045

  $ 14,746,568  
    7,800,000    

2.50%, 02/15/2046

    6,933,469  
    6,525,000    

2.88%, 08/15/2045(16)

    6,261,706  
    23,034,000    

2.88%, 11/15/2046(16)

    22,069,451  
    3,440,000    

3.00%, 11/15/2044

    3,385,041  
    9,045,000    

3.00%, 05/15/2045(17)(18)

    8,895,192  
    8,485,000    

3.00%, 11/15/2045

    8,340,821  
    31,854,000    

3.13%, 08/15/2044(16)

    32,069,264  
    530,000    

3.38%, 05/15/2044

    557,266  
    3,560,000    

3.63%, 02/15/2044

    3,900,564  
     

 

 

 
    107,159,342  
     

 

 

 
      U.S. Treasury Notes  
    5,259,604    

0.25%, 01/15/2025(19)

    5,102,543  
    61,785,781    

0.38%, 07/15/2027(19)

    59,912,692  
    12,939,466    

0.63%, 01/15/2026(19)

    12,837,034  
     

 

 

 
    77,852,269  
     

 

 

 
    185,011,611  
     

 

 

 
 

Total U.S. Government Securities
(cost $191,306,196)

  $ 185,011,611  
     

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 0.0%  
      Energy - 0.0%  
    8,492    

Templar Energy LLC Class A*

  $ 8,492  
     

 

 

 
      Utilities - 0.0%  
    350,000    

TCEH Corp.*(20)(21)(22)

     
     

 

 

 
 

Total Common Stocks
(cost $72,709)

  $ 8,492  
     

 

 

 
     
PREFERRED STOCKS - 0.0%  
      Banks - 0.0%  
    469    

U.S. Bancorp Series A
3 mo. USD LIBOR + 1.020%, 3.50%(2)(9)

  $ 435,232  
     

 

 

 
 

Total Preferred Stocks
(cost $332,990)

  $ 435,232  
     

 

 

 
 

Total Long-Term Investments
(cost $3,093,567,975)

  $ 3,054,322,429  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 5.4%  
      Commercial Paper - 0.1%  
    250,000    

Bell Canada Co.
2.48%, 07/12/2018(10)

  $ 248,795  
    250,000    

Caisse des Depots et Consignations
2.19%, 07/23/2018(10)

    248,710  
    500,000    

CBS Corp.
2.21%, 05/22/2018(10)

    499,335  
    750,000    

Ontario Teachers Finance
2.29%, 07/24/2018(10)

    746,038  
 

TransCanada PipeLines Ltd.

 

    500,000    

1.22%, 05/02/2018(10)

    499,967  
    750,000    

2.28%, 05/16/2018(10)

    749,250  
    500,000    

VW CR, Inc.
2.62%, 06/22/2018(10)

    498,108  
     

 

 

 
    3,490,203  
     

 

 

 
      Foreign Government Obligations - 1.1%  
  EUR       1,865,000    

Italy Buoni Ordinari del Tesoro BOT
0.45%, 07/31/2018(10)

    2,254,757  
 

Japan Treasury Discount Bill

 

  JPY       35,750,000    

0.01%, 05/01/2018(10)

    327,022  
    359,800,000    

0.13%, 07/09/2018(10)

    3,292,094  
    577,000,000    

0.14%, 07/23/2018(10)

    5,279,766  
    300,000,000    

0.15%, 05/14/2018(10)

    2,744,386  
    268,150,000    

0.15%, 06/18/2018(10)

    2,453,387  
    469,550,000    

0.21%, 06/04/2018(10)

    4,296,034  
  EUR       4,440,000    

Spain Letras del Tesoro
0.48%, 05/11/2018 - 08/17/2018(10)

    5,365,796  
     

 

 

 
    26,013,242  
     

 

 

 
      Other Investment Pools & Funds - 4.1%  
    95,137,500    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,
1.62%(23)

    95,137,500  
     

 

 

 
      Securities Lending Collateral - 0.1%  
    64,900    

Citibank NA DDCA, 1.50%, 5/1/2018(23)

    64,900  
    690,664    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(23)

    690,664  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  194  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 5.4% - (continued)  
      Securities Lending Collateral - 0.1% - (continued)  
    542,436    

Invesco Government & Agency Portfolio, 1.60%(23)

  $ 542,436  
     

 

 

 
        1,298,000  
     

 

 

 
   

Total Short-Term Investments
(cost $126,423,724)

  $ 125,938,945  
     

 

 

 
        
   

Total Investments Excluding Purchased Options
(cost $3,219,991,699)

    137.3    $ 3,180,261,374  
     

 

 

    

 

 

 
   

Total Purchased Options
(cost $6,708,246)

    0.3    $ 6,017,702  
     

 

 

    

 

 

 
   

Total Investments
(cost $3,226,699,945)

    137.6    $ 3,186,279,076  
   

Other Assets and Liabilities

    (37.6 )%       (869,872,486
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $     2,316,406,590  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  195  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

 

     The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

     Equity Industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

     For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

* 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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $786,678,013, which represented 34.0% of total net assets.

 

(2)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2018.

 

(3)  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(4)  Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(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 $15,754,688 at April 30, 2018.

 

(6)  Securities disclosed are interest-only strips.

 

(7)  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $21,937,761, which represented 0.9% of total net assets.

 

(8)  Represents entire or partial securities on loan. See Note 9 in the accompanying Notes to Financial Statements for securities lending information.

 

(9)  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(10)  The rate shown represents current yield to maturity.

 

(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 rate in effect as of April 30, 2018.

 

(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)  Securities disclosed are principal-only strips.

 

(16)  This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

 

(17)  This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

 

(18)  This security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts.

 

(19)  The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

(20)  Investment valued using significant unobservable inputs.

 

(21)  This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, 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.

 

The accompanying notes are an integral part of these financial statements.

 

 

  196  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

(22)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited. At April 30, 2018, the aggregate value of this security was $0, which represented 0.0% of total net assets.

 

(23)  Current yield as of period end.

 

OTC Swaption Contracts Outstanding at April 30, 2018  

Description

  Counter-
party
    Exercise Price/
FX Rate/Rate
    Pay/Receive
Floating
Rate
    Expiration
Date
    Notional
Amount
    Number of
Contracts
    Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Purchased swaption contracts:

                   

Calls

                   

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57

    JPM       2.45%       Pay       08/02/27       USD       2,400,000       2,400,000     $ 238,064     $ 280,800     $ (42,736

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57

    BCLY       2.45%       Receive       08/02/27       USD       9,600,000       9,600,000       952,255       1,384,211       (431,956
             

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

                12,000,000     $ 1,190,319     $ 1,665,011     $ (474,692
             

 

 

   

 

 

   

 

 

   

 

 

 

Puts

                   

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 02/28/19

    BCLY       2.45%       Pay       08/02/27       USD       9,600,000       9,600,000     $ 2,005,468     $ 1,890,348     $ 115,120  

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 03/04/29

    JPM       3.20%       Receive       02/28/19       USD       41,335,000       41,335,000       593,821       673,761       (79,940

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 03/04/29

    JPM       3.20%       Receive       02/28/19       USD       55,775,000       55,775,000       801,266       914,710       (113,444

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 03/04/29

    JPM       3.20%       Receive       02/28/19       USD       64,420,000       64,420,000       925,461       1,082,256       (156,795

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57

    JPM       2.45%       Receive       08/02/27       USD       2,400,000       2,400,000       501,367       482,160       19,207  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

                173,530,000     $ 4,827,383     $ 5,043,235     $ (215,852
             

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased swaption contracts

                185,530,000     $     6,017,702     $     6,708,246     $     (690,544
             

 

 

   

 

 

   

 

 

   

 

 

 

 

Exchange-Traded Options Contracts Outstanding at April 30, 2018  

Description

   Exercise Price/
FX Rate/ Rate
     Expiration
Date
     Number of
Contracts
    Notional
Amount
    Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Calls

                   

U.S. Treasury 10-Year Future Option

     119.25 USD        05/25/18        (105)       USD        (105,000   $ (70,547   $ (55,564   $     (14,983
               

 

 

   

 

 

   

 

 

 

Puts

                   

U.S. Treasury 10-Year Future Option

     119.25 USD        05/25/18        (105)       USD        (105,000   $ (31,172   $ (50,642   $ 19,470  
               

 

 

   

 

 

   

 

 

 

Total written option contracts

                (210,000   $     (101,719   $     (106,206   $ 4,487  
               

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at April 30, 2018  

Description

   Number of
Contracts
     Expiration
Date
     Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

           

90-Day Euro Future

     925        03/18/2019      $ 224,879,063      $ (82,920

U.S. Treasury 2-Year Note Future

     680        06/29/2018        144,191,876        (200,523

U.S. Treasury 5-Year Note Future

     2,378        06/29/2018        269,921,579        (1,504,156

U.S. Treasury 10-Year Note Future

     152        06/20/2018        18,183,000        6,128  

 

The accompanying notes are an integral part of these financial statements.

 

 

  197  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Futures Contracts Outstanding at April 30, 2018 - (continued)  

Description

   Number of
Contracts
     Expiration
Date
     Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts: - (continued)

           

U.S. Treasury Long Bond Future

     202        06/20/2018      $ 29,056,437      $ 56,923  

U.S. Treasury Ultra Bond Future

     87        06/20/2018        13,669,876        (93,848
           

 

 

 

Total

            $ (1,818,396
           

 

 

 

Short position contracts:

           

90-Day Euro Future

     925        03/16/2020      $ 224,335,625      $ 240,143  

U.S. Treasury 10-Year Ultra Future

     396        06/20/2018        50,644,688        42,486  
           

 

 

 

Total

            $ 282,629  
           

 

 

 

Total futures contracts

            $     (1,535,767
           

 

 

 

 

TBA Sale Commitments Outstanding at April 30, 2018  

Description

   Principal
Amount
     Maturity
Date
     Market Value     Unrealized
Appreciation/
(Depreciation)
 

FNMA, 2.50%

   $     41,755,000        05/01/2033      $ (40,612,446   $ 167,570  

FNMA, 2.50%

     41,655,000        05/01/2048        (38,806,369     312,997  

FNMA, 3.00%

     57,641,000        05/01/2033        (57,177,169     289,210  

FNMA, 3.00%

     65,100,000        05/01/2048        (62,790,981     514,421  

FNMA, 4.50%

     62,620,000        05/01/2048        (65,227,534     55,738  

FNMA, 4.50%

     43,400,000        06/01/2048        (45,125,827     (7,991

FNMA, 5.50%

     5,650,000        05/01/2048        (6,111,521     18,729  

GNMA, 3.00%

     10,750,000        05/01/2048        (10,478,311     60,888  

GNMA II, 4.00%

     30,900,000        05/01/2048        (31,604,906     124,324  
        

 

 

   

 

 

 

Total (proceeds receivable $359,470,950)

         $     (357,935,064   $     1,535,886  
        

 

 

   

 

 

 

At April 30, 2018, the aggregate market value of TBA Sale Commitments represented (15.5)% of total net assets.

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2018  

Reference Entity

  Counter-
party
    Notional
Amount (a)
    (Pay)/Receive
Fixed Rate
    Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

                   

Buy protection:

                   

ABX.HE.AAA.06

    CSI       USD       5,827       (0.18%)       07/25/45       Monthly     $ 87     $     $ 109     $ 22  

ABX.HE.AAA.07

    GSC       USD       166,018       (0.09%)       08/25/37       Monthly       35,272             7,883       (27,389

ABX.HE.AAA.07

    GSC       USD       727,159       (0.09%)       08/25/37       Monthly       155,286             34,529       (120,757

ABX.HE.AAA.07

    CSI       USD       1,577,171       (0.09%)       08/25/37       Monthly       387,267             60,189       (327,078

ABX.HE.PENAAA.06

    MSC       USD       295,870       (0.11%)       05/25/46       Monthly       32,296             18,857       (13,439

ABX.HE.PENAAA.06

    JPM       USD       977,711       (0.11%)       05/25/46       Monthly       106,471             62,312       (44,159

ABX.HE.PENAAA.06

    GSC       USD       788,787       (0.11%)       05/25/46       Monthly       195,098             50,271       (144,827

CMBX.NA.A.7

    MSC       USD       410,000       (2.00%)       01/17/47       Monthly       5,384             4,745       (639

CMBX.NA.A.7

    JPM       USD       1,235,000       (2.00%)       01/17/47       Monthly       46,028             14,292       (31,736

CMBX.NA.A.9

    DEUT       USD       165,000       (2.00%)       09/17/58       Monthly       3,848             4,750       902  

CMBX.NA.A.9

    MSC       USD       1,940,000       (2.00%)       09/17/58       Monthly       66,499             56,066       (10,433

CMBX.NA.A.9

    DEUT       USD       760,000       (2.00%)       09/17/58       Monthly       37,546             21,922       (15,624

CMBX.NA.A.9

    MSC       USD       1,170,000       (2.00%)       09/17/58       Monthly       50,595             33,813       (16,782

CMBX.NA.AA.8

    DEUT       USD       310,000       (1.50%)       10/17/57       Monthly       3,947             1,560       (2,387

CMBX.NA.AA.8

    MSC       USD       925,000       (1.50%)       10/17/57       Monthly       36,249             4,653       (31,596

CMBX.NA.AAA.8

    MSC       USD       1,410,000       (0.50%)       10/17/57       Monthly       12,197             (7,327     (19,524

CMBX.NA.AAA.9

    CSI       USD       1,275,000       (0.50%)       09/17/58       Monthly       13,782             (2,513     (16,295

CMBX.NA.AAA.9

    MSC       USD       3,785,000       (0.50%)       09/17/58       Monthly       46,467             (7,409     (53,876

 

The accompanying notes are an integral part of these financial statements.

 

 

  198  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2018 - (continued)  

Reference Entity

  Counter-
party
    Notional
Amount(a)
    (Pay)/Receive
Fixed Rate
    Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices: - continued

 

Buy protection: - continued

                   

CMBX.NA.AAA.9

    MSC       USD       1,420,000       (0.50%)       09/17/58       Monthly     $ 20,082     $     $ (2,780   $ (22,862

CMBX.NA.AS.7

    GSC       USD       115,000       (1.00%)       01/17/47       Monthly       3,126             (2,081     (5,207

CMBX.NA.AS.7

    CSI       USD       325,000       (1.00%)       01/17/47       Monthly       5,699             (5,891     (11,590

CMBX.NA.AS.8

    DEUT       USD       245,000       (1.00%)       10/17/57       Monthly             (432     (3,631     (3,199

CMBX.NA.AS.8

    DEUT       USD       730,000       (1.00%)       10/17/57       Monthly       52,026             (10,818     (62,844

CMBX.NA.BBB-.11

    MSC       USD       1,835,000       (3.00%)       11/18/54       Monthly       114,181             171,909       57,728  

CMBX.NA.BBB-.11

    DEUT       USD       895,000       (3.00%)       11/18/54       Monthly       89,316             83,846       (5,470

CMBX.NA.BBB.10

    MSC       USD       1,130,000       (3.00%)       11/17/59       Monthly       86,357             104,688       18,331  

CMBX.NA.BBB.10

    MSC       USD       45,000       (3.00%)       11/17/59       Monthly       4,327             4,169       (158

CMBX.NA.BBB.10

    MSC       USD       7,680,000       (3.00%)       11/17/59       Monthly       784,185             711,507       (72,678

CMBX.NA.BBB.10

    MSC       USD       5,025,000       (3.00%)       11/17/59       Monthly       558,378             465,536       (92,842

CMBX.NA.BBB.7

    CSI       USD       1,255,000       (3.00%)       01/17/47       Monthly       117,220             115,182       (2,038

CMBX.NA.BBB.7

    MSC       USD       2,110,000       (3.00%)       01/17/47       Monthly       151,923             194,004       42,081  

CMBX.NA.BBB.7

    CSI       USD       2,070,000       (3.00%)       01/17/47       Monthly       170,129             189,982       19,853  

CMBX.NA.BBB.7

    GSC       USD       1,635,000       (3.00%)       01/17/47       Monthly       146,647             150,058       3,411  

CMBX.NA.BBB.9

    MSC       USD       520,000       (3.00%)       09/17/58       Monthly       55,445             58,032       2,587  

CMBX.NA.BBB.9

    DEUT       USD       235,000       (3.00%)       09/17/58       Monthly       23,864             26,187       2,323  

CMBX.NA.BBB.9

    JPM       USD       885,000       (3.00%)       09/17/58       Monthly       98,963             98,766       (197

CMBX.NA.BBB.9

    GSC       USD       1,450,000       (3.00%)       09/17/58       Monthly       162,589             161,820       (769

CMBX.NA.BBB.9

    MSC       USD       1,625,000       (3.00%)       09/17/58       Monthly       189,504             181,079       (8,425

CMBX.NA.BBB.9

    DEUT       USD       2,245,000       (3.00%)       09/17/58       Monthly       268,979             250,542       (18,437

CMBX.NA.BBB.9

    JPM       USD       2,425,000       (3.00%)       09/17/58       Monthly       295,641             270,629       (25,012

PrimeX.ARM.2 (20)

    MSC       USD       184,193       (4.58%)       12/25/37       Monthly             (400     (145     255  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

              $     4,632,900     $     (832   $     3,571,292     $     (1,060,776
             

 

 

   

 

 

   

 

 

   

 

 

 

Sell protection:

                   

ABX.HE.AAA.06

    MSC       USD       5,827       0.18%       07/25/45       Monthly     $     $     $ (109   $ (109

ABX.HE.AAA.07

    MSC       USD       166,018       0.09%       08/25/37       Monthly       1,600             (7,883     (9,483

ABX.HE.AAA.07

    MSC       USD       727,158       0.09%       08/25/37       Monthly       6,997             (34,529     (41,526

ABX.HE.AAA.07

    MSC       USD       1,577,170       0.09%       08/25/37       Monthly       15,199             (74,891     (90,090

ABX.HE.PENAAA.06

    BCLY       USD       2,062,371       0.11%       05/25/46       Monthly             (54,414     (131,445     (77,031

CMBX.NA.A.6

    GSC       USD       1,210,000       2.00%       05/11/63       Monthly       15,795             (31,492     (47,287

CMBX.NA.BB.6

    GSC       USD       1,715,000       5.00%       05/11/63       Monthly             (309,141     (364,850     (55,709

CMBX.NA.BB.6

    CSI       USD       2,680,000       5.00%       05/11/63       Monthly             (550,773     (570,888     (20,115

CMBX.NA.BB.6

    CSI       USD       1,080,000       5.00%       05/11/63       Monthly             (208,290     (229,759     (21,469

CMBX.NA.BB.6

    CSI       USD       1,540,000       5.00%       05/11/63       Monthly             (305,455     (328,048     (22,593

CMBX.NA.BB.6

    CSI       USD       952,000       5.00%       05/11/63       Monthly             (171,129     (202,529     (31,400

CMBX.NA.BB.6

    GSC       USD       396,000       5.00%       05/11/63       Monthly             (44,913     (84,245     (39,332

CMBX.NA.BB.6

    CSI       USD       1,830,000       5.00%       05/11/63       Monthly             (328,956     (389,315     (60,359

CMBX.NA.BB.6

    CSI       USD       1,830,000       5.00%       05/11/63       Monthly             (328,956     (389,315     (60,359

CMBX.NA.BB.6

    CSI       USD       1,830,000       5.00%       05/11/63       Monthly             (328,956     (389,315     (60,359

CMBX.NA.BB.6

    CSI       USD       1,835,000       5.00%       05/11/63       Monthly             (329,855     (390,379     (60,524

CMBX.NA.BB.6

    CSI       USD       1,085,000       5.00%       05/11/63       Monthly             (157,469     (231,125     (73,656

CMBX.NA.BB.6

    GSC       USD       1,635,000       5.00%       05/11/63       Monthly             (174,750     (347,830     (173,080

CMBX.NA.BB.8

    MSC       USD       3,099,000       5.00%       10/17/57       Monthly             (845,213     (657,125     188,088  

CMBX.NA.BB.8

    MSC       USD       1,485,000       5.00%       10/17/57       Monthly             (416,414     (314,885     101,529  

CMBX.NA.BB.8

    GSC       USD       1,625,000       5.00%       10/17/57       Monthly             (441,167     (344,571     96,596  

CMBX.NA.BB.8

    GSC       USD       2,890,000       5.00%       10/17/57       Monthly             (705,708     (613,610     92,098  

CMBX.NA.BB.8

    MSC       USD       1,270,000       5.00%       10/17/57       Monthly             (355,606     (269,296     86,310  

CMBX.NA.BB.8

    GSC       USD       890,000       5.00%       10/17/57       Monthly             (256,449     (188,719     67,730  

CMBX.NA.BB.8

    CSI       USD       530,000       5.00%       10/17/57       Monthly             (144,541     (112,383     32,158  

CMBX.NA.BBB.6

    MSC       USD       360,000       3.00%       05/11/63       Monthly             (30,990     (44,783     (13,793

CMBX.NA.BBB.6

    MSC       USD       3,725,000       3.00%       05/11/63       Monthly             (552,221     (463,377     88,844  

CMBX.NA.BBB.6

    MSC       USD       2,115,000       3.00%       05/11/63       Monthly             (345,085     (263,451     81,634  

CMBX.NA.BBB.6

    DEUT       USD       2,225,000       3.00%       05/11/63       Monthly             (333,341     (276,782     56,559  

CMBX.NA.BBB.6

    GSC       USD       1,175,000       3.00%       05/11/63       Monthly             (196,982     (146,362     50,620  

CMBX.NA.BBB.6

    MSC       USD       1,060,000       3.00%       05/11/63       Monthly             (175,839     (132,037     43,802  

CMBX.NA.BBB.6

    MSC       USD       935,000       3.00%       05/11/63       Monthly             (158,060     (116,467     41,593  

 

The accompanying notes are an integral part of these financial statements.

 

 

  199  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2018 - (continued)  

Reference Entity

  Counter-
party
    Notional
Amount(a)
    (Pay)/Receive
Fixed Rate
    Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices: - continued

 

Sell protection: - continued

                   

CMBX.NA.BBB.6

    DEUT       USD       935,000       3.00%       05/11/63       Monthly     $     $ (157,835   $ (116,467   $ 41,368  

CMBX.NA.BBB.6

    CSI       USD       1,900,000       3.00%       05/11/63       Monthly             (275,451     (236,354     39,097  

CMBX.NA.BBB.6

    MSC       USD       569,000       3.00%       05/11/63       Monthly             (96,236     (70,876     25,360  

CMBX.NA.BBB.6

    CSI       USD       815,000       3.00%       05/11/63       Monthly             (113,975     (101,519     12,456  

CMBX.NA.BBB.6

    GSC       USD       2,790,000       3.00%       05/11/63       Monthly             (310,512     (347,299     (36,787

PrimeX.ARM.2 (20)

    JPM       USD       184,193       4.58%       12/25/37       Monthly       7,297             144       (7,153
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

              $ 46,888     $ (9,204,682   $ (9,014,166   $ 143,628  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total traded indices

              $ 4,679,788     $ (9,205,514   $ (5,442,874   $ (917,148
             

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

              $     4,679,788     $     (9,205,514   $     (5,442,874   $     (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.

 

Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 2018  

Reference Entity

   Notional
Amount (a)
     (Pay)/Receive
Fixed Rate
    Expiration
Date
     Periodic
Payment
Frequency
     Cost Basis     Value     Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

                    

Buy protection:

                    

CDX.NA.HY.30.V1

     USD        38,864,000        5.00     06/20/23        Quarterly      $ 2,286,675     $ 2,853,152     $     566,477  

CDX.NA.HY.30.V1

     USD        9,970,000        (5.00 %)      06/20/23        Quarterly        (665,839     (732,767     (66,928

CDX.NA.IG.29

     USD        2,430,000        (1.00 %)      12/20/22        Quarterly        (47,952     (51,769     (3,817

CDX.NA.IG.30.V1

     USD        11,530,000        (1.00 %)      06/20/23        Quarterly        (178,874     (224,246     (45,372

ITRAXX.EUR.29.V1

     EUR        14,040,000        (1.00 %)      06/20/23        Quarterly        (404,644     (408,194     (3,550

ITRAXX.XOV.29.V1

     EUR        8,302,000        (5.00 %)      06/20/23        Quarterly            (1,045,754         (1,097,405     (51,651
                

 

 

   

 

 

   

 

 

 

Total

                 $ (56,388   $ 338,771     $ 395,159  
                

 

 

   

 

 

   

 

 

 

Credit default swaps on indices:

 

Sell protection:

                    

CDX.EM.29.V1

     USD        16,025,000        1.00     06/20/23        Quarterly      $ (290,466   $ (289,138   $ 1,328  
                

 

 

   

 

 

   

 

 

 

Total

                 $ (346,854   $ 49,633     $ 396,487  
                

 

 

   

 

 

   

 

 

 

 

(a)  The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2018  

Payments made by Fund

   Payments received
by Fund
   Notional
Amount
     Expiration
Date
     Periodic
Payment
Frequency
   Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Value      Unrealized
Appreciation/
(Depreciation)
 

12M Federal Funds Rate

   2.18% Fixed      USD        9,260,000        11/15/24      Annual    $      $ (9,310   $ 197,143      $ 206,453  

12M Federal Funds Rate

   2.18% Fixed      USD        9,370,000        11/15/24      Annual                   199,485        199,485  

12M Federal Funds Rate

   2.06% Fixed      USD        13,201,000        11/15/24      Annual      291,197              377,406        86,209  

12M Federal Funds Rate

   2.45% Fixed      USD        6,545,000        11/15/24      Annual                   28,893        28,893  

12M Federal Funds Rate

   2.46% Fixed      USD        6,520,000        11/15/24      Annual                   26,772        26,772  

12M Federal Funds Rate

   2.45% Fixed      USD        5,730,000        11/15/24      Annual                   25,556        25,556  

12M Federal Funds Rate

   2.25% Fixed      USD        4,430,000        11/15/24      Annual      52,717              74,938        22,221  

12M Federal Funds Rate

   2.25% Fixed      USD        1,210,000        11/15/24      Annual      14,417              20,468        6,051  

12M Federal Funds Rate

   1.00% Fixed      USD        6,875,000        09/29/26      Annual      175,436              825,140        649,704  

12M Federal Funds Rate

   1.63% Fixed      USD        10,705,000        11/14/26      Annual                   754,661        754,661  

12M Federal Funds Rate

   2.50% Fixed      USD        15,900,000        03/01/28      Annual      51,908              61,646        9,738  

3 Mo. USD LIBOR

   2.00% Fixed      USD        12,225,000        03/21/23      Semi-Annual      65,095              473,803        408,708  

3 Mo. USD LIBOR

   2.28% Fixed      USD        15,100,000        07/14/27      Semi-Annual                   753,399        753,399  

 

The accompanying notes are an integral part of these financial statements.

 

 

  200  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2018 - (continued)  

Payments made by Fund

   Payments received
by Fund
     Notional
Amount
     Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Value      Unrealized
Appreciation/
(Depreciation)
 

3 Mo. USD LIBOR

     2.89% Fixed        USD        4,500,000        03/15/28        Semi-Annual      $      $     $ 21,808      $ 21,808  

3 Mo. USD LIBOR

     2.25% Fixed        USD        102,572,000        06/20/28        Semi-Annual        5,717,497              6,506,896        789,399  

3 Mo. USD LIBOR

     2.75% Fixed        USD        15,675,000        12/20/47        Semi-Annual               (347,711     645,832        993,543  
                 

 

 

    

 

 

   

 

 

    

 

 

 

Total

                  $     6,368,267      $     (357,021   $     10,993,846      $     4,982,600  
                 

 

 

    

 

 

   

 

 

    

 

 

 

 

OTC Total Return Swap Contracts Outstanding at April 30, 2018  

Reference Entity

   Counter-
party
     Notional Amount      Payments
received
(paid) by
the Fund
     Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

iBoxx USD liquid High Yield

     GSC        USD        4,890,000        (1.00%)        12/20/18        Quarterly      $ 14,594      $      $ (18,836   $ (33,430

iBoxx USD liquid High Yield

     JPM        USD        3,860,000        (1.00%)        12/20/18        Quarterly        9,086               (60,175     (69,261

iBoxx USD liquid High Yield

     MSC        USD        23,260,000        (1.00%)        12/20/18        Quarterly        33,966               (65,178     (99,144

iBoxx USD liquid High Yield

     GSC        USD        23,169,000        (1.00%)        12/20/18        Quarterly        37,796               (361,194     (398,990
                    

 

 

    

 

 

    

 

 

   

 

 

 

Total

                     $     95,442      $     —      $     (505,383   $     (600,825
                    

 

 

    

 

 

    

 

 

   

 

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018  

Amount and Description of

Currency to be Purchased

   

Amount and Description of

Currency to be Sold

   

Counterparty

   

Settlement

Date

   

Appreciation

   

Depreciation

 
  185,000       CAD       143,515       USD       BNP       06/27/18     $ 775     $  
  540,000       EUR       671,696       USD       UBS       05/15/18             (18,866
  432,000       EUR       529,514       USD       CBA       05/31/18             (6,639
  8,000       GBP       11,158       USD       BNP       05/31/18             (129
  874,283       USD       1,095,000       CAD       BCLY       05/03/18       21,395        
  351,029       USD       445,000       CAD       SSG       05/09/18       4,379        
  43,449       USD       55,000       CAD       SSG       05/09/18       605        
  446,934       USD       570,000       CAD       BNP       06/01/18       2,702        
  306,245       USD       400,000       CAD       SSG       06/14/18             (5,615
  874,709       USD       1,085,000       CAD       BOA       06/27/18       28,469        
  885,661       USD       1,135,000       CAD       SSG       07/16/18       63        
  441,845       USD       555,000       CAD       CBK       08/02/18       8,661        
  447,156       USD       560,000       CAD       NAB       09/18/18       9,662        
  125,270       USD       100,000       EUR       DEUT       05/10/18       4,423        
  1,861,069       USD       1,495,000       EUR       SCB       05/11/18       54,262        
  1,037,291       USD       830,000       EUR       DEUT       05/11/18       34,181        
  2,813,363       USD       2,260,000       EUR       JPM       05/15/18       81,151        
  12,210,522       USD       9,984,000       EUR       BCLY       05/31/18       126,291        
  373,168       USD       300,000       EUR       ANZ       06/05/18       9,911        
  2,058,409       USD       1,659,000       EUR       SSG       06/20/18       47,129        
  337,022       USD       275,000       EUR       DEUT       07/16/18       2,928        
  2,316,992       USD       1,865,000       EUR       BCLY       07/31/18       48,686        
  2,574,360       USD       2,115,000       EUR       MSC       08/17/18             (1,723
  329,712       USD       35,750,000       JPY       CBK       05/01/18       2,670        
  2,759,060       USD       300,000,000       JPY       CBK       05/14/18       12,243        
  954,307       USD       100,000,000       JPY       NAB       05/22/18       38,182        
  4,423,812       USD       469,550,000       JPY       CBK       06/04/18       118,460        
  2,545,905       USD       268,150,000       JPY       CBK       06/18/18       84,713        
  3,384,560       USD       359,800,000       JPY       CBK       07/09/18       77,160        
  5,070,215       USD       541,250,000       JPY       MSC       07/23/18       89,878        
  328,863       USD       35,750,000       JPY       BCLY       07/30/18             (258
           

 

 

   

 

 

 
  Total               $     908,979     $     (33,230
           

 

 

   

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  201  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

ANZ

   Australia and New Zealand Banking Group

BCLY

   Barclays

BNP

   BNP Paribas Securities Services

BOA

   Banc of America Securities LLC

CBA

   Commonwealth Bank of Australia

CBK

   Citibank NA

CSI

   Credit Suisse International

DEUT

   Deutsche Bank Securities, Inc.

GSC

   Goldman Sachs & Co.

JPM

   JP Morgan Chase & Co.

MSC

   Morgan Stanley

NAB

   National Australia Bank Limited

SCB

   Standard Chartered Bank

SSG

   State Street Global Markets LLC

UBS

   UBS AG
Currency Abbreviations:

ARS

   Argentine Peso

CAD

   Canadian Dollar

EUR

   Euro

GBP

   British Pound

JPY

   Japanese Yen

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

ICE

   Intercontinental Exchange, Inc.

ITRAXX.EUR

   Markit iTraxx - Europe

ITRAXX.XOV

   Markit iTraxx Index - Europe Crossover

PrimeX.ARM

   Markit PrimeX Adjustable Rate Mortgage Backed Security

iBoxx

   Markit i Boxx indices - Euro, Sterling, Asian, US Dollar and European high-yield bond markets
Other Abbreviations:

CDOR

   Canadian Dollar Offered Rate

CLO

   Collateralized Loan Obligation

CMO

   Collateralized Mortgage Obligation

DDCA

   Dollars on Deposit in Custody Account

EM

   Emerging Markets

EURIBOR

   Euro Interbank Offered Rate

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 accompanying notes are an integral part of these financial statements.

 

 

  202  

 


The Hartford Total Return Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

     Total     Level 1(1)     Level 2(1)     Level 3(1)  

Assets

        

Asset & Commercial Mortgage Backed Securities

   $ 781,015,310     $     $ 781,015,310     $  

Corporate Bonds

     696,160,380             696,160,380        

Foreign Government Obligations

     35,391,590             35,391,590        

Municipal Bonds

     27,252,661             27,252,661        

Senior Floating Rate Interests

     56,219,929             56,219,929        

U.S. Government Agencies

     1,272,827,224             1,272,827,224        

U.S. Government Securities

     185,011,611             185,011,611        

Common Stocks

        

Energy

     8,492             8,492        

Utilities

                        

Preferred Stocks

     435,232       435,232              

Short-Term Investments

     125,938,945       103,475,920       22,463,025        

Purchased Options

     6,017,702             6,017,702        

Foreign Currency Contracts(2)

     908,979             908,979        

Futures Contracts(2)

     345,680       345,680              

Swaps - Credit Default(2)

     1,861,140             1,860,885       255  

Swaps - Interest Rate(2)

     4,982,600             4,982,600        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     3,194,377,475     $     104,256,832     $     3,090,120,388     $ 255  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (33,230   $     $ (33,230   $  

Futures Contracts(2)

     (1,881,447     (1,881,447            

Swaps - Credit Default(2)

     (2,381,801           (2,374,648     (7,153

Swaps - Total Return(2)

     (600,825           (600,825      

TBA Sale Commitments

     (357,935,064           (357,935,064      

Written Options

     (101,719     (101,719            
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (362,934,086   $ (1,983,166   $ (360,943,767   $     (7,153
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 2018, investments valued at $2,555 were transferred from Level 2 to Level 3 due to the application of a fair valuation factor; investments valued at $84,917 were transferred from Level 3 to Level 2 due to the discontinuation of a fair valuation factor and there were no transfers in and out of Level 1.

 

(2)  Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six-month period ended April 30, 2018 is not presented.

 

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

The accompanying notes are an integral part of these financial statements.

 

 

  203  

 


The Hartford World Bond Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 0.0%  
            United States - 0.0%  
    47,282    

Homer City Generation L.P.(1)

  $ 583,129  
     

 

 

 
   

Total Common Stocks
(cost $2,698,660)

  $ 583,129  
     

 

 

 
     
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 7.2%  
            Bermuda - 0.0%  
  $       297,000    

Cal Funding Ltd.
3.47%, 10/25/2027(2)

  $ 294,344  
     

 

 

 
            Canada - 0.2%  
   

CARDS Trust

 

    2,425,000    

1 mo. USD LIBOR + 0.370%,
2.27%, 04/18/2022(2)(3)

    2,428,339  
    5,200,000    

1 mo. USD LIBOR + 0.700%,
2.60%, 07/15/2021(2)(3)

    5,206,178  
     

 

 

 
        7,634,517  
     

 

 

 
            Cayman Islands - 2.2%  
    2,850,000    

ALM Ltd. / ALM LLC
3 mo. USD LIBOR + 1.050%,
3.40%, 07/15/2027(2)(3)

    2,852,092  
    2,315,000    

Apex Credit CLO Ltd.
3 mo. USD LIBOR + 1.470%,
3.83%, 04/24/2029(2)(3)

    2,327,869  
   

Apidos CLO

 
    2,859,096    

3 mo. USD LIBOR + 0.980%,
3.34%, 01/19/2025(2)(3)

    2,859,983  
    3,380,000    

3 mo. USD LIBOR + 1.120%,
3.48%, 07/22/2026(2)(3)

    3,378,438  
   

Ares CLO Ltd.

 
    3,835,000    

3 mo. USD LIBOR + 1.190%,
3.54%, 04/17/2026(2)(3)

    3,838,037  
    2,675,000    

3 mo. USD LIBOR + 1.950%,
3.98%, 12/05/2025(2)(3)

    2,683,442  
    2,625,000    

Atlas Senior Loan Fund Ltd.
3 mo. USD LIBOR + 1.300%,
3.65%, 01/16/2030(2)(3)

    2,628,578  
    1,600,000    

Avery Point CLO Ltd.
3 mo. USD LIBOR + 1.100%,
3.46%, 04/25/2026(2)(3)

    1,601,269  
    1,330,000    

Bain Capital Credit CLO
3 mo. USD LIBOR + 1.800%,
4.16%, 07/25/2030(2)(3)

    1,338,906  
    3,000,000    

BlueMountain CLO Ltd.
3 mo. USD LIBOR + 1.140%,
3.49%, 10/15/2026(2)(3)

    3,004,131  
   

CIFC Funding Ltd.

 
    848,869    

3 mo. USD LIBOR + 0.850%,
3.20%, 07/16/2030(2)(3)

    848,819  
    3,750,000    

3 mo. USD LIBOR + 1.480%,
3.84%, 10/21/2028(2)(3)

    3,764,396  
    1,015,000    

Covenant Credit Partners CLO Ltd.
3 mo. USD LIBOR + 1.850%,
4.20%, 10/15/2029(2)(3)

    1,020,486  
    250,000    

Galaxy CLO Ltd.
3 mo. USD LIBOR + 1.220%,
3.58%, 07/24/2030(2)(3)

    251,149  
    1,114,286    

ICG US CLO Ltd.
3 mo. USD LIBOR + 0.800%,
3.16%, 10/23/2029(2)(3)

    1,114,223  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 7.2% - (continued)  
            Cayman Islands - 2.2% - (continued)  
  $       3,000,000    

KKR CLO Ltd.
3 mo. USD LIBOR + 1.050%,
3.40%, 07/15/2027(2)(3)

  $ 3,000,645  
    1,040,000    

LCM L.P.
3 mo. USD LIBOR + 1.400%,
3.76%, 04/20/2028(2)

    1,038,949  
    3,010,000    

LCM Ltd.
3 mo. USD LIBOR + 1.210%,
3.57%, 07/20/2030(2)(3)

    3,021,567  
 

Madison Park Funding Ltd.

 

    3,000,000    

3 mo. USD LIBOR + 1.120%,
3.48%, 07/20/2026(2)(3)

    3,002,337  
    3,760,000    

3 mo. USD LIBOR + 1.260%,
3.62%, 07/20/2026(2)(3)

    3,762,023  
    1,750,000    

3 mo. USD LIBOR + 1.900%,
4.26%, 04/20/2026(2)(3)

    1,753,572  
    2,774,000    

Magnetite Ltd.
3 mo. USD LIBOR + 1.000%,
3.36%, 07/25/2026(2)(3)

    2,772,599  
    2,935,000    

Northwoods Capital Ltd.
3 mo. USD LIBOR + 1.300%,
3.50%, 06/20/2029(2)(3)

    2,954,629  
    2,955,000    

Oaktree EIF Ltd.
3 mo. USD LIBOR + 1.150%,
2.99%, 11/15/2025(2)(3)

    2,954,199  
    2,995,000    

Octagon Investment Partners Ltd.
3 mo. USD LIBOR + 1.130%,
2.94%, 08/12/2026(2)(3)

    2,993,967  
    2,960,000    

Octagon Loan Funding Ltd.
3 mo. USD LIBOR + 1.140%,
3.03%, 11/18/2026(2)(3)

    2,958,840  
    890,625    

OZLM Funding Ltd.
3 mo. USD LIBOR + 0.900%,
3.26%, 07/22/2029(2)(3)

    890,575  
    3,000,000    

Seneca Park CLO Ltd.
3 mo. USD LIBOR + 1.120%,
3.47%, 07/17/2026(2)(3)

    3,007,068  
   

Shackleton CLO Ltd.

 
    3,000,000    

3 mo. USD LIBOR + 1.650%,
3.44%, 05/07/2026(2)(3)

    3,000,093  
    1,215,000    

3 mo. USD LIBOR + 1.950%,
4.30%, 04/15/2027(2)(3)

    1,214,645  
   

Sound Point CLO Ltd.

 
    3,000,000    

3 mo. USD LIBOR + 1.140%,
3.50%, 10/20/2026(2)(3)

    3,002,337  
    2,850,000    

3 mo. USD LIBOR + 1.660%,
4.02%, 10/20/2028(2)(3)

    2,858,835  
    2,620,000    

Vibrant CLO Ltd.
3 mo. USD LIBOR + 1.480%,
3.84%, 04/20/2026(2)(3)

    2,622,264  
    2,867,000    

Voya CLO Ltd.
3 mo. USD LIBOR + 1.250%,
3.60%, 04/17/2030(2)(3)

    2,873,729  
    2,000,000    

Z Capital Credit Partners CLO Ltd.
3 mo. USD LIBOR + 0.950%,
3.30%, 07/16/2027(2)(3)

    2,000,358  
    3,975,000    

Zais CLO Ltd.
3 mo. USD LIBOR + 1.530%,
3.88%, 10/15/2028(2)(3)

    3,984,385  
     

 

 

 
        89,179,434  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  204  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 7.2% - (continued)  
            United Kingdom - 0.0%  
  GBP       425,000    

Canary Wharf Finance plc
5.95%, 10/22/2037(4)

  $ 827,590  
     

 

 

 
            United States - 4.8%  
  $       1,311,538    

Ajax Mortgage Loan Trust
3.16%, 09/25/2056(2)(5)

    1,286,417  
    975,000    

Ally Auto Receivables Trust
2.01%, 08/17/2020

    970,624  
   

Alternative Loan Trust

 
    334,798    

1 mo. USD LIBOR + 0.320%,
2.22%, 11/25/2035(3)

    301,914  
    384,866    

1 mo. USD LIBOR + 0.500%,
2.40%, 12/25/2035(3)

    279,159  
    1,891,241    

12 mo. USD MTA + 1.350%,
2.73%, 08/25/2035(3)

    1,657,788  
    659,486    

5.75%, 05/25/2036

    501,055  
    322,429    

6.00%, 05/25/2036

    266,482  
    626,854    

American Credit Acceptance Receivables Trust
1.84%, 07/13/2020(2)

    626,253  
    1,825,000    

American Express Credit Account Master Trust
1.77%, 11/15/2022

    1,788,603  
    1,500,000    

AmeriCredit Automobile Receivables
2.30%, 03/08/2021

    1,493,140  
    1,966,571    

Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates
1 mo. USD LIBOR + 6.000%,
5.28%, 01/25/2034(3)

    1,877,783  
    897,478    

Angel Oak Mortgage Trust LLC
3.26%, 04/27/2048(2)(5)

    897,487  
   

Angel Oak Mortgage Trust LLC

 
    1,048,904    

2.48%, 07/25/2047(2)(5)

    1,027,826  
    547,388    

2.71%, 11/25/2047(2)(5)

    543,522  
    226,048    

2.81%, 01/25/2047(2)(5)

    221,913  
    1,811,643    

3.50%, 07/25/2046(2)(6)

    1,810,182  
    239,231    

Banc of America Funding Trust
5.77%, 05/25/2037(5)

    237,917  
    1,260,000    

Barclays Dryrock Issuance Trust
1 mo. USD LIBOR + 0.330%,
2.23%, 03/15/2023(3)

    1,264,116  
    1,535,000    

BBCMS Mortgage Trust
3.67%, 02/15/2050

    1,529,624  
   

Bear Stearns Adjustable Rate Mortgage Trust

 
    749,633    

3.58%, 06/25/2047(5)

    738,080  
    793,004    

3.72%, 10/25/2035(5)

    793,236  
    698,433    

3.73%, 07/25/2036(5)

    698,430  
   

Bear Stearns Alt-A Trust

 
    419,721    

1 mo. USD LIBOR + 0.320%,
2.22%, 08/25/2036(3)

    432,832  
    1,426,119    

1 mo. USD LIBOR + 0.500%,
2.40%, 01/25/2036(3)

    1,493,060  
    414,522    

3.68%, 09/25/2035(5)

    420,913  
    455,168    

Bear Stearns Mortgage Funding Trust
1 mo. USD LIBOR + 0.200%,
2.10%, 02/25/2037(3)

    460,095  
    1,805,000    

Cabela’s Credit Card Master Note Trust
1 mo. USD LIBOR + 0.650%,
2.55%, 08/16/2021(2)(3)

    1,807,735  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 7.2% - (continued)  
            United States - 4.8% - (continued)  
   

CarMax Auto Owner Trust

 
  $       1,745,000    

2.08%, 01/15/2020

  $ 1,743,928  
    2,885,000    

2.25%, 09/15/2022

    2,827,279  
    1,824,576    

Chase Mortgage Finance Trust
3.48%, 12/25/2035(5)

    1,790,980  
    156,608    

ChaseFlex Trust
5.50%, 06/25/2035

    140,379  
    1,163,482    

Chesapeake Funding LLC
1.99%, 05/15/2029(2)

    1,155,373  
   

CHL Mortgage Pass-Through Trust

 
    929,022    

1 mo. USD LIBOR + 0.680%,
2.58%, 03/25/2035(3)

    857,357  
    944,418    

3.31%, 11/20/2035(5)

    858,451  
    338,472    

3.40%, 03/20/2036(5)

    309,969  
    524,861    

3.48%, 09/25/2047(5)

    490,895  
    296,832    

CIG Automobile Receivables Trust
2.71%, 05/15/2023(2)

    294,875  
    2,505,000    

Citibank Credit Card Issuance Trust
1 mo. USD LIBOR + 0.620%,
2.52%, 04/22/2026(3)

    2,536,139  
    365,000    

Citigroup Commercial Mortgage Trust
3.62%, 07/10/2047

    367,068  
   

COLT Mortgage Loan Trust

 
    492,984    

2.75%, 09/25/2046(2)(5)

    491,185  
    760,311    

2.93%, 02/25/2048(2)(5)

    760,257  
    32,544,773    

Commercial Mortgage Pass-Through Certificates
0.92%, 02/10/2047(5)(7)

    823,497  
    1,795,000    

Commercial Mortgage Pass-Through Trust
4.75%, 10/15/2045(2)(5)

    1,168,204  
   

Commercial Mortgage Trust

 
    1,590,000    

3.10%, 03/10/2046

    1,570,185  
    465,000    

3.61%, 06/10/2046(5)

    468,762  
    2,035,000    

3.69%, 08/10/2047

    2,053,456  
    2,230,000    

3.80%, 08/10/2047

    2,261,807  
    1,885,000    

4.73%, 10/15/2045(2)(5)

    318,207  
    264,094    

Conn’s Receivables Funding LLC
2.73%, 07/15/2020(2)

    263,954  
   

Connecticut Avenue Securities

 
    1,150,000    

1 mo. USD LIBOR + 2.600%,
4.50%, 05/25/2024(3)

    1,222,584  
    1,034,474    

1 mo. USD LIBOR + 2.900%,
4.80%, 07/25/2024(3)

    1,102,155  
    1,147,713    

1 mo. USD LIBOR + 4.300%,
6.20%, 02/25/2025(3)

    1,268,690  
    1,050,000    

1 mo. USD LIBOR + 4.400%,
6.30%, 01/25/2024(3)

    1,198,462  
    1,028,391    

1 mo. USD LIBOR + 4.550%,
6.45%, 02/25/2025(3)

    1,117,761  
    1,025,000    

1 mo. USD LIBOR + 5.250%,
7.15%, 10/25/2023(3)

    1,189,271  
   

Countrywide Alternative Loan Trust

 
    549,729    

1 mo. USD LIBOR + 0.140%,
2.04%, 04/25/2047(3)

    479,407  
    617,135    

1 mo. USD LIBOR + 0.800%,
2.70%, 12/25/2035(3)

    542,316  
    25,755    

Credit Suisse First Boston Mortgage Securities Corp.
4.88%, 04/15/2037

    25,543  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  205  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 7.2% - (continued)  
            United States - 4.8% - (continued)  
   

CSAIL Commercial Mortgage Trust

 
  $       52,594,079    

0.97%, 06/15/2057(5)(7)

  $ 2,219,481  
    14,767,514    

1.08%, 04/15/2050(5)(7)

    667,489  
    2,685,022    

3.45%, 08/15/2048

    2,656,637  
   

CSMC Trust

 
    1,136,401    

3.25%, 04/25/2047(2)(5)

    1,113,673  
    1,883,912    

3.50%, 08/25/2043(2)(5)

    1,853,888  
    874,149    

DBUBS Mortgage Trust
0.91%, 11/10/2046(2)(5)(7)

    12,072  
   

Deephaven Residential Mortgage Trust

 
    773,400    

2.71%, 10/25/2047(2)(5)

    764,119  
    954,614    

2.98%, 12/25/2057(2)(5)

    954,574  
    419,597    

3.49%, 12/26/2046(2)(5)

    417,849  
    1,805,000    

Discover Card Execution Note Trust
1.45%, 03/15/2021

    1,798,403  
    1,596,379    

Drive Auto Receivables Trust
2.37%, 11/16/2020(2)

    1,595,075  
 

Enterprise Fleet Financing LLC

 

    1,500,000    

2.09%, 02/22/2021(2)

    1,494,973  
    441,708    

2.13%, 07/20/2022(2)

    439,351  
   

Fannie Mae Connecticut Avenue Securities

 
    1,078,042    

1 mo. USD LIBOR + 3.000%,
4.90%, 07/25/2024(3)

    1,152,833  
    245,000    

1 mo. USD LIBOR + 3.550%,
5.45%, 07/25/2029(3)

    267,886  
    935,928    

1 mo. USD LIBOR + 4.900%,
6.80%, 11/25/2024(3)

    1,072,629  
    408,188    

1 mo. USD LIBOR + 5.000%,
6.90%, 07/25/2025(3)

    454,922  
    968,792    

1 mo. USD LIBOR + 5.700%,
7.60%, 04/25/2028(3)

    1,127,425  
    523,532    

Finance of America Structured Securities Trust
2.32%, 11/25/2027(2)(5)

    522,434  
    102,812    

First Investors Auto Owner Trust
1.53%, 11/16/2020(2)

    102,534  
    681,575    

Five Guys Holdings, Inc.
4.60%, 07/25/2047(2)

    682,191  
    668,951    

Flagship Credit Auto Trust
1.85%, 07/15/2021(2)

    664,989  
    2,750,000    

Ford Credit Auto Owner Trust
2.26%, 11/15/2025(2)

    2,736,637  
    1,395,000    

Ford Credit Floorplan Master Owner Trust
1.75%, 07/15/2021

    1,375,910  
    1,852,185    

Foursight Capital Automobile Receivables Trust
2.37%, 04/15/2022(2)

    1,840,639  
   

FREMF Mortgage Trust

 
    1,195,000    

3.51%, 07/25/2022(2)(5)

    1,176,769  
    1,190,000    

3.85%, 10/25/2048(2)(5)

    1,150,052  
   

GLS Auto Receivables Trust

 
    805,933    

2.67%, 04/15/2021(2)

    803,572  
    441,268    

2.73%, 10/15/2020(2)

    441,236  
    465,000    

GM Financial Consumer Automobile
2.30%, 06/16/2023(2)

    455,196  
    800,000    

GreatAmerica Leasing Receivables Funding LLC
2.06%, 06/22/2020(2)

    794,064  
   

GS Mortgage Securities Trust

 
    615,000    

3.67%, 04/10/2047(2)

    233,073  
    3,295,242    

4.07%, 01/10/2047

    3,389,102  
    2,470,000    

5.02%, 04/10/2047(2)(5)

    1,639,707  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 7.2% - (continued)  
            United States - 4.8% - (continued)  
   

GSAA Home Equity Trust

 
  $       1,330,074    

1 mo. USD LIBOR + 0.080%,
1.98%, 02/25/2037(3)

  $ 707,007  
    1,728,911    

1 mo. USD LIBOR + 0.120%,
2.02%, 05/25/2047(3)

    1,402,743  
    1,044,453    

1 mo. USD LIBOR + 0.180%,
2.08%, 11/25/2036(3)

    527,172  
    1,593,442    

1 mo. USD LIBOR + 0.240%,
2.14%, 11/25/2036(3)

    963,746  
    177,750    

GSR Mortgage Loan Trust
3.80%, 05/25/2037(5)

    153,928  
   

HarborView Mortgage Loan Trust

 
    2,106,060    

1 mo. USD LIBOR + 0.240%,
2.14%, 12/19/2036(3)

    1,948,128  
    354,518    

1 mo. USD LIBOR + 1.000%,
2.90%, 10/25/2037(3)

    349,635  
    369,558    

Honor Automobile Trust Securitization
2.94%, 11/15/2019(2)

    369,597  
    1,065,000    

Huntington Auto Trust
1.95%, 06/15/2021

    1,062,045  
    3,059,000    

JP Morgan Chase Commercial Mortgage Securities Trust
2.73%, 10/15/2045(2)(5)

    1,393,833  
   

JP Morgan Mortgage Trust

 
    787,203    

3.00%, 09/25/2044(2)(5)

    783,693  
    630,698    

3.45%, 11/25/2035(5)

    622,446  
    1,245,302    

3.49%, 08/25/2036(5)

    1,233,583  
    165,959    

6.00%, 01/25/2037

    141,273  
    68,089,585    

JPMBB Commercial Mortgage Securities Trust
0.97%, 09/15/2047(5)(7)

    1,887,219  
   

Lendmark Funding Trust

 
    569,000    

2.80%, 05/20/2026(2)

    563,989  
    1,135,000    

2.83%, 12/22/2025(2)

    1,126,368  
    2,060,000    

3.26%, 04/21/2025(2)

    2,063,441  
    1,597,294    

Long Beach Mortgage Loan Trust
1 mo. USD LIBOR + 0.620%,
2.52%, 08/25/2033(3)

    1,589,693  
    1,575,000    

Mariner Finance Issuance Trust
2.92%, 12/20/2029(2)

    1,551,361  
   

Marlette Funding Trust

 
    497,352    

2.36%, 12/15/2024(2)

    495,504  
    1,163,324    

2.61%, 03/15/2028(2)

    1,160,589  
    643,121    

Mill City Mortgage Loan Trust
2.50%, 04/25/2057(2)(5)

    630,440  
    1,380,000    

MMAF Equipment Finance LLC
2.41%, 08/16/2024(2)

    1,350,290  
   

Morgan Stanley Bank of America Merrill Lynch Trust

 
    12,960,752    

1.25%, 10/15/2048(5)(7)

    763,968  
    2,860,000    

3.73%, 05/15/2048

    2,869,890  
   

Morgan Stanley Capital Trust

 
    1,555,000    

5.33%, 07/15/2049(2)(5)

    1,330,073  
    100,000    

5.60%, 09/15/2047(2)(5)

    104,619  
    440,083    

Morgan Stanley Mortgage Loan Trust
3.84%, 06/25/2037(5)

    310,995  
    309,117    

Nationstar HECM Loan Trust
1.97%, 05/25/2027(2)

    307,040  
    800,000    

Natixis Commercial Mortgage Securities Trust
4.46%, 01/15/2043(2)(5)

    753,157  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  206  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 7.2% - (continued)  
            United States - 4.8% - (continued)  
   

New Residential Mortgage Loan Trust

 

  $       519,640    

3.25%, 09/25/2056(2)(5)

  $ 514,344  
    1,780,464    

3.75%, 11/26/2035(2)(5)

    1,787,765  
    981,121    

3.75%, 05/28/2052(2)(5)

    985,200  
    1,870,769    

4.00%, 02/25/2057(2)(5)

    1,891,687  
    2,135,955    

4.00%, 03/25/2057(2)(5)

    2,159,883  
    1,747,379    

4.00%, 04/25/2057(2)(5)

    1,762,322  
    2,056,654    

4.00%, 05/25/2057(2)(5)

    2,080,547  
    757,788    

4.00%, 12/25/2057(2)(5)

    768,937  
    4,690,000    

NRZ Advance Receivables Trust
2.58%, 10/15/2049(2)

    4,635,917  
   

NRZ Excess Spread-Collateralized Notes

 
    900,809    

3.19%, 01/25/2023(2)

    895,211  
    396,504    

3.27%, 02/25/2023(2)

    394,562  
   

OneMain Financial Issuance Trust

 
    845,000    

3.66%, 02/20/2029(2)

    852,592  
    615,000    

4.57%, 02/20/2029(2)

    626,146  
    451,814    

Pretium Mortgage Credit Partners LLC
3.38%, 01/27/2033(2)(6)

    449,746  
    509,464    

Prosper Marketplace Issuance Trust
2.36%, 11/15/2023(2)

    507,217  
   

Residential Funding Mortgage Securities, Inc.

 
    112,178    

5.75%, 01/25/2036

    92,688  
    125,456    

6.00%, 04/25/2037

    117,593  
    163,408    

6.00%, 07/25/2037

    155,075  
    1,935,000    

SFAVE Commercial Mortgage Securities Trust
3.87%, 01/05/2043(2)(5)

    1,819,423  
    1,621,821    

Skopos Auto Receivables Trust
3.19%, 09/15/2021(2)

    1,620,781  
 

SoFi Consumer Loan Program LLC

 

    501,870    

2.20%, 11/25/2026(2)

    499,388  
    563,935    

2.50%, 05/26/2026(2)

    556,065  
    1,305,237    

2.55%, 02/25/2027(2)

    1,299,640  
    407,038    

2.77%, 05/25/2026(2)

    403,944  
    657,373    

3.05%, 12/26/2025(2)

    655,548  
    506,775    

3.28%, 01/26/2026(2)

    506,762  
 

SoFi Professional Loan Program

 

    1,980,208    

1 mo. USD LIBOR + 0.600%, 2.50%, 07/25/2040(2)(3)

    1,985,548  
    894,670    

2.72%, 10/27/2036(2)

    882,983  
 

Springleaf Funding Trust

 

    2,793,725    

3.16%, 11/15/2024(2)

    2,792,971  
    3,215,000    

3.48%, 05/15/2028(2)

    3,214,881  
    753,000    

SPS Servicer Advance Receivables Trust
3.59%, 11/15/2049(2)

    744,074  
    1,346,076    

Structured Adjustable Rate Mortgage Loan Trust
3.72%, 06/25/2035(5)

    1,232,841  
    495,753    

Structured Asset Mortgage Investments Trust
1 mo. USD LIBOR + 0.230%, 2.13%, 02/25/2036(3)

    446,593  
    986,009    

Structured Asset Securities Corp.
5.75%, 06/25/2035

    950,975  
    625,917    

TAL Advantage V LLC
2.83%, 02/22/2038(2)

    613,827  
   

Towd Point Mortgage Trust

 
    1,156,589    

2.25%, 04/25/2056(2)(5)

    1,133,912  
    975,320    

2.25%, 07/25/2056(2)(5)

    952,170  
    2,288,539    

2.75%, 04/25/2055(2)(5)

    2,258,585  
    713,338    

2.75%, 05/25/2055(2)(5)

    706,635  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 7.2% - (continued)  
            United States - 4.8% - (continued)  
  $       744,535    

2.75%, 08/25/2055(2)(5)

  $ 734,050  
    1,630,748    

2.75%, 10/25/2056(2)(5)

    1,606,104  
    413,565    

2.75%, 04/25/2057(2)(5)

    407,542  
    1,044,617    

3.00%, 03/25/2054(2)(5)

    1,040,026  
    566,871    

3.00%, 01/25/2058(2)(5)

    560,456  
   

United Auto Credit Securitization Trust

 
    1,135,000    

2.40%, 11/12/2019(2)

    1,132,529  
    1,985,000    

2.76%, 10/13/2020(2)

    1,976,760  
    475,779    

Verus Securitization Trust
2.93%, 02/25/2048(2)(5)

    475,064  
    1,670,626    

WaMu Mortgage Pass-Through Certificates Trust
1 mo. USD LIBOR + 0.420%,
2.32%, 07/25/2044(3)

    1,674,963  
    615,311    

Wells Fargo Mortgage Backed Securities Trust
3.72%, 12/28/2037(5)

    597,313  
   

Westlake Automobile Receivables Trust

 
    4,070,000    

2.46%, 01/18/2022(2)

    4,050,241  
    1,685,000    

3.28%, 12/15/2022(2)

    1,670,549  
    1,484,989    

3.29%, 09/15/2021(2)

    1,487,534  
    1,830,000    

4.40%, 05/17/2021(2)

    1,839,947  
   

WF-RBS Commercial Mortgage Trust

 
    14,812,577    

1.46%, 03/15/2047(5)(7)

    684,879  
    915,000    

3.07%, 03/15/2045

    902,982  
    875,000    

3.72%, 05/15/2047

    880,800  
    2,430,000    

4.00%, 05/15/2047

    2,476,424  
    395,160    

4.10%, 03/15/2047

    407,230  
    515,000    

5.00%, 06/15/2044(2)(5)

    379,584  
    294,061    

Wheels SPV LLC
1.59%, 05/20/2025(2)

    292,497  
     

 

 

 
        196,945,883  
     

 

 

 
   

Total Asset & Commercial Mortgage Backed Securities
(cost $297,511,667)

  $ 294,881,768  
     

 

 

 
     
CORPORATE BONDS - 12.6%  
            Bermuda - 0.0%  
   

Weatherford International Ltd.

 
  $       285,000    

5.95%, 04/15/2042

  $ 206,625  
    765,000    

6.50%, 08/01/2036

    581,400  
    280,000    

7.00%, 03/15/2038

    219,800  
     

 

 

 
        1,007,825  
     

 

 

 
      Canada - 0.6%  
    2,600,000    

1011778 BC ULC / New Red Finance, Inc.
5.00%, 10/15/2025(2)

    2,501,694  
   

First Quantum Minerals Ltd.

 
    1,840,000    

7.00%, 02/15/2021(2)

    1,844,103  
    520,000    

7.25%, 04/01/2023(2)

    518,596  
    3,045,000    

Garda World Security Corp.
8.75%, 05/15/2025(2)

    3,181,111  
    2,790,000    

goeasy Ltd.
7.88%, 11/01/2022(2)

    2,957,400  
 

MEG Energy Corp.

 

    1,130,000    

6.38%, 01/30/2023(2)

    1,019,825  
    1,160,000    

6.50%, 01/15/2025(2)

    1,160,232  
    1,170,000    

New Gold, Inc.
6.38%, 05/15/2025(2)

    1,191,938  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  207  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 12.6% - (continued)  
      Canada - 0.6% - (continued)  
  $       475,000    

Northwest Acquisitions ULC / Dominion Finco, Inc.
7.13%, 11/01/2022(2)

  $ 483,693  
    1,380,000    

Tervita Escrow Corp.
7.63%, 12/01/2021(2)

    1,407,600  
   

Valeant Pharmaceuticals International, Inc.

 
    3,390,000    

5.88%, 05/15/2023(2)

    3,114,562  
    3,570,000    

6.13%, 04/15/2025(2)

    3,220,033  
    250,000    

7.00%, 03/15/2024(2)

    263,750  
     

 

 

 
        22,864,537  
     

 

 

 
            Cayman Islands - 0.2%  
    4,900,000    

CSN Islands XI Corp.
6.88%, 09/21/2019(4)

    4,912,250  
    1,910,000    

Weibo Corp.
1.25%, 11/15/2022(2)

    2,162,693  
     

 

 

 
    7,074,943  
     

 

 

 
            Denmark - 0.3%  
    10,650,000    

Danske Bank A/S
3 mo. USD LIBOR + 0.580%,
2.61%, 09/06/2019(2)(3)

    10,704,710  
     

 

 

 
            France - 0.2%  
    1,925,000    

AXA S.A.
3 mo. USD LIBOR + 1.449%, 6.46%, 12/14/2018(3)(4)(8)

    1,929,812  
   

BNP Paribas S.A.

 
    765,000    

5 year USD Swap + 2.838%, 5.13%, 11/15/2027(2)(3)(8)

    717,188  
    2,555,000    

5 year USD Swap + 6.314%, 7.63%, 03/30/2021(2)(3)(8)

    2,752,374  
    2,050,000    

Credit Agricole S.A.
5 year USD Swap + 6.185%, 8.13%, 12/23/2025(2)(3)(8)

    2,329,312  
    1,975,000    

Societe Generale S.A.
5 year USD Swap + 6.238%, 7.38%, 09/13/2021(3)(4)(8)

    2,093,500  
     

 

 

 
    9,822,186  
     

 

 

 
            Germany - 0.4%  
    15,250,000    

Deutsche Bank AG
3 mo. USD LIBOR + 0.970%, 3.31%, 07/13/2020(3)

    15,313,440  
     

 

 

 
            Ireland - 0.1%  
   

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

 
  EUR       2,450,000    

6.75%, 05/15/2024(4)

    3,223,948  
  $       1,636,000    

7.25%, 05/15/2024(2)

    1,725,980  
     

 

 

 
    4,949,928  
     

 

 

 
            Italy - 0.1%  
   

Intesa Sanpaolo S.p.A.

 
    430,000    

5 year USD Swap + 5.462%, 7.70%, 09/17/2025(2)(3)(8)

    454,725  
  EUR       550,000    

5 year EUR Swap + 7.192%, 7.75%, 01/11/2027(3)(4)(8)

    814,451  
  $       1,435,000    

UniCredit S.p.A.
5 year USD Swap + 5.180%, 8.00%, 06/03/2024(3)(4)(8)

    1,495,987  
     

 

 

 
    2,765,163  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 12.6% - (continued)  
            Japan - 0.1%  
  JPY       400,000,000    

Toshiba Corp.
1.68%, 12/15/2020

  $ 3,622,371  
     

 

 

 
            Luxembourg - 0.3%  
  $       1,845,000    

Altice Financing S.A.
7.50%, 05/15/2026(2)

    1,817,325  
    2,080,000    

Altice Luxembourg S.A.
7.75%, 05/15/2022(2)

    1,986,400  
  EUR       2,790,000    

ARD Finance S.A.
6.63%, 09/15/2023(9)

    3,541,875  
  $       690,000    

ARD Securities Finance SARL
8.75%, 01/31/2023(2)(9)

    726,225  
    1,975,000    

Camelot Finance S.A.
7.88%, 10/15/2024(2)

    2,058,937  
  EUR       1,005,000    

Cirsa Funding Luxembourg S.A.
5.75%, 05/15/2021(2)

    1,249,998  
    1,666,000    

Codere Finance 2 Luxembourg S.A.
6.75%, 11/01/2021(2)

    2,105,815  
     

 

 

 
    13,486,575  
     

 

 

 
            Netherlands - 0.3%  
  $       1,415,000    

Constellium N.V.
5.88%, 02/15/2026(2)

    1,393,775  
  EUR       2,090,000    

Diamond (BC) B.V.
5.63%, 08/15/2025(2)

    2,411,697  
    2,565,000    

LKQ European Holdings B.V.
3.63%, 04/01/2026(2)

    3,093,411  
    4,600,000    

Volkswagen International Finance N.V.
10 year EUR Swap + 3.370%,
3.88%, 06/14/2027(3)(4)(8)

    5,764,102  
     

 

 

 
    12,662,985  
     

 

 

 
            Spain - 1.1%  
   

Banco Bilbao Vizcaya Argentaria S.A.

 
  $       3,800,000    

5 year USD Swap + 3.870%, 6.13%, 11/16/2027(3)(8)

    3,672,890  
  EUR       6,000,000    

5 year EUR Swap + 6.604%, 6.75%, 02/18/2020(3)(4)(8)

    7,814,609  
    1,000,000    

5 year EUR Swap + 6.155%, 7.00%, 02/19/2019(3)(4)(8)

    1,255,662  
    1,200,000    

5 year EUR Swap + 9.177%, 8.88%, 04/14/2021(3)(4)(8)

    1,701,429  
    5,400,000    

Banco de Sabadell S.A.
5 year EUR Swap + 6.414%,
6.50%, 05/18/2022(3)(4)(8)

    6,934,616  
    10,100,000    

Banco Santander S.A.
5 year EUR Swap + 5.410%,
6.25%, 03/12/2019(3)(4)(8)

    12,638,889  
    7,800,000    

CaixaBank S.A.
5 year EUR Swap + 3.35%,
3.50%, 02/15/2027(3)(4)

    10,119,318  
     

 

 

 
    44,137,413  
     

 

 

 
            Sweden - 0.3%  
    3,580,000    

Intrum Justitia AB
3.13%, 07/15/2024(2)

    4,241,671  
  $       7,820,000    

Svenska Handelsbanken AB
3 mo. USD LIBOR + 0.490%,
2.52%, 09/06/2019(3)

    7,852,656  
     

 

 

 
    12,094,327  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  208  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 12.6% - (continued)  
            Switzerland - 0.1%  
  $       1,995,000    

Credit Suisse Group AG
5 year USD Swap + 3.455%,
6.25%, 12/18/2024(3)(4)(8)

  $ 2,042,952  
    875,000    

UBS Group AG
5 year USD ICE Swap + 5.497%,
6.88%, 03/22/2021(3)(4)(8)

    918,750  
     

 

 

 
    2,961,702  
     

 

 

 
            United Kingdom - 0.3%  
  GBP       550,000    

Barclays Bank plc
3 mo. GBP LIBOR + 13.400%,
14.00%, 06/15/2019(3)(4)(8)

    848,698  
  $       6,475,000    

BP Capital Markets plc
3 mo. USD LIBOR + 0.630%,
2.92%, 09/26/2018(3)

    6,489,849  
    2,620,000    

HSBC Bank plc
6 mo. USD LIBOR + 0.250%,
2.75%, 09/28/2018(3)(8)

    2,287,595  
   

National Westminster Bank plc

 
  EUR       725,000    

3 mo. EUR LIBOR + 2.150%,
1.82%, 07/05/2018(3)(8)

    870,049  
  $       1,270,000    

2.25%, 07/11/2018(5)(8)

    1,139,063  
 

Royal Bank of Scotland Group plc

 

    1,000,000    

3 mo. USD LIBOR + 2.320%,
4.62%, 09/30/2027(3)(8)

    1,007,500  
    925,000    

5 year USD Swap + 7.598%,
8.63%, 08/15/2021(3)(8)

    1,012,875  
    520,000    

Tullow Oil plc
6.25%, 04/15/2022(2)

    527,800  
     

 

 

 
    14,183,429  
     

 

 

 
            United States - 8.2%  
    1,699,000    

ACE Cash Express, Inc.
12.00%, 12/15/2022(2)

    1,885,890  
   

AK Steel Corp.

 
    930,000    

7.00%, 03/15/2027(10)

    902,100  
    4,096,000    

7.63%, 10/01/2021

    4,177,920  
   

American Builders & Contractors Supply Co., Inc.

 
    88,000    

5.63%, 04/15/2021(2)

    88,990  
    680,000    

5.75%, 12/15/2023(2)

    701,046  
   

APX Group, Inc.

 
    1,405,000    

7.63%, 09/01/2023

    1,317,188  
    1,765,000    

7.88%, 12/01/2022

    1,778,238  
    2,180,000    

AV Homes, Inc.
6.63%, 05/15/2022

    2,231,775  
   

Avis Budget Car Rental LLC / Avis Budget Finance, Inc.

 
    1,625,000    

5.25%, 03/15/2025(2)

    1,560,000  
    2,185,000    

5.50%, 04/01/2023(10)

    2,163,150  
    3,321,000    

Beacon Roofing Supply, Inc.
6.38%, 10/01/2023

    3,478,747  
    1,650,000    

Beazer Homes USA, Inc.
5.88%, 10/15/2027

    1,509,750  
    4,580,000    

BlueLine Rental Finance Corp. / BlueLine Rental LLC
9.25%, 03/15/2024(2)

    4,870,601  
   

Boyd Gaming Corp.

 
    930,000    

6.38%, 04/01/2026

    973,682  
    6,820,000    

6.88%, 05/15/2023

    7,161,000  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 12.6% - (continued)  
            United States - 8.2% - (continued)  
  $       2,350,000    

Brand Industrial Services, Inc.
8.50%, 07/15/2025(2)

  $ 2,426,375  
    1,000,000    

Caesars Entertainment Corp.
5.00%, 10/01/2024

    1,753,800  
    3,355,000    

California Resources Corp.
8.00%, 12/15/2022(2)

    2,885,300  
    460,000    

Catalent Pharma Solutions, Inc.
4.88%, 01/15/2026(2)

    447,925  
    894,000    

CEC Entertainment, Inc.
8.00%, 02/15/2022

    697,320  
    4,090,000    

Celgene Corp.
2.25%, 05/15/2019

    4,064,203  
   

Chemours Co.

 
    3,430,000    

6.63%, 05/15/2023

    3,605,787  
    2,130,000    

7.00%, 05/15/2025

    2,292,412  
    2,345,000    

Cloud Crane LLC
10.13%, 08/01/2024(2)

    2,550,187  
    1,790,000    

Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp.
12.00%, 11/01/2021

    1,803,425  
    1,910,000    

CNH Industrial Capital LLC
4.38%, 11/06/2020

    1,948,200  
    1,700,000    

Conduent Finance, Inc. / Conduent Business Services LLC
10.50%, 12/15/2024(2)

    2,009,400  
   

Continental Resources, Inc.

 
    1,585,000    

3.80%, 06/01/2024

    1,545,375  
    3,465,000    

4.38%, 01/15/2028(2)

    3,406,528  
    200,000    

4.50%, 04/15/2023

    202,500  
    2,070,000    

4.90%, 06/01/2044

    2,028,600  
    178,000    

5.00%, 09/15/2022

    180,893  
   

CSC Holdings LLC

 
    1,830,000    

10.13%, 01/15/2023(2)

    2,029,012  
    1,424,000    

10.88%, 10/15/2025(2)

    1,669,640  
    7,270,000    

CVS Health Corp.
3 mo. USD LIBOR + 0.720%, 2.78%, 03/09/2021(3)

    7,336,811  
    2,140,000    

Denbury Resources, Inc.
9.00%, 05/15/2021(2)

    2,236,300  
    1,480,000    

Eldorado Resorts, Inc.
6.00%, 04/01/2025

    1,467,050  
    1,935,000    

Endo Dac / Endo Finance LLC / Endo Finco, Inc.
6.00%, 07/15/2023(2)

    1,407,713  
    3,675,000    

Endo Dac / Endo Finance LLC / Endo Finco, Inc.
6.00%, 02/01/2025(2)

    2,581,687  
    2,570,000    

Energy Transfer Equity L.P.
4.25%, 03/15/2023

    2,480,050  
    1,960,000    

FBM Finance, Inc.
8.25%, 08/15/2021(2)

    2,062,900  
    1,910,000    

FelCor Lodging L.P.
6.00%, 06/01/2025

    1,952,975  
   

Ferrellgas L.P. / Ferrellgas Finance Corp.

 
    1,336,000    

6.50%, 05/01/2021

    1,279,220  
    865,000    

6.75%, 01/15/2022(10)

    815,263  
    1,340,000    

First Data Corp.
7.00%, 12/01/2023(2)

    1,402,149  
    2,170,000    

Flex Acquisition Co., Inc.
6.88%, 01/15/2025(2)

    2,180,850  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  209  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 12.6% - (continued)  
            United States - 8.2% - (continued)  
  $       2,030,000    

Foresight Energy LLC / Foresight Energy Finance Corp.
11.50%, 04/01/2023(2)(10)

  $ 1,715,350  
    1,935,000    

Freedom Mortgage Corp.
8.13%, 11/15/2024(2)

    1,935,000  
    435,000    

Fresenius Medical Care U.S. Finance II, Inc.
5.63%, 07/31/2019(2)

    447,484  
    1,000,000    

General Cable Corp.
5.75%, 10/01/2022

    1,026,750  
    7,100,000    

General Motors Financial Co., Inc.
3 mo. USD LIBOR + 1.450%, 3.25%, 05/09/2019(3)

    7,175,055  
   

Genworth Holdings, Inc.

 
    210,000    

4.80%, 02/15/2024

    165,900  
    1,425,000    

4.90%, 08/15/2023

    1,132,875  
    450,000    

7.63%, 09/24/2021

    423,000  
    4,310,000    

GLP Capital L.P. / GLP Financing II, Inc.
4.38%, 11/01/2018

    4,310,000  
    1,165,000    

Goldman Sachs Group, Inc.
2.00%, 04/25/2019

    1,157,696  
   

Gray Television, Inc.

 
    1,785,000    

5.13%, 10/15/2024(2)

    1,702,444  
    220,000    

5.88%, 07/15/2026(2)

    211,750  
    1,800,000    

HCA Healthcare, Inc.
6.25%, 02/15/2021

    1,892,250  
    2,530,000    

HCA, Inc.
7.50%, 11/15/2095

    2,511,025  
    946,000    

Hertz Corp.
7.38%, 01/15/2021(2)

    936,540  
    585,000    

Infor Software Parent LLC
7.13%, 05/01/2021(2)(9)

    589,388  
    1,730,000    

Infor U.S., Inc.
6.50%, 05/15/2022

    1,755,950  
    1,233,000    

inVentiv Group Holdings Inc/inVentiv Health Inc/inVentiv Health Clinical, Inc.
7.50%, 10/01/2024(2)

    1,310,063  
    4,135,000    

iStar, Inc.
4.63%, 09/15/2020

    4,119,494  
    1,490,000    

Jack Ohio Finance LLC / Jack Ohio Finance Corp.
6.75%, 11/15/2021(2)

    1,538,425  
    2,835,000    

Jacobs Entertainment, Inc.
7.88%, 02/01/2024(2)

    2,951,944  
    10,400,000    

JPMorgan Chase Bank NA
3 mo. USD LIBOR + 0.450%, 2.67%, 09/21/2018(3)

    10,414,144  
    1,500,000    

Kaiser Aluminum Corp.
5.88%, 05/15/2024

    1,545,000  
   

Laredo Petroleum, Inc.

 
    1,065,000    

5.63%, 01/15/2022

    1,075,650  
    2,095,000    

6.25%, 03/15/2023(10)

    2,126,425  
    1,255,000    

Lithia Motors, Inc.
5.25%, 08/01/2025(2)

    1,242,450  
    1,690,000    

Manitowoc Co., Inc.
12.75%, 08/15/2021(2)

    1,884,350  
    2,550,000    

MDC Holdings, Inc.
5.50%, 01/15/2024

    2,597,812  
    1,025,000    

MGIC Investment Corp.
5.75%, 08/15/2023

    1,048,063  
    3,750,000    

Molson Coors Brewing Co.
1.45%, 07/15/2019

    3,679,557  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 12.6% - (continued)  
            United States - 8.2% - (continued)  
  EUR       7,225,000    

Morgan Stanley
1.88%, 04/27/2027

  $ 8,894,747  
  $       1,720,000    

Multi-Color Corp.
4.88%, 11/01/2025(2)

    1,603,900  
    2,900,000    

National Rural Utilities Cooperative Finance Corp.
10.38%, 11/01/2018

    3,010,295  
   

Nationstar Mortgage LLC / Nationstar Capital Corp.

 
    1,045,000    

6.50%, 08/01/2018

    1,049,180  
    750,000    

6.50%, 07/01/2021

    759,375  
    456,000    

7.88%, 10/01/2020

    463,410  
   

Navient Corp.

 
    1,002,000    

5.50%, 01/25/2023

    986,669  
    165,000    

5.63%, 08/01/2033

    141,900  
    386,000    

5.88%, 10/25/2024

    378,280  
    2,350,000    

6.13%, 03/25/2024

    2,352,937  
    1,735,000    

6.50%, 06/15/2022

    1,782,712  
    422,000    

7.25%, 09/25/2023

    440,990  
    1,850,000    

Netflix, Inc.
5.88%, 02/15/2025

    1,900,320  
    5,190,000    

NextEra Energy Capital Holdings, Inc.
2.30%, 04/01/2019

    5,169,291  
   

Nissan Motor Acceptance Corp.

 
    15,775,000    

2.00%, 03/08/2019(2)

    15,674,382  
    15,300,000    

3 mo. USD LIBOR + 0.520%, 2.61%, 09/13/2019(2)(3)

    15,357,969  
   

Novelis Corp.

 
    615,000    

5.88%, 09/30/2026(2)

    610,388  
    1,700,000    

6.25%, 08/15/2024(2)

    1,731,875  
    1,430,000    

Party City Holdings, Inc.
6.13%, 08/15/2023(2)(10)

    1,447,875  
   

Peabody Energy Corp.

 
    1,975,000    

6.00%, 03/31/2022(2)

    2,028,720  
    2,840,000    

6.38%, 03/31/2025(2)

    2,960,700  
    1,535,000    

Penn National Gaming, Inc.
5.63%, 01/15/2027(2)

    1,469,763  
    1,190,000    

Penske Automotive Group, Inc.
3.75%, 08/15/2020

    1,181,075  
    1,085,000    

Plastipak Holdings, Inc.
6.25%, 10/15/2025(2)

    1,052,450  
   

QEP Resources, Inc.

 
    2,965,000    

5.25%, 05/01/2023

    2,890,875  
    810,000    

5.63%, 03/01/2026

    775,575  
    865,000    

Radian Group, Inc.
4.50%, 10/01/2024

    826,075  
    3,070,000    

Revlon Consumer Products Corp.
6.25%, 08/01/2024

    1,842,000  
    12,040,000    

Reynolds American, Inc.
8.13%, 06/23/2019

    12,717,143  
   

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu

 
    1,660,000    

5.13%, 07/15/2023(2)

    1,670,375  
    645,000    

7.00%, 07/15/2024(2)

    671,606  
    1,915,000    

SBA Tower Trust
2.88%, 07/10/2046(2)

    1,879,553  
   

Scientific Games International, Inc.

 
    795,000    

6.63%, 05/15/2021

    810,900  
    7,915,000    

10.00%, 12/01/2022

    8,530,787  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  210  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 12.6% - (continued)  
            United States - 8.2% - (continued)  
  $       415,000    

Signode Industrial Group Lux S.A. / Signode Industrial Group U.S., Inc.
6.38%, 05/01/2022(2)

  $ 428,239  
    1,055,000    

Sinclair Television Group, Inc.
5.13%, 02/15/2027(2)(10)

    978,513  
   

SM Energy Co.

 
    1,310,000    

5.00%, 01/15/2024

    1,247,775  
    265,000    

6.13%, 11/15/2022

    267,650  
    125,000    

6.50%, 11/15/2021

    126,875  
    1,920,000    

Sotera Health Holdings LLC
6.50%, 05/15/2023(2)

    1,920,000  
    610,000    

Sotera Health Topco, Inc.
8.13%, 11/01/2021(2)(9)

    614,575  
    1,990,000    

Springleaf Finance Corp.
6.88%, 03/15/2025

    2,009,900  
    3,720,000    

Sprint Corp.
7.63%, 02/15/2025(10)

    3,915,300  
   

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC

 
    3,660,000    

4.74%, 03/20/2025(2)

    3,696,600  
    4,660,000    

5.15%, 03/20/2028(2)

    4,724,075  
    1,510,000    

Staples, Inc.
8.50%, 09/15/2025(2)

    1,411,850  
    3,990,000    

Starwood Property Trust, Inc.
3.63%, 02/01/2021(2)

    3,920,175  
    1,410,000    

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.
5.88%, 05/15/2025(2)

    1,351,838  
    1,150,000    

Teva Pharmaceutical Finance IV LLC
2.25%, 03/18/2020

    1,098,323  
   

Time Warner Cable LLC

 
    9,695,000    

6.75%, 07/01/2018

    9,753,009  
    4,680,000    

8.25%, 04/01/2019

    4,903,646  
    4,685,000    

8.75%, 02/14/2019

    4,891,088  
    825,000    

Tribune Media Co.
5.88%, 07/15/2022

    835,313  
    410,000    

TriMas Corp.
4.88%, 10/15/2025(2)

    394,625  
    2,015,000    

USIS Merger Sub, Inc.
6.88%, 05/01/2025(2)

    2,015,000  
    3,050,000    

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.
8.75%, 04/15/2023(2)

    2,867,000  
    1,655,000    

Vrio Finco LLC
6.25%, 04/04/2023(2)

    1,667,413  
    2,515,000    

Warrior Met Coal, Inc.
8.00%, 11/01/2024(2)

    2,566,935  
    4,085,000    

West Street Merger Sub, Inc.

6.38%, 09/01/2025(2)

    4,013,512  
    1,126,000    

WMG Acquisition Corp.
5.50%, 04/15/2026(2)

    1,131,630  
    950,000    

Workday, Inc.
0.25%, 10/01/2022(2)

    1,025,050  
   

WPX Energy, Inc.

 
    2,305,000    

6.00%, 01/15/2022

    2,402,962  
    900,000    

8.25%, 08/01/2023

    1,021,500  
     

 

 

 
    336,436,224  
     

 

 

 
   

Total Corporate Bonds
(cost $506,908,226)

  $ 514,087,758  
     

 

 

 
Shares or Principal Amount   Market Value  
ESCROWS - 0.0%  
            United States - 0.0%  
  $       925,000    

Texas Competitive Electric Holdings Co. LLC
11.50%, 10/01/2020*(11)(12)(13)

  $  
    15,842    

Vistra Energy Corp.

    10,107  
     

 

 

 
   

Total Escrows
(cost $—)

  $ 10,107  
     

 

 

 
FOREIGN GOVERNMENT OBLIGATIONS - 59.9%  
            Australia - 7.8%  
   

Australia Government Bond

 
  AUD       90,640,000    

2.25%, 11/21/2022

  $ 67,797,155  
    27,045,000    

2.75%, 11/21/2029(4)

    20,183,870  
    61,705,000    

3.00%, 03/21/2047(4)

    43,858,117  
    81,355,000    

4.75%, 04/21/2027(4)

    70,943,925  
    79,415,000    

5.75%, 05/15/2021(4)

    66,005,244  
    56,835,000    

5.75%, 07/15/2022(4)

    48,632,198  
     

 

 

 
    317,420,509  
     

 

 

 
            Canada - 11.5%  
   

Canadian Government Bond

 
  CAD       87,315,000    

0.75%, 03/01/2021

    65,698,936  
    130,405,000    

0.75%, 09/01/2021

    97,380,984  
    175,850,000    

1.25%, 09/01/2018

    136,893,051  
    47,810,000    

1.50%, 06/01/2023

    36,081,199  
    173,000,000    

1.75%, 09/01/2019

    134,689,248  
     

 

 

 
    470,743,418  
     

 

 

 
            Cyprus - 0.0%  
  EUR       785,000    

Cyprus Government International Bond
3.75%, 07/26/2023(4)

    1,042,573  
     

 

 

 
            Denmark - 13.5%  
   

Denmark Government Bond

 
  DKK       1,231,430,000    

0.25%, 11/15/2018

    200,524,874  
    474,425,000    

0.25%, 11/15/2020

    78,262,631  
    1,570,600,000    

4.00%, 11/15/2019

    272,758,007  
     

 

 

 
    551,545,512  
     

 

 

 
            France - 0.8%  
   

French Republic Government Bond OAT

 
  EUR       12,955,000    

1.50%, 05/25/2031(4)

    16,536,187  
    13,015,000    

2.00%, 05/25/2048(2)(4)

    17,076,800  
     

 

 

 
    33,612,987  
     

 

 

 
            Germany - 3.9%  
    129,830,000    

Bundesobligation
0.01%, 10/07/2022(4)

    157,877,949  
     

 

 

 
            Italy - 0.9%  
    27,715,000    

Italy Buoni Poliennali Del Tesoro
1.85%, 05/15/2024

    35,162,137  
     

 

 

 
            New Zealand - 4.3%  
   

New Zealand Government Bond

 
  NZD       91,155,000    

2.75%, 04/15/2025(4)

    64,500,252  
    138,570,000    

5.50%, 04/15/2023(4)

    111,599,558  
     

 

 

 
    176,099,810  
     

 

 

 
            Norway - 7.6%  
   

Norway Government Bond

 
  NOK       879,565,000    

1.75%, 02/17/2027(2)(4)

    108,692,714  
    515,830,000    

2.00%, 05/24/2023(2)(4)

    65,859,936  
    1,003,350,000    

3.75%, 05/25/2021(2)(4)

    134,749,043  
     

 

 

 
    309,301,693  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  211  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 59.9% - (continued)  
            Singapore - 3.4%  
   

Singapore Government Bond

 
  SGD       70,765,000    

1.75%, 04/01/2022

  $ 52,614,791  
    72,635,000    

2.25%, 06/01/2021

    55,056,892  
    41,745,000    

2.75%, 03/01/2046

    30,554,129  
     

 

 

 
    138,225,812  
     

 

 

 
            South Korea - 3.9%  
   

Korea Treasury Bond

 
  KRW       61,525,110,000    

2.00%, 09/10/2020

    57,355,596  
    107,359,820,000    

3.00%, 03/10/2023

    102,628,972  
     

 

 

 
    159,984,568  
     

 

 

 
            Spain - 0.5%  
  EUR       15,890,000    

Spain Government Bond
2.70%, 10/31/2048(2)(4)

    20,618,571  
     

 

 

 
            Supranational - 1.0%  
  MXN       808,460,000    

International Finance Corp.
7.75%, 01/18/2030

    42,649,155  
     

 

 

 
      United Kingdom - 0.8%  
  GBP       26,605,000    

United Kingdom Gilt
1.50%, 07/22/2047(4)

    33,928,110  
     

 

 

 
 

Total Foreign Government Obligations
(cost $2,438,571,383)

  $ 2,448,212,804  
     

 

 

 
     
SENIOR FLOATING RATE INTERESTS - 2.9%(14)  
            Canada - 0.1%  
  $       2,389,195    

B.C. Unlimited Liability Co.
1 mo. USD LIBOR + 2.250%,
4.15%, 02/16/2024

  $ 2,395,168  
     

 

 

 
            Denmark - 0.1%  
  EUR       2,332,742    

Nets Holding A/S
EURIBOR + 3.250%,
3.25%, 02/06/2025

    2,815,385  
     

 

 

 
            Germany - 0.2%  
  $       8,125,000    

Unitymedia Finance LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 09/30/2025

    8,110,781  
     

 

 

 
            Luxembourg - 0.1%  
    3,951,010    

Almonde, Inc.
3 mo. USD LIBOR + 3.500%,
5.48%, 06/13/2024

    3,946,981  
     

 

 

 
            United Kingdom - 0.1%  
    6,030,000    

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 02/28/2025

    6,020,593  
     

 

 

 
            United States - 2.3%  
    926,974    

American Builders & Contractors Supply Co., Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 10/31/2023

    928,133  
    3,017,437    

Aristocrat Leisure Ltd.
3 mo. USD LIBOR + 2.000%,
4.36%, 10/19/2024

    3,032,525  
    2,931,570    

Asurion LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 11/03/2023

    2,951,739  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 2.9%(14) - (continued)  
            United States - 2.3% - (continued)  
  $       2,813,738    

BCP Raptor LLC
2 mo. USD LIBOR + 4.250%,
6.31%, 06/24/2024

  $ 2,838,358  
    1,211,289    

Berlin Packaging LLC
1 mo. USD LIBOR + 3.250%,
5.07%, 10/01/2021

    1,212,294  
    955,000    

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 03/31/2025

    959,775  
    1,620,938    

Circor International, Inc.
1 mo. USD LIBOR + 3.500%,
5.39%, 12/11/2024

    1,626,011  
    4,482,109    

Clark Equipment Co.
3 mo. USD LIBOR + 2.000%,
4.30%, 05/18/2024

    4,486,323  
    582,075    

Core & Main LP
6 mo. USD LIBOR + 3.000%,
5.12%, 08/01/2024

    584,985  
    1,065,000    

Crown Americas LLC
3 mo. USD LIBOR + 2.000%,
4.31%, 01/29/2025

    1,073,658  
    1,785,000    

CSC Holdings LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 01/25/2026

    1,785,000  
    1,137,150    

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%,
4.99%, 09/06/2024

    1,135,024  
   

First Data Corp.

 
    2,459,975    

1 mo. USD LIBOR + 2.250%,
4.15%, 07/08/2022

    2,468,585  
    2,174,386    

1 mo. USD LIBOR + 2.250%,
4.15%, 04/26/2024

    2,181,757  
    250,000    

Genworth Financial, Inc.
1 mo. USD LIBOR + 4.500%,
6.40%, 02/22/2023

    254,062  
    3,960,075    

Golden Entertainment, Inc.
1 mo. USD LIBOR + 3.000%,
4.91%, 10/20/2024

    3,989,776  
    3,486,158    

Hostess Brands LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/03/2022

    3,511,433  
    3,075,000    

Hub International Ltd.
0.00%, 04/25/2025(15)

    3,092,927  
    2,433,536    

Hyland Software, Inc.
1 mo. USD LIBOR + 3.250%,
5.14%, 07/01/2022

    2,453,320  
    3,850,625    

INC Research LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/01/2024

    3,862,986  
    2,765,000    

Lamar Media Corp.
1 mo. USD LIBOR + 1.750%,
3.69%, 03/14/2025

    2,778,825  
    2,760,949    

Lands’ End, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 04/04/2021

    2,648,799  
    4,075,000    

Level 3 Financing, Inc.
1 mo. USD LIBOR + 2.250%,
4.15%, 02/22/2024

    4,091,993  
    1,170,000    

Meredith Corp.
1 mo. USD LIBOR + 3.000%,
4.90%, 01/31/2025

    1,177,172  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  212  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 2.9%(14) - (continued)  
            United States - 2.3% - (continued)  
  $       1,361,588    

Multi Color Corp.
1 mo. USD LIBOR + 2.250%,
4.15%, 10/31/2024

  $ 1,367,265  
    3,260,363    

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 05/24/2024

    3,274,349  
    6,130,000    

PSAV Holdings LLC
3 mo. USD LIBOR + 3.250%,
5.20%, 03/01/2025

    6,135,762  
    5,076,923    

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 11/15/2023

    5,095,961  
    1,132,308    

Rexnord LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/21/2024

    1,139,951  
    6,033,946    

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%,
4.66%, 08/17/2024

    6,086,743  
    4,226,579    

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 05/15/2022

    4,247,712  
    720,302    

SS&C Technologies Holdings Europe S.a.r.l.
0.00%, 04/16/2025(15)

    724,804  
    1,946,816    

SS&C Technologies, Inc.
0.00%, 04/16/2025(15)

    1,958,983  
   

Tribune Media Co.

 
    79,474    

1 mo. USD LIBOR + 3.000%,
4.90%, 12/27/2020

    79,474  
    990,554    

1 mo. USD LIBOR + 3.000%,
4.90%, 01/27/2024

    991,793  
    3,776,025    

USI, Inc.
3 mo. USD LIBOR + 3.000%,
5.30%, 05/16/2024

    3,788,599  
    3,164,938    

Weight Watchers International, Inc.
3 mo. USD LIBOR + 4.750%,
6.99%, 11/29/2024

    3,200,543  
     

 

 

 
    93,217,399  
     

 

 

 
 

Total Senior Floating Rate Interests
(cost $115,945,467)

  $ 116,506,307  
     

 

 

 
     
U.S. GOVERNMENT AGENCIES - 0.6%  
            United States - 0.6%  
            FHLMC - 0.1%  
  $       1,025,000    

1 mo. USD LIBOR + 4.500%,
6.40%, 02/25/2024(3)

  $ 1,196,725  
    3,690,853    

1.78%, 09/25/2041(5)(7)

    285,498  
    6,087,872    

2.28%, 01/25/2042(5)(7)

    654,148  
    11,435,000    

2.09%, 02/25/2041(5)(7)

    613,849  
     

 

 

 
    2,750,220  
     

 

 

 
            SLM Student Loan Trust - 0.5%  
    2,044,498    

Nelnet Student Loan Trust
3 mo. USD LIBOR + 0.350%, 2.64%, 03/25/2026(2)(3)

    2,012,826  
    2,129,297    

Nelnet Student Loan Trust
3 mo. USD LIBOR + 1.480%, 3.23%, 04/25/2024(3)

    2,142,117  
    1,315,352    

Nelnet Student Loan Trust
3 mo. USD LIBOR + 1.650%, 3.59%, 11/25/2024(3)

    1,334,774  
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 0.6% - (continued)  
            SLM Student Loan Trust - 0.5% - (continued)  
  $       1,000,000    

SLC Student Loan Trust
3 mo. USD LIBOR + 0.900%, 3.03%, 06/15/2021(3)

  $ 1,004,495  
    463,582    

SLM Student Loan Trust
1 mo. USD LIBOR + 0.650%, 2.55%, 05/26/2026(3)

    460,085  
    1,724,686    

SLM Student Loan Trust
1 mo. USD LIBOR + 0.700%, 2.60%, 01/25/2029(3)

    1,721,360  
    2,504,199    

SLM Student Loan Trust
3 mo. USD LIBOR + 0.650%, 3.01%, 01/25/2022(3)

    2,492,651  
    1,176,712    

SLM Student Loan Trust
3 mo. USD LIBOR + 0.750%, 3.11%, 04/25/2023(3)

    1,172,389  
    3,810,748    

SLM Student Loan Trust
3 mo. USD LIBOR + 1.500%, 3.86%, 04/25/2023(3)

    3,899,810  
    3,120,353    

SLM Student Loan Trust
3 mo. USD LIBOR + 1.700%, 4.06%, 07/25/2023(3)

    3,207,026  
     

 

 

 
    19,447,533  
     

 

 

 
 

Total U.S. Government Agencies
(cost $21,774,276)

  $ 22,197,753  
     

 

 

 
     
U.S. GOVERNMENT SECURITIES - 10.2%  
            United States - 10.2%  
            U.S. Treasury Bonds - 1.9%  
  $       46,045,000    

0.00%, 08/15/2045(16)

  $ 19,790,366  
    38,200,000    

0.00%, 11/15/2045(16)(17)

    16,295,130  
    44,545,000    

2.50%, 02/15/2046(17)

    39,596,329  
     

 

 

 
    75,681,825  
     

 

 

 
      U.S. Treasury Notes - 8.3%  
    21,050,000    

1.00%, 09/30/2019(18)

    20,639,690  
    122,235,000    

1.25%, 03/31/2021

    117,527,043  
    19,865,000    

1.25%, 01/31/2019(18)

    19,723,772  
    186,165,000    

1.38%, 04/30/2020(17)

    182,092,641  
     

 

 

 
    339,983,146  
     

 

 

 
    415,664,971  
     

 

 

 
 

Total U.S. Government Securities
(cost $421,794,359)

  $ 415,664,971  
     

 

 

 
     
CONVERTIBLE BONDS - 0.4%  
      Commercial Services - 0.0%  
  $       1,600,000    

Cardtronics, Inc.
1.00%, 12/01/2020

  $ 1,500,000  
     

 

 

 
      Media - 0.1%  
 

DISH Network Corp.

 

    3,780,000    

2.38%, 03/15/2024

    3,261,615  
    2,525,000    

3.38%, 08/15/2026

    2,291,490  
    188,000    

Liberty Media Corp-Liberty Formula One
1.00%, 01/30/2023

    195,252  
     

 

 

 
    5,748,357  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  213  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CONVERTIBLE BONDS - 0.4% - (continued)  
      Oil & Gas - 0.0%  
  $       1,155,000    

Cobalt International Energy, Inc.
2.63%, 12/01/2019*

  $ 1,501  
     

 

 

 
      Semiconductors - 0.1%  
    1,782,000    

Advanced Micro Devices, Inc.
2.13%, 09/01/2026

    2,765,331  
 

Microchip Technology, Inc.

 

    392,000    

1.63%, 02/15/2027

    441,118  
    450,000    

2.25%, 02/15/2037

    503,236  
    435,000    

1.63%, 02/15/2025

    707,612  
     

 

 

 
    4,417,297  
     

 

 

 
      Software - 0.2%  
    2,727,000    

Guidewire Software, Inc.
1.25%, 03/15/2025

    2,759,121  
    1,010,000    

ServiceNow, Inc.
0.00%, 06/01/2022(2)(16)

    1,352,592  
    1,959,000    

Western Digital Corp.
1.50%, 02/01/2024(2)

    2,044,195  
     

 

 

 
    6,155,908  
     

 

 

 
 

Total Convertible Bonds
(cost $19,904,671)

  $ 17,823,063  
     

 

 

 
     
PREFERRED STOCKS - 0.0%  
      United States - 0.0%  
    21,100    

GMAC Capital Trust Series 2
3 mo. USD LIBOR + 5.785%,
7.62%(3)

  $ 561,049  
     

 

 

 
 

Total Preferred Stocks
(cost $552,899)

  $ 561,049  
     

 

 

 
 

Total Long-Term Investments
(cost $3,825,661,608)

  $ 3,830,528,709  
     

 

 

 
     
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 8.6%  
      Foreign Government Obligations - 1.6%  
  EUR       54,000,000    

French Treasury Bill
0.01%, 08/15/2018(19)

  $ 65,312,762  
    1,281,000    

Hellenic Republic Treasury Bill 1.64%, 07/06/2018(19)

    1,547,197  
     

 

 

 
        66,859,959  
     

 

 

 
            Other Investment Pools & Funds - 6.7%      
    273,264,689    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class,
1.60%(20)

    273,264,689  
     

 

 

 
            Securities Lending Collateral - 0.3%      
    594,268    

Citibank NA DDCA,
1.50%, 5/1/2018(20)

    594,268  
    6,324,177    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(20)

    6,324,177  
    4,966,906    

Invesco Government & Agency Portfolio, 1.60%(20)

    4,966,906  
     

 

 

 
        11,885,351  
     

 

 

 
   

Total Short-Term Investments (cost $352,045,802)

  $ 352,009,999  
     

 

 

 
        
   

Total Investments Excluding Purchased Options (cost $4,177,707,410)

    102.4    $ 4,182,538,708  
   

Total Purchased Options (cost $1,515,358)

    0.0    $ 563,560  
     

 

 

    

 

 

 
   

Total Investments (cost $4,179,222,768)

    102.4    $ 4,183,102,268  
   

Other Assets and Liabilities

    (2.4 )%       (98,857,429
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $     4,084,244,839  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  214  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

 

     The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

     Equity Industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

     For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

* Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

 

(1)  Non-income producing.

 

(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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $761,751,959, which represented 18.7% of total net assets.

 

(3)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2018.

 

(4)  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $1,047,441,610, which represented 25.6% of total net assets.

 

(5)  Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(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)  Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

 

(10)  Represents entire or partial securities on loan. See Note 9 in the accompanying Notes to Financial Statements for securities lending information.

 

(11)  Investment valued using significant unobservable inputs.

 

(12)  This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, 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.

 

(13)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited. At April 30, 2018, the aggregate value of this security was $0, which represented 0.0% of total net assets.

 

(14)  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 rate in effect as of April 30, 2018.

 

(15) Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(16)  Security is a zero-coupon bond.

 

(17)  This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

 

(18)  This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

 

(19)  The rate shown represents current yield to maturity.

 

(20)  Current yield as of period end.

 

The accompanying notes are an integral part of these financial statements.

 

 

  215  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

OTC Option Contracts Outstanding at April 30, 2018  

Description

   Counter-
party
   Exercise Price/
FX Rate/Rate
     Expiration
Date
   Number of
Contracts
     Notional
Amount
    Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Purchased option contracts:

 

Calls

 

USD Call/JPY Put

   GSC      115.00 JPY per USD      03/11/21      4,151,000       USD        4,151,000     $ 43,984     $ 198,376     $ (154,392

USD Call/JPY Put

   GSC      115.00 JPY per USD      03/12/21      4,151,000       USD        4,151,000       44,001       198,003       (154,002

USD Call/JPY Put

   BOA      115.00 JPY per USD      03/12/21      5,530,000       USD        5,530,000       58,618       243,320       (184,702

USD Call/JPY Put

   GSC      115.00 JPY per USD      03/12/21      5,531,000       USD        5,531,000       58,628       216,981       (158,353
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

 

     19,363,000     $     205,231     $ 856,680     $ (651,449
                

 

 

   

 

 

   

 

 

   

 

 

 

Puts

 

EUR Put/GBP Call

   GSC      0.80 GBP per EUR      12/12/18      1,030,000       EUR        1,030,000     $ 95,993     $ 203,974     $ (107,981

EUR Put/USD Call

   JPM      1.17 USD per EUR      07/02/18      900,000       EUR        900,000       237,068       206,900       30,168  
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

 

     1,930,000     $ 333,061     $ 410,874     $ (77,813
                

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

 

     21,293,000     $ 538,292     $     1,267,554     $     (729,262
                

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

 

Calls

 

USD Call/JPY Put

   GSC      140.00 JPY per USD      03/11/21      (4,151,000     USD        (4,151,000   $ (5,463   $ (82,771   $ 77,308  

USD Call/JPY Put

   GSC      140.00 JPY per USD      03/12/21      (5,531,000     USD        (5,531,000     (7,290     (90,598     83,308  

USD Call/JPY Put

   BOA      140.00 JPY per USD      03/12/21      (5,530,000     USD        (5,530,000     (7,288     (106,286     98,998  

USD Call/JPY Put

   GSC      140.00 JPY per USD      03/12/21      (4,151,000     USD        (4,151,000     (5,471     (83,850     78,379  
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

 

     (19,363,000   $ (25,512   $ (363,505   $ 337,993  
                

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

 

     (19,363,000   $ (25,512   $ (363,505   $ 337,993  
                

 

 

   

 

 

   

 

 

   

 

 

 

 

OTC Swaption Contracts Outstanding at April 30, 2018  

Description

  Counter-
party
  Exercise Price/
FX Rate/Rate
  Pay/
Receive
Floating
Rate
    Expiration
Date
    Notional
Amount
    Number of
Contracts
    Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Purchased swaption contracts:

 

Puts

 

6 Months LIBOR JPY-BBA Interest Rate Swap Expiring 11/26/2038

  JPM   0.93%     Pay       11/21/18       JPY       1,100,450,000       1,100,450,000     $ 25,268     $ 247,804     $ (222,536
             

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased swaption contracts

            1,100,450,000     $     25,268     $     247,804     $     (222,536
             

 

 

   

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at April 30, 2018  

Description

   Number of
Contracts
     Expiration
Date
     Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

90-Day Euro Future

     1,650        03/18/2019      $     401,135,625      $ (149,273

Australian 3-Year Bond Future

     700        06/15/2018        58,450,147        53,295  

Canadian Government 10-Year Bond Future

     1,806        06/20/2018        184,897,153        (673,931

Euro BUXL 30-Year Bond Future

     49        06/07/2018        9,677,052        24,784  

Euro-OAT Future

     98        06/07/2018        18,202,609        9,468  

U.S. Treasury 2-Year Note Future

     287        06/29/2018        60,857,453        (7,707

U.S. Treasury Ultra Bond Future

     694        06/20/2018        109,044,750        (769,677
           

 

 

 

Total

 

   $     (1,513,041
           

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  216  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Futures Contracts Outstanding at April 30, 2018 - (continued)  

Description

   Number of
Contracts
     Expiration
Date
     Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Short position contracts:

 

90-Day Euro Future

     1,660        03/16/2020      $ 402,591,500      $ 307,684  

Australian 10-Year Bond Future

     1,214        06/15/2018        116,889,325        1,009,721  

Euro-BOBL Future

     2,225        06/07/2018        351,985,112        (397,300

Euro-Bund Future

     315        06/07/2018        60,383,727        (38,991

Euro-Schatz Future

     292        06/07/2018        39,463,367        (24,637

Long Gilt Future

     741        06/27/2018        124,721,611        (814,275

U.S. Treasury 5-Year Note Future

     12,967        06/29/2018            1,471,855,811        6,942,679  

U.S. Treasury 10-Year Note Future

     142        06/20/2018        16,986,750        (26,226

U.S. Treasury Long Bond Future

     37        06/20/2018        5,322,219        (39,478
           

 

 

 

Total

 

   $ 6,919,177  
           

 

 

 

Total futures contracts

 

   $     5,406,136  
           

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2018  

Reference Entity

  Counter-
party
  Notional
Amount (a)
    (Pay)/Receive
Fixed Rate
  Expiration
Date
    Periodic
Payment
Frequency
  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     Monthly   $ 61,307     $     $ 19,036     $ (42,271

CMBX.NA.AS.7

  CSI     USD       1,505,000     (1.00%)     01/17/47     Monthly     26,392             (27,280     (53,672
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

        $ 87,699     $     $ (8,244   $ (95,943
         

 

 

   

 

 

   

 

 

   

 

 

 

Sell protection:

 

CMBX.NA.BB.6

  JPM     USD       1,400,000     5.00%     05/11/63     Monthly   $     $ (234,928   $ (297,836   $ (62,908

CMBX.NA.BB.6

  GSC     USD       4,125,000     5.00%     05/11/63     Monthly           (814,124     (877,554     (63,430

CMBX.NA.BB.8

  CSI     USD       1,970,000     5.00%     10/17/57     Monthly           (518,097     (417,727     100,370  

CMBX.NA.BBB.6

  CSI     USD       3,220,000     3.00%     05/11/63     Monthly           (450,307     (401,094     49,213  

CMBX.NA.BBB.6

  CSI     USD       2,700,000     3.00%     05/11/63     Monthly           (367,564     (336,321     31,243  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

        $     $ (2,385,020   $ (2,330,532   $ 54,488  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total traded indices

        $ 87,699     $ (2,385,020   $ (2,338,776   $ (41,455
             

 

 

   

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

Buy protection:

 

American Axle & Manufacturing Holdings, Inc.

  JPM     USD       7,440,000     (5.00%)     06/20/23     Quarterly   $     $ (671,259   $ (787,643   $     (116,384

Arconic, Inc.

  GSC     USD       8,380,000     (1.00%)     06/20/23     Quarterly     160,639             256,147       95,508  

Cox Communications, Inc.

  BCLY     USD       4,050,000     (1.00%)     06/20/23     Quarterly           (49,483     (70,138     (20,655

Danone S.A.

  BCLY     EUR       5,275,000     (1.00%)     12/20/22     Quarterly           (161,120     (162,043     (923

Dell, Inc

  JPM     USD       7,230,000     (1.00%)     06/20/23     Quarterly         473,103             468,138       (4,965

General Electric Co.

  CBK     USD       3,660,000     (1.00%)     06/20/25     Quarterly     33,749             16,459       (17,290

IIneos Group Holdings S.A.

  GSC     EUR       5,820,000     (5.00%)     06/20/23     Quarterly               (1,037,268         (1,071,586     (34,318

International Business Machines Corp.

  BOA     USD       3,980,000     (1.00%)     06/20/23     Quarterly           (129,484     (135,271     (5,787

Kohl’s Corp.

  MSC     USD       1,850,000     (1.00%)     06/20/23     Quarterly     27,963             25,468       (2,495

Kohl’s Corp.

  JPM     USD       8,260,000     (1.00%)     06/20/23     Quarterly     132,339             112,794       (19,545

Koninklijke KPN N.V.

  CSI     EUR       2,350,000     (1.00%)     06/20/22     Quarterly           (13,828     (61,591     (47,763

Macy’s, Inc.

  CBK     USD       8,580,000     (1.00%)     06/20/23     Quarterly     382,174             387,820       5,646  

MDC Holdings, Inc.

  JPM     USD       3,075,000     (1.00%)     03/20/20     Quarterly     41,104             (42,519     (83,623

Omnicom Group

  GSC     USD       8,030,000     (1.00%)     06/20/23     Quarterly           (151,845     (171,823     (19,978

Target Corp.

  JPM     USD       8,000,000     (1.00%)     06/20/23     Quarterly           (209,277     (218,336     (9,059

Tesco plc

  CSFB     EUR       3,265,000     (1.00%)     12/20/22     Quarterly           (7,231     (33,018     (25,787

Tesco plc

  BCLY     EUR       4,195,000     (1.00%)     12/20/22     Quarterly           (9,260     (42,423     (33,163

Tesco plc

  CSFB     EUR       8,165,000     (1.00%)     12/20/22     Quarterly           (15,533     (82,571     (67,038

 

The accompanying notes are an integral part of these financial statements.

 

 

  217  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2018 - (continued)  

Reference Entity

   Counter-
party
   Notional
Amount (a)
     (Pay)/Receive
Fixed Rate
     Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on single-name issues: - (continued)

 

Buy protection: - (continued)

 

 

Uniti Group, Inc.

   JPM      USD        3,040,000        (5.00%)        06/20/23        Quarterly      $ 209,122      $     $ 254,834     $ 45,712  

Verizon Communications, Inc.

   CBK      USD        4,040,000        (1.00%)        06/20/23        Quarterly               (70,575     (73,394     (2,819

Vodafone Group plc

   CSI      EUR        3,885,000        (1.00%)        06/20/22        Quarterly               (22,900     (101,822     (78,922

Vodafone Group plc

   BNP      EUR        4,115,000        (1.00%)        06/20/22        Quarterly               (24,255     (107,850     (83,595

Wester Union Co.

   GSC      USD        8,290,000        (1.00%)        06/20/23        Quarterly        151,713              56,210       (95,503

Wind Tre S.p.A.

   BOA      EUR        1,455,000        (5.00%)        06/20/23        Quarterly               (11,178     (21,428     (10,250

Windstream Corp.

   BCLY      USD        1,680,000        (5.00%)        06/20/23        Quarterly        691,230              694,820       3,590  
                    

 

 

    

 

 

   

 

 

   

 

 

 

Total

                  $     2,303,136      $     (2,584,496   $     (910,766   $     629,406
                    

 

 

    

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

Sell protection:

 

Advanced Micro Devices

   GSC      USD        5,510,000        5.00%        06/20/23        Quarterly      $ 695,102      $     $ 806,609     $ 111,507  

CalAtlantic Group, Inc.

   JPM      USD        4,230,000        5.00%        12/20/22        Quarterly        675,052              735,308       60,256  

Liberty Interactive LLC

   GSC      USD        1,425,000        5.00%        03/20/20        Quarterly        62,477              126,299       63,822  

Liberty Interactive LLC

   BCLY      USD        850,000        5.00%        03/20/20        Quarterly        32,104              75,336       43,232  
                    

 

 

    

 

 

   

 

 

   

 

 

 

Total

                  $ 1,464,735      $     $ 1,743,552     $ 278,817  
                    

 

 

    

 

 

   

 

 

   

 

 

 

Total single-name issues

 

         $ 3,767,871      $ (2,584,496   $ 832,786     $ (350,589
                    

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC contracts

                  $ 3,855,570      $ (4,969,516   $     (1,505,990   $     (392,044
                    

 

 

    

 

 

   

 

 

   

 

 

 

 

(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 Credit Default Swap Contracts Outstanding at April 30, 2018  

Reference Entity

   Notional
Amount (a)
     (Pay)/Receive
Fixed Rate
    Expiration
Date
     Periodic
Payment
Frequency
     Cost
Basis
    Value     Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

 

Buy protection:

 

CDX.NA.HY.30.V1

   USD      11,525,000        5.00     06/20/23        Quarterly      $ 687,472     $ 847,055     $ 159,583  

ITRAXX.EUR.29.V1

   EUR      48,825,000        (1.00 %)      06/20/23        Quarterly            (1,380,633         (1,418,916         (38,283
                

 

 

   

 

 

   

 

 

 

Total

 

        $ (693,161   $ (571,861   $ 121,300  
                

 

 

   

 

 

   

 

 

 

Total

 

        $ (693,161   $ (571,861   $ 121,300  
                

 

 

   

 

 

   

 

 

 

 

(a)  The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

 

OTC Interest Rate Swap Contracts Outstanding at April 30, 2018  

Counterparty

  Payments made
by Fund
 

Payments received
        by  Fund         

  Notional
Amount
    Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Value     Unrealized
Appreciation/
(Depreciation)
 

CBK

  3 Mo. SEK STIBOR  

0.38% Fixed

  SEK     149,845,000       03/20/22       Annual     $     $     $ (50,990   $ (50,990

DEUT

  3 Mo. NZD Bank Bill  

2.31% Fixed

  NZD     26,605,000       03/20/22       Semi-Annual                   (201,129     (201,129

GSC

  3 Mo. KRW KSDA  

2.23% Fixed

  KRW     46,792,375,000       09/19/23       Quarterly       9,635             (112,338     (121,973

GSC

  3 Mo. KRW KSDA  

2.42% Fixed

  KRW         24,981,950,000       06/20/28       Quarterly       34,218             129,128       94,910  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

        $     43,853     $     —     $     (235,329   $     (279,182
       

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  218  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2018  

Payments made
by Fund

   Payments received
by Fund
   Notional
Amount
     Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Value     Unrealized
Appreciation/
(Depreciation)
 

1 Mo. MXN TIIE

   8.17% Fixed      MXN        252,985,000        06/07/28        Monthly      $ 50,329      $     $ 368,667     $ 318,338  

2.46% Fixed

   3 Mo. CAD CDOR      CAD        18,935,000        09/19/23        Semi-Annual               (2,823     88,631       91,454  

2.61% Fixed

   3 Mo. CAD CDOR      CAD        8,910,000        09/19/28        Semi-Annual               (11,469     64,517       75,986  

3 Mo. CAD CDOR

   1.83% Fixed      CAD        24,589,000        09/18/22        Semi-Annual                     452,906       452,906  

3 Mo. CAD CDOR

   2.21% Fixed      CAD        19,060,000        09/21/27        Semi-Annual                     378,726       378,726  

1.42% Fixed

   3 Mo. SEK STIBOR      SEK        72,030,000        09/19/28        Annual                     (56,206     (56,206

3 Mo. SEK STIBOR

   0.81% Fixed      SEK        228,460,000        09/19/23        Quarterly               (45,513     174,516       220,029  

3 Mo. SEK STIBOR

   1.51% Fixed      SEK        52,545,000        09/19/28        Quarterly               (9,571     90,751       100,322  

2.86% Fixed

   3 Mo. USD LIBOR      USD        14,800,000        09/19/23        Semi-Annual               (8,951     60,434       69,385  

2.95% Fixed

   3 Mo. USD LIBOR      USD        7,020,000        09/19/28        Semi-Annual               (19,915     26,834       46,749  

3 Mo. USD LIBOR

   2.42% Fixed      USD        19,099,000        09/18/22        Semi-Annual                     313,474       313,474  

3 Mo. USD LIBOR

   2.64% Fixed      USD        13,600,000        03/16/27        Semi-Annual                     215,927       215,927  

3 Mo. USD LIBOR

   2.43% Fixed      USD        41,160,000        02/15/46        Semi-Annual        2,093,804              4,511,108       2,417,304  

3 Mo. ZAR JIBAR

   6.90% Fixed      ZAR        2,515,685,000        03/20/20        Quarterly        187,009              (80,038     (267,047

7.55% Fixed

   3 Mo. ZAR JIBAR      ZAR        153,485,000        06/20/28        Quarterly        28,082              177,044       148,962  

3 Mo.NZD Bank Bill

   2.90% Fixed      NZD        467,120,000        12/18/21        Semi-Annual        413,246              597,662       184,416  

3 Mo.NZD Bank Bill

   2.75% Fixed      NZD        142,960,000        12/18/21        Quarterly               (26,278     (100,510     (74,232

3 Mo.NZD Bank Bill

   2.88% Fixed      NZD        40,640,000        09/19/23        Quarterly                     73,670       73,670  

3 Mo.NZD Bank Bill

   3.31% Fixed      NZD        9,720,000        09/19/28        Quarterly        5,934              24,641       18,707  

2.76% Fixed

   6 Mo. AUD BBSW      AUD        18,695,000        09/19/23        Semi-Annual        1,814              (60,286     (62,100

0.63% Fixed

   6 Mo. EUR EURIBOR      EUR        135,835,000        06/20/23        Annual               (441,317     (1,645,166     (1,203,849

1.14% Fixed

   6 Mo. EUR EURIBOR      EUR        20,570,000        09/19/28        Annual               (126,169     (116,095     10,074  

6 Mo. EUR EURIBOR

   1.09% Fixed      GBP        287,260,000        06/19/20        Maturity               (49,668     395,865       445,533  

6 Mo. EUR EURIBOR

   0.62% Fixed      EUR        16,558,000        09/18/22        Annual                     54,999       54,999  

6 Mo. EUR EURIBOR

   0.42% Fixed      EUR        71,525,000        02/15/23        Semi-Annual        28,136              196,701       168,565  

6 Mo. EUR EURIBOR

   0.62% Fixed      EUR        22,555,000        09/19/23        Semi-Annual        2,728              154,702       151,974  

6 Mo. EUR EURIBOR

   0.87% Fixed      EUR        78,695,000        02/15/27        Semi-Annual        16,015              (230,000     (246,015

6 Mo. EUR EURIBOR

   1.63% Fixed      EUR        67,350,000        06/21/28        Semi-Annual               (123,408     (123,408     0  

6 Mo. EUR EURIBOR

   1.19% Fixed      EUR        5,135,000        09/19/28        Semi-Annual        619              59,122       58,503  

6 Mo. EUR EURIBOR

   1.71% Fixed      EUR        27,090,000        06/20/48        Semi-Annual        466,347              1,301,339       834,992  

1.48% Fixed

   6 Mo. GBP LIBOR      GBP        10,230,000        09/19/23        Semi-Annual               (1,350     (42,344     (40,994

1.65% Fixed

   6 Mo. GBP LIBOR      GBP        6,470,000        09/19/28        Semi-Annual        7,287              (38,406     (45,693

1.68% Fixed

   6 Mo. GBP LIBOR      GBP        4,725,000        09/19/28        Semi-Annual               (3,271     (46,401     (43,130

6 Mo. GBP LIBOR

   1.28% Fixed      GBP        14,450,000        03/20/22        Semi-Annual                     59,729       59,729  

6 Mo. GBP LIBOR

   1.56% Fixed      GBP        10,760,000        03/15/28        Semi-Annual                     147,687       147,687  

6 Mo. GBP LIBOR

   1.57% Fixed      GBP        24,245,000        07/22/47        Semi-Annual        106,157              524,581       418,424  

0.34% Fixed

   6 Mo. JPY LIBOR      JPY        656,795,000        09/19/28        Semi-Annual        4,917              2,592       (2,325

6 Mo. JPY LIBOR

   0.00% Fixed      JPY        1,823,130,000        03/20/22        Semi-Annual                     132,112       132,112  

2.70% Fixed

   6 Mo. NOK NIBOR      NOK        125,440,000        09/20/28        Annual                     (12,381     (12,381

6 Mo. NOK NIBOR

   1.80% Fixed      NOK        166,100,000        09/18/22        Annual                     (145,322     (145,322

6 Mo. NOK NIBOR

   2.13% Fixed      NOK        228,645,000        09/19/23        Semi-Annual               (11,928     184,294       196,222  

6 Mo. NOK NIBOR

   2.36% Fixed      NOK        54,105,000        09/19/28        Semi-Annual               (43,058     23,790       66,848  

6 Mo. NOK NIBOR

   2.36% Fixed      NOK        361,605,000        09/19/28        Semi-Annual        144,214              179,609       35,395  
                 

 

 

    

 

 

   

 

 

   

 

 

 

Total

 

         $     3,556,638      $     (924,689   $     8,340,067     $     5,708,118  
                 

 

 

    

 

 

   

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018

Amount and Description of
Currency to be Purchased

 

Amount and Descriptionof
Currency to be Sold

 

Counterparty

 

Settlement
Date

 

Appreciation

 

Depreciation

2,127,000

 

AUD

  1,616,403  

USD

  BCLY   05/02/18   $    —   $    (15,085)

2,127,000

 

AUD

  1,618,341  

USD

  BCLY   05/02/18     (17,023)

1,600,000

 

AUD

  1,231,163  

USD

  JPM   05/02/18     (26,599)

1,320,000

 

AUD

  1,023,325  

USD

  GSC   05/02/18     (29,559)

2,703,000

 

AUD

  2,069,520  

USD

  JPM   05/02/18     (34,558)

2,127,000

 

AUD

  1,639,275  

USD

  HSBC   05/02/18     (37,957)

2,580,000

 

AUD

  1,982,242  

USD

  JPM   05/02/18     (39,882)

1,840,000

 

AUD

  1,425,139  

USD

  DEUT   05/02/18     (39,890)

2,655,000

 

AUD

  2,059,180  

USD

  BNP   05/02/18     (60,356)

97,044,000

 

AUD

  73,365,264  

USD

  BNP   05/02/18     (305,420)

97,043,000

 

AUD

  73,403,325  

USD

  DEUT   05/02/18     (344,234)

 

The accompanying notes are an integral part of these financial statements.

 

 

  219  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)

Amount and Description of
Currency to be Purchased

 

Amount and Descriptionof
Currency to be Sold

 

Counterparty

 

Settlement
Date

 

Appreciation

 

Depreciation

97,044,000

 

AUD

  73,462,308  

USD

  GSC   05/02/18   $        —   $    (402,464)

26,314,000

 

AUD

  20,276,542  

USD

  DEUT   05/02/18     (465,974)

97,044,000

 

AUD

  73,617,578  

USD

  BOA   05/02/18     (557,734)

2,126,000

 

AUD

  1,617,386  

USD

  JPM   06/07/18     (16,688)

31,348,000

 

AUD

  23,731,220  

USD

  GSC   06/07/18     (128,822)

4,130,000

 

BRL

  1,186,407  

USD

  MSC   05/03/18     (7,874)

12,460,000

 

BRL

  3,579,328  

USD

  SCB   05/03/18     (23,755)

3,480,000

 

BRL

  1,020,528  

USD

  GSC   05/03/18     (27,478)

14,530,000

 

BRL

  4,173,968  

USD

  BCLY   05/03/18     (27,701)

2,765,000

 

BRL

  834,213  

USD

  GSC   05/03/18     (45,196)

12,465,000

 

BRL

  3,627,554  

USD

  JPM   05/03/18     (70,553)

40,830,000

 

BRL

  11,729,051  

USD

  SCB   05/03/18     (77,841)

53,290,000

 

BRL

  15,308,380  

USD

  SCB   05/03/18     (101,596)

12,410,000

 

BRL

  3,655,106  

USD

  DEUT   05/03/18     (113,801)

8,940,000

 

BRL

  2,686,363  

USD

  SCB   05/03/18     (135,253)

40,830,000

 

BRL

  11,932,665  

USD

  DEUT   05/03/18     (281,455)

40,830,000

 

BRL

  12,099,176  

USD

  SCB   05/03/18     (447,966)

10,645,000

 

BRL

  3,030,260  

USD

  DEUT   06/04/18     (1,960)

52,620,000

 

BRL

  15,139,614  

USD

  SCB   06/04/18     (170,224)

25,331,000

 

CAD

  19,719,439  

USD

  BMO   05/02/18   10,312   — 

1,300,000

 

CAD

  1,029,230  

USD

  CIBC   05/02/18     (16,689)

2,611,000

 

CAD

  2,068,681  

USD

  JPM   05/02/18     (35,031)

3,134,000

 

CAD

  2,476,944  

USD

  JPM   05/02/18     (35,941)

612,217,000

 

CAD

  476,990,261  

USD

  BMO   05/02/18     (148,076)

215,345,000

 

CAD

  167,939,140  

USD

  JPM   05/02/18     (211,716)

1,315,000

 

CAD

  1,023,012  

USD

  RBC   06/07/18   2,019   — 

229,297,000

 

CAD

  178,785,599  

USD

  BMO   06/07/18     (50,681)

1,963,000

 

CHF

  2,047,507  

USD

  JPM   05/02/18     (66,314)

1,963,000

 

CHF

  2,058,984  

USD

  JPM   05/02/18     (77,791)

5,929,000

 

CHF

  6,287,920  

USD

  MSC   05/02/18     (303,970)

9,855,000

 

CHF

  10,066,740  

USD

  MSC   06/07/18     (89,526)

609,200,000

 

CLP

  1,005,712  

USD

  MSC   05/02/18     (12,499)

1,113,900,000

 

CLP

  1,838,908  

USD

  UBS   05/02/18     (22,854)

1,723,100,000

 

CLP

  2,858,446  

USD

  CBK   05/02/18     (49,179)

102,111,000

 

CNH

  16,085,792  

USD

  BOA   06/20/18   37,252   — 

6,542,000

 

CNH

  1,029,507  

USD

  GSC   06/20/18   3,457   — 

16,759,000

 

CNH

  2,652,454  

USD

  CBK   06/20/18     (6,254)

7,848,000

 

CNH

  1,246,051  

USD

  CBK   06/20/18     (6,873)

11,825,000

 

CNH

  1,880,656  

USD

  GSC   06/20/18     (13,521)

11,824,000

 

CNH

  1,881,454  

USD

  GSC   06/20/18     (14,478)

7,770,100,000

 

COP

  2,762,211  

USD

  SCB   05/02/18   3,941   — 

7,770,100,000

 

COP

  2,768,826  

USD

  CBK   05/02/18     (2,673)

4,001,100,000

 

COP

  1,434,703  

USD

  BOA   06/07/18     (10,820)

25,260,000

 

CZK

  1,235,419  

USD

  CBK   05/02/18     (43,483)

25,260,000

 

CZK

  1,212,991  

USD

  MSC   06/07/18     (18,759)

24,700,000

 

DKK

  4,083,657  

USD

  CIBC   05/02/18     (79,657)

2,207,666,000

 

DKK

  361,912,459  

USD

  TDB   05/02/18     (4,038,196)

68,877,000

 

EUR

  83,148,314  

USD

  HSBC   05/02/18   39,134   — 

474,000

 

EUR

  583,888  

USD

  JPM   05/02/18     (11,406)

868,000

 

EUR

  1,066,877  

USD

  JPM   05/02/18     (18,534)

996,000

 

EUR

  1,223,193  

USD

  JPM   05/02/18     (20,255)

669,000

 

EUR

  828,401  

USD

  JPM   05/02/18     (20,404)

928,000

 

EUR

  1,144,737  

USD

  JPM   05/02/18     (23,928)

1,167,000

 

EUR

  1,433,856  

USD

  CBK   05/02/18     (24,391)

1,219,000

 

EUR

  1,497,379  

USD

  JPM   05/02/18     (25,110)

1,162,000

 

EUR

  1,438,026  

USD

  CBK   05/02/18     (34,599)

1,489,000

 

EUR

  1,837,914  

USD

  JPM   05/02/18     (39,548)

1,666,000

 

EUR

  2,054,476  

USD

  JPM   05/02/18     (42,334)

1,665,000

 

EUR

  2,056,963  

USD

  GSC   05/02/18     (46,029)

1,693,000

 

EUR

  2,091,955  

USD

  JPM   05/02/18     (47,204)

2,391,000

 

EUR

  2,938,494  

USD

  JPM   05/02/18     (50,720)

2,386,000

 

EUR

  2,946,269  

USD

  JPM   05/02/18     (64,534)

2,315,000

 

EUR

  2,864,060  

USD

  HSBC   05/02/18     (68,077)

2,647,000

 

EUR

  3,267,248  

USD

  JPM   05/02/18     (70,285)

 

The accompanying notes are an integral part of these financial statements.

 

 

  220  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)

Amount and Description of
Currency to be Purchased

 

Amount and Descriptionof
Currency to be Sold

 

Counterparty

 

Settlement
Date

 

Appreciation

 

Depreciation

3,386,000

 

EUR

  4,160,040  

USD

  JPM   05/02/18   $        —   $        (70,537)

2,315,000

 

EUR

  2,873,841  

USD

  TDB   05/02/18     (77,858)

3,314,000

 

EUR

  4,083,269  

USD

  JPM   05/02/18     (80,725)

3,316,000

 

EUR

  4,088,751  

USD

  JPM   05/02/18     (83,791)

3,316,000

 

EUR

  4,089,682  

USD

  JPM   05/02/18     (84,723)

3,314,000

 

EUR

  4,087,295  

USD

  JPM   05/02/18     (84,752)

3,314,000

 

EUR

  4,087,577  

USD

  JPM   05/02/18     (85,033)

3,314,000

 

EUR

  4,089,334  

USD

  JPM   05/02/18     (86,790)

3,316,000

 

EUR

  4,095,568  

USD

  JPM   05/02/18     (90,609)

3,314,000

 

EUR

  4,093,907  

USD

  JPM   05/02/18     (91,363)

3,314,000

 

EUR

  4,097,019  

USD

  JPM   05/02/18     (94,475)

4,495,000

 

EUR

  5,544,268  

USD

  HSBC   05/02/18     (115,350)

4,954,000

 

EUR

  6,113,345  

USD

  GSC   05/02/18     (130,061)

6,632,000

 

EUR

  8,141,987  

USD

  JPM   05/02/18     (132,068)

6,632,000

 

EUR

  8,161,910  

USD

  JPM   05/02/18     (151,991)

4,495,000

 

EUR

  5,595,960  

USD

  MSC   05/02/18     (167,042)

6,632,000

 

EUR

  8,187,058  

USD

  JPM   05/02/18     (177,140)

5,977,000

 

EUR

  7,398,247  

USD

  JPM   05/02/18     (179,417)

6,628,000

 

EUR

  8,188,722  

USD

  JPM   05/02/18     (183,634)

6,628,000

 

EUR

  8,192,195  

USD

  CBK   05/02/18     (187,107)

6,632,000

 

EUR

  8,205,880  

USD

  JPM   05/02/18     (195,961)

6,632,000

 

EUR

  8,217,559  

USD

  JPM   05/02/18     (207,640)

10,004,000

 

EUR

  12,295,586  

USD

  CBK   05/02/18     (213,073)

10,004,000

 

EUR

  12,302,589  

USD

  CBK   05/02/18     (220,076)

17,857,000

 

EUR

  21,814,111  

USD

  CBK   05/02/18     (246,995)

9,943,000

 

EUR

  12,278,014  

USD

  JPM   05/02/18     (269,175)

9,943,000

 

EUR

  12,287,947  

USD

  JPM   05/02/18     (279,108)

13,263,000

 

EUR

  16,404,010  

USD

  JPM   05/02/18     (385,381)

17,376,000

 

EUR

  21,504,346  

USD

  JPM   05/02/18     (518,167)

84,181,000

 

EUR

  102,473,531  

USD

  BOA   05/02/18     (802,398)

84,181,000

 

EUR

  102,792,325  

USD

  TDB   05/02/18     (1,121,192)

130,578,000

 

EUR

  159,645,969  

USD

  MSC   05/02/18     (1,938,015)

10,708,000

 

EUR

  12,959,892  

USD

  HSBC   06/07/18   8,071   — 

13,280,000

 

EUR

  16,076,702  

USD

  HSBC   06/07/18   6,091   — 

836,000

 

EUR

  1,022,120  

USD

  GSC   06/07/18     (9,679)

6,640,000

 

EUR

  8,051,212  

USD

  HSBC   06/07/18     (9,816)

1,660,000

 

EUR

  2,027,230  

USD

  JPM   06/07/18     (16,881)

2,777,000

 

EUR

  3,401,025  

USD

  CBK   06/07/18     (37,929)

2,401,000

 

EUR

  2,947,871  

USD

  JPM   06/07/18     (40,131)

9,605,000

 

EUR

  11,714,988  

USD

  JPM   06/07/18     (82,817)

8,338,000

 

EUR

  10,215,201  

USD

  JPM   06/07/18     (117,435)

13,089,000

 

EUR

  15,974,077  

USD

  BOA   06/07/18     (122,596)

11,673,000

 

EUR

  14,296,725  

USD

  JPM   06/07/18     (160,095)

13,089,000

 

EUR

  16,023,554  

USD

  TDB   06/07/18     (172,072)

1,156,000

 

GBP

  1,616,236  

USD

  JPM   05/02/18     (24,633)

1,493,000

 

GBP

  2,090,310  

USD

  JPM   05/02/18     (34,719)

1,493,000

 

GBP

  2,095,717  

USD

  JPM   05/02/18     (40,125)

1,493,000

 

GBP

  2,097,356  

USD

  JPM   05/02/18     (41,765)

1,793,000

 

GBP

  2,517,716  

USD

  JPM   05/02/18     (49,079)

1,195,000

 

GBP

  1,700,361  

USD

  JPM   05/02/18     (55,062)

5,786,000

 

GBP

  8,207,360  

USD

  HSBC   05/02/18     (241,083)

5,732,000

 

GBP

  8,186,013  

USD

  HSBC   05/02/18     (294,084)

5,786,000

 

GBP

  8,294,821  

USD

  GSC   05/02/18     (328,544)

7,263,000

 

GBP

  10,356,929  

USD

  RBC   05/02/18     (357,090)

15,045,000

 

GBP

  21,130,672  

USD

  JPM   05/02/18     (416,425)

30,108,000

 

GBP

  42,339,375  

USD

  HSBC   05/02/18     (886,098)

45,153,000

 

GBP

  63,421,813  

USD

  JPM   05/02/18     (1,254,290)

225,145,000

 

GBP

  314,572,594  

USD

  BOA   05/02/18     (4,588,604)

1,156,000

 

GBP

  1,588,166  

USD

  CBK   06/07/18   6,192   — 

1,727,000

 

GBP

  2,379,695  

USD

  JPM   06/07/18   2,188   — 

2,878,000

 

GBP

  3,970,520  

USD

  JPM   06/07/18     (1,175)

1,151,000

 

GBP

  1,590,300  

USD

  JPM   06/07/18     (2,837)

1,156,000

 

GBP

  1,608,325  

USD

  CBK   06/07/18     (13,967)

5,841,000

 

GBP

  8,151,174  

USD

  BOA   06/07/18     (95,251)

 

The accompanying notes are an integral part of these financial statements.

 

 

  221  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)

Amount and Description of
Currency to be Purchased

 

Amount and Descriptionof
Currency to be Sold

 

Counterparty

 

Settlement
Date

 

Appreciation

 

Depreciation

5,841,000

 

GBP

  8,153,160  

USD

  BCLY   06/07/18   $        —   $        (97,237)

5,841,000

 

GBP

  8,155,496  

USD

  JPM   06/07/18     (99,573)

5,841,000

 

GBP

  8,155,590  

USD

  JPM   06/07/18     (99,666)

5,841,000

 

GBP

  8,160,286  

USD

  BCLY   06/07/18     (104,363)

5,787,000

 

GBP

  8,086,412  

USD

  HSBC   06/07/18     (104,966)

9,929,000

 

GBP

  13,876,214  

USD

  BCLY   06/07/18     (182,110)

17,522,000

 

GBP

  24,478,935  

USD

  BCLY   06/07/18     (312,544)

19,274,000

 

GBP

  26,920,160  

USD

  BCLY   06/07/18     (337,406)

105,600,000

 

HUF

  421,656  

USD

  BCLY   05/02/18     (15,126)

678,800,000

 

HUF

  2,645,420  

USD

  CBK   05/02/18     (32,230)

258,700,000

 

HUF

  1,029,365  

USD

  GSC   05/02/18     (33,442)

312,100,000

 

HUF

  1,235,697  

USD

  CBK   05/02/18     (34,199)

565,200,000

 

HUF

  2,237,335  

USD

  CBK   05/02/18     (61,473)

47,418,000,000

 

IDR

  3,402,799  

USD

  DEUT   05/02/18   4,838   — 

3,610,000

 

ILS

  1,026,122  

USD

  HSBC   05/02/18     (22,930)

11,520,000

 

ILS

  3,265,954  

USD

  HSBC   05/02/18     (64,632)

7,180,000

 

ILS

  2,062,685  

USD

  HSBC   05/02/18     (67,416)

4,855,000

 

ILS

  1,359,668  

USD

  CBK   06/07/18     (7,565)

4,340,000

 

ILS

  1,229,357  

USD

  HSBC   06/07/18     (20,680)

108,230,000

 

INR

  1,619,485  

USD

  BCLY   05/02/18   1,834   — 

67,328,000

 

INR

  1,007,453  

USD

  MSC   05/02/18   1,141   — 

35,116,000

 

INR

  525,453  

USD

  DEUT   05/02/18   595   — 

94,530,000

 

INR

  1,451,851  

USD

  SCB   05/02/18     (35,762)

106,190,000

 

INR

  1,633,064  

USD

  CBK   05/02/18     (42,305)

199,032,000

 

INR

  3,060,148  

USD

  MSC   05/02/18     (78,586)

200,470,000

 

INR

  3,083,585  

USD

  SCB   05/02/18     (80,482)

232,204,000

 

INR

  3,566,608  

USD

  SCB   05/02/18     (88,120)

232,204,000

 

INR

  3,569,075  

USD

  DEUT   05/02/18     (90,586)

422,720,000

 

INR

  6,325,776  

USD

  SCB   06/07/18     (18,327)

133,700,000

 

JPY

  1,259,421  

USD

  CBK   05/02/18     (36,251)

218,300,000

 

JPY

  2,036,118  

USD

  JPM   05/02/18     (38,975)

219,340,000

 

JPY

  2,050,002  

USD

  HSBC   05/02/18     (43,345)

220,975,000

 

JPY

  2,065,563  

USD

  JPM   05/02/18     (43,948)

218,827,000

 

JPY

  2,046,721  

USD

  BCLY   05/02/18     (44,756)

218,300,000

 

JPY

  2,055,894  

USD

  JPM   05/02/18     (58,751)

218,300,000

 

JPY

  2,080,264  

USD

  JPM   05/02/18     (83,121)

220,975,000

 

JPY

  2,105,316  

USD

  JPM   05/02/18     (83,700)

4,425,125,000

 

JPY

  41,256,522  

USD

  JPM   05/02/18     (772,749)

4,425,125,000

 

JPY

  41,535,259  

USD

  JPM   05/02/18     (1,051,487)

45,533,750,000

 

JPY

  430,935,355  

USD

  SSG   05/02/18     (14,364,531)

876,660,000

 

JPY

  8,040,938  

USD

  JPM   06/07/18     (1,005)

356,300,000

 

JPY

  3,271,749  

USD

  BCLY   06/07/18     (4,088)

876,660,000

 

JPY

  8,044,656  

USD

  JPM   06/07/18     (4,724)

445,450,000

 

JPY

  4,093,690  

USD

  JPM   06/07/18     (8,426)

89,774,817,000

 

KRW

  83,295,277  

USD

  BCLY   05/02/18   762,078   — 

44,887,408,000

 

KRW

  41,449,197  

USD

  UBS   05/02/18   579,480   — 

44,887,408,000

 

KRW

  41,466,428  

USD

  SCB   05/02/18   562,250   — 

51,338,969,000

 

KRW

  47,703,930  

USD

  BOA   05/02/18   365,430   — 

42,004,611,000

 

KRW

  39,030,488  

USD

  CBK   05/02/18   298,988   — 

2,540,880,000

 

KRW

  2,360,974  

USD

  CSFB   05/02/18   18,086   — 

2,130,599,000

 

KRW

  1,979,743  

USD

  SCB   05/02/18   15,166   — 

1,175,940,000

 

KRW

  1,102,399  

USD

  GSC   05/02/18     (1,351)

3,299,230,000

 

KRW

  3,048,210  

USD

  HSBC   06/07/18   43,905   — 

834,579,000

 

MXN

  44,171,642  

USD

  BCLY   05/02/18   439,558   — 

4,265,000

 

MXN

  232,643  

USD

  SSG   05/02/18     (4,664)

28,868,000

 

MXN

  1,575,377  

USD

  CBK   05/02/18     (32,281)

33,680,000

 

MXN

  1,833,369  

USD

  BNP   05/02/18     (33,053)

23,120,000

 

MXN

  1,201,937  

USD

  BNP   06/07/18   26,801   — 

38,540,000

 

MXN

  2,029,107  

USD

  CBK   06/07/18   19,144   — 

5,122,000

 

NOK

  649,067  

USD

  BCLY   05/02/18     (10,548)

3,837,000

 

NOK

  489,000  

USD

  BCLY   05/02/18     (10,672)

15,990,000

 

NOK

  2,007,386  

USD

  BCLY   05/02/18     (14,042)

7,031,000

 

NOK

  892,610  

USD

  BCLY   05/02/18     (16,112)

9,635,000

 

NOK

  1,224,316  

USD

  JPM   05/02/18     (23,199)

 

The accompanying notes are an integral part of these financial statements.

 

 

  222  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)

Amount and Description of
Currency to be Purchased

 

Amount and Descriptionof
Currency to be Sold

 

Counterparty

 

Settlement
Date

 

Appreciation

 

Depreciation

9,590,000

 

NOK

  1,233,952  

USD

  JPM   05/02/18   $        —   $        (38,445)

16,038,000

 

NOK

  2,038,759  

USD

  BCLY   05/02/18     (39,431)

12,846,000

 

NOK

  1,643,146  

USD

  JPM   05/02/18     (41,739)

12,797,000

 

NOK

  1,638,532  

USD

  JPM   05/02/18     (43,233)

12,797,000

 

NOK

  1,645,184  

USD

  JPM   05/02/18     (49,885)

15,996,000

 

NOK

  2,044,802  

USD

  JPM   05/02/18     (50,710)

15,996,000

 

NOK

  2,049,621  

USD

  JPM   05/02/18     (55,530)

15,990,000

 

NOK

  2,050,126  

USD

  GSC   05/02/18     (56,782)

32,115,000

 

NOK

  4,108,943  

USD

  JPM   05/02/18     (105,426)

41,082,000

 

NOK

  5,353,331  

USD

  MSC   05/02/18     (231,971)

3,345,525,000

 

NOK

  419,764,743  

USD

  MSC   05/02/18     (2,705,243)

15,990,000

 

NOK

  2,001,017  

USD

  MSC   06/07/18     (5,163)

12,797,000

 

NOK

  1,607,183  

USD

  JPM   06/07/18     (9,876)

12,925,000

 

NOK

  1,623,597  

USD

  JPM   06/07/18     (10,312)

12,920,000

 

NOK

  1,623,881  

USD

  JPM   06/07/18     (11,221)

31,971,000

 

NOK

  4,002,134  

USD

  JPM   06/07/18     (11,548)

12,925,000

 

NOK

  1,627,096  

USD

  JPM   06/07/18     (13,811)

12,797,000

 

NOK

  1,614,841  

USD

  JPM   06/07/18     (17,533)

19,388,000

 

NOK

  2,438,742  

USD

  JPM   06/07/18     (18,753)

15,985,000

 

NOK

  2,027,925  

USD

  GSC   06/07/18     (32,694)

95,643,000

 

NOK

  12,014,358  

USD

  MSC   06/07/18     (76,302)

723,981,000

 

NOK

  91,746,918  

USD

  MSC   06/07/18     (1,380,388)

1,405,000

 

NZD

  1,024,991  

USD

  HSBC   05/02/18     (36,445)

2,224,000

 

NZD

  1,602,792  

USD

  CBK   05/02/18     (38,005)

2,375,000

 

NZD

  1,711,970  

USD

  MSC   05/02/18     (40,940)

2,812,000

 

NZD

  2,028,864  

USD

  HSBC   05/02/18     (50,364)

1,665,000

 

NZD

  1,225,756  

USD

  SSG   05/02/18     (54,277)

2,233,000

 

NZD

  1,628,120  

USD

  JPM   05/02/18     (57,001)

2,235,000

 

NZD

  1,631,499  

USD

  DEUT   05/02/18     (58,972)

2,881,000

 

NZD

  2,087,158  

USD

  JPM   05/02/18     (60,111)

2,250,000

 

NZD

  1,652,414  

USD

  BCLY   05/02/18     (69,333)

3,350,000

 

NZD

  2,438,298  

USD

  JPM   05/02/18     (81,266)

2,812,000

 

NZD

  2,063,122  

USD

  HSBC   05/02/18     (84,623)

3,374,000

 

NZD

  2,467,433  

USD

  BCLY   05/02/18     (93,516)

5,300,000

 

NZD

  3,887,126  

USD

  JPM   05/02/18     (158,091)

8,630,000

 

NZD

  6,271,706  

USD

  MSC   05/02/18     (199,711)

290,507,000

 

NZD

  205,156,043  

USD

  BCLY   05/02/18     (757,797)

2,224,000

 

NZD

  1,569,232  

USD

  CBK   06/07/18     (4,621)

2,252,000

 

NZD

  1,590,286  

USD

  JPM   06/07/18     (5,976)

2,252,000

 

NZD

  1,591,110  

USD

  JPM   06/07/18     (6,800)

2,224,000

 

NZD

  1,590,320  

USD

  JPM   06/07/18     (25,709)

15,005,000

 

NZD

  10,594,835  

USD

  BCLY   06/07/18     (38,632)

10,115,000

 

PEN

  3,122,106  

USD

  CBK   05/02/18     (12,874)

10,115,000

 

PEN

  3,144,234  

USD

  BOA   05/02/18     (35,001)

16,787,000

 

PEN

  5,212,383  

USD

  CBK   05/02/18     (52,255)

26,902,000

 

PEN

  8,302,318  

USD

  CBK   06/07/18     (41,838)

41,459,000

 

PLN

  12,218,188  

USD

  CBK   05/02/18     (405,839)

41,459,000

 

PLN

  12,343,841  

USD

  CBK   05/02/18     (531,492)

41,459,000

 

PLN

  12,346,558  

USD

  BCLY   05/02/18     (534,209)

505,119,000

 

PLN

  149,531,972  

USD

  JPM   05/02/18     (5,615,283)

545,285,000

 

PLN

  157,978,068  

USD

  DEUT   06/07/18     (2,544,529)

353,101,000

 

RUB

  5,528,216  

USD

  GSC   05/03/18   76,997   — 

32,664,000

 

RUB

  523,378  

USD

  BCLY   05/03/18     (4,861)

50,670,000

 

RUB

  812,801  

USD

  GSC   05/03/18     (8,453)

108,210,000

 

RUB

  1,726,909  

USD

  BOA   05/03/18     (9,156)

109,010,000

 

RUB

  1,739,676  

USD

  MSC   05/03/18     (9,224)

277,760,000

 

RUB

  4,432,734  

USD

  DEUT   05/03/18     (23,503)

385,765,000

 

RUB

  6,156,371  

USD

  CBK   05/03/18     (32,642)

164,380,000

 

RUB

  2,668,506  

USD

  CBK   05/03/18     (59,097)

82,710,000

 

RUB

  1,431,216  

USD

  CBK   05/03/18     (118,257)

108,210,000

 

RUB

  1,885,188  

USD

  BCLY   05/03/18     (167,436)

606,312,000

 

RUB

  9,812,462  

USD

  CBK   05/03/18     (187,714)

416,220,000

 

RUB

  7,253,747  

USD

  GSC   05/03/18     (646,567)

43,758,000

 

RUB

  705,490  

USD

  HSBC   06/07/18     (13,862)

 

The accompanying notes are an integral part of these financial statements.

 

 

  223  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)

Amount and Description of
Currency to be Purchased

 

Amount and Descriptionof
Currency to be Sold

 

Counterparty

 

Settlement
Date

 

Appreciation

 

Depreciation

43,758,000

 

RUB

  705,660  

USD

  HSBC   06/07/18   $        —   $        (14,032)

72,930,000

 

RUB

  1,170,626  

USD

  CBK   06/07/18     (17,913)

72,930,000

 

RUB

  1,171,755  

USD

  CBK   06/07/18     (19,041)

58,344,000

 

RUB

  941,792  

USD

  HSBC   06/07/18     (19,621)

276,610,000

 

RUB

  4,420,102  

USD

  CBK   06/07/18     (48,074)

36,100,000

 

SEK

  4,217,290  

USD

  MSC   05/02/18     (94,016)

15,360,000

 

SEK

  1,880,620  

USD

  GSC   05/02/18     (126,229)

2,648,607,000

 

SEK

  324,077,820  

USD

  MSC   05/02/18     (21,558,919)

20,531,000

 

SEK

  2,350,133  

USD

  CBK   06/07/18   1,304   — 

2,623,000

 

SEK

  299,847  

USD

  JPM   06/07/18   568   — 

10,427,000

 

SEK

  1,198,885  

USD

  JPM   06/07/18     (4,670)

20,531,000

 

SEK

  2,356,337  

USD

  CBK   06/07/18     (4,900)

10,427,000

 

SEK

  1,203,838  

USD

  JPM   06/07/18     (9,623)

13,903,000

 

SEK

  1,621,222  

USD

  BCLY   06/07/18     (28,896)

13,903,000

 

SEK

  1,621,974  

USD

  BCLY   06/07/18     (29,649)

1,139,140,000

 

SEK

  133,424,302  

USD

  MSC   06/07/18     (2,957,391)

94,706,000

 

SGD

  71,395,401  

USD

  JPM   05/02/18   29,692   — 

94,706,000

 

SGD

  71,400,784  

USD

  JPM   05/02/18   24,309   — 

1,075,000

 

SGD

  821,263  

USD

  CBK   05/02/18     (10,522)

1,915,000

 

SGD

  1,458,935  

USD

  CBK   05/02/18     (14,686)

2,185,000

 

SGD

  1,670,502  

USD

  CBK   05/02/18     (22,625)

3,485,000

 

SGD

  2,662,114  

USD

  CBK   05/02/18     (33,807)

3,840,000

 

SGD

  2,936,184  

USD

  CBK   05/02/18     (40,144)

3,841,000

 

SGD

  2,938,341  

USD

  CBK   05/02/18     (41,547)

7,213,000

 

SGD

  5,441,515  

USD

  JPM   06/07/18   2,487   — 

7,213,000

 

SGD

  5,442,131  

USD

  JPM   06/07/18   1,872   — 

425,220,000

 

THB

  13,666,077  

USD

  JPM   05/02/18     (192,266)

360,860,000

 

THB

  11,474,086  

USD

  JPM   06/07/18     (27,797)

4,155,000

 

TRY

  998,246  

USD

  MSC   05/02/18   24,010   — 

13,907,000

 

TRY

  3,400,481  

USD

  CBK   05/02/18   21,064   — 

3,026,000

 

TRY

  725,338  

USD

  CBK   05/02/18   19,151   — 

4,200,000

 

TRY

  1,021,289  

USD

  NOM   05/02/18   12,039   — 

50,007,000

 

TRY

  12,318,209  

USD

  DEUT   05/02/18     (14,963)

50,007,000

 

TRY

  12,319,119  

USD

  GSC   05/02/18     (15,873)

24,452,000

 

TRY

  6,033,672  

USD

  HSBC   05/02/18     (17,735)

6,625,000

 

TRY

  1,649,241  

USD

  HSBC   05/02/18     (19,289)

74,995,000

 

TRY

  18,471,447  

USD

  HSBC   05/02/18     (20,392)

24,452,000

 

TRY

  6,047,712  

USD

  HSBC   05/02/18     (31,775)

24,452,000

 

TRY

  6,050,003  

USD

  HSBC   05/02/18     (34,066)

24,452,000

 

TRY

  6,053,146  

USD

  JPM   05/02/18     (37,209)

24,452,000

 

TRY

  6,053,374  

USD

  GSC   05/02/18     (37,437)

24,452,000

 

TRY

  6,063,472  

USD

  JPM   05/02/18     (47,535)

25,590,000

 

TRY

  6,369,712  

USD

  HSBC   05/02/18     (73,792)

48,934,000

 

TRY

  12,166,312  

USD

  JPM   05/02/18         (127,056)

24,784,000

 

TRY

  6,022,979  

USD

  JPM   06/07/18   4,790   — 

6,695,000

 

TRY

  1,627,133  

USD

  BCLY   06/07/18   1,173   — 

3,024,000

 

TRY

  738,407  

USD

  JPM   06/07/18     (2,934)

24,784,000

 

TRY

  6,035,986  

USD

  JPM   06/07/18     (8,217)

5,451,000

 

TRY

  1,334,410  

USD

  BCLY   06/07/18     (8,661)

10,004,000

 

TRY

  2,443,716  

USD

  JPM   06/07/18     (10,621)

107,160,000

 

TWD

  3,609,904  

USD

  BOA   05/02/18   12,525   — 

107,160,000

 

TWD

  3,609,904  

USD

  SCB   05/02/18   12,525   — 

101,695,000

 

TWD

  3,425,804  

USD

  UBS   05/02/18   11,887   — 

101,695,000

 

TWD

  3,425,804  

USD

  DEUT   05/02/18   11,887   — 

417,710,000

 

TWD

  14,111,824  

USD

  CBK   05/02/18   8,416   — 

42,350,000

 

TWD

  1,425,254  

USD

  SCB   06/07/18   9,811   — 

73,448,406

 

USD

  95,270,000  

AUD

  GSC   05/02/18   1,724,123   — 

73,411,346

 

USD

  95,270,000  

AUD

  DEUT   05/02/18   1,687,063   — 

73,219,759

 

USD

  95,270,000  

AUD

  BNP   05/02/18   1,495,475   — 

73,197,370

 

USD

  95,270,000  

AUD

  BOA   05/02/18   1,473,087   — 

23,730,436

 

USD

  31,348,000  

AUD

  GSC   05/02/18   130,007   — 

5,460,698

 

USD

  7,095,000  

AUD

  SSG   05/02/18   119,208   — 

4,145,781

 

USD

  5,405,000  

AUD

  JPM   05/02/18   76,612   — 

2,073,612

 

USD

  2,701,000  

AUD

  JPM   05/02/18   40,156   — 

 

The accompanying notes are an integral part of these financial statements.

 

 

  224  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)

Amount and Description of
Currency to be Purchased

 

Amount and Descriptionof
Currency to be Sold

 

Counterparty

 

Settlement
Date

 

Appreciation

 

Depreciation

1,660,874

 

USD

  2,162,000  

AUD

  JPM   05/02/18   $        33,207   $        — 

1,244,434

 

USD

  1,622,000  

AUD

  JPM   05/02/18   23,307   — 

837,406

 

USD

  1,090,000  

AUD

  CBK   05/02/18   16,796   — 

818,074

 

USD

  1,065,000  

AUD

  SCB   05/02/18   16,286   — 

31,251,107

 

USD

  41,063,000  

AUD

  BCLY   05/31/18   335,189   — 

73,620,684

 

USD

  97,044,000  

AUD

  BOA   06/07/18   554,745   — 

73,464,734

 

USD

  97,044,000  

AUD

  GSC   06/07/18   398,795   — 

73,406,042

 

USD

  97,043,000  

AUD

  DEUT   06/07/18   340,856   — 

73,368,855

 

USD

  97,044,000  

AUD

  BNP   06/07/18   302,915   — 

2,417,677

 

USD

  3,189,000  

AUD

  CBK   06/07/18   16,629   — 

4,019,801

 

USD

  5,317,000  

AUD

  JPM   06/07/18   16,549   — 

3,254,890

 

USD

  4,305,000  

AUD

  JPM   06/07/18   13,588   — 

1,612,707

 

USD

  2,129,000  

AUD

  JPM   06/07/18   9,750   — 

818,118

 

USD

  1,075,000  

AUD

  BNP   06/07/18   8,734   — 

2,408,400

 

USD

  3,189,000  

AUD

  JPM   06/07/18   7,352   — 

1,220,414

 

USD

  1,615,000  

AUD

  BNP   06/07/18   4,455   — 

12,064,569

 

USD

  40,830,000  

BRL

  SCB   05/03/18   413,359   — 

4,393,378

 

USD

  14,530,000  

BRL

  BCLY   05/03/18   247,111   — 

15,181,766

 

USD

  52,620,000  

BRL

  SCB   05/03/18   166,173   — 

2,904,894

 

USD

  9,610,000  

BRL

  SCB   05/03/18   162,594   — 

15,294,016

 

USD

  53,240,000  

BRL

  DEUT   05/03/18   101,501   — 

11,729,051

 

USD

  40,830,000  

BRL

  DEUT   05/03/18   77,841   — 

1,240,426

 

USD

  4,130,000  

BRL

  MSC   05/03/18   61,894   — 

3,580,765

 

USD

  12,465,000  

BRL

  JPM   05/03/18   23,764   — 

3,564,965

 

USD

  12,410,000  

BRL

  DEUT   05/03/18   23,659   — 

1,793,973

 

USD

  6,245,000  

BRL

  GSC   05/03/18   11,906   — 

6,769,455

 

USD

  8,528,000  

CAD

  BCLY   05/02/18   127,185   — 

178,649,786

 

USD

  229,297,000  

CAD

  BMO   05/02/18   55,460   — 

1,664,969

 

USD

  2,089,000  

CAD

  JPM   05/02/18   37,893   — 

2,071,423

 

USD

  2,611,000  

CAD

  JPM   05/02/18   37,773   — 

2,059,649

 

USD

  2,611,000  

CAD

  JPM   05/02/18   25,999   — 

2,058,647

 

USD

  2,610,000  

CAD

  HSBC   05/02/18   25,776   — 

1,650,327

 

USD

  2,089,000  

CAD

  JPM   05/02/18   23,251   — 

2,190,902

 

USD

  2,790,000  

CAD

  BOA   05/02/18   17,833   — 

2,131,158

 

USD

  2,723,000  

CAD

  JPM   05/02/18       10,274       — 

1,855,352

 

USD

  2,391,000  

CAD

  JPM   05/02/18     (6,944)

468,794,227

 

USD

  602,199,000  

CAD

  JPM   05/02/18     (245,161)

477,352,878

 

USD

  612,217,000  

CAD

  BMO   06/07/18   135,318   — 

1,625,724

 

USD

  2,089,000  

CAD

  JPM   06/07/18     (2,632)

1,625,268

 

USD

  2,090,000  

CAD

  JPM   06/07/18     (3,868)

1,623,233

 

USD

  2,089,000  

CAD

  JPM   06/07/18     (5,124)

2,226,915

 

USD

  2,865,000  

CAD

  RBC   06/07/18     (6,326)

4,251,309

 

USD

  5,470,000  

CAD

  SSG   06/07/18     (12,506)

81,781,426

 

USD

  104,938,000  

CAD

  SSG   06/07/18     (16,787)

40,777,087

 

USD

  52,468,000  

CAD

  DEUT   06/07/18     (121,240)

40,773,887

 

USD

  52,469,000  

CAD

  SSG   06/07/18     (125,219)

10,037,485

 

USD

  9,855,000  

CHF

  MSC   05/02/18   91,150   — 

2,844,620

 

USD

  1,723,100,000  

CLP

  CBK   05/02/18   35,353   — 

1,023,264

 

USD

  609,200,000  

CLP

  MSC   05/02/18   30,051   — 

1,840,245

 

USD

  1,113,900,000  

CLP

  UBS   05/02/18   24,191   — 

2,858,162

 

USD

  1,723,100,000  

CLP

  CBK   06/07/18   49,192   — 

4,690,021

 

USD

  29,655,000  

CNH

  HSBC   06/20/18   7,578   — 

4,071,554

 

USD

  25,753,000  

CNH

  CBK   06/20/18   5,226   — 

3,094,224

 

USD

  19,687,000  

CNH

  GSC   06/20/18     (14,299)

2,792,419

 

USD

  7,770,100,000  

COP

  CBK   05/02/18   26,266   — 

2,768,826

 

USD

  7,770,100,000  

COP

  SCB   05/02/18   2,673   — 

2,220,960

 

USD

  6,215,800,000  

COP

  CBK   06/07/18   8,925   — 

1,026,569

 

USD

  2,878,500,000  

COP

  HSBC   06/07/18   2,189   — 

2,759,562

 

USD

  7,770,100,000  

COP

  SCB   06/07/18     (5,605)

1,210,750

 

USD

  25,260,000  

CZK

  MSC   05/02/18   18,814   — 

1,223,212

 

USD

  25,400,000  

CZK

  CBK   06/07/18   22,362   — 

1,023,400

 

USD

  21,260,000  

CZK

  CBK   06/07/18   18,278   — 

1,017,752

 

USD

  21,450,000  

CZK

  CBK   06/07/18   3,647   — 

374,554,911

 

USD

  2,232,366,000  

DKK

  GSC   05/02/18   12,676,649   — 

 

The accompanying notes are an integral part of these financial statements.

 

 

  225  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)

Amount and Description of
Currency to be Purchased

 

Amount and Descriptionof
Currency to be Sold

 

Counterparty

 

Settlement
Date

 

Appreciation

 

Depreciation

362,861,252

 

USD

  2,207,666,000  

DKK

  TDB   06/07/18   $        3,981,698   $        — 

159,507,193

 

USD

  969,070,000  

DKK

  MSC   06/07/18   1,974,573   — 

41,795,640

 

USD

  257,089,000  

DKK

  HSBC   06/07/18   3,093   — 

194,532,762

 

USD

  156,260,000  

EUR

  MSC   05/02/18   5,806,906   — 

192,733,305

 

USD

  156,258,000  

EUR

  HSBC   05/02/18   4,009,865   — 

99,928,976

 

USD

  80,497,000  

EUR

  TDB   05/02/18   2,707,261   — 

99,588,876

 

USD

  80,497,000  

EUR

  HSBC   05/02/18   2,367,161   — 

12,274,788

 

USD

  9,903,000  

EUR

  CBK   05/02/18   314,260   — 

12,272,088

 

USD

  9,903,000  

EUR

  BCLY   05/02/18   311,559   — 

12,206,398

 

USD

  9,903,000  

EUR

  CBK   05/02/18   245,870   — 

8,225,011

 

USD

  6,639,000  

EUR

  GSC   05/02/18   206,638   — 

8,193,694

 

USD

  6,639,000  

EUR

  HSBC   05/02/18   175,322   — 

15,982,808

 

USD

  13,089,000  

EUR

  TDB   05/02/18   174,330   — 

4,222,379

 

USD

  3,386,000  

EUR

  JPM   05/02/18   132,876   — 

15,933,240

 

USD

  13,089,000  

EUR

  BOA   05/02/18   124,762   — 

2,116,015

 

USD

  1,693,000  

EUR

  JPM   05/02/18   71,263   — 

3,456,601

 

USD

  2,805,000  

EUR

  CIBC   05/02/18   68,812   — 

2,473,720

 

USD

  1,999,000  

EUR

  BCLY   05/02/18   59,391   — 

1,690,136

 

USD

  1,355,000  

EUR

  JPM   05/02/18   53,610   — 

2,505,178

 

USD

  2,032,000  

EUR

  JPM   05/02/18   50,993   — 

2,062,040

 

USD

  1,666,000  

EUR

  JPM   05/02/18   49,898   — 

2,061,792

 

USD

  1,666,000  

EUR

  HSBC   05/02/18   49,650   — 

2,094,251

 

USD

  1,693,000  

EUR

  JPM   05/02/18   49,500   — 

2,061,084

 

USD

  1,666,000  

EUR

  JPM   05/02/18   48,942   — 

2,088,644

 

USD

  1,693,000  

EUR

  BCLY   05/02/18   43,892   — 

1,653,682

 

USD

  1,333,000  

EUR

  BCLY   05/02/18   43,727   — 

3,392,383

 

USD

  2,777,000  

EUR

  CBK   05/02/18   38,411   — 

2,253,066

 

USD

  1,835,000  

EUR

  JPM   05/02/18   36,812   — 

1,026,826

 

USD

  828,000  

EUR

  GSC   05/02/18   26,794   — 

12,926,698

 

USD

  10,708,000  

EUR

  HSBC   05/02/18     (6,084)

104,888,921

 

USD

  85,763,000  

EUR

  BCLY   05/31/18   1,084,845   — 

27,350,787

 

USD

  22,363,520  

EUR

  BCLY   05/31/18   282,884   — 

2,793,794

 

USD

  2,267,000  

EUR

  CSFB   05/31/18   49,909   — 

35,563,624

 

USD

  29,355,000  

EUR

  SSG   05/31/18   33,516   — 

103,054,380

 

USD

  84,181,000  

EUR

  TDB   06/07/18       1,106,670   — 

102,736,176

 

USD

  84,181,000  

EUR

  BOA   06/07/18   788,465   — 

21,869,682

 

USD

  17,857,000  

EUR

  CBK   06/07/18   243,896   — 

8,129,447

 

USD

  6,641,000  

EUR

  HSBC   06/07/18   86,840   — 

2,260,963

 

USD

  1,844,000  

EUR

  GSC   06/07/18   27,780   — 

2,043,531

 

USD

  1,666,000  

EUR

  GSC   06/07/18   25,915   — 

4,105,353

 

USD

  3,375,000  

EUR

  JPM   06/07/18   18,047   — 

6,652,329

 

USD

  5,487,000  

EUR

  MSC   06/07/18   7,277   — 

2,418,188

 

USD

  1,992,000  

EUR

  CBK   06/07/18   5,769   — 

2,412,312

 

USD

  1,992,000  

EUR

  CBK   06/07/18     (107)

816,938

 

USD

  675,000  

EUR

  CBK   06/07/18     (523)

83,361,833

 

USD

  68,877,000  

EUR

  HSBC   06/07/18     (51,912)

65,784,906

 

USD

  54,000,000  

EUR

  RBS   08/15/18   23,721   — 

87,780,372

 

USD

  61,865,000  

GBP

  HSBC   05/02/18   2,603,444   — 

87,624,039

 

USD

  61,865,000  

GBP

  TDB   05/02/18   2,447,111   — 

87,604,937

 

USD

  61,863,000  

GBP

  BCLY   05/02/18   2,430,762   — 

87,606,408

 

USD

  61,865,000  

GBP

  MSC   05/02/18   2,429,480   — 

8,229,834

 

USD

  5,732,000  

GBP

  HSBC   05/02/18   337,905   — 

8,214,999

 

USD

  5,732,000  

GBP

  HSBC   05/02/18   323,071   — 

8,163,536

 

USD

  5,732,000  

GBP

  BCLY   05/02/18   271,607   — 

8,163,514

 

USD

  5,732,000  

GBP

  BCLY   05/02/18   271,586   — 

16,052,970

 

USD

  11,464,000  

GBP

  BOA   05/02/18   269,114   — 

8,156,665

 

USD

  5,732,000  

GBP

  GSC   05/02/18   264,736   — 

8,082,865

 

USD

  5,732,000  

GBP

  JPM   05/02/18   190,937   — 

5,714,815

 

USD

  4,013,000  

GBP

  BCLY   05/02/18   189,639   — 

8,059,456

 

USD

  5,732,000  

GBP

  BCLY   05/02/18   167,527   — 

8,053,150

 

USD

  5,732,000  

GBP

  BCLY   05/02/18   161,222   — 

8,035,330

 

USD

  5,732,000  

GBP

  JPM   05/02/18   143,401   — 

8,033,685

 

USD

  5,732,000  

GBP

  JPM   05/02/18   141,756   — 

8,031,071

 

USD

  5,732,000  

GBP

  BOA   05/02/18   139,142   — 

 

The accompanying notes are an integral part of these financial statements.

 

 

  226  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)

Amount and Description of
Currency to be Purchased

 

Amount and Descriptionof
Currency to be Sold

 

Counterparty

 

Settlement
Date

 

Appreciation

 

Depreciation

4,106,233

 

USD

  2,888,000  

GBP

  CBK   05/02/18   $        129,979   $        — 

3,553,658

 

USD

  2,510,000  

GBP

  BCLY   05/02/18   97,841   — 

2,069,966

 

USD

  1,443,000  

GBP

  JPM   05/02/18   83,216   — 

2,449,667

 

USD

  1,720,000  

GBP

  BCLY   05/02/18   81,538   — 

2,453,238

 

USD

  1,727,000  

GBP

  JPM   05/02/18   75,471   — 

2,112,873

 

USD

  1,482,000  

GBP

  JPM   05/02/18   72,426   — 

2,055,784

 

USD

  1,443,000  

GBP

  CBK   05/02/18   69,034   — 

2,064,046

 

USD

  1,450,000  

GBP

  GSC   05/02/18   67,658   — 

2,062,966

 

USD

  1,450,000  

GBP

  BCLY   05/02/18   66,578   — 

1,637,906

 

USD

  1,151,000  

GBP

  JPM   05/02/18   53,187   — 

2,093,260

 

USD

  1,482,000  

GBP

  JPM   05/02/18   52,814   — 

2,021,923

 

USD

  1,450,000  

GBP

  BCLY   05/02/18   25,535   — 

1,413,268

 

USD

  1,008,000  

GBP

  BOA   05/02/18   25,435   — 

891,276

 

USD

  638,000  

GBP

  BCLY   05/02/18   12,865   — 

488,031

 

USD

  348,000  

GBP

  BCLY   05/02/18   8,898   — 

647,016

 

USD

  464,000  

GBP

  BCLY   05/02/18   8,172   — 

37,369,162

 

USD

  26,738,000  

GBP

  JPM   05/31/18   505,499   — 

887,071

 

USD

  636,000  

GBP

  BNP   05/31/18   10,218   — 

315,047,650

 

USD

  225,145,000  

GBP

  BOA   06/07/18   4,527,045   — 

6,735,022

 

USD

  4,822,000  

GBP

  DEUT   06/07/18   84,507   — 

1,211,526

 

USD

  878,000  

GBP

  BNP   06/07/18   586   — 

15,949,561

 

USD

  11,573,000  

GBP

  HSBC   06/07/18     (11,952)

7,951,220

 

USD

  5,786,000  

GBP

  HSBC   06/07/18     (28,848)

3,494,600

 

USD

  874,500,000  

HUF

  JPM   05/02/18   128,020       — 

1,851,534

 

USD

  463,600,000  

HUF

  CBK   05/02/18   66,804   — 

1,872,219

 

USD

  476,700,000  

HUF

  CBK   05/02/18   37,057   — 

416,599

 

USD

  105,600,000  

HUF

  JPM   05/02/18   10,069   — 

2,650,942

 

USD

  678,800,000  

HUF

  CBK   06/07/18   31,909   — 

1,474,563

 

USD

  376,080,000  

HUF

  GSC   06/07/18   23,523   — 

816,769

 

USD

  207,350,000  

HUF

  JPM   06/07/18   16,745   — 

1,427,068

 

USD

  368,800,000  

HUF

  GSC   06/07/18   4,116   — 

3,447,328

 

USD

  47,418,000,000  

IDR

  DEUT   05/02/18   39,691   — 

3,381,807

 

USD

  47,418,000,000  

IDR

  DEUT   06/07/18     (12,232)

1,440,011

 

USD

  5,035,000  

ILS

  HSBC   05/02/18   40,822   — 

1,249,750

 

USD

  4,380,000  

ILS

  HSBC   05/02/18   32,581   — 

1,039,730

 

USD

  3,635,000  

ILS

  HSBC   05/02/18   29,590   — 

1,250,461

 

USD

  4,405,000  

ILS

  HSBC   05/02/18   26,344   — 

1,356,950

 

USD

  4,855,000  

ILS

  CBK   05/02/18   7,781   — 

1,225,203

 

USD

  4,385,000  

ILS

  HSBC   06/07/18   3,993   — 

4,061,294

 

USD

  266,360,000  

INR

  MSC   05/02/18   71,139   — 

4,062,923

 

USD

  267,320,000  

INR

  DEUT   05/02/18   58,386   — 

1,663,286

 

USD

  108,230,000  

INR

  BCLY   05/02/18   41,967   — 

6,356,214

 

USD

  422,720,000  

INR

  SCB   05/02/18   23,736   — 

1,563,432

 

USD

  104,484,000  

INR

  SCB   05/02/18     (1,771)

1,588,959

 

USD

  106,190,000  

INR

  CBK   05/02/18     (1,800)

1,219,961

 

USD

  81,530,000  

INR

  SCB   06/07/18   3,443   — 

545,126

 

USD

  36,627,000  

INR

  HSBC   06/07/18     (1,390)

545,126

 

USD

  36,627,000  

INR

  HSBC   06/07/18     (1,390)

727,051

 

USD

  48,836,000  

INR

  HSBC   06/07/18     (1,636)

908,002

 

USD

  61,045,000  

INR

  HSBC   06/07/18     (2,856)

905,847

 

USD

  61,045,000  

INR

  CBK   06/07/18     (5,012)

1,306,501

 

USD

  88,100,000  

INR

  BNP   06/07/18     (8,048)

1,306,153

 

USD

  88,100,000  

INR

  UBS   06/07/18     (8,397)

165,460,705

 

USD

  17,547,720,000  

JPY

  JPM   05/02/18   4,923,342   — 

165,089,753

 

USD

  17,547,720,000  

JPY

  JPM   05/02/18   4,552,389   — 

97,741,538

 

USD

  10,327,625,000  

JPY

  SSG   05/02/18   3,258,056   — 

82,713,280

 

USD

  8,773,860,000  

JPY

  BNP   05/02/18   2,444,598   — 

11,534,057

 

USD

  1,222,850,000  

JPY

  SSG   05/02/18   346,672   — 

1,021,444

 

USD

  109,200,000  

JPY

  BCLY   05/02/18   22,415   — 

1,024,766

 

USD

  109,800,000  

JPY

  GSC   05/02/18   20,248   — 

538,145

 

USD

  57,642,000  

JPY

  JPM   05/02/18   10,801   — 

3,264,300

 

USD

  356,300,000  

JPY

  BCLY   05/02/18   4,648   — 

1,698,034

 

USD

  184,387,000  

JPY

  ANZ   05/31/18   7,861   — 

1,692,391

 

USD

  184,386,000  

JPY

  BCLY   05/31/18   2,227   — 

 

The accompanying notes are an integral part of these financial statements.

 

 

  227  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)

Amount and Description of
Currency to be Purchased

 

Amount and Descriptionof
Currency to be Sold

 

Counterparty

 

Settlement
Date

 

Appreciation

 

Depreciation

1,092,678

 

USD

  1,175,940,000  

KRW

  GSC   05/02/18   $        —   $        (8,370)

2,368,015

 

USD

  2,540,880,000  

KRW

  CSFB   05/02/18     (11,045)

2,026,840

 

USD

  2,181,285,000  

KRW

  SCB   05/02/18     (15,526)

47,910,941

 

USD

  51,338,969,000  

KRW

  BOA   05/02/18     (158,419)

39,079,510

 

USD

  42,004,611,000  

KRW

  CBK   05/02/18     (249,967)

37,163,260

 

USD

  40,004,391,000  

KRW

  BCLY   05/02/18     (293,384)

41,681,437

 

USD

  44,836,722,000  

KRW

  SCB   05/02/18     (299,782)

41,709,169

 

USD

  44,887,408,000  

KRW

  UBS   05/02/18     (319,508)

46,246,447

 

USD

  49,770,426,000  

KRW

  BCLY   05/02/18     (354,265)

41,499,014

 

USD

  44,887,408,000  

KRW

  SCB   06/07/18     (570,508)

41,485,206

 

USD

  44,887,408,000  

KRW

  UBS   06/07/18     (584,315)

83,381,925

 

USD

  89,774,817,000  

KRW

  BCLY   06/07/18     (757,119)

44,934,845

 

USD

  829,322,000  

MXN

  BCLY   05/02/18   604,651   — 

1,871,973

 

USD

  34,320,000  

MXN

  SSG   05/02/18   37,447   — 

1,007,767

 

USD

  18,420,000  

MXN

  BNP   05/02/18   23,153   — 

1,046,233

 

USD

  19,330,000  

MXN

  RBC   05/02/18   12,977   — 

3,936,496

 

USD

  74,460,000  

MXN

  SSG   06/07/18     (20,762)

43,921,050

 

USD

  834,579,000  

MXN

  BCLY   06/07/18     (433,564)

427,716,475

 

USD

  3,282,339,000  

NOK

  MSC   05/02/18   18,533,862   — 

8,502,190

 

USD

  66,366,000  

NOK

  CBK   05/02/18   228,878   — 

2,474,407

 

USD

  19,194,000  

NOK

  JPM   05/02/18   81,647   — 

12,000,376

 

USD

  95,643,000  

NOK

  MSC   05/02/18   77,338   — 

2,057,788

 

USD

  15,980,000  

NOK

  GSC   05/02/18   65,691   — 

2,058,062

 

USD

  16,058,000  

NOK

  JPM   05/02/18   56,241   — 

1,640,057

 

USD

  12,789,000  

NOK

  HSBC   05/02/18   45,756   — 

1,475,607

 

USD

  11,549,000  

NOK

  JPM   05/02/18   35,887   — 

1,624,515

 

USD

  12,789,000  

NOK

  BCLY   05/02/18   30,214   — 

1,622,569

 

USD

  12,789,000  

NOK

  BCLY   05/02/18   28,268   — 

821,412

 

USD

  6,410,000  

NOK

  BCLY   05/02/18   22,330   — 

575,456

 

USD

  4,491,000  

NOK

  JPM   05/02/18   15,599   — 

1,998,618

 

USD

  15,990,000  

NOK

  MSC   05/02/18   5,274   — 

420,253,809

 

USD

  3,345,525,000  

NOK

  MSC   06/07/18   2,668,977   — 

1,625,693

 

USD

  12,925,000  

NOK

  BCLY   06/07/18   12,409   — 

1,625,693

 

USD

  12,925,000  

NOK

  BCLY   06/07/18   12,409   — 

1,213,179

 

USD

  9,694,000  

NOK

  JPM   06/07/18   3,184   — 

1,212,529

 

USD

  9,694,000  

NOK

  JPM   06/07/18   2,534   — 

216,694,339

 

USD

  298,176,000  

NZD

  MSC   05/02/18   6,900,249   — 

4,196,084

 

USD

  5,762,000  

NZD

  JPM   05/02/18   141,990   — 

2,064,528

 

USD

  2,812,000  

NZD

  JPM   05/02/18   86,029   — 

2,062,078

 

USD

  2,813,000  

NZD

  JPM   05/02/18   82,875   — 

2,106,999

 

USD

  2,880,000  

NZD

  JPM   05/02/18   80,656   — 

2,051,325

 

USD

  2,810,000  

NZD

  SSG   05/02/18   74,233   — 

1,465,284

 

USD

  2,020,000  

NZD

  MSC   05/02/18   44,029   — 

1,290,452

 

USD

  1,775,000  

NZD

  JPM   05/02/18   41,577   — 

10,596,531

 

USD

  15,005,000  

NZD

  BCLY   05/02/18   39,141   — 

205,123,216

 

USD

  290,507,000  

NZD

  BCLY   06/07/18   747,947   — 

3,954,088

 

USD

  5,582,000  

NZD

  JPM   06/07/18   27,082   — 

1,578,823

 

USD

  2,233,000  

NZD

  JPM   06/07/18   7,879   — 

1,571,396

 

USD

  2,223,000  

NZD

  JPM   06/07/18   7,488   — 

2,363,046

 

USD

  3,350,000  

NZD

  JPM   06/07/18   6,280   — 

1,420,306

 

USD

  2,010,000  

NZD

  JPM   06/07/18   6,246   — 

1,419,492

 

USD

  2,010,000  

NZD

  SCB   06/07/18   5,432   — 

8,309,241

 

USD

  26,902,000  

PEN

  CBK   05/02/18   39,881   — 

3,122,106

 

USD

  10,115,000  

PEN

  BOA   05/02/18   12,874   — 

157,893,441

 

USD

  545,285,000  

PLN

  DEUT   05/02/18   2,532,800   — 

12,293,880

 

USD

  42,103,000  

PLN

  CBK   05/02/18   298,045   — 

12,283,716

 

USD

  42,103,000  

PLN

  CBK   05/02/18   287,880   — 

1,478

 

USD

  5,000  

PLN

  JPM   05/02/18   54   — 

2,229,633

 

USD

  7,655,000  

PLN

  CBK   06/07/18   47,575   — 

2,475,114

 

USD

  143,470,000  

RUB

  DEUT   05/03/18   197,636   — 

1,873,118

 

USD

  108,210,000  

RUB

  BOA   05/03/18   155,365   — 

1,447,827

 

USD

  83,460,000  

RUB

  DEUT   05/03/18   122,962   — 

6,194,341

 

USD

  385,765,000  

RUB

  CBK   05/03/18   70,612   — 

999,057

 

USD

  59,344,000  

RUB

  CBK   05/03/18   57,016   — 

 

The accompanying notes are an integral part of these financial statements.

 

 

  228  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)

Amount and Description of
Currency to be Purchased

 

Amount and Descriptionof
Currency to be Sold

 

Counterparty

 

Settlement
Date

 

Appreciation

 

Depreciation

7,974,820

 

USD

  499,711,000  

RUB

  GSC   05/03/18   $        42,283   $        — 

499,781

 

USD

  29,672,000  

RUB

  CBK   05/03/18   28,760   — 

1,759,077

 

USD

  109,010,000  

RUB

  MSC   05/03/18   28,625   — 

497,581

 

USD

  29,672,000  

RUB

  CBK   05/03/18   26,560   — 

397,955

 

USD

  23,738,000  

RUB

  CBK   05/03/18   21,132   — 

3,832,681

 

USD

  240,160,000  

RUB

  CBK   05/03/18   20,321   — 

824,493

 

USD

  50,830,000  

RUB

  DEUT   05/03/18   17,605   — 

249,261

 

USD

  14,836,000  

RUB

  CBK   05/03/18   13,750   — 

248,592

 

USD

  14,836,000  

RUB

  CBK   05/03/18   13,082   — 

248,509

 

USD

  14,836,000  

RUB

  CBK   05/03/18   12,999   — 

248,426

 

USD

  14,836,000  

RUB

  CBK   05/03/18   12,916   — 

248,218

 

USD

  14,836,000  

RUB

  CBK   05/03/18   12,708   — 

247,762

 

USD

  14,836,000  

RUB

  CBK   05/03/18   12,252   — 

2,248,189

 

USD

  140,874,000  

RUB

  BCLY   05/03/18   11,920   — 

243,340

 

USD

  15,272,000  

RUB

  CBK   05/03/18   908   — 

243,340

 

USD

  15,272,000  

RUB

  CBK   05/03/18   908   — 

243,340

 

USD

  15,272,000  

RUB

  CBK   05/03/18   908   — 

242,567

 

USD

  15,272,000  

RUB

  CBK   05/03/18   135   — 

242,451

 

USD

  15,272,000  

RUB

  CBK   05/03/18   20   — 

545,385

 

USD

  34,362,000  

RUB

  CBK   05/03/18     (86)

241,914

 

USD

  15,272,000  

RUB

  CBK   05/03/18     (518)

2,056,920

 

USD

  129,812,000  

RUB

  CBK   05/03/18     (3,748)

1,995,037

 

USD

  125,994,000  

RUB

  CBK   05/03/18     (5,023)

5,035,817

 

USD

  320,280,000  

RUB

  GSC   05/03/18     (48,387)

9,771,424

 

USD

  606,312,000  

RUB

  CBK   06/07/18   188,209   — 

133,077,103

 

USD

  1,139,140,000  

SEK

  MSC   05/02/18   2,966,678   — 

21,549,069

 

USD

  180,641,000  

SEK

  JPM   05/02/18   916,595   — 

16,446,327

 

USD

  137,885,000  

SEK

  JPM   05/02/18   697,362   — 

12,147,005

 

USD

  101,968,000  

SEK

  JPM   05/02/18   500,413   — 

12,139,147

 

USD

  101,968,000  

SEK

  JPM   05/02/18   492,555   — 

8,236,344

 

USD

  68,942,000  

SEK

  JPM   05/02/18   361,919   — 

8,226,613

 

USD

  68,942,000  

SEK

  JPM   05/02/18   352,187   — 

8,106,075

 

USD

  67,979,000  

SEK

  CBK   05/02/18   341,641   — 

8,097,248

 

USD

  67,979,000  

SEK

  JPM   05/02/18   332,815   — 

8,207,013

 

USD

  68,942,000  

SEK

  JPM   05/02/18   332,587   — 

7,417,836

 

USD

  62,137,000  

SEK

  JPM   05/02/18   320,665   — 

8,178,645

 

USD

  68,942,000  

SEK

  JPM   05/02/18   304,219   — 

8,159,301

 

USD

  68,942,000  

SEK

  JPM   05/02/18   284,876   — 

4,047,910

 

USD

  33,989,000  

SEK

  JPM   05/02/18   165,751   — 

4,102,940

 

USD

  34,471,000  

SEK

  JPM   05/02/18   165,728   — 

4,047,842

 

USD

  33,989,000  

SEK

  JPM   05/02/18   165,682   — 

4,042,137

 

USD

  33,989,000  

SEK

  JPM   05/02/18   159,978   — 

4,041,166

 

USD

  33,989,000  

SEK

  JPM   05/02/18   159,006   — 

4,096,081

 

USD

  34,471,000  

SEK

  JPM   05/02/18   158,868   — 

4,039,906

 

USD

  33,989,000  

SEK

  JPM   05/02/18   157,746   — 

4,093,600

 

USD

  34,471,000  

SEK

  JPM   05/02/18   156,387   — 

4,036,771

 

USD

  33,989,000  

SEK

  JPM   05/02/18   154,611   — 

3,273,902

 

USD

  27,518,000  

SEK

  JPM   05/02/18   130,848   — 

2,887,354

 

USD

  24,157,000  

SEK

  GSC   05/02/18   128,187   — 

2,911,798

 

USD

  24,472,000  

SEK

  JPM   05/02/18   116,652   — 

2,945,102

 

USD

  24,855,000  

SEK

  JPM   05/02/18   106,210   — 

1,459,729

 

USD

  11,930,000  

SEK

  MSC   05/02/18   97,107   — 

1,436,300

 

USD

  12,070,000  

SEK

  MSC   05/02/18   57,687   — 

1,414,506

 

USD

  11,910,000  

SEK

  GSC   05/02/18   54,168   — 

1,131,269

 

USD

  9,517,000  

SEK

  JPM   05/02/18   44,256   — 

1,226,192

 

USD

  10,356,000  

SEK

  JPM   05/02/18   43,350   — 

1,027,516

 

USD

  8,630,000  

SEK

  MSC   05/02/18   41,814   — 

1,069,632

 

USD

  9,025,000  

SEK

  JPM   05/02/18   38,813   — 

827,925

 

USD

  6,920,000  

SEK

  MSC   05/02/18   37,536   — 

829,851

 

USD

  6,953,000  

SEK

  JPM   05/02/18   35,692   — 

14,277,686

 

USD

  121,065,000  

SEK

  JPM   06/07/18   411,984   — 

10,212,436

 

USD

  86,475,000  

SEK

  JPM   06/07/18   308,363   — 

11,615,346

 

USD

  99,619,000  

SEK

  JPM   06/07/18   205,876   — 

2,947,951

 

USD

  24,905,000  

SEK

  JPM   06/07/18   95,555   — 

 

The accompanying notes are an integral part of these financial statements.

 

 

  229  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)

Amount and Description of
Currency to be Purchased

 

Amount and Descriptionof
Currency to be Sold

 

Counterparty

 

Settlement
Date

 

Appreciation

 

Depreciation

4,228,293

 

USD

  36,100,000  

SEK

  MSC   06/07/18   $        93,721   $        — 

2,447,253

 

USD

  20,855,000  

SEK

  JPM   06/07/18   58,708   — 

2,420,222

 

USD

  20,706,000  

SEK

  JPM   06/07/18   48,742   — 

1,633,380

 

USD

  13,903,000  

SEK

  JPM   06/07/18   41,054   — 

1,631,405

 

USD

  13,903,000  

SEK

  JPM   06/07/18   39,080   — 

1,598,546

 

USD

  13,804,000  

SEK

  BCLY   06/07/18   17,559   — 

71,832,925

 

USD

  93,900,000  

SGD

  CBK   05/02/18   1,015,699   — 

71,798,871

 

USD

  93,900,000  

SGD

  CBK   05/02/18   981,645   — 

1,460,806

 

USD

  1,915,000  

SGD

  CBK   05/02/18   16,557   — 

1,230,030

 

USD

  1,612,000  

SGD

  GSC   05/02/18   14,297   — 

5,438,028

 

USD

  7,213,000  

SGD

  JPM   05/02/18     (1,851)

5,437,618

 

USD

  7,213,000  

SGD

  JPM   05/02/18     (2,261)

2,457,597

 

USD

  3,250,000  

SGD

  CBK   06/07/18   4,664   — 

1,122,487

 

USD

  1,483,000  

SGD

  JPM   06/07/18   3,195   — 

1,629,079

 

USD

  2,155,000  

SGD

  CBK   06/07/18   2,595   — 

1,834,719

 

USD

  2,435,000  

SGD

  CBK   06/07/18     (3,094)

71,454,655

 

USD

  94,706,000  

SGD

  JPM   06/07/18     (24,574)

71,446,569

 

USD

  94,706,000  

SGD

  JPM   06/07/18     (32,660)

11,463,151

 

USD

  360,860,000  

THB

  JPM   05/02/18   28,695   — 

1,041,847

 

USD

  32,490,000  

THB

  JPM   05/02/18   12,347   — 

1,019,188

 

USD

  31,870,000  

THB

  JPM   05/02/18   9,333   — 

2,868,859

 

USD

  90,230,000  

THB

  CBK   06/07/18   6,811   — 

2,864,993

 

USD

  90,200,000  

THB

  JPM   06/07/18   3,896   — 

5,369,248

 

USD

  169,304,000  

THB

  CBK   06/07/18     (985)

1,018,156

 

USD

  32,160,000  

THB

  JPM   06/07/18     (1,942)

39,322,009

 

USD

  157,754,000  

TRY

  NOM   05/02/18   509,717   — 

39,084,432

 

USD

  157,752,000  

TRY

  BCLY   05/02/18   272,633   — 

12,365,642

 

USD

  49,998,000  

TRY

  HSBC   05/02/18   64,610   — 

6,200,118

 

USD

  24,999,000  

TRY

  DEUT   05/02/18   49,602   — 

2,022,230

 

USD

  8,260,000  

TRY

  HSBC   05/02/18     (9,982)

5,135,074

 

USD

  20,925,000  

TRY

  MSC   05/02/18     (13,114)

2,059,149

 

USD

  8,470,000  

TRY

  HSBC   05/02/18     (24,729)

1,549,425

 

USD

  6,362,000  

TRY

  JPM   06/07/18   2,109   — 

6,017,871

 

USD

  24,784,000  

TRY

  BCLY   06/07/18     (9,898)

801,105

 

USD

  3,335,000  

TRY

  CBK   06/07/18     (10,007)

1,210,703

 

USD

  5,020,000  

TRY

  BCLY   06/07/18     (10,222)

3,363,025

 

USD

  13,907,000  

TRY

  CBK   06/07/18     (19,326)

2,298,051

 

USD

  9,543,000  

TRY

  JPM   06/07/18     (22,923)

5,994,639

 

USD

  24,784,000  

TRY

  JPM   06/07/18     (33,131)

3,666,096

 

USD

  107,160,000  

TWD

  BOA   05/02/18   43,667   — 

3,665,996

 

USD

  107,160,000  

TWD

  SCB   05/02/18   43,567   — 

3,463,490

 

USD

  101,695,000  

TWD

  UBS   05/02/18   25,799   — 

3,459,249

 

USD

  101,695,000  

TWD

  DEUT   05/02/18   21,558   — 

14,071,417

 

USD

  417,710,000  

TWD

  CBK   05/02/18     (48,824)

14,135,702

 

USD

  417,710,000  

TWD

  CBK   06/07/18     (18,745)

35,023,978

 

USD

  410,087,000  

ZAR

  CBK   05/02/18   2,133,864   — 

12,364,052

 

USD

 

147,152,000

  ZAR   GSC   05/02/18   562,054   — 

12,300,977

 

USD

 

147,378,000

  ZAR   GSC   05/02/18   480,853   — 

6,200,216

 

USD

 

72,780,000

  ZAR   GSC   05/02/18   363,059   — 

6,158,481

 

USD

 

73,689,000

  ZAR   HSBC   05/02/18   248,419   — 

1,937,091

 

USD

 

23,180,000

  ZAR   HSBC   05/02/18   77,990   — 

1,936,686

 

USD

 

23,180,000

  ZAR   HSBC   05/02/18   77,586   — 

1,253,258

 

USD

 

14,665,000

  ZAR   GSC   05/02/18   77,084   — 

1,251,654

 

USD

 

14,665,000

  ZAR   GSC   05/02/18   75,480   — 

1,029,979

 

USD

 

12,310,000

  ZAR   NOM   05/02/18   42,683   — 

1,617,944

 

USD

 

19,700,000

  ZAR   GSC   05/02/18   37,949   — 

1,011,252

 

USD

 

12,220,000

  ZAR   GSC   05/02/18   31,174   — 

10,544,629

 

USD

 

131,220,000

  ZAR   BCLY   05/02/18   20,421   — 

5,930,299

 

USD

 

73,689,000

  ZAR   BCLY   06/07/18   49,166   — 

2,205,573

 

USD

 

27,230,000

  ZAR   BCLY   06/07/18   32,341   — 

5,049,395

 

USD

 

63,150,000

  ZAR   BCLY   06/07/18   9,382   — 

63,150,000

 

ZAR

 

5,074,633

  USD   BCLY   05/02/18     (9,828)

12,260,000

 

ZAR

 

1,025,075

  USD   BCLY   05/02/18     (41,789)

18,500,000

 

ZAR

 

1,530,102

  USD   GSC   05/02/18     (46,350)

 

The accompanying notes are an integral part of these financial statements.

 

 

  230  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  

Amount and Description of
Currency to be Purchased

 

Amount and Descriptionof
Currency to be Sold

 

Counterparty

 

Settlement
Date

  Appreciation     Depreciation  

18,500,000

 

ZAR

 

1,531,305

  USD   GSC   05/02/18   $     $ (47,554)  

14,830,000

 

ZAR

 

1,248,747

  USD   GSC   05/02/18           (59,340)  

22,090,000

 

ZAR

 

1,852,877

  USD   GSC   05/02/18           (81,198)  

73,428,000

 

ZAR

 

6,068,179

  USD   GSC   05/02/18           (179,050)  

73,688,000

 

ZAR

 

6,121,028

  USD   BCLY   05/02/18           (211,047)  

73,427,000

 

ZAR

 

6,118,254

  USD   HSBC   05/02/18           (229,205)  

72,803,000

 

ZAR

 

6,153,008

  USD   GSC   05/02/18           (314,005)  

72,803,000

 

ZAR

 

6,161,965

  USD   HSBC   05/02/18           (322,963)  

146,855,000

 

ZAR

 

12,170,623

  USD   GSC   05/02/18           (392,445)  

147,168,000

 

ZAR

 

12,316,963

  USD   GSC   05/02/18           (513,682)  

147,168,000

 

ZAR

 

12,327,177

  USD   NOM   05/02/18           (523,895)  

145,556,000

 

ZAR

 

12,381,317

  USD   GSC   05/02/18           (707,322)  

27,318,000

 

ZAR

 

2,177,931

  USD   JPM   06/07/18     2,324       —   

9,106,000

 

ZAR

 

726,881

  USD   JPM   06/07/18           (129)  

9,106,000

 

ZAR

 

727,508

  USD   JPM   06/07/18           (757)  

131,220,000

 

ZAR

 

10,492,186

  USD   BCLY   06/07/18           (19,494)  

73,688,000

 

ZAR

 

5,916,386

  USD   BCLY   06/07/18           (35,334)  
           

 

 

   

 

 

 

Total

  $     143,892,384     $     (99,854,492)  
 

 

 

   

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

ANZ

   Australia and New Zealand Banking Group

BCLY

   Barclays

BMO

   Bank of Montreal

BNP

   BNP Paribas Securities Services

BOA

   Banc of America Securities LLC

CBK

   Citibank NA

CIBC

   Canadian Imperial Bank of Commerce

CSFB

   Credit Suisse First Boston Corp.

CSI

   Credit Suisse International

DEUT

   Deutsche Bank Securities, Inc.

GSC

   Goldman Sachs & Co.

HSBC

   HSBC Bank USA

JPM

   JP Morgan Chase & Co.

MSC

   Morgan Stanley

NOM

   Nomura International

RBC

   RBC Dominion Securities, Inc.

RBS

   RBS Greenwich Capital

SCB

   Standard Chartered Bank

SSG

   State Street Global Markets LLC

TDB

   Toronto-Dominion Bank

UBS

   UBS AG
Currency Abbreviations:

AUD

   Australian Dollar

BRL

   Brazilian Real

CAD

   Canadian Dollar

CHF

   Swiss Franc

CLP

   Chilean Peso

CNH

   Chinese Renminbi

COP

   Colombian Peso

CZK

   Czech Koruna

DKK

   Danish Krone

EUR

   Euro

GBP

   British Pound

HUF

   Hungarian Forint

IDR

   Indonesian Rupiah

ILS

   Israeli Shekel

INR

   Indian Rupee

JPY

   Japanese Yen

KRW

   South Korean Won

MXN

   Mexican Peso

NOK

   Norwegian Krone

NZD

   New Zealand Dollar

PEN

   Peruvian Sol

PLN

   Polish Zloty

RUB

   Russian Ruble

SEK

   Swedish Krona

SGD

   Singapore Dollar

THB

   Thai Baht

TRY

   Turkish Lira

TWD

   Taiwanese Dollar

USD

   United States Dollar

ZAR

   South African Rand
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  231  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Index Abbreviations:

CDX.NA.HY

   Credit Derivatives North American High Yield

CMBX.NA

   Markit Commercial Mortgage Backed North American

ICE

   Intercontinental Exchange, Inc.

ITRAXX.EUR

   Markit iTraxx - Europe
Other Abbreviations:

BBSW

   Bank Bill Swap Referance Rate

CDOR

   Canadian Dollar Offered Rate

CLO

   Collateralized Loan Obligation

CMO

   Collateralized Mortgage Obligation

DDCA

   Dollars on Deposit in Custody Account

EURIBOR

   Euro Interbank Offered Rate

FHLMC

   Federal Home Loan Mortgage Corp.

JIBAR

   Johannesburg Interbank Agreed Rate

KSDA

   Korea Securities Dealers Association

LIBOR

   London Interbank Offered Rate

NIBOR

   Norwegian Interbank Offered Rate

OTC

   Over-the-Counter

PAC

   Planned Amortization Class

STIBOR

   Stockholm Interbank Offered Rate

TIIE

   Interbank Equilibrium Interest Rate
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  232  

 


The Hartford World Bond Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

     Total     Level 1(1)     Level 2(1)     Level 3(1)  

Assets

        

Common Stocks

        

Utilities

   $ 583,129     $     $ 583,129     $  

Asset & Commercial Mortgage Backed Securities

     294,881,768             294,881,768        

Corporate Bonds

     514,087,758             514,087,758        

Foreign Government Obligations

         2,448,212,804             2,448,212,804        

Escrows

     10,107             10,107        

Senior Floating Rate Interests

     116,506,307             116,506,307        

U.S. Government Agencies

     22,197,753             22,197,753        

U.S. Government Securities

     415,664,971             415,664,971        

Convertible Bonds

     17,823,063             17,823,063        

Preferred Stocks

     561,049       561,049              

Short-Term Investments

     352,009,999           285,150,040       66,859,959        

Purchased Options

     563,560             563,560        

Foreign Currency Contracts(2)

     143,892,384             143,892,384        

Futures Contracts(2)

     8,347,631       8,347,631              

Swaps - Credit Default(2)

     769,682             769,682        

Swaps - Interest Rate(2)

     8,002,322             8,002,322        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ 4,344,114,287     $ 294,058,720     $     4,050,055,567     $     —  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (99,854,492   $     $ (99,854,492   $  

Futures Contracts(2)

     (2,941,495     (2,941,495            

Swaps - Credit Default(2)

     (1,040,426           (1,040,426      

Swaps - Interest Rate(2)

     (2,573,386           (2,573,386      

Written Options

     (25,512           (25,512      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (106,435,311   $ (2,941,495   $ (103,493,816   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

(2)  Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six-month period ended April 30, 2018 is not presented.

 

The accompanying notes are an integral part of these financial statements.

 

 

  233  

 


Hartford Fixed Income Funds

Statements of Assets and Liabilities

April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Emerging
Markets Local
Debt Fund
    The Hartford
Floating
Rate Fund
    The Hartford
Floating
Rate High
Income Fund
 

Assets:

      

Investments in securities, at market value

   $ 195,151,515     $ 4,136,064,527     $ 553,060,649  

Cash

           38,125       145,813  

Cash collateral due from broker on futures contracts

                 495,419  

Cash collateral due from broker on swap contracts

     218,078       1,902,143        

Foreign currency

     574,890       45,960,979       16,463,785  

Unrealized appreciation on OTC swap contracts

     365,446       154,121        

Unrealized appreciation on foreign currency contracts

     6,022,591       2,449,189       722,751  

Unrealized appreciation on bond forward contracts

                  

Receivables:

      

Investment securities sold

     983,448       50,373,486       20,046,880  

Fund shares sold

     588,528       4,448,354       866,016  

Dividends and interest

     3,355,718       27,182,426       3,849,096  

Securities lending income

     376              

Tax reclaims

     61,851       11,366       1,705  

Variation margin on futures contracts

     52,265              

OTC swap contracts premiums paid

     5,758              

Other assets

     105,272       111,190       120,933  
  

 

 

   

 

 

   

 

 

 

Total assets

     207,485,736       4,268,695,906       595,773,047  
  

 

 

   

 

 

   

 

 

 

Liabilities:

      

Unrealized depreciation on foreign currency contracts

     6,410,041       33,209       6,639  

Unrealized depreciation on bond forward contracts

                  

Bank overdraft

     46,150              

Unrealized depreciation on OTC swap contracts

     406,264              

Cash collateral due to broker on swap contracts

     270,000              

Unfunded loan commitments

           961,196       114,292  

Payables:

      

Investment securities purchased

     1,448,386       235,595,931       48,689,765  

Fund shares redeemed

     1,213,804       6,367,211       1,206,050  

Investment management fees

     142,786       1,976,077       308,666  

Transfer agent fees

     9,108       581,426       72,149  

Accounting services fees

     3,024       57,422       7,979  

Board of Directors’ fees

     119       17,310       1,873  

Variation margin on centrally cleared swap contracts

     4,632       63,126       16,474  

Variation margin on futures contracts

                  

Foreign taxes

     9,638              

Distribution fees

     890       159,846       15,945  

Distributions payable

           3,639,555       19,375  

Written options

     758,132              

Accrued expenses

     32,785       209,986       35,896  

OTC swap contracts premiums received

     6,038       55,820        
  

 

 

   

 

 

   

 

 

 

Total liabilities

     10,761,797       249,718,115       50,495,103  
  

 

 

   

 

 

   

 

 

 

Net assets

   $ 196,723,939     $ 4,018,977,791     $ 545,277,944  
  

 

 

   

 

 

   

 

 

 

Summary of Net Assets:

      

Capital stock and paid-in-capital

   $     254,335,977     $     4,273,904,321     $     575,646,385  

Undistributed (distributions in excess of) net investment income

     (3,647,418     2,685,034       782,519  

Accumulated net realized gain (loss)

     (49,175,951     (226,202,006     (27,538,286

Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency

     (4,788,669     (31,409,558     (3,612,674
  

 

 

   

 

 

   

 

 

 

Net assets

   $ 196,723,939     $ 4,018,977,791     $ 545,277,944  
  

 

 

   

 

 

   

 

 

 

Shares authorized

     550,000,000       3,250,000,000       550,000,000  
  

 

 

   

 

 

   

 

 

 

Par value

   $ 0.0010     $ 0.0010     $ 0.0010  
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  234  

 


Hartford Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

The Hartford
High Yield
Fund
    The Hartford
Inflation
Plus Fund
    Hartford
Municipal
Income Fund
    The Hartford
Municipal
Opportunities
Fund
    The Hartford
Municipal Real
Return Fund
    Hartford
Municipal Short
Duration Fund
 
         
$     345,619,436     $ 590,258,422     $ 24,488,553     $ 659,154,004     $ 158,726,572     $ 18,762,790  
        8,168                          
                                 
                                 
        398,444                          
        264,954                   3,681,852        
  63,386       1,313,055                          
        283,621                          
         
  157,116       16,492,963       84,251       2,299,561       1,426,722        
  149,421       204,790       50,957       489,628       18,477       275  
  5,633,135       1,166,365       335,278       9,016,541       2,126,556       231,177  
                                 
                                 
                                 
                                 
  102,179       103,894       52,031       64,311       59,727       51,858  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  351,724,673       610,494,676       25,011,070       671,024,045       166,039,906       19,046,100  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
        82,304                          
        268                          
                                 
        438,225                   579,153        
        600,000                   2,616,000        
                                 
         
  4,945,526       57,493,248       150,089       4,415,603       844,422        
  746,902       570,712       26,381       788,588       291,684       48,988  
  184,452       225,092       7,131       185,279       47,187       5,500  
  79,537       95,714       1,097       59,837       19,167       519  
  5,108       8,182       285       7,687       1,887       220  
  1,400       2,352       72       2,507       753       69  
        59,120                          
        21,775                          
        5,863                          
  14,742       23,097       1,279       20,343       5,157       1,067  
  35,677             126       232,055       39,230        
                                 
  50,504       66,985       14,735       38,842       16,984       14,913  
        15,309                          

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  6,063,848       59,708,246       201,195       5,750,741       4,461,624       71,276  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 345,660,825     $ 550,786,430     $ 24,809,875     $ 665,273,304     $ 161,578,282     $ 18,974,824  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
$ 363,645,157     $ 630,504,444     $ 24,912,079     $ 679,982,847     $ 173,609,600     $ 19,212,718  
  (175,678     2,999,592       7,424       166,361       (448,718     6,109  
  (14,782,417     (79,657,293     (57,255     (16,838,706     (15,576,503     (55,135

 

(3,026,237

    (3,060,313     (52,373     1,962,802       3,993,903       (188,868

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 345,660,825     $ 550,786,430     $ 24,809,875     $     665,273,304     $ 161,578,282     $ 18,974,824  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  550,000,000           6,295,000,000           300,000,000       820,000,000           19,350,000,000           300,000,000  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 0.0010     $ 0.0010     $ 0.0010     $ 0.0010     $ 0.0001     $ 0.0010  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  235  

 


Hartford Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Emerging
Markets Local
Debt Fund
     The Hartford
Floating
Rate Fund
     The Hartford
Floating
Rate High
Income Fund
 

Class A:  Net asset value per share

   $ 6.40      $ 8.76      $ 10.08  
  

 

 

    

 

 

    

 

 

 

         Maximum offering price per share

   $ 6.70      $ 9.03      $ 10.39  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,578,008        87,978,857        12,669,235  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 10,103,892      $ 770,301,814      $ 127,679,123  
  

 

 

    

 

 

    

 

 

 

Class C:  Net asset value per share

   $ 6.40      $ 8.74      $ 10.08  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     608,207        110,923,225        8,364,603  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 3,892,019      $ 969,875,565      $ 84,307,046  
  

 

 

    

 

 

    

 

 

 

Class I:  Net asset value per share

   $ 6.38      $ 8.77      $ 10.09  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     12,040,946        205,927,184        28,819,140  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 76,877,346      $ 1,805,183,765      $ 290,658,824  
  

 

 

    

 

 

    

 

 

 

Class R3:  Net asset value per share

   $ 6.37      $ 8.78      $ 10.07  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     3,396        1,051,070        25,451  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 21,646      $ 9,224,294      $ 256,300  
  

 

 

    

 

 

    

 

 

 

Class R4:  Net asset value per share

   $ 6.38      $ 8.75      $ 10.06  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     10,466        671,318        74,216  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 66,738      $ 5,873,608      $ 746,508  
  

 

 

    

 

 

    

 

 

 

Class R5:  Net asset value per share

   $ 6.15      $ 8.76      $ 10.05  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,821        176,386        626,981  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 11,198      $ 1,544,268      $ 6,304,085  
  

 

 

    

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 6.34      $ 8.74      $ 10.06  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     16,002,350        48,572,367        1,009,119  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $     101,520,006      $ 424,683,402      $ 10,154,537  
  

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 6.39      $ 8.77      $ 10.09  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     662,657        3,682,318        2,495,839  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 4,231,094      $ 32,291,075      $ 25,171,521  
  

 

 

    

 

 

    

 

 

 

Cost of investments

   $ 199,748,517      $     4,171,121,049      $     557,656,897  

Cost of foreign currency

   $ 579,978      $ 45,983,789      $ 16,471,958  

Proceeds of written option contracts

   $ 1,107,297      $      $  

 

The accompanying notes are an integral part of these financial statements.

 

 

  236  

 


Hartford Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

The Hartford
High Yield
Fund
    The Hartford
Inflation
Plus Fund
    Hartford
Municipal
Income Fund
    The Hartford
Municipal
Opportunities
Fund
    The Hartford
Municipal Real
Return Fund
    Hartford
Municipal Short
Duration Fund
 
$ 7.29     $ 10.40     $ 10.13     $ 8.45     $ 9.12     $ 9.90  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 7.63     $ 10.89     $ 10.61     $ 8.85     $ 9.55     $ 10.37  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  29,395,103       17,774,684       1,394,082       27,802,879       9,742,708       825,359  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     214,387,202     $     184,868,786     $     14,120,393     $     234,863,329     $ 88,878,641     $ 8,173,994  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 7.27     $ 9.98     $ 10.13     $ 8.45     $ 9.07     $ 9.90  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  7,100,694       9,612,833       342,509       10,714,804       1,682,587       354,819  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 51,605,459     $ 95,892,282     $ 3,469,244     $ 90,573,596     $ 15,255,475     $ 3,512,507  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 7.34     $ 10.58     $ 10.13     $ 8.46     $ 9.15     $ 9.91  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  3,029,525       4,964,515       587,670       36,097,870       3,946,135       683,962  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 22,223,614     $ 52,541,801     $ 5,952,534     $ 305,556,269     $ 36,088,257     $ 6,774,867  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 7.29     $ 10.21     $     $     $     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  370,374       4,678,885                          

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 2,699,992     $ 47,759,597     $     $     $     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 7.30     $ 10.40     $     $     $     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  165,929       1,096,731                          

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 1,211,842     $ 11,401,231     $     $     $     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 7.29     $ 10.55     $     $     $     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  122,035       255,472                          

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 889,596     $ 2,696,204     $     $     $     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 7.27     $ 10.61     $     $     $ 9.10     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  107,264       2,888,679                   1,705,062        

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 780,070     $ 30,642,911     $     $     $ 15,509,655     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 7.33     $ 10.58     $ 10.13     $ 8.46     $ 9.14     $ 9.90  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  7,075,304       11,809,643       125,197       4,050,405       639,745       51,840  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 51,863,050     $ 124,983,618     $ 1,267,704     $ 34,280,110     $ 5,846,254     $ 513,456  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 348,707,835     $ 597,376,795     $ 24,540,926     $ 657,191,202     $     157,835,368     $     18,951,658  
$     $ 399,336     $     $     $     $  
$     $     $     $     $     $  

 

The accompanying notes are an integral part of these financial statements.

 

 

  237  

 


Hartford Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Quality
Bond Fund
    The Hartford
Short
Duration Fund
    The Hartford
Strategic
Income Fund
 

Assets:

      

Investments in securities, at market value(1)

   $ 177,169,009     $ 908,349,876     $ 492,096,276  

Cash

     170,484       276,758       241,728  

Cash collateral due from broker on futures contracts

                  

Foreign currency

     5,854,189       2,648,677       1,899,061  

Unrealized appreciation on OTC swap contracts

                 1,014,467  

Unrealized appreciation on foreign currency contracts

     128,626       63,765       1,688,460  

Receivables:

      

Investment securities sold

     64,699,842       509,870       20,759,099  

Fund shares sold

     171,342       4,734,318       617,942  

Dividends and interest

     357,970       4,814,177       3,981,913  

Securities lending income

           126       341  

Tax reclaims

           844       10,031  

Variation margin on futures contracts

     81,120       398,023       92,294  

Variation margin on centrally cleared swap contracts

     1,058,599              

OTC swap contracts premiums paid

                 2,536,279  

Other assets

     67,445       116,501       74,994  
  

 

 

   

 

 

   

 

 

 

Total assets

     249,758,626       921,912,935       525,012,885  
  

 

 

   

 

 

   

 

 

 

Liabilities:

      

Unrealized depreciation on foreign currency contracts

                 1,006,376  

Bank overdraft - foreign cash

                  

Obligation to return securities lending collateral

           1,011,000       1,119,250  

Unrealized depreciation on OTC swap contracts

                 1,259,267  

Cash collateral due to broker on swap contracts

                 143,000  

TBA sale commitments, at market value

     41,882,062              

Unfunded loan commitments

           27,313       191,185  

Payables:

      

Investment securities purchased

     72,670,751       25,658,582       46,960,390  

Fund shares redeemed

     65,980       1,353,463       740,254  

Investment management fees

     44,288       311,403       212,626  

Transfer agent fees

     3,984       184,662       74,362  

Accounting services fees

     1,993       13,088       8,505  

Board of Directors’ fees

     448       3,534       1,405  

Variation margin on centrally cleared swap contracts

                 111,492  

Variation margin on futures contracts

                  

Foreign taxes

                 2,550  

Distribution fees

     777       30,106       14,930  

Distributions payable

     50       123,586        

Written options

     38,750              

Accrued expenses

     5,197       46,747       36,886  

OTC swap contracts premiums received

                 6,045,494  
  

 

 

   

 

 

   

 

 

 

Total liabilities

     114,714,280       28,763,484       57,927,972  
  

 

 

   

 

 

   

 

 

 

Net assets

   $ 135,044,346     $ 893,149,451     $ 467,084,913  
  

 

 

   

 

 

   

 

 

 

Summary of Net Assets:

      

Capital stock and paid-in-capital

   $ 140,449,631     $ 904,234,302     $ 495,982,853  

Undistributed (distributions in excess of) net investment income

     168,712       517,057       557,619  

Accumulated net realized gain (loss)

     (3,615,744     (1,440,021     (25,857,982

Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency

     (1,958,253     (10,161,887     (3,597,577
  

 

 

   

 

 

   

 

 

 

Net assets

   $     135,044,346     $     893,149,451     $ 467,084,913  
  

 

 

   

 

 

   

 

 

 

Shares authorized

     500,000,000       700,000,000           1,000,000,000  
  

 

 

   

 

 

   

 

 

 

Par value

   $ 0.0010     $ 0.0010     $ 0.0010  
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  238  

 


Hartford Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

The Hartford
Total Return
Bond Fund
    The Hartford
World
Bond Fund
 
 
$     3,186,279,076     $     4,183,102,268  
        98,368  
         
        436,112  
  1,293,335       705,009  
  908,979       143,892,384  
 
  510,030,488       248,327  
  1,741,919       7,418,858  
  12,311,157       28,627,709  
  1,298       8,997  
  14,145        
  191,717        
         
  4,775,230       3,899,423  
  99,375       142,293  

 

 

   

 

 

 
  3,717,646,719       4,368,579,748  

 

 

   

 

 

 
 
  33,230       99,854,492  
  1,977,973        
  1,298,000       11,885,351  
  2,811,308       1,376,235  
  450,000       945,000  
  357,935,064        
         
 
  1,024,218,041       155,413,627  
  1,506,312       5,500,832  
  732,268       1,988,277  
  228,435       412,836  
  41,830       72,208  
  7,738       14,667  
  422,314       151,549  
        1,116,537  
         
  34,694       23,580  
  97,985        
  101,719       25,512  
  137,704       584,690  
  9,205,514       4,969,516  

 

 

   

 

 

 
  1,401,240,129       284,334,909  

 

 

   

 

 

 
$ 2,316,406,590     $ 4,084,244,839  

 

 

   

 

 

 
 
$ 2,377,151,101     $ 4,054,159,398  
  686,725       (22,312,606
  (25,732,991     (6,147,435

 

(35,698,245

    58,545,482  

 

 

   

 

 

 
$ 2,316,406,590     $ 4,084,244,839  

 

 

   

 

 

 
  1,100,000,000       1,350,000,000  

 

 

   

 

 

 
$ 0.0010     $ 0.0010  

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  239  

 


Hartford Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Quality
Bond Fund
     The Hartford
Short
Duration Fund
     The Hartford
Strategic
Income Fund
 

Class A:  Net asset value per share

   $ 9.71      $ 9.74      $ 8.65  
  

 

 

    

 

 

    

 

 

 

         Maximum offering price per share

   $ 10.17      $ 9.94      $ 9.06  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,323,101        50,621,066        18,171,191  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 12,840,820      $ 492,909,486      $ 157,138,887  
  

 

 

    

 

 

    

 

 

 

Class C:  Net asset value per share

   $ 9.63      $ 9.73      $ 8.68  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     262,989        9,518,629        7,911,346  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 2,532,386      $ 92,658,575      $ 68,707,420  
  

 

 

    

 

 

    

 

 

 

Class I:  Net asset value per share

   $ 9.70      $ 9.75      $ 8.68  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     271,706        17,933,659        9,283,481  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 2,635,698      $ 174,921,072      $ 80,546,005  
  

 

 

    

 

 

    

 

 

 

Class R3:  Net asset value per share

   $ 9.69      $ 9.71      $ 8.63  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     20,184        97,712        35,296  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 195,500      $ 948,858      $ 304,676  
  

 

 

    

 

 

    

 

 

 

Class R4:  Net asset value per share

   $ 9.72      $ 9.72      $ 8.64  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,140        64,687        59,247  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 11,082      $ 628,871      $ 512,152  
  

 

 

    

 

 

    

 

 

 

Class R5:  Net asset value per share

   $ 9.72      $ 9.73      $ 8.64  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     3,028        157,519        152,547  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 29,432      $ 1,532,083      $ 1,318,211  
  

 

 

    

 

 

    

 

 

 

Class R6:  Net asset value per share

   $      $      $ 8.64  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

                   1,365  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $      $      $ 11,792  
  

 

 

    

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 9.80      $ 9.71      $ 8.64  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,529        1,004,865        232,357  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 14,981      $ 9,756,784      $ 2,006,993  
  

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 9.72      $ 9.76      $ 8.67  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     12,018,303        12,277,272        18,048,657  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $     116,784,447      $     119,793,722      $     156,538,777  
  

 

 

    

 

 

    

 

 

 

Cost of investments

   $ 179,861,308      $ 918,906,862      $ 496,360,640  

Cost of foreign currency

   $ 5,968,014      $ 2,649,992      $ 1,893,683  

Cost of bank overdraft - foreign cash

   $      $      $  

Proceeds of TBA sale commitments

   $ 42,092,835      $      $  

Proceeds of written option contracts

   $ 40,459      $      $  

(1) Includes Investment in securities on loan, at value

   $      $ 986,321      $ 1,096,461  

 

The accompanying notes are an integral part of these financial statements.

 

 

  240  

 


Hartford Fixed Income Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

The Hartford
Total Return
Bond Fund
    The Hartford
World
Bond Fund
 
$ 10.10     $ 10.52  

 

 

   

 

 

 
$ 10.58     $ 11.02  

 

 

   

 

 

 
  76,543,089       31,465,393  

 

 

   

 

 

 
$ 773,356,123     $ 331,079,632  

 

 

   

 

 

 
$ 10.16     $ 10.34  

 

 

   

 

 

 
  5,272,094       8,566,131  

 

 

   

 

 

 
$ 53,565,897     $ 88,581,717  

 

 

   

 

 

 
$ 10.14     $ 10.59  

 

 

   

 

 

 
  4,209,210       166,519,280  

 

 

   

 

 

 
$ 42,663,566     $ 1,762,986,087  

 

 

   

 

 

 
$ 10.33     $ 10.47  

 

 

   

 

 

 
  527,296       109,147  

 

 

   

 

 

 
$ 5,449,318     $ 1,142,261  

 

 

   

 

 

 
$ 10.28     $ 10.53  

 

 

   

 

 

 
  1,188,733       45,597  

 

 

   

 

 

 
$ 12,221,180     $ 480,163  

 

 

   

 

 

 
$ 10.25     $ 10.59  

 

 

   

 

 

 
  146,125       251,384  

 

 

   

 

 

 
$ 1,497,407     $ 2,662,270  

 

 

   

 

 

 
$ 10.23     $ 10.62  

 

 

   

 

 

 
  131,841       401,173  

 

 

   

 

 

 
$ 1,348,158     $ 4,261,252  

 

 

   

 

 

 
$ 10.23     $ 10.61  

 

 

   

 

 

 
  43,861,325       48,861,337  

 

 

   

 

 

 
$ 448,826,340     $ 518,657,272  

 

 

   

 

 

 
$ 10.08     $ 10.60  

 

 

   

 

 

 
  96,991,305       129,680,369  

 

 

   

 

 

 
$ 977,478,601     $ 1,374,394,185  

 

 

   

 

 

 
$ 3,226,699,945     $     4,179,222,768  
$     $ 432,758  
$ 1,977,973     $  
$     359,470,950     $  
$ 106,206     $ 363,505  
$ 1,268,560     $ 11,621,580  

 

The accompanying notes are an integral part of these financial statements.

 

 

  241  

 


Hartford Fixed Income Funds

Statements of Operations

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Emerging
Markets Local
Debt Fund
    The Hartford
Floating
Rate Fund
    The Hartford
Floating
Rate High
Income Fund
 

Investment Income:

      

Dividends

   $     $ 69,663     $  

Interest

         5,493,205           100,781,114           13,388,316  

Securities lending

     523              

Less: Foreign tax withheld

     (118,655     (21,799     (1,774
  

 

 

   

 

 

   

 

 

 

Total investment income, net

     5,375,073       100,828,978       13,386,542  
  

 

 

   

 

 

   

 

 

 

Expenses:

      

Investment management fees

     764,533       11,942,442       1,759,287  

Administrative services fees

      

Class R3

     21       9,562       270  

Class R4

     48       4,537       533  

Class R5

     5       856       2,960  

Transfer agent fees

      

Class A

     7,039       370,883       70,248  

Class C

     2,535       421,397       42,047  

Class I

     15,367       701,620       92,626  

Class R3

     2       945       26  

Class R4

     6       604       68  

Class R5

     2       164       148  

Class Y

     22,285       110,042       1,932  

Class F

     4       223       14  

Distribution fees

      

Class A

     10,558       959,052       166,557  

Class C

     16,638       4,977,052       426,551  

Class R3

     52       23,904       674  

Class R4

     80       7,562       888  

Custodian fees

     13,606       18,114       3,511  

Registration and filing fees

     63,886       168,306       71,575  

Accounting services fees

     16,190       346,921       45,303  

Board of Directors’ fees

     2,046       54,941       6,798  

Audit fees

     14,056       14,034       12,405  

Other expenses

     12,668       292,124       44,327  
  

 

 

   

 

 

   

 

 

 

Total expenses (before waivers and fees paid indirectly)

     961,627       20,425,285       2,748,748  

Expense waivers

     (103,457     (18,224     (149,342

Distribution fee reimbursements

     (162     (4,306     (162
  

 

 

   

 

 

   

 

 

 

Total waivers and fees paid indirectly

     (103,619     (22,530     (149,504
  

 

 

   

 

 

   

 

 

 

Total expenses, net

     858,008       20,402,755       2,599,244  
  

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     4,517,065       80,426,223       10,787,298  
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:

      

Net realized gain (loss) on investments

     965,412       5,227,648       1,055,539  

Less: Foreign taxes paid on realized capital gains

     (69,493            

Net realized gain (loss) on purchased options contracts

     (202,623            

Net realized gain (loss) on futures contracts

     159,562              

Net realized gain (loss) on written options contracts

     (101,506            

Net realized gain (loss) on swap contracts

     76,887       270,686       42,948  

Net realized gain (loss) on foreign currency contracts

     1,203,549       (2,398,144     (397,178

Net realized gain (loss) on other foreign currency transactions

     (87,643     (457,646     (217,717
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     1,944,145       2,642,544       483,592  
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  242  

 


Hartford Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

The Hartford
High Yield
Fund
    The Hartford
Inflation
Plus Fund
    Hartford
Municipal
Income Fund
    The Hartford
Municipal
Opportunities
Fund
    The Hartford
Municipal Real
Return Fund
    Hartford
Municipal Short
Duration Fund
 
         
$ 24,781     $     $     $     $     $  
      10,376,418       9,034,206           364,146           11,056,996           2,977,209           205,199  
                                 
        (5,814                        

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  10,401,199       9,028,392       364,146       11,056,996       2,977,209       205,199  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  1,135,355       1,387,542       42,378       1,132,380       303,481       33,366  
         
  2,646       47,844                          
  1,055       8,144                          
  458       1,366                          
         
  195,579       172,951       3,777       89,127       30,747       2,131  
  36,335       67,329       504       32,123       6,019       500  
  13,289       32,386       403       91,957       13,903       502  
  258       3,726                          
  139       1,082                          
  91       267                          
  337       9,061                   4,679        
  6       18       5       7       7       3  
         
  271,825       237,873       17,071       303,963       115,072       10,398  
  268,745       505,925       17,087       478,689       83,646       17,647  
  6,615       119,611                          
  1,758       13,573                          
  2,154       4,625       161       1,727       556       156  
  69,763       62,923       32,944       47,555       45,828       33,255  
  31,441       50,543       1,695       47,059       12,139       1,335  
  4,832       7,716       315       9,128       2,431       260  
  14,407       14,367       14,433       14,369       11,730       14,433  
  48,222       50,553       4,110       37,423       14,301       3,698  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  2,105,310       2,799,425       134,883       2,285,507       644,539       117,684  
  (181,082     (245,962     (48,799     (31,799     (64,817     (49,273
  (2,522     (3,303     (16,455     (730     (1,083     (15,586

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (183,604     (249,265     (65,254     (32,529     (65,900     (64,859

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  1,921,706       2,550,160       69,629       2,252,978       578,639       52,825  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  8,479,493       6,478,232       294,517       8,804,018       2,398,570       152,374  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  2,264,592       (895,663     13,795       759,826       644,376       (1,058
                                 
                                 
            (1,575,456                        
                                 
  159,164       (42,257                 (86,632      
  (122,148     (1,332,672                        
  3,840       (231,288                        

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  2,305,448       (4,077,336     13,795       759,826       557,744       (1,058

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  243  

 


Hartford Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Emerging
Markets Local
Debt Fund
    The Hartford
Floating
Rate Fund
    The Hartford
Floating
Rate High
Income Fund
 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:

      

Net unrealized appreciation (depreciation) of investments

   $     (1,936,272   $     (5,713,653   $     (1,155,339

Net unrealized appreciation (depreciation) of purchased options contracts

     (326,220            

Net unrealized appreciation (depreciation) of futures contracts

     (32,148            

Net unrealized appreciation (depreciation) of written options contracts

     222,935              

Net unrealized appreciation (depreciation) of swap contracts

     (12,447     650,363       129,248  

Net unrealized appreciation (depreciation) of bond forward contracts

                  

Net unrealized appreciation (depreciation) of foreign currency contracts

     1,638,711       1,132,666       365,211  

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

     9,211       399,000       84,029  
  

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     (436,230     (3,531,624     (576,851
  

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     1,507,915       (889,080     (93,259
  

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $ 6,024,980     $     79,537,143     $ 10,694,039  
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  244  

 


Hartford Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

The Hartford
High Yield
Fund
    The Hartford
Inflation
Plus Fund
    Hartford
Municipal
Income Fund
    The Hartford
Municipal
Opportunities
Fund
    The Hartford
Municipal Real
Return Fund
    Hartford
Municipal Short
Duration Fund
 
         
$     (11,965,678   $ (8,458,657   $ (473,460   $ (12,764,289   $ (4,688,333   $ (267,876
        (84,982                        
        13,336                          
                                 
  (39,864     1,466,845                   1,968,804        
        88,558                          
  (17,053     687,111                          
  (239     (9,484                        

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

    (12,022,834

    (6,297,273     (473,460     (12,764,289     (2,719,529     (267,876

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (9,717,386         (10,374,609         (459,665         (12,004,463         (2,161,785     (268,934

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ (1,237,893   $ (3,896,377   $ (165,148   $ (3,200,445   $ 236,785     $     (116,560

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  245  

 


Hartford Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Quality
Bond Fund
    The Hartford
Short
Duration Fund
    The Hartford
Strategic
Income Fund
 

Investment Income:

      

Dividends

   $     $     $ 8,000  

Interest

         1,916,420           14,089,979           11,380,615  

Securities lending

           240       700  

Less: Foreign tax withheld

                 (23,774
  

 

 

   

 

 

   

 

 

 

Total investment income, net

     1,916,420       14,090,219       11,365,541  
  

 

 

   

 

 

   

 

 

 

Expenses:

      

Investment management fees

     272,331       1,928,706       1,316,351  

Administrative services fees

      

Class R3

     193       1,003       295  

Class R4

     9       469       414  

Class R5

     14       484       661  

Transfer agent fees

      

Class A

     8,278       409,562       117,426  

Class C

     2,348       57,494       41,592  

Class I

     2,417       67,600       42,269  

Class R3

     19       96       28  

Class R4

     1       61       55  

Class R5

     3       83       76  

Class R6

                  

Class Y

     5       1,039       215  

Class F

     12       13       15  

Distribution fees

      

Class A

     16,283       624,454       198,214  

Class C

     11,512       484,370       354,704  

Class R3

     483       2,507       736  

Class R4

     14       781       689  

Custodian fees

     1,205       2,650       16,004  

Registration and filing fees

     56,106       96,064       110,280  

Accounting services fees

     12,255       81,213       52,658  

Board of Directors’ fees

     1,803       12,376       6,177  

Audit fees

     14,957       14,961       18,295  

Other expenses

     9,089       71,863       39,292  
  

 

 

   

 

 

   

 

 

 

Total expenses (before waivers and fees paid indirectly)

     409,337       3,857,849       2,316,446  

Expense waivers

     (68,710     (65,934     (168,301

Distribution fee reimbursements

     (320     (72,661     (614
  

 

 

   

 

 

   

 

 

 

Total waivers and fees paid indirectly

     (69,030     (138,595     (168,915
  

 

 

   

 

 

   

 

 

 

Total expenses, net

     340,307       3,719,254       2,147,531  
  

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     1,576,113       10,370,965       9,218,010  
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:

      

Net realized gain (loss) on investments

     (496,276     (602,026     1,781,186  

Less: Foreign taxes paid on realized capital gains

                 (6,443

Net realized gain (loss) on purchased options contracts

     13,355              

Net realized gain (loss) on futures contracts

     (1,658,945     2,579,096       (6,068,908

Net realized gain (loss) on written options contracts

     (674           603,988  

Net realized gain (loss) on swap contracts

     495,945             1,060,207  

Net realized gain (loss) on foreign currency contracts

     (53,363     (58,033     (301,439

Net realized gain (loss) on other foreign currency transactions

     96,931       1,054       25,934  
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     (1,603,027     1,920,091       (2,905,475
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  246  

 


Hartford Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

The Hartford
Total Return
Bond Fund
    The Hartford
World
Bond Fund
 
 
$ 18,199     $ 59,066  
  39,290,662       39,113,328  
  2,436       11,166  
  (26,687     (81,550

 

 

   

 

 

 
  39,284,610       39,102,010  

 

 

   

 

 

 
 
  4,405,270       12,238,207  
 
  5,445       1,771  
  9,951       416  
  748       1,137  
 
  533,351       209,448  
  55,039       52,943  
  18,389       884,455  
  533       177  
  739       54  
  116       220  
  6       24  
  97,934       93,174  
  36       100  
 
  963,710       409,788  
  280,529       469,204  
  13,611       4,427  
  16,585       693  
  14,511       146,872  
  112,986       177,118  
  251,615       435,282  
  30,489       54,355  
  15,871       16,686  
  196,704       530,275  

 

 

   

 

 

 
  7,024,168       15,726,826  
        (34,278
  (5,684     (916

 

 

   

 

 

 
  (5,684     (35,194

 

 

   

 

 

 
  7,018,484       15,691,632  

 

 

   

 

 

 
  32,266,126       23,410,378  

 

 

   

 

 

 
 
  (7,987,438     33,963,263  
         
  167       (198,574
      (13,799,226     27,492,106  
  724,597       1,137,294  
  1,515,404       (1,426,811
  (1,165,791         (38,565,075
  (92,081     885,769  

 

 

   

 

 

 
  (20,804,368     23,287,972  

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  247  

 


Hartford Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Quality
Bond Fund
    The Hartford
Short
Duration Fund
    The Hartford
Strategic
Income Fund
 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:

      

Net unrealized appreciation (depreciation) of investments

   $ (2,434,705   $ (13,876,252   $ (7,461,191

Net unrealized appreciation (depreciation) of purchased options contracts

     (44,808           (72,710

Net unrealized appreciation (depreciation) of futures contracts

     341,204       (420,576     507,407  

Net unrealized appreciation (depreciation) of written options contracts

     1,709              

Net unrealized appreciation (depreciation) of swap contracts

     444,183             1,490,336  

Net unrealized appreciation (depreciation) of foreign currency contracts

     52,614       33,004       404,518  

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

     (4,625     10,548       (4,756
  

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     (1,644,428     (14,253,276     (5,136,396
  

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     (3,247,455         (12,333,185         (8,041,871
  

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $     (1,671,342   $ (1,962,220   $ 1,176,139  
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  248  

 


Hartford Fixed Income Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

The Hartford
Total Return
Bond Fund
    The Hartford
World
Bond Fund
 
 
$     (52,127,000   $     (12,988,043
  (476,632     852,004  
  1,260,423       2,291,648  
  4,487       116,529  
  5,652,947       4,531,365  
  (373,596     (8,317,039
  (15,950     (416,681

 

 

   

 

 

 

 

(46,075,321

    (13,930,217

 

 

   

 

 

 
  (66,879,689     9,357,755  

 

 

   

 

 

 
$ (34,613,563   $ 32,768,133  

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  249  

 


Hartford Fixed Income Funds

Statements of Changes in Net Assets

 

 

 

     The Hartford Emerging Markets
Local Debt Fund
    The Hartford
Floating Rate Fund
 
     For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 

Operations:

        

Net investment income (loss)

   $ 4,517,065     $ 5,667,134     $ 80,426,223     $ 150,711,350  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     1,944,145       4,066,250       2,642,544       (3,392,536

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (436,230     (3,697,076     (3,531,624     77,704,835  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     6,024,980       6,036,308       79,537,143       225,023,649  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

From net investment income

        

Class A

     (1,684,560     (284,894     (14,606,743     (30,382,592

Class B(1)

                       (54,241

Class C

     (577,525     (82,993     (15,280,562     (32,799,511

Class I

     (10,921,662     (1,425,078     (35,779,672     (67,793,244

Class R3

     (4,229     (523     (169,730     (359,006

Class R4

     (13,345     (2,266     (114,898     (260,730

Class R5

     (2,271     (518     (34,851     (77,544

Class Y

     (20,922,617     (3,612,576     (7,821,036     (14,437,545

Class F(2)

     (534,655     (21,990     (984,138     (366,550
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net investment income

     (34,660,864     (5,430,838     (74,791,630     (146,530,963
  

 

 

   

 

 

   

 

 

   

 

 

 

From tax return of capital

        

Class A

                       (774,083

Class B

                       (1,382

Class C

                       (835,661

Class I

                       (1,727,224

Class R3

                       (9,147

Class R4

                       (6,643

Class R5

                       (1,976

Class Y

                       (367,837

Class F

                       (9,339
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from tax return of capital

                       (3,733,292
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (34,660,864     (5,430,838     (74,791,630     (150,264,255
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

        

Sold

     98,619,824       103,321,647       515,549,675       1,260,184,449  

Issued on reinvestment of distributions

     25,341,496       4,085,101       60,354,235       127,895,198  

Redeemed

     (53,550,956     (58,239,914     (674,185,860         (1,249,839,582
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     70,410,364       49,166,834       (98,281,950     138,240,065  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     41,774,480       49,772,304       (93,536,437     212,999,459  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

        

Beginning of period

     154,949,459       105,177,155       4,112,514,228       3,899,514,769  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     196,723,939     $     154,949,459     $     4,018,977,791     $ 4,112,514,228  
  

 

 

   

 

 

   

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

   $ (3,647,418   $ 26,496,381     $ 2,685,034     $ (2,949,559
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  Class B shares converted into Class A shares on September 19, 2017.
(2) Commenced operations on February 28, 2017.

 

The accompanying notes are an integral part of these financial statements.

 

 

  250  

 


Hartford Fixed Income Funds

Statements of Changes in Net Assets – (continued)

 

 

 

The Hartford Floating
Rate High Income Fund
    The Hartford
High Yield Fund
    The Hartford
Inflation Plus Fund
 
For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 
         
$ 10,787,298     $ 18,511,822     $ 8,479,493     $ 17,896,676     $ 6,478,232     $ 7,707,726  

 

483,592

 

    (406,800     2,305,448       2,069,266       (4,077,336     2,303,049  

 

(576,851

    9,687,010       (12,022,834     8,401,481       (6,297,273     (8,956,266

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  10,694,039       27,792,032       (1,237,893     28,367,423       (3,896,377     1,054,509  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
         
  (2,553,212     (5,055,054     (5,331,989     (11,318,029     (8,681,389     (2,601,063
                    (30,943            
  (1,315,121     (2,715,436     (1,116,154     (2,448,924     (3,949,002     (541,095
  (5,069,527     (9,365,955     (597,169     (2,469,522     (2,726,544     (854,272
  (4,764     (11,591     (60,913     (136,427     (2,056,051     (474,320
  (13,613     (28,094     (34,489     (78,351     (490,280     (171,472
  (122,427     (57,141     (23,856     (38,596     (141,225     (40,443
  (189,819     (170,847     (30,626     (335,845     (1,490,399     (1,657,653
  (429,959     (125,899     (1,280,508     (571,508     (5,668,571      

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (9,698,442     (17,530,017     (8,475,704     (17,428,145     (25,203,461     (6,340,318

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
                    (287,064            
                    (785            
                    (62,113            
                    (62,636            
                    (3,460            
                    (1,987            
                    (979            
                    (8,518            
                    (14,496            

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
                    (442,038            

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (9,698,442     (17,530,017     (8,475,704     (17,870,183     (25,203,461     (6,340,318

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  134,758,233       329,108,046       42,431,710       227,268,443       40,668,063       239,539,317  
  9,563,390       17,071,310       8,231,988       17,214,991       24,035,322       5,982,150  
      (111,766,141         (209,894,227     (64,213,310         (246,968,583     (70,817,943         (273,901,799

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  32,555,482       136,285,129       (13,549,612     (2,485,149     (6,114,558     (28,380,332

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  33,551,079       146,547,144       (23,263,209     8,012,091       (35,214,396     (33,666,141

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  511,726,865       365,179,721       368,924,034       360,911,943       586,000,826       619,666,967  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 545,277,944     $ 511,726,865     $     345,660,825     $ 368,924,034     $     550,786,430     $ 586,000,826  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 782,519     $ (306,337   $ (175,678   $ (179,467   $ 2,999,592     $ 21,724,821  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  251  

 


Hartford Fixed Income Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     Hartford Municipal
Income Fund
    The Hartford Municipal
Opportunities Fund
 
     For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 

Operations:

        

Net investment income (loss)

   $ 294,517     $ 475,334     $ 8,804,018     $ 16,711,800  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     13,795       (33,991     759,826       (931,803

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (473,460     74,593       (12,764,289     (8,804,907
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     (165,148     515,936       (3,200,445     6,975,090  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

From net investment income

        

Class A

     (161,224     (254,920     (3,160,027     (6,384,521

Class B(1)

                       (6,196

Class C

     (40,223     (64,978     (885,013     (1,960,067

Class I

     (76,953     (150,585     (4,311,377     (8,227,242

Class R3

                        

Class R4

                        

Class R5

                        

Class Y

                        

Class F

     (16,118     (4,852     (447,611     (133,771
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net investment income

     (294,518     (475,335     (8,804,028     (16,711,797
  

 

 

   

 

 

   

 

 

   

 

 

 

From net realized gain on investments

        

Class A

                        

Class C

                        

Class I

                        

Class R3

                        

Class R4

                        

Class R5

                        

Class Y

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net realized gain on investments

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (294,518     (475,335     (8,804,028     (16,711,797
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

        

Sold

     3,068,271       7,652,129       103,341,053       243,412,258  

Issued on reinvestment of distributions

     294,259       475,259       7,403,364       13,876,035  

Redeemed

     (1,366,144     (4,001,328         (113,251,957         (317,864,298
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     1,996,386       4,126,060       (2,507,540     (60,576,005
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     1,536,720       4,166,661       (14,512,013     (70,312,712
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

        

Beginning of period

     23,273,155       19,106,494       679,785,317       750,098,029  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     24,809,875     $     23,273,155     $ 665,273,304     $ 679,785,317  
  

 

 

   

 

 

   

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

   $ 7,424     $ 7,425     $ 166,361     $ 166,371  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  Class B shares converted into Class A shares on September 19, 2017.

 

The accompanying notes are an integral part of these financial statements.

 

 

  252  

 


Hartford Fixed Income Funds

Statements of Changes in Net Assets – (continued)

 

 

 

The Hartford Municipal
Real Return Fund
    Hartford Municipal
Short Duration Fund
    The Hartford
Quality Bond Fund
 
For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 
         
$ 2,398,570     $ 4,973,942     $ 152,374     $ 227,520     $ 1,576,113     $ 2,417,691  

 

557,744

 

    (1,002,571     (1,058     (38,769     (1,603,027     (1,599,791

 

(2,719,529

    (160,380     (267,876     (30,423     (1,644,428     (851,004

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  236,785       3,810,991       (116,560     158,328       (1,671,342     (33,104

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
         
  (1,264,450     (2,779,180     (63,981     (95,952     (145,827     (262,923
        (2,661                        
  (167,196     (415,924     (25,318     (34,369     (16,558     (35,886
  (638,053     (1,231,585     (58,286     (95,767     (50,764     (136,565
                          (1,862     (4,127
                          (134     (243
                          (366     (893
  (235,167     (499,407                 (178     (904,814
  (97,554     (45,237     (4,787     (1,563     (1,521,214     (1,435,773

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (2,402,420     (4,973,994     (152,372     (227,651     (1,736,903     (2,781,224

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
                                (245,660
                                (64,716
                                (178,941
                                (3,019
                                (365
                                (689
                                (1,403,142

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
                                (1,896,532

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (2,402,420     (4,973,994     (152,372     (227,651     (1,736,903     (4,677,756

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  10,505,085       62,347,413       2,319,501       6,123,085       8,600,796       155,767,045  
  2,153,072       4,405,415       152,245       227,448       1,736,452       4,612,247  
  (29,796,176     (56,430,728     (2,959,842     (4,914,795     (8,951,366         (143,115,901

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (17,138,019     10,322,100       (488,096     1,435,738       1,385,882       17,263,391  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (19,303,654     9,159,097       (757,028     1,366,415       (2,022,363     12,552,531  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  180,881,936       171,722,839       19,731,852       18,365,437       137,066,709       124,514,178  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     161,578,282     $     180,881,936     $     18,974,824     $     19,731,852     $     135,044,346     $ 137,066,709  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ (448,718   $ (444,868   $ 6,109     $ 6,107     $ 168,712     $ 329,502  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  253  

 


Hartford Fixed Income Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford Short
Duration Fund
    The Hartford Strategic
Income Fund
 
     For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 

Operations:

        

Net investment income (loss)

   $ 10,370,965     $ 18,230,332     $ 9,218,010     $ 16,218,607  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     1,920,091       2,252,424       (2,905,475     4,652,198  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (14,253,276     (3,583,242     (5,136,396     5,845,271  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     (1,962,220     16,899,514       1,176,139       26,716,076  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

        

From net investment income

        

Class A

     (5,742,777     (10,660,453     (6,669,731     (5,222,326

Class B(1)

           (21,062           (50,657

Class C

     (750,659     (1,469,129     (2,690,128     (2,428,318

Class I

     (2,436,173     (4,622,741     (3,586,066     (2,049,875

Class R3

     (10,801     (22,839     (12,233     (10,154

Class R4

     (7,191     (12,675     (21,643     (9,550

Class R5

     (12,653     (12,682     (55,237     (25,258

Class R6

                 (506     (507

Class Y

     (90,636     (514,860     (38,132     (3,885,223

Class F

     (1,442,183     (895,311     (6,936,730     (3,521,055
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net investment income

     (10,493,073     (18,231,752     (20,010,406     (17,202,923
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (10,493,073     (18,231,752     (20,010,406     (17,202,923
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

        

Sold

     247,226,119       602,010,398       52,768,982       337,731,647  

Issued in merger

                       53,944,994  

Issued on reinvestment of distributions

     9,798,482       16,737,863       18,947,226       16,643,340  

Redeemed

         (276,349,925         (588,054,151     (88,502,900         (308,320,630
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     (19,325,324     30,694,110       (16,786,692     99,999,351  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     (31,780,617     29,361,872       (35,620,959     109,512,504  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

        

Beginning of period

     924,930,068       895,568,196       502,705,872       393,193,368  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $ 893,149,451     $ 924,930,068     $     467,084,913     $ 502,705,872  
  

 

 

   

 

 

   

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

   $ 517,057     $ 639,165     $ 557,619     $ 11,350,015  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) Class B shares converted into Class A shares on September 19, 2017.

 

The accompanying notes are an integral part of these financial statements.

 

 

  254  

 


Hartford Fixed Income Funds

Statements of Changes in Net Assets – (continued)

 

 

 

The Hartford Total
Return Bond Fund
    The Hartford
World Bond Fund
 
For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 
     
$ 32,266,126     $ 58,099,988     $ 23,410,378     $ 45,778,317  

 

(20,804,368

    13,269,355       23,287,972       (77,851,325

 

(46,075,321

    (18,299,318     (13,930,217     79,272,879  

 

 

   

 

 

   

 

 

   

 

 

 
  (34,613,563     53,070,025       32,768,133       47,199,871  

 

 

   

 

 

   

 

 

   

 

 

 
     
     
  (13,259,567     (19,090,930            
        (33,906            
  (514,026     (1,154,490            
  (643,716     (4,256,995     (168,937      
  (62,947     (132,547            
  (222,139     (365,819            
  (31,717     (41,344     (332      
  (25,352     (12,470     (365      
  (9,944,532     (20,674,042     (99,098      
  (21,921,483     (12,245,097     (356,071      

 

 

   

 

 

   

 

 

   

 

 

 
  (46,625,479     (58,007,640     (624,803      

 

 

   

 

 

   

 

 

   

 

 

 
  (46,625,479     (58,007,640     (624,803      

 

 

   

 

 

   

 

 

   

 

 

 
     
  273,064,651       1,477,785,914       635,666,442       3,492,944,156  
                     
  46,082,655       56,833,846       607,806        
  (186,913,080         (1,295,623,880     (629,534,197         (3,113,007,805

 

 

   

 

 

   

 

 

   

 

 

 
  132,234,226       238,995,880       6,740,051       379,936,351  

 

 

   

 

 

   

 

 

   

 

 

 
  50,995,184       234,058,265       38,883,381       427,136,222  

 

 

   

 

 

   

 

 

   

 

 

 
     
  2,265,411,406       2,031,353,141       4,045,361,458       3,618,225,236  

 

 

   

 

 

   

 

 

   

 

 

 
$     2,316,406,590     $ 2,265,411,406     $     4,084,244,839     $ 4,045,361,458  

 

 

   

 

 

   

 

 

   

 

 

 
$ 686,725     $ 15,046,078     $ (22,312,606   $ (45,098,181

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  255  

 


Hartford Fixed Income Funds

Financial Highlights

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Emerging Markets Local Debt Fund              

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

         

A

  $ 7.62     $ 0.16     $ 0.14     $ 0.30     $ (1.52   $     $     $ (1.52   $ 6.40       4.03 %(5)    $ 10,104       1.40 %(6)      1.25 %(6)      4.72 %(6)      62

C

    7.62       0.14       0.14       0.28       (1.50                 (1.50     6.40       3.78 (5)      3,892       2.14 (6)      2.00 (6)      3.97 (6)      62  

I

    7.61       0.17       0.13       0.30       (1.53                 (1.53     6.38       4.19 (5)      76,877       1.03 (6)      0.95 (6)      5.03 (6)      62  

R3

    7.60       0.16       0.13       0.29       (1.52                 (1.52     6.37       3.96 (5)      22       1.70 (6)      1.36 (6)      4.61 (6)      62  

R4

    7.60       0.16       0.14       0.30       (1.52                 (1.52     6.38       4.21 (5)      67       1.40 (6)      1.25 (6)      4.73 (6)      62  

R5

    7.38       0.17       0.13       0.30       (1.53                 (1.53     6.15       4.34 (5)      11       1.10 (6)      0.95 (6)      5.02 (6)      62  

Y

    7.57       0.17       0.13       0.30       (1.53                 (1.53     6.34       4.25 (5)      101,520       1.03 (6)      0.90 (6)      5.07 (6)      62  

F

    7.61       0.17       0.14       0.31       (1.53                 (1.53     6.39       4.39 (5)      4,231       0.99 (6)      0.90 (6)      5.08 (6)      62  

For the Year Ended October 31, 2017

 

     

A

  $ 7.48     $ 0.37     $ 0.11     $ 0.48     $ (0.34   $     $     $ (0.34   $ 7.62       6.80   $ 8,324       1.44     1.25     4.87     151

C

    7.47       0.31       0.13       0.44       (0.29                 (0.29     7.62       5.98       2,777       2.20       2.00       4.13       151  

I

    7.46       0.39       0.13       0.52       (0.37                 (0.37     7.61       7.11       46,768       1.18       1.00       5.10       151  

R3

    7.43       0.35       0.13       0.48       (0.31                 (0.31     7.60       6.61       12       1.96       1.50       4.67       151  

R4

    7.45       0.37       0.12       0.49       (0.34                 (0.34     7.60       6.73       46       1.50       1.25       4.86       151  

R5

    7.24       0.38       0.11       0.49       (0.35                 (0.35     7.38       7.00       11       1.21       0.95       5.22       151  

Y

    7.43       0.39       0.12       0.51       (0.37                 (0.37     7.57       7.11       94,802       1.07       0.90       5.24       151  

F(7)

    7.29       0.26       0.31       0.57       (0.25                 (0.25     7.61       7.87 (5)      2,210       1.04 (6)      0.90 (6)      4.99 (6)      151  

For the Year Ended October 31, 2016

 

     

A

  $ 7.09     $ 0.35     $ 0.38     $ 0.73     $     $     $ (0.34   $ (0.34   $ 7.48       10.62   $ 5,804       1.64     1.26 %(8)      4.91     187

C

    7.08       0.30       0.37       0.67                   (0.28     (0.28     7.47       9.78       1,895       2.43       2.01 (8)      4.14       187  

I

    7.07       0.37       0.38       0.75                   (0.36     (0.36     7.46       10.93       9,871       1.41       1.01 (8)      5.08       187  

R3

    7.08       0.32       0.35       0.67                   (0.32     (0.32     7.43       9.80       20       1.92       1.56 (8)      4.44       187  

R4

    7.08       0.34       0.38       0.72                   (0.35     (0.35     7.45       10.51       31       1.61       1.26 (8)      4.76       187  

R5

    7.08       0.36       0.34       0.70                   (0.54     (0.54     7.24       10.44       12       1.30       0.96 (8)      5.04       187  

Y

    7.05       0.37       0.38       0.75                   (0.37     (0.37     7.43       10.96       87,545       1.20       0.91 (8)      5.26       187  

For the Year Ended October 31, 2015

 

     

A

  $ 9.00     $ 0.36     $ (1.87   $ (1.51   $     $     $ (0.40   $ (0.40   $ 7.09       (17.13 )%    $ 5,827       1.53     1.25     4.56     122

C

    8.99       0.32       (1.90     (1.58                 (0.33     (0.33     7.08       (17.81     1,289       2.29       2.00       3.99       122  

I

    8.98       0.38       (1.87     (1.49                 (0.42     (0.42     7.07       (16.95     3,716       1.18       0.97       4.57       122  

R3

    8.99       0.34       (1.88     (1.54                 (0.37     (0.37     7.08       (17.40     1,688       1.81       1.55       4.33       122  

R4

    8.99       0.37       (1.88     (1.51                 (0.40     (0.40     7.08       (17.14     1,741       1.51       1.25       4.63       122  

R5

    8.99       0.39       (1.88     (1.49                 (0.42     (0.42     7.08       (16.89     1,726       1.21       0.95       4.93       122  

Y

    8.96       0.40       (1.89     (1.49                 (0.42     (0.42     7.05       (16.90     177,798       1.11       0.90       5.02       122  

For the Year Ended October 31, 2014

 

     

A

  $   9.51     $   0.42     $   (0.52   $   (0.10   $   (0.04   $   (0.01   $   (0.36   $   (0.41   $   9.00       (1.10 )%    $ 9,792       1.47     1.25     4.57     144

C

    9.50       0.35       (0.52     (0.17     (0.03     (0.01     (0.30     (0.34     8.99       (1.85     3,208       2.23       2.00       3.78       144  

I

    9.50       0.44       (0.52     (0.08     (0.04     (0.01     (0.39     (0.44     8.98       (0.91     43,683       1.19       0.98       4.78       144  

R3

    9.50       0.39       (0.52     (0.13     (0.03     (0.01     (0.34     (0.38     8.99       (1.38     2,041       1.81       1.55       4.23       144  

R4

    9.50       0.42       (0.52     (0.10     (0.04     (0.01     (0.36     (0.41     8.99       (1.09     2,101       1.51       1.25       4.53       144  

R5

    9.51       0.45       (0.53     (0.08     (0.04     (0.01     (0.39     (0.44     8.99       (0.89     2,078       1.20       0.95       4.83       144  

Y

    9.47       0.45       (0.52     (0.07     (0.04     (0.01     (0.39     (0.44     8.96       (0.74       257,218       1.11       0.90       4.86       144  

 

The accompanying notes are an integral part of these financial statements.

 

 

  256  

 


Hartford Fixed Income Funds

Financial Highlights — (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Emerging Markets Local Debt Fund – (continued)              

For the Year Ended October 31, 2013

 

     

A

  $   10.02     $   0.41     $   (0.47   $   (0.06   $   (0.39   $   (0.06   $     $   (0.45   $   9.51       (0.70 )%    $ 24,773       1.49     1.25     4.16     95

C

    10.01       0.34       (0.47     (0.13     (0.32     (0.06           (0.38     9.50       (1.40     6,280       2.22       1.99       3.43       95  

I

    10.01       0.43       (0.47     (0.04     (0.41     (0.06           (0.47     9.50       (0.45     33,259       1.25       1.00       4.41       95  

R3

    10.01       0.38       (0.47     (0.09     (0.36     (0.06           (0.42     9.50       (1.01     2,097       1.84       1.55       3.86       95  

R4

    10.01       0.41       (0.47     (0.06     (0.39     (0.06           (0.45     9.50       (0.71     2,165       1.54       1.25       4.16       95  

R5

    10.01       0.44       (0.46     (0.02     (0.42     (0.06           (0.48     9.51       (0.31     2,095       1.24       0.95       4.46       95  

Y

    9.98       0.44       (0.47     (0.03     (0.42     (0.06           (0.48     9.47       (0.36     178,911       1.14       0.90       4.50       95  
The Hartford Floating Rate Fund              

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

     

A

  $ 8.74     $ 0.18     $ 0.01     $ 0.19     $ (0.17   $     $     $ (0.17   $ 8.76       2.14 %(5)    $ 770,302       0.99 %(6)      0.99 %(6)      4.09 %(6)      28

C

    8.73       0.15       (0.01     0.14       (0.13                 (0.13     8.74       1.65 (5)      969,876       1.73 (6)      1.73 (6)      3.35 (6)      28  

I

    8.75       0.19       0.01       0.20       (0.18                 (0.18     8.77       2.27 (5)      1,805,184       0.73 (6)      0.73 (6)      4.36 (6)      28  

R3

    8.77       0.17       (0.01     0.16       (0.15                 (0.15     8.78       2.01 (5)      9,224       1.37 (6)      1.25 (6)      3.83 (6)      28  

R4

    8.74       0.18       (0.01     0.17       (0.16                 (0.16     8.75       2.13 (5)      5,874       1.07 (6)      1.00 (6)      4.08 (6)      28  

R5

    8.74       0.19       0.01       0.20       (0.18                 (0.18     8.76       2.27 (5)      1,544       0.77 (6)      0.72 (6)      4.34 (6)      28  

Y

    8.73       0.19             0.19       (0.18                 (0.18     8.74       2.17 (5)      424,683       0.71 (6)      0.70 (6)      4.39 (6)      28  

F

    8.76       0.19             0.19       (0.18                 (0.18     8.77       2.31 (5)      32,291       0.65 (6)      0.65 (6)      4.41 (6)      28  

For the Year Ended October 31, 2017

 

     

A

  $ 8.58     $ 0.32     $ 0.16     $ 0.48     $ (0.31   $     $   (0.01   $ (0.32   $ 8.74       5.66   $ 806,759       0.98     0.98     3.68     62

C

    8.57       0.26       0.15       0.41       (0.24           (0.01     (0.25     8.73       4.89         1,046,990       1.72       1.72       2.95       62  

I

    8.59       0.34       0.16       0.50       (0.33           (0.01     (0.34     8.75       5.95       1,817,213       0.71       0.71       3.94       62  

R3

    8.61       0.30       0.15       0.45       (0.29           (0.01     (0.30     8.76       5.25       9,993       1.37       1.25       3.41       62  

R4

    8.58       0.32       0.15       0.47       (0.31           (0.01     (0.32     8.73       5.52       6,359       1.06       1.00       3.65       62  

R5

    8.58       0.34       0.16       0.50       (0.33           (0.01     (0.34     8.74       5.96       2,200       0.80       0.70       3.96       62  

Y

    8.57       0.35       0.16       0.51       (0.34           (0.01     (0.35     8.73       5.99       374,594       0.67       0.67       3.98       62  

F(7)

    8.74       0.23       0.02       0.25       (0.22           (0.01     (0.23     8.76       2.78 (5)      48,407       0.65 (6)      0.65 (6)      3.95 (6)      62  

For the Year Ended October 31, 2016

 

     

A

  $ 8.41     $ 0.36     $ 0.16     $ 0.52     $ (0.35   $     $     $ (0.35   $ 8.58       6.38   $ 875,037       1.02     1.01 %(9)      4.40     40

B

    8.40       0.30       0.15       0.45       (0.28                 (0.28     8.57       5.59       3,696       1.90       1.76 (9)      3.66       40  

C

    8.40       0.30       0.16       0.46       (0.29                 (0.29     8.57       5.62       1,213,760       1.74       1.74 (9)      3.67       40  

I

    8.42       0.39       0.15       0.54       (0.37                 (0.37     8.59       6.67       1,466,928       0.74       0.74 (9)      4.66       40  

R3

    8.43       0.34       0.17       0.51       (0.33                 (0.33     8.61       6.24       10,618       1.38       1.26 (9)      4.15       40  

R4

    8.40       0.36       0.17       0.53       (0.35                 (0.35     8.58       6.51       8,781       1.07       1.01 (9)      4.39       40  

R5

    8.41       0.39       0.15       0.54       (0.37                 (0.37     8.58       6.70       1,941       0.80       0.71 (9)      4.69       40  

Y

    8.40       0.39       0.16       0.55       (0.38                 (0.38     8.57       6.76       318,753       0.66       0.66 (9)      4.73       40  

For the Year Ended October 31, 2015

 

     

A

  $ 8.88     $ 0.36     $ (0.46   $ (0.10   $ (0.33   $     $ (0.04   $ (0.37   $ 8.41       (1.20 )%    $ 1,109,960       0.98     0.98     4.19     30

B

    8.86       0.30       (0.46     (0.16     (0.27           (0.03     (0.30     8.40       (1.85     7,942       1.84       1.75       3.42       30  

C

    8.86       0.30       (0.46     (0.16     (0.27           (0.03     (0.30     8.40       (1.94     1,463,472       1.73       1.73       3.44       30  

I

    8.89       0.39       (0.47     (0.08     (0.35           (0.04     (0.39     8.42       (0.92     1,698,313       0.71       0.71       4.45       30  

R3

    8.89       0.34       (0.46     (0.12     (0.31           (0.03     (0.34     8.43       (1.46     13,707       1.37       1.25       3.92       30  

R4

    8.87       0.36       (0.47     (0.11     (0.32           (0.04     (0.36     8.40       (1.22     9,264       1.06       1.00       4.16       30  

R5

    8.87       0.39       (0.46     (0.07     (0.35           (0.04     (0.39     8.41       (0.81     2,818       0.78       0.70       4.46       30  

Y

    8.86       0.39       (0.46     (0.07     (0.35           (0.04     (0.39     8.40       (0.76     398,751       0.65       0.65       4.51       30  

 

The accompanying notes are an integral part of these financial statements.

 

 

  257  

 


Hartford Fixed Income Funds

Financial Highlights — (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Floating Rate Fund – (continued)              

For the Year Ended October 31, 2014

 

     

A

  $ 9.01     $   0.34     $   (0.13   $ 0.21     $ (0.34   $   —     $   —     $   (0.34   $ 8.88       2.35   $ 1,459,463       0.96     0.96     3.80     75

B

    9.00       0.27       (0.14     0.13       (0.27                 (0.27     8.86       1.44       18,681       1.81       1.75       3.01       75  

C

    9.00       0.28       (0.14     0.14       (0.28                 (0.28     8.86       1.48       1,900,141       1.71       1.71       3.06       75  

I

    9.02       0.37       (0.13     0.24       (0.37                 (0.37     8.89       2.62       2,325,212       0.70       0.70       4.08       75  

R3

    9.03       0.32       (0.14     0.18       (0.32                 (0.32     8.89       1.94       17,970       1.35       1.25       3.52       75  

R4

    9.01       0.34       (0.14     0.20       (0.34                 (0.34     8.87       2.20       11,663       1.05       1.00       3.77       75  

R5

    9.01       0.37       (0.14     0.23       (0.37                 (0.37     8.87       2.50       3,753       0.77       0.70       4.07       75  

Y

    9.00       0.37       (0.14     0.23       (0.37                 (0.37     8.86       2.57       413,511       0.64       0.64       4.13       75  

For the Year Ended October 31, 2013

 

     

A

  $ 8.93     $ 0.36     $ 0.09     $ 0.45     $ (0.37   $     $     $ (0.37   $ 9.01       5.08   $   2,064,701       0.96     0.96     4.04     78

B

    8.92       0.29       0.09       0.38       (0.30                 (0.30     9.00       4.27       30,017       1.80       1.75       3.28       78  

C

    8.92       0.30       0.08       0.38       (0.30                 (0.30     9.00       4.31       2,195,858       1.71       1.71       3.30       78  

I

    8.94       0.39       0.08       0.47       (0.39                 (0.39     9.02       5.35       2,772,328       0.70       0.70       4.29       78  

R3

    8.95       0.34       0.08       0.42       (0.34                 (0.34     9.03       4.77       18,334       1.36       1.25       3.76       78  

R4

    8.92       0.36       0.09       0.45       (0.36                 (0.36     9.01       5.17       13,255       1.04       1.00       4.01       78  

R5

    8.93       0.39       0.08       0.47       (0.39                 (0.39     9.01       5.36       3,942       0.76       0.70       4.33       78  

Y

    8.92       0.39       0.09       0.48       (0.40                 (0.40     9.00       5.43       79,142       0.64       0.64       4.39       78  
The Hartford Floating Rate High Income Fund              

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

     

A

  $   10.06     $ 0.21     $     $ 0.21     $ (0.19   $     $     $ (0.19   $   10.08       2.12 %(5)    $ 127,679       1.13 %(6)      1.05 %(6)      4.26 %(6)      45

C

    10.06       0.18       (0.01     0.17       (0.15                 (0.15     10.08       1.74 (5)      84,307       1.87 (6)      1.80 (6)      3.51 (6)      45  

I

    10.07       0.23       (0.01     0.22       (0.20                 (0.20     10.09       2.24 (5)      290,659       0.85 (6)      0.80 (6)      4.52 (6)      45  

R3

    10.05       0.20             0.20       (0.18                 (0.18     10.07       1.97 (5)      256       1.49 (6)      1.35 (6)      3.96 (6)      45  

R4

    10.04       0.21             0.21       (0.19                 (0.19     10.06       2.12 (5)      747       1.19 (6)      1.05 (6)      4.26 (6)      45  

R5

    10.03       0.23             0.23       (0.21                 (0.21     10.05       2.27 (5)      6,304       0.88 (6)      0.75 (6)      4.57 (6)      45  

Y

    10.04       0.23             0.23       (0.21                 (0.21     10.06       2.27 (5)      10,155       0.81 (6)      0.75 (6)      4.58 (6)      45  

F

    10.07       0.23             0.23       (0.21                 (0.21     10.09       2.37 (5)      25,172       0.77 (6)      0.75 (6)      4.56 (6)      45  

For the Year Ended October 31, 2017

 

     

A

  $ 9.82     $ 0.40     $ 0.22     $ 0.62     $ (0.38   $     $     $ (0.38   $ 10.06       6.38   $ 145,099       1.10     1.05     3.97     77

C

    9.82       0.32       0.22       0.54       (0.30                 (0.30     10.06       5.59       89,003       1.86       1.80       3.23       77  

I

    9.83       0.42       0.22       0.64       (0.40                 (0.40     10.07       6.64       250,468       0.87       0.80       4.19       77  

R3

    9.81       0.37       0.22       0.59       (0.35                 (0.35     10.05       6.07       339       1.53       1.35       3.69       77  

R4

    9.80       0.39       0.23       0.62       (0.38                 (0.38     10.04       6.38       709       1.18       1.05       3.94       77  

R5

    9.80       0.42       0.22       0.64         (0.41                 (0.41     10.03       6.59       1,851       0.87       0.75       4.17       77  

Y

    9.80       0.43       0.22       0.65       (0.41                 (0.41     10.04       6.71       7,121       0.80       0.75       4.28       77  

F(7)

    10.03       0.29       0.01       0.30       (0.26                 (0.26     10.07       2.98 (5)      17,138       0.77 (6)      0.75 (6)      4.27 (6)      77  

For the Year Ended October 31, 2016

 

     

A

  $ 9.59     $ 0.51     $ 0.20     $   0.71     $ (0.45   $     $ (0.03   $ (0.48   $ 9.82       7.81   $ 123,600       1.15     1.07 %(10)      5.43     75

C

    9.60       0.44       0.19       0.63       (0.39           (0.02     (0.41     9.82       6.90       83,318       1.91       1.82 (10)      4.70       75  

I

    9.60       0.53       0.21       0.74       (0.48           (0.03     (0.51     9.83       8.07       151,912       0.91       0.82 (10)      5.65       75  

R3

    9.58       0.49       0.20       0.69       (0.43           (0.03     (0.46     9.81       7.50       319       1.55       1.37 (10)      5.18       75  

R4

    9.58       0.51       0.20       0.71       (0.46           (0.03     (0.49     9.80       7.77       507       1.23       1.07 (10)      5.40       75  

R5

    9.57       0.53       0.31       0.84       (0.58           (0.03     (0.61     9.80       9.27       592       0.92       0.77 (10)      5.55       75  

Y

    9.57       0.54       0.20       0.74       (0.48           (0.03     (0.51     9.80       8.14       4,932       0.81       0.77 (10)      5.75       75  

 

The accompanying notes are an integral part of these financial statements.

 

 

  258  

 


Hartford Fixed Income Funds

Financial Highlights — (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Floating Rate High Income Fund – (continued)              

For the Year Ended October 31, 2015

 

     

A

  $ 10.54     $ 0.51     $ (0.81   $   (0.30   $ (0.41   $ (0.15   $ (0.09   $ (0.65   $ 9.59       (3.00 )%    $ 134,991       1.11     1.05     5.06     55

C

    10.54       0.43       (0.79     (0.36     (0.35     (0.15     (0.08     (0.58     9.60       (3.63     99,723       1.88       1.80       4.31       55  

I

    10.55       0.53       (0.80     (0.27     (0.43     (0.15     (0.10     (0.68     9.60       (2.75     148,276       0.86       0.80       5.30       55  

R3

    10.52       0.48       (0.80     (0.32     (0.39     (0.15     (0.08     (0.62     9.58       (3.21     807       1.48       1.35       4.73       55  

R4

    10.52       0.51       (0.80     (0.29     (0.41     (0.15     (0.09     (0.65     9.58       (2.91     2,889       1.18       1.05       5.06       55  

R5

    10.52       0.54       (0.81     (0.27     (0.43     (0.15     (0.10     (0.68     9.57       (2.63     2,823       0.88       0.75       5.35       55  

Y

    10.52       0.54       (0.81     (0.27     (0.43     (0.15     (0.10     (0.68     9.57       (2.72     4,989       0.77       0.75       5.33       55  

For the Year Ended October 31, 2014

 

     

A

  $ 10.70     $ 0.47     $ (0.13   $ 0.34     $ (0.47   $ (0.03   $     $ (0.50   $ 10.54       3.23   $ 191,162       1.10     1.05     4.35     100

C

    10.70       0.39       (0.13     0.26       (0.39     (0.03           (0.42     10.54       2.47       118,465       1.87       1.80       3.61       100  

I

    10.71       0.50       (0.14     0.36       (0.49     (0.03           (0.52     10.55       3.49       207,458       0.84       0.80       4.62       100  

R3

    10.68       0.43       (0.13     0.30       (0.43     (0.03           (0.46     10.52       2.93       2,886       1.48       1.35       4.06       100  

R4

    10.68       0.47       (0.13     0.34       (0.47     (0.03           (0.50     10.52       3.24       3,015       1.18       1.05       4.35       100  

R5

    10.68       0.50       (0.13     0.37       (0.50     (0.03           (0.53     10.52       3.45       2,515       0.88       0.75       4.65       100  

Y

    10.68       0.50       (0.13     0.37       (0.50     (0.03           (0.53     10.52       3.55       13,269       0.78       0.75       4.66       100  

For the Year Ended October 31, 2013

 

     

A

  $   10.60     $   0.48     $   0.22     $ 0.70     $   (0.50   $   (0.10   $     $   (0.60   $   10.70       6.78   $   163,631       1.13     1.05     4.53     59

C

    10.60       0.40       0.22       0.62       (0.42     (0.10           (0.52     10.70       5.98       89,287       1.88       1.80       3.78       59  

I

    10.60       0.50       0.23       0.73       (0.52     (0.10           (0.62     10.71       7.15       119,549       0.84       0.80       4.73       59  

R3

    10.58       0.46       0.21       0.67       (0.47     (0.10           (0.57     10.68       6.47       2,560       1.50       1.35       4.32       59  

R4

    10.58       0.49       0.21       0.70       (0.50     (0.10           (0.60     10.68       6.79       2,642       1.19       1.05       4.62       59  

R5

    10.58       0.52       0.21       0.73       (0.53     (0.10           (0.63     10.68       7.11       2,427       0.89       0.75       4.93       59  

Y

    10.58       0.52       0.21       0.73       (0.53     (0.10           (0.63     10.68       7.11       10,907       0.80       0.75       4.92       59  
The Hartford High Yield Fund              

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

     

A

  $ 7.49     $ 0.18     $   (0.20   $ (0.02   $ (0.18   $     $     $ (0.18   $ 7.29       (0.27 )%(5)    $ 214,387       1.18 %(6)      1.05 %(6)      4.91 %(6)      16

C

    7.47       0.15       (0.20     (0.05     (0.15                 (0.15     7.27       (0.65 )(5)      51,605       1.88 (6)      1.80 (6)      4.16 (6)      16  

I

    7.54       0.19       (0.20     (0.01     (0.19                 (0.19     7.34       (0.13 )(5)      22,224       0.86 (6)      0.80 (6)      5.15 (6)      16  

R3

    7.49       0.17       (0.20     (0.03     (0.17                 (0.17     7.29       (0.42 )(5)      2,700       1.47 (6)      1.35 (6)      4.61 (6)      16  

R4

    7.51       0.18       (0.21     (0.03     (0.18                 (0.18     7.30       (0.40 )(5)      1,212       1.17 (6)      1.05 (6)      4.91 (6)      16  

R5

    7.49       0.19       (0.20     (0.01     (0.19                 (0.19     7.29       (0.13 )(5)      890       0.87 (6)      0.75 (6)      5.21 (6)      16  

Y

    7.48       0.19       (0.21     (0.02     (0.19                 (0.19     7.27       (0.24 )(5)      780       0.81 (6)      0.70 (6)      5.26 (6)      16  

F

    7.53       0.19       (0.20     (0.01     (0.19                 (0.19     7.33       (0.09 )(5)      51,863       0.75 (6)      0.70 (6)      5.25 (6)      16  

For the Year Ended October 31, 2017

 

     

A

  $ 7.28     $ 0.37     $ 0.21     $ 0.58     $ (0.36   $     $   (0.01   $ (0.37   $ 7.49       8.16   $ 224,824       1.17     1.05     5.04     49

C

    7.25       0.32       0.22       0.54       (0.31           (0.01     (0.32     7.47       7.52       57,139       1.85       1.80       4.29       49  

I

    7.31       0.39       0.23       0.62       (0.38           (0.01     (0.39     7.54       8.70       28,998       0.95       0.80       5.28       49  

R3

    7.27       0.35       0.22       0.57       (0.34           (0.01     (0.35     7.49       7.99       2,586       1.48       1.35       4.74       49  

R4

    7.28       0.37       0.23       0.60       (0.36           (0.01     (0.37     7.51       8.45       1,463       1.18       1.05       5.03       49  

R5

    7.27       0.39       0.22       0.61       (0.38           (0.01     (0.39     7.49       8.63       885       0.87       0.75       5.33       49  

Y

    7.26       0.40       0.22       0.62       (0.39           (0.01     (0.40     7.48       8.69       7,330       0.75       0.70       5.40       49  

F(7)

    7.48       0.27       0.05       0.32       (0.26           (0.01     (0.27     7.53       4.33 (5)      45,699       0.75 (6)      0.70 (6)      5.31 (6)      49  

 

The accompanying notes are an integral part of these financial statements.

 

 

  259  

 


Hartford Fixed Income Funds

Financial Highlights — (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford High Yield Fund – (continued)              

For the Year Ended October 31, 2016

 

     

A

  $ 7.14     $ 0.35     $ 0.14     $ 0.49     $ (0.35   $     $     $ (0.35   $ 7.28       7.10   $ 247,549       1.23     1.07 %(11)      4.93     47

B

    7.10       0.29       0.13       0.42       (0.29                 (0.29     7.23       6.17       1,509       2.12       1.82 (11)      4.19       47  

C

    7.12       0.29       0.13       0.42       (0.29                 (0.29     7.25       6.16       61,297       1.88       1.82 (11)      4.18       47  

I

    7.18       0.36       0.14       0.50       (0.37                 (0.37     7.31       7.20       37,099       0.88       0.82 (11)      5.14       47  

R3

    7.14       0.33       0.13       0.46       (0.33                 (0.33     7.27       6.64       3,153       1.50       1.37 (11)      4.63       47  

R4

    7.15       0.35       0.12       0.47       (0.34                 (0.34     7.28       6.92       1,681       1.20       1.07 (11)      5.01       47  

R5

    7.14       0.37       0.13       0.50       (0.37                 (0.37     7.27       7.27       665       0.90       0.77 (11)      5.23       47  

Y

    7.13       0.37       0.13       0.50       (0.37                 (0.37     7.26       7.32       7,957       0.77       0.72 (11)      5.28       47  

For the Year Ended October 31, 2015

 

     

A

  $ 7.68     $ 0.35     $   (0.54   $   (0.19   $ (0.35   $     $ (12)    $ (0.35   $ 7.14       (2.52 )%    $ 245,946       1.16     1.05     4.64     40

B

    7.64       0.30       (0.55     (0.25     (0.29           (12)      (0.29     7.10       (3.27     3,274       2.06       1.80       3.99       40  

C

    7.65       0.30       (0.54     (0.24     (0.29           (12)      (0.29     7.12       (3.13     67,854       1.84       1.80       4.00       40  

I

    7.72       0.37       (0.54     (0.17     (0.37           (12)      (0.37     7.18       (2.25     30,492       0.84       0.80       4.99       40  

R3

    7.68       0.33       (0.54     (0.21     (0.33           (12)      (0.33     7.14       (2.81     2,178       1.48       1.35       4.45       40  

R4

    7.68       0.35       (0.53     (0.18     (0.35           (12)      (0.35     7.15       (2.38     1,377       1.17       1.05       4.75       40  

R5

    7.68       0.37       (0.54     (0.17     (0.37           (12)      (0.37     7.14       (2.22     489       0.86       0.75       5.05       40  

Y

    7.67       0.38       (0.54     (0.16     (0.38           (12)      (0.38     7.13       (2.18     7,728       0.74       0.70       5.10       40  

For the Year Ended October 31, 2014

 

     

A

  $ 7.66     $ 0.38     $ 0.02     $ 0.40     $ (0.38   $     $     $ (0.38   $ 7.68       5.35   $ 262,960       1.14     1.05     4.90     54

B

    7.62       0.32       0.02       0.34       (0.32                 (0.32     7.64       4.60       5,683       2.02       1.80       4.17       54  

C

    7.63       0.32       0.02       0.34       (0.32                 (0.32     7.65       4.60       95,449       1.83       1.80       4.15       54  

I

    7.70       0.40       0.03       0.43       (0.41                 (0.41     7.72       5.60       46,691       0.81       0.78       5.17       54  

R3

    7.65       0.36       0.03       0.39       (0.36                 (0.36     7.68       5.18       2,487       1.47       1.35       4.60       54  

R4

    7.66       0.38       0.03       0.41       (0.39                 (0.39     7.68       5.35       1,367       1.16       1.05       4.91       54  

R5

    7.65       0.40       0.04       0.44       (0.41                 (0.41     7.68       5.81       522       0.85       0.75       5.21       54  

Y

    7.65       0.41       0.01       0.42       (0.40                 (0.40     7.67       5.73       8,415       0.73       0.70       5.25       54  

For the Year Ended October 31, 2013

 

     

A

  $   7.53     $   0.40     $   0.14     $   0.54     $   (0.41   $   —     $   —     $   (0.41   $   7.66       7.33   $   295,950       1.15     1.05     5.29     58

B

    7.50       0.34       0.13       0.47       (0.35                 (0.35     7.62       6.43       8,242       1.99       1.80       4.54       58  

C

    7.51       0.34       0.13       0.47       (0.35                 (0.35     7.63       6.42       105,204       1.81       1.80       4.54       58  

I

    7.57       0.42       0.14       0.56       (0.43                 (0.43     7.70       7.56       65,060       0.81       0.79       5.54       58  

R3

    7.53       0.38       0.13       0.51       (0.39                 (0.39     7.65       6.87       2,872       1.47       1.35       4.96       58  

R4

    7.54       0.40       0.13       0.53       (0.41                 (0.41     7.66       7.18       1,323       1.14       1.05       5.30       58  

R5

    7.53       0.42       0.13       0.55       (0.43                 (0.43     7.65       7.51       609       0.84       0.75       5.57       58  

Y

    7.53       0.43       0.13       0.56       (0.44                 (0.44     7.65       7.57       8,599       0.72       0.70       5.65       58  

 

The accompanying notes are an integral part of these financial statements.

 

 

  260  

 


Hartford Fixed Income Funds

Financial Highlights — (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Inflation Plus Fund              

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

     

A

  $   10.95     $   0.12     $   (0.18   $   (0.06   $ (0.49   $     $     $ (0.49   $ 10.40       (0.62 )%(5)    $ 184,869       0.99 %(6)      0.85 %(6)      2.37 %(6)      73

C

    10.47       0.08       (0.18     (0.10     (0.39                 (0.39     9.98       (1.05 )(5)      95,892       1.70 (6)      1.60 (6)      1.61 (6)      73  

I

    11.15       0.14       (0.20     (0.06     (0.51                 (0.51     10.58       (0.52 )(5)      52,542       0.68 (6)      0.60 (6)      2.57 (6)      73  

R3

    10.74       0.10       (0.18     (0.08     (0.45                 (0.45     10.21       (0.89 )(5)      47,760       1.28 (6)      1.20 (6)      2.02 (6)      73  

R4

    10.94       0.12       (0.18     (0.06     (0.48                 (0.48     10.40       (0.70 )(5)      11,401       0.98 (6)      0.90 (6)      2.34 (6)      73  

R5

    11.12       0.14       (0.19     (0.05     (0.52                 (0.52     10.55       (0.52 )(5)      2,696       0.68 (6)      0.60 (6)      2.58 (6)      73  

Y

    11.18       0.14       (0.19     (0.05     (0.52                 (0.52     10.61       (0.55 )(5)      30,643       0.62 (6)      0.55 (6)      2.67 (6)      73  

F

    11.16       0.14       (0.20     (0.06     (0.52                 (0.52     10.58       (0.56 )(5)      124,984       0.56 (6)      0.55 (6)      2.68 (6)      73  

For the Year Ended October 31, 2017

 

     

A

  $ 11.05     $ 0.15     $ (0.12   $ 0.03     $ (0.13   $     $     $ (0.13   $ 10.95       0.27   $   203,962       0.95     0.85     1.39     72

C

    10.56       0.07       (0.12     (0.05     (0.04                 (0.04     10.47       (0.46     110,182       1.67       1.60       0.65       72  

I

    11.25       0.18       (0.12     0.06       (0.16                 (0.16     11.15       0.53       57,101       0.74       0.60       1.66       72  

R3

    10.84       0.11       (0.12     (0.01     (0.90                 (0.09     10.74       (0.07     48,953       1.27       1.20       1.05       72  

R4

    11.04       0.15       (0.13     0.02       (0.12                 (0.12     10.94       0.22       11,278       0.97       0.90       1.33       72  

R5

    11.22       0.18       (0.12     0.06         (0.16             —         (0.16       11.12       0.54       2,924       0.69       0.60       1.67       72  

Y

    11.28       0.19       (0.13     0.06       (0.16                 (0.16     11.18       0.59       31,947       0.57       0.55       1.75       72  

F(7)

    11.08       0.12       (0.04     0.08                               11.16       0.72 (5)      119,654       0.55 (6)      0.55 (6)      1.65 (6)      72  

For the Year Ended October 31, 2016

 

     

A

  $ 10.57     $ 0.09     $ 0.39     $ 0.48     $     $     $     $     $ 11.05       4.54   $ 229,329       0.98     0.87 %(13)      0.87     70

B

    10.18       (0.01     0.40       0.39                               10.57       3.83       5,154       1.83       1.62 (13)      (0.07     70  

C

    10.17       0.01       0.38       0.39                               10.56       3.83       146,289       1.69       1.62 (13)      0.10       70  

I

    10.73       0.13       0.39       0.52                               11.25       4.85       62,726       0.76       0.62 (13)      1.16       70  

R3

    10.40       0.06       0.38       0.44                               10.84       4.23       56,150       1.28       1.22 (13)      0.53       70  

R4

    10.56       0.08       0.40       0.48                               11.04       4.55       15,684       0.98       0.92 (13)      0.79       70  

R5

    10.71       0.11       0.40       0.51                               11.22       4.76       2,392       0.70       0.62 (13)      1.03       70  

Y

    10.75       0.11       0.42       0.53                               11.28       4.93       101,942       0.57       0.57 (13)      0.99       70  

For the Year Ended October 31, 2015

 

     

A

  $ 10.79     $   (0.04   $ (0.17   $ (0.21   $ (0.01   $     $     $ (0.01   $ 10.57       (1.99 )%    $ 257,100       0.94     0.85     (0.34 )%      155

B

    10.47       (0.13     (0.16     (0.29                             10.18       (2.75     10,385       1.78       1.60       (1.22     155  

C

    10.47       (0.12     (0.18     (0.30                             10.17       (2.84     178,363       1.66       1.60       (1.13     155  

I

    10.94       (0.02     (0.18     (0.20     (0.01                 (0.01     10.73       (1.85     63,658       0.73       0.60       (0.18     155  

R3

    10.66       (0.06     (0.20     (0.26                             10.40       (2.40     61,292       1.25       1.20       (0.60     155  

R4

    10.79       (0.03     (0.19     (0.22     (0.01                 (0.01     10.56       (2.08     19,243       0.95       0.90       (0.30     155  

R5

    10.91       (0.01     (0.18     (0.19     (0.01                 (0.01     10.71       (1.77     3,757       0.66       0.60       (0.12     155  

Y

    10.95             (0.19     (0.19     (0.01                 (0.01     10.75       (1.76     197,882       0.54       0.54       0.03       155  

For the Year Ended October 31, 2014

 

     

A

  $ 11.32     $ 0.05     $ (0.10   $ (0.05   $ (0.07   $ (0.41   $     $ (0.48   $ 10.79       (0.43 )%    $ 339,993       0.92     0.85     0.48     108

B

    11.05       (0.04     (0.09     (0.13     (0.04     (0.41           (0.45     10.47       (1.16     16,784       1.74       1.60       (0.35     108  

C

    11.05       (0.04     (0.09     (0.13     (0.04       (0.41           (0.45     10.47       (1.16     240,647       1.63       1.60       (0.33     108  

I

    11.45       0.06       (0.08     (0.02     (0.08     (0.41           (0.49     10.94       (0.16     91,095       0.67       0.60       0.58       108  

R3

    11.21       0.02       (0.11     (0.09     (0.05     (0.41           (0.46     10.66       (0.74     69,577       1.23       1.20       0.19       108  

R4

    11.33       0.05       (0.12     (0.07     (0.06     (0.41           (0.47     10.79       (0.54     22,639       0.92       0.90       0.43       108  

R5

    11.42       0.09       (0.11     (0.02     (0.08     (0.41           (0.49     10.91       (0.16     5,119       0.64       0.60       0.79       108  

Y

    11.46       0.09       (0.11     (0.02     (0.08     (0.41           (0.49     10.95       (0.13     231,771       0.52       0.52       0.84       108  

 

The accompanying notes are an integral part of these financial statements.

 

 

  261  

 


Hartford Fixed Income Funds

Financial Highlights — (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Inflation Plus Fund – (continued)              

For the Year Ended October 31, 2013

 

     

A

  $   12.65     $   0.04     $   (0.91   $   (0.87   $   (0.04   $   (0.42   $   —     $   (0.46   $   11.32       (7.15 )%    $   507,889       0.88     0.85     0.34     82

B

    12.44         (0.05     (0.90     (0.95     (0.02     (0.42           (0.44     11.05       (7.88     28,633       1.69       1.60       (0.43     82  

C

    12.43       (0.05     (0.89     (0.94     (0.02     (0.42           (0.44     11.05       (7.81     375,906       1.60       1.60       (0.42     82  

I

    12.76       0.06       (0.91     (0.85     (0.04     (0.42           (0.46     11.45       (6.88     124,329       0.65       0.60       0.51       82  

R3

    12.57             (0.91     (0.91     (0.03     (0.42           (0.45     11.21       (7.49     73,380       1.22       1.20       0.01       82  

R4

    12.66       0.04       (0.91     (0.87     (0.04     (0.42           (0.46     11.33       (7.15     29,584       0.91       0.90       0.30       82  

R5

    12.73       0.08       (0.93     (0.85     (0.04     (0.42           (0.46     11.42       (6.90     6,219       0.63       0.60       0.69       82  

Y

    12.76       0.07       (0.90     (0.83     (0.05     (0.42           (0.47     11.46       (6.79     287,361       0.51       0.51       0.60       82  
Hartford Municipal Income Fund              

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

     

A

  $ 10.32     $ 0.12     $ (0.19   $ (0.07   $ (0.12   $     $     $ (0.12   $ 10.13       (0.68 )%(5)    $ 14,120       1.10 %(6)      0.65 %(6)      2.36 %(6)      6

C

    10.32       0.12       (0.19     (0.07     (0.12                 (0.12     10.13       (0.69 )(5)      3,469       1.82 (6)      0.65 (6)      2.35 (6)      6  

I

    10.32       0.13       (0.19     (0.06     (0.13                 (0.13     10.13       (0.56 )(5)      5,953       0.81 (6)      0.40 (6)      2.60 (6)      6  

F

    10.32       0.13       (0.19     (0.06     (0.13                 (0.13     10.13       (0.56 )(5)      1,268       0.79 (6)      0.39 (6)      2.62 (6)      6  

For the Year Ended October 31, 2017

 

     

A

  $ 10.34     $ 0.22     $ (0.02   $ 0.20     $ (0.22   $     $     $ (0.22   $ 10.32       2.03   $ 12,913       1.10     0.69     2.21     10

C

    10.34       0.21       (0.02     0.19       (0.21                 (0.21     10.32       1.87       3,317       1.81       0.84       2.06       10  

I

    10.34       0.25       (0.02     0.23       (0.25                 (0.25     10.32       2.29       5,917       0.81       0.44       2.46       10  

F(7)

    10.04       0.17       0.28       0.45       (0.17                 (0.17     10.32       4.52 (5)      1,127       0.80 (6)      0.39 (6)      2.48 (6)      10  

For the Year Ended October 31, 2016

 

     

A

  $ 10.09     $ 0.21     $ 0.25     $ 0.46     $ (0.21   $     $     $ (0.21   $ 10.34       4.62   $ 9,933       1.70     0.70 %(14)      2.06     13

C

    10.09       0.14       0.25       0.39       (0.14                 (0.14     10.34       3.86       3,034       2.39       1.45 (14)      1.33       13  

I

    10.09       0.24       0.25       0.49       (0.24                 (0.24     10.34       4.89       6,140       1.39       0.45 (14)      2.33       13  

For the Period Ended October 31, 2015

 

     

A(15)

  $ 10.00     $ 0.08     $ 0.09     $ 0.17     $ (0.08   $     $     $ (0.08   $ 10.09       1.67 %(5)    $ 3,075       1.11 %(6)      0.69 %(6)      1.83 %(6)      21

C(15)

    10.00       0.04       0.09       0.13       (0.04                 (0.04     10.09       1.35 (5)      2,533       1.83 (6)      1.44 (6)      1.07 (6)      21  

I(15)

    10.00       0.09       0.09       0.18       (0.09                 (0.09     10.09       1.77 (5)      5,107       0.83 (6)      0.44 (6)      2.07 (6)      21  
The Hartford Municipal Opportunities Fund              

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

     

A

  $ 8.60     $ 0.11     $ (0.15   $ (0.04   $ (0.11   $     $     $ (0.11   $ 8.45       (0.47 )%(5)    $ 234,863       0.71 %(6)      0.69 %(6)      2.60 %(6)      10

C

    8.60       0.08       (0.15     (0.07     (0.08                 (0.08     8.45       (0.84 )(5)      90,574       1.45 (6)      1.44 (6)      1.85 (6)      10  

I

    8.61       0.12       (0.15     (0.03     (0.12                 (0.12     8.46       (0.34 )(5)      305,556       0.44 (6)      0.44 (6)      2.85 (6)      10  

F

    8.61       0.12       (0.15     (0.03     (0.12                 (0.12     8.46       (0.31 )(5)      34,280       0.38 (6)      0.38 (6)      2.91 (6)      10  

For the Year Ended October 31, 2017

 

     

A

  $ 8.69     $ 0.22     $ (0.09   $ 0.13     $ (0.22   $     $     $ (0.22   $ 8.60       1.50   $ 251,143       0.68     0.68     2.53     23

C

    8.69       0.15       (0.09     0.06       (0.15                 (0.15     8.60       0.73       100,507       1.44       1.44       1.77       23  

I

    8.71       0.24       (0.10     0.14       (0.24                 (0.24     8.61       1.63       302,855       0.44       0.44       2.77       23  

F(7)

    8.46       0.16       0.15       0.31       (0.16                 (0.16     8.61       3.69 (5)      25,280       0.39 (6)      0.39 (6)      2.77 (6)      23  

For the Year Ended October 31, 2016

 

     

A

  $ 8.53     $ 0.21     $ 0.16     $ 0.37     $ (0.21   $     $     $ (0.21   $ 8.69       4.40   $ 283,275       0.70     0.70 %(16)      2.44     22

B

    8.53       0.15       0.15       0.30       (0.15                 (0.15     8.68       3.50       964       1.51       1.45 (16)      1.74       22  

C

    8.54       0.15       0.15       0.30       (0.15                 (0.15     8.69       3.50       127,960       1.46       1.45 (16)      1.69       22  

I

    8.55       0.23       0.17       0.40       (0.24                 (0.24     8.71       4.66       337,900       0.46       0.45 (16)      2.68       22  

 

The accompanying notes are an integral part of these financial statements.

 

 

  262  

 


Hartford Fixed Income Funds

Financial Highlights — (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Municipal Opportunities Fund – (continued)              

For the Year Ended October 31, 2015

 

     

A

  $ 8.53     $ 0.24     $     $ 0.24     $ (0.24   $     $     $ (0.24   $ 8.53       2.85   $ 212,254       0.81     0.75     2.82     21

B

    8.53       0.18       (0.01     0.17       (0.17                 (0.17     8.53       2.08       2,425       1.63       1.51       2.06       21  

C

    8.54       0.18       (0.01     0.17       (0.17                 (0.17     8.54       2.08       97,729       1.57       1.51       2.07       21  

I

    8.55       0.26             0.26       (0.26                 (0.26     8.55       3.10       166,610       0.56       0.50       3.08       21  

For the Year Ended October 31, 2014

 

     

A

  $ 8.24     $ 0.25     $ 0.30     $ 0.55     $ (0.26   $     $     $ (0.26   $ 8.53       6.70   $ 192,531       0.90     0.85     3.03     29

B

    8.23       0.19       0.30       0.49       (0.19                 (0.19     8.53       6.04       3,216       1.72       1.60       2.30       29  

C

    8.24       0.19       0.30       0.49       (0.19                 (0.19     8.54       6.03       91,177       1.66       1.60       2.29       29  

I

    8.25       0.27       0.31       0.58       (0.28                 (0.28     8.55       7.08       102,341       0.65       0.60       3.26       29  

For the Year Ended October 31, 2013

 

     

A

  $ 8.66     $ 0.29     $ (0.42   $ (0.13   $ (0.29   $     $     $ (0.29   $ 8.24       (1.58 )%    $ 153,818       0.91     0.91     3.35     37

B

    8.66       0.22       (0.43     (0.21     (0.22                 (0.22     8.23       (2.44     4,161       1.72       1.66       2.60       37  

C

    8.67       0.22       (0.43     (0.21     (0.22                 (0.22     8.24       (2.44     86,844       1.66       1.66       2.60       37  

I

    8.68       0.31       (0.43     (0.12     (0.31                 (0.31     8.25       (1.45     58,996       0.66       0.66       3.60       37  
The Hartford Municipal Real Return Fund              

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

     

A

  $ 9.24     $ 0.13     $ (0.12   $ 0.01     $ (0.13   $     $     $ (0.13   $ 9.12       0.06 %(5)    $ 88,879       0.77 %(6)      0.69 %(6)      2.74 %(6)      6

C

    9.18       0.09       (0.11       (0.02       (0.09       —         —         (0.09       9.07       (0.21 )(5)      15,255       1.52 (6)      1.44 (6)      1.99 (6)      6  

I

    9.26       0.14       (0.11     0.03       (0.14                 (0.14     9.15       0.29 (5)      36,088       0.52 (6)      0.44 (6)      2.99 (6)      6  

Y

    9.21       0.14       (0.11     0.03       (0.14                 (0.14     9.10       0.29 (5)      15,510       0.51 (6)      0.44 (6)      2.99 (6)      6  

F

    9.25       0.14       (0.11     0.03       (0.14                 (0.14     9.14       0.32 (5)      5,846       0.45 (6)      0.39 (6)      3.05 (6)      6  

For the Year Ended October 31, 2017

 

     

A

  $   9.31     $   0.25     $   (0.07   $ 0.18     $ (0.25   $     $     $ (0.25   $ 9.24       2.00   $ 96,338       0.74     0.69     2.74     15

C

    9.26       0.18       (0.08     0.10       (0.18                 (0.18     9.18       1.13       17,946       1.50       1.44       2.00       15  

I

    9.34       0.27       (0.07     0.20       (0.28                 (0.28     9.26       2.15       44,276       0.49       0.44       2.98       15  

Y

    9.29       0.27       (0.08     0.19       (0.27                 (0.27     9.21       2.15       16,169       0.47       0.44       2.99       15  

F(7)

    9.21       0.19       0.04 (17)      0.23       (0.19                 (0.19     9.25       2.49 (5)      6,153       0.45 (6)      0.39 (6)      3.02 (6)      15  

For the Year Ended October 31, 2016

 

     

A

  $ 9.16     $ 0.26     $ 0.15     $ 0.41     $ (0.26   $     $     $ (0.26   $ 9.31       4.52   $   104,013       0.77     0.70 %(18)      2.79     21

B

    9.07       0.19       0.16       0.35       (0.19                 (0.19     9.23       3.88       320       1.60       1.45 (18)      2.08       21  

C

    9.10       0.19       0.16       0.35       (0.19                 (0.19     9.26       3.88       25,611       1.51       1.45 (18)      2.05       21  

I

    9.18       0.28       0.16       0.44       (0.28                 (0.28     9.34       4.89       24,545       0.53       0.45 (18)      3.02       21  

Y

    9.13       0.28       0.16       0.44       (0.28                 (0.28     9.29       4.90       17,233       0.46       0.45 (18)      3.04       21  

For the Year Ended October 31, 2015

 

     

A

  $ 9.50     $ 0.26     $ (0.33   $ (0.07   $ (0.27   $     $     $ (0.27   $ 9.16       (0.77 )%    $ 106,809       0.88     0.74     2.85     26

B

    9.41       0.19       (0.33     (0.14     (0.20                 (0.20     9.07       (1.54     813       1.70       1.50       2.09       26  

C

    9.45       0.19       (0.34     (0.15     (0.20                 (0.20     9.10       (1.63     27,452       1.63       1.49       2.10       26  

I

    9.53       0.29       (0.35     (0.06     (0.29                 (0.29     9.18       (0.62     15,495       0.65       0.50       3.09       26  

Y

    9.48       0.29       (0.35     (0.06     (0.29                 (0.29     9.13       (0.64     18,220       0.58       0.49       3.10       26  

 

The accompanying notes are an integral part of these financial statements.

 

 

  263  

 


Hartford Fixed Income Funds

Financial Highlights — (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Municipal Real Return Fund – (continued)              

For the Year Ended October 31, 2014

 

     

A

  $ 9.27     $ 0.27     $ 0.23     $ 0.50     $ (0.27   $     $     $ (0.27   $ 9.50       5.46   $ 115,957       0.90     0.85     2.89     31

B

    9.19       0.20       0.22       0.42       (0.20                 (0.20     9.41       4.62       1,497       1.73       1.60       2.15       31  

C

    9.22       0.20       0.23       0.43       (0.20                 (0.20     9.45       4.71       32,022       1.64       1.60       2.14       31  

I

    9.29       0.29       0.25       0.54       (0.30                 (0.30     9.53       5.82       16,682       0.66       0.60       3.12       31  

Y

    9.25       0.29       0.23       0.52       (0.29                 (0.29     9.48       5.74       20,941       0.60       0.60       3.14       31  

For the Year Ended October 31, 2013

 

     

A

  $ 9.73     $ 0.24     $ (0.46   $ (0.22   $ (0.24   $     $     $ (0.24   $ 9.27       (2.30 )%    $ 124,008       0.88     0.85     2.51     20

B

    9.65       0.17       (0.46     (0.29     (0.17                 (0.17     9.19       (3.05     2,194       1.71       1.60       1.76       20  

C

    9.68       0.17       (0.46     (0.29     (0.17                 (0.17     9.22       (3.05     38,185       1.62       1.60       1.76       20  

I

    9.75       0.26       (0.46     (0.20     (0.26                 (0.26     9.29       (2.05     12,776       0.64       0.60       2.75       20  

Y

    9.70       0.26       (0.44     (0.18     (0.27                 (0.27     9.25       (1.94     22,365       0.58       0.58       2.78       20  
Hartford Municipal Short Duration Fund        

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

     

A

  $ 10.04     $ 0.08     $ (0.14   $ (0.06   $ (0.08   $     $     $ (0.08   $ 9.90       (0.64 )%(5)    $ 8,174       1.21 %(6)      0.62 %(6)      1.54 %(6)      11

C

    10.04       0.07       (0.14     (0.07     (0.07                 (0.07     9.90       (0.69 )(5)      3,513       1.94 (6)      0.72 (6)      1.43 (6)      11  

I

    10.05       0.09       (0.14     (0.05     (0.09                 (0.09     9.91       (0.53 )(5)      6,775       0.92 (6)      0.41 (6)      1.75 (6)      11  

F

    10.05       0.09       (0.15     (0.06     (0.09                 (0.09     9.90       (0.63 )(5)      513       0.91 (6)      0.39 (6)      1.76 (6)      11  

For the Year Ended October 31, 2017

 

     

A

  $ 10.08     $ 0.12     $ (0.04   $ 0.08     $ (0.12   $     $     $ (0.12   $ 10.04       0.81   $ 8,363       1.15     0.67     1.21     20

C

    10.08       0.09       (0.04     0.05       (0.09                 (0.09     10.04       0.54       3,614       1.88       0.95       0.92       20  

I

    10.08       0.14       (0.03     0.11       (0.14                 (0.14     10.05       1.15       7,246       0.87       0.44       1.44       20  

F(7)

    9.96       0.10       0.09       0.19       (0.10                 (0.10     10.05       1.91 (5)      509       0.87 (6)      0.39 (6)      1.53 (6)      20  

For the Year Ended October 31, 2016

 

     

A

  $   10.06     $   0.10     $ 0.02     $ 0.12     $ (0.10   $     $     $ (0.10   $ 10.08       1.15   $ 8,383       1.55     0.70 %(19)      0.95     12

C

    10.05       0.02       0.03       0.05       (0.02                 (0.02     10.08       0.50       4,067       2.29       1.45 (19)      0.20       12  

I

    10.06       0.12       0.02       0.14       (0.12                 (0.12     10.08       1.40       5,915       1.27       0.45 (19)      1.20       12  

For the Period Ended October 31, 2015

 

     

A(15)

  $ 10.00     $ 0.03     $ 0.06     $ 0.09     $ (0.03   $     $     $ (0.03   $   10.06       0.91 %(5)    $ 3,993       1.12     0.69 %(6)      0.75 %(6)      6

C(15)

    10.00             0.05       0.05                               10.05       0.53 (5)      3,137       1.82 (6)      1.44 (6)      (0.02 )(6)      6  

I(15)

    10.00       0.04       0.06       0.10       (0.04                 (0.04     10.06       1.01 (5)      5,106       0.78       0.44 (6)      0.97 (6)      6  
The Hartford Quality Bond Fund              

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

     

A

  $ 9.95     $ 0.10     $   (0.23   $   (0.13   $   (0.11   $   —     $   —     $   (0.11   $ 9.71       (1.32 )%(5)    $ 12,841       0.92 %(6)      0.81 %(6)      2.00 %(6)      38

C

    9.87       0.06       (0.23     (0.17     (0.07                 (0.07     9.63       (1.73 )(5)      2,532       1.74 (6)      1.60 (6)      1.20 (6)      38  

I

    9.95       0.11       (0.24     (0.13     (0.12                 (0.12     9.70       (1.29 )(5)      2,636       0.66 (6)      0.56 (6)      2.21 (6)      38  

R3

    9.93       0.08       (0.23     (0.15     (0.09                 (0.09     9.69       (1.48 )(5)      196       1.26 (6)      1.13 (6)      1.69 (6)      38  

R4

    9.96       0.11       (0.23     (0.12     (0.12                 (0.12     9.72       (1.23 )(5)      11       0.99 (6)      0.63 (6)      2.24 (6)      38  

R5

    9.96       0.11       (0.23     (0.12     (0.12                 (0.12     9.72       (1.20 )(5)      29       0.66 (6)      0.56 (6)      2.28 (6)      38  

Y

    10.04       0.12       (0.23     (0.11     (0.13                 (0.13     9.80       (1.15 )(5)      15       0.61 (6)      0.51 (6)      2.36 (6)      38  

F

    9.96       0.12       (0.23     (0.11     (0.13                 (0.13     9.72       (1.14 )(5)        116,784       0.54 (6)      0.44 (6)      2.38 (6)      38  

 

The accompanying notes are an integral part of these financial statements.

 

 

  264  

 


Hartford Fixed Income Funds

Financial Highlights — (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Quality Bond Fund – (continued)              

For the Year Ended October 31, 2017

 

     

A

  $ 10.34     $ 0.16     $ (0.20   $ (0.04   $ (0.19   $ (0.16   $     $ (0.35   $ 9.95       (0.35 )%    $ 13,410       1.01     0.95     1.59     94

C

    10.26       0.08       (0.20     (0.12     (0.11     (0.16           (0.27     9.87       (1.11     2,558       1.77       1.70       0.82       94  

I

    10.35       0.18       (0.21     (0.03     (0.21     (0.16           (0.37     9.95       (0.20     3,852       0.76       0.70       1.77       94  

R3

    10.32       0.13       (0.20     (0.07     (0.16     (0.16           (0.32     9.93       (0.66     251       1.37       1.25       1.34       94  

R4

    10.35       0.16       (0.20     (0.04     (0.19     (0.16           (0.35     9.96       (0.30     11       1.12       0.91       1.59       94  

R5

    10.35       0.19       (0.20     (0.01     (0.22     (0.16           (0.38     9.96       (0.05     30       0.77       0.65       1.89       94  

Y

    10.36       0.18       (0.18           (0.16     (0.16           (0.32     10.04       0.01       15       0.65       0.60       1.80       94  

F(7)

    9.94       0.14       0.04       0.18       (0.16                 (0.16     9.96       1.80 (5)        116,939       0.66 (6)      0.55 (6)      2.14 (6)      94  

For the Year Ended October 31, 2016

 

     

A

  $ 10.19     $ 0.12     $ 0.24     $ 0.36     $ (0.14   $ (0.07   $     $ (0.21   $ 10.34       3.54   $ 14,294       1.04     0.96 %(20)      1.14     84

C

    10.12       0.04       0.23       0.27       (0.06     (0.07           (0.13     10.26       2.70       3,890       1.78       1.71 (20)      0.40       84  

I

    10.21       0.14       0.24       0.38       (0.17     (0.07           (0.24     10.35       3.73       12,254       0.78       0.71 (20)      1.40       84  

R3

    10.17       0.06       0.31       0.37       (0.15     (0.07           (0.22     10.32       3.66       198       1.38       1.26 (20)      0.57       84  

R4

    10.19       0.08       0.33       0.41       (0.18     (0.07           (0.25     10.35       4.08       24       1.07       0.96 (20)      0.75       84  

R5

    10.21       0.11       0.33       0.44       (0.23     (0.07           (0.30     10.35       4.37       45       0.77       0.66 (20)      1.05       84  

Y

    10.21       0.16       0.24       0.40       (0.18     (0.07           (0.25     10.36       3.90       93,809       0.67       0.61 (20)      1.53       84  

For the Year Ended October 31, 2015

 

     

A

  $ 10.19     $ 0.04     $ 0.16     $ 0.20     $ (0.05   $ (0.15   $     $ (0.20   $ 10.19       2.01   $ 11,513       1.18     0.90     0.43     20

C

    10.15       (0.03     0.16       0.13       (0.01     (0.15           (0.16     10.12       1.28       2,453       1.93       1.64       (0.31     20  

I

    10.20       0.07       0.17       0.24       (0.08     (0.15           (0.23     10.21       2.37       2,283       0.89       0.61       0.71       20  

R3

    10.17       0.01       0.16       0.17       (0.02     (0.15           (0.17     10.17       1.69       2,082       1.58       1.25       0.07       20  

R4

    10.19       0.04       0.16       0.20       (0.05     (0.15           (0.20     10.19       1.95       2,100       1.28       0.95       0.37       20  

R5

    10.20       0.07       0.16       0.23       (0.07     (0.15           (0.22     10.21       2.32       2,119       0.98       0.65       0.67       20  

Y

    10.20       0.07       0.17       0.24       (0.08     (0.15           (0.23     10.21       2.36       9,547       0.89       0.60       0.72       20  

For the Year Ended October 31, 2014

 

     

A

  $ 9.82     $ 0.05     $ 0.39     $ 0.44     $ (0.07   $     $     $ (0.07   $ 10.19       4.48   $ 8,568       1.26     0.86     0.52     27

C

    9.79       (0.02     0.39       0.37       (0.01                 (0.01     10.15       3.75       1,882       2.01       1.61       (0.22     27  

I

    9.82       0.08       0.39       0.47       (0.09                 (0.09     10.20       4.83       2,119       0.98       0.58       0.81       27  

R3

    9.80       0.02       0.39       0.41       (0.04                 (0.04     10.17       4.17       2,048       1.68       1.23       0.17       27  

R4

    9.81       0.05       0.39       0.44       (0.06                 (0.06     10.19       4.53       2,060       1.38       0.93       0.47       27  

R5

    9.82       0.08       0.39       0.47       (0.09     (0.00           (0.09       10.20       4.79       2,072       1.08       0.63       0.77       27  

Y

    9.82       0.08       0.39       0.47       (0.09     (0.00           (0.09     10.20       4.84       9,333       0.98       0.58       0.82       27  

For the Year Ended October 31, 2013(21)

 

     

A(21)

  $   10.00     $ 0.05     $ (0.18   $ (0.13   $ (0.05   $     $   —     $   (0.05   $ 9.82       (1.29 )%(5)    $ 6,849       1.28 %(6)      0.81 %(6)      0.52 %(6)      83 %(5) 

C(21)

    10.00         (0.02       (0.18       (0.20     (0.01                 (0.01     9.79       (1.99 )(5)      2,239       2.03 (6)      1.56 (6)      (0.23 )(6)      83 (5) 

I(21)

    10.00       0.07       (0.18     (0.11     (0.07                 (0.07     9.82       (1.14 )(5)      2,036       1.03 (6)      0.55 (6)      0.76 (6)      83 (5) 

R3(21)

    10.00       0.01       (0.18     (0.17     (0.03                 (0.03     9.80       (1.69 )(5)      1,966       1.72 (6)      1.20 (6)      0.12 (6)      83 (5) 

R4(21)

    10.00       0.04       (0.18     (0.14     (0.05                 (0.05     9.81       (1.43 )(5)      1,972       1.42 (6)      0.90 (6)      0.41 (6)      83 (5) 

R5(21)

    10.00       0.07       (0.19     (0.12       (0.06       (0.00           (0.06     9.82       (1.16 )(5)      1,977       1.12 (6)      0.60 (6)      0.71 (6)      83 (5) 

Y(21)

    10.00       0.07       (0.18     (0.11     (0.07     (0.00           (0.07     9.82       (1.13 )(5)      8,902       1.02 (6)      0.55 (6)      0.76 (6)      83 (5) 

 

The accompanying notes are an integral part of these financial statements.

 

 

  265  

 


Hartford Fixed Income Funds

Financial Highlights — (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Short Duration Fund              

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

     

A

  $ 9.87     $ 0.11     $ (0.13   $   (0.02   $ (0.11   $     $     $ (0.11   $ 9.74       (0.18 )%(5)    $ 492,909       0.90 %(6)      0.85 %(6)      2.27 %(6)      17

C

    9.87       0.07       (0.13     (0.06     (0.08                 (0.08     9.73       (0.66 )(5)      92,659       1.61 (6)      1.60 (6)      1.52 (6)      17  

I

    9.89       0.12       (0.13     (0.01     (0.13                 (0.13     9.75       (0.14 )(5)      174,921       0.56 (6)      0.56 (6)      2.56 (6)      17  

R3

    9.84       0.10       (0.13     (0.03     (0.10                 (0.10     9.71       (0.26 )(5)      949       1.21 (6)      1.00 (6)      2.13 (6)      17  

R4

    9.85       0.11       (0.13     (0.02     (0.11                 (0.11     9.72       (0.19 )(5)      629       0.91 (6)      0.85 (6)      2.28 (6)      17  

R5

    9.86       0.13       (0.13           (0.13                 (0.13     9.73       (0.04 )(5)      1,532       0.61 (6)      0.55 (6)      2.59 (6)      17  

Y

    9.84       0.13       (0.13           (0.13                 (0.13     9.71       (0.02 )(5)      9,757       0.52 (6)      0.52 (6)      2.62 (6)      17  

F

    9.89       0.13       (0.13           (0.13                 (0.13     9.76       (5)      119,794       0.49 (6)      0.49 (6)      2.64 (6)      17  

For the Year Ended October 31, 2017

 

     

A

  $ 9.88     $ 0.20     $ (0.01   $ 0.19     $ (0.20   $     $     $ (0.20   $ 9.87       1.94   $ 523,916       0.86     0.84     2.02     42

C

    9.88       0.13       (0.01     0.12       (0.13                 (0.13     9.87       1.20       103,013       1.58       1.57       1.29       42  

I

    9.90       0.23       (0.01     0.22       (0.23                 (0.23     9.89       2.21       185,948       0.58       0.58       2.29       42  

R3

    9.86       0.17       (0.02     0.15       (0.17                 (0.17     9.84       1.58       1,175       1.22       1.09       1.77       42  

R4

    9.87       0.20       (0.02     0.18       (0.20                 (0.20     9.85       1.83       626       0.92       0.85       2.01       42  

R5

    9.86       0.23             0.23       (0.23                 (0.23     9.86       2.33       807       0.60       0.55       2.33       42  

Y

    9.86       0.23       (0.02     0.21       (0.23                 (0.23     9.84       2.17       5,549       0.50       0.50       2.32       42  

F(7)

    9.88       0.16       0.01       0.17       (0.16                 (0.16     9.89       1.73 (5)      103,896       0.49 (6)      0.49 (6)      2.45 (6)      42  

For the Year Ended October 31, 2016

 

     

A

  $ 9.80     $ 0.17     $ 0.08     $ 0.25     $ (0.17   $     $     $ (0.17   $ 9.88       2.56   $ 530,178       0.90     0.86 %(22)      1.69     41

B

    9.85       0.16       0.10       0.26       (0.17                 (0.17     9.94       2.66       2,393       1.04       0.86 (22)      1.67       41  

C

    9.80       0.09       0.09       0.18       (0.10                 (0.10     9.88       1.80       125,548       1.61       1.61 (22)      0.94       41  

I

    9.82       0.19       0.09       0.28       (0.20                 (0.20     9.90       2.86       189,645       0.57       0.57 (22)      1.98       41  

R3

    9.78       0.14       0.08       0.22       (0.14                 (0.14     9.86       2.26       1,167       1.24       1.16 (22)      1.38       41  

R4

    9.79       0.17       0.08       0.25       (0.17                 (0.17     9.87       2.56       661       0.94       0.86 (22)      1.68       41  

R5

    9.78       0.20       0.08       0.28       (0.20                 (0.20     9.86       2.87       209       0.63       0.56 (22)      2.02       41  

Y

    9.78       0.20       0.08       0.28       (0.20                 (0.20     9.86       2.92       45,768       0.51       0.51 (22)      2.05       41  

For the Year Ended October 31, 2015

 

     

A

  $ 9.91     $ 0.15     $ (0.07   $ 0.08     $ (0.16   $ (0.03   $     $ (0.19   $ 9.80       0.80   $ 469,337       0.90     0.85     1.51     31

B

    9.96       0.16       (0.08     0.08       (0.16     (0.03           (0.19     9.85       0.80       4,450       1.03       0.85       1.56       31  

C

    9.91       0.08       (0.07     0.01       (0.09     (0.03           (0.12     9.80       0.05       120,116       1.60       1.60       0.81       31  

I

    9.93       0.19       (0.08     0.11       (0.19     (0.03           (0.22     9.82       1.11       126,578       0.54       0.54       1.87       31  

R3

    9.88       0.12       (0.06     0.06       (0.13     (0.03           (0.16     9.78       0.60       1,084       1.23       1.15       1.26       31  

R4

    9.89       0.15       (0.06     0.09       (0.16     (0.03           (0.19     9.79       0.90       677       0.92       0.85       1.56       31  

R5

    9.89       0.18       (0.07     0.11       (0.19     (0.03           (0.22     9.78       1.10       111       0.62       0.55       1.86       31  

Y

    9.88       0.19       (0.06     0.13       (0.20     (0.03           (0.23     9.78       1.25       8,412       0.51       0.51       1.91       31  

For the Year Ended October 31, 2014

 

     

A

  $ 9.98     $ 0.15     $ (0.03   $ 0.12     $ (0.15   $ (0.04   $     $ (0.19   $ 9.91       1.23   $ 469,415       0.91     0.85     1.50     50

B

      10.02         0.15         (0.02       0.13       (0.15     (0.04           (0.19     9.96       1.33       6,510       1.01       0.85       1.51       50  

C

    9.98       0.08       (0.03     0.05       (0.08     (0.04           (0.12     9.91       0.48       128,158       1.60       1.60       0.76       50  

I

    10.00       0.18       (0.03     0.15       (0.18     (0.04           (0.22     9.93       1.52         208,183       0.55       0.55       1.79       50  

R3

    9.96       0.12       (0.04     0.08       (0.12     (0.04           (0.16     9.88       0.84       879       1.23       1.15       1.20       50  

R4

    9.97       0.15       (0.04     0.11       (0.15     (0.04           (0.19     9.89       1.14       997       0.92       0.85       1.50       50  

R5

    9.96       0.18       (0.03     0.15         (0.18       (0.04       —         (0.22       9.89       1.54       109       0.61       0.55       1.80       50  

Y

    9.96       0.18       (0.03     0.15       (0.19     (0.04           (0.23     9.88       1.49       5,134       0.50       0.50       1.83       50  

 

The accompanying notes are an integral part of these financial statements.

 

 

  266  

 


Hartford Fixed Income Funds

Financial Highlights — (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Short Duration Fund – (continued)              

For the Year Ended October 31, 2013

 

     

A

  $   10.05     $   0.17     $   (0.05   $   0.12     $   (0.17   $   (0.02   $   —     $   (0.19   $ 9.98       1.20   $   451,357       0.88     0.85     1.66     51

B

    10.05       0.17       (0.01     0.16       (0.17     (0.02           (0.19       10.02       1.60       9,589       0.99       0.85       1.67       51  

C

    10.05       0.09       (0.05     0.04       (0.09     (0.02           (0.11     9.98       0.44       133,623       1.60       1.60       0.93       51  

I

    10.07       0.20       (0.05     0.15       (0.20     (0.02           (0.22     10.00       1.48       105,812       0.57       0.57       1.96       51  

R3

    10.03       0.13       (0.04     0.09       (0.14     (0.02           (0.16     9.96       0.90       527       1.23       1.15       1.35       51  

R4

    10.04       0.17       (0.05     0.12       (0.17     (0.02           (0.19     9.97       1.20       928       0.92       0.85       1.69       51  

R5

    10.03       0.20       (0.05     0.15       (0.20     (0.02           (0.22     9.96       1.51       112       0.61       0.55       1.98       51  

Y

    10.03       0.20       (0.05     0.15       (0.20     (0.02           (0.22     9.96       1.55       3,002       0.51       0.51       2.03       51  
The Hartford Strategic Income Fund              

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

     

A

  $ 9.00     $ 0.17     $ (0.15   $ 0.02     $ (0.37   $     $     $ (0.37   $ 8.65       0.22 %(5)    $ 157,139       1.05 %(6)      0.95 %(6)      3.80 %(6)      36

C

    9.03       0.13       (0.15       (0.02     (0.33                 (0.33     8.68       (0.19 )(5)      68,707       1.77 (6)      1.70 (6)      3.05 (6)      36  

I

    9.03       0.18       (0.15     0.03       (0.38                 (0.38     8.68       0.34 (5)      80,546       0.75 (6)      0.70 (6)      4.05 (6)      36  

R3

    8.98       0.15       (0.14     0.01       (0.36                 (0.36     8.63       0.05 (5)      305       1.37 (6)      1.25 (6)      3.50 (6)      36  

R4

    8.99       0.17       (0.15     0.02       (0.37                 (0.37     8.64       0.20 (5)      512       1.07 (6)      0.95 (6)      3.79 (6)      36  

R5

    8.99       0.18       (0.15     0.03       (0.38                 (0.38     8.64       0.37 (5)      1,318       0.76 (6)      0.65 (6)      4.10 (6)      36  

R6

    8.99       0.18       (0.14     0.04       (0.39                 (0.39     8.64       0.40 (5)      12       0.65 (6)      0.60 (6)      4.13 (6)      36  

Y

    8.99       0.18       (0.14     0.04       (0.39                 (0.39     8.64       0.43 (5)      2,007       0.70 (6)      0.60 (6)      4.17 (6)      36  

F

    9.02       0.18       (0.14     0.04       (0.39                 (0.39     8.67       0.39 (5)      156,539       0.65 (6)      0.60 (6)      4.15 (6)      36  

For the Year Ended October 31, 2017

 

     

A

  $ 8.76     $ 0.36     $ 0.26     $ 0.62     $ (0.38   $     $     $ (0.38   $ 9.00       7.26   $ 161,969       1.03     0.95     4.02     82

C

    8.79       0.29       0.26       0.55       (0.31                 (0.31     9.03       6.38       74,017       1.74       1.70       3.29       82  

I

    8.79       0.37       0.27       0.64       (0.40                 (0.40     9.03       7.51       83,345       0.76       0.70       4.11       82  

R3

    8.75       0.33       0.25       0.58       (0.35                 (0.35     8.98       6.83       329       1.45       1.25       3.70       82  

R4

    8.76       0.35       0.26       0.61       (0.38                 (0.38     8.99       7.13       748       1.08       0.95       4.00       82  

R5

    8.76       0.38       0.26       0.64       (0.41                 (0.41     8.99       7.48       1,467       0.75       0.65       4.25       82  

R6

    8.75       0.39       0.26       0.65       (0.41                 (0.41     8.99       7.66       11       0.70       0.60       4.41       82  

Y

    8.75       0.42       0.23       0.65       (0.41                 (0.41     8.99       7.67       657       0.64       0.60       4.79       82  

F(7)

    8.79       0.25       0.20       0.45       (0.22                 (0.22     9.02       5.21 (5)      180,163       0.64 (6)      0.60 (6)      4.08 (6)      82  

For the Year Ended October 31, 2016

 

     

A

  $ 8.53     $ 0.39     $ 0.19     $ 0.58     $ (0.35   $     $     $ (0.35   $ 8.76       7.02   $ 120,051       1.05     0.96 %(23)      4.54     55

B

    8.53       0.37       0.21       0.58       (0.33                 (0.33     8.78       6.98       2,205       1.27       1.11 (23)      4.37       55  

C

    8.55       0.32       0.20       0.52       (0.28                 (0.28     8.79       6.27       74,607       1.75       1.71 (23)      3.78       55  

I

    8.55       0.41       0.21       0.62       (0.38                 (0.38     8.79       7.29       31,317       0.75       0.71 (23)      4.79       55  

R3

    8.51       0.36       0.20       0.56       (0.32                 (0.32     8.75       6.81       267       1.42       1.26 (23)      4.23       55  

R4

    8.52       0.39       0.20       0.59       (0.35                 (0.35     8.76       7.15       224       1.08       0.96 (23)      4.55       55  

R5

    8.52       0.42       0.20       0.62       (0.38                 (0.38     8.76       7.49       413       0.76       0.66 (23)      4.87       55  

R6

    8.52       0.42       0.19       0.61       (0.38                 (0.38     8.75       7.43       11       0.65       0.61 (23)      4.88       55  

Y

    8.52       0.42       0.19       0.61       (0.38                 (0.38     8.75       7.43       164,098       0.65       0.61 (23)      4.89       55  

 

The accompanying notes are an integral part of these financial statements.

 

 

  267  

 


Hartford Fixed Income Funds

Financial Highlights — (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Strategic Income Fund – (continued)              

For the Year Ended October 31, 2015

 

     

A

  $ 9.30     $ 0.37     $ (0.57   $ (0.20   $ (0.37   $ (0.20   $     $ (0.57   $ 8.53       (2.23 )%    $ 123,510       1.03     0.95     4.23     66

B

    9.30       0.32       (0.59     (0.27     (0.30     (0.20           (0.50     8.53       (3.00     4,019       1.85       1.70       3.60       66  

C

    9.32       0.32       (0.59     (0.27     (0.30     (0.20           (0.50     8.55       (2.97     86,887       1.74       1.70       3.61       66  

I

    9.33       0.41       (0.60     (0.19     (0.39     (0.20           (0.59     8.55       (1.97     29,189       0.73       0.70       4.61       66  

R3

    9.29       0.35       (0.59     (0.24     (0.34     (0.20           (0.54     8.51       (2.64     314       1.41       1.25       4.04       66  

R4

    9.30       0.38       (0.59     (0.21     (0.37     (0.20           (0.57     8.52       (2.34     175       1.08       0.95       4.37       66  

R5

    9.30       0.41       (0.60     (0.19     (0.39     (0.20           (0.59     8.52       (2.05     306       0.75       0.65       4.70       66  

R6(24)

    9.27       0.41       (0.56     (0.15     (0.40     (0.20           (0.60     8.52       (1.66 )(5)      10       0.69 (6)      0.59 (6)      4.78 (6)      66  

Y

    9.30       0.41       (0.59     (0.18     (0.40     (0.20           (0.60     8.52       (1.99     111,277       0.64       0.60       4.70       66  

For the Year Ended October 31, 2014

 

     

A

  $ 9.21     $ 0.36     $ 0.10     $ 0.46     $ (0.37   $     $     $ (0.37   $ 9.30       5.06   $ 144,172       1.01     0.95     3.82     71

B

    9.21       0.29       0.10       0.39       (0.30                 (0.30     9.30       4.25       6,367       1.82       1.70       3.10       71  

C

    9.23       0.29       0.10       0.39       (0.30                 (0.30     9.32       4.26       109,960       1.72       1.69       3.08       71  

I

    9.24       0.38       0.10       0.48       (0.39                 (0.39     9.33       5.32       48,809       0.71       0.68       4.09       71  

R3

    9.21       0.33       0.09       0.42       (0.34                 (0.34     9.29       4.64       213       1.40       1.25       3.54       71  

R4

    9.21       0.36       0.10       0.46       (0.37                 (0.37     9.30       5.06       131       1.05       0.95       3.83       71  

R5

    9.21       0.38       0.11       0.49       (0.40                 (0.40     9.30       5.38       120       0.73       0.65       4.10       71  

Y

    9.20       0.39       0.11       0.50       (0.40                 (0.40     9.30       5.55       113,356       0.63       0.60       4.25       71  

For the Year Ended October 31, 2013

 

     

A

  $ 9.70     $ 0.36     $ (0.21   $ 0.15     $ (0.36   $ (0.28   $     $ (0.64   $ 9.21       1.67   $ 160,916       0.99     0.95     3.93     55

B

    9.70       0.29       (0.21     0.08       (0.29     (0.28           (0.57     9.21       0.91       9,233       1.79       1.70       3.09       55  

C

    9.72       0.29       (0.21     0.08       (0.29     (0.28           (0.57     9.23       0.90       129,507       1.69       1.68       3.07       55  

I

    9.73       0.37       (0.19     0.18       (0.39     (0.28           (0.67     9.24       1.93       50,963       0.70       0.69       4.00       55  

R3

    9.70       0.35       (0.22     0.13       (0.34     (0.28           (0.62     9.21       1.40       242       1.39       1.25       3.74       55  

R4

    9.70       0.36       (0.21     0.15       (0.36     (0.28           (0.64     9.21       1.68       143       1.03       0.95       3.91       55  

R5

    9.70       0.39       (0.21     0.18         (0.39       (0.28       —         (0.67     9.21       1.98       114       0.71       0.65       4.20       55  

Y

    9.69       0.40       (0.21     0.19       (0.40     (0.28           (0.68     9.20       2.04       214,550       0.61       0.60       4.30       55  
The Hartford Total Return Bond Fund              

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

     

A

  $   10.44     $   0.13     $   (0.29   $   (0.16   $ (0.18   $     $     $ (0.18   $   10.10       (1.59 )%(5)    $   773,356       0.83 %(6)      0.83 %(6)      2.61 %(6)      37

C

    10.46       0.09       (0.30     (0.21     (0.09                 (0.09     10.16       (1.98 )(5)      53,566       1.64 (6)      1.63 (6)      1.80 (6)      37  

I

    10.45       0.15       (0.29     (0.14     (0.17                 (0.17     10.14       (1.38 )(5)      42,664       0.53 (6)      0.53 (6)      2.91 (6)      37  

R3

    10.64       0.12       (0.31     (0.19     (0.12                 (0.12     10.33       (1.79 )(5)      5,449       1.16 (6)      1.15 (6)      2.28 (6)      37  

R4

    10.62       0.13       (0.30     (0.17     (0.17                 (0.17     10.28       (1.59 )(5)      12,221       0.85 (6)      0.85 (6)      2.57 (6)      37  

R5

    10.62       0.15       (0.30     (0.15     (0.22                 (0.22     10.25       (1.44 )(5)      1,497       0.56 (6)      0.56 (6)      2.88 (6)      37  

R6

    10.61       0.15       (0.29     (0.14     (0.24                 (0.24     10.23       (1.37 )(5)      1,348       0.44 (6)      0.44 (6)      3.00 (6)      37  

Y

    10.61       0.15       (0.30     (0.15     (0.23                 (0.23     10.23       (1.43 )(5)      448,826       0.48 (6)      0.48 (6)      2.95 (6)      37  

F

    10.46       0.15       (0.30     (0.15     (0.23                 (0.23     10.08       (1.41 )(5)      977,479       0.44 (6)      0.44 (6)      3.00 (6)      37  

 

The accompanying notes are an integral part of these financial statements.

 

 

  268  

 


Hartford Fixed Income Funds

Financial Highlights — (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Total Return Bond Fund – (continued)              

For the Year Ended October 31, 2017

 

     

A

  $ 10.48     $ 0.26     $ (0.04   $ 0.22     $ (0.26   $     $     $ (0.26   $ 10.44       2.19   $ 772,486       0.84     0.84     2.55     56

C

    10.50       0.19       (0.04     0.15       (0.19                 (0.19     10.46       1.43       59,204       1.58       1.58       1.82       56  

I

    10.49       0.29       (0.04     0.25       (0.29                 (0.29     10.45       2.41       35,182       0.77       0.62       2.78       56  

R3

    10.68       0.23       (0.04     0.19       (0.23                 (0.23     10.64       1.86       5,851       1.17       1.17       2.22       56  

R4

    10.66       0.27       (0.04     0.23       (0.27                 (0.27     10.62       2.18       14,290       0.85       0.85       2.54       56  

R5

    10.65       0.30       (0.03     0.27       (0.30                 (0.30     10.62       2.48       1,548       0.55       0.55       2.84       56  

R6

    10.64       0.30       (0.02     0.28       (0.31                 (0.31     10.61       2.69       1,092       0.45       0.44       2.87       56  

Y

    10.65       0.31       (0.04     0.27       (0.31                 (0.31     10.61       2.57       438,589       0.46       0.46       2.96       56  

F(7)

    10.32       0.20       0.14       0.34       (0.20                 (0.20     10.46       3.36 (5)      937,170       0.44 (6)      0.44 (6)      2.88 (6)      56  

For the Year Ended October 31, 2016

 

     

A

  $ 10.28     $ 0.28     $ 0.22     $ 0.50     $ (0.25   $ (0.02   $ (0.03   $ (0.30   $ 10.48       4.77   $ 782,964       0.87     0.87 %(25)      2.68     41

B

    10.20       0.20       0.21       0.41       (0.18     (0.02     (0.02     (0.22     10.39       4.09       4,406       1.89       1.63 (25)      1.92       41  

C

    10.30       0.20       0.22       0.42       (0.18     (0.02     (0.02     (0.22     10.50       4.10       73,841       1.60       1.60 (25)      1.95       41  

I

    10.30       0.30       0.22       0.52       (0.28     (0.02     (0.03     (0.33     10.49       5.08       115,889       0.61       0.61 (25)      2.86       41  

R3

    10.48       0.25       0.22       0.47       (0.23     (0.02     (0.02     (0.27     10.68       4.51       5,943       1.18       1.18 (25)      2.37       41  

R4

    10.46       0.28       0.22       0.50       (0.25     (0.02     (0.03     (0.30     10.66       4.85       15,348       0.86       0.86 (25)      2.69       41  

R5

    10.46       0.32       0.20       0.52       (0.28     (0.02     (0.03     (0.33     10.65       5.16       1,473       0.56       0.56 (25)      3.00       41  

R6

    10.45       0.32       0.21       0.53       (0.29     (0.02       (0.03       (0.34       10.64       5.15       11       0.45       0.45 (25)      3.07       41  

Y

    10.45       0.33       0.21       0.54       (0.29     (0.02     (0.03     (0.34     10.65       5.27         1,031,478       0.45       0.45 (25)      3.10       41  

For the Year Ended October 31, 2015

 

     

A

  $   10.71     $   0.23     $   (0.21   $ 0.02     $ (0.22   $ (0.23   $     $ (0.45   $ 10.28       0.35   $ 672,638       0.87     0.87     2.20     57

B

    10.63       0.15       (0.20       (0.05     (0.15     (0.23           (0.38     10.20       (0.50     10,528       1.86       1.62       1.43       57  

C

    10.72       0.16       (0.20     (0.04     (0.15     (0.23           (0.38     10.30       (0.38     67,147       1.59       1.59       1.50       57  

I

    10.72       0.27       (0.20     0.07       (0.26     (0.23           (0.49     10.30       0.67       23,201       0.56       0.56       2.60       57  

R3

    10.90       0.21       (0.21           (0.19     (0.23           (0.42     10.48       0.07       6,198       1.16       1.16       1.93       57  

R4

    10.88       0.24       (0.20     0.04       (0.23     (0.23           (0.46     10.46       0.39       15,610       0.84       0.84       2.25       57  

R5

    10.88       0.27       (0.20     0.07         (0.26       (0.23           (0.49     10.46       0.68       1,423       0.55       0.55       2.57       57  

R6(24)

    10.87       0.27       (0.20     0.07       (0.26     (0.23           (0.49     10.45       0.65 (5)      10       0.50 (6)      0.50 (6)      2.61 (6)      57  

Y

    10.87       0.28       (0.20     0.08       (0.27     (0.23           (0.50     10.45       0.79       1,103,177       0.44       0.44       2.67       57  

For the Year Ended October 31, 2014

 

     

A

  $ 10.48     $ 0.24     $ 0.22     $ 0.46     $ (0.23   $     $     $ (0.23   $ 10.71       4.46   $ 602,306       1.00     0.91     2.26     84

B

    10.40       0.16       0.22       0.38       (0.15                 (0.15     10.63       3.72       19,329       1.93       1.65       1.52       84  

C

    10.49       0.16       0.22       0.38       (0.15                 (0.15     10.72       3.68       70,539       1.72       1.65       1.51       84  

I

    10.49       0.27       0.22       0.49       (0.26                 (0.26     10.72       4.75       11,737       0.67       0.62       2.51       84  

R3

    10.66       0.21       0.23       0.44       (0.20                 (0.20     10.90       4.16       6,868       1.28       1.21       1.96       84  

R4

    10.64       0.24       0.23       0.47       (0.23                 (0.23     10.88       4.48       16,342       0.96       0.90       2.26       84  

R5

    10.64       0.27       0.24       0.51       (0.27                 (0.27     10.88       4.79       978       0.67       0.60       2.55       84  

Y

    10.63       0.29       0.22       0.51       (0.27                 (0.27     10.87       4.89       1,003,275       0.56       0.51       2.66       84  

 

The accompanying notes are an integral part of these financial statements.

 

 

  269  

 


Hartford Fixed Income Funds

Financial Highlights — (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Total Return Bond Fund – (continued)              

For the Year Ended October 31, 2013

 

     

A

  $ 11.16     $ 0.23     $ (0.32   $   (0.09   $   (0.26   $   (0.33   $     $ (0.59   $ 10.48       (0.83 )%    $ 586,762       0.99     0.95     2.15     106

B

    11.08       0.15       (0.32     (0.17     (0.18     (0.33           (0.51     10.40       (1.58     31,258       1.88       1.70       1.39       106  

C

    11.18       0.15       (0.33     (0.18     (0.18     (0.33           (0.51     10.49       (1.66     78,034       1.70       1.70       1.40       106  

I

    11.17       0.26       (0.32     (0.06     (0.29     (0.33           (0.62     10.49       (0.55     6,771       0.68       0.68       2.42       106  

R3

    11.35       0.20       (0.33     (0.13     (0.23     (0.33           (0.56     10.66       (1.21     7,655       1.28       1.25       1.85       106  

R4

    11.33       0.23       (0.33     (0.10     (0.26     (0.33           (0.59     10.64       (0.92     15,725       0.96       0.95       2.15       106  

R5

    11.33       0.26       (0.33     (0.07     (0.29     (0.33           (0.62     10.64       (0.61     664       0.67       0.65       2.44       106  

Y

    11.32       0.28       (0.34     (0.06     (0.30     (0.33           (0.63     10.63       (0.52     883,706       0.55       0.55       2.55       106  
The Hartford World Bond Fund              

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

     

A

  $   10.45     $   0.05     $ 0.02     $ 0.07     $     $     $     $     $ 10.52       0.67 %(5)    $ 331,080       1.05 %(6)      1.04 %(6)      0.88 %(6)      48

C

    10.31       0.01       0.02       0.03                               10.34       0.29 (5)      88,582       1.78 (6)      1.78 (6)      0.14 (6)      48  

I

    10.50       0.06       0.03       0.09                               10.59       0.87 (5)      1,762,986       0.77 (6)      0.77 (6)      1.16 (6)      48  

R3

    10.41       0.03       0.03       0.06                               10.47       0.58 (5)      1,142       1.39 (6)      1.35 (6)      0.55 (6)      48  

R4

    10.46       0.04       0.03       0.07                               10.53       0.67 (5)      480       1.09 (6)      1.06 (6)      0.85 (6)      48  

R5

    10.51       0.06       0.02       0.08                               10.59       0.78 (5)      2,662       0.79 (6)      0.76 (6)      1.17 (6)      48  

R6

    10.53       0.07       0.02       0.09                               10.62       0.88 (5)      4,261       0.67 (6)      0.67 (6)      1.31 (6)      48  

Y

    10.53       0.06       0.02       0.08                               10.61       0.87 (5)      518,657       0.71 (6)      0.69 (6)      1.23 (6)      48  

F

    10.51       0.07       0.02       0.09                               10.60       0.88 (5)      1,374,394       0.67 (6)      0.67 (6)      1.26 (6)      48  

For the Year Ended October 31, 2017

 

     

A

  $ 10.36     $ 0.11     $   (0.02 )(17)    $ 0.09     $     $     $     $     $ 10.45       0.87   $ 331,084       1.08     1.05     1.02     100

C

    10.29       0.03       (0.01 )(17)      0.02                               10.31       0.19       101,882       1.78       1.78       0.30       100  

I

    10.39       0.13       (0.02 )(17)      0.11                               10.50       1.16       1,880,345       0.85       0.80       1.26       100  

R3

    10.35       0.07       (0.01 )(17)      0.06                               10.41       0.58       2,139       1.40       1.35       0.70       100  

R4

    10.37       0.11       (0.02 )(17)      0.09                               10.46       0.87       664       1.10       1.05       1.03       100  

R5

    10.38       0.13             0.13                               10.51       1.25       2,087       0.79       0.75       1.27       100  

R6

    10.40       0.14       (0.01 )(17)      0.13                               10.53       1.25       1,176       0.71       0.69       1.36       100  

Y

    10.40       0.14       (0.01 )(17)      0.13                               10.53       1.25       490,321       0.70       0.70       1.37       100  

F(7)

    10.32       0.08       0.11       0.19                               10.51       1.84 (5)      1,235,664       0.68 (6)      0.68 (6)      1.14 (6)      100  

For the Year Ended October 31, 2016

 

     

A

  $ 10.47     $ 0.11     $ 0.07     $ 0.18     $     $ (0.26   $   (0.03   $   (0.29   $   10.36       1.78   $ 481,126       1.13     1.07 %(26)      1.12     122

C

    10.46       0.04       0.06       0.10             (0.26     (0.01     (0.27     10.29       0.95       155,828       1.79       1.79 (26)      0.40       122  

I

    10.49       0.14       0.06       0.20             (0.26     (0.04     (0.30     10.39       1.91         2,407,302       0.81       0.81 (26)      1.39       122  

R3

    10.48       0.09       0.06       0.15             (0.26     (0.02     (0.28     10.35       1.48       1,882       1.41       1.37 (26)      0.85       122  

R4

    10.48       0.11       0.07       0.18             (0.26     (0.03     (0.29     10.37       1.79       1,228       1.10       1.07 (26)      1.11       122  

R5

    10.48       0.15       0.06       0.21             (0.26     (0.05     (0.31     10.38       2.02       1,137       0.83       0.77 (26)      1.46       122  

R6

    10.49       0.16       0.06       0.22             (0.26     (0.05     (0.31     10.40       2.14       790       0.74       0.72 (26)      1.52       122  

Y

    10.49       0.15       0.07       0.22             (0.26     (0.05     (0.31     10.40       2.15       568,934       0.69       0.69 (26)      1.50       122  

 

The accompanying notes are an integral part of these financial statements.

 

 

  270  

 


Hartford Fixed Income Funds

Financial Highlights — (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —        

Class

  Net Asset
Value at
Beginning
of Period
    Net
Invest-
ment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain
(Loss)
on
Invest-
ments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Invest-
ment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distri-
butions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford World Bond Fund – (continued)              

For the Year Ended October 31, 2015

 

     

A

  $   10.76     $   0.09     $     $   0.09     $ (0.38   $     $     $ (0.38   $ 10.47       0.82   $ 624,111       1.08     1.05     0.84     99

C

    10.74       0.01         0.01 (17)      0.02       (0.30                 (0.30     10.46       0.17       175,560       1.77       1.77       0.13       99  

I

    10.77       0.12             0.12       (0.40                 (0.40     10.49       1.16       2,283,590       0.77       0.77       1.13       99  

R3

    10.77       0.06         (0.01     0.05       (0.34                 (0.34     10.48       0.48       810       1.39       1.35       0.55       99  

R4

    10.78       0.10       (0.02     0.08       (0.38                 (0.38     10.48       0.71       4,850       1.08       1.05       0.98       99  

R5

    10.76       0.12             0.12         (0.40                 (0.40     10.48       1.19       297       0.83       0.75       1.17       99  

R6(24)

    10.78       0.14       (0.02     0.12       (0.41                 (0.41     10.49       1.18 (5)      188       0.74 (6)      0.70 (6)      1.32 (6)      99  

Y

    10.77       0.13             0.13       (0.41                 (0.41     10.49       1.27       634,789       0.67       0.67       1.24       99  

For the Year Ended October 31, 2014

 

     

A

  $ 10.63     $ 0.12     $ 0.17     $ 0.29     $ (0.13   $   (0.03   $   —     $   (0.16   $   10.76       2.74   $ 422,689       1.02     0.99     1.15     140

C

    10.61       0.04       0.17       0.21       (0.05     (0.03           (0.08     10.74       2.00       179,147       1.76       1.73       0.41       140  

I

    10.64       0.15       0.17       0.32       (0.16     (0.03           (0.19     10.77       3.03         1,966,455       0.76       0.74       1.40       140  

R3

    10.64       0.09       0.17       0.26       (0.10     (0.03           (0.13     10.77       2.42       759       1.39       1.32       0.82       140  

R4

    10.64       0.12       0.18       0.30       (0.13     (0.03           (0.16     10.78       2.80       725       1.07       1.02       1.12       140  

R5

    10.63       0.15       0.17       0.32       (0.16     (0.03           (0.19     10.76       3.03       226       0.79       0.70       1.42       140  

Y

    10.64       0.16       0.17       0.33       (0.17     (0.03           (0.20     10.77       3.11       517,167       0.67       0.64       1.50       140  

For the Year Ended October 31, 2013

 

     

A

  $ 10.77     $ 0.10     $ 0.06     $ 0.16     $ (0.18   $ (0.12   $     $ (0.30   $ 10.63       1.47   $ 481,684       1.03     0.93     0.95     129

C

    10.76       0.02       0.05       0.07       (0.10     (0.12           (0.22     10.61       0.67       177,802       1.77       1.67       0.21       129  

I

    10.78       0.13       0.05       0.18       (0.20     (0.12           (0.32     10.64       1.71       891,048       0.79       0.69       1.19       129  

R3

    10.78       0.06       0.05       0.11       (0.13     (0.12           (0.25     10.64       1.03       519       1.40       1.25       0.60       129  

R4

    10.78       0.10       0.05       0.15       (0.17     (0.12           (0.29     10.64       1.40       976       1.08       0.95       0.92       129  

R5

    10.77       0.13       0.06       0.19       (0.21     (0.12           (0.33     10.63       1.73       372       0.79       0.65       1.18       129  

Y

    10.78       0.14       0.05       0.19       (0.21     (0.12           (0.33     10.64       1.81       340,669       0.68       0.58       1.30       129  

 

(1)  Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.
(2)  Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.
(3)  Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).
(4)  Ratios do not include expenses of the Underlying Funds and/or other investment companies, if applicable.
(5)  Not annualized.
(6)  Annualized.
(7)  Commenced operations on February 28, 2017.
(8)  Excluding the expenses not subject to cap, the ratios would have been 1.25%, 2.00%, 1.00%, 1.55%, 1.25%, 0.95% and 0.90% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(9)  Excluding the expenses not subject to cap, the ratios would have been 1.00%, 1.75%, 1.73%, 0.73%, 1.25%, 1.00%, 0.70% and 0.65% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(10)  Excluding the expenses not subject to cap, the ratios would have been 1.05%, 1.80%, 0.80%, 1.35%, 1.05%, 0.75% and 0.75% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(11)  Excluding the expenses not subject to cap, the ratios would have been 1.05%, 1.80%, 1.80%, 0.80%, 1.35%, 1.05%, 0.75% and 0.70% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(12)  Included in this amount are tax distributions from capital of less than ($0.01).
(13)  Excluding the expenses not subject to cap, the ratios would have been 0.85%, 1.60%, 1.60%, 0.60%, 1.20%, 0.90%, 0.60% and 0.55% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(14)  Excluding the expenses not subject to cap, the ratios would have been 0.69%, 1.44% and 0.44% for Class A, Class C and Class I, respectively.
(15)  Commenced operations on May 29, 2015.

 

The accompanying notes are an integral part of these financial statements.

 

 

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Financial Highlights – (continued)

 

 

 

(16)  Excluding the expenses not subject to cap, the ratios would have been 0.69%, 1.44%, 1.44% and 0.44% for Class A, Class B, Class C and Class I, respectively.
(17)  Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the Fund and the amount and timing of per-share net realized and unrealized gain (loss) on such shares.
(18)  Excluding the expenses not subject to cap, the ratios would have been 0.69%, 1.44%, 1.44%, 0.44% and 0.44% for Class A, Class B, Class C, Class I and Class Y, respectively.
(19)  Excluding the expenses not subject to cap, the ratios would have been 0.69%, 1.44% and 0.44%, for Class A, Class C and Class I , respectively.
(20)  Excluding the expenses not subject to cap, the ratios would have been 0.95%, 1.70%, 0.70%, 1.25%, 0.95%, 0.65% and 0.60% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(21)  Commenced operations on November 30, 2012.
(22)  Excluding the expenses not subject to cap, the ratios would have been 0.85%, 0.85%, 1.60%, 0.56%, 1.15%, 0.85%, 0.55% and 0.50% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(23)  Excluding the expenses not subject to cap, the ratios would have been 0.95%, 1.10%, 1.70%, 0.70%, 1.25%, 0.95%, 0.65%, 0.60% and 0.60% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.
(24)  Commenced operations on November 7, 2014.
(25)  Excluding the expenses not subject to cap, the ratios would have been 0.86%, 1.62%, 1.59%, 0.60%, 1.17%, 0.85%, 0.55%, 0.44% and 0.44% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.
(26)  Excluding the expenses not subject to cap, the ratios would have been 1.05%, 1.77%, 0.79%, 1.35%, 1.05%, 0.75%, 0.70% and 0.67% for Class A, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.

 

The accompanying notes are an integral part of these financial statements.

 

 

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Notes to Financial Statements

April 30, 2018 (Unaudited)

 

 

 

1. Organization:

The Hartford Mutual Funds, Inc. and The Hartford Mutual Funds II, Inc. (each, a “Company” and collectively, the “Companies”) are each an open-end registered management investment company comprised of forty-three and thirteen series, respectively, as of April 30, 2018. Financial statements for the series of each Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.

The Hartford Mutual Funds, Inc.:

The Hartford Emerging Markets Local Debt Fund (the “Emerging Markets Local Debt Fund”)

The Hartford Floating Rate Fund (the “Floating Rate Fund”)

The Hartford Floating Rate High Income Fund (the “Floating Rate High Income Fund”)

The Hartford High Yield Fund (the “High Yield Fund”)

The Hartford Inflation Plus Fund (the “Inflation Plus Fund”)

Hartford Municipal Income Fund (the “Municipal Income Fund”)

The Hartford Municipal Opportunities Fund (the “Municipal Opportunities Fund”)

Hartford Municipal Short Duration Fund (the “Municipal Short Duration Fund”)

The Hartford Quality Bond Fund (the “Quality Bond Fund”)

The Hartford Short Duration Fund (the “Short Duration Fund”)

The Hartford Strategic Income Fund (the “Strategic Income Fund”)

The Hartford Total Return Bond Fund (the “Total Return Bond Fund”)

The Hartford World Bond Fund (the “World Bond Fund”)

The Hartford Mutual Funds II, Inc.:

The Hartford Municipal Real Return Fund (the “Municipal Real Return Fund”)

The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. Each Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund, except Emerging Markets Local Debt Fund and World Bond Fund is a diversified open-end management investment company. Emerging Markets Local Debt Fund and World Bond Fund are non-diversified open-end management investment companies. Each Fund applies specialized accounting and reporting standards under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies.”

Each Fund has registered for sale Class A, Class T, Class C, Class I and Class F shares. As of April 30, 2018, Class T shares have not commenced operations. In addition, each Fund, except Municipal Income Fund, Municipal Opportunities Fund, Municipal Real Return Fund and Municipal Short Duration Fund, offer Class R3, Class R4 and Class R5 shares. Each Fund has registered for sale Class Y shares, except Municipal Income Fund and Municipal Short Duration Fund. As of April 30, 2018, Class Y shares of Municipal Opportunities Fund have not commenced operations. Strategic Income Fund, Total Return Bond Fund and World Bond Fund has registered for sale Class R6 shares. Class A shares of each Fund, except Floating Rate Fund, Floating Rate High Income Fund and Short Duration Fund, are sold with a front-end sales charge of up to 4.50%. Class A shares are sold with a front-end sales charge of up to 3.00% for Floating Rate Fund and Floating Rate High Income Fund and up to 2.00% for Short Duration Fund. Class T shares of each Fund have a front-end sales charge of up to 2.50%. Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Classes I, R3, R4, R5, R6, Y and F shares are sold without a sales charge.

 

2. Significant Accounting Policies:

The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

 

  a) Determination of Net Asset Value – The net asset value (“NAV”) of each class of each Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”). Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.

 

 

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Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

  b) Investment Valuation and Fair Value Measurements For purposes of calculating the NAV of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of last reported trade prices or official close price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers, or independent pricing services. If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the respective Company’s Board of Directors. Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. In addition, prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the respective Company’s Board of Directors in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.

Fixed income investments (other than short-term obligations and senior floating rate interests), non-exchange-traded derivatives and centrally cleared swaps held by a Fund are normally valued on the basis of quotes obtained from brokers and dealers or independent pricing services in accordance with procedures established by the respective Company’s Board of Directors. Prices obtained from independent pricing services use information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Senior floating rate interests generally trade in over-the-counter (“OTC”) markets and are priced through an independent pricing service utilizing independent market quotations from loan dealers or financial institutions. Generally, a Fund may use fair valuation in regard to fixed income positions when the Fund holds defaulted or distressed investments or investments in a company in which a reorganization is pending. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

Exchange-traded options, futures and options on futures are valued at the settlement price or last trade price determined by the relevant exchange as of the NYSE Close. If a last trade price is not available, the value will be the mean of the bid and ask prices as of the NYSE Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the bid price as of the NYSE Close. In the case of options privately negotiated in the OTC market (“OTC options”) and such instruments that do not trade on an exchange, values may be supplied by a pricing service using a formula or other objective method that may take into consideration the style, direction, expiration, strike price, notional value and volatility or other special adjustments.

Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the NYSE is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.

Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.

Investments in open-end mutual funds are valued at the respective NAV of each open-end mutual fund as determined in accordance with its valuation procedures. Such open-end mutual funds may use fair value pricing as disclosed in their prospectus.

 

 

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Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with procedures established by the respective Company’s Board of Directors.

U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:

 

    Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange-traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange-traded funds, rights and warrants.
    Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange-traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.
    Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.

The Board of Directors of each Company generally reviews and approves the “Procedures for Valuation of Portfolio Investments” at least once a year. These procedures define how investments are to be valued, including the formation and activities of a Valuation Committee. The Valuation Committee is responsible for determining in good faith the fair value of investments when the value cannot be obtained from primary pricing services or alternative sources or if the valuation of an investment as provided by the primary pricing service or alternative source is believed not to reflect the investment’s fair value as of the Valuation Date. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser, as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of each Company’s Board of Directors. The Audit Committee receives quarterly written reports which include details of all fair-valued investments, including the reason for the fair valuation, and an indication, when possible, of the accuracy of the valuation by disclosing the next available reliable public price quotation or the disposition price of such investments (the “lookback” test). The Board of Directors of each Company then must consider for ratification all of the fair value determinations made during the previous quarter.

Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.

For additional information, refer to the Fair Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.

 

  c) Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost.

Trade date for senior floating rate interests purchased in the primary loan market is considered the date on which the loan allocations are determined. Trade date for senior floating rate interests purchased in the secondary loan market is the date on which the transaction is entered into.

 

 

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Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts, inflation adjustments and additional principal received in-kind in lieu of cash, is accrued on a daily basis. Paydown gains and losses on mortgage-related and other asset-backed securities are included in interest income in the Statements of Operations, as applicable.

 

  d) Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. A Fund may also be subject to taxes withheld on foreign dividends from securities in which the Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net realized gain on investments in these securities, if applicable.

 

  e) Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.

A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.

Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.

 

  f) Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements.

 

  g) Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund’s net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class of the Fund. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund.

Orders for the purchase of a Fund’s shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV.

Dividends are declared pursuant to a policy adopted by the respective Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. Normally, for each Fund, except Emerging Markets Local Debt Fund, Strategic Income Fund, and World Bond Fund, dividends from net investment income are declared daily and paid monthly. The policy of Emerging Markets Local Debt Fund and Strategic Income Fund is to declare and pay dividends from net investment income, if any, monthly. The policy of World Bond Fund is to declare and pay dividends from net investment income, if any, quarterly. Dividends from realized gains, if any, are paid at least once a year.

Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).

 

 

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Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

3. Securities and Other Investments:

 

  a) Illiquid and Restricted Investments – Each Fund is permitted to invest up to 15% of its net assets in illiquid investments. Illiquid investments are those that may not be sold or disposed of in the ordinary course of business within seven days, at approximately the price used to determine a Fund’s NAV. A Fund may not be able to sell illiquid investments when its sub-adviser considers it desirable to do so or may have to sell such investments at a price that is lower than the price that could be obtained if the investments were more liquid. A sale of illiquid investments may require more time and may result in higher dealer discounts and other selling expenses than does the sale of those that are liquid. Illiquid investments also may be more difficult to value due to the unavailability of reliable market quotations for such investments, and an investment in them may have an adverse impact on a Fund’s NAV. Each Fund may also purchase certain investments that can only be resold to certain qualified investors and may be determined to be liquid pursuant to policies and guidelines established by the respective Company’s Board of Directors. See each Fund’s Schedule of Investments, if applicable, for illiquid or restricted investments as of April 30, 2018.

 

  b) Investments Purchased on a When-Issued or Delayed-Delivery Basis – Delivery and payment for investments that have been purchased by a Fund on a forward commitment, or when-issued or delayed-delivery basis, take place beyond the customary settlement period. A Fund may dispose of or renegotiate a delayed-delivery transaction after it is entered into, and may sell delayed-delivery investments before they are delivered, which may result in a realized gain or loss. During this period, such investments are subject to market fluctuations, and a Fund identifies investments segregated in its records with a value at least equal to the amount of the commitment. See each Fund’s Schedule of Investments, if applicable, for when-issued or delayed-delivery investments as of April 30, 2018.

In connection with a Fund’s ability to purchase investments on a when-issued or forward commitment basis, the Fund may enter into to-be announced (“TBA”) commitments. TBA commitments are forward agreements for the purchase or sale of mortgage-backed securities for a fixed price, with payment and delivery on an agreed-upon future settlement date. The specific securities to be delivered are not identified at the trade date; however, delivered securities must meet specified terms, including issuer, rate and mortgage terms. Although a Fund may enter into TBA commitments with the intention of acquiring or delivering securities for its portfolio, the Fund can extend the settlement date, roll the transaction, or dispose of a commitment prior to settlement if deemed appropriate to do so. If the TBA commitment is closed through the acquisition of an offsetting TBA commitment, a Fund realizes a gain or loss. In a TBA roll transaction, a Fund generally purchases or sells the initial TBA commitment prior to the agreed upon settlement date and enters into a new TBA commitment for future delivery or receipt of the mortgage backed securities. TBA commitments involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date. These transactions are excluded from a Fund’s portfolio turnover rate. See each Fund’s Schedule of Investments, if applicable, for TBA commitments as of April 30, 2018.

 

  c) Senior Floating Rate Interests – Certain Funds may invest in senior floating rate interests. Senior floating rate interests generally hold the most senior position in the capital structure of a business entity (the “Borrower”), are typically secured by specific collateral and have a claim on the assets and/or stock of the Borrower that is senior to that held by subordinated debtholders and stockholders of the Borrower. Senior floating rate interests are typically structured and administered by a financial institution that acts as the agent of the lenders participating in the senior floating rate interest. A Fund may invest in multiple series or tranches of a senior floating rate interest, which may have varying terms and carry different associated risks. A Fund may also enter into unfunded loan commitments, which are contractual obligations for future funding. Unfunded loan commitments may include revolving credit facilities, which may obligate the Fund to supply additional cash to the borrower on demand. Unfunded loan commitments represent a future obligation in full. A Fund may receive a commitment fee based on the undrawn portion of the underlying line of credit portion of a senior floating rate interest. In certain circumstances, a Fund may receive various fees upon the restructure of a senior floating rate interest by a borrower. Fees earned/paid may be recorded as a component of income or realized gain/loss in the Statements of Operations.

Senior floating rate interests are typically rated below-investment-grade, which suggests they are more likely to default and generally pay higher interest rates than investment-grade loans. A default could lead to non-payment of income, which would result in a reduction of income to a Fund, and there can be no assurance that the liquidation of any collateral would satisfy the Borrower’s obligation in the event of non-payment of scheduled interest or principal payments, or that such collateral could be readily liquidated. See each Fund’s Schedule of Investments, if applicable, for outstanding senior floating rate interests as of April 30, 2018.

 

  d)

Mortgage-Related and Other Asset-Backed Securities – A Fund may invest in mortgage-related and other asset-backed securities. These securities include mortgage pass-through securities, collateralized mortgage obligations, commercial mortgage-backed

 

 

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Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

  securities, stripped mortgage-backed securities, asset-backed securities, collateralized debt obligations and other securities that directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property. Mortgage-related securities are created from pools of residential or commercial mortgage loans, including mortgage loans made by savings and loan institutions, mortgage bankers, commercial banks and others. Asset-backed securities are created from many types of assets, including auto loans, credit card receivables, home equity loans, and student loans. These securities provide a monthly payment that consists of both interest and principal payments. Interest payments may be determined by fixed or adjustable rates. The rate of prepayments on underlying mortgages will affect the price and volatility of a mortgage-related security, and may have the effect of shortening or extending the effective duration of the security relative to what was anticipated at the time of purchase. The timely payment of principal and interest of certain mortgage-related securities is guaranteed by the full faith and credit of the United States Government. Mortgage-related and other asset-backed securities created and guaranteed by non-governmental issuers, including government-sponsored corporations, may be supported by various forms of insurance or guarantees, but there can be no assurance that the private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. See each Fund’s Schedule of Investments, if applicable, for mortgage-related and other asset-backed securities as of April 30, 2018.

 

  e) Inflation-Indexed Bonds – A Fund may invest in inflation indexed bonds. Inflation-indexed bonds are fixed income investments whose principal value is periodically adjusted to the rate of inflation. The interest rate on these bonds is generally fixed at issuance at a rate lower than typical bonds. Over the life of an inflation-indexed bond, however, interest will be paid based on a principal value, which is adjusted for inflation. Any increase or decrease in the principal amount of an inflation-indexed bond will be included as interest income on the Statements of Operations, even though investors do not receive the principal amount until maturity. See each Fund’s Schedule of Investments, if applicable, for inflation-indexed bonds as of April 30, 2018.

 

4. Financial Derivative Instruments:

The following disclosures contain information on how and why a Fund may use derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.

 

  a) Bond Forwards – A Fund may enter into bond forwards. A bond forward is a contractual agreement between a Fund and another party to buy or sell an underlying asset at an agreed-upon future price and date. In a bond forward transaction, no cash premium is paid when the parties enter into the bond forward. If the transaction is collateralized, an exchange of margin collateral will take place according to an agreed-upon schedule. Otherwise, no asset of any kind changes hands until the bond forward matures (typically in 30 days) or is rolled over for another agreed-upon period. Generally, the value of the bond forward will change based on changes in the value of the underlying asset. Bond forwards are subject to market risk (the risk that the market value of the underlying bond may change), non-correlation risk (the risk that the market value of the bond forward might move independently of the market value of the underlying bond) and counterparty credit risk (the risk that a counterparty will be unable to meet its obligation under the contract). If there is no cash exchanged at the time a Fund enters into the bond forward, counterparty risk may be limited to the loss of any marked-to-market profit on the contract and any delays or limitations on the Fund’s ability to sell or otherwise use the investments used as collateral for the bond forward.

During the six-month period ended April 30, 2018, Inflation Plus Fund had used Bond Forwards.

 

  b) Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.

Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the

 

 

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Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.

During the six-month period ended April 30, 2018, Emerging Markets Local Debt Fund, Floating Rate Fund, Floating Rate High Income Fund, High Yield Fund, Inflation Plus Fund, Quality Bond Fund, Short Duration Fund, Strategic Income Fund, Total Return Bond Fund and World Bond Fund had used Foreign Currency Contracts.

 

  c) Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund may use futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.

During the six-month period ended April 30, 2018, Emerging Markets Local Debt Fund, Inflation Plus Fund, Quality Bond Fund, Short Duration Fund, Strategic Income Fund, Total Return Bond Fund, and World Bond Fund had used Futures Contracts.

 

  d) Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or on a specific date. Option contracts are either OTC options or executed in a registered exchange (“exchange-traded options”). A Fund may write (sell) covered call and put options on futures, swaps (“swaptions”), securities, commodities or currencies. “Covered” means that so long as a Fund is obligated as the writer of an option, it will own either the underlying investments or currency or an option to purchase the same underlying investments or currency having an expiration date of the covered option and an exercise price equal to or less than the exercise price of the covered option, or will segregate or earmark cash or other liquid investments having, for written call options, a value equal to the greater of the exercise price or the market value of the underlying instrument and, for written put options, a value equal to the exercise price. Writing put options may increase a Fund’s exposure to the underlying instrument. Writing call options may decrease a Fund’s exposure to the underlying instrument. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options that are exercised or closed are added to the proceeds or offset amounts paid on the underlying futures, swap, investment or currency transaction to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing call options may increase a Fund’s exposure to the underlying instrument. Purchasing put options may decrease a Fund’s exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund’s Statements of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into OTC options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements.

During the six-month period ended April 30, 2018, Emerging Markets Local Debt Fund, Quality Bond Fund, Strategic Income Fund, Total Return Bond Fund and World Bond Fund had used Options Contracts.

 

  e)

Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified, future intervals. Swap contracts are either privately negotiated in the over-the-counter market (“OTC swaps”) or cleared through a central counterparty or derivatives clearing organization (“centrally cleared swaps”). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain

 

 

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Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

  exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency.

Swaps are valued based on custom valuations furnished by an independent pricing service. Swaps for which prices are not available from an independent pricing service are valued in accordance with procedures established by the respective Company’s Board of Directors. Changes in market value, if any, are reflected as a component of net changes in unrealized appreciation or depreciation on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable for the change in value (“variation margin”) on the Statements of Assets and Liabilities. Realized gains or losses on centrally cleared swaps are recorded upon the termination of the swap. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap contract to compensate for differences between the stated terms of the swap contract and prevailing market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). These upfront premiums are recorded as realized gains or losses on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations.

Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors).

A Fund’s maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract’s remaining life, and current market value, to the extent that amount is positive. The risk is mitigated by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances.

Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy.

Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A “buyer” of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the occurrence of certain events. The “seller” of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A “seller’s” exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract.

Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of

 

 

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Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract.

During the six-month period ended April 30, 2018, Floating Rate Fund, Floating Rate High Income Fund, High Yield Fund, Inflation Plus Fund, Strategic Income Fund, Total Return Bond Fund and World Bond Fund had used Credit Default Swap Contracts.

Interest Rate Swap Contracts – Certain Funds are subject to interest rate risk exposure in the normal course of pursuing its investment objectives. A Fund may use interest rate swaps to hedge interest rate and duration risk across a portfolio at particular duration points to maintain its ability to generate income at prevailing market rates. In a typical interest rate swap, one party agrees to make regular payments equal to a floating interest rate, based on a specified interest rate or benchmark (e.g. London Interbank Offered Rate (“LIBOR”)), multiplied by a notional amount, in return for payments equal to a fixed rate multiplied by the same amount, for a specific period of time. The net interest received or paid on interest rate swap contracts is recorded as a realized gain or loss. Interest rate swaps are marked to market daily and the change, if any, is recorded as an unrealized gain or loss in the Statements of Operations. When the interest rate swap contract is terminated early, a Fund records a realized gain or loss equal to the difference between the current market value and the upfront premium or cost.

If an interest rate swap contract provides for payments in different currencies, the parties might agree to exchange the notional amount as well. Interest rate swaps may also depend on other prices or rates, such as the value of an index. The risks of interest rate swaps include changes in market conditions which will affect the value of the contract or the cash flows and the possible inability of the counterparty to fulfill its obligations under the contract. A Fund’s maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from the counterparty over the contract’s remaining life, to the extent that amount is positive.

During the six-month period ended April 30, 2018, Emerging Markets Local Debt Fund, Inflation Plus Fund, Municipal Real Return Fund, Quality Bond Fund, Strategic Income Fund, Total Return Bond Fund and World Bond Fund had used Interest Rate Swap Contracts.

Total Return Swap Contracts – Certain Funds may invest in total return swap contracts in pursuit of the Fund’s investment objective or for hedging purposes. An investment in a total return swap allows a Fund to gain or mitigate exposure to underlying reference assets. Total return swap contracts involve commitments where cash flows are exchanged based on the price of underlying reference assets and based on a fixed or variable interest rate. One party receives payments based on the price appreciation or depreciation of the underlying reference asset, in exchange for paying to or receiving from the counterparty seller an agreed-upon interest rate. A variable interest rate may be correlated to a base rate, such as the LIBOR, and is adjusted each reset period, which is defined at the beginning of the contract. Therefore, if interest rates increase over the term of the swap contract, the party paying the rate may be required to pay a higher rate at each swap reset date.

Total return swap contracts on indices involve commitments to pay interest in exchange for a market-linked return. One party pays out the total return of a specific reference asset, which may be an equity, index, or bond, and in return receives a regular stream of payments. To the extent the total return of the security or index underlying the transaction exceeds or falls short of the offsetting interest rate obligation, a Fund will receive a payment from or make a payment to the counterparty. If the Fund is a payer in a total return swap, it may be subject to unlimited losses. They are also subject to counterparty risk. If the counterparty fails to meet its obligations, the Fund may lose money.

During the six-month period ended April 30, 2018, World Bond Fund had used Total Return Swap Contracts.

Cross Currency Swaps – Certain Funds may enter into cross currency swap agreements to gain or mitigate exposure to currency risk. A cross currency swap is an agreement to exchange cash flows on a notional amount of two or more currencies based on the relative value differential among them. Such swaps may involve initial and final exchanges that correspond to the agreed upon notional amount. Cross currency swaps usually involve the delivery of the entire principal value of one designated currency in exchange for the other designated currency. Therefore, the entire principal value of a cross currency swap is subject to the risk that the other party to the swap will default on its contractual delivery obligations. If there is a default by the counterparty, the Fund may have contractual remedies pursuant to the agreements related to the transaction.

 

 

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Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

During the six-month period ended April 30, 2018, Emerging Markets Local Debt Fund, Strategic Income Fund and Total Return Bond Fund had used Cross Currency Swaps.

 

  f) Additional Derivative Instrument Information:

Emerging Markets Local Debt Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Investments in securities, at value (purchased options), market value

   $ 133,675      $ 1,037,707      $      $      $      $      $ 1,171,382  

Unrealized appreciation on futures
contracts(1)

     30,609                                           30,609  

Unrealized appreciation on foreign currency contracts

            6,022,591                                    6,022,591  

Unrealized appreciation on swap contracts(2)

     73,089        352,805                                    425,894  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     237,373      $     7,413,103      $     —      $     —      $     —      $     —      $     7,650,476  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures
contracts(1)

   $ 55,986      $      $      $      $      $      $ 55,986  

Unrealized depreciation on foreign currency contracts

            6,410,041                                    6,410,041  

Written options, market value

            758,132                                    758,132  

Unrealized depreciation on swap contracts(2)

     80,195        379,831                                    460,026  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 136,181      $ 7,548,004      $      $      $      $      $ 7,684,185  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

             

Net realized gain (loss) on purchased options contracts

   $     $ (202,623   $      $      $      $      $ (202,623

Net realized gain (loss) on futures contracts

     159,562                                         159,562  

Net realized gain (loss) on written options contracts

           (101,506                                 (101,506

Net realized gain (loss) on swap contracts

     67,579       9,308                                   76,887  

Net realized gain (loss) on foreign currency contracts

           1,203,549                                   1,203,549  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     227,141     $ 908,728     $     —      $     —      $     —      $     —      $     1,135,869  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

        

Net change in unrealized appreciation (depreciation) of investments in purchased options contracts

   $ (8,221   $ (317,999   $      $      $      $      $ (326,220

Net change in unrealized appreciation (depreciation) of futures contracts

     (32,148                                       (32,148

Net change in unrealized appreciation (depreciation) of written options contracts

           222,935                                   222,935  

Net change in unrealized appreciation (depreciation) of swap contracts

     14,579       (27,026                                 (12,447

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           1,638,711                                   1,638,711  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (25,790   $     1,516,621     $      $      $      $      $ 1,490,831  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  282  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Emerging Markets Local Debt Fund – (continued)

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts at Number of Contracts

     6,280,694,000  

Futures Contracts Long at Number of Contracts

     56  

Futures Contracts Short at Number of Contracts

     (54

Written Options Contracts at Number of Contracts

     (58,587,500

Swap Contracts at Notional Amount

   $     3,864,402,110  

Foreign Currency Contracts Purchased at Contract Amount

   $     241,378,990  

Foreign Currency Contracts Sold at Contract Amount

   $ 180,499,901  

Floating Rate Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Unrealized appreciation on foreign currency contracts

   $      $ 2,449,189      $      $      $      $      $     2,449,189  

Unrealized appreciation on swap
contracts(1)

         154,121               496,242                             650,363  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 154,121      $     2,449,189      $     496,242      $     —      $     —      $     —      $ 3,099,552  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on foreign currency contracts

   $      $ 33,209      $      $      $      $      $ 33,209  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ 33,209      $      $      $      $      $ 33,209  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

    Risk Exposure Category  
    Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
    Equity
Contracts
    Commodity
Contracts
    Other
Contracts
    Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

       

Net realized gain (loss) on swap contracts

  $ (1,451   $     $     272,137     $     —     $     —     $     —     $ 270,686  

Net realized gain (loss) on foreign currency contracts

          (2,398,144                             (2,398,144
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ (1,451   $     (2,398,144   $ 272,137     $     $     $     $     (2,127,458
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of swap contracts

  $ 154,121     $     $ 496,242     $     $     $     $ 650,363  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

          1,132,665                               1,132,665  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     154,121     $ 1,132,665     $ 496,242     $     $     $     $ 1,783,028  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Swap Contracts at Notional Amount

   $ 55,403,333  

Foreign Currency Contracts Purchased at Contract Amount

   $ 8,535,196  

Foreign Currency Contracts Sold at Contract Amount

   $     197,616,519  

 

 

  283  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Floating Rate High Income Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Unrealized appreciation on foreign currency contracts

   $     —      $ 722,751      $      $      $      $      $ 722,751  

Unrealized appreciation on swap contracts(1)

                   129,248                             129,248  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $     722,751      $     129,248      $     —      $     —      $     —      $     851,999  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on foreign currency contracts

   $      $ 6,639      $      $      $      $      $ 6,639  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ 6,639      $      $      $      $      $ 6,639  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

    Risk Exposure Category  
    Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
    Equity
Contracts
    Commodity
Contracts
    Other
Contracts
    Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

     

Net realized gain (loss) on swap contracts

  $     $     $ 42,948     $     $     $     $ 42,948  

Net realized gain (loss) on foreign currency contracts

          (397,178                             (397,178
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     —     $     (397,178   $ 42,948     $     $     $     $     (354,230
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of swap contracts

  $     $     $     129,248     $     —     $     —     $     —     $ 129,248  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

          365,211                               365,211  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     $ 365,211     $ 129,248     $     $     $     $ 494,459  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

  Average Notional
Par, Contracts
or Face Amount
 

Swap Contracts at Notional Amount

  $ 7,988,333  

Foreign Currency Contracts Purchased at Contract Amount

  $ 882,052  

Foreign Currency Contracts Sold at Contract Amount

  $     53,027,922  

High Yield Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Unrealized appreciation on foreign currency contracts

   $      $ 63,386      $      $      $      $      $ 63,386  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     63,386      $     —      $     —      $     —      $     —      $     63,386  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  284  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

High Yield Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
    Credit
Contracts
    Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

            

Net realized gain (loss) on swap contracts

   $      $     $ 159,164     $      $      $      $ 159,164  

Net realized gain (loss) on foreign currency contracts

            (122,148                                    (122,148
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $     (122,148   $     159,164     $     —      $     —      $     —      $ 37,016  
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

        

Net change in unrealized appreciation (depreciation) of swap contracts

   $      $     $ (39,864   $      $      $      $ (39,864

Net change in unrealized appreciation (depreciation) of foreign currency contracts

            (17,053                                (17,053
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ (17,053   $ (39,864   $      $      $      $ (56,917
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Swap Contracts at Notional Amount

   $ 7,965,000  

Foreign Currency Contracts Sold at Contract Amount

   $     6,106,843  

Inflation Plus Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Investments in securities, at value (purchased options), market value

   $ 563,149      $      $      $      $      $      $ 563,149  

Unrealized appreciation on futures contracts(1)

     96,833                                           96,833  

Unrealized appreciation on bond forward contracts

     283,621                                           283,621  

Unrealized appreciation on foreign currency contracts

            1,313,055                                    1,313,055  

Unrealized appreciation on swap
contracts(2)

     3,097,667               166,551                             3,264,218  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     4,041,270      $     1,313,055      $     166,551      $      $      $      $     5,520,876  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $ 360,200      $      $      $      $      $      $ 360,200  

Unrealized depreciation on bond forward contracts

     268                                           268  

Unrealized depreciation on foreign currency contracts

            82,304                                    82,304  

Unrealized depreciation on swap
contracts(2)

     438,225                                           438,225  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 798,693      $ 82,304      $      $     —      $     —      $     —      $ 880,997  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  285  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Inflation Plus Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

             

Net realized gain (loss) on futures contracts

   $     (1,575,456   $     $      $      $      $      $ (1,575,456

Net realized gain (loss) on swap contracts

     (91,256           48,999                             (42,257

Net realized gain (loss) on foreign currency contracts

           (1,332,672                                 (1,332,672
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (1,666,712   $     (1,332,672   $     48,999      $     —      $     —      $      $     (2,950,385
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

        

Net change in unrealized appreciation (depreciation) of investments in purchased options contracts

   $ (84,982   $     $      $      $      $      $ (84,982

Net change in unrealized appreciation (depreciation) of futures contracts

     13,336                                         13,336  

Net change in unrealized appreciation (depreciation) of swap contracts

     1,427,239             39,606                             1,466,845  

Net change in unrealized appreciation (depreciation) of bond forward contracts

     88,558                                         88,558  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           687,111                                   687,111  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 1,444,151     $ 687,111     $ 39,606      $     —      $     —      $     —      $ 2,170,868  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts at Number of Contracts

     39,200,000  

Futures Contracts Long at Number of Contracts

     565  

Futures Contracts Short at Number of Contracts

     (253

Swap Contracts at Notional Amount

   $     110,862,825  

Foreign Currency Contracts Purchased at Contract Amount

   $ 16,197,016  

Foreign Currency Contracts Sold at Contract Amount

   $ 54,021,378  

Municipal Real Return Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Unrealized appreciation on swap contracts(1)

   $     3,681,852      $      $      $      $      $      $     3,681,852  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 3,681,852      $      $      $      $      $      $ 3,681,852  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on swap contracts(1)

   $ 579,153      $      $      $      $      $      $ 579,153  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 579,153      $     —      $     —      $     —      $     —      $     —      $ 579,153  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  286  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Municipal Real Return Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

  

Net realized gain (loss) on swap contracts

   $ (86,632   $      $      $      $      $      $ (86,632
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (86,632   $      $      $      $      $      $ (86,632
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of swap contracts

   $ 1,968,804     $      $      $      $      $      $ 1,968,804  
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,968,804     $     —      $     —      $     —      $     —      $     —      $     1,968,804  
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Swap Contracts at Notional Amount

   $     130,899,833  

Quality Bond Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Investments in securities, at value (purchased options), market value

   $ 985,907      $      $      $      $      $      $ 985,907  

Unrealized appreciation on futures contracts(1)

     128,600                                           128,600  

Unrealized appreciation on foreign currency contracts

            128,626                                    128,626  

Unrealized appreciation on swap contracts(2)

     429,962                                           429,962  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,544,469      $     128,626      $     —      $     —      $     —      $     —      $     1,673,095  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $ 51,770      $      $      $      $      $      $ 51,770  

Written options, market value

     38,750                                           38,750  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 90,520      $      $      $      $      $      $ 90,520  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  287  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Quality Bond Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

     

Net realized gain (loss) on purchased options contracts

   $ 13,355     $     $      $      $      $      $ 13,355  

Net realized gain (loss) on futures contracts

     (1,658,945                                       (1,658,945

Net realized gain (loss) on written options contracts

     (674                                       (674

Net realized gain (loss) on swap contracts

     467,227             28,718                             495,945  

Net realized gain (loss) on foreign currency contracts

           (53,363                                 (53,363
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (1,179,037   $     (53,363   $     28,718      $     —      $     —      $     —      $     (1,203,682
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

        

Net change in unrealized appreciation (depreciation) of investments in purchased options contracts

   $ (44,808   $     $      $      $      $      $ (44,808

Net change in unrealized appreciation (depreciation) of futures contracts

     341,204                                         341,204  

Net change in unrealized appreciation (depreciation) of written options contracts

     1,709                                         1,709  

Net change in unrealized appreciation (depreciation) of swap contracts

     444,183                                         444,183  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           52,614                                   52,614  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 742,288     $ 52,614     $      $      $      $      $ 794,902  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts at Number of Contracts

     5,933,333  

Futures Contracts Long at Number of Contracts

     246  

Futures Contracts Short at Number of Contracts

     (25

Written Options Contracts at Number of Contracts

     (80

Swap Contracts at Notional Amount

   $     28,305,417  

Foreign Currency Contracts Purchased at Contract Amount

   $ 6,839,619  

Foreign Currency Contracts Sold at Contract Amount

   $ 10,369,062  

Short Duration Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Unrealized appreciation on futures contracts(1)

   $ 545,840      $      $      $      $      $      $ 545,840  

Unrealized appreciation on foreign currency contracts

            63,765                                    63,765  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 545,840      $     63,765      $      $      $      $      $ 609,605  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $ 232,190      $      $      $      $      $      $ 232,190  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     232,190      $      $     —      $     —      $     —      $     —      $     232,190  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  288  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Short Duration Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

             

Net realized gain (loss) on futures contracts

   $ 2,579,096     $     $      $      $      $      $ 2,579,096  

Net realized gain (loss) on foreign currency contracts

           (58,033                                 (58,033
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     2,579,096     $ (58,033   $     —      $     —      $     —      $     —      $     2,521,063  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

        

Net change in unrealized appreciation (depreciation) of futures contracts

   $ (420,576   $     $      $      $      $      $ (420,576

Net change in unrealized appreciation (depreciation) of foreign currency contracts

               33,004                                   33,004  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (420,576   $ 33,004     $      $      $      $      $ (387,572
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Futures Contracts Long at Number of Contracts

     356  

Futures Contracts Short at Number of Contracts

     (922

Foreign Currency Contracts Sold at Contract Amount

   $     4,817,221  

Strategic Income Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Investments in securities, at value (purchased options), market value

   $ 481,837      $      $      $      $      $      $ 481,837  

Unrealized appreciation on futures contracts(1)

     159,128        743,713                                    902,841  

Unrealized appreciation on foreign currency contracts

            1,688,460                                    1,688,460  

Unrealized appreciation on swap contracts(2)

     643,114               1,536,715                             2,179,829  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 1,284,079      $ 2,432,173      $ 1,536,715      $      $      $      $ 5,252,967  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $ 1,452,694      $ 240,008      $      $      $      $      $ 1,692,702  

Unrealized depreciation on foreign currency contracts

            1,006,376                                    1,006,376  

Unrealized depreciation on swap contracts(2)

                   1,399,815                             1,399,815  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,452,694      $     1,246,384      $     1,399,815      $     —      $     —      $     —      $     4,098,893  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  289  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Strategic Income Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

   
    Risk Exposure Category  
    Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
    Equity
Contracts
    Commodity
Contracts
    Other
Contracts
    Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

         

Net realized gain (loss) on futures contracts

  $ (4,772,013   $ (1,296,895   $     $     $     $     $ (6,068,908

Net realized gain (loss) on written options contracts

    603,988                                     603,988  

Net realized gain (loss) on swap contracts

    1,027,620             32,587                         1,060,207  

Net realized gain (loss) on foreign currency contracts

          (301,439                             (301,439
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     (3,140,405   $     (1,598,334   $ 32,587     $     $     $     $     (4,706,152
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

     

Net change in unrealized appreciation (depreciation) of investments in purchased options contracts

  $ (72,710   $     $     $     $     $     $ (72,710

Net change in unrealized appreciation (depreciation) of futures contracts

    (63,145     570,552                               507,407  

Net change in unrealized appreciation (depreciation) of swap contracts

    486,191             1,004,145                         1,490,336  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

          404,518                               404,518  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ 350,336     $ 975,070     $     1,004,145     $     —     $     —     $     —     $ 2,329,551  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts at Number of Contracts

     33,540,000  

Futures Contracts Long at Number of Contracts

     1,881  

Futures Contracts Short at Number of Contracts

     (686

Written Options Contracts at Number of Contracts

         (116,892,000

Swap Contracts at Notional Amount

   $ 180,470,257  

Foreign Currency Contracts Purchased at Contract Amount

   $ 53,996,936  

Foreign Currency Contracts Sold at Contract Amount

   $ 75,376,520  

 

 

  290  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Total Return Bond Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Investments in securities, at value (purchased options), market value

   $ 6,017,702      $      $      $      $      $      $ 6,017,702  

Unrealized appreciation on futures contracts(1)

     345,680                                           345,680  

Unrealized appreciation on foreign currency contracts

            908,979                                    908,979  

Unrealized appreciation on swap contracts(2)

     4,982,600               1,861,140                             6,843,740  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     11,345,982      $     908,979      $     1,861,140      $     —      $     —      $     —      $     14,116,101  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

                    

Unrealized depreciation on futures contracts(1)

   $ 1,881,447      $      $      $      $      $      $ 1,881,447  

Unrealized depreciation on foreign currency contracts

            33,230                                    33,230  

Written options, market value

     101,719                                           101,719  

Unrealized depreciation on swap contracts(2)

     600,825               2,381,801                             2,982,626  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 2,583,991      $ 33,230      $ 2,381,801      $      $      $      $ 4,999,022  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

             

Net realized gain (loss) on purchased options contracts

   $ 167     $     $      $      $      $      $ 167  

Net realized gain (loss) on futures contracts

     (13,799,226                                       (13,799,226

Net realized gain (loss) on written options contracts

     724,597                                         724,597  

Net realized gain (loss) on swap contracts

     1,473,666             41,738                             1,515,404  

Net realized gain (loss) on foreign currency contracts

           (1,165,791                                 (1,165,791
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (11,600,796   $     (1,165,791   $ 41,738      $     —      $     —      $     —      $     (12,724,849
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

     

Net change in unrealized appreciation (depreciation) of investments in purchased options contracts

   $ (476,632   $     $      $      $      $      $ (476,632

Net change in unrealized appreciation (depreciation) of futures contracts

     1,260,423                                         1,260,423  

Net change in unrealized appreciation (depreciation) of written options contracts

     4,487                                         4,487  

Net change in unrealized appreciation (depreciation) of swap contracts

     3,995,266             1,657,681                             5,652,947  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           (373,596                                 (373,596
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 4,783,544     $ (373,596   $     1,657,681      $      $      $      $ 6,067,629  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  291  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Total Return Bond Fund – (continued)

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts at Number of Contracts

     104,765,000  

Futures Contracts Long at Number of Contracts

     4,174  

Futures Contracts Short at Number of Contracts

     (1,214

Written Options Contracts at Number of Contracts

         (259,096,105

Swap Contracts at Notional Amount

   $     396,735,753  

Foreign Currency Contracts Purchased at Contract Amount

   $ 1,415,387  

Foreign Currency Contracts Sold at Contract Amount

   $ 54,482,588  

World Bond Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

    Risk Exposure Category  
    Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
    Equity
Contracts
    Commodity
Contracts
    Other
Contracts
    Total  

Assets:

             

Investments in securities, at value (purchased options), market value

  $ 25,268     $ 538,292     $     $     $     $     $ 563,560  

Unrealized appreciation on futures contracts(1)

    8,347,631                                     8,347,631  

Unrealized appreciation on foreign currency contracts

          143,892,384                               143,892,384  

Unrealized appreciation on swap contracts(2)

    7,999,997             769,682                         8,769,679  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     16,372,896     $     144,430,676     $ 769,682     $     —     $     —     $     —     $     161,573,254  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities:

             

Unrealized depreciation on futures contracts(1)

  $ 2,941,495     $     $     $     $     $     $ 2,941,495  

Unrealized depreciation on foreign currency contracts

          99,854,492                               99,854,492  

Written options, market value

          25,512                               25,512  

Unrealized depreciation on swap contracts(2)

    2,571,061             1,040,426                         3,611,487  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ 5,512,556     $ 99,880,004     $     1,040,426     $     $     $     $ 106,432,986  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  292  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

World Bond Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

    Risk Exposure Category  
    Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
    Equity
Contracts
    Commodity
Contracts
    Other
Contracts
    Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

         

Net realized gain (loss) on purchased options contracts

  $ (436,709   $ 238,135     $     $     $     $     $ (198,574

Net realized gain (loss) on futures contracts

    27,492,106                                     27,492,106  

Net realized gain (loss) on written options contracts

                1,137,631                               1,137,631  

Net realized gain (loss) on swap contracts

    (1,477,966           51,155                         (1,426,811

Net realized gain (loss) on foreign currency contracts

          (38,565,075                             (38,565,075
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $     25,577,431     $ (37,189,309   $ 51,155     $     —     $     —     $     —     $ (11,560,723
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

   

Net change in unrealized appreciation (depreciation) of investments in purchased options contracts

  $ 710,401     $ 141,603     $     $     $     $     $ 852,004  

Net change in unrealized appreciation (depreciation) of futures contracts

    2,291,648                                          2,291,648  

Net change in unrealized appreciation (depreciation) of written options contracts

          116,529                               116,529  

Net change in unrealized appreciation (depreciation) of swap contracts

    3,170,966             1,360,399                         4,531,365  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

          (8,317,039                             (8,317,039
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ 6,173,015     $ (8,058,907   $     1,360,399     $     $     $     $ (525,493
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts at Number of Contracts

     1,172,140,731  

Futures Contracts Long at Number of Contracts

     5,307  

Futures Contracts Short at Number of Contracts

     (15,725

Written Options Contracts at Number of Contracts

     (82,328,000

Swap Contracts at Notional Amount

   $     60,173,218,667  

Foreign Currency Contracts Purchased at Contract Amount

   $ 4,665,580,153  

Foreign Currency Contracts Sold at Contract Amount

   $ 7,040,441,211  

 

  (1)  Amount represents the cumulative appreciation (depreciation) on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statements of Assets and Liabilities.
  (2)  Amount represents the cumulative appreciation (depreciation) on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation (depreciation) on OTC swap contracts, if applicable.

 

  g) Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to the Fund, against any liabilities or payment obligations of the Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.

 

 

  293  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

The following tables present the Funds’ derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by the Funds as of April 30, 2018:

Emerging Markets Local Debt Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 6,022,591     $ (6,410,041

Futures contracts

     30,609       (55,986

Purchased options

     1,081,292       (43,356

Swap contracts

     425,894       (460,026

Written options

           (758,132
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     7,560,386       (7,727,541
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (91,057             109,748  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     7,469,329     $ (7,617,793)  
  

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
    Net Amount
of Assets
 

Australia and New Zealand Banking Group

   $ 87,146      $ (54,305   $      $     $ 32,841  

Banc of America Securities LLC

     203,287        (165,967                  37,320  

Barclays

     998,552        (813,843                  184,709  

BNP Paribas Securities Services

     332,538        (118,302                  214,236  

Citibank NA

     666,274        (666,274                   

Commonwealth Bank of Australia

     58,769                           58,769  

Credit Suisse First Boston Corp.

     59,574                           59,574  

Deutsche Bank Securities, Inc.

     1,342,649        (1,342,649                   

Goldman Sachs & Co.

     1,311,680        (1,311,680                   

HSBC Bank USA

     581,310        (404,141                  177,169  

JP Morgan Chase & Co.

     264,822        (264,822                   

Morgan Stanley

     1,083,245        (720,027            (10,000     353,218  

National Australia Bank Limited

     14,704                           14,704  

Nomura International

     2,797        (2,797                   

RBC Dominion Securities, Inc.

     167,254        (62,449                  104,805  

RBS Greenwich Capital

     11,426                           11,426  

State Street Global Markets LLC

     12,088        (4,963                  7,125  

UBS AG

     271,214        (271,214                   
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ 7,469,329      $ (6,203,433   $      $     (10,000   $ 1,255,896  
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

 

 

 

  294  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Emerging Markets Local Debt Fund – (continued)

 

Counterparty

   Gross
Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Australia and New Zealand Banking Group

   $ (54,305   $ 54,305      $      $      $  

Banc of America Securities LLC

     (165,967     165,967                       

Bank of Montreal

     (32,723                          (32,723

Barclays

     (813,843     813,843                       

BNP Paribas Securities Services

     (118,302     118,302                       

Canadian Imperial Bank of Commerce

     (4,804                          (4,804

Citibank NA

     (1,154,869     666,274                      (488,595

Deutsche Bank Securities, Inc.

     (1,493,770     1,342,649            151,121                

Goldman Sachs & Co.

     (1,457,202         1,311,680                      (145,522

HSBC Bank USA

     (404,141     404,141                       

JP Morgan Chase & Co.

     (542,791     264,822                      (277,969

Morgan Stanley

     (720,027     720,027                       

Nomura International

     (14,880     2,797                      (12,083

RBC Dominion Securities, Inc.

     (62,449     62,449                       

Standard Chartered Bank

     (147,366                          (147,366

State Street Global Markets LLC

     (4,963     4,963                       

UBS AG

     (425,391     271,214                      (154,177
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (7,617,793   $ 6,203,433      $ 151,121      $      $     (1,263,239
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Floating Rate Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 2,449,189     $ (33,209

Swap contracts

     650,363        
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     3,099,552       (33,209
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (496,242      
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     2,603,310     $     (33,209
  

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Australia and New Zealand Banking Group

   $ 23,538      $      $      $      $ 23,538  

Barclays

         2,146,643                             2,146,643  

BNP Paribas Securities Services

     250,334                             250,334  

Goldman Sachs & Co.

     27,700                             27,700  

JP Morgan Chase & Co.

     154,121                             154,121  

State Street Global Markets LLC

     974                             974  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 2,603,310      $     —      $     —      $     —      $     2,603,310  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  295  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

Floating Rate Fund – (continued)

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Commonwealth Bank of Australia

   $     (33,209   $     —      $     —      $     —      $     (33,209
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Floating Rate High Income Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 722,751     $ (6,639

Swap contracts

     129,248        
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     851,999       (6,639
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (129,248      
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     722,751     $     (6,639
  

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Australia and New Zealand Banking Group

   $ 2,898      $      $      $      $ 2,898  

Barclays

         678,403                                 678,403  

BNP Paribas Securities Services

     35,916                             35,916  

Goldman Sachs & Co.

     5,534                             5,534  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 722,751      $     —      $     —      $     —      $ 722,751  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

Counterparty

   Gross Amount
of Liabilities
     Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Commonwealth Bank of Australia

   $     (6,639)      $     —      $     —      $     —      $     (6,639
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

High Yield Fund

 

Derivative Financial Instruments:

   Assets      Liabilities  

Foreign currency contracts

   $     63,386      $     —  
  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     63,386         
  

 

 

    

 

 

 

Derivatives not subject to a MNA

             
  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 63,386      $  
  

 

 

    

 

 

 

 

 

  296  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

High Yield Fund – (continued)

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Barclays

   $     63,386      $     —      $     —      $     —      $     63,386  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Inflation Plus Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Bond forward contracts

   $ 283,621     $ (268

Foreign currency contracts

     1,313,055       (82,304

Futures contracts

     96,833       (360,200

Purchased options

           (84,982

Swap contracts

     3,264,218       (438,225
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     4,957,727       (965,979
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (3,096,097     360,200  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     1,861,630     $     (605,779
  

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
    Net Amount
of Assets
 

Banc of America Securities LLC

   $ 382,024      $ (382,024   $      $     $  

Barclays

     539,933        (22,683            (330,000     187,250  

BNP Paribas Securities Services

     118,564                           118,564  

Citibank NA

     106,710                           106,710  

Commonwealth Bank of Australia

     47,339                           47,339  

Goldman Sachs & Co.

     166,551                           166,551  

JP Morgan Chase & Co.

     63,762        (63,762                   

Morgan Stanley

     432,840                     (270,000     162,840  

State Street Global Markets LLC

     3,907                           3,907  
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     1,861,630      $     (468,469   $     —      $     (600,000   $     793,161  
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Australia and New Zealand Banking Group

   $ (20,905   $      $      $      $ (20,905

Banc of America Securities LLC

     (438,274     382,024                      (56,250

Barclays

     (22,683     22,683                       

JP Morgan Chase & Co.

     (90,463     63,762                      (26,701

UBS AG

     (33,454                          (33,454
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (605,779   $     468,469      $     —      $     —      $     (137,310
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

 

  297  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Municipal Real Return Fund

 

Derivative Financial Instruments:

   Assets      Liabilities  

Swap contracts

   $ 3,681,852      $ (579,153
  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     3,681,852        (579,153
  

 

 

    

 

 

 

Derivatives not subject to a MNA

             
  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     3,681,852      $     (579,153
  

 

 

    

 

 

 

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
    Net Amount
of Assets
 

Banc of America Securities LLC

   $ 356,916      $     $     —      $ (280,000   $ 76,916  

Barclays

         866,767        (57                (731,000         135,710  

BNP Paribas Securities Services

     928,071                     (750,000     178,071  

Citibank NA

     85,718        (39,977                  45,741  

Deutsche Bank Securities, Inc.

     602,714                     (595,000     7,714  

JP Morgan Chase & Co.

     768,079        (539,119            (228,960      

Morgan Stanley

     73,587                           73,587  
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     3,681,852      $     (579,153   $     —      $     (2,584,960   $     517,739  
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Barclays

   $ (57   $ 57      $      $      $  

Citibank NA

     (39,977     39,977                       

JP Morgan Chase & Co.

     (539,119     539,119                       
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (579,153   $     579,153      $     —      $     —      $     —  
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Quality Bond Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $     128,626     $  

Futures contracts

     128,600       (51,770

Purchased options

     775,842       (12,465

Swap contracts

     429,962        

Written options

           (38,750
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     1,463,030       (102,985
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (558,562     90,520  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 904,468     $     (12,465
  

 

 

   

 

 

 

 

 

  298  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Quality Bond Fund – (continued)

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net
Amount
of Assets
 

Australia and New Zealand Banking Group

   $ 128,626      $     $      $      $ 128,626  

JP Morgan Chase & Co.

     5,602        (5,602                    

Morgan Stanley

     770,240                            770,240  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     904,468      $     (5,602   $     —      $     —      $     898,866  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

JP Morgan Chase & Co.

   $     (12,465   $     5,602      $     —      $     —      $     (6,863
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Short Duration Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 63,765     $  

Futures contracts

     545,840           (232,190
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     609,605       (232,190
  

 

 

   

 

 

 

Derivatives not subject to a MNA

         (545,840     232,190  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     63,765     $     —  
  

 

 

   

 

 

 

Short Duration Fund

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Barclays

   $     63,765      $     —      $     —      $     —      $     63,765  

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Strategic Income Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 1,688,460     $ (1,006,376

Futures contracts

     902,841       (1,692,702

Purchased options

           (72,710

Swap contracts

     2,179,829       (1,399,815
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     4,771,130       (4,171,603
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (2,068,203     1,833,250  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     2,702,927     $     (2,338,353
  

 

 

   

 

 

 

 

 

  299  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Strategic Income Fund – (continued)

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
    Cash
Collateral
Received*
     Net Amount
of Assets
 

Australia and New Zealand Banking Group

   $     424,968      $     $     —     $     —      $     424,968  

Banc of America Securities LLC

     93,008            (46,960                  46,048  

Bank of Montreal

     546        (546                   

Barclays

     390,616        (99,428     (291,188             

BNP Paribas Securities Services

     20,719        (11,925                  8,794  

Canadian Imperial Bank of Commerce

     7,465        (7,465                   

Citibank NA

     158,305        (22,773                  135,532  

Credit Suisse International

     228,215        (228,215                   

Deutsche Bank Securities, Inc.

     532,267        (90,371     (59,068            382,828  

Goldman Sachs & Co.

     208,653        (208,653                   

HSBC Bank USA

     32,214        (32,214                   

JP Morgan Chase & Co.

     56,019        (56,019                   

Morgan Stanley

     382,447        (382,447                   

National Australia Bank Limited

     80,709                           80,709  

RBC Dominion Securities, Inc.

     2,244        (2,244                   

Standard Chartered Bank

     16,480                           16,480  

State Street Global Markets LLC

     29,324        (29,324                   

Toronto-Dominion Bank

     37,889        (37,889                   

UBS AG

     839        (839                   
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $     2,702,927      $     (1,257,312   $     (350,256   $     —      $     1,095,359  
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Banc of America Securities LLC

   $ (46,960   $ 46,960      $      $      $  

Bank of Montreal

     (23,975     546                      (23,429

Barclays

     (99,428     99,428                       

BNP Paribas Securities Services

     (11,925     11,925                       

Canadian Imperial Bank of Commerce

     (7,973     7,465                      (508

Citibank NA

     (22,773     22,773                       

Commonwealth Bank of Australia

     (10,127                          (10,127

Credit Suisse International

     (369,466     228,215                      (141,251

Deutsche Bank Securities, Inc.

     (90,371     90,371                       

Goldman Sachs & Co.

     (411,325     208,653                      (202,672

HSBC Bank USA

     (131,263     32,214                      (99,049

JP Morgan Chase & Co.

     (203,488     56,019                      (147,469

Morgan Stanley

     (457,930     382,447                      (75,483

RBC Dominion Securities, Inc.

     (7,593     2,244                      (5,349

State Street Global Markets LLC

     (345,658     29,324                      (316,334

Toronto-Dominion Bank

     (84,972     37,889                      (47,083

UBS AG

     (13,126     839                      (12,287
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (2,338,353   $     1,257,312      $     —      $     —      $     (1,081,041
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

 

  300  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Total Return Bond Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 908,979     $ (33,230

Futures contracts

     345,680       (1,881,447

Purchased options

     134,327       (824,871

Swap contracts

     6,843,740       (2,982,626

Written options

           (101,719
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     8,232,726       (5,823,893
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (5,896,085           2,154,484  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     2,336,641     $ (3,669,409
  

 

 

   

 

 

 

Total Return Bond Fund

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available for
Offset
    Non-cash
Collateral
Received*
    Cash
Collateral
Received*
     Net Amount
of Assets
 

Australia and New Zealand Banking Group

   $ 9,911      $     $     $      $ 9,911  

Banc of America Securities LLC

     28,469                           28,469  

Barclays

     311,492        (311,492                   

BNP Paribas Securities Services

     3,477        (129                  3,348  

Citibank NA

     303,907                           303,907  

Credit Suisse International

     103,586        (103,586                   

Deutsche Bank Securities, Inc.

     142,684        (107,961     (34,723             

Goldman Sachs & Co.

     310,455        (310,455                   

JP Morgan Chase & Co.

     100,358        (100,358                   

Morgan Stanley

     868,020        (599,122     (268,898             

National Australia Bank Limited

     47,844                           47,844  

Standard Chartered Bank

     54,262                           54,262  

State Street Global Markets LLC

     52,176        (5,615                  46,561  
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $     2,336,641      $     (1,538,718   $     (303,621   $     —      $     494,302  
  

 

 

    

 

 

   

 

 

   

 

 

    

 

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available for
Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Barclays

   $ (509,245   $ 311,492      $      $      $ (197,753

BNP Paribas Securities Services

     (129     129                       

Commonwealth Bank of Australia

     (6,639                          (6,639

Credit Suisse International

     (767,835     103,586                      (664,249

Deutsche Bank Securities, Inc.

     (107,961     107,961                       

Goldman Sachs & Co.

     (1,083,564     310,455                      (773,109

JP Morgan Chase & Co.

     (570,433     100,358                      (470,075

Morgan Stanley

     (599,122     599,122                       

State Street Global Markets LLC

     (5,615     5,615                       

UBS AG

     (18,866                          (18,866
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (3,669,409   $     1,538,718      $     —      $     —      $     (2,130,691
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

 

  301  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

World Bond Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 143,892,384     $ (99,854,492

Futures contracts

     8,347,631       (2,941,495

Purchased options

     538,292       (222,536

Swap contracts

     8,772,004       (3,613,812

Written options

           (25,512
           

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     161,550,311       (106,657,847
           

 

 

   

 

 

 

Derivatives not subject to a MNA

     (16,414,626     5,179,072  
           

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     145,135,685     $     (101,478,775
           

 

 

   

 

 

 

World Bond Fund

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available for
Offset
    Non-cash
Collateral
Received*
    Cash
Collateral
Received*
    Net Amount
of Assets
 

Australia and New Zealand Banking Group

   $ 7,861      $     $     $     $ 7,861  

Banc of America Securities LLC

     8,605,359        (6,403,304                 2,202,055  

Bank of Montreal

     201,090        (198,757                 2,333  

Barclays

     9,563,066        (5,211,919           (242,000     4,109,147  

BNP Paribas Securities Services

     4,316,935        (490,472     (273,045           3,553,418  

Canadian Imperial Bank of Commerce

     68,812        (68,812                  

Citibank NA

     7,672,280        (3,509,660           (173,000     3,989,620  

Credit Suisse First Boston Corp.

     67,995        (67,995                  

Credit Suisse International

     180,826        (180,357                 469  

Deutsche Bank Securities, Inc.

     5,372,987        (4,314,468     (101,973           956,546  

Goldman Sachs & Co.

     18,229,974        (4,900,087     (1,548,837           11,781,050  

HSBC Bank USA

     10,736,786        (3,085,377                 7,651,409  

JP Morgan Chase & Co.

     21,070,711        (17,190,043     (301,839     (530,000     3,048,829  

Morgan Stanley

     42,069,332        (31,891,148     (38,240           10,139,944  

Nomura International

     564,439        (523,895                 40,544  

RBC Dominion Securities, Inc.

     14,996        (14,996                  

RBS Greenwich Capital

     23,721                          23,721  

Standard Chartered Bank

     1,440,956        (1,440,956                  

State Street Global Markets LLC

     3,869,132        (3,869,132                  

Toronto-Dominion Bank

     10,417,070        (5,409,318                 5,007,752  

UBS AG

     641,357        (641,357                  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     145,135,685      $     (89,412,053   $     (2,263,934   $     (945,000   $     52,514,698  
  

 

 

    

 

 

   

 

 

   

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available for
Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Banc of America Securities LLC

   $ (6,403,304   $ 6,403,304      $      $      $  

Bank of Montreal

     (198,757     198,757                       

Barclays

         (5,211,919         5,211,919            —            —            —  

 

 

  302  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

World Bond Fund – (continued)

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

BNP Paribas Securities Services

   $ (490,472   $ 490,472      $      $      $  

Canadian Imperial Bank of Commerce

     (96,346     68,812                      (27,534

Citibank NA

     (3,509,660     3,509,660                       

Credit Suisse First Boston Corp.

     (103,870     67,995                      (35,875

Credit Suisse International

     (180,357     180,357                       

Deutsche Bank Securities, Inc.

     (4,314,468     4,314,468                       

Goldman Sachs & Co.

     (4,900,087     4,900,087                       

HSBC Bank USA

     (3,085,377     3,085,377                       

JP Morgan Chase & Co.

     (17,190,043     17,190,043                       

Morgan Stanley

     (31,891,148     31,891,148                       

Nomura International

     (523,895     523,895                       

RBC Dominion Securities, Inc.

     (363,416     14,996                      (348,420

Standard Chartered Bank

     (2,072,518     1,440,956                      (631,562

State Street Global Markets LLC

     (14,598,746     3,869,132                      (10,729,614

Toronto-Dominion Bank

     (5,409,318     5,409,318                       

UBS AG

     (935,074     641,357                      (293,717
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (101,478,775   $     89,412,053      $     —      $     —      $     (12,066,722
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

6. Principal Risks:

A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks.

The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s Schedule of Investments.

Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage backed securities, senior floating rate interests and certain asset-backed securities. For certain asset-backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

 

 

  303  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

 

7. Federal Income Taxes:

 

  a) Each Fund intends to continue to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2018. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

 

  b) Capital Loss Carryforward – On December 22, 2010, the Regulated Investment Company Modernization Act of 2010 (the “Act”) was enacted, which made changes to the capital loss carryforward rules. The changes are effective for taxable years beginning after the date of enactment. Under the Act, funds are permitted to carry forward capital losses for an unlimited period. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years, which carry an expiration date. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital loss carryforwards retain their character as either short-term or long-term capital losses rather than being considered all short-term as permitted under prior regulation.

At October 31, 2017 (tax year end), each Fund’s capital loss carryforwards for U.S. federal income tax purposes were as follows:

 

     Year of Expiration      Perpetual
Short-Term
Capital Loss
Carryforward
    Perpetual
Long-Term
Capital Loss
Carryforward
 

Fund

   2018      2019       

Emerging Markets Local Debt Fund

   $      $      $ 12,636,349     $ 43,962,661  

Floating Rate Fund

                             228,490,022  

Floating Rate High Income Fund

                   1,104,870       26,830,339  

High Yield Fund

                   3,427,949       13,535,856  

Inflation Plus Fund

                       22,019,702       53,399,471  

Municipal Income Fund

                   48,126       22,924  

Municipal Opportunities Fund

         6,120,720            10,546,009        931,803        

Municipal Real Return Fund

     6,087,643        1,653,837        356,042       8,036,725  

Municipal Short Duration Fund

                   44,311       9,766  

Quality Bond Fund

                   1,751,142       513,051  

Short Duration Fund

                         2,625,886  

Strategic Income Fund

                   17,901,103     6,655,410

Total Return Bond Fund

                   6,126,964        

World Bond Fund

                   3,147,520       23,941,476  

 

  * Future utilization maybe limited under the current tax law.

 

 

  304  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Under the current tax law, net investment losses realized after December 31 of a Fund’s fiscal year may be deferred and treated as occurring on the first business day of the following fiscal year for tax purposes, often referred to as Late-Year Ordinary Losses. At October 31, 2017, the following Funds elected to defer Late-Year Ordinary Losses:

 

Fund

   Amount  

Municipal Real Return Fund

   $     401,056  

During the fiscal year ended October 31, 2017, the High Yield Fund, Short Duration Fund, Floating Rate Fund and Floating Rate High Income Fund utilized $2,659,078, $1,981,690, $5,397,559 and $783,836 of prior year capital loss carryforwards, respectively.

During the fiscal year ended October 31, 2017, the Municipal Opportunities Fund, Municipal Real Return Fund, High Yield Fund and Floating Rate Fund, had expired $9,797,063, $16,621,393, $18,103,626 and $272,060,203 of prior year capital loss carryforwards, respectively.

 

  c) Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at April 30, 2018 was substantially the same for book purposes. The net unrealized appreciation/(depreciation) on investments, which consists of gross unrealized appreciation and depreciation, is disclosed below:

 

Fund

   Tax Cost      Gross Unrealized
Appreciation
     Gross Unrealized
Depreciation
    Net Unrealized
Appreciation
(Depreciation)
 

Emerging Markets Local Debt Fund

   $ 199,748,517      $ 10,064,374      $ (14,758,890   $ (4,694,516

Floating Rate Fund

     4,171,121,049        36,073,326        (68,063,506     (31,990,180

Floating Rate High Income Fund

     557,656,897        6,268,954        (10,019,842     (3,750,888

High Yield Fund

     348,707,835        8,147,872        (11,172,885     (3,025,013

Inflation Plus Fund

     597,376,795        6,639,357        (9,680,999     (3,041,642

Municipal Income Fund

     24,540,926        294,165        (346,538     (52,373

Municipal Opportunities Fund

     657,191,202        12,242,435        (10,279,633     1,962,802  

Municipal Real Return Fund

     157,835,368        6,647,815        (2,653,912     3,993,903  

Municipal Short Duration Fund

     18,951,658        23,346        (212,214     (188,868

Quality Bond Fund

     179,861,308        1,344,451        (3,188,850     (1,844,399

Short Duration Fund

     918,906,862        2,774,564        (12,954,134     (10,179,570

Strategic Income Fund

     496,360,640        12,816,248        (16,408,374     (3,592,126

Total Return Bond Fund

     3,226,699,961        24,973,911        (60,653,466         (35,679,555

World Bond Fund

         4,179,222,768            211,164,473            (152,341,494     58,822,979  

 

8. Expenses:

 

  a) Investment Management Agreement – Hartford Funds Management Company, LLC (“HFMC”) serves as each Fund’s investment manager. Each Company, on behalf of its respective Funds, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund in accordance with the Fund’s investment objective and policies. Each Fund pays a fee to HFMC, a portion of which may be used to compensate Wellington Management.

 

 

  305  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2018; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:

 

Fund

  

Management Fee Rates

Emerging Markets Local Debt Fund

  

0.8500% on first $250 million and;

  

0.8000% on next $250 million and;

  

0.7700% on next $500 million and;

  

0.7600% over $1 billion

Floating Rate Fund

  

0.6500% on first $500 million and;

  

0.6000% on next $2 billion and;

  

0.5900% on next $2.5 billion and;

  

0.5800% on next $5 billion and;

  

0.5700% over $10 billion

Floating Rate High Income Fund

  

0.7000% on first $500 million and;

  

0.6500% on next $2 billion and;

  

0.6400% on next $2.5 billion and;

  

0.6300% on next $5 billion and;

  

0.6200% over $10 billion

High Yield Fund

  

0.6500% on first $500 million and;

  

0.6000% on next $500 million and;

  

0.5950% on next $1.5 billion and;

  

0.5900% on next $2.5 billion and;

  

0.5800% on next $5 billion and;

  

0.5700% over $10 billion

Inflation Plus Fund

  

0.5000% on first $500 million and;

  

0.4500% on next $500 million and;

  

0.4450% on next $1.5 billion and;

  

0.4400% on next $2.5 billion and;

  

0.4300% on next $5 billion and;

  

0.4200% over $10 billion

Municipal Income Fund

  

0.3500% on first $500 million and;

  

0.3000% on next $500 million and;

  

0.2900% on next $1.5 billion and;

  

0.2850% on next $2.5 billion and;

  

0.2800% over $5 billion

Municipal Opportunities Fund

  

0.3500% on first $500 million and;

  

0.3000% on next $500 million and;

  

0.2900% on next $1.5 billion and;

  

0.2850% on next $2.5 billion and;

  

0.2800% over $5 billion

Municipal Real Return Fund

  

0.3500% on first $500 million and;

  

0.3000% on next $500 million and;

  

0.2900% on next $1.5 billion and;

  

0.2850% on next $2.5 billion and;

  

0.2800% over $5 billion

 

 

  306  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fund

  

Management Fee Rates

Municipal Short Duration Fund

  

0.3500% on first $500 million and;

  

0.3000% on next $500 million and;

  

0.2900% on next $1.5 billion and;

  

0.2850% on next $2.5 billion and;

  

0.2800% over $5 billion

Quality Bond Fund

  

0.4000% on first $500 million and;

  

0.3700% on next $500 million and;

  

0.3400% on next $4 billion and;

  

0.3300% on next $5 billion and;

  

0.3200% over $10 billion

Short Duration Fund

  

0.4500% on first $500 million and;

  

0.4000% on next $500 million and;

  

0.3950% on next $1.5 billion and;

  

0.3900% on next $2.5 billion and;

  

0.3800% on next $5 billion and;

  

0.3700% over $10 billion

Strategic Income Fund

  

0.5500% on first $500 million and;

  

0.5000% on next $500 million and;

  

0.4750% on next $1.5 billion and;

  

0.4650% on next $2.5 billion and;

  

0.4550% on next $5 billion and;

  

0.4450% over $10 billion

Total Return Bond Fund

  

0.4300% on first $500 million and;

  

0.3800% on next $500 million and;

  

0.3700% on next $4 billion and;

  

0.3600% on next $5 billion and;

  

0.3500% over $10 billion

World Bond Fund

  

0.7000% on first $250 million and;

  

0.6500% on next $250 million and;

  

0.6000% on next $2 billion and;

  

0.5500% on next $2.5 billion and;

  

0.4750% on next $5 billion and;

  

0.4500% on over $10 billion

Prior to March 1, 2018, the following Funds paid the following rates to HFMC for management fees rendered:

 

World Bond Fund

  

0.7000% on first $250 million and;

  

0.6500% on next $250 million and;

  

0.6000% on next $3.5 billion and;

  

0.5750% on next $6 billion and;

  

0.5725% on over $10 billion

 

  b) Accounting Services Agreement – Pursuant to the Fund Accounting Agreement between HFMC and each Company, on behalf of its respective Funds, HFMC provides accounting services to each Fund and receives monthly compensation based on each Fund’s average daily net assets at the rates set forth below. Each Fund’s accounting services fees are accrued daily and paid monthly.

 

 

  307  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

Fund

  

Accounting Services Fee Rates

Emerging Markets Local Debt Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Floating Rate Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Floating Rate High Income Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

High Yield Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Inflation Plus Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Municipal Income Fund

  

0.014% on first $3.5 billion and;

  

0.012% on next $3.5 billion and;

  

0.010% over $7 billion

Municipal Opportunities Fund

  

0.014% on first $3.5 billion and;

  

0.012% on next $3.5 billion and;

  

0.010% over $7 billion

Municipal Real Return Fund

  

0.014% on first $3.5 billion and;

  

0.012% on next $3.5 billion and;

  

0.010% over $7 billion

Municipal Short Duration Fund

  

0.014% on first $3.5 billion and;

  

0.012% on next $3.5 billion and;

  

0.010% over $7 billion

Quality Bond Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Short Duration Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Strategic Income Fund

  

0.022% on first $3.5 billion and;

  

0.018% on next $3.5 billion and;

  

0.015% over $7 billion

Total Return Bond Fund

  

0.022% on first $3.5 billion and;

  

0.018% on next $3.5 billion and;

  

0.015% over $7 billion

World Bond Fund

  

0.022% on first $3.5 billion and;

  

0.018% on next $3.5 billion and;

  

0.015% over $7 billion

 

 

  308  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

HFMC has delegated certain accounting and administrative services functions to State Street Bank and Trust Company (“State Street”). The costs and expenses of such delegation are borne by HFMC, not by the Funds, and HFMC compensates State Street for its services out of its own resources.

 

  c) Operating Expenses – Allocable expenses incurred by a Company are allocated to each series within such Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of April 30, 2018, HFMC contractually limited the total operating expenses of each of the following Funds, (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses), through February 28, 2019 as follows:

 

     Expense Limit as a Percentage of Average Daily Net Assets  

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Emerging Markets Local Debt Fund

     1.25     2.00     1.00     1.55     1.25     0.95     NA       0.90     0.90

Floating Rate Fund*

     1.00     1.75     0.75     1.25     1.00     0.85     NA       0.75     NA  

Floating Rate High Income Fund

     1.05     1.80     0.80     1.35     1.05     0.75     NA       0.75     0.75

High Yield Fund

     1.05     1.80     0.80     1.35     1.05     0.75     NA       0.70     0.70

Inflation Plus Fund

     0.85     1.60     0.60     1.20     0.90     0.60     NA       0.55     0.55

Municipal Income Fund

     0.69     1.44     0.44     NA       NA       NA       NA       NA       0.39

Municipal Opportunities Fund

     0.69     1.44     0.44     NA       NA       NA       NA       NA       0.39

Municipal Real Return Fund

     0.69     1.44     0.44     NA       NA       NA       NA       0.44     0.39

Municipal Short Duration Fund

     0.69     1.44     0.44     NA       NA       NA       NA       NA       0.39

Quality Bond Fund

     0.85     1.60     0.60     1.19     0.94     0.64     NA       0.54     0.44

Short Duration Fund

     0.85     1.60     0.60     1.15     0.85     0.55     NA       0.55     0.55

Strategic Income Fund

     0.95     1.70     0.70     1.25     0.95     0.65     0.60     0.60     0.60

Total Return Bond Fund*

     1.00     1.75     0.75     1.25     1.00     0.85     NA       0.75     NA  

 

  * Expense limitation arrangement described above for Floating Rate Fund and Total Return Bond Fund extends beyond February 28, 2019. Please see the prospectus for more information.

From November 1, 2017 through February 28, 2018, HFMC contractually limited the total operating expenses of each of the following Funds, exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses, as follows:

 

     Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Total Return Bond Fund

     0.87     1.62     0.62     1.17     0.87     0.57     0.52     0.52     0.52

World Bond Fund

     1.05     1.80     0.80     1.35     1.05     0.75     0.70     0.70     0.70

 

  d) Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund’s expenses. In addition, the Funds’ custodian bank has agreed to reduce its fees when a Fund maintains cash on deposit in a non-interest-bearing custody account. For the six-month period ended April 30, 2018, these amounts, if any, are included in the Statements of Operations.

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

 

Fund

  Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Emerging Markets Local Debt Fund

    1.25     2.00     0.95     1.36     1.25     0.95           0.90     0.90

Floating Rate Fund

    0.99     1.73     0.73     1.25     1.00     0.72           0.70     0.65

Floating Rate High Income Fund

    1.05     1.80     0.80     1.35     1.05     0.75           0.75     0.75

High Yield Fund

    1.05     1.80     0.80     1.35     1.05     0.75           0.70     0.70

 

 

  309  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fund

  Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Inflation Plus Fund

    0.85     1.60     0.60     1.20     0.90     0.60           0.55     0.55

Municipal Income Fund

    0.65     0.65     0.40                                   0.39

Municipal Opportunities Fund

    0.69     1.44     0.44                                   0.38

Municipal Real Return Fund

    0.69     1.44     0.44                             0.44     0.39

Municipal Short Duration Fund

    0.62     0.72     0.41                                   0.39

Quality Bond Fund

    0.81     1.60     0.56     1.13     0.63     0.56           0.51     0.44

Short Duration Fund

    0.85     1.60     0.56     1.00     0.85     0.55           0.52     0.49

Strategic Income Fund

    0.95     1.70     0.70     1.25     0.95     0.65     0.60     0.60     0.60

Total Return Bond Fund

    0.83     1.63     0.53     1.15     0.85     0.56     0.44     0.48     0.44

World Bond Fund

    1.04     1.78     0.77     1.35     1.06     0.76     0.67     0.69     0.67

 

  e) Sales Charges and Distribution and Service Plan for Class A, T, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the six-month period ended April 30, 2018, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows:

 

Fund

   Front-end
Sales Charges
     Contingent Deferred
Sales Charges
 

Emerging Markets Local Debt Fund

   $ 46,821      $ 1,625  

Floating Rate Fund

     650,711        87,729  

Floating Rate High Income Fund

     251,778        16,199  

High Yield Fund

     480,268        13,049  

Inflation Plus Fund

     197,361       

Municipal Income Fund

     45,910       

Municipal Opportunities Fund

     375,701        49,162  

Municipal Real Return Fund

     128,685        548  

Municipal Short Duration Fund

     20,207       

Quality Bond Fund

     30,531       

Short Duration Fund

     768,834            136,106  

Strategic income Fund

     316,171        5,084  

Total Return Bond Fund

         2,207,280        29,257  

World Bond Fund

     811,871        30,807  

 

  * Total CDSC includes Underwriter adjustment credits which may cause negative dollar amounts.

The Board of Directors of each Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for each of Class A, T, C, R3 and R4 shares. Under a Plan, Class A, Class T, Class C, Class R3 and Class R4 shares of a Fund, as applicable, bear distribution and/or service fees paid to HFD, some of which may be paid to select broker-dealers. Pursuant to the Class A Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class A shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class T Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class T shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. As of April 30, 2018, Class T shares have not commenced operations. Pursuant to the Class C Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, a Fund may pay HFD a fee of up to 0.50% of the average daily net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used for shareholder account servicing activities. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the respective Company’s Board of Directors may determine.

 

 

  310  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

  f) Other Related Party Transactions – Certain officers of each Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended April 30, 2018, a portion of each Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below.

 

Fund

   CCO Compensation
Paid by Fund
 

Emerging Markets Local Debt Fund

   $ 298  

Floating Rate Fund

     6,564  

Floating Rate High Income Fund

     833  

High Yield Fund

     578  

Inflation Plus Fund

     930  

Municipal Income Fund

     40  

Municipal Opportunities Fund

     1,113  

Municipal Real Return Fund

     287  

Municipal Short Duration Fund

     32  

Quality Bond Fund

     225  

Short Duration Fund

         1,494  

Strategic Income Fund

     793  

Total Return Bond Fund

     3,787  

World Bond Fund

     6,731  

Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. Each Fund pays HASCO a transfer agency fee payable monthly based on the lesser of (i) the costs of providing or overseeing transfer agency services provided to each share class of such Fund or (ii) a Specified Amount (as defined below). Such fee is intended to compensate HASCO for: (i) fees payable by HASCO to DST Asset Manager Solutions, Inc. (“DST”) (and any other designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and DST (or between HASCO and any other designated sub-agent, as applicable); (ii) sub-transfer agency fees payable by HASCO to financial intermediaries, according to the agreed-upon terms between HASCO and the financial intermediaries, provided that such payments are within certain limits approved by the applicable Company’s Board of Directors; (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin.

 

Share Class

   Specified Amount
(as a percentage
average daily
net assets)
 

Class A

     0.25

Class C

     0.25

Class I

     0.20

Class Y

     0.06

Class R3

     0.02

Class R4

     0.02

Class R5

     0.02

Class R6

     0.004 %* 

Class F

     0.004 %* 

 

  * For the period November 1, 2017 through February 28, 2018, the Specified Amount for Class R6 and Class F was equal to 0.00% of average daily net assets.

Pursuant to a sub-transfer agency agreement between HASCO and DST Asset Manager Solutions, Inc. (“DST”), HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to DST. Each Fund does not pay any fee directly to DST; rather, HASCO makes all such payments to DST. The accrued amount shown in the Statements of Operations reflects the amounts charged by HASCO. These fees are accrued daily and paid monthly.

 

 

  311  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

For the six-month period ended April 30, 2018, the effective rate of compensation paid to HASCO for transfer agency services as a percentage of each Class’ average daily net assets is as follows:

 

Fund

  Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Emerging Markets Local Debt Fund

    0.17     0.15     0.05     0.02     0.02     0.04           0.04     0.00

Floating Rate Fund

    0.10     0.08     0.08     0.02     0.02     0.02           0.06     0.00

Floating Rate High Income Fund

    0.11     0.10     0.07     0.02     0.02     0.01           0.04     0.00

High Yield Fund

    0.18     0.14     0.11     0.02     0.02     0.02           0.06     0.00

Inflation Plus Fund

    0.18     0.13     0.12     0.02     0.02     0.02           0.06    
0.00

Municipal Income Fund

    0.06     0.03     0.01                                   0.00

Municipal Opportunities Fund

    0.07     0.07     0.06                                   0.00

Municipal Real Return Fund

    0.07     0.07     0.07                             0.06     0.00

Municipal Short Duration Fund

    0.05     0.03     0.02                                   0.00

Quality Bond Fund

    0.13     0.20     0.12     0.02     0.02     0.02           0.07     0.00

Short Duration Fund

    0.16     0.12     0.07     0.02     0.02     0.02           0.03     0.00

Strategic Income Fund

    0.15     0.12     0.10     0.02     0.02     0.01     0.00     0.04     0.00

Total Return Bond Fund

    0.14     0.20     0.09     0.02     0.01     0.02     0.00     0.04     0.00

World Bond Fund

    0.13     0.11     0.10     0.02     0.02     0.02     0.00     0.04     0.00

Administrative services fees for third-party recordkeeping services are payable as a percentage of net assets in the amount of up to 0.20%, 0.15% and 0.10% for Classes R3, R4 and R5 shares, respectively. The total administrative services fees are shown on the Statements of Operations. These fees are accrued daily and paid monthly.

 

9. Securities Lending:

A Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one third (33 1/3%) of the value of its total assets. If a Fund security is on loan, under the lending agreement, the borrower is required to deposit cash or liquid securities as collateral at least equal to 100% of the market value of the loaned securities; cash collateral is invested for the benefit of the Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned.

A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the risk that the principal value of the collateral invested may decline; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; and (vi) the risk that any efforts to restrict the securities for purposes of voting may not be effective. These events could also trigger adverse tax consequences for the Fund.

At April 30, 2018, the following Funds had securities on loan at value, cash collateral and non-cash collateral as follows:

 

Fund

   Market Value of
Securities on Loan
     Cash
Collateral
     Non-Cash
Collateral
 

Short Duration Fund

   $ 986,321      $ 1,011,000      $  

Strategic Income Fund

     1,096,461        1,119,250         

Total Return Bond Fund

     1,268,560        1,298,000         

World Bond Fund

         11,621,580            11,885,351            —  

 

 

  312  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

The following table reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of April 30, 2018.

Short Duration Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Corporate Bonds

   $ 1,011,000      $      $      $      $ 1,011,000  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     1,011,000      $     —      $     —      $     —      $     1,011,000  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 1,011,000  
  

 

 

 

 

  (1)  Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continous” column as the securities are typically callable on demand.

Strategic Income Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Foreign Government Obligations

   $ 1,119,250      $      $      $      $ 1,119,250  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     1,119,250      $     —      $     —      $     —      $     1,119,250  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 1,119,250  
  

 

 

 

 

  (1)  Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continous” column as the securities are typically callable on demand.

Total Return Bond Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  
              

Securities Lending Transactions(1)

              

Corporate Bonds

   $ 1,298,000      $      $      $      $ 1,298,000  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     1,298,000      $     —      $     —      $     —      $     1,298,000  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 1,298,000  
              

 

 

 

 

  (1)  Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continous” column as the securities are typically callable on demand.

 

 

  313  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

World Bond Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Corporate Bonds

   $ 11,885,351      $      $      $      $ 11,885,351  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     11,885,351      $     —      $     —      $     —      $     11,885,351  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 11,885,351  
  

 

 

 

 

  (1) Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand.

 

10. Affiliate Holdings:

As of April 30, 2018, affiliates of The Hartford had ownership of shares in each Fund as follows:

Percentage of a Class:

 

Fund

  Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Emerging Markets Local Debt Fund

                      51     17     100                  

Floating Rate Fund

                                                     

Floating Rate High Income Fund

                                                     

High Yield Fund

                                                     

Inflation Plus Fund

                                                     

Municipal Income Fund

    19     77                                          

Municipal Opportunities Fund

                                                     

Municipal Real Return Fund

                                                     

Municipal Short Duration Fund

    31     72                                          

Quality Bond Fund

                            100     34           67      

Short Duration Fund

                                                     

Strategic Income Fund

                                        97            

Total Return Bond Fund

                                                     

World Bond Fund

                                                     

 

 

  314  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Percentage of Fund by Class:

 

Fund

  Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Emerging Markets Local Debt Fund

                      %*      %*      %*                   

Floating Rate Fund

                                                     

Floating Rate High Income Fund

                                                     

High Yield Fund

                                                     

Inflation Plus Fund

                                                     

Municipal Income Fund

    11     11                                          

Municipal Opportunities Fund

                                                     

Municipal Real Return Fund

                                                     

Municipal Short Duration Fund

    13     13                                          

Quality Bond Fund

                            %*      %*            %*       

Short Duration Fund

                                                     

Strategic Income Fund

                                        %*             

Total Return Bond Fund

                                                     

World Bond Fund

                                                     

 

  * Percentage rounds to zero.

As of April 30, 2018, affiliated funds of funds in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of their shares from these affiliated funds of funds. Affiliated funds of funds owned shares in the Funds listed below as follows:

 

Funds

   Percentage of
Fund*
 

High Yield Fund

     2

Inflation Plus Fund

     21

Quality Bond Fund

     85

Short Duration Fund

     4

Strategic Income Fund

     30

Total Return Bond Fund

     28

World Bond Fund

     3

 

  * As of April 30, 2018, affiliated funds of funds invest in Class F shares.

 

 

  315  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

11. Investment Transactions:

For the six-month period ended April 30, 2018, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:

 

Fund

   Cost of Purchases
Excluding U.S.
Government
Obligations
     Sales Proceeds
Excluding U.S.
Government
Obligations
 

Emerging Markets Local Debt Fund

   $ 132,761,845      $ 98,289,013  

Floating Rate Fund

         1,142,960,158            1,494,141,537  

Floating Rate High Income Fund

     233,299,484        267,422,089  

High Yield Fund

     51,945,768        59,242,782  

Inflation Plus Fund

     407,384,985        414,717,512  

Municipal Income Fund

     3,424,909        1,399,033  

Municipal Opportunities Fund

     67,747,388        72,562,585  

Municipal Real Return Fund

     9,855,114        25,441,997  

Municipal Short Duration Fund

     2,030,418        2,763,246  

Quality Bond Fund

     11,468,034        5,309,484  

Short Duration Fund

     148,324,568        157,879,786  

Strategic Income Fund

     120,441,873        163,946,950  

Total Return Bond Fund

     537,783,733        336,882,199  

World Bond Fund

     1,651,265,270        1,436,662,611  

Fund

   Cost of Purchases
For U.S.
Government
Obligations
     Sales Proceeds
For U.S.
Government
Obligations
 

Emerging Markets Local Debt Fund

   $      $  

Floating Rate Fund

             

Floating Rate High Income Fund

             

High Yield Fund

             

Inflation Plus Fund

     45,555,164        72,560,531  

Municipal Income Fund

             

Municipal Opportunities Fund

             

Municipal Real Return Fund

             

Municipal Short Duration Fund

             

Quality Bond Fund

     36,304,569        44,449,889  

Short Duration Fund

     4,824,200        7,751,902  

Strategic Income Fund

     47,751,414        76,708,309  

Total Return Bond Fund

     349,506,347        494,024,116  

World Bond Fund

     478,721,482        455,740,054  

 

 

  316  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fund

   Total Cost of
Purchases
     Total Sales
Proceeds
 

Emerging Markets Local Debt Fund

   $ 132,761,845      $ 98,289,013  

Floating Rate Fund

         1,142,960,158            1,494,141,537  

Floating Rate High Income Fund

     233,299,484        267,422,089  

High Yield Fund

     51,945,768        59,242,782  

Inflation Plus Fund

     452,940,149        487,278,043  

Municipal Income Fund

     3,424,909        1,399,033  

Municipal Opportunities Fund

     67,747,388        72,562,585  

Municipal Real Return Fund

     9,855,114        25,441,997  

Municipal Short Duration Fund

     2,030,418        2,763,246  

Quality Bond Fund

     47,772,603        49,759,373  

Short Duration Fund

     153,148,768        165,631,688  

Strategic Income Fund

     168,193,287        240,655,259  

Total Return Bond Fund

     887,290,080        830,906,315  

World Bond Fund

     2,129,986,752        1,892,402,665  

 

12. Capital Share Transactions:

The following information is for the six-month period ended April 30, 2018, and the year ended October 31, 2017:

 

Emerging Markets Local Debt Fund                         
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     673,275     $ 4,525,550       558,809     $ 4,295,820  

Shares Issued for Reinvested Dividends

     260,829       1,680,291       37,806       284,258  

Shares Redeemed

     (447,866     (3,014,639     (280,790     (2,057,334
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     486,238       3,191,202       315,825       2,522,744  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     239,340     $ 1,610,238       214,621     $ 1,632,344  

Shares Issued for Reinvested Dividends

     87,681       564,647       10,685       80,257  

Shares Redeemed

     (83,292     (560,504     (114,371     (851,381
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     243,729       1,614,381       110,935       861,220  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     6,651,901     $ 44,863,931       6,423,040     $ 48,138,136  

Shares Issued for Reinvested Dividends

     1,694,906       10,893,684       187,016       1,415,527  

Shares Redeemed

     (2,453,433     (16,330,316     (1,785,161     (13,587,632
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     5,893,374       39,427,299       4,824,895       35,966,031  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     1,228     $ 9,217       11     $ 82  

Shares Issued for Reinvested Dividends

     626       4,012       59       441  

Shares Redeemed

     (8     (51     (1,197     (8,506
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,846       13,178       (1,127     (7,983
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  317  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Emerging Markets Local Debt Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class R4

        

Shares Sold

     2,762     $ 21,040       4,392     $ 32,115  

Shares Issued for Reinvested Dividends

     2,083       13,345       301       2,266  

Shares Redeemed

     (409     (2,626     (2,827     (21,870
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     4,436       31,759       1,866       12,511  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Issued for Reinvested Dividends

     367     $ 2,271       71     $ 518  

Shares Redeemed

                 (231     (1,651
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     367       2,271       (160     (1,133
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     6,765,481     $ 45,480,683       6,199,191     $ 46,944,809  

Shares Issued for Reinvested Dividends

     1,824,230       11,648,591       306,184       2,279,844  

Shares Redeemed

     (5,110,951     (33,488,908     (5,763,326     (41,681,978
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     3,478,760       23,640,366       742,049       7,542,675  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     311,843     $ 2,109,165       291,404     $ 2,278,341  

Shares Issued for Reinvested Dividends

     83,178       534,655       2,840       21,990  

Shares Redeemed

     (22,811     (153,912     (3,797     (29,562
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     372,210       2,489,908       290,447       2,270,769  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     10,480,960     $ 70,410,364       6,284,730     $ 49,166,834  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Commenced operations on February 28, 2017.

        

 

Floating Rate Fund                         
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     8,552,269     $ 74,782,823       19,128,465     $ 166,235,789  

Shares Issued for Reinvested Dividends

     1,531,002       13,381,367       3,309,056       28,774,996  

Shares Redeemed

     (14,363,942     (125,498,108     (32,164,947     (279,525,534

Shares converted (from) Class B into Class A

                 49,291       428,871  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (4,280,671     (37,333,918     (9,678,135     (84,085,878
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       1,810     $ 15,650  

Shares Issued for Reinvested Dividends

                 5,586       48,412  

Shares Redeemed

                 (389,268     (3,380,074

Shares converted (from) Class B into Class A

                 (49,377     (428,871
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (431,249     (3,744,883
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  318  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Floating Rate Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class C

        

Shares Sold

     2,854,794     $ 24,923,128       8,285,122     $ 71,850,761  

Shares Issued for Reinvested Dividends

     1,589,324       13,874,929       3,425,144       29,739,611  

Shares Redeemed

     (13,414,177     (117,058,572     (33,403,499     (290,015,969
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (8,970,059     (78,260,515     (21,693,233     (188,425,597
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     36,270,095     $ 317,490,732       93,292,478     $ 811,195,279  

Shares Issued for Reinvested Dividends

     3,160,925       27,667,379       6,487,636       56,504,106  

Shares Redeemed

     (41,068,223     (359,332,931     (62,900,522     (547,609,980
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,637,203     (14,174,820     36,879,592       320,089,405  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     66,517     $ 582,454       319,612     $ 2,783,518  

Shares Issued for Reinvested Dividends

     17,265       151,305       36,417       317,485  

Shares Redeemed

     (172,778     (1,514,330     (449,859     (3,920,408
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (88,996     (780,571     (93,830     (819,405
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     36,721     $ 320,481       290,461     $ 2,522,472  

Shares Issued for Reinvested Dividends

     10,139       88,586       20,843       181,083  

Shares Redeemed

     (103,252     (903,158     (607,378     (5,264,232
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (56,392     (494,091     (296,074     (2,560,677
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     10,024     $ 87,612       46,096     $ 401,622  

Shares Issued for Reinvested Dividends

     3,421       29,908       6,194       53,858  

Shares Redeemed

     (88,700     (773,197     (26,804     (233,166
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (75,255     (655,677     25,486       222,314  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     9,624,233     $ 84,026,034       17,959,268     $ 155,861,316  

Shares Issued for Reinvested Dividends

     486,105       4,243,454       1,371,234       11,911,738  

Shares Redeemed

     (4,434,223     (38,684,743     (13,616,549     (118,327,090
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     5,676,115       49,584,745       5,713,953       49,445,964  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

        

Shares Sold

     1,524,610     $ 13,336,411       5,664,111     $ 49,318,042  

Shares Issued for Reinvested Dividends

     104,750       917,307       41,686       363,909  

Shares Redeemed

     (3,473,609     (30,420,821     (179,230     (1,563,129
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,844,249     (16,167,103     5,526,567       48,118,822  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (11,276,710   $ (98,281,950     15,953,077     $ 138,240,065  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Any remaining Class B shares converted to Class A shares on September 19, 2017.

        

(2)   Inception date of class was February 28, 2017.

        

 

 

  319  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Floating Rate High Income Fund                         
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     1,068,013     $ 10,746,076       6,220,456     $ 62,075,957  

Shares Issued for Reinvested Dividends

     249,075       2,505,572       474,820       4,740,506  

Shares Redeemed

     (3,073,820     (30,883,401     (4,854,931     (48,213,170
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,756,732     (17,631,753     1,840,345       18,603,293  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     546,184     $ 5,495,265       2,389,568     $ 23,781,520  

Shares Issued for Reinvested Dividends

     128,076       1,288,407       266,267       2,657,565  

Shares Redeemed

     (1,157,170     (11,637,236     (2,290,857     (22,830,998
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (482,910     (4,853,564     364,978       3,608,087  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     9,252,082     $ 93,114,929       21,611,017     $ 215,252,038  

Shares Issued for Reinvested Dividends

     498,183       5,016,072       930,106       9,297,269  

Shares Redeemed

     (5,812,988     (58,468,316     (13,115,213     (131,018,220
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     3,937,277       39,662,685       9,425,910       93,531,087  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     2,059     $ 20,707       6,185     $ 61,560  

Shares Issued for Reinvested Dividends

     208       2,094       479       4,773  

Shares Redeemed

     (10,542     (105,759     (5,439     (54,204
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (8,275     (82,958     1,225       12,129  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

 

   

Shares Sold

     4,050     $ 40,775       60,736     $ 603,786  

Shares Issued for Reinvested Dividends

     913       9,164       1,919       19,145  

Shares Redeemed

     (1,348     (13,506     (43,777     (435,803
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     3,615       36,433       18,878       187,128  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     551,269     $ 5,530,484       257,243     $ 2,564,185  

Shares Issued for Reinvested Dividends

     12,194       122,397       5,725       57,091  

Shares Redeemed

     (120,948     (1,212,590     (138,905     (1,388,876
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     442,515       4,440,291       124,063       1,232,400  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     967,964     $ 9,715,675       706,322     $ 7,053,434  

Shares Issued for Reinvested Dividends

     18,886       189,769       16,957       169,062  

Shares Redeemed

     (686,917     (6,905,296     (517,375     (5,123,098
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     299,933       3,000,148       205,904       2,099,398  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     1,002,926     $ 10,094,322       1,772,935     $ 17,715,566  

Shares Issued for Reinvested Dividends

     42,692       429,915       12,552       125,899  

Shares Redeemed

     (252,397     (2,540,037     (82,869     (829,858
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     793,221       7,984,200       1,702,618       17,011,607  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     3,228,644     $ 32,555,482       13,683,921     $ 136,285,129  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Commenced operations on February 28, 2017.

  

 

 

  320  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

High Yield Fund                         
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     2,120,459     $ 15,729,205       13,025,493     $ 95,838,490  

Shares Issued for Reinvested Dividends

     703,017       5,195,818       1,524,793       11,311,924  

Shares Redeemed

     (3,426,634     (25,402,433     (18,626,963     (136,983,461

Shares converted (from) Class B into Class A

                 49,865       369,724  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (603,158     (4,477,410     (4,026,812     (29,463,323
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       3,213     $ 23,244  

Shares Issued for Reinvested Dividends

                 3,731       27,327  

Shares Redeemed

                 (165,470     (1,213,814

Shares converted (from) Class B into Class A

                 (50,163     (369,724
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (208,689     (1,532,967
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     410,649     $ 3,032,346       797,124     $ 5,868,503  

Shares Issued for Reinvested Dividends

     141,883       1,045,036       317,767       2,349,178  

Shares Redeemed

     (1,102,906     (8,131,206     (1,919,593     (14,100,822
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (550,374     (4,053,824     (804,702     (5,883,141
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     1,369,703     $ 10,196,869       8,603,493     $ 63,641,209  

Shares Issued for Reinvested Dividends

     75,600       562,518       330,745       2,468,793  

Shares Redeemed

     (2,262,889     (16,837,575     (10,162,975     (75,386,997
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (817,586     (6,078,188     (1,228,737     (9,276,995
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     35,668     $ 264,564       69,508     $ 513,551  

Shares Issued for Reinvested Dividends

     8,239       60,858       18,627       138,028  

Shares Redeemed

     (18,682     (138,201     (176,649     (1,307,049
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     25,225       187,221       (88,514     (655,470
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     12,612     $ 93,776       71,101     $ 523,013  

Shares Issued for Reinvested Dividends

     4,487       33,223       10,535       78,241  

Shares Redeemed

     (46,063     (339,065     (117,547     (870,680
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (28,964     (212,066     (35,911     (269,426
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     20,885     $ 155,176       59,380     $ 439,846  

Shares Issued for Reinvested Dividends

     3,230       23,856       5,307       39,405  

Shares Redeemed

     (20,175     (149,096     (38,011     (280,118
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     3,940       29,936       26,676       199,133  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     147,431     $ 1,085,904       1,825,904     $ 13,399,235  

Shares Issued for Reinvested Dividends

     4,094       30,234       29,381       216,101  

Shares Redeemed

     (1,024,694     (7,577,327     (1,970,690     (14,493,499
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (873,169     (6,461,189     (115,405     (878,163
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  321  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

High Yield Fund – (continued)                         
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class F(2)

        

Shares Sold

     1,594,438     $ 11,873,870       6,299,545     $ 47,021,352  

Shares Issued for Reinvested Dividends

     172,475       1,280,445       77,851       585,994  

Shares Redeemed

     (758,827     (5,638,407     (310,178     (2,332,143
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,008,086       7,515,908       6,067,218       45,275,203  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (1,836,000   $ (13,549,612     (414,876   $ (2,485,149
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Any remaining Class B shares converted to Class A shares on September 19, 2017.

        

(2)   Inception date of class was February 28, 2017.

        
Inflation Plus Fund              
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     605,267     $ 6,333,288       2,431,084     $ 26,499,504  

Shares Issued for Reinvested Dividends

     785,830       8,227,645       232,571       2,497,811  

Shares Redeemed

     (2,237,594     (23,705,282     (4,846,303     (52,818,824

Shares converted (from) Class B into Class A

                 49,994       544,142  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (846,497     (9,144,349     (2,132,654     (23,277,367
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Redeemed

         $       (435,742   $ (4,572,156

Shares converted (from) Class B into Class A

                 (51,928     (544,142
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (487,670     (5,116,298
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     127,854     $ 1,288,300       485,267     $ 5,067,603  

Shares Issued for Reinvested Dividends

     367,950       3,701,578       46,411       479,425  

Shares Redeemed

     (1,405,110     (14,260,289     (3,863,178     (40,374,593
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (909,306     (9,270,411     (3,331,500     (34,827,565
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     998,723     $ 10,796,116       2,812,028     $ 31,157,542  

Shares Issued for Reinvested Dividends

     229,645       2,443,418       67,022       731,885  

Shares Redeemed

     (1,383,109     (14,751,755     (3,333,977     (36,999,677
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (154,741     (1,512,221     (454,927     (5,110,250
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     396,584     $ 4,102,091       595,410     $ 6,364,034  

Shares Issued for Reinvested Dividends

     197,366       2,028,924       43,572       460,125  

Shares Redeemed

     (473,020     (4,874,615     (1,261,849     (13,499,912
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     120,930       1,256,400       (622,867     (6,675,753
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     182,366     $ 1,916,932       367,513     $ 4,003,160  

Shares Issued for Reinvested Dividends

     44,084       461,119       14,965       160,571  

Shares Redeemed

     (160,415     (1,692,738     (772,600     (8,408,749
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     66,035       685,313       (390,122     (4,245,018
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  322  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Inflation Plus Fund – (continued)              
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class R5

        

Shares Sold

     48,719     $ 529,660       148,616     $ 1,644,261  

Shares Issued for Reinvested Dividends

     13,311       141,225       3,714       40,443  

Shares Redeemed

     (69,403     (742,703     (102,620     (1,136,688
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (7,373     (71,818     49,710       548,016  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     157,880     $ 1,708,105       2,287,752     $ 25,285,952  

Shares Issued for Reinvested Dividends

     127,899       1,363,401       147,339       1,611,890  

Shares Redeemed

     (254,131     (2,725,106     (8,615,366     (95,854,898
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     31,648       346,400       (6,180,275     (68,957,056
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

        

Shares Sold

     1,303,429     $ 13,993,571       12,536,318     $ 139,517,261  

Shares Issued for Reinvested Dividends

     532,708       5,668,012              

Shares Redeemed

     (751,915     (8,065,455     (1,810,897     (20,236,302
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,084,222       11,596,128       10,725,421       119,280,959  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (615,082   $ (6,114,558     (2,824,884   $ (28,380,332
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Any remaining Class B shares converted to Class A shares on September 19, 2017.

  

(2)   Inception date of class was February 28, 2017.

  

 

Municipal Income Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     222,171     $ 2,280,846       522,833     $ 5,286,727  

Shares Issued for Reinvested Dividends

     15,770       160,986       25,061       254,851  

Shares Redeemed

     (95,241     (974,737     (257,540     (2,602,848
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     142,700       1,467,095       290,354       2,938,730  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     24,597     $ 253,466       28,194     $ 285,081  

Shares Issued for Reinvested Dividends

     3,940       40,223       6,377       64,978  

Shares Redeemed

     (7,441     (75,811     (6,674     (68,639
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     21,096       217,878       27,897       281,420  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     16,314     $ 168,000       93,198     $ 945,792  

Shares Issued for Reinvested Dividends

     7,538       76,953       14,819       150,578  

Shares Redeemed

     (9,523     (97,875     (128,716     (1,317,242
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     14,329       147,078       (20,699     (220,872
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  323  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Municipal Income Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class F(1)

        

Shares Sold

     35,801     $ 365,959       109,935     $ 1,134,529  

Shares Issued for Reinvested Dividends

     1,577       16,097       470       4,852  

Shares Redeemed

     (21,372     (217,721     (1,214     (12,599
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     16,006       164,335       109,191       1,126,782  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     194,131     $ 1,996,386       406,743     $ 4,126,060  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Inception date of class was February 28, 2017.

        
Municipal Opportunities Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     2,227,269     $ 18,992,387       5,633,739     $ 47,940,227  

Shares Issued for Reinvested Dividends

     355,751       3,024,260       708,419       6,030,148  

Shares Redeemed

     (3,991,144     (33,966,039     (9,739,624     (82,411,622

Shares converted (from) Class B into Class A

                 5,032       43,072  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,408,124     (11,949,392     (3,392,434     (28,398,175
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       68     $ 572  

Shares Issued for Reinvested Dividends

                 647       5,446  

Shares Redeemed

                 (106,652     (903,336

Shares converted (from) Class B into Class A

                 (5,035     (43,072
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (110,972     (940,390
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     426,752     $ 3,654,142       1,104,646     $ 9,378,129  

Shares Issued for Reinvested Dividends

     91,661       779,944       197,214       1,678,823  

Shares Redeemed

     (1,486,329     (12,662,446     (4,337,066     (36,835,547
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (967,916     (8,228,360     (3,035,206     (25,778,595
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     7,948,233     $ 67,939,897       18,847,663     $ 160,253,889  

Shares Issued for Reinvested Dividends

     369,975       3,151,571       706,639       6,027,847  

Shares Redeemed

     (7,375,822     (62,980,160     (23,210,720     (197,130,306
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     942,386       8,111,308       (3,656,418     (30,848,570
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

        

Shares Sold

     1,490,729     $ 12,754,627       2,986,986     $ 25,839,441  

Shares Issued for Reinvested Dividends

     52,559       447,589       15,500       133,771  

Shares Redeemed

     (427,906     (3,643,312     (67,463     (583,487
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,115,382       9,558,904       2,935,023       25,389,725  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (318,272   $ (2,507,540     (7,260,007   $ (60,576,005
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Any remaining Class B shares converted to Class A shares on September 19, 2017.

        

(2)   Inception date of class was February 28, 2017.

        

 

 

  324  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Municipal Real Return Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     316,037     $ 2,911,495       1,745,729     $ 15,964,627  

Shares Issued for Reinvested Dividends

     125,798       1,154,080       273,869       2,515,306  

Shares Redeemed

     (1,129,076     (10,384,855     (2,758,644     (25,330,770

Shares converted (from) Class B into Class A

                 1,177       10,727  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (687,241     (6,319,280     (737,869     (6,840,110
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       2     $ 16  

Shares Issued for Reinvested Dividends

                 274       2,488  

Shares Redeemed

                 (33,822     (307,676

Shares converted (from) Class B into Class A

                 (1,188     (10,727
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (34,734     (315,899
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     23,050     $ 211,394       147,625     $ 1,345,763  

Shares Issued for Reinvested Dividends

     15,701       143,214       36,498       333,101  

Shares Redeemed

     (311,067     (2,839,392     (996,017     (9,073,717
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (272,316     (2,484,784     (811,894     (7,394,853
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     611,050     $ 5,647,927       4,147,893     $ 38,010,576  

Shares Issued for Reinvested Dividends

     60,111       553,070       116,709       1,075,533  

Shares Redeemed

     (1,506,734     (13,846,753     (2,111,604     (19,436,339
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (835,573     (7,645,756     2,152,998       19,649,770  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     29,953     $ 274,574       74,685     $ 685,451  

Shares Issued for Reinvested Dividends

     22,422       205,178       47,381       433,749  

Shares Redeemed

     (102,916     (944,624     (222,180     (2,035,218
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (50,541     (464,872     (100,114     (916,018
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

        

Shares Sold

     158,276     $ 1,459,695       686,716     $ 6,340,980  

Shares Issued for Reinvested Dividends

     10,611       97,530       4,894       45,238  

Shares Redeemed

     (194,052     (1,780,552     (26,700     (247,008
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (25,165     (223,327     664,910       6,139,210  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (1,870,836   $ (17,138,019     1,133,297     $ 10,322,100  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Any remaining Class B shares converted to Class A shares on September 19, 2017.

        

(2)   Inception date of class was February 28, 2017.

        
Municipal Short Duration Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     144,597     $ 1,441,993       306,528     $ 3,064,942  

Shares Issued for Reinvested Dividends

     6,426       63,953       9,593       95,930  

Shares Redeemed

     (158,286     (1,578,065     (315,190     (3,142,803
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (7,263     (72,119     931       18,069  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  325  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Municipal Short Duration Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class C

        

Shares Sold

     14,518     $ 144,695       48,770     $ 484,994  

Shares Issued for Reinvested Dividends

     2,544       25,312       3,422       34,253  

Shares Redeemed

     (22,186     (221,207     (95,914     (953,334
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (5,124     (51,200     (43,722     (434,087
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     62,068     $ 619,787       205,252     $ 2,052,679  

Shares Issued for Reinvested Dividends

     5,846       58,207       9,567       95,702  

Shares Redeemed

     (105,271     (1,054,657     (80,370     (807,445
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (37,357     (376,663     134,449       1,340,936  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     11,310     $ 113,026       51,646     $ 520,470  

Shares Issued for Reinvested Dividends

     479       4,773       155       1,563  

Shares Redeemed

     (10,637     (105,913     (1,113     (11,213
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,152       11,886       50,688       510,820  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (48,592   $ (488,096     142,346     $ 1,435,738  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Inception date of class was February 28, 2017.

        
Quality Bond Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     146,344     $ 1,439,144       553,795     $ 5,604,854  

Shares Issued for Reinvested Dividends

     14,817       145,499       51,254       506,316  

Shares Redeemed

     (186,095     (1,828,088     (639,805     (6,368,114
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (24,934     (243,445     (34,756     (256,944
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     58,893     $ 567,732       121,503     $ 1,217,675  

Shares Issued for Reinvested Dividends

     1,696       16,526       10,279       100,521  

Shares Redeemed

     (56,713     (553,399     (251,750     (2,487,150
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     3,876       30,859       (119,968     (1,168,954
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     275,527     $ 2,745,279       516,397     $ 5,162,133  

Shares Issued for Reinvested Dividends

     5,153       50,718       31,926       315,315  

Shares Redeemed

     (395,976     (3,902,408     (1,344,825     (13,411,053
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (115,296     (1,106,411     (796,502     (7,933,605
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     3,170     $ 30,887       11,245     $ 110,754  

Shares Issued for Reinvested Dividends

     188       1,838       724       7,147  

Shares Redeemed

     (8,477     (83,997     (5,830     (57,972
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (5,119     (51,272     6,139       59,929  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  326  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Quality Bond Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class R4

        

Shares Sold

         $       1     $ 11  

Shares Issued for Reinvested Dividends

     13       134       61       597  

Shares Redeemed

                 (1,249     (12,277
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     13       134       (1,187     (11,669
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Issued for Reinvested Dividends

     38     $ 366       160     $ 1,582  

Shares Redeemed

                 (1,544     (15,498
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     38       366       (1,384     (13,916
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     500     $ 4,916       1,620,060     $ 16,082,853  

Shares Issued for Reinvested Dividends

     17       175       227,578       2,244,997  

Shares Redeemed

     (460     (4,591     (10,901,734     (108,444,605
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     57       500       (9,054,096     (90,116,755
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     385,232     $ 3,812,838       12,825,726     $ 127,588,765  

Shares Issued for Reinvested Dividends

     154,862       1,521,196       143,569       1,435,772  

Shares Redeemed

     (262,404     (2,578,883     (1,228,682     (12,319,232
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     277,690       2,755,151       11,740,613       116,705,305  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     136,325     $ 1,385,882       1,738,859     $ 17,263,391  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Inception date of class was February 28, 2017.

        
Short Duration Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     10,912,184     $ 106,985,274       26,838,594     $ 264,577,161  

Shares Issued for Reinvested Dividends

     553,757       5,418,599       1,017,775       10,034,949  

Shares Redeemed

     (13,921,897     (136,512,593     (28,460,431     (280,536,947

Shares converted (from) Class B into Class A

                 45,698       450,432  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (2,455,956     (24,108,720     (558,364     (5,474,405
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       13,307     $ 133,708  

Shares Issued for Reinvested Dividends

                 2,021       20,031  

Shares Redeemed

                 (210,692     (2,088,656

Shares converted (from) Class B into Class A

                 (45,414     (450,432
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (240,778     (2,385,349
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     1,331,836     $ 13,047,735       2,757,116     $ 27,177,810  

Shares Issued for Reinvested Dividends

     72,464       708,713       138,710       1,367,501  

Shares Redeemed

     (2,324,710     (22,776,160     (5,161,585     (50,851,100
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (920,410     (9,019,712     (2,265,759     (22,305,789
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  327  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Short Duration Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class I

        

Shares Sold

     9,531,986     $ 93,583,923       19,064,223     $ 188,322,614  

Shares Issued for Reinvested Dividends

     215,323       2,110,808       394,419       3,897,530  

Shares Redeemed

     (10,619,130     (104,104,331     (19,802,518     (195,728,825
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (871,821     (8,409,600     (343,876     (3,508,681
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     9,667     $ 94,235       36,855     $ 361,681  

Shares Issued for Reinvested Dividends

     970       9,465       1,769       17,395  

Shares Redeemed

     (32,305     (315,995     (37,643     (369,969
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (21,668     (212,295     981       9,107  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     7,664     $ 74,627       732     $ 7,233  

Shares Issued for Reinvested Dividends

     565       5,517       1,051       10,353  

Shares Redeemed

     (7,080     (68,980     (5,261     (51,724
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,149       11,164       (3,478     (34,138
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     87,827     $ 856,897       78,852     $ 776,242  

Shares Issued for Reinvested Dividends

     1,293       12,629       1,287       12,682  

Shares Redeemed

     (13,463     (131,459     (19,439     (191,464
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     75,657       738,067       60,700       597,460  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     549,238     $ 5,352,803       408,800     $ 4,020,600  

Shares Issued for Reinvested Dividends

     9,290       90,588       49,945       490,538  

Shares Redeemed

     (117,277     (1,141,882     (4,537,796     (44,574,541
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     441,251       4,301,509       (4,079,051     (40,063,403
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

        

Shares Sold

     2,776,987     $ 27,230,625       11,794,302     $ 116,633,349  

Shares Issued for Reinvested Dividends

     147,050       1,442,163       89,647       886,884  

Shares Redeemed

     (1,150,625     (11,298,525     (1,380,089     (13,660,925
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,773,412       17,374,263       10,503,860       103,859,308  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (1,978,386   $ (19,325,324     3,074,235     $ 30,694,110  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Any remaining Class B shares converted to Class A shares on September 19, 2017.

        

(2)   Inception date of class was February 28, 2017.

        
Strategic Income Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     1,371,284     $ 12,081,249       3,265,129     $ 28,935,626  

Issued in Merger

                 4,429,429       40,127,523  

Shares Issued for Reinvested Dividends

     741,308       6,488,120       576,470       5,062,880  

Shares Redeemed

     (1,943,038     (17,082,419     (4,005,424     (35,211,597

Shares converted (from) Class B into Class A

                 37,166       332,572  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     169,554       1,486,950       4,302,770       39,247,004  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  328  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Strategic Income Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class B(1)

        

Shares Sold

         $       128     $ 1,382  

Shares Issued for Reinvested Dividends

                 5,450       47,315  

Shares Redeemed

                 (219,542     (1,943,428

Shares converted (from) Class B into Class A

                 (37,084     (332,572
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (251,048     (2,227,303
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     405,834     $ 3,582,935       775,562     $ 6,904,594  

Issued in Merger

                 879,703       7,995,271  

Shares Issued for Reinvested Dividends

     294,439       2,589,129       264,057       2,319,846  

Shares Redeemed

     (983,855     (8,683,143     (2,211,076     (19,506,706
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (283,582     (2,511,079     (291,754     (2,286,995
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     2,396,468     $ 21,163,365       7,918,792     $ 70,702,971  

Issued in Merger

                 444,149       4,037,178  

Shares Issued for Reinvested Dividends

     325,996       2,862,369       199,843       1,771,013  

Shares Redeemed

     (2,672,275     (23,535,522     (2,891,768     (25,863,941
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     50,189       490,212       5,671,016       50,647,221  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     7,074     $ 62,656       10,498     $ 92,311  

Issued in Merger

                 6,717       60,732  

Shares Issued for Reinvested Dividends

     1,378       12,040       1,142       9,989  

Shares Redeemed

     (9,792     (86,968     (12,280     (105,173
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,340     (12,272     6,077       57,859  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     5,711     $ 50,121       19,498     $ 175,467  

Issued in Merger

                 62,760       568,454  

Shares Issued for Reinvested Dividends

     821       7,185       741       6,453  

Shares Redeemed

     (30,512     (273,074     (25,324     (224,242
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (23,980     (215,768     57,675       526,132  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     39,679     $ 348,647       6,615     $ 59,381  

Issued in Merger

                 121,631       1,101,282  

Shares Issued for Reinvested Dividends

     1,487       13,015       2,173       19,057  

Shares Redeemed

     (51,805     (459,351     (14,385     (128,782
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (10,639     (97,689     116,034       1,050,938  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

        

Shares Sold

     42     $ 375           $  

Shares Issued for Reinvested Dividends

     58       506       58       509  

Shares Redeemed

           (1            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     100       880       58       509  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  329  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Strategic Income Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class Y

        

Shares Sold

     219,883     $ 1,910,829       1,724,634     $ 15,022,461  

Issued in Merger

                 4,976       45,036  

Shares Issued for Reinvested Dividends

     4,369       38,132       451,178       3,885,223  

Shares Redeemed

     (64,917     (561,714     (20,852,824     (182,600,748
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     159,335       1,387,247       (18,672,036     (163,648,028
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

        

Shares Sold

     1,535,421     $ 13,568,805       24,283,923     $ 215,837,454  

Issued in Merger

                 1,047       9,518  

Shares Issued for Reinvested Dividends

     790,042       6,936,730       391,846       3,521,055  

Shares Redeemed

     (4,242,827     (37,820,708     (4,710,795     (42,736,013
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,917,364     (17,315,173     19,966,021       176,632,014  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (1,857,727   $ (16,786,692     10,904,813     $ 99,999,351  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Any remaining Class B shares converted to Class A shares on September 19, 2017.

        

(2)   Inception date of class was February 28, 2017.

        
Total Return Bond Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     8,586,435     $ 88,371,065       18,163,358     $ 188,141,716  

Shares Issued for Reinvested Dividends

     1,278,250       13,136,144       1,823,225       18,889,233  

Shares Redeemed

     (7,297,244     (74,950,042     (20,792,172     (214,657,185

Shares converted (from) Class B into Class A

                 55,634       573,348  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     2,567,441       26,557,167       (749,955     (7,052,888
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       12,689     $ 130,934  

Shares Issued for Reinvested Dividends

                 3,240       33,069  

Shares Redeemed

                 (383,740     (3,934,500

Shares converted (from) Class B into Class A

                 (56,080     (573,348
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (423,891     (4,343,845
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     309,158     $ 3,194,414       804,426     $ 8,350,803  

Shares Issued for Reinvested Dividends

     48,285       497,236       105,962       1,099,083  

Shares Redeemed

     (745,494     (7,688,892     (2,285,659     (23,662,252
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (388,051     (3,997,242     (1,375,271     (14,212,366
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     2,334,542     $ 24,089,017       18,750,633     $ 193,708,102  

Shares Issued for Reinvested Dividends

     55,286       568,375       403,178       4,180,130  

Shares Redeemed

     (1,546,891     (15,930,471     (26,836,919     (280,361,346
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     842,937       8,726,921       (7,683,108     (82,473,114
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  330  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Total Return Bond Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class R3

        

Shares Sold

     31,575     $ 330,262       171,287     $ 1,804,987  

Shares Issued for Reinvested Dividends

     6,006       62,884       12,533       132,172  

Shares Redeemed

     (60,262     (637,533     (190,499     (2,008,904
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (22,681     (244,387     (6,679     (71,745
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     92,776     $ 971,422       190,198     $ 2,001,668  

Shares Issued for Reinvested Dividends

     21,215       221,923       34,655       365,094  

Shares Redeemed

     (270,767     (2,818,475     (319,521     (3,355,591
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (156,776     (1,625,130     (94,668     (988,829
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     4,135     $ 43,100       13,751     $ 144,975  

Shares Issued for Reinvested Dividends

     3,037       31,716       3,924       41,344  

Shares Redeemed

     (6,794     (71,404     (10,172     (105,172
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     378       3,412       7,503       81,147  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

        

Shares Sold

     27,804     $ 285,809       105,192     $ 1,110,306  

Shares Issued for Reinvested Dividends

     2,432       25,330       1,175       12,470  

Shares Redeemed

     (1,298     (13,377     (4,459     (47,702
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     28,938       297,762       101,908       1,075,074  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

 

   

Shares Sold

     4,670,447     $ 48,760,872       11,186,504     $ 116,784,565  

Shares Issued for Reinvested Dividends

     921,988       9,614,434       1,891,675       19,839,698  

Shares Redeemed

     (3,062,406     (31,718,738     (68,621,216     (718,275,784
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     2,530,029       26,656,568       (55,543,037     (581,651,521
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

 

   

Shares Sold

     10,424,202     $ 107,018,690       93,173,588     $ 965,607,858  

Shares Issued for Reinvested Dividends

     2,134,816       21,924,613       1,170,410       12,241,553  

Shares Redeemed

     (5,203,246     (53,084,148     (4,708,465     (49,215,444
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     7,355,772       75,859,155       89,635,533       928,633,967  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     12,757,987     $ 132,234,226       23,868,335     $ 238,995,880  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2)  Inception date of class was February 28, 2017.

 

World Bond Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     5,170,003     $ 54,264,312       11,785,185     $ 121,604,974  

Shares Redeemed

     (5,380,662     (56,460,852     (26,554,215     (273,871,576
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (210,659     (2,196,540     (14,769,030     (152,266,602
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  331  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

World Bond Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class C

        

Shares Sold

     368,574     $ 3,808,550       861,475     $ 8,799,167  

Shares Redeemed

     (1,684,453     (17,406,672     (6,119,429     (62,517,040
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,315,879     (13,598,122     (5,257,954     (53,717,873
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     25,153,891     $ 265,511,118       168,305,112     $ 1,738,828,328  

Shares Issued for Reinvested Dividends

     14,481       152,200              

Shares Redeemed

     (37,668,836     (397,841,552     (221,085,661     (2,298,327,137
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (12,500,464     (132,178,234     (52,780,549     (559,498,809
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     17,640     $ 184,194       58,471     $ 603,734  

Shares Redeemed

     (113,943     (1,191,204     (34,893     (360,377
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (96,303     (1,007,010     23,578       243,357  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     8,160     $ 85,719       24,807     $ 255,370  

Shares Redeemed

     (26,027     (273,492     (79,720     (822,780
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (17,867     (187,773     (54,913     (567,410
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     84,734     $ 895,573       167,311     $ 1,729,850  

Shares Issued for Reinvested Dividends

     32       332              

Shares Redeemed

     (32,022     (338,399     (78,183     (812,982
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     52,744       557,506       89,128       916,868  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

        

Shares Sold

     344,085     $ 3,652,946       90,913     $ 947,663  

Shares Issued for Reinvested Dividends

     35       365              

Shares Redeemed

     (54,635     (579,132     (55,178     (571,080
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     289,485       3,074,179       35,735       376,583  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     8,116,080     $ 85,866,064       28,754,002     $ 299,232,482  

Shares Issued for Reinvested Dividends

     9,393       99,007              

Shares Redeemed

     (5,837,057     (61,767,889     (36,903,790     (382,734,621
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     2,288,416       24,197,182       (8,149,788     (83,502,139
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     20,952,978     $ 221,397,966       126,436,442     $ 1,320,942,588  

Shares Issued for Reinvested Dividends

     33,831       355,902              

Shares Redeemed

     (8,862,080     (93,675,005     (8,880,802     (92,990,212
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     12,124,729       128,078,863       117,555,640       1,227,952,376  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     614,202     $ 6,740,051       36,691,847     $ 379,936,351  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1)   Commenced operations on February 28, 2017.

        

 

 

  332  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

13. Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $400 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges a commitment fee, which is allocated to each of the funds participating in the line of credit based on average net assets of the funds. During the six-month period ended April 30, 2018, none of the Funds had borrowings under this facility.

 

14. Pending Legal Proceedings:

On February 25, 2011, Jennifer L. Kasilag, Louis Mellinger, Judith M. Menendez, Jacqueline M. Robinson, and Linda A. Russell filed a derivative lawsuit against Hartford Investment Financial Services, LLC (“HIFSCO”) (now known as Hartford Funds Distributors, LLC) on behalf of six Hartford retail mutual funds in the United States District Court for the District of New Jersey, alleging that HIFSCO received excessive advisory and distribution fees in violation of its statutory fiduciary duty under Section 36(b) of the 1940 Act when serving as investment manager and principal underwriter, respectively, to the Hartford retail mutual funds. Although this action was purportedly filed on behalf of certain of the Hartford Funds, none of the Hartford Funds is itself a defendant to the suit. HIFSCO moved to dismiss and, in September 2011, the motion was granted in part and denied in part, with leave to amend the complaint. In November 2011, plaintiffs filed an amended complaint on behalf of certain Hartford retail mutual funds, The Hartford Global Health Fund (now known as The Hartford Healthcare Fund), The Hartford Conservative Allocation Fund, The Hartford Growth Opportunities Fund, The Hartford Inflation Plus Fund, The Hartford Advisers Fund (now known as The Hartford Balanced Fund), and The Hartford Capital Appreciation Fund. Plaintiffs seek to rescind the investment management agreements and distribution plans between HIFSCO and these funds and to recover the total fees charged thereunder or, in the alternative, to recover any improper compensation HIFSCO received, in addition to lost earnings.

HIFSCO filed a partial motion to dismiss the amended complaint and, in December 2012, the court dismissed without prejudice the claims regarding distribution fees and denied the motion with respect to the advisory fees claims. In March 2014, the plaintiffs filed a new complaint that, among other things, added as new plaintiffs The Hartford Floating Rate Fund and The Hartford Small Company Fund and named as a defendant Hartford Funds Management Company, LLC (“HFMC”), which assumed the role as investment manager to the funds as of January 2013. In June 2015, HFMC and HIFSCO moved for summary judgment, and plaintiffs cross-moved for partial summary judgment with respect to The Hartford Capital Appreciation Fund. In March 2016, the court, in large part, denied summary judgment for all parties. The court granted judgment for HFMC and HIFSCO with respect to all claims made by The Hartford Small Company Fund and certain claims made by The Hartford Floating Rate Fund. The court further ruled that the appropriate measure of damages on the surviving claims is the difference, if any, between the actual advisory fees paid through trial and those that could have been paid under the applicable legal standard. A bench trial on the issue of liability was held in November 2016. On February 28, 2017, the court granted judgment for HIFSCO and HFMC as to all claims. On March 23, 2017, plaintiffs appealed to the United States Court of Appeals for the Third Circuit.

No accrual for litigation relating to this matter has been recorded in the financial statements of the Funds because the Funds are not party to the suit.

In July 2007, the Floating Rate Fund and more than 60 other lenders (known collectively as the “Transeastern Lenders”) accepted the payoff of a guarantee from Tousa, Inc. (“Tousa”), a Florida homebuilder. In order to fund the payoff, Tousa borrowed money from certain new lenders and secured the loan by granting liens to the new lenders on the assets of certain Tousa subsidiaries (the “Subsidiaries”). In January 2008, Tousa filed petitions for relief under Chapter11 of the U.S.Bankruptcy Code. In July 2008, a committee of creditors of the Subsidiaries (the “Committee”) brought suit in the Bankruptcy Court of the Southern District of Florida (the “Bankruptcy Court”) against the Transeastern Lenders alleging that the Subsidiaries had received no benefit in return for the liens on their assets, that the Subsidiaries were coborrowers on the loan from the new lenders, and that the Transeastern Lenders received the value of the liens when the Transeastern Lenders accepted the payoff. The Subsidiaries sought the avoidance of their liens and the return of the value of those liens to the bankruptcy estate. On October 13, 2009, the Bankruptcy Court ruled in favor of the Committee, avoided the liens, and ordered the Transeastern Lenders to return the payoff amount to the bankruptcy estate. The Transeastern Lenders, together with the Fund, appealed the decision to the U.S. District Court for the Southern District of Florida (the “District Court”). On February 11, 2011, the District Court ruled in favor of the Transeastern Lenders (including the Fund) and quashed the Bankruptcy Court’s opinion. The Committee appealed to the U.S. Circuit Court of Appeals for the Eleventh Circuit (the “Eleventh Circuit”), which reinstated the Bankruptcy Court opinion, but remanded

 

 

  333  

 


Hartford Fixed Income Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

back to the District Court on the question of remedies. The District Court then in turn remanded one issue back to the Bankruptcy Court for a report and recommendation. On April 1, 2016, the Bankruptcy Court issued its report and recommendation, which was unfavorable in many respects to the Transeastern Lenders. On March 8, 2017, the District Court accepted the report and recommendation and ordered the Transeastern Lenders to disgorge and return the payoff amount, plus prejudgment interest. The Transeastern Lenders appealed the District Court’s decision to the Eleventh Circuit and entered into settlement negotiations. On December 19, 2017, the parties to the Tousa matter entered into a settlement agreement, which was approved by the Bankruptcy Court in January 2018. As part of that settlement agreement, the Fund paid $1,972,739.72, which represents a portion of the proceeds it received as part of the loan guarantee payments. As part of the settlement agreement, the Floating Rate Fund was released from any further claims in this matter.

 

15. Indemnifications:

Under each Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, each Company, on behalf of its respective Funds, may enter into contracts that contain a variety of indemnifications. Each Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, each Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

 

16. Subsequent Events:

In connection with the preparation of the financial statements of the Funds as of and for the six-month period ended April 30, 2018, events and transactions subsequent to April 30, 2018, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure. The following subsequent events requiring financial statement adjustment or disclosure have been identified.

At a meeting held February 6-7, 2018, the Board of Directors of The Hartford Mutual Funds II, Inc. and The Hartford Mutual Funds, Inc. approved an Agreement and Plan of Reorganization that provides for the reorganization of the Municipal Real Return Fund with and into the Municipal Opportunities Fund (the “Reorganization”). The Board of Directors of The Hartford Mutual Funds II, Inc. has called a special Meeting of Shareholders of the Municipal Real Return Fund to be held on or about June 28, 2018, for the purpose of seeking approval of the Reorganization by the Shareholders of the Municipal Real Return Fund. If approved, the Reorganization is expected to occur on or about July 16, 2018.

At a meeting held on May 1-2, 2018, the Board of Directors of The Hartford Mutual Funds, Inc. approved an extension of the contractual operating expense caps that are currently in effect for the Municipal Opportunities Fund through May 31, 2019.

Effective October 1, 2018, Class C shares automatically convert to Class A shares of the same Fund after ten years provided that the Fund or the financial intermediary has records verifying that the Class C shares have been held for at least ten years. Effective October 1, 2018, Class C shares held in an account directly through the Funds’ transfer agent for which no financial intermediary is specified or Hartford Funds Distributors, LLC is listed as the dealer of record will periodically be converted to Class A shares. Effective October 1, 2018, each Fund no longer accepts direct purchases of Class C shares by accounts for which no broker-dealer or other financial intermediary is specified. Any such direct purchase received by the Funds’ transfer agent for Class C shares for such accounts will automatically be invested in Class A shares. For more information on the above referenced changes, please see the Funds’ most recent prospectus.

 

 

  334  

 


Hartford Fixed Income Funds

 

 

 

HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund files a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Each Fund’s Forms N-Q are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov. The Form N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

 

 

  335  

 


THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

CUSTOMER PRIVACY NOTICE

The Hartford Financial Services Group, Inc. and Affiliates*

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

a) our insurance companies;

b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

a) market our products; or

b) market our services;

to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

a) independent agents;

b) brokerage firms;

c) insurance companies;

d) administrators; and

e) service providers;

who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

a) taking surveys;

b) marketing our products or services; or

c) offering financial products or services under a joint agreement between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages You visit through the use of:

a) cookies;

b) pixel tagging; or

c) other technologies;

and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

a) “opt-out;” or

b) “opt-in;”

as required by law.

We only disclose Personal Health Information with:

a) your authorization; or

b) as otherwise allowed or required by law.

Our employees have access to Personal Information in the course of doing their jobs, such as:

a) underwriting policies;

b) paying claims;

c) developing new products; or

d) advising customers of our products and services.

We use manual and electronic security procedures to maintain:

a) the confidentiality; and

b) the integrity of;

Personal Information that we have. We use these procedures to guard against unauthorized access.

Some techniques we use to protect Personal Information include:

a) secured files;

b) user authentication;

c) encryption;

 


 

 

d) firewall technology; and

e) the use of detection software.

We are responsible for and must:

a) identify information to be protected;

b) provide an adequate level of protection for that data;

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes: a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

 

If you have any questions or comments about this privacy notice, please feel free to contact us at The Hartford – Law Department, Privacy Law, One Hartford Plaza, Hartford, CT 06155, or at CorporatePrivacyOffice@thehartford.com.

This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates (including the following as of March 2018), to the extent required by the Gramm-Leach-Bliley Act and implementing regulations.

1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; American Maturity Life Insurance Company; Business Management Group, Inc.; Cervus Claim Solutions, LLC; First State Insurance Company; Fountain Investors I LLC; Fountain Investors II LLC; Fountain Investors III LLC; Fountain Investors IV LLC; FP R, LLC; FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Financial Services, LLC; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Group Benefits Holding Company; Hartford Holdings, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Insurance, Ltd.; Hartford Integrated Technologies, Inc.; Hartford International Life Reassurance Corporation; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life and Annuity Insurance Company; Hartford Life Insurance Company; Hartford Life, Inc.; Hartford Life International Holding Company; Hartford Life, Ltd.; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford Management, Ltd.; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Securities Distribution Company, Inc.; Hartford Specialty Insurance Services of Texas, LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Hartford-Comprehensive Employee Benefit Service Company; Heritage Holdings, Inc.; Heritage Reinsurance Company, Ltd.; HIMCO Distribution Services Company; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lanidex R, LLC; Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; New Ocean Insurance Co., Ltd.; Northern Homelands Company; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd.; The Hartford International Asset Management Company Limited; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company.

Revised March 2018


 

 

 

This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges and expenses of a Fund. This and other important information is contained in a Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.

The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Funds referenced herein are sub-advised by Wellington Management Company LLP. HFD and HFMC are not affiliated with the Funds’ sub-adviser.

MFSAR-FI18    6/18    206767    Printed in U.S.A.

 

LOGO


LOGO

 


LOGO

A MESSAGE FROM THE PRESIDENT

Dear Shareholders:

Thank you for investing in Hartford Funds. The following is the Funds’ Semi-Annual Report, covering the period from November 1, 2017 through April 30, 2018.

Market Review

While U.S. stocks, as measured by the S&P 500 Index (the “Index”),1 saw a 21.8% return as of 2017 year end, U.S. equities have experienced a nearly flat return of

 

0.4% along with increased volatility year-to-date as of April 30.

The Index has experienced more than 20 days with swings of 1% or more this year, compared to eight days for all of 2017. Rising interest rates, inflation anxiety, and concerns surrounding U.S. tariffs and trade policies have contributed to the return of volatility.

In the six-month period that ended April 30, 2018, the U.S. Federal Reserve (Fed) continued its cycle of interest-rate increases by raising rates twice, each time by 0.25%. As of the end of April, short-term rates range from 1.5% to 1.75%. At the time of this writing, expectations were for a continued gradual increase throughout 2018. Central banks overseas are also expected to begin removing accommodative policies by raising interest rates, which may impact global markets.

Going forward, politics both at home and abroad are likely to continue playing a key role in driving market movements. In December, the first significant overhaul of the U.S. tax code in more than 30 years was signed into law. Geopolitical tensions continue to persist around U.S. engagement with Syria and North Korea, heightening market uncertainty. In Europe, uncertainty remains with respect to Britain’s “Brexit” undertaking to leave the European Union, which could influence markets or cause an uptick in volatility.

We encourage you to maintain a strong relationship with your financial advisor, who can help guide you through shifting markets confidently. He or she can help you proactively build a portfolio that takes market uncertainty into account, along with your unique investment goals and risk tolerances. Your financial advisor can help you find a fit within our family of funds as you work toward those goals.

Thank you again for investing in Hartford Funds. For the most up-to-date information on our funds, please take advantage of all the resources available at hartfordfunds.com.

 

LOGO

James Davey

President

Hartford Funds

 

1  S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks. The index is unmanaged and not available for direct investment. Past performance is not indicative of future results.


Hartford Alternative Funds

Table of Contents

 


Fund Performance and Summary

The Hartford Global Real Asset Fund (consolidated) inception 05/28/2010

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide long-term total returns that outpace inflation over a macroeconomic cycle.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      Since
Inception2
 

Class A3

     6.40%        13.16%        -0.62%        0.52%  

Class A4

     0.55%        6.93%        -1.74%        -0.19%  

Class C3

     6.01%        12.26%        -1.35%        -0.22%  

Class C4

     5.01%        11.26%        -1.35%        -0.22%  

Class I3

     6.60%        13.50%        -0.34%        0.79%  

Class R33

     6.39%        12.87%        -0.84%        0.29%  

Class R43

     6.55%        13.18%        -0.57%        0.57%  

Class R53

     6.60%        13.49%        -0.31%        0.83%  

Class Y3

     6.61%        13.50%        -0.25%        0.88%  

Class F3

     6.65%        13.55%        -0.33%        0.79%  

55% MSCI All Country World Commodity Producers Index (Net)/ 35% Bloomberg Barclays U.S. TIPS 1-10 Year Index/ 10% Bloomberg Commodity Index Total Return

     6.25%        12.55%        0.14%        1.87%  

MSCI All Country World Commodity Producers Index (Net)

     10.51%        21.86%        1.08%        2.06%  

Bloomberg Barclays U.S. TIPS 1-10 Year Index

     -0.17%        -0.15%        -0.09%        2.11%  

Bloomberg Commodity Index Total Return

     4.74%        8.02%        -7.33%        -3.88%  

 

1  Not Annualized
2  Inception: 05/28/2010
3  Without sales charge
4  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

55% MSCI All Country World Commodity Producers Index (Net)/ 35% Bloomberg Barclays U.S. TIPS 1-10 Year Index/ 10% Bloomberg Commodity Index Total Return is calculated by Hartford Funds Management Company, LLC.

MSCI All Country World Commodity Producers Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture the global opportunity set of commodity producers in the energy, metal and agricultural sectors. Constituents are selected from the equity

 

 

 

  2  

 


The Hartford Global Real Asset Fund (consolidated)

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

universe of MSCI All Country World Index, the parent index, which covers mid and large cap securities across developed market and emerging market countries.

Bloomberg Barclays U.S. TIPS 1-10 Year Index (reflects no deduction for fees, expenses or taxes) represents U.S. Treasury inflation-protected securities having a maturity of at least 1 year and less than 10 years.

Bloomberg Commodity Index Total Return (reflects no deduction for fees, expenses or taxes) is composed of futures contracts and reflects the returns on a fully collateralized investment in the Bloomberg Commodity Index (“BCOM”). This combines the returns of the BCOM with the returns on cash collateral invested in 13 week (3 Month) U.S. Treasury bills.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

Operating Expenses*    Net      Gross  

Global Real Asset Fund Class A

     1.26%        1.57%  

Global Real Asset Fund Class C

     2.01%        2.29%  

Global Real Asset Fund Class I

     1.01%        1.16%  

Global Real Asset Fund Class R3

     1.51%        1.81%  

Global Real Asset Fund Class R4

     1.21%        1.51%  

Global Real Asset Fund Class R5

     0.96%        1.21%  

Global Real Asset Fund Class Y

     0.91%        1.11%  

Global Real Asset Fund Class F

     0.91%        1.10%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. The investment manager has also contractually agreed to waive the Fund’s management fee in an amount equal to the management fee of that subsidiary fund for as long as the Fund remains invested in that subsidiary fund. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. The fund seeks to achieve its investment objective by allocating assets among different asset classes and/or specialist portfolio managers. There is no guarantee a Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Investments in the commodities market and the natural-resource industry may increase the Fund’s liquidity risk, volatility and risk of loss if adverse developments occur. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. The value of inflation-protected securities (IPS) generally fluctuates with changes in real interest rates, and the market for IPS may be less developed or liquid, and more volatile, than other securities markets. Derivatives are generally more volatile

and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. By investing in a Cayman Subsidiary, the Fund is indirectly exposed to the risks associated with a non-U.S. subsidiary and its investments.

Composition by Security Type

as of April 30, 2018

 

Category    Percentage of
Net Assets
 

Equity Securities

 

Common Stocks

     62.5

Convertible Preferred Stocks

     0.1  

Exchange-Traded Funds

     0.7  

Preferred Stocks

     0.1  

Warrants

     0.0
  

 

 

 

Total

     63.4
  

 

 

 

Fixed Income Securities

 

Convertible Bonds

     0.1

Corporate Bonds

     0.5  

Foreign Government Obligations

     0.9  

U.S. Government Securities

     16.9  
  

 

 

 

Total

     18.4
  

 

 

 

Short-Term Investments

     18.9  

Purchased Options

     0.1  

Other Assets & Liabilities

     (0.8
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.
 

 

 

  3  

 


The Hartford Global Real Asset Fund (consolidated)

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Composition by Country

as of April 30, 2018

 

Country    Percentage of
Net Assets
 

Argentina

     0.2

Australia

     1.8  

Austria

     0.1  

Brazil

     1.8  

Canada

     4.3  

Cayman Islands

     0.1  

China

     1.8  

Colombia

     0.1  

Denmark

     0.1  

France

     2.8  

Germany

     0.8  

Greece

     0.0

Hong Kong

     0.8  

India

     0.7  

Indonesia

     0.0

Ireland

     0.1  

Israel

     0.1  

Italy

     2.2  

Japan

     3.4  

Jersey

     0.1  

Luxembourg

     0.5  

Malaysia

     0.1  

Mexico

     0.3  

Netherlands

     2.7  

New Zealand

     0.1  

Norway

     0.9  

Oman

     0.1  

Peru

     0.0

Poland

     0.0

Portugal

     0.3  

Qatar

     0.1  

Russia

     1.5  

Singapore

     0.3  

South Africa

     0.2  

South Korea

     0.6  

Spain

     0.6  

Sweden

     0.3  

Switzerland

     0.6  

Taiwan

     0.2  

Turkey

     0.0

Ukraine

     0.0

United Arab Emirates

     0.1  

United Kingdom

     5.4  

United States

     45.6  

Short-Term Investments

     18.9  

Other Assets & Liabilities

     (0.8

Purchased Options

     0.1  
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.

The table above is based on Bloomberg’s country of risk classifications. For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

 

 

  4  

 


Fund Performance and Summary

Hartford Long/Short Global Equity Fund inception 08/29/2014

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide long-term capital appreciation.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year     

Since

Inception2

 

Class A3

     2.47%        9.07%        5.99%  

Class A4

     -3.17%        3.07%        4.37%  

Class C3

     2.26%        8.78%        5.40%  

Class C4

     1.28%        7.78%        5.40%  

Class I3

     2.50%        9.06%        6.17%  

Class Y3

     2.56%        9.21%        6.23%  

Class F3

     2.57%        9.23%        6.19%  

MSCI All Country World Index (Net)

     3.56%        14.16%        6.69%  

HFRX Equity Hedge Index

     2.54%        6.98%        2.19%  

 

1  Not Annualized
2  Inception: 08/29/2014
3  Without sales charge
4  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

MSCI All Country World Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across developed markets and emerging markets countries.

HFRX Equity Hedge Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index of accounts that maintain positions both long and short in primarily equity and equity derivative securities.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  5  

 


Hartford Long/Short Global Equity Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

Long/Short Global Equity Fund Class A

     3.42%        3.70%  

Long/Short Global Equity Fund Class C

     4.17%        4.45%  

Long/Short Global Equity Fund Class I

     3.17%        3.44%  

Long/Short Global Equity Fund Class Y

     3.02%        3.41%  

Long/Short Global Equity Fund Class F

     3.02%        3.40%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee a Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. Short selling can result in substantial losses as a Fund may leverage certain assets, which can increase the volatility of the Fund’s returns, causing it to underperform. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Small-cap securities can have greater risks and volatility than large-cap securities.

 

 

Composition by Sector

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Long Positions
Equity Securities

 

Consumer Discretionary

     12.8

Consumer Staples

     3.5  

Energy

     5.4  

Financials

     19.4  

Health Care

     12.9  

Industrials

     21.2  

Information Technology

     15.2  

Materials

     11.8  

Real Estate

     12.0  

Telecommunication Services

     0.9  

Utilities

     2.4  
  

 

 

 

Total

     117.5
  

 

 

 

Short-Term Investments

     2.0  

Securities Sold Short
Equity Securities

 

Consumer Discretionary

     (8.5 )% 

Consumer Staples

     (3.7

Energy

     (0.8

Financials

     (7.9

Health Care

     (8.0

Industrials

     (9.6

Information Technology

     (9.7

Materials

     (4.8

Real Estate

     (2.4

Telecommunication Services

     (1.2
  

 

 

 

Total

     (56.6
  

 

 

 

Other Assets & Liabilities

     37.1  
  

 

 

 

Total

     100.0
  

 

 

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  6  

 


Hartford Long/Short Global Equity Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Composition by Country - Long Positions

as of April 30, 2018

 

Country    Percentage of
Net Assets
 

Australia

     0.8

Austria

     1.1  

Brazil

     2.6  

Canada

     4.4  

China

     3.5  

France

     1.0  

Germany

     4.1  

Hong Kong

     1.7  

India

     1.3  

Ireland

     2.2  

Italy

     1.9  

Japan

     12.1  

Malaysia

     0.2  

Mexico

     1.5  

Netherlands

     1.2  

New Zealand

     0.8  

Norway

     2.1  

Philippines

     0.2  

Russia

     1.1  

Singapore

     1.1  

South Korea

     0.6  

Spain

     2.0  

Switzerland

     2.5  

Taiwan

     1.7  

United Kingdom

     6.6  

United States

     59.2  

Short-Term Investments

     2.0  
  

 

 

 

Total Long Positions

     119.5  

Securities Sold Short

     (56.6

Other Assets & Liabilities

     37.1  
  

 

 

 

Total

     100.0
  

 

 

 

The table above is based on Bloomberg’s country of risk classifications. For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

Composition by Country - Securities Sold Short

as of April 30, 2018

 

Country    Percentage of
Net Assets
 

Australia

     (2.9 )% 

Belgium

     (1.1

Bermuda

     (1.8

Canada

     (0.3

Chile

     (0.4

China

     (0.9

Denmark

     (0.5

Finland

     (0.1

France

     (0.9

Germany

     (1.6

Hong Kong

     (0.2

Ireland

     (0.4

Israel

     (0.2

Italy

     (1.2

Japan

     (7.2

Jersey

     (0.8

Mexico

     (0.5

Netherlands

     (1.1

New Zealand

     (0.5

Singapore

     (0.1

South Africa

     (2.4

Spain

     (0.4

Sweden

     (1.0

Switzerland

     (0.7

United Kingdom

     (0.9

United States

     (28.5
  

 

 

 

Total

     (56.6 )% 
  

 

 

 

The table above is based on Bloomberg’s country of risk classifications. For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

 

 

  7  

 


Fund Performance and Summary

Hartford Real Total Return Fund inception 11/29/2013

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks long-term real total return.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      Since
Inception2
 

Class A3

     -1.93%        0.30%        -1.93%  

Class A4

     -7.32%        -5.22%        -3.18%  

Class C3

     -2.26%        -0.55%        -2.67%  

Class C4

     -3.13%        -1.44%        -2.67%  

Class I3

     -1.66%        0.66%        -1.63%  

Class R33

     -1.77%        0.36%        -2.04%  

Class R43

     -1.73%        0.50%        -1.88%  

Class R53

     -1.75%        0.68%        -1.64%  

Class Y3

     -1.71%        -0.28%        -1.81%  

Class F3

     -1.70%        0.73%        -1.59%  

ICE BofAML US 3-Month Treasury Bill Index

     0.68%        1.18%        0.40%  

Consumer Price Index (CPI) + 5%

     4.07%        7.46%        6.65%  

 

1  Not Annualized
2  Inception: 11/29/2013
3  Without sales charge
4  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude

investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

ICE BofAML US 3-Month Treasury Bill Index (reflects no deduction for fees, expenses or taxes) is comprised of a single issue purchased at the beginning of the month and held for a full month. At the end of the month that issue is sold and rolled into a newly selected issue. The issue selected at each month-end rebalancing is the outstanding Treasury Bill that matures closest to, but not beyond, three months from the rebalancing date. To qualify for selection, an issue must have settled on or before the month-end rebalancing date. On October 20, 2017, the Bank of America Merrill Lynch 3-Month U.S. Treasury Bill Index was rebranded.

Consumer Price Index (CPI) + 5% (reflects no deduction for fees, expenses or taxes) is a custom benchmark created by adding 5% to the annual percentage change in the CPI. The CPI is an unmanaged index representing the rate of inflation of U.S. consumer prices as determined by the U.S. Bureau of Labor Statistics. The Real Total Return Fund measures its performance against its secondary performance benchmark, the Consumer Price Index +5%, over a full market cycle, which typically lasts several years. At certain periods during a market cycle, the Real Total Return Fund’s performance may not be in line with that of the secondary performance benchmark and there can be no assurance the CPI or any other index will reflect the exact level of inflation at any given time.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements from without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  8  

 


Hartford Real Total Return Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*    Net      Gross  

Real Total Return Fund Class A

     1.44%        1.61%  

Real Total Return Fund Class C

     2.19%        2.36%  

Real Total Return Fund Class I

     1.19%        1.31%  

Real Total Return Fund Class R3

     1.74%        1.83%  

Real Total Return Fund Class R4

     1.44%        1.53%  

Real Total Return Fund Class R5

     1.14%        1.23%  

Real Total Return Fund Class Y

     1.09%        1.11%  

Real Total Return Fund Class F

     1.04%        1.11%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement or fee waiver arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. The Fund seeks to achieve its investment objective by allocating assets among different asset classes and/or specialist portfolio managers. There is no guarantee a Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. Fixed Income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. The value of inflation-protected securities (IPS) generally fluctuates with changes in real interest rates, and the market for IPS may be less developed or liquid, and more volatile, than other securities markets. Mortgage related and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. Structured securities do not have an active trading market, making them difficult to value and sell. Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets.

 

 

 

  9  

 


Hartford Real Total Return Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Composition by Country

as of April 30, 2018

 

Country    Percentage of
Net Assets
 

Australia

     1.7

Austria

     0.6  

Belgium

     0.5  

Bermuda

     0.3  

Brazil

     1.0  

Canada

     2.2  

Chile

     0.1  

China

     3.5  

Colombia

     0.2  

Denmark

     0.3  

Finland

     0.2  

France

     2.2  

Germany

     2.7  

Hong Kong

     0.9  

Ireland

     0.5  

Israel

     0.2  

Italy

     3.9  

Japan

     16.8  

Luxembourg

     0.2  

Malaysia

     0.1  

Netherlands

     0.7  

New Zealand

     0.1  

Norway

     0.6  

Peru

     0.3  

Russia

     0.2  

Singapore

     0.1  

South Africa

     0.1  

South Korea

     3.3  

Spain

     0.5  

Sweden

     1.7  

Switzerland

     0.7  

Taiwan

     2.4  

Thailand

     0.1  

Turkey

     0.1  

United Kingdom

     2.5  

United States

     27.6  

Short-Term Investments

     18.8  

Other Assets & Liabilities

     2.0  

Purchased Options

     0.1  
  

 

 

 

Total

     100.0
  

 

 

 

The table above is based on Bloomberg’s country of risk classifications. For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

Composition by Security Type

as of April 30, 2018

 

Category    Percentage of
Net Assets
 

Equity Securities

 

Common Stocks

     57.8

Exchange-Traded Funds

     0.2  

Preferred Stocks

     0.2  

Warrants

     0.0
  

 

 

 

Total

     58.2
  

 

 

 

Fixed Income Securities

 

Foreign Government Obligations

     20.7

Short-Term Investments

     18.8  

Purchased Options

     0.3  

Other Assets & Liabilities

     2.0  
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.
 

 

 

  10  

 


Hartford Alternative Funds

Expense Examples (Unaudited)

 

 

 

Your Fund’s Expenses

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of November 1, 2017 through April 30, 2018. To the extent a Fund was subject to acquired fund fees and expenses during the period, acquired fund fees and expenses are not included in the annualized expense ratios below.

Actual Expenses

The first set of columns of the table below provides information about actual account values and actual expenses. You may use this information, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the line under the heading entitled “Expenses Paid During Period” to estimate the expenses you paid on your account during this period.

Hypothetical Example for Comparison Purposes

The second set of columns of the table below provides information about hypothetical account values and hypothetical expenses based on a Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in a Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads) and CDSC. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses for a class of a Fund are equal to the class’ annualized expense ratio multiplied by average account value over the period, multiplied by 181/365 (to reflect the one-half year period).

The Hartford Global Real Asset Fund (consolidated)

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April 30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April 30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,064.00     $     6.40     $     1,000.00     $     1,018.60     $     6.26       1.25     181       365  

Class C

  $ 1,000.00     $ 1,060.10     $ 10.22     $ 1,000.00     $ 1,014.88     $ 9.99       2.00     181       365  

Class I

  $ 1,000.00     $ 1,066.00     $ 4.92     $ 1,000.00     $ 1,020.03     $ 4.81       0.96     181       365  

Class R3

  $ 1,000.00     $ 1,063.90     $ 7.68     $ 1,000.00     $ 1,017.36     $ 7.50       1.50     181       365  

Class R4

  $ 1,000.00     $ 1,065.50     $ 6.15     $ 1,000.00     $ 1,018.84     $ 6.01       1.20     181       365  

Class R5

  $ 1,000.00     $ 1,066.00     $ 4.87     $ 1,000.00     $ 1,020.08     $ 4.76       0.95     181       365  

Class Y

  $ 1,000.00     $ 1,066.10     $ 4.61     $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

Class F

  $ 1,000.00     $ 1,066.50     $ 4.61     $ 1,000.00     $ 1,020.33     $ 4.51       0.90     181       365  

 

 

  11  

 


Hartford Alternative Funds

Expense Examples (Unaudited) – (continued)

 

 

 

Hartford Long/Short Global Equity Fund

 

     Actual Return      Hypothetical (5% return before expenses)                      
      Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April 30,
2018
     Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April 30,
2018
     Annualized
expense
ratio
    Days in
the
current
1/2 year
     Days in
the full
year
 

Class A

   $     1,000.00      $     1,024.70      $     11.04      $     1,000.00      $     1,013.89      $     10.99        2.20     181        365  

Class C

   $ 1,000.00      $ 1,022.60      $ 12.69      $ 1,000.00      $ 1,012.25      $ 12.62        2.53     181        365  

Class I

   $ 1,000.00      $ 1,025.00      $ 10.49      $ 1,000.00      $ 1,014.43      $ 10.44        2.09     181        365  

Class Y

   $ 1,000.00      $ 1,025.60      $ 10.30      $ 1,000.00      $ 1,014.63      $ 10.24        2.05     181        365  

Class F

   $ 1,000.00      $ 1,025.70      $ 10.30      $ 1,000.00      $ 1,014.63      $ 10.24        2.05     181        365  

Hartford Real Total Return Fund

 

     Actual Return      Hypothetical (5% return before expenses)                      
      Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April 30,
2018
     Beginning
Account
Value
November 1,
2017
     Ending
Account
Value
April 30,
2018
     Expenses paid
during the period
November 1, 2017
through
April 30,
2018
     Annualized
expense
ratio
    Days in
the
current
1/2 year
     Days in
the full
year
 

Class A

   $     1,000.00      $     980.70      $     6.88      $     1,000.00      $     1,017.85      $     7.00        1.40     181        365  

Class C

   $ 1,000.00      $ 977.40      $ 10.54      $ 1,000.00      $ 1,014.13      $ 10.74        2.15     181        365  

Class I

   $ 1,000.00      $ 983.40      $ 5.66      $ 1,000.00      $ 1,019.09      $ 5.76        1.15     181        365  

Class R3

   $ 1,000.00      $ 982.30      $ 6.05      $ 1,000.00      $ 1,018.70      $ 6.16        1.23     181        365  

Class R4

   $ 1,000.00      $ 982.70      $ 5.75      $ 1,000.00      $ 1,018.99      $ 5.86        1.17     181        365  

Class R5

   $ 1,000.00      $ 982.50      $ 5.41      $ 1,000.00      $ 1,019.34      $ 5.51        1.10     181        365  

Class Y

   $ 1,000.00      $ 982.90      $ 5.16      $ 1,000.00      $ 1,019.59      $ 5.26        1.05     181        365  

Class F

   $ 1,000.00      $ 983.00      $ 4.92      $ 1,000.00      $ 1,019.84      $ 5.01        1.00     181        365  

 

 

  12  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 62.5%  
      Automobiles & Components - 0.2%  
    9,615    

NOK Corp.

  $ 196,640  
    9,030    

Toyoda Gosei Co., Ltd.

    227,998  
     

 

 

 
    424,638  
     

 

 

 
      Banks - 1.4%  
    43,871    

Banca Popolare dell’Emilia Romagna SC

    253,245  
    24,574    

Bank of Ireland Group plc

    220,463  
    73,947    

CaixaBank S.A.

    359,595  
    41,797    

HSBC Holdings plc

    416,130  
    6,216    

KB Financial Group, Inc.

    353,162  
    56,900    

Mitsubishi UFJ Financial Group, Inc.

    381,306  
    215,705    

Mizuho Financial Group, Inc.

    390,261  
    32,563    

Standard Chartered plc

    342,043  
    10,295    

Sumitomo Mitsui Financial Group, Inc.

    429,078  
    9,260    

Sumitomo Mitsui Trust Holdings, Inc.

    392,690  
    97,762    

Unicaja Banco S.A.*(1)

    177,312  
    18,619    

UniCredit S.p.A.

    403,658  
     

 

 

 
    4,118,943  
     

 

 

 
      Capital Goods - 2.4%  
    9,840    

Advanced Drainage Systems, Inc.

    247,968  
    7,003    

AGCO Corp.

    438,948  
    5,039    

Altra Industrial Motion Corp.

    209,874  
    8,946    

Arconic, Inc.

    159,328  
    3,546    

Beacon Roofing Supply, Inc.*

    173,577  
    12,000    

BMC Stock Holdings, Inc.*

    207,000  
    17,241    

Caesarstone Ltd.

    318,096  
    20,700    

Chiyoda Corp.

    212,543  
    7,559    

Cie de Saint-Gobain

    395,495  
    3,730    

CNK International Co., Ltd.*(2)(3)(4)

    1,083  
    7,776    

Continental Building Products, Inc.*

    218,506  
    9,244    

Deere & Co.

    1,250,990  
    954    

Fastenal Co.

    47,690  
    4,321    

Fortune Brands Home & Security, Inc.

    236,315  
    3,182    

Granite Construction, Inc.

    166,673  
    10,544    

JELD-WEN Holding, Inc.*

    296,392  
    11,530    

JGC Corp.

    282,588  
    10,655    

Kubota Corp.

    179,649  
    5,328    

Middleby Corp.*

    670,476  
    23,589    

Milacron Holdings Corp.*

    425,310  
    5,884    

NOW, Inc.*(5)

    71,373  
    1,257    

Rexel S.A.

    19,486  
    8,512    

Vinci S.A.(5)

    851,061  
     

 

 

 
    7,080,421  
     

 

 

 
      Commercial & Professional Services - 0.2%  
    13,109    

Clean Harbors, Inc.*

    600,392  
    11,108    

Hays plc

    27,374  
     

 

 

 
    627,766  
     

 

 

 
      Consumer Durables & Apparel - 0.4%  
    2,509    

Lennar Corp. Class A

    132,701  
    2,876    

Mohawk Industries, Inc.*

    603,615  
    32,389    

TRI Pointe Group, Inc.*

    554,176  
     

 

 

 
    1,290,492  
     

 

 

 
      Diversified Financials - 0.3%  
    1,733,105    

G-Resources Group Ltd.*

    14,303  
    3,823    

Julius Baer Group Ltd.*

    226,889  
    24,712    

UBS Group AG*

    414,788  
    27,157    

Uranium Participation Corp.*

    82,066  
     

 

 

 
    738,046  
     

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 62.5% - (continued)  
      Energy - 33.6%  
    33,085    

Advantage Oil & Gas Ltd.*

  $ 105,392  
    65,524    

Alta Mesa Resources, Inc.*(5)

    491,430  
    16,226    

Anadarko Petroleum Corp.

    1,092,334  
    876    

Andeavor

    121,168  
    29,018    

Antero Resources Corp.*

    551,342  
    2,057    

Apache Corp.

    84,234  
    13,908    

ARC Resources Ltd.

    155,117  
    7,740    

Baker Hughes a GE Co.

    279,491  
    289,883    

BP plc

    2,153,239  
    90,617    

BP plc ADR

    4,040,612  
    33,531    

Cabot Oil & Gas Corp.

    801,726  
    15,579    

Calfrac Well Services Ltd.*

    81,295  
    73,309    

Callon Petroleum Co.*

    1,019,728  
    24,791    

Cameco Corp.

    261,049  
    24,571    

Canadian Natural Resources Ltd.

    886,522  
    5,080    

Cenovus Energy, Inc.

    50,881  
    20,091    

Centennial Resource Development, Inc. Class A*

    371,684  
    51,499    

Chevron Corp.

    6,443,040  
    3,709    

China Petroleum & Chemical Corp. ADR

    361,776  
    3,012    

Cimarex Energy Co.

    302,977  
    7,361    

CNOOC Ltd. ADR

    1,244,083  
    9,255    

Concho Resources, Inc.*

    1,454,979  
    22,986    

ConocoPhillips

    1,505,583  
    2,400    

Continental Resources, Inc.*

    158,544  
    12,695    

Delek U.S. Holdings, Inc.

    601,362  
    17,764    

Devon Energy Corp.

    645,366  
    18,899    

Diamondback Energy, Inc.*

    2,427,577  
    12,769    

Ecopetrol S.A. ADR(5)

    281,940  
    2,423    

Enbridge, Inc.

    73,391  
    51,017    

Encana Corp.

    636,521  
    2,440    

Energen Corp.*

    159,674  
    67,975    

Eni S.p.A.

    1,328,803  
    59,953    

Eni S.p.A. ADR

    2,348,359  
    28,091    

EOG Resources, Inc.

    3,319,513  
    18,100    

EQT Corp.

    908,439  
    30,739    

Extraction Oil & Gas, Inc.*

    434,035  
    102,314    

Exxon Mobil Corp.

    7,954,913  
    8,994    

Fugro N.V.*

    142,233  
    50,395    

Galp Energia SGPS S.A.

    967,233  
    151,732    

Gazprom PJSC ADR

    700,166  
    26,367    

Green Plains, Inc.

    490,426  
    37,960    

Halliburton Co.

    2,011,500  
    18,290    

Hess Corp.

    1,042,347  
    4,707    

Husky Energy, Inc.

    65,842  
    1,225    

Imperial Oil Ltd.

    38,134  
    76,246    

Inpex Corp.

    974,714  
    27,848    

Jagged Peak Energy, Inc.*(5)

    399,062  
    12,465    

Japan Petroleum Exploration Co., Ltd.

    324,369  
    55,262    

Kinder Morgan, Inc.

    874,245  
    16,463    

Liberty Oilfield Services, Inc. Class A*

    328,272  
    35,632    

LUKOIL PJSC ADR

    2,375,076  
    22,071    

Lundin Petroleum AB*

    608,430  
    18,018    

Marathon Oil Corp.

    328,829  
    24,075    

Marathon Petroleum Corp.

    1,803,458  
    45,019    

Newfield Exploration Co.*

    1,341,566  
    17,438    

Noble Energy, Inc.

    589,928  
    25,225    

Occidental Petroleum Corp.

    1,948,884  
    40,213    

Painted Pony Energy Ltd.*(5)

    87,695  
    9,962    

Parsley Energy, Inc. Class A*

    299,159  
    26,748    

Patterson-UTI Energy, Inc.

    572,942  
    4,545    

Pembina Pipeline Corp.

    144,745  
    6,160    

PetroChina Co., Ltd. ADR

    453,438  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  13  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 62.5% - (continued)  
      Energy - 33.6% - (continued)  
    142,260    

Petroleo Brasileiro S.A. ADR*

  $ 1,987,236  
    14,102    

Phillips 66

    1,569,694  
    21,031    

Pioneer Natural Resources Co.

    4,238,798  
    2,888    

Plains GP Holdings L.P. Class A*

    69,947  
    6,971    

PrairieSky Royalty Ltd.(5)

    154,573  
    20,187    

ProPetro Holding Corp.*(5)

    369,422  
    15,019    

QEP Resources, Inc.*

    182,931  
    25,274    

Raging River Exploration, Inc.*

    140,548  
    53,462    

Reliance Industries Ltd.

    768,320  
    105,175    

Rosneft Oil Co. PJSC GDR

    639,778  
    64,244    

Royal Dutch Shell plc Class A, ADR

    4,490,656  
    73,647    

Royal Dutch Shell plc Class B

    2,629,112  
    9,041    

Royal Dutch Shell plc Class B, ADR

    654,749  
    59,357    

Saipem S.p.A.*

    226,698  
    27,345    

Schlumberger Ltd.

    1,874,773  
    3,506    

Select Energy Services, Inc. Class A*

    52,765  
    106,902    

Snam S.p.A.

    513,245  
    11,173    

Spartan Energy Corp.*

    55,345  
    47,286    

SRC Energy, Inc.*

    522,037  
    10,406    

Statoil ASA

    266,110  
    30,862    

Statoil ASA ADR(5)

    790,067  
    43,426    

Suncor Energy, Inc.

    1,660,176  
    86,390    

Surgutneftegas OJSC ADR

    404,854  
    15,817    

Targa Resources Corp.

    742,924  
    15,571    

Tenaris S.A. ADR

    582,044  
    33,977    

TOTAL S.A.

    2,135,512  
    66,694    

TOTAL S.A. ADR

    4,175,711  
    10,452    

Tourmaline Oil Corp.

    196,593  
    39,087    

TransCanada Corp.

    1,658,059  
    14,874    

Trican Well Service Ltd.*

    39,619  
    20,826    

Valero Energy Corp.

    2,310,228  
    2,905    

Vermilion Energy, Inc.

    98,195  
    25,511    

WPX Energy, Inc.*

    435,983  
    7,510    

YPF S.A. ADR

    164,394  
     

 

 

 
    100,851,908  
     

 

 

 
      Food & Staples Retailing - 0.2%  
    11,623    

Andersons, Inc.

    379,491  
    80,968    

J Sainsbury plc

    343,560  
     

 

 

 
    723,051  
     

 

 

 
      Food, Beverage & Tobacco - 2.0%  
    7,464    

Adecoagro S.A.*

    57,622  
    20,348    

AGT Food & Ingredients, Inc.(5)

    259,907  
    25,035    

Archer-Daniels-Midland Co.

    1,136,088  
    76,352    

Astra Agro Lestari Tbk PT

    70,000  
    32,848    

Australian Agricultural Co., Ltd.*

    27,099  
    78,355    

BRF S.A.*

    554,694  
    224,435    

Bumitama Agri Ltd.

    121,442  
    8,303    

Bunge Ltd.

    599,726  
    183,775    

China Agri-Industries Holdings Ltd.

    77,134  
    9,836    

Darling Ingredients, Inc.*

    168,589  
    159,225    

First Resources Ltd.

    202,465  
    2,521    

Fresh Del Monte Produce, Inc.

    123,907  
    6,479    

Glanbia plc

    109,537  
    249,600    

Golden Agri-Resources Ltd.

    64,718  
    10,482    

GrainCorp Ltd. Class A

    69,747  
    1,570    

Hokuto Corp.

    27,720  
    3,806    

Ingredion, Inc.

    460,868  
    60,670    

IOI Corp. Bhd

    73,708  
    92,830    

JBS S.A.

    231,863  
    5,401    

Kernel Holding S.A.

    73,194  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 62.5% - (continued)  
      Food, Beverage & Tobacco - 2.0% - (continued)  
    32,465    

Kuala Lumpur Kepong Bhd

  $ 210,401  
    8,055    

MHP SE GDR

    106,326  
    2,600    

NH Foods Ltd.

    113,585  
    6,034    

Origin Enterprises plc

    38,911  
    6,870    

Prima Meat Packers Ltd.

    41,915  
    4,909    

S&W Seed Co.*

    17,427  
    52,040    

Sao Martinho S.A.

    252,238  
    3,055    

Select Harvests Ltd.

    14,304  
    19,879    

Tate & Lyle plc

    157,000  
    1,363    

Tyson Foods, Inc. Class A

    95,546  
    210,665    

Wilmar International Ltd.

    515,376  
     

 

 

 
    6,073,057  
     

 

 

 
      Insurance - 0.6%  
    20,235    

Assicurazioni Generali S.p.A.

    408,321  
    15,775    

Dai-ichi Life Holdings, Inc.

    313,174  
    553,786    

Shin Kong Financial Holding Co., Ltd.

    225,071  
    16,217    

Storebrand ASA

    138,595  
    26,080    

T&D Holdings, Inc.

    442,942  
    18,215    

Tongyang Life Insurance Co., Ltd.

    140,114  
     

 

 

 
    1,668,217  
     

 

 

 
      Materials - 12.0%  
    56,338    

Acacia Mining plc

    111,687  
    5,614    

Agnico Eagle Mines Ltd.

    236,293  
    301    

Alcoa Corp.*

    15,411  
    589    

Allegheny Technologies, Inc.*

    15,650  
    115,918    

Alrosa PJSC*

    164,952  
    66,441    

Alumina Ltd.

    130,781  
    90,629    

Aluminum Corp. of China Ltd. Class H*

    51,186  
    8,450    

American Vanguard Corp.

    182,097  
    9,602    

Anglo American Platinum Ltd.

    257,671  
    62,072    

Anglo American plc

    1,460,508  
    7,531    

AngloGold Ashanti Ltd.

    67,317  
    2,145    

AngloGold Ashanti Ltd. ADR

    19,262  
    10,740    

Antofagasta plc

    143,496  
    21,034    

ArcelorMittal*

    712,714  
    64,440    

Barrick Gold Corp.

    867,588  
    84,651    

BHP Billiton Ltd.

    1,974,844  
    4,269    

BHP Billiton Ltd. ADR

    199,576  
    53,583    

BHP Billiton plc

    1,142,519  
    6,743    

BHP Billiton plc ADR

    285,499  
    14,689    

BlueScope Steel Ltd.

    180,520  
    7,345    

Boliden AB

    254,502  
    7,226    

Boral Ltd.

    37,187  
    5,811    

Buzzi Unicem S.p.A.

    146,720  
    35,883    

Centerra Gold, Inc.*

    219,107  
    43,919    

CF Industries Holdings, Inc.

    1,704,057  
    605,010    

China BlueChemical Ltd. Class H

    159,012  
    84,672    

China Molybdenum Co., Ltd. Class H

    63,628  
    305,866    

China Steel Corp.

    242,034  
    4,762    

Cia de Minas Buenaventura S.A.A ADR

    75,954  
    15,693    

Cia Siderurgica Nacional S.A.*

    39,331  
    724    

Cleveland-Cliffs, Inc.*

    5,372  
    208    

Daido Steel Co., Ltd.

    11,232  
    4,015    

Domtar Corp.

    176,258  
    96,707    

Eldorado Gold Corp.*

    91,872  
    38,339    

Eregli Demir ve Celik Fabrikalari T.A.S.

    95,703  
    3,203    

Feng Hsin Steel Co., Ltd.

    6,451  
    34,100    

Fertilizantes Heringer S.A.*

    45,750  
    21,101    

First Quantum Minerals Ltd.

    304,037  
    41,345    

Fortescue Metals Group Ltd.

    140,278  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  14  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 62.5% - (continued)  
      Materials - 12.0% - (continued)  
    4,537    

Franco-Nevada Corp.

  $ 321,946  
    40,521    

Freeport-McMoRan, Inc.

    616,324  
    5,423    

Fresnillo plc

    95,185  
    16,857    

Gerdau S.A. ADR

    78,722  
    319,777    

Glencore plc*

    1,540,364  
    26,258    

Glencore plc ADR*(5)

    252,077  
    103,702    

Gold Fields Ltd.

    393,710  
    5,417    

Gold Fields Ltd. ADR

    20,693  
    21,041    

Goldcorp, Inc.

    279,635  
    101,839    

Grupo Mexico S.A.B. de C.V. Series B

    337,175  
    27,969    

Hindalco Industries Ltd.

    97,946  
    5,431    

Hitachi Metals Ltd.

    62,067  
    2,173    

Hyundai Steel Co.

    122,819  
    51,455    

Impala Platinum Holdings Ltd.*

    91,646  
    3,781    

Industrias Penoles S.A.B. de C.V.

    79,451  
    3,946    

International Paper Co.

    203,456  
    11,052    

Intrepid Potash, Inc.*

    50,066  
    1,463    

Jastrzebska Spolka Weglowa S.A.*

    34,306  
    13,942    

JFE Holdings, Inc.

    286,122  
    36,550    

Jiangxi Copper Co., Ltd. Class H

    51,963  
    5,444    

Jindal Steel & Power Ltd.*

    20,374  
    17,510    

JSW Steel Ltd.

    84,743  
    3,967    

KGHM Polska Miedz S.A.

    105,153  
    87,846    

Kinross Gold Corp.*

    340,842  
    7,279    

Kobe Steel Ltd.

    74,876  
    236    

Korea Zinc Co., Ltd.

    95,516  
    206    

Koza Altin Isletmeleri AS*

    2,307  
    1,578    

Kumba Iron Ore Ltd.

    33,710  
    3,925    

Kumiai Chemical Industry Co., Ltd.

    24,913  
    9,610    

Kyoei Steel Ltd.

    200,113  
    6,635    

LafargeHolcim Ltd.*

    368,584  
    17,500    

Lundin Mining Corp.

    115,853  
    594    

Martin Marietta Materials, Inc.

    115,693  
    1,152    

Maruichi Steel Tube Ltd.

    39,320  
    3,013    

Mitsubishi Materials Corp.

    91,707  
    15,780    

MMC Norilsk Nickel PJSC ADR

    271,191  
    72,504    

Mosaic Co.

    1,953,983  
    19,032    

Newcrest Mining Ltd.

    301,656  
    22,964    

Newmont Mining Corp.

    902,256  
    20,167    

Nippon Steel & Sumitomo Metal Corp.

    438,456  
    34,509    

Norsk Hydro ASA

    215,542  
    1,496    

Northam Platinum Ltd.*

    4,634  
    10,010    

Nucor Corp.

    616,816  
    12,447    

Nufarm Ltd.

    85,078  
    29,949    

Nutrien Ltd.

    1,363,386  
    4,000    

OCI N.V.*(5)

    94,926  
    4,717    

Pacific Metals Co., Ltd.*

    165,499  
    1,105    

Packaging Corp. of America

    127,837  
    90,184    

Petra Diamonds Ltd.*

    84,741  
    1,556    

Polyus PJSC GDR

    49,449  
    1,926    

POSCO

    663,624  
    28,179    

Press Metal Aluminium Holdings Bhd

    34,380  
    2,221    

Randgold Resources Ltd. ADR

    180,123  
    94,500    

Resolute Mining Ltd.

    80,705  
    11,181    

Rio Tinto Ltd.

    665,428  
    31,701    

Rio Tinto plc

    1,727,891  
    7,491    

Rio Tinto plc ADR

    411,630  
    516    

Royal Bafokeng Platinum Ltd.*

    965  
    3,299    

Salzgitter AG

    181,167  
    4,915    

Severstal PJSC GDR

    78,226  
    18,799    

Shougang Fushan Resources Group Ltd.

    4,608  
    42,481    

Sibanye-Stillwater, Ltd.*

    37,237  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 62.5% - (continued)  
      Materials - 12.0% - (continued)  
    338,680    

Sinofert Holdings Ltd.*

  $ 40,307  
    139,524    

South32 Ltd.

    387,148  
    3,878    

Southern Copper Corp.

    204,797  
    7,598    

Steel Dynamics, Inc.

    340,466  
    6,557    

Sumitomo Metal Mining Co., Ltd.

    279,724  
    8,979    

Tata Steel Ltd.

    79,501  
    17,265    

Teck Resources Ltd. Class B

    433,390  
    10,294    

thyssenkrupp AG

    267,754  
    22,565    

Tokyo Steel Manufacturing Co., Ltd.

    188,304  
    24,239    

Turquoise Hill Resources Ltd.*

    71,738  
    200    

United States Steel Corp.

    6,766  
    82,618    

Vale S.A.

    1,147,813  
    15,641    

Vale S.A. ADR

    216,471  
    37,997    

Vedanta Ltd.

    168,661  
    2,270    

Vicat S.A.

    167,294  
    3,089    

voestalpine AG

    162,967  
    4,494    

Vulcan Materials Co.

    501,935  
    77,139    

Western Areas Ltd.

    198,638  
    11,017    

Wheaton Precious Metals Corp.

    229,043  
    8,359    

Yamato Kogyo Co., Ltd.

    246,412  
    26,667    

Yara International ASA

    1,124,776  
    147,163    

Zijin Mining Group Co., Ltd. Class H

    66,753  
     

 

 

 
    36,039,525  
     

 

 

 
      Media - 0.2%  
    19,199    

Comcast Corp. Class A

    602,657  
     

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 0.0%  
    2,861    

Genus plc

    98,944  
     

 

 

 
      Real Estate - 0.6%  
    6,111    

American Tower Corp. REIT

    833,296  
    9,101    

Equity LifeStyle Properties, Inc. REIT

    811,445  
    15,495    

Five Point Holdings LLC Class A*

    206,084  
     

 

 

 
    1,850,825  
     

 

 

 
      Retailing - 0.1%  
    1,652    

Murphy USA, Inc.*

    103,366  
    9,605    

Xebio Holdings Co., Ltd.

    180,956  
     

 

 

 
    284,322  
     

 

 

 
      Semiconductors & Semiconductor Equipment - 0.1%  
    4,590    

Tokyo Seimitsu Co., Ltd.

    174,335  
     

 

 

 
      Software & Services - 0.1%  
    51,315    

Fujitsu Ltd.

    311,095  
     

 

 

 
      Telecommunication Services - 1.0%  
    263,226    

BT Group plc

    903,481  
    35,360    

China Mobile Ltd.

    336,857  
    675,330    

China Telecom Corp. Ltd. Class H

    327,354  
    235,590    

China Unicom Hong Kong Ltd.*

    333,136  
    11,659    

KT Corp.

    296,439  
    33,131    

NTT DOCOMO, Inc.

    855,906  
     

 

 

 
    3,053,173  
     

 

 

 
      Transportation - 0.8%  
    59    

AP Moller - Maersk A/S Class B

    94,518  
    9,654    

Canadian National Railway Co.

    745,658  
    3,214    

Covenant Transportation Group, Inc. Class A*

    89,188  
    9,088    

D/S Norden A/S*

    165,801  
    1,924    

Flughafen Zurich AG

    401,790  
    1,211    

Genesee & Wyoming, Inc. Class A*

    86,223  
    419    

J.B. Hunt Transport Services, Inc.

    49,203  
    1,622    

Kirby Corp.*

    138,357  
    5,167    

Knight-Swift Transportation Holdings, Inc.*

    201,565  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  15  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 62.5% - (continued)  
      Transportation - 0.8% - (continued)  
    5,503    

Marten Transport Ltd.

  $ 107,308  
    464,735    

Pacific Basin Shipping Ltd.*

    123,570  
    70,455    

PostNL N.V.

    273,503  
     

 

 

 
    2,476,684  
     

 

 

 
      Utilities - 6.3%  
    23,957    

Avangrid, Inc.

    1,262,773  
    109,677    

Beijing Enterprises Holdings Ltd.

    547,825  
    133,902    

Centrica plc

    283,519  
    1,003,620    

China Longyuan Power Group Corp. Ltd. Class H

    985,776  
    18,100    

Cia de Saneamento do Parana

    304,836  
    78,278    

CK Infrastructure Holdings Ltd.

    617,802  
    104,586    

E.ON SE

    1,145,191  
    16,232    

Edison International

    1,063,521  
    137,763    

Enel S.p.A.

    873,930  
    55,473    

Engie S.A.

    973,078  
    105,599    

ENN Energy Holdings Ltd.

    987,511  
    453,316    

Guangdong Investment Ltd.

    701,657  
    2,060,878    

Huaneng Renewables Corp. Ltd. Class H

    915,241  
    169,964    

Iberdrola S.A.

    1,313,131  
    10,567    

Innogy SE(1)

    464,316  
    3,226    

NextEra Energy Partners L.P.

    134,427  
    5,213    

NextEra Energy, Inc.

    854,463  
    72,863    

NTPC Ltd.

    187,520  
    16,540    

OGE Energy Corp.

    543,670  
    16,722    

Osaka Gas Co., Ltd.

    360,091  
    187,133    

Power Grid Corp. of India Ltd.

    581,278  
    14,268    

Sempra Energy

    1,595,162  
    23,052    

Severn Trent plc

    613,823  
    40,698    

SSE plc

    772,390  
    17,499    

UGI Corp.

    846,777  
     

 

 

 
    18,929,708  
     

 

 

 
 

Total Common Stocks
(cost $169,023,645)

  $ 187,417,807  
     

 

 

 
     
CORPORATE BONDS - 0.5%  
      Construction Materials - 0.0%  
  $       125,000    

Standard Industries, Inc.
5.38%, 11/15/2024(6)

    126,641  
     

 

 

 
      Electric - 0.0%  
    100,000    

Abu Dhabi National Energy Co. PJSC
6.25%, 09/16/2019(6)

    103,675  
     

 

 

 
      Home Builders - 0.1%  
    125,000    

Lennar Corp.
4.75%, 11/15/2022

    125,134  
    30,000    

Toll Brothers Finance Corp.
4.00%, 12/31/2018

    30,000  
     

 

 

 
    155,134  
     

 

 

 
      Iron/Steel - 0.0%  
    75,000    

AK Steel Corp.
7.63%, 10/01/2021

    76,500  
     

 

 

 
      Mining - 0.1%  
    125,000    

Teck Resources Ltd.
8.50%, 06/01/2024(1)

    139,531  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 0.5% - (continued)  
      Oil & Gas - 0.1%  
  $       25,000    

Anadarko Petroleum Corp.
4.50%, 07/15/2044

  $ 23,647  
  GBP       100,000    

Gazprom OAO Via Gaz Capital S.A.
5.34%, 09/25/2020(6)

    144,829  
  $       50,000    

Hess Corp.
5.60%, 02/15/2041

    50,527  
    50,000    

Matador Resources Co.
6.88%, 04/15/2023

    52,250  
    50,000    

Occidental Petroleum Corp.
4.40%, 04/15/2046

    51,418  
    53,000    

Petrobras Global Finance B.V.
5.30%, 01/27/2025(1)

    52,125  
    50,000    

RSP Permian, Inc.
6.63%, 10/01/2022

    52,125  
     

 

 

 
    426,921  
     

 

 

 
      Oil & Gas Services - 0.1%  
    200,000    

Alpha Star Holding III Ltd.
6.25%, 04/20/2022(6)

    196,500  
     

 

 

 
      Pipelines - 0.1%  
    200,000    

Abu Dhabi Crude Oil Pipeline LLC
4.60%, 11/02/2047(6)

    188,265  
    9,000    

Plains All American Pipeline L.P. / PAA Finance Corp.
3.65%, 06/01/2022

    8,833  
    60,000    

Sunoco Logistics Partners Operations L.P.
5.95%, 12/01/2025

    64,667  
     

 

 

 
    261,765  
     

 

 

 
      REITS - 0.0%  
  EUR       100,000    

Equinix, Inc.
2.88%, 10/01/2025

    117,258  
     

 

 

 
 

Total Corporate Bonds
(cost $1,627,878)

  $ 1,603,925  
     

 

 

 
     
FOREIGN GOVERNMENT OBLIGATIONS - 0.9%  
      Argentina - 0.1%  
  ARS       4,100,000    

Argentina POM Politica Monetaria
28.88%, 06/21/2020(7)

  $ 208,113  
  EUR       125,000    

Argentine Republic Government International Bond
5.00%, 01/15/2027(6)

    146,624  
     

 

 

 
    354,737  
     

 

 

 
      Greece - 0.0%  
    8,240,000    

Hellenic Republic Government Bond
1.00%, 10/15/2042(7)

    39,802  
     

 

 

 
      Japan - 0.2%  
  JPY       97,930,950    

Japanese Government CPI Linked Bond
0.10%, 03/10/2026(8)

    944,676  
     

 

 

 
      Mexico - 0.2%  
 

Mexican Udibonos

 

  MXN       8,508,409    

2.00%, 06/09/2022(8)

    426,739  
    1,422,789    

4.00%, 11/15/2040(8)

    77,950  
    3,665,745    

4.00%, 11/08/2046(8)

    200,482  
     

 

 

 
    705,171  
     

 

 

 
      New Zealand - 0.1%  
  NZD       258,925    

New Zealand Government Bond
2.50%, 09/20/2035(6)(8)

    195,604  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  16  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 0.9% - (continued)  
      Oman - 0.1%  
  $       200,000    

Oman Government International Bond
5.38%, 03/08/2027(6)

  $ 190,465  
     

 

 

 
      Qatar - 0.1%  
    200,000    

Qatar Government International Bond
3.25%, 06/02/2026(6)

    186,920  
     

 

 

 
      South Korea - 0.1%  
  KRW       177,272,707    

Inflation Linked Korea Treasury Bond
1.00%, 06/10/2026(8)

    154,876  
     

 

 

 
 

Total Foreign Government Obligations
(cost $2,803,395)

  $ 2,772,251  
     

 

 

 
     
U.S. GOVERNMENT SECURITIES - 16.9%  
      United States - 16.9%  
      U.S. Treasury Bonds - 4.4%  
  $       491,603    

0.75%, 02/15/2045(8)

  $ 472,915  
    103,132    

0.88%, 02/15/2047(8)

    102,258  
    115,575    

1.00%, 02/15/2046(8)

    118,156  
    5,923,997    

1.00%, 02/15/2048(8)

    6,073,252  
    565,296    

1.75%, 01/15/2028(8)

    617,229  
    2,864,996    

2.00%, 01/15/2026(8)

    3,141,417  
    986,195    

2.38%, 01/15/2025(8)

    1,094,976  
    628,483    

2.38%, 01/15/2027(8)

    715,251  
    653,035    

3.63%, 04/15/2028(8)

    830,640  
     

 

 

 
    13,166,094  
     

 

 

 
      U.S. Treasury Notes - 12.5%  
    21,157    

0.13%, 04/15/2020(8)

    20,980  
    2,060,703    

0.13%, 04/15/2021(8)

    2,031,725  
    1,887,063    

0.13%, 01/15/2022(8)

    1,855,586  
    5,694,755    

0.13%, 01/15/2023(8)(9)

    5,562,461  
    1,704,282    

0.13%, 07/15/2024(8)

    1,651,776  
    997,685    

0.13%, 07/15/2026(8)

    952,667  
    4,573,989    

0.25%, 01/15/2025(8)

    4,437,402  
    2,138,570    

0.38%, 07/15/2023(8)(9)

    2,116,242  
    1,508,361    

0.38%, 07/15/2025(8)

    1,477,315  
    1,320,013    

0.38%, 01/15/2027(8)

    1,278,817  
    952,185    

0.38%, 07/15/2027(8)

    923,319  
    611,318    

0.50%, 01/15/2028(8)

    596,422  
    1,000,868    

0.63%, 07/15/2021(8)

    1,006,600  
    309,544    

0.63%, 04/15/2023(8)

    308,682  
    5,374,073    

0.63%, 01/15/2024(8)

    5,361,520  
    1,792,253    

0.63%, 01/15/2026(8)

    1,778,065  
    2,136,380    

1.13%, 01/15/2021(8)

    2,171,876  
    2,679,438    

1.25%, 07/15/2020(8)(9)

    2,735,120  
    1,239,428    

1.88%, 07/15/2019(8)

    1,266,695  
     

 

 

 
    37,533,270  
     

 

 

 
    50,699,364  
     

 

 

 
 

Total U.S. Government Securities
(cost $51,286,435)

  $ 50,699,364  
     

 

 

 
     
CONVERTIBLE BONDS - 0.1%  
      Construction Materials - 0.0%  
    75,000    

Cemex S.A.B. de C.V.
3.72%, 03/15/2020

  $ 77,063  
     

 

 

 
Shares or Principal Amount   Market Value  
CONVERTIBLE BONDS - 0.1% - (continued)  
      Electrical Components & Equipment - 0.0%  
    84,000    

SunPower Corp.
0.88%, 06/01/2021

  $ 68,218  
     

 

 

 
      Oil & Gas - 0.1%  
    139,000    

PDC Energy, Inc.
1.13%, 09/15/2021

    139,125  
     

 

 

 
 

Total Convertible Bonds
(cost $280,527)

  $ 284,406  
     

 

 

 
     
EXCHANGE-TRADED FUNDS - 0.7%  
      Other Investment Pools & Funds - 0.7%  
    88,647    

PowerShares Senior Loan Portfolio ETF

  $ 2,048,632  
     

 

 

 
 

Total Exchange-Traded Funds
(cost $2,048,549)

  $ 2,048,632  
     

 

 

 
     
PREFERRED STOCKS - 0.1%  
      Materials - 0.0%  
    25,254    

Gerdau S.A.*

  $ 120,027  
     

 

 

 
      Telecommunication Services - 0.0%  
    9,900    

Telefonica Brasil S.A.*

    138,869  
     

 

 

 
      Utilities - 0.1%  
    27,500    

Cia Paranaense de Energia*

    210,301  
     

 

 

 
 

Total Preferred Stocks
(cost $412,844)

  $ 469,197  
     

 

 

 
     
CONVERTIBLE PREFERRED STOCKS - 0.1%  
      Energy - 0.1%  
    1,784    

Hess Corp. , 8.00%

  $ 115,996  
    1,900    

WPX Energy, Inc. Series A , 6.25%

    136,344  
     

 

 

 
    252,340  
     

 

 

 
 

Total Convertible Preferred Stocks
(cost $193,246)

  $ 252,340  
     

 

 

 
     
WARRANTS - 0.0%  
      Energy - 0.0%  
    2,498    

Alta Mesa Resources, Inc. Expires 2/9/23*

  $ 3,947  
     

 

 

 
 

Total Warrants
(cost $6,163)

  $ 3,947  
     

 

 

 
 

Total Long-Term Investments
(cost $227,682,682)

  $ 245,551,869  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 18.9%  
      Other Investment Pools & Funds - 18.0%  
    53,884,933    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,
1.62%(10)

  $ 53,884,933  
     

 

 

 
      Securities Lending Collateral - 0.9%  
    139,551    

Citibank NA DDCA,
1.50%, 5/1/2018(10)

    139,551  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  17  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 18.9% - (continued)  
      Securities Lending Collateral - 0.9% - (continued)  
    1,485,097    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(10)

  $ 1,485,097  
    1,166,371    

Invesco Government & Agency Portfolio,
1.60%(10)

    1,166,371  
     

 

 

 
    2,791,019  
     

 

 

 
 

Total Short-Term Investments
(cost $56,675,952)

  $ 56,675,952  
     

 

 

 
   

Total Investments Excluding Purchased Options
(cost $284,358,634)

    100.7    $ 302,227,821  
   

Total Purchased Options
(cost $99,712)

    0.1      160,232  
     

 

 

    

 

 

 
   

Total Investments
(cost $284,458,346)

    100.8    $ 302,388,053  
   

Other Assets and Liabilities

    (0.8 )%       (2,402,808
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 299,985,245  
     

 

 

    

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  18  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

 

     Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

 

     The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

     Other than the industry classifications “Other Investment Pools & Funds,” equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

     The Consolidated Schedule of Investments includes investments held by The Hartford Cayman Global Real-Asset Fund, Ltd. (the “Subsidiary”), a wholly owned subsidiary of the Fund, which primarily invests in commodity-related instruments. The Fund may invest up to 25% of its total assets in the Subsidiary. As of April 30, 2018, the Fund invested 23.8% of its total assets in the Subsidiary.

 

* 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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $833,284, which represented 0.3% of total net assets.

 

(2)  Investment valued using significant unobservable inputs.

 

(3)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited. At April 30, 2018, the aggregate value of this security was $1,083, which represented 0.0% of total net assets.

 

(4)  This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, the aggregate fair value of this security was $1,083, 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)  Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(6)  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $1,479,523, which represented 0.5% of total net assets.

 

(7)  Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(8)  The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

(9)  This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

 

(10)  Current yield as of period end.

 

The accompanying notes are an integral part of these financial statements.

 

 

  19  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

OTC Option Contracts Outstanding at April 30, 2018  

Description

   Counter-
party
     Exercise Price/
FX Rate/ Rate
     Expiration
Date
     Number of
Contracts
     Notional
Amount
     Market
Value
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 

Purchased option contracts:

                          

Puts

                          

EUR Put/USD Call

     HSBC        1.24 USD per EUR        01/31/19        535,000        EUR        535,000      $ 18,042      $ 11,989      $ 6,053  
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased option contracts

 

     535,000      $     18,042      $     11,989      $     6,053  
                 

 

 

    

 

 

    

 

 

    

 

 

 

 

Exchange-Traded Option Contracts Outstanding at April 30, 2018  

Description

   Exercise Price/
FX Rate/ Rate
     Expiration
Date
     Number of
Contracts
     Notional
Amount
     Market
Value
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 

Purchased option contracts:

                       

Calls

                       

Brent Crude Oil Future Option

     85.00 USD        02/14/19        61        USD        61,000      $ 37,820      $ 23,992      $ 13,828  

Brent Crude Oil Future Option

     80.00 USD        11/14/18        71        USD        71,000        57,510        30,055        27,455  

Brent Crude Oil Future Option

     85.00 USD        05/16/19        71        USD        71,000        46,860        33,676        13,184  
              

 

 

    

 

 

    

 

 

    

 

 

 

Total Calls

 

     203,000      $     142,190      $     87,723      $     54,467  
              

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased option contracts

 

     203,000      $ 142,190      $ 87,723      $ 54,467  
              

 

 

    

 

 

    

 

 

    

 

 

 

 

Futures Contracts Outstanding at April 30, 2018  

Description

  Number of
Contracts
    Expiration
Date
    Current
Notional
Amount
    Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

Brent Crude Oil Future

    61       05/31/2018     $     4,556,090     $     237,191  

Brent Crude Oil Future

    10       10/29/2021       596,500       22,387  

Coffee ‘C’ Future

    30       07/19/2018       1,381,500       20,982  

Corn Future

    125       07/13/2018       2,504,687       75,967  

Cotton No. 2 Future

    2       07/09/2018       83,840       930  

Gasoline RBOB Future

    9       05/31/2018       805,442       30,028  

Gold 100oz Future

    14       06/27/2018       1,846,880           (12,375

KC Hard Red Winter Wheat Future

    22       07/13/2018       591,250       25,217  

LME Copper Future

    18       06/18/2018       3,056,850       (84,926

LME Copper Future

    13       09/17/2018       2,219,262       (2,909

LME Lead Future

    7       06/18/2018       406,088       (32,190

LME Nickel Future

    11       06/18/2018       898,986       31,275  

LME Nickel Future

    3       09/17/2018       246,258       (18,657

LME Primary Aluminum Future

    56       06/18/2018       3,171,000       123,736  

LME Primary Aluminum Future

    40       09/17/2018       2,247,500       (29,591

LME Primary Aluminum Future

    13       12/17/2018       730,438       18,047  

LME Zinc Future

    22       06/18/2018       1,720,950       (158,759

LME Zinc Future

    21       09/17/2018       1,641,544       (24,069

Live Cattle Future

    9       06/29/2018       381,960       7,641  

Live Cattle Future

    6       08/31/2018       250,860       (18,615

NY Harbor ULSD Future

    13       05/31/2018       1,173,518       38,234  

Natural Gas Future

    78       03/27/2019       2,017,080       (73,328

Palladium Future

    3       06/27/2018       288,165       (9,078

Palladium Future

    3       09/26/2018       286,740       (1,560

Silver Future

    68       07/27/2018       5,576,340       (115,819

Soybean Future

    41       07/13/2018       2,149,425       (13,072

Soybean Future

    6       11/14/2018       313,425       (855

 

The accompanying notes are an integral part of these financial statements.

 

 

  20  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Futures Contracts Outstanding at April 30, 2018  

Description

  Number of
Contracts
    Expiration
Date
    Current
Notional
Amount
    Value and
Unrealized
Appreciation/
(Depreciation)
 

Soybean Meal Future

    24       07/13/2018     $ 945,120     $     10,133  

Soybean Oil Future

    11       07/13/2018       202,092       (6,240

Sugar No. 11 Future

    115       06/29/2018       1,513,400       (42,176

U.S. Treasury 5-Year Note Future

    2       06/29/2018       227,016       (1,192

Uranium Future

    114       12/31/2018       615,600       (92,152

WTI Crude Future

    19       08/21/2018       1,285,920       (3,689

WTI Crude Future

    19       11/19/2018       1,253,810       19,869  

Wheat Future

    48       07/13/2018       1,225,200       49,043  
       

 

 

 

Total

 

  $ (30,572
       

 

 

 

Short position contracts:

 

Brent Crude Oil Future

    1       10/31/2018     $ 72,040     $ (22,072

Cattle Feeder Future

    26       08/30/2018           1,900,600       (18,639

Coco A Future

    8       07/16/2018       226,000       (23,959

Corn Future

    13       12/14/2018       270,400       (22,866

ICE NewCastle Coal Future

    3       04/27/2018       280,950       4,964  

ICE NewCastle Coal Future

    3       05/25/2018       298,200       (12,786

ICE NewCastle Coal Future

    1       06/29/2018       98,200       (2,712

ICE NewCastle Coal Future

    3       07/27/2018       292,500       (27,536

ICE NewCastle Coal Future

    3       08/31/2018       290,550       (23,686

ICE NewCastle Coal Future

    3       09/28/2018       289,050       (22,186

ICE NewCastle Coal Future

    2       10/26/2018       191,600       (7,624

ICE NewCastle Coal Future

    2       11/30/2018       191,300       (8,224

ICE NewCastle Coal Future

    2       12/28/2018       191,000       (7,924

ICE Rotterdam Coal Future

    2       04/27/2018       163,600       1,976  

ICE Rotterdam Coal Future

    2       05/25/2018       170,400       (4,824

LME Copper Future

    13       06/18/2018       2,207,725       3,174  

LME Lead Future

    7       06/18/2018       406,087       19,160  

LME Nickel Future

    3       06/18/2018       245,178       18,684  

LME Primary Aluminum Future

    56       06/18/2018       3,171,000       52,688  

LME Primary Aluminum Future

    20       12/17/2018       1,123,750       (85,209

LME Zinc Future

    22       06/18/2018       1,720,950       33,684  

LME Zinc Future

    2       09/17/2018       156,337       (24

Lean Hogs Future

    8       06/14/2018       232,640       40,137  

Lean Hogs Future

    4       07/16/2018       121,400       11,804  

Mini-10-Year JGB Future

    1       06/12/2018       137,852       24  

Natural Gas Future

    54       09/26/2018       1,512,000       (47,948

Natural Gas Future

    9       02/26/2019       260,100       10,590  

Platinum Future

    12       07/27/2018       542,640       13,905  

Robusta Coffee Future

    44       07/25/2018       772,640       (7,915

Sugar No. 11 Future

    12       02/28/2019       175,258       (4,740

U.S. Treasury 10-Year Note Future

    1       06/20/2018       119,625       795  

U.S. Treasury Long Bond Future

    1       06/20/2018       143,844       (158

U.S. Treasury Ultra Bond Future

    4       06/20/2018       628,500       (7,914

WTI Crude Future

    5       11/20/2019       297,100       (31,366

Wheat Future

    35       12/14/2018       957,688           (119,267
       

 

 

 

Total

 

  $ (297,994
       

 

 

 

Total futures contracts

 

  $ (328,566
       

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  21  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

OTC Total Return Swap Contracts Outstanding at April 30, 2018  

Reference Entity

  Counter-
party
  Notional
Amount
    Payments
received
(paid) by
the Fund
  Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Bloomberg Commodity Index

  BCLY     USD       822,285         06/29/18       Monthly     $     —     $     —     $     —     $     0  

Bloomberg Roll Select Energy

  SGF     USD       1,747,220     (0.07%)     11/30/18       Monthly                         0  

Bloomberg Roll Select Energy

  SGF     USD       821,725     (0.07%)     01/31/19       Monthly                         0  

Bloomberg Roll Select Energy

  SGF     USD       590,103     (0.07%)     02/28/19       Monthly                         0  

Bloomberg Roll Select Energy

  SGF     USD       2,173,723     (0.07%)     02/28/19       Monthly                         0  

Bloomberg Roll Select Industrial

  SGF     USD       148,402     (0.15%)     01/31/19       Monthly                         0  

Bloomberg Roll Select Industrial

  SGF     USD       1,410,149     (0.11%)     02/28/19       Monthly                         0  

Bloomberg Roll Select Industrial

  SGF     USD       685,169     (0.11%)     03/29/19       Monthly                         0  

Bloomberg Roll Select Industrial Agriculture

  SGF     USD       1,281,470     (0.18%)     04/30/19       Monthly                         0  

Bloomberg Roll Select Precious

  SGF     USD       2,399,243     (0.09%)     11/30/18       Monthly                         0  

Bloomberg Roll Select Precious

  SGF     USD       548,277     (0.09%)     02/28/19       Monthly                         0  

Bloomberg Roll Select Precious

  SGF     USD       2,287,609     (0.09%)     02/28/19       Monthly                         0  

Bloomberg Roll Select Precious Metals

  SGF     USD       396,017     (0.09%)     01/31/19       Monthly                         0  

Bloomberg Silver Subindex

  JPM     USD       375,099     (0.07%)     10/31/18       Monthly                         0  

Bloomberg Soybean Meal Subindex

  BCLY     USD       195,856     (0.35%)     08/31/18       Monthly                         0  

Bloomberg Soybean Meal Subindex

  MSC     USD       368,416     (0.25%)     12/31/18       Monthly                         0  

Bloomberg Wheat Subindex

  BCLY     USD       257,813         10/31/18       Monthly                         0  

S&P GSCI OCI Industrial Metals

  GSC     USD       284,107     (0.10%)     05/31/18       Monthly                         0  

Silver Spot Index

  GSC     USD       183,730         05/31/18       Maturity                   (8,382     (8,382

Uranium 308 Physical Spot

  GSC     USD       247,189         12/31/18       Maturity                   (2,828     (2,828
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

 

    $     $     $     (11,210   $     (11,210
             

 

 

   

 

 

   

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018  
Amount and Descriptionof
Currency to be Purchased
   Amount and Descriptionof
Currency to be Sold
   Counterparty    Settlement
Date
     Appreciation      Depreciation  
  61,000     BRL      17,523     USD    DEUT      05/03/18      $      $ (116
  795,000     BRL      228,376     USD    DEUT      05/03/18               (1,516
  856,000     BRL      245,899     USD    DEUT      05/03/18               (1,632
  856,000     BRL      258,825     USD    BCLY      05/03/18               (14,558
  856,000     BRL      246,420     USD    DEUT      06/04/18               (2,904
  26,000     EUR      31,798     USD    BCLY      05/31/18               (329
  1,120,000     EUR      1,356,646     USD    HSBC      05/31/18               (1,043
  23,300,000     JPY      213,994     USD    GSC      05/31/18               (416
  12,100,000     KZT      36,672     USD    DEUT      05/31/18        51         
  2,050,000     NOK      260,304     USD    BCLY      05/31/18               (4,496
  7,403,000     RUB      119,185     USD    GSC      05/31/18               (2,086
  160,000     THB      5,073     USD    NOM      05/31/18        1         
  6,000     TRY      1,449     USD    GSC      05/31/18        16         
  7,569     USD      10,000     AUD    CBA      05/31/18        40         
  247,106     USD      856,000     BRL    DEUT      05/03/18        2,839         
  245,899     USD      856,000     BRL    BCLY      05/03/18        1,632         
  228,376     USD      795,000     BRL    BCLY      05/03/18        1,516         
  17,523     USD      61,000     BRL    BCLY      05/03/18        116         
  2,337     USD      3,000     CAD    SSG      05/31/18               (1
  9,436,737     USD      7,716,000     EUR    BCLY      05/31/18        97,602         
  28,345     USD      23,000     EUR    CSFB      05/31/18        506         
  13,470     USD      11,000     EUR    GSC      05/31/18        156         
  150,635     USD      108,000     GBP    BNP      05/31/18        1,735         
  582,741     USD      63,279,000     JPY    ANZ      05/31/18        2,698         
  580,798     USD      63,278,000     JPY    BCLY      05/31/18        764         
  153,215     USD      164,882,000     KRW    BOA      05/31/18               (1,278
  541,491     USD      10,269,000     MXN    SSG      05/31/18               (4,848
  199,998     USD      283,000     NZD    CBA      05/31/18        904         
  51,519     USD      3,200,000     RUB    GSC      05/31/18        902         
  225,072     USD      2,770,000     ZAR    CBK      05/31/18        3,808         
               

 

 

    

 

 

 
 

Total

     $     115,286      $     (35,223
  

 

 

    

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  22  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

ANZ

   Australia and New Zealand Banking Group

BCLY

   Barclays

BNP

   BNP Paribas Securities Services

BOA

   Banc of America Securities LLC

CBA

   Commonwealth Bank of Australia

CBK

   Citibank NA

CSFB

   Credit Suisse First Boston Corp.

DEUT

   Deutsche Bank Securities, Inc.

GSC

   Goldman Sachs & Co.

HSBC

   HSBC Bank USA

JPM

   JP Morgan Chase & Co.

MSC

   Morgan Stanley

NOM

   Nomura International

SSG

   State Street Global Markets LLC

SGF

   Societe Generale
Currency Abbreviations:

ARS

   Argentine Peso

AUD

   Australian Dollar

BRL

   Brazilian Real

CAD

   Canadian Dollar

EUR

   Euro

GBP

   British Pound

JPY

   Japanese Yen

KRW

   South Korean Won

KZT

   Kazakhstani Tenge

MXN

   Mexican Peso

NOK

   Norwegian Krone

NZD

   New Zealand Dollar

RUB

   Russian Ruble

THB

   Thai Baht

TRY

   Turkish Lira

USD

   United States Dollar

ZAR

   South African Rand
Index Abbreviations:

GSCI

   Goldman Sachs Commodity

ICE

   Intercontinental Exchange

LME

   London Metal Exchange

S&P

   Standard & Poors
Other Abbreviations:

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

GDR

   Global Depositary Receipt

OJSC

   Open Joint Stock Company

OTC

   Over-the-Counter

PJSC

   Private Joint Stock Company

REIT

   Real Estate Investment Trust
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  23  

 


The Hartford Global Real Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

     Total     Level 1(1)     Level 2(1)     Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 424,638     $     $ 424,638     $  

Banks

     4,118,943             4,118,943        

Capital Goods

     7,080,421       5,138,516       1,940,822       1,083  

Commercial & Professional Services

     627,766       600,392       27,374        

Consumer Durables & Apparel

     1,290,492       1,290,492              

Diversified Financials

     738,046       82,066       655,980        

Energy

     100,851,908       83,694,016       17,157,892        

Food & Staples Retailing

     723,051       379,491       343,560        

Food, Beverage & Tobacco

     6,073,057       4,213,249       1,859,808        

Insurance

     1,668,217             1,668,217        

Materials

     36,039,525       16,250,052       19,789,473        

Media

     602,657       602,657              

Pharmaceuticals, Biotechnology & Life Sciences

     98,944             98,944        

Real Estate

     1,850,825       1,850,825              

Retailing

     284,322       103,366       180,956        

Semiconductors & Semiconductor Equipment

     174,335             174,335        

Software & Services

     311,095             311,095        

Telecommunication Services

     3,053,173             3,053,173        

Transportation

     2,476,684       1,417,502       1,059,182        

Utilities

     18,929,708       6,889,148       12,040,560        

Corporate Bonds

     1,603,925             1,603,925        

Foreign Government Obligations

     2,772,251             2,772,251        

U.S. Government Securities

     50,699,364             50,699,364        

Convertible Bonds

     284,406             284,406        

Exchange-Traded Funds

     2,048,632       2,048,632              

Preferred Stocks

     469,197       469,197              

Convertible Preferred Stocks

     252,340       252,340              

Warrants

     3,947       3,947              

Short-Term Investments

     56,675,952       56,675,952              

Purchased Options

     160,232       142,190       18,042        

Foreign Currency Contracts(2)

     115,286             115,286        

Futures Contracts(2)

     922,265       922,265              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     303,425,604     $     183,026,295     $     120,398,226     $     1,083  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (35,223   $     $ (35,223   $  

Futures Contracts(2)

     (1,250,831     (1,250,831            

Swaps - Total Return(2)

     (11,210           (11,210      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (1,297,264   $ (1,250,831   $ (46,433   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 2018, investments valued at $1,835,241 were transferred from Level 1 to Level 2 due to the application of a fair valuation model factor; investments valued at $513,146 were transferred from Level 2 to Level 1 due to the discontuniation 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 six-month period ended April 30, 2018 is not presented.

 

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

The accompanying notes are an integral part of these financial statements.

 

 

  24  

 


Hartford Long/Short Global Equity Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 113.6%  
      Automobiles & Components - 2.2%  
  8,312    

Hankook Tire Co., Ltd.

  $ 383,877  
  25,800    

Keihin Corp.

    509,655  
  10,618    

Tenneco, Inc.

    474,518  
   

 

 

 
    1,368,050  
   

 

 

 
      Banks - 6.4%  
  16,200    

BancorpSouth Bank

    535,410  
  13,300    

Bank of Kyoto Ltd.

    799,536  
  447,000    

Chongqing Rural Commercial Bank Co., Ltd. Class H

    341,943  
  4,360    

IBERIABANK Corp.

    326,782  
  48,800    

MGIC Investment Corp.

    488,976  
  7,748    

Texas Capital Bancshares, Inc.*

    764,340  
  355,632    

Unicaja Banco S.A.*(1)

    645,016  
   

 

 

 
    3,902,003  
   

 

 

 
      Capital Goods - 11.6%  
  13,672    

AerCap Holdings N.V.*

    712,721  
  24,300    

Aerojet Rocketdyne Holdings, Inc.*

    678,942  
  12,364    

AGCO Corp.

    774,976  
  29,817    

Escorts Ltd.

    446,400  
  36,500    

Fuji Corp.

    655,079  
  37,700    

Hino Motors Ltd.

    459,956  
  25,726    

JELD-WEN Holding, Inc.*

    723,158  
  26,300    

Nippo Corp.

    603,188  
  6,236    

Rheinmetall AG

    814,928  
  18,764    

Terex Corp.

    685,261  
  12,680    

Timken Co.

    542,070  
   

 

 

 
    7,096,679  
   

 

 

 
      Commercial & Professional Services - 2.9%  
  13,192    

Robert Half International, Inc.

    801,414  
  18,889    

TriNet Group, Inc.*

    975,617  
   

 

 

 
    1,777,031  
   

 

 

 
      Consumer Durables & Apparel - 5.2%  
  31,619    

Acushnet Holdings Corp.

    763,915  
  7,831    

Carter’s, Inc.

    785,606  
  99,000    

Haier Electronics Group Co., Ltd.

    342,518  
  23,026    

La-Z-Boy, Inc.

    663,149  
  13,474    

Moncler S.p.A.

    607,298  
   

 

 

 
    3,162,486  
   

 

 

 
      Diversified Financials - 6.9%  
  8,119    

FirstCash, Inc.

    703,917  
  42,530    

GAM Holding AG*

    678,873  
  67,475    

IG Group Holdings plc

    770,463  
  41,146    

MTGE Investment Corp. REIT

    746,800  
  8,639    

Noah Holdings Ltd. ADR*(2)

    446,377  
  29,983    

Redwood Trust, Inc. REIT

    459,939  
  20,644    

Solar Capital Ltd.

    420,725  
   

 

 

 
    4,227,094  
   

 

 

 
      Energy - 5.4%  
  36,903    

Antero Resources Corp.*

    701,157  
  17,360    

Delek U.S. Holdings, Inc.

    822,343  
  62,735    

Enerplus Corp.

    728,028  
  29,500    

Japan Petroleum Exploration Co., Ltd.

    767,661  
  53,300    

Raging River Exploration, Inc.*

    296,399  
   

 

 

 
    3,315,588  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 113.6% - (continued)  
      Food, Beverage & Tobacco - 2.0%  
  11,464    

Fresh Del Monte Produce, Inc.

  $ 563,455  
  72,100    

Itoham Yonekyu Holdings, Inc.

    654,784  
   

 

 

 
    1,218,239  
   

 

 

 
      Health Care Equipment & Services - 9.4%  
  12,941    

Encompass Health Corp.

    787,072  
  16,426    

Globus Medical, Inc. Class A*

    840,847  
  9,982    

Haemonetics Corp.*

    778,995  
  6,805    

Hill-Rom Holdings, Inc.

    584,073  
  18,145    

LifePoint Health, Inc.*

    869,146  
  10,521    

Molina Healthcare, Inc.*

    875,873  
  2,800    

Ping An Healthcare and Technology Co.,
Ltd.*(3)(4)

    19,550  
  472,000    

Shandong Weigao Group Medical Polymer Co., Ltd. Class H

    290,062  
  55,929    

UDG Healthcare plc

    702,686  
   

 

 

 
      5,748,304  
   

 

 

 
      Household & Personal Products - 1.5%  
  13,273    

Nu Skin Enterprises, Inc. Class A

    944,374  
   

 

 

 
      Insurance - 2.8%  
  24,466    

Assured Guaranty Ltd.

    887,871  
  94,389    

Storebrand ASA

    806,673  
   

 

 

 
      1,694,544  
   

 

 

 
      Materials - 11.2%  
  10,270    

Cabot Corp.

    573,682  
  15,800    

Carpenter Technology Corp.

    841,508  
  87,835    

Centerra Gold, Inc.*

    536,334  
  291,865    

Lee & Man Paper Manufacturing Ltd.

    321,483  
  18,384    

Methanex Corp.

    1,108,094  
  17,569    

Salzgitter AG

    964,813  
  18,800    

Tokyo Ohka Kogyo Co., Ltd.

    660,508  
  72,600    

Tokyo Steel Manufacturing Co., Ltd.

    605,843  
  4,957    

Vidrala S.A.

    520,788  
  27,747    

Wienerberger AG

    699,166  
   

 

 

 
      6,832,219  
   

 

 

 
      Media - 3.1%  
  34,205    

New York Times Co. Class A

    802,107  
  27,900    

Nippon Television Holdings, Inc.

    489,027  
  48,881    

Television Francaise(2)

    611,078  
   

 

 

 
      1,902,212  
   

 

 

 
      Pharmaceuticals, Biotechnology & Life Sciences - 3.5%  
  23,479    

Amicus Therapeutics, Inc.*

    332,228  
  18,255    

Hikma Pharmaceuticals plc

    321,880  
  5,717    

ICON plc*

    672,491  
  53,809    

MiMedx Group, Inc.*(2)

    441,772  
  19,659    

Momenta Pharmaceuticals, Inc.*

    408,907  
   

 

 

 
      2,177,278  
   

 

 

 
      Real Estate - 12.0%  
  563,945    

Beni Stabili S.p.A. SIIQ REIT

    534,028  
  45,642    

Brandywine Realty Trust REIT

    735,293  
  324,000    

Corp. Inmobiliaria Vesta S.A.B. de C.V.

    465,158  
  35,036    

Entra ASA(1)

    480,498  
  75,500    

Kerry Properties Ltd.

    360,929  
  25,875    

LaSalle Hotel Properties REIT

    765,124  
  6,439    

LEG Immobilien AG

    742,437  
  8,123    

Life Storage, Inc. REIT

    718,398  
  26,165    

Park Hotels & Resorts, Inc. REIT

    753,029  
  8,817    

PotlatchDeltic Corp. REIT

    457,161  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  25  

 


Hartford Long/Short Global Equity Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 113.6% - (continued)  
      Real Estate - 12.0% - (continued)  
  89,295    

Segro plc REIT

  $ 792,381  
  48,855    

UNITE Group plc

    560,878  
   

 

 

 
      7,365,314  
   

 

 

 
      Retailing - 2.3%  
  97,503    

Chico’s FAS, Inc.

    968,205  
  32,400    

Lojas Renner S.A.

    301,600  
  53,569    

PC Jeweller Ltd.

    115,437  
   

 

 

 
      1,385,242  
   

 

 

 
      Semiconductors & Semiconductor Equipment - 6.5%  
  22,586    

Entegris, Inc.

    727,269  
  16,501    

First Solar, Inc.*

    1,170,086  
  29,495    

Kulicke & Soffa Industries, Inc.*

    675,141  
  4,100    

SCREEN Holdings Co., Ltd.

    335,358  
  8,803    

Silicon Motion Technology Corp. ADR

    397,984  
  21,729    

Teradyne, Inc.

    707,279  
   

 

 

 
      4,013,117  
   

 

 

 
      Software & Services - 3.7%  
  10,574    

Mail.Ru Group Ltd. GDR*

    335,139  
  3,202    

SINA Corp.*

    305,919  
  6,632    

Temenos Group AG*

    834,490  
  19,318    

Teradata Corp.*

    790,493  
   

 

 

 
      2,266,041  
   

 

 

 
      Technology Hardware & Equipment - 5.0%  
  11,462    

Arrow Electronics, Inc.*

    856,670  
  64,000    

Chroma ATE, Inc.

    321,807  
  334,521    

E Ink Holdings, Inc.

    370,146  
  82,258    

Electrocomponents plc

    687,671  
  17,800    

Hitachi High-Technologies Corp.

    830,204  
   

 

 

 
      3,066,498  
   

 

 

 
      Telecommunication Services - 0.9%  
  49,931    

Vonage Holdings Corp.*

    558,229  
   

 

 

 
      Transportation - 6.7%  
  148,500    

Aeroflot PJSC

    339,577  
  215,644    

Air New Zealand Ltd.

    494,808  
  144,000    

AirAsia Group Bhd

    140,676  
  76,200    

Grupo Aeroportuario del Centro Norte S.A.B. de C.V.

    401,942  
  83,520    

International Container Terminal Services, Inc.

    136,538  
  32,454    

JetBlue Airways Corp.*

    622,792  
  8,659    

Kirby Corp.*

    738,613  
  45,100    

Localiza Rent a Car S.A.

    359,054  
  107,371    

Qantas Airways Ltd.

    464,356  
  696,000    

Sinotrans Ltd. Class H

    398,780  
   

 

 

 
      4,097,136  
   

 

 

 
      Utilities - 2.4%  
  66,869    

AES Corp.

    818,476  
  41,636    

ENN Energy Holdings Ltd.

    389,360  
  491,661    

SJVN Ltd.

    244,304  
   

 

 

 
    1,452,140  
   

 

 

 
 

Total Common Stocks
(cost $64,957,077)

  $ 69,569,818  
   

 

 

 
Shares or Principal Amount   Market Value  
EXCHANGE-TRADED FUNDS - 2.4%      
      Other Investment Pools & Funds - 2.4%  
  11,239    

iShares Core MSCI EAFE ETF

  $ 748,967  
  4,849    

iShares Russell 2000 ETF

    743,449  
   

 

 

 
    1,492,416  
   

 

 

 
 

Total Exchange-Traded Funds
(cost $1,265,185)

  $ 1,492,416  
   

 

 

 
PREFERRED STOCKS - 1.5%      
      Banks - 0.9%  
  98,073    

Banco ABC Brasil S.A.
4.80%

  $ 525,191  
   

 

 

 
      Materials - 0.6%  
  76,900    

Gerdau S.A.*

    365,490  
   

 

 

 
 

Total Preferred Stocks
(cost $899,417)

  $ 890,681  
   

 

 

 
 

Total Long-Term Investments
(cost $67,121,679)

  $ 71,952,915  
   

 

 

 
SHORT-TERM INVESTMENTS - 2.0%  
      Other Investment Pools & Funds - 0.6%  
  363,078    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,
1.62%(5)

 

   $ 363,078  
       

 

 

 
      Securities Lending Collateral - 1.4%  
  42,365    

Citibank NA DDCA,
1.50%, 5/1/2018(5)

 

     42,365  
  450,847    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(5)

 

     450,847  
  354,088    

Invesco Government & Agency Portfolio,
1.60%(5)

 

     354,088  
       

 

 

 
     847,300  
       

 

 

 
 

Total Short-Term Investments
(cost $1,210,378)

 

   $ 1,210,378  
       

 

 

 
 

Total Investments
(cost $68,332,057)

     119.5    $ 73,163,293  
 

Total Securities Sold Short
(proceeds $33,811,103)

     (56.6 )%     $ (34,667,250
 

Other Assets and Liabilities

     37.1      22,722,394  
    

 

 

    

 

 

 
 

Total Net Assets

     100.0    $ 61,218,437  
    

 

 

    

 

 

 
SECURITIES SOLD SHORT - (56.6%)  
COMMON STOCKS - (55.1%)  
      Automobiles & Components - (1.8%)  
  (15,123  

Brembo S.p.A.

 

   $ (222,801
  (2,473  

Dorman Products, Inc.

 

     (158,915
  (9,181  

Fox Factory Holding Corp.

 

     (305,268
  (10,541  

Gentherm, Inc.

 

     (356,286
  (1,412  

Nifco, Inc.

 

     (49,576
       

 

 

 
     (1,092,846
       

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  26  

 


Hartford Long/Short Global Equity Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SECURITIES SOLD SHORT - (56.6%) - (continued)  
COMMON STOCKS - (55.1%) - (continued)  
      Banks - (1.2%)      
  (8,571  

Beneficial Bancorp, Inc.

  $ (135,851
  (1,521  

Independent Bank Corp.

    (109,968
  (16,061  

Itau CorpBanca ADR

    (244,127
  (66,219  

Seven Bank Ltd.

    (222,328
   

 

 

 
      (712,274
   

 

 

 
      Capital Goods - (7.8%)  
  (7,850  

Apogee Enterprises, Inc.

    (322,713
  (162,768  

AviChina Industry & Technology Co., Ltd. Class H

    (102,626
  (37,750  

Chiyoda Corp.

    (387,609
  (5,680  

CIRCOR International, Inc.

    (240,662
  (5,757  

Cubic Corp.

    (355,495
  (384  

dormakaba Holding AG

    (297,028
  (8,535  

Kornit Digital Ltd.

    (124,184
  (28,718  

Kratos Defense & Security Solutions, Inc.

    (287,467
  (17,037  

MRC Global, Inc.

    (319,103
  (43,668  

Munters Group AB(1)

    (252,207
  (10,861  

NKT AS

    (322,856
  (34,561  

NOW, Inc.

    (419,225
  (121,764  

Salini Impregilo S.p.A.

    (348,388
  (41,566  

Sunrun, Inc.

    (383,239
  (4,640  

Tennant Co.

    (343,360
  (11,890  

Tsubaki Nakashima Co., Ltd.

    (279,979
  (799  

Uponor Oyj

    (13,920
   

 

 

 
      (4,800,061
   

 

 

 
      Commercial & Professional Services - (0.8%)  
  (2,673  

ABM Industries, Inc.

    (83,210
  (26,934  

Prestige International, Inc.

    (309,406
  (6,837  

Relia, Inc.

    (86,923
   

 

 

 
      (479,539
   

 

 

 
      Consumer Durables & Apparel - (1.9%)  
  (25,268  

American Outdoor Brands Corp.

    (277,948
  (6,255  

Chargeurs S.A.

    (188,793
  (3,542  

iRobot Corp.

    (206,711
  (9,769  

Neinor Homes S.A.(1)

    (189,119
  (7,366  

Tempur Sealy International, Inc.

    (329,628
   

 

 

 
      (1,192,199
   

 

 

 
      Consumer Services - (2.0%)  
  (68,849  

Ardent Leisure Group

    (97,482
  (12,732  

Belmond Ltd. Class A

    (136,233
  (4,677  

Chegg, Inc.

    (108,553
  (15,371  

Colowide Co., Ltd.

    (391,001
  (21,081  

Wendy’s Co. (The)

    (352,896
  (2,512  

Wingstop, Inc.

    (122,736
   

 

 

 
    (1,208,901
   

 

 

 
      Diversified Financials - (2.3%)  
  (5,700  

Donnelley Financial Solutions, Inc.

    (104,880
  (8,568  

Flow Traders(1)

    (331,923
  (4,321  

Greenhill & Co., Inc.

    (87,716
  (2,290  

Hypoport AG

    (439,968
  (101,318  

LendingClub Corp.

    (272,545
  (14,795  

SLM Corp.

    (169,847
   

 

 

 
    (1,406,879
   

 

 

 
      Energy - (0.8%)  
  (6,583  

Forum Energy Technologies, Inc.

    (82,946
  (22,596  

Ring Energy, Inc.

    (377,805
   

 

 

 
    (460,751
   

 

 

 
Shares or Principal Amount   Market Value  
SECURITIES SOLD SHORT - (56.6%) - (continued)  
COMMON STOCKS - (55.1%) - (continued)  
      Food & Staples Retailing - (0.6%)  
  (5,175  

Kusuri no Aoki Holdings Co., Ltd.

  $ (354,956
   

 

 

 
      Food, Beverage & Tobacco - (2.0%)  
  (1,825  

Calbee, Inc.

    (61,457
  (19,155  

Freshpet, Inc.

    (379,269
  (109,466  

Greencore Group plc

    (238,735
  (4,344  

Ito En Ltd.

    (173,195
  (3,755  

Kagome Co., Ltd.

    (135,386
  (25,706  

Pioneer Foods Group Ltd.

    (251,471
   

 

 

 
    (1,239,513
   

 

 

 
      Health Care Equipment & Services - (8.0%)  
  (3,787  

Acadia Healthcare Co., Inc.

    (134,742
  (7,496  

AtriCure, Inc.

    (166,636
  (9,010  

AxoGen, Inc.

    (358,598
  (8,730  

BioTelemetry, Inc.

    (333,486
  (5,160  

DexCom, Inc.

    (377,609
  (21,234  

Evolent Health, Inc. Class A

    (350,361
  (11,642  

Glaukos Corp.

    (392,103
  (163,787  

Healthscope Ltd.

    (298,409
  (5,336  

iRhythm Technologies, Inc.

    (310,288
  (11,686  

K2M Group Holdings, Inc.

    (223,203
  (144,014  

Life Healthcare Group Holdings Ltd.

    (340,827
  (58,742  

Nanosonics Ltd.

    (105,782
  (4,231  

Nevro Corp.

    (378,082
  (17,441  

Novocure Ltd.

    (476,139
  (2,469  

Penumbra, Inc.

    (307,020
  (105,697  

Raffles Medical Group Ltd.

    (91,372
  (1,551  

Sartorius AG

    (238,235
   

 

 

 
    (4,882,892
   

 

 

 
      Household & Personal Products - (1.1%)  
  (191,051  

Kimberly-Clark de Mexico S.A.B. de C.V. Class A

    (346,204
  (13,533  

Ontex Group N.V.

    (346,885
   

 

 

 
    (693,089
   

 

 

 
      Insurance - (2.9%)  
  (6,337  

Argo Group International Holdings Ltd.

    (370,398
  (8,386  

Aspen Insurance Holdings Ltd.

    (355,986
  (6,343  

Axis Capital Holdings Ltd.

    (372,334
  (76  

Erie Indemnity Co. Class A

    (8,874
  (212,473  

Saga plc

    (396,164
  (9,627  

Trupanion, Inc.

    (252,998
   

 

 

 
    (1,756,754
   

 

 

 
      Materials - (4.8%)  
  (4,657  

Buzzi Unicem S.p.A.

    (117,583
  (5,306  

Compass Minerals International, Inc.

    (357,094
  (1,135  

Eagle Materials, Inc.

    (112,320
  (76,040  

Fletcher Building Ltd.

    (336,783
  (1,514  

Huhtamaki Oyj

    (61,582
  (216,250  

Nampak Ltd.

    (241,145
  (40,987  

Nyrstar N.V.

    (282,843
  (8,549  

Orica Ltd.

    (127,372
  (84,588  

Pact Group Holdings Ltd.

    (360,173
  (28,947  

Pretium Resources, Inc.

    (194,791
  (366,188  

Sibanye Gold Ltd.

    (320,985
  (127,996  

Syrah Resources Ltd.

    (306,448
  (4,756  

UACJ Corp.

    (123,945
   

 

 

 
    (2,943,064
   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  27  

 


Hartford Long/Short Global Equity Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SECURITIES SOLD SHORT - (56.6%) - (continued)  
COMMON STOCKS - (55.1%) - (continued)  
      Real Estate - (2.4%)  
  (433  

Alexander’s, Inc. REIT

  $ (170,321
  (300,000  

China Overseas Grand Oceans Group Ltd.

    (130,228
  (132  

Comforia Residential REIT, Inc. REIT

    (303,142
  (47,570  

New Senior Investment Group, Inc. REIT

    (410,053
  (733,061  

Redco Group(1)

    (459,135
   

 

 

 
    (1,472,879
   

 

 

 
      Retailing - (2.8%)  
  (22,812  

Bapcor Ltd.

    (100,646
  (17,058  

Core-Mark Holding Co., Inc.

    (351,565
  (5,507  

Duluth Holdings, Inc. Class B

    (95,546
  (2,567  

Floor & Decor Holdings, Inc. Class A

    (142,700
  (6,344  

IDOM, Inc.

    (45,837
  (7,042  

JINS, Inc.

    (381,363
  (61,043  

Woolworths Holdings Ltd.

    (313,708
  (1,463  

zooplus AG

    (303,344
   

 

 

 
    (1,734,709
   

 

 

 
      Semiconductors & Semiconductor Equipment - (3.2%)  
  (10,532  

Brooks Automation, Inc.

    (262,036
  (8,089  

CEVA, Inc.

    (263,701
  (11,801  

Inphi Corp.

    (337,273
  (8,210  

MaxLinear, Inc.

    (183,329
  (8,573  

Megachips Corp.

    (274,976
  (2,796  

Semtech Corp.

    (109,883
  (13,472  

Ultra Clean Holdings, Inc.

    (235,895
  (19,629  

Veeco Instruments, Inc.

    (303,268
   

 

 

 
    (1,970,361
   

 

 

 
      Software & Services - (4.2%)  
  (9,706  

Benefitfocus, Inc.

    (293,121
  (2,626  

Ellie Mae, Inc.

    (254,381
  (9,335  

Everbridge, Inc.

    (348,662
  (7,682  

GMO internet, Inc.

    (140,767
  (1,864  

GMO Payment Gateway, Inc.

    (184,462
  (8,088  

Instructure, Inc.

    (327,968
  (9,199  

Istyle, Inc.

    (122,468
  (59,773  

NetEnt AB

    (340,958
  (11,294  

PROS Holdings, Inc.

    (333,399
  (4,048  

Q2 Holdings, Inc.

    (199,364
   

 

 

 
    (2,545,550
   

 

 

 
      Technology Hardware & Equipment - (2.3%)  
  (16,348  

Infinera Corp.

    (191,598
  (4,239  

Ingenico Group S.A.

    (370,798
  (4,384  

Itron, Inc.

    (286,714
  (5,313  

Lumentum Holdings, Inc.

    (268,041
  (13,129  

Nissha Co., Ltd.

    (309,090
  (39  

ViaSat, Inc.

    (2,495
   

 

 

 
    (1,428,736
   

 

 

 
      Telecommunication Services - (1.2%)  
  (3,357  

Cellnex Telecom S.A.(1)

    (90,032
  (27,971  

Consolidated Communications Holdings, Inc.

    (316,072
  (3,765  

ORBCOMM, Inc.

    (33,960
  (156,742  

Vocus Group Ltd.

    (288,068
   

 

 

 
    (728,132
   

 

 

 
Shares or Principal Amount   Market Value  
SECURITIES SOLD SHORT - (56.6%) - (continued)  
COMMON STOCKS - (55.1%) - (continued)  
      Transportation - (1.0%)  
  (5,214  

Kawasaki Kisen Kaisha Ltd.

  $ (120,575
  (945  

Panalpina Welttransport Holding AG

    (119,608
  (94,839  

PostNL N.V.

    (368,161
   

 

 

 
    (608,344
   

 

 

 
 

Total Common Stocks
(Proceeds $(32,974,287))

  $ (33,712,429
   

 

 

 
EXCHANGE TRADED FUNDS - (1.5%)  
      Other Investment Pools & Funds - 1.5%  
  (9,683  

iShares MSCI Brazil ETF

  $ (409,591
  (15,082  

iShares MSCI India ETF

    (527,116
   

 

 

 
 

Total Exchange Traded Funds
(cost $(836,816))

  $ (936,707
   

 

 

 
RIGHTS - (0.0%)  
      Materials - (0.0%)  
  (17,049  

Fletcher Building Ltd.

  $ (18,114
   

 

 

 
 

Total Rights
(Proceeds $—)

  $ (18,114
   

 

 

 
 

Total Securities Sold Short
(Proceeds $(33,811,103))

  $ (34,667,250
   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  28  

 


Hartford Long/Short Global Equity Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

 

     Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

 

     Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

     For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

* 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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $1,125,514, which represented 1.8% of total net assets.

 

(2)  Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(3)  This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, the aggregate fair value of this security was $19,550, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(4)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited. At April 30, 2018, the aggregate value of this security was $19,550, which represented 0.0% of total net assets.

 

(5)  Current yield as of period end.

 

Foreign Currency Contracts Outstanding at April 30, 2018

Amount and Description of
Currency to be Purchased

    

Amount and Description
of Currency to be  Sold

    

Counterparty

    

Settlement
Date

    

Appreciation

    

Depreciation

98,919

  

MYR

     25,247   

USD

     SSG      05/02/18      $    —      $    (37)

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

SSG

   State Street Global Markets LLC
Currency Abbreviations:

MYR

   Malaysian Ringgit

USD

   United States Dollar
Index Abbreviations:

MSCI

   Morgan Stanley Capital International
Other Abbreviations:

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

ETF

   Exchange-Traded Fund

GDR

   Global Depositary Receipt

PJSC

   Private Joint Stock Company

REIT

   Real Estate Investment Trust
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  29  

 


Hartford Long/Short Global Equity Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

     Total     Level 1(1)     Level 2(1)     Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 1,368,050     $ 474,518     $ 893,532     $  

Banks

     3,902,003       2,115,508       1,786,495        

Capital Goods

     7,096,679       4,117,128       2,979,551        

Commercial & Professional Services

     1,777,031       1,777,031              

Consumer Durables & Apparel

     3,162,486       2,212,670       949,816        

Diversified Financials

     4,227,094       2,777,758       1,449,336        

Energy

     3,315,588       2,547,927       767,661        

Food, Beverage & Tobacco

     1,218,239       563,455       654,784        

Health Care Equipment & Services

     5,748,304       4,736,006       992,748       19,550  

Household & Personal Products

     944,374       944,374              

Insurance

     1,694,544       887,871       806,673        

Materials

     6,832,219       3,580,406       3,251,813        

Media

     1,902,212       802,107       1,100,105        

Pharmaceuticals, Biotechnology & Life Sciences

     2,177,278       1,855,398       321,880        

Real Estate

     7,365,314       3,894,163       3,471,151        

Retailing

     1,385,242       1,269,805       115,437        

Semiconductors & Semiconductor Equipment

     4,013,117       3,677,759       335,358        

Software & Services

     2,266,041       1,096,412       1,169,629        

Technology Hardware & Equipment

     3,066,498       856,670       2,209,828        

Telecommunication Services

     558,229       558,229              

Transportation

     4,097,136       2,258,939       1,838,197        

Utilities

     1,452,140       818,476       633,664        

Exchange-Traded Funds

     1,492,416       1,492,416              

Preferred Stocks

     890,681       890,681              

Short-Term Investments

     1,210,378       1,210,378              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     73,163,293     $     47,416,085     $     25,727,658     $     19,550  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (37   $     $ (37   $  

Securities Sold Short

 

Automobiles & Components

     (1,092,846     (820,469     (272,377      

Banks

     (712,274     (489,946     (222,328      

Capital Goods

     (4,800,061     (2,795,448     (2,004,613      

Commercial & Professional Services

     (479,539     (83,210     (396,329      

Consumer Durables & Apparel

     (1,192,199     (814,287     (377,912      

Consumer Services

     (1,208,901     (720,418     (488,483      

Diversified Financials

     (1,406,879     (966,911     (439,968      

Energy

     (460,751     (460,751            

Food & Staples Retailing

     (354,956           (354,956      

Food, Beverage & Tobacco

     (1,239,513     (630,740     (608,773      

Health Care Equipment & Services

     (4,882,892     (4,149,094     (733,798      

Household & Personal Products

     (693,089     (346,204     (346,885      

Insurance

     (1,756,754     (1,360,590     (396,164      

Materials

     (2,943,064     (905,350     (2,037,714      

Real Estate

     (1,472,879     (580,374     (892,505      

Retailing

     (1,734,709     (589,811     (1,144,898      

Semiconductors & Semiconductor Equipment

     (1,970,361     (1,695,385     (274,976      

Software & Services

     (2,545,550     (1,756,895     (788,655      

Technology Hardware & Equipment

     (1,428,736     (748,848     (679,888      

Telecommunication Services

     (728,132     (350,032     (378,100      

Transportation

     (608,344           (608,344      

Securities Sold Short - ETF

 

Diversified Financials

     (936,707     (936,707            

Securities Sold Short - Rights

 

Materials

     (18,114     (18,114            
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     (34,667,287   $     (21,219,584   $     (13,447,703   $     —  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  30  

 


Hartford Long/Short Global Equity Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

(1)  For the six-month period ended April 30, 2018, investments valued at $332,480 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor; investments valued at $587,093 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.

 

   Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six-month period ended April 30, 2018 is not presented.

 

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

The accompanying notes are an integral part of these financial statements.

 

 

  31  

 


Hartford Real Total Return Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 57.8%      
            Automobiles & Components - 1.5%  
    4,055    

Bridgestone Corp.

  $ 169,510  
    11,214    

Hota Industrial Manufacturing Co., Ltd.

    49,294  
    476    

Hyundai Motor Co.

    70,994  
    8,525    

Isuzu Motors Ltd.

    130,128  
    5,002    

NGK Spark Plug Co., Ltd.

    128,285  
    14,158    

Nissan Motor Co., Ltd.

    148,949  
    10,789    

Sumitomo Electric Industries Ltd.

    165,170  
    3,386    

Suzuki Motor Corp.

    181,990  
    329    

Tesla, Inc.*(1)

    96,693  
    5,354    

Tokai Rika Co., Ltd.

    106,957  
    2,089    

Toyota Industries Corp.

    123,190  
     

 

 

 
      1,371,160  
     

 

 

 
            Banks - 1.3%  
    123,000    

Agricultural Bank of China Ltd. Class H

    69,349  
    3,100    

Banco Santander Brasil S.A. ADR

    33,604  
    66,000    

China Construction Bank Corp. Class H

    69,145  
    4,035    

China Merchants Bank Co., Ltd. Class H

    17,594  
    620    

Credicorp Ltd.

    144,144  
    50,000    

CTBC Financial Holding Co., Ltd.

    35,658  
    105,000    

E.Sun Financial Holding Co., Ltd.

    74,251  
    80,000    

Industrial & Commercial Bank of China Ltd. Class H

    70,231  
    4,500    

Itau Unibanco Holding S.A. ADR

    65,385  
    957    

KB Financial Group, Inc.

    54,372  
    49,024    

Mitsubishi UFJ Financial Group, Inc.

    328,527  
    8,989    

San-In Godo Bank Ltd.

    84,514  
    3,656    

Sumitomo Mitsui Trust Holdings, Inc.

    155,040  
     

 

 

 
      1,201,814  
     

 

 

 
            Capital Goods - 2.8%  
    4,134    

Airtac International Group

    71,731  
    10,646    

Amada Holdings Co., Ltd.

    127,798  
    976    

Bidvest Group Ltd.

    19,119  
    8,660    

Bizlink Holding, Inc.

    63,949  
    1,381    

Daifuku Co., Ltd.

    73,825  
    818    

FANUC Corp.

    175,224  
    12,280    

Haitian International Holdings Ltd.

    32,681  
    962    

Harmonic Drive Systems, Inc.

    45,809  
    1,085    

Harris Corp.

    169,716  
    19,255    

Hazama Ando Corp.

    154,712  
    490    

Hirata Corp.

    46,263  
    5,402    

HizeAero Co., Ltd.*

    35,576  
    211    

Hyundai Elevator Co., Ltd.

    20,385  
    2,200    

Iochpe Maxion S.A.

    17,647  
    15,938    

ITOCHU Corp.

    318,735  
    5,223    

JGC Corp.

    128,010  
    5,035    

Kinden Corp.

    87,815  
    3,704    

Kumagai Gumi Co., Ltd.

    126,041  
    2,746    

Minebea Mitsumi, Inc.

    54,922  
    364    

Nidec Corp.

    56,945  
    6,450    

Nissin Electric Co., Ltd.

    64,668  
    3,137    

Noritz Corp.

    57,158  
    289    

SMC Corp.

    109,818  
    6,776    

Tadano Ltd.

    104,276  
    2,965    

Taisei Corp.

    159,950  
    8,213    

Takuma Co., Ltd.

    89,988  
    5,631    

Toshiba Plant Systems & Services Corp.

    117,512  
    1,576    

Voltronic Power Technology Corp.*

    28,047  
     

 

 

 
      2,558,320  
     

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 57.8% - (continued)      
            Commercial & Professional Services - 0.2%  
    2,102    

Aeon Delight Co., Ltd.

  $ 73,540  
    2,432    

Wolters Kluwer N.V.

    131,595  
     

 

 

 
        205,135  
     

 

 

 
            Consumer Durables & Apparel - 1.1%  
    4,812    

Alpine Electronics, Inc.

    90,994  
    14,000    

ANTA Sports Products Ltd.

    79,887  
    500    

Arezzo Industria e Comercio S.A.

    7,562  
    4,332    

Bandai Namco Holdings, Inc.

    146,590  
    4,310    

Casio Computer Co., Ltd.

    64,199  
    16,000    

Cosmo Lady China Holdings Co., Ltd.(2)

    10,242  
    11,065    

Haier Electronics Group Co., Ltd.

    38,282  
    207    

HLB, Inc.*

    23,305  
    778    

Hwaseung Enterprise Co., Ltd.

    15,705  
    390    

LG Electronics, Inc.

    36,979  
    2,000    

Nien Made Enterprise Co., Ltd.

    17,765  
    2,094    

Roku, Inc.*

    68,139  
    9,403    

Sekisui Chemical Co., Ltd.

    166,340  
    9,865    

Shenzhou International Group Holdings Ltd.

    107,689  
    987    

Sony Corp.

    46,099  
    738    

Token Corp.

    70,280  
    5,000    

Xiamen Comfort Science & Technology Group Co., Ltd.

    17,618  
    2,300    

Zhejiang Supor Cookware Co., Ltd. Class A

    17,730  
     

 

 

 
        1,025,405  
     

 

 

 
            Consumer Services - 0.7%  
    53,000    

China Maple Leaf Educational Systems Ltd.

    73,440  
    28,090    

China New Higher Education Group Ltd.(2)

    20,711  
    92,500    

China Yuhua Education Corp. Ltd.(1)(2)

    48,509  
    6,700    

Estacio Participacoes S.A.

    61,010  
    20,000    

Fu Shou Yuan International Group Ltd.

    19,078  
    5,079    

Galaxy Entertainment Group Ltd.

    44,455  
    796    

Hana Tour Service, Inc.

    87,955  
    10,798    

Houghton Mifflin Harcourt Co.*

    73,426  
    2,450    

Melco Resorts & Entertainment Ltd. ADR

    76,465  
    477    

Modetour Network, Inc.

    16,492  
    3,148    

Paradise Co., Ltd.

    68,318  
    6,000    

Sands China Ltd.

    34,676  
    5,269    

Wynn Macau Ltd.

    19,471  
     

 

 

 
        644,006  
     

 

 

 
            Diversified Financials - 0.1%  
    25,000    

Chailease Holding Co., Ltd.

    91,218  
     

 

 

 
            Energy - 8.3%  
    31,962    

Alta Mesa Resources, Inc.*

    239,715  
    22,841    

Callon Petroleum Co.*

    317,718  
    8,487    

Canadian Natural Resources Ltd.

    306,211  
    13,861    

Centennial Resource Development, Inc. Class A*

    256,429  
    900    

CNOOC Ltd. ADR

    152,109  
    1,970    

Concho Resources, Inc.*

    309,704  
    2,605    

Continental Resources, Inc.*

    172,086  
    4,926    

Delek U.S. Holdings, Inc.

    233,345  
    5,471    

Diamondback Energy, Inc.*

    702,750  
    6,640    

Ecopetrol S.A. ADR(1)

    146,611  
    4,902    

EOG Resources, Inc.

    579,269  
    1,994    

EQT Corp.

    100,079  
    12,314    

Extraction Oil & Gas, Inc.*

    173,874  
    17,000    

Formosa Petrochemical Corp.

    69,366  
    5,250    

Halliburton Co.

    278,197  
    30,169    

Jagged Peak Energy, Inc.*(1)

    432,322  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  32  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 57.8% - (continued)      
            Energy - 8.3% - (continued)  
    1,150    

LUKOIL PJSC ADR

  $ 76,654  
    5,663    

Lundin Petroleum AB*

    156,112  
    9,584    

Newfield Exploration Co.*

    285,603  
    9,900    

Petroleo Brasileiro S.A. ADR*

    139,491  
    1,625    

Pioneer Natural Resources Co.

    327,519  
    6,403    

Plains GP Holdings L.P. Class A*

    155,081  
    15,711    

ProPetro Holding Corp.*(1)

    287,511  
    2,560    

QEP Resources, Inc.*

    31,181  
    9,900    

QGEP Participacoes S.A.

    36,088  
    55,968    

Raging River Exploration, Inc.*

    311,236  
    310    

S-Oil Corp.

    31,793  
    7,883    

Select Energy Services, Inc. Class A*

    118,639  
    175    

SK Innovation Co., Ltd.

    32,068  
    24,736    

Spartan Energy Corp.*

    122,529  
    14,687    

SRC Energy, Inc.*

    162,144  
    9,319    

Targa Resources Corp.

    437,713  
    22,780    

WPX Energy, Inc.*

    389,310  
    12,000    

Yanzhou Coal Mining Co., Ltd. Class H

    15,016  
     

 

 

 
        7,585,473  
     

 

 

 
            Food & Staples Retailing - 0.2%  
    3,313    

Shoprite Holdings Ltd.

    65,915  
    1,771    

Walgreens Boots Alliance, Inc.

    117,683  
    224    

Zur Rose Group AG*

    26,258  
     

 

 

 
      209,856  
     

 

 

 
            Food, Beverage & Tobacco - 0.9%  
    9,700    

Ambev S.A. ADR

    64,214  
    4,269    

Asahi Group Holdings Ltd.

    215,951  
    31,000    

China Mengniu Dairy Co., Ltd.

    99,938  
    15,185    

China Resources Beer Holdings Co., Ltd.

    65,401  
    736    

Daesang Corp.

    18,259  
    7,966    

Japan Tobacco, Inc.

    214,136  
    39    

Lotte Confectionery Co., Ltd.

    6,922  
    1,127    

Orion Corp/Republic of Korea

    130,826  
    39,000    

Want Want China Holdings Ltd.

    34,463  
     

 

 

 
      850,110  
     

 

 

 
            Health Care Equipment & Services - 5.0%  
    4,172    

Abbott Laboratories

    242,518  
    1,650    

Acadia Healthcare Co., Inc.*

    58,707  
    295    

Aetna, Inc.

    52,820  
    735    

Anthem, Inc.

    173,453  
    835    

athenahealth, Inc.*

    102,262  
    938    

Baxter International, Inc.

    65,191  
    3,637    

BML, Inc.

    92,051  
    14,014    

Boston Scientific Corp.*

    402,482  
    1,887    

Cardinal Health, Inc.

    121,089  
    36    

Celltrion Healthcare Co., Ltd.*

    2,992  
    816    

Cerner Corp.*

    47,532  
    773    

Cigna Corp.

    132,817  
    4,108    

CYBERDYNE, Inc.*

    52,511  
    1,777    

Danaher Corp.

    178,269  
    460    

Dentium Co., Ltd.

    33,676  
    1,018    

Edwards Lifesciences Corp.*

    129,652  
    947    

Envision Healthcare Corp.*

    35,200  
    772    

Essilor International Cie Generale d’Optique S.A.

    105,446  
    1,449    

HCA Healthcare, Inc.

    138,727  
    3,166    

HMS Holdings Corp.*

    57,020  
    1,377    

Hologic, Inc.*

    53,414  
    234    

Humana, Inc.

    68,838  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 57.8% - (continued)      
            Health Care Equipment & Services - 5.0% - (continued)  
    1,408    

Koninklijke Philips N.V.

  $ 59,595  
    675    

LifePoint Health, Inc.*

    32,332  
    1,700    

McKesson Corp.

    265,557  
    5,489    

Medtronic plc

    439,834  
    404    

Molina Healthcare, Inc.*

    33,633  
    14,416    

Netcare Ltd.

    35,840  
    713    

NuVasive, Inc.*

    37,939  
    2,360    

Olympus Corp.

    88,006  
    1,656    

OraSure Technologies, Inc.*

    29,361  
    500    

Ping An Healthcare and Technology Co., Ltd.*(3)(4)(5)

    3,491  
    400    

Siemens Healthineers AG*(2)

    15,595  
    6,800    

Sinopharm Group Co., Ltd. Class H

    28,677  
    6,827    

Smith & Nephew plc

    130,744  
    1,585    

Stryker Corp.

    268,531  
    2,613    

UnitedHealth Group, Inc.

    617,713  
    599    

WellCare Health Plans, Inc.*

    122,891  
    251    

Zimmer Biomet Holdings, Inc.

    28,908  
     

 

 

 
      4,585,314  
     

 

 

 
            Household & Personal Products - 0.5%  
    439    

Amorepacific Corp.

    142,834  
    812    

Cosmax, Inc.

    118,552  
    265    

It’s Hanbul Co., Ltd.

    14,697  
    273    

Jayjun Cosmetic Co., Ltd.*

    6,530  
    118    

LG Household & Health Care Ltd.

    150,672  
    1,396    

NUTRIBIOTECH Co., Ltd.*

    36,194  
     

 

 

 
      469,479  
     

 

 

 
            Insurance - 1.3%  
    8,300    

AIA Group Ltd.

    74,179  
    66,000    

China Life Insurance Co., Ltd.

    71,507  
    2,334    

Discovery Ltd.

    32,407  
    7,800    

IRB Brasil Resseguros S.A.

    105,315  
    6,690    

MS&AD Insurance Group Holdings, Inc.

    225,428  
    2,745    

Ping An Insurance Group Co. of China Ltd. Class H

    26,823  
    10,621    

Sony Financial Holdings, Inc.

    193,768  
    8,520    

T&D Holdings, Inc.

    144,704  
    6,481    

Tokio Marine Holdings, Inc.

    305,885  
     

 

 

 
      1,180,016  
     

 

 

 
            Materials - 1.7%  
    7,444    

ADEKA Corp.

    132,187  
    16,455    

Anhui Conch Cement Co., Ltd. Class H

    102,703  
    42,000    

China Molybdenum Co., Ltd. Class H

    31,562  
    96,900    

China National Building Material Co., Ltd. Class H

    113,208  
    8,700    

Cia de Minas Buenaventura S.A.A ADR

    138,765  
    18,279    

Daicel Corp.

    210,908  
    449    

Ecopro Co., Ltd.*

    15,094  
    2,524    

Fujimi, Inc.

    54,640  
    1,432    

Fuso Chemical Co., Ltd.

    36,292  
    14,400    

Gerdau S.A. ADR

    67,248  
    6,092    

JSR Corp.

    114,761  
    3,462    

Koza Altin Isletmeleri AS*

    38,764  
    762    

Kumba Iron Ore Ltd.

    16,278  
    15,929    

Lee & Man Paper Manufacturing Ltd.

    17,545  
    1,337    

Novolipetsk Steel PJSC GDR

    34,075  
    17,159    

Petkim Petrokimya Holding AS

    30,326  
    1,613    

Sanyo Chemical Industries Ltd.

    76,115  
    60,000    

Shougang Fushan Resources Group Ltd.

    14,708  
    26,000    

Sinopec Shanghai Petrochemical Co., Ltd. Class H

    17,264  
    154    

SKCKOLONPI, Inc.

    6,186  
    650    

Sociedad Quimica y Minera de Chile S.A. ADR(1)

    35,679  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  33  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 57.8% - (continued)      
            Materials - 1.7% - (continued)  
    240    

Songwon Industrial Co., Ltd.

  $ 6,456  
    3,300    

Suzano Papel e Celulose S.A.

    38,678  
    6,350    

Vale S.A. ADR

    87,884  
    4,247    

Yamato Kogyo Co., Ltd.

    125,196  
     

 

 

 
      1,562,522  
     

 

 

 
            Media - 5.0%  
    3,935    

CBS Corp. Class B

    193,602  
    1,008    

Charter Communications, Inc. Class A*

    273,460  
    2,451    

Cinemark Holdings, Inc.

    96,006  
    1,997    

CJ E&M Corp.

    168,489  
    28,144    

Comcast Corp. Class A

    883,440  
    8,822    

Interpublic Group of Cos., Inc.

    208,111  
    24,248    

ITE Group plc

    50,929  
    2,685    

JCDecaux S.A.

    96,220  
    7,264    

Liberty Global plc Series C*

    211,382  
    3,145    

Liberty Media Corp-Liberty Formula One Series C*

    92,840  
    2,115    

LIFULL Co., Ltd.

    17,181  
    4,509    

New York Times Co. Class A

    105,736  
    18,387    

Nippon Television Holdings, Inc.

    322,285  
    1,679    

Omnicom Group, Inc.

    123,675  
    3,162    

Publicis Groupe S.A.

    236,454  
    28,489    

Tarsus Group plc

    114,525  
    8,158    

Television Francaise(1)

    101,986  
    9,935    

Twenty-First Century Fox, Inc. Class A

    363,224  
    2,662    

Twenty-First Century Fox, Inc. Class B

    96,018  
    6,679    

Viacom, Inc. Class B

    201,439  
    4,156    

Vivendi S.A.

    109,601  
    4,995    

Walt Disney Co.

    501,148  
     

 

 

 
      4,567,751  
     

 

 

 
            Pharmaceuticals, Biotechnology & Life Sciences - 7.2%  
    16,500    

3SBio, Inc.*(2)

    35,453  
    4,467    

Alkermes plc*

    197,754  
    2,428    

Allergan plc

    373,062  
    1,051    

Alnylam Pharmaceuticals, Inc.*

    99,351  
    2,318    

Arena Pharmaceuticals, Inc.*

    92,349  
    11,334    

AstraZeneca plc ADR

    402,697  
    485    

Biogen, Inc.*

    132,696  
    10,871    

Bristol-Myers Squibb Co.

    566,705  
    1,301    

Celgene Corp.*

    113,317  
    27    

Celltrion, Inc.*

    6,773  
    1,100    

Changchun High & New Technology Industries, Inc. Class A

    34,893  
    8,295    

China Medical System Holdings Ltd.

    20,313  
    48,500    

China Resources Pharmaceutical Group Ltd.(2)

    67,049  
    1,345    

Chugai Pharmaceutical Co., Ltd.

    70,935  
    7,585    

CSPC Pharmaceutical Group Ltd.

    19,319  
    3,860    

Eisai Co., Ltd.

    258,886  
    5,416    

Eli Lilly & Co.

    439,075  
    588    

Genmab A/S*

    118,716  
    2,500    

Genscript Biotech Corp.

    8,334  
    1,937    

Global Blood Therapeutics, Inc.*

    85,519  
    1,159    

Hikma Pharmaceuticals plc

    20,436  
    36    

Hugel, Inc.*

    16,898  
    2,133    

Incyte Corp.*

    132,118  
    5,120    

Ironwood Pharmaceuticals, Inc.*

    92,774  
    2,108    

Johnson & Johnson

    266,641  
    33,500    

Luye Pharma Group Ltd.(1)

    35,516  
    3,380    

Medicines Co.*

    101,704  
    53    

Medy-Tox, Inc.

    34,446  
    5,149    

Mylan N.V.*

    199,575  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 57.8% - (continued)      
            Pharmaceuticals, Biotechnology & Life Sciences - 7.2% -
(continued)
 
    5,318    

Novartis AG

  $ 409,349  
    10,433    

Ono Pharmaceutical Co., Ltd.

    241,162  
    633    

Portola Pharmaceuticals, Inc.*

    22,870  
    714    

Regeneron Pharmaceuticals, Inc.*

    216,828  
    900    

Roche Holding AG

    199,969  
    35    

Samsung Biologics Co., Ltd.*(2)

    15,897  
    2,888    

Seattle Genetics, Inc.*

    147,837  
    3,375    

Shanghai Fosun Pharmaceutical Group Co., Ltd. Class H

    18,307  
    2,075    

Shionogi & Co., Ltd.

    106,638  
    51,560    

Sino Biopharmaceutical Ltd.

    108,576  
    1,742    

Syneos Health, Inc.*

    66,370  
    5,000    

TaiMed Biologics, Inc.*

    51,970  
    2,110    

Takeda Pharmaceutical Co., Ltd.

    88,852  
    4,016    

Teva Pharmaceutical Industries Ltd. ADR

    72,208  
    1,479    

Thermo Fisher Scientific, Inc.

    311,108  
    1,837    

UCB S.A.

    138,352  
    1,398    

Ultragenyx Pharmaceutical, Inc.*

    71,074  
    60,620    

United Laboratories International Holdings Ltd.*(1)

    65,764  
    1,091    

Vertex Pharmaceuticals, Inc.*

    167,098  
    2,491    

Wuxi Biologics Cayman, Inc.*(2)

    22,596  
    1,328    

Zealand Pharma A/S ADR*

    19,787  
     

 

 

 
      6,605,916  
     

 

 

 
            Real Estate - 0.3%  
    2,000    

China Resources Land Ltd.

    7,511  
    3,200    

Guangzhou R&F Properties Co., Ltd. Class H

    7,608  
    173    

LaSalle Logiport REIT*

    177,643  
    5,500    

Longfor Properties Co., Ltd.

    16,449  
    4,572    

Outfront Media, Inc. REIT

    85,725  
     

 

 

 
      294,936  
     

 

 

 
            Retailing - 1.6%  
    333    

Amazon.com, Inc.*

    521,521  
    800    

B2W Cia Digital*

    6,600  
    25    

Booking Holdings, Inc.*

    54,450  
    546    

Hikari Tsushin, Inc.

    88,509  
    720    

Hotel Shilla Co., Ltd.

    77,445  
    1,777    

JD.com, Inc. ADR*

    64,878  
    513    

LOTTE Himart Co., Ltd.

    35,646  
    8,794    

Marui Group Co., Ltd.

    182,516  
    670    

Netflix, Inc.*

    209,348  
    6,770    

Nishimatsuya Chain Co., Ltd.

    83,220  
    894    

Shimamura Co., Ltd.

    104,038  
    1,664    

Yume No Machi Souzou Iinkai Co., Ltd.

    28,809  
     

 

 

 
    1,456,980  
     

 

 

 
      Semiconductors & Semiconductor Equipment - 5.4%  
    12,033    

Advanced Micro Devices, Inc.*(1)

    130,919  
    2,249    

ams AG

    185,491  
    6,694    

ASM Pacific Technology Ltd.

    91,730  
    576    

ASML Holding N.V.

    108,547  
    2,079    

ASPEED Technology, Inc.

    59,364  
    2,017    

Axcelis Technologies, Inc.*

    44,374  
    1,433    

Broadcom, Inc.

    328,759  
    497    

Disco Corp.

    87,113  
    1,546    

Ferrotec Holdings Corp.

    34,396  
    614    

First Solar, Inc.*

    43,539  
    10,146    

FormFactor, Inc.*

    116,425  
    2,119    

Global Unichip Corp.

    19,937  
    13,243    

Globalwafers Co., Ltd.

    213,643  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  34  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 57.8% - (continued)      
      Semiconductors & Semiconductor Equipment - 5.4% -
(continued)
 
    4,894    

Integrated Device Technology, Inc.*

  $ 136,200  
    2,069    

Intel Corp.

    106,802  
    3,836    

Inter Action Corp.

    42,369  
    1,726    

KLA-Tencor Corp.

    175,603  
    452    

Koh Young Technology, Inc.

    42,921  
    3,093    

Kulicke & Soffa Industries, Inc.*

    70,799  
    3,938    

Land Mark Optoelectronics Corp.

    36,729  
    5,000    

Macronix International*

    7,943  
    13,362    

Marvell Technology Group Ltd.

    268,042  
    1,300    

MaxLinear, Inc.*

    29,029  
    2,247    

Microchip Technology, Inc.

    187,984  
    6,247    

Micron Technology, Inc.*

    287,237  
    12,500    

Nanya Technology Corp.

    38,911  
    1,270    

NVIDIA Corp.

    285,623  
    12,000    

Pan Jit International, Inc.

    20,266  
    1,000    

QUALCOMM, Inc.

    51,010  
    9,758    

Realtek Semiconductor Corp.*

    36,902  
    668    

Rohm Co., Ltd.

    61,899  
    853    

SCREEN Holdings Co., Ltd.

    69,771  
    4,666    

Silergy Corp.

    97,575  
    505    

Silicon Laboratories, Inc.*

    46,914  
    672    

Silicon Motion Technology Corp. ADR

    30,381  
    41,661    

Sino-American Silicon Products, Inc.*

    178,806  
    3,332    

SK Hynix, Inc.

    262,042  
    43,195    

Taiwan Semiconductor Manufacturing Co., Ltd.*

    329,031  
    2,044    

Tazmo Co., Ltd.

    28,936  
    2,896    

Teradyne, Inc.

    94,265  
    1,023    

Tokyo Electron Ltd.

    196,470  
    2,417    

Tokyo Seimitsu Co., Ltd.

    91,801  
    3,439    

Tower Semiconductor Ltd.*

    88,967  
    34,535    

UMS Holdings Ltd.

    27,692  
    8,708    

Win Semiconductors Corp.

    65,295  
     

 

 

 
    4,958,452  
     

 

 

 
            Software & Services - 6.3%  
    2,830    

Alibaba Group Holding Ltd. ADR*

    505,268  
    392    

Alliance Data Systems Corp.

    79,596  
    362    

Alphabet, Inc. Class A*

    368,726  
    485    

Baozun, Inc. ADR*

    22,305  
    407    

Cafe24 Corp.*

    51,559  
    1,344    

Cloudera, Inc.*

    19,152  
    132    

Com2uSCorp

    19,669  
    981    

Delivery Hero AG*(2)

    46,731  
    6,343    

DeNA Co., Ltd.

    120,895  
    748    

Douzone Bizon Co., Ltd.

    34,405  
    2,639    

DTS Corp.

    95,643  
    371    

Electronic Arts, Inc.*

    43,771  
    3,612    

Facebook, Inc. Class A*

    621,264  
    1,208    

FleetCor Technologies, Inc.*

    250,394  
    1,220    

Global Payments, Inc.

    137,921  
    836    

GMO Payment Gateway, Inc.

    82,731  
    722    

Guidewire Software, Inc.*

    61,096  
    18,176    

Nexon Co., Ltd.*

    264,486  
    664    

Nintendo Co., Ltd.

    278,997  
    3,143    

NSD Co., Ltd.

    65,529  
    490    

Pagseguro Digital Ltd. Class A*

    16,283  
    2,433    

PayPal Holdings, Inc.*

    181,526  
    400    

Pivotal Software, Inc. Class A*

    7,216  
    278    

PKSHA Technology, Inc.*

    33,549  
    2,273    

salesforce.com, Inc.*

    275,010  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 57.8% - (continued)      
            Software & Services - 6.3% - (continued)  
    82    

Samsung SDS Co., Ltd.

  $ 18,625  
    1,258    

ServiceNow, Inc.*

    209,004  
    1,013    

Spotify Technology S.A.*

    163,772  
    14,088    

Tencent Holdings Ltd.

    692,607  
    13,075    

TravelSky Technology Ltd. Class H

    38,192  
    2,410    

Visa, Inc. Class A

    305,781  
    201    

Weibo Corp. ADR*

    23,018  
    324    

WeMade Entertainment Co., Ltd.

    18,089  
    1,034    

WEX, Inc.*

    167,425  
    328    

Wix.com Ltd.*

    26,978  
    1,622    

Workday, Inc. Class A*

    202,490  
    1,645    

Xero Ltd.*

    46,795  
    15,500    

Yahoo Japan Corp.

    63,700  
    1,676    

Yandex N.V. Class A*

    55,911  
     

 

 

 
        5,716,109  
     

 

 

 
            Technology Hardware & Equipment - 4.9%  
    9,464    

AAC Technologies Holdings, Inc.

    135,835  
    962    

Advanced Ceramic X Corp.

    8,159  
    1,996    

Alps Electric Co., Ltd.

    44,084  
    9,831    

Catcher Technology Co., Ltd.

    109,027  
    29,567    

Chroma ATE, Inc.

    148,670  
    3,554    

Cisco Systems, Inc.

    157,407  
    3,025    

CommScope Holding Co., Inc.*

    115,616  
    1,813    

Cray, Inc.*

    43,240  
    33,453    

E Ink Holdings, Inc.

    37,016  
    10,003    

Elite Material Co., Ltd.

    24,514  
    3,654    

Ennoconn Corp.

    59,128  
    2,331    

Enplas Corp.

    67,046  
    2,271    

Fabrinet*

    64,065  
    17,551    

Flex Ltd.*

    228,163  
    18,037    

Getac Technology Corp.

    25,938  
    20,554    

Hangzhou Hikvision Digital Technology Co., Ltd. Class A

    124,265  
    3,194    

Hitachi High-Technologies Corp.

    148,970  
    15,437    

Hytera Communications Corp. Ltd. Class A

    25,275  
    5,542    

II-VI, Inc.*

    211,150  
    140,784    

Inari Amertron Bhd

    60,979  
    395    

IPG Photonics Corp.*

    84,147  
    1,001    

Itron, Inc.*

    65,465  
    438    

Keyence Corp.

    267,083  
    6,027    

Kingpak Technology, Inc.

    39,326  
    3,397    

Kyocera Corp.

    217,045  
    2,052    

NetApp, Inc.

    136,622  
    3,245    

Quantenna Communications, Inc.*

    41,114  
    413    

Samsung Electronics Co., Ltd.*(3)(4)(5)

    1,023,665  
    15,667    

Sunny Optical Technology Group Co., Ltd.

    255,648  
    820    

TDK Corp.

    70,675  
    209,638    

Tongda Group Holdings Ltd.

    46,431  
    2,783    

Venture Corp. Ltd.

    43,529  
    17,917    

Walsin Technology Corp.

    112,627  
    4,701    

Yageo Corp.*

    98,538  
    834    

Zebra Technologies Corp. Class A*

    112,448  
     

 

 

 
    4,452,910  
     

 

 

 
            Telecommunication Services - 0.7%  
    8,769    

KDDI Corp.

    235,391  
    9,166    

Nippon Telegraph & Telephone Corp.

    434,974  
     

 

 

 
    670,365  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  35  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 57.8% - (continued)      
            Transportation - 0.5%  
    570    

Azul S.A. ADR*

  $ 17,670  
    4,119    

Japan Airlines Co., Ltd.

    162,554  
    779    

JEJUAIR Co., Ltd.

    35,421  
    4,400    

Latam Airlines Group S.A. ADR

    67,188  
    25,100    

Rumo S.A.*

    106,399  
    2,300    

Yunda Holding Co., Ltd. Class A

    18,054  
     

 

 

 
    407,286  
     

 

 

 
            Utilities - 0.3%  
    20,000    

China Everbright Greentech Ltd.*(2)

    18,664  
    32,600    

China Gas Holdings Ltd.

    115,524  
    6,885    

ENN Energy Holdings Ltd.

    64,385  
    44,000    

Guangdong Investment Ltd.

    68,105  
     

 

 

 
    266,678  
     

 

 

 
 

Total Common Stocks
(cost $50,187,532)

  $ 52,937,211  
     

 

 

 
     
FOREIGN GOVERNMENT OBLIGATIONS - 20.7%  
      Australia - 1.7%  
  AUD       1,804,126    

Australia Government Bond
3.00%, 09/20/2025(6)(7)

  $ 1,567,689  
     

 

 

 
      Austria - 0.4%  
  EUR       256,000    

Austria Government Bond
3.90%, 07/15/2020(2)(6)

    338,942  
     

 

 

 
      Belgium - 0.3%  
    200,000    

Belgium Government Bond
2.60%, 06/22/2024(2)(6)

    275,993  
     

 

 

 
      Canada - 1.5%  
 

Canadian Government Bond

 

  CAD       361,000    

3.50%, 12/01/2045

    343,261  
    109,000    

5.00%, 06/01/2037

    118,788  
    821,957    

Canadian Government Real Return Bond
4.00%, 12/01/2031(7)

    929,277  
     

 

 

 
    1,391,326  
     

 

 

 
      Denmark - 0.2%  
  DKK       591,000    

Denmark Government Bond
4.50%, 11/15/2039

    159,478  
     

 

 

 
      Finland - 0.2%  
  EUR       183,000    

Finland Government Bond
3.38%, 04/15/2020(2)(6)

    237,806  
     

 

 

 
      France - 1.5%  
 

France Government Bond OAT

 

    706,225    

1.85%, 07/25/2027(6)(7)

    1,078,251  
    256,000    

3.50%, 04/25/2020(6)

    333,689  
     

 

 

 
    1,411,940  
     

 

 

 
            Germany - 2.5%  
    1,741,276    

Deutsche Bundesrepublik Inflation Linked Bond
0.10%, 04/15/2026(6)(7)

    2,311,379  
     

 

 

 
            Ireland - 0.4%  
   

Ireland Government Bond

 

    122,000    

4.50%, 04/18/2020

    161,690  
    122,000    

5.40%, 03/13/2025

    196,253  
     

 

 

 
    357,943  
     

 

 

 
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 20.7% - (continued)  
            Italy - 3.9%  
   

Italy Buoni Poliennali Del Tesoro

 

    348,000    

1.50%, 08/01/2019

  $ 429,944  
    1,697,630    

3.10%, 09/15/2026(6)(7)

    2,558,840  
    261,000    

4.75%, 08/01/2023(2)(6)

    380,698  
    104,000    

5.00%, 09/01/2040(6)

    174,164  
     

 

 

 
    3,543,646  
     

 

 

 
      Japan - 3.3%  
  JPY       64,200,000    

Japan Government Twenty Year Bond
0.60%, 09/20/2037

    596,739  
    255,424,006    

Japanese Government CPI Linked Bond
0.10%, 03/10/2026(7)

    2,463,908  
     

 

 

 
    3,060,647  
     

 

 

 
            Netherlands - 0.4%  
   

Netherlands Government Bond

 

  EUR       152,000    

2.00%, 07/15/2024(2)(6)

    204,064  
    96,000    

4.00%, 01/15/2037(2)(6)

    174,761  
     

 

 

 
    378,825  
     

 

 

 
      Norway - 0.6%  
 

Norway Government Bond

 

  NOK       2,755,000    

3.00%, 03/14/2024(2)(6)

    370,105  
    1,082,000    

3.75%, 05/25/2021(2)(6)

    145,312  
     

 

 

 
    515,417  
     

 

 

 
      Spain - 0.5%  
  EUR       291,000    

Spain Government Bond
4.40%, 10/31/2023(2)(6)

    427,441  
     

 

 

 
      Sweden - 1.5%  
 

Sweden Government Bond

 

  SEK       1,550,000    

2.50%, 05/12/2025

    203,790  
    1,545,000    

5.00%, 12/01/2020

    201,897  
    6,703,602    

Sweden Inflation Linked Bond
1.00%, 06/01/2025(7)

    949,432  
     

 

 

 
    1,355,119  
     

 

 

 
      United Kingdom - 1.8%  
 

United Kingdom Gilt

 

  GBP       78,000    

3.50%, 01/22/2045(6)

    144,623  
    62,000    

3.75%, 09/07/2021(6)

    93,494  
    56,000    

5.00%, 03/07/2025(6)

    96,273  
    590,672    

United Kingdom Gilt Inflation Linked
0.63%, 03/22/2040(6)(7)

    1,279,965  
     

 

 

 
    1,614,355  
     

 

 

 
 

Total Foreign Government Obligations
(cost $18,432,484)

  $ 18,947,946  
     

 

 

 
     
EXCHANGE-TRADED FUNDS - 0.2%  
      Other Investment Pools & Funds - 0.2%  
    10,135    

TOPIX Exchange Traded Fund

  $ 171,005  
     

 

 

 
 

Total Exchange-Traded Funds
(cost $172,162)

  $ 171,005  
     

 

 

 
     
PREFERRED STOCKS - 0.2%  
      Materials - 0.0%  
    2,600    

Braskem S.A. Class A,
2.54%

  $ 33,881  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  36  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
PREFERRED STOCKS - 0.2% - (continued)  
      Technology Hardware & Equipment - 0.2%  
    67    

Samsung Electronics Co., Ltd. (3)(4)(5)

  $ 133,222  
     

 

 

 
 

Total Preferred Stocks
(cost $147,556)

  $ 167,103  
     

 

 

 
     
WARRANTS - 0.0%  
      Energy - 0.0%  
    5,534    

Alta Mesa Resources, Inc. Expires 2/9/23*

  $ 8,744  
     

 

 

 
 

Total Warrants
(cost $13,651)

  $ 8,744  
     

 

 

 
 

Total Long-Term Investments
(cost $68,953,385)

  $ 72,232,009  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 18.8%  
      Other Investment Pools & Funds - 15.8%  
    14,442,096    

Fidelity Institutional Government Fund, Institutional Class,
1.59%(8)

  $ 14,442,096  
     

 

 

 
      Securities Lending Collateral - 1.3%  
    59,189    

Citibank NA DDCA,
1.50%, 5/1/2018(8)

    59,189  
    629,891    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(8)

    629,891  
    494,707    

Invesco Government & Agency Portfolio, 1.60%(8)

    494,707  
     

 

 

 
    1,183,787  
     

 

 

 
      U.S. Treasury Bills - 1.7%  
  $ 1,610,000    

U.S. Treasury Bills
1.78%, 07/26/2018

    1,603,164  
     

 

 

 
 

Total Short-Term Investments
(cost $17,229,080)

  $ 17,229,047  
     

 

 

 
   

Total Investments Excluding Purchased Options
(cost $86,182,465)

    97.7    $ 89,461,056  
   

Total Purchased Options
(cost $929,998)

    0.3    $ 289,705  
     

 

 

    

 

 

 
   

Total Investments
(cost $87,112,463)

    98.0    $ 89,750,761  
   

Other Assets and Liabilities

    2.0      1,792,968  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $     91,543,729  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  37  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

 

     Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

 

     The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

     Other than the industry classifications “Other Investment Pools & Funds,” equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

     For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

* Non-income producing.

 

(1)  Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $2,856,569, which represented 3.1% of total net assets.

 

(3)  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, the aggregate fair value of these securities was $1,161,323, which represented 1.3% 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.

 

(4)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited. At April 30, 2018, the aggregate value of these securities was $1,161,323, which represented 1.3% of total net assets.

 

(5)  Investment valued using significant unobservable inputs.

 

(6)  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $12,193,489, which represented 13.3% of total net assets.

 

(7)  The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

(8)  Current yield as of period end.

 

The accompanying notes are an integral part of these financial statements.

 

 

  38  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

OTC Option Contracts Outstanding at April 30, 2018  

Description

   Counter-
party
     Exercise Price/
FX Rate/ Rate
     Expiration
Date
     Number of
Contracts
    Notional
Amount
    Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Purchased option contracts:

 

Calls

 

S&P 500 Index Option

     MSC        2,850.00 USD        09/21/18        21       USD        2,100     $ 43,617     $ 65,164     $ (21,547

S&P 500 Index Option

     MSC        3,025.00 USD        09/21/18        37       USD        3,700       6,013       58,942       (52,929

S&P 500 Index Option

     GSC        2,950.00 USD        07/20/18        30       USD        30       27       111       (84

S&P 500 Index Option

     GSC        2,900.00 USD        06/29/18        31       USD        31       28       136       (108

USD Call/JPY Put

     BOA        125.00 JPY per USD        01/15/19        11,729,040       USD        11,729,040       5,313       294,106       (288,793
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

 

     11,734,901     $ 54,998     $ 418,459     $     (363,461
                

 

 

   

 

 

   

 

 

   

 

 

 

Puts

 

S&P 500 Index Option

     GSC        2,375.00 USD        06/29/18        31       USD        31     $ 322     $ 899     $ (577

S&P 500 Index Option

     GSC        2,425.00 USD        07/20/18        30       USD        30       637       579       58  
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

 

     61     $ 959     $ 1,478     $ (519
                

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

 

     11,734,962     $ 55,957     $ 419,937     $ (363,980
                

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

                      

Calls

                      

iPath S&P 500 VIX

     MLI        80.00 USD        09/21/18        (752     USD        (752   $ (1,554   $ (2,633   $ 1,079  

S&P 500 Index Option

     GSC        2,750.00 USD        06/29/18        (31     USD        (31     (493     (1,005     512  

S&P 500 Index Option

     GSC        2,800.00 USD        07/20/18        (30     USD        (30     (327     (870     543  

USD Call/JPY Put

     BOA        145.00 JPY per USD        01/15/19        (11,729,040     USD        (11,729,040     (270     (89,727     89,457  
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

 

     (11,729,853   $ (2,644   $ (94,235   $ 91,591  
                

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

 

Puts

 

Financial Select Sector SPDR Option

     MSC        25.00 USD        06/15/18        (2,989     USD        (2,989   $ (481   $ (927   $ 446  

iShares MSCI Brazil Capped ETF

     GSC        38.00 USD        07/20/18        (1,952     USD        (1,952     (1,641     (2,381     740  

iShares MSCI Emerging Markets ETF

     MLI        44.00 USD        07/20/18        (1,736     USD        (1,736     (1,192     (1,267     75  

S&P 500 Index Option

     MSC        2,400.00 USD        05/18/18        (38     USD        (38     (59     (1,900     1,841  

S&P 500 Index Option

     MSC        2,525.00 USD        05/18/18        (30     USD        (30     (190     (972     782  

S&P 500 Index Option

     MSC        2,550.00 USD        06/15/18        (30     USD        (30     (710     (840     130  

S&P 500 Index Option

     GSC        2,500.00 USD        06/29/18        (31     USD        (31     (692     (1,519     827  

S&P 500 Index Option

     GSC        2,550.00 USD        07/20/18        (30     USD        (30     (1,218     (990     (228

S&P 500 Index Option

     MSC        2,375.00 USD        09/21/18        (10     USD        (1,000     (33,080     (54,970     21,890  

S&P 500 Index Option

     MSC        2,500.00 USD        09/21/18        (9     USD        (900     (47,790     (47,313     (477

Utilities Select Sector SPDR Fund Option

     ML        47.50 USD        05/18/18        (1,644     USD        (1,644     (35     (1,019     984  
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

 

     (8,499   $     (87,088   $     (114,098   $ 27,010  
                

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

 

     (11,740,233   $ (89,732   $ (208,333   $ 118,601  
                

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  39  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

OTC Swaption Contracts Outstanding at April 30, 2018  

Description

   Counter-
party
   Exercise Price/
FX Rate/ Rate
  Pay/
Receive
Floating
Rate
     Expiration
Date
     Notional
Amount
     Number of
Contracts
     Market
Value
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 

Purchased swaption contracts:

 

Puts

 

3 Month USD LIBOR Interest Rate Swap Expiring 04/04/34

   GSC    4.88%     Pay        04/02/24        USD        8,450,000        8,450,000      $ 105,644      $ 147,875      $ (42,231

3 Month USD LIBOR Interest Rate Swap Expiring 04/08/51

   DEUT    5.17%     Pay        04/06/21        USD        3,010,000        3,010,000        15,554        29,799        (14,245

3 Month USD LIBOR Interest Rate Swap Expiring 04/08/51

   BOA    5.17%     Pay        04/06/21        USD        3,365,000        3,365,000        17,389        33,314        (15,925

6 Month EUR EURIBOR Interest Rate Swap Expiring 04/10/54

   GSC    3.92%     Pay        04/08/24        EUR        1,100,000        1,100,000        18,010        33,425        (15,415

6 Month EUR EURIBOR Interest Rate Swap Expiring 04/10/54

   MSC    3.92%     Pay        04/08/24        EUR        3,625,000        3,625,000        59,350        110,696        (51,346
                   

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

 

     19,550,000      $ 215,947      $     355,109      $     (139,162
                   

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased swaption contracts

                19,550,000      $ 215,947      $ 355,109      $ (139,162
                   

 

 

    

 

 

    

 

 

    

 

 

 

 

Exchange-Traded Option Contracts Outstanding at April 30, 2018  

Description

   Exercise Price/
FX Rate/ Rate
     Expiration
Date
   Number of
Contracts
     Notional
Amount
     Market
Value
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 

Purchased option contracts:

 

Calls

 

S&P 500 Index Option

     2,950.00 USD      05/31/18      42        USD        4,200      $ 945      $ 61,028      $ (60,083

S&P 500 Index Option

     3,300.00 USD      03/15/19      83        USD        8,300        16,392        92,633        (76,241
              

 

 

    

 

 

    

 

 

    

 

 

 

Total Calls

 

        12,500      $ 17,337      $ 153,661      $ (136,324
              

 

 

    

 

 

    

 

 

    

 

 

 

Puts

 

              

iPath S&P 500 VIX Short-Term

     5.00 USD      01/18/19      29        USD        2,900      $ 464      $ 1,291      $ (827
              

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased option contracts

 

        15,400      $ 17,801      $ 154,952      $ (137,151
              

 

 

    

 

 

    

 

 

    

 

 

 

 

Futures Contracts Outstanding at April 30, 2018  

Description

  

 

     Number of
Contracts
     Expiration
Date
     Current
Notional Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

90-Day Euro Future

        91        03/18/2019      $ 22,123,237      $ (8,065

Amsterdam Index Future

        4        05/18/2018        534,194        5,833  

BIST 30 Index Future

        30        06/29/2018        95,326        (2,506

CAC40 10 Euro Future

        14        05/18/2018        925,287        25,852  

Canadian Dollar Future

        105        06/19/2018        8,183,700        44,558  

Canadian Government 10-Year Bond Future

        84        06/20/2018        8,599,868        43,256  

DAX Index Future

        1        06/15/2018        380,726        10,625  

Euro BUXL 30-Year Bond Future

        11        06/07/2018        2,172,399        (132

Euro STOXX 50 Dividend Future

        120        12/21/2018        1,828,789        33,812  

Euro STOXX 50 Dividend Future

        79        12/20/2019        1,198,229        (16,373

Euro-OAT Future

        2        06/07/2018        371,482        4,236  

 

The accompanying notes are an integral part of these financial statements.

 

 

  40  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Futures Contracts Outstanding at April 30, 2018 - (continued)  

Description

  

 

     Number of
Contracts
     Expiration
Date
     Current
Notional Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts: - (continued)

 

Euro-Schatz Future

        19        06/07/2018      $ 2,567,822      $ 270  

FTSE 100 Future Index

        9        06/15/2018        924,316        53,814  

FTSE/MIB Index Future

        4        06/15/2018        569,939        32,428  

Hang Seng China Enterprises Index future

        11        05/30/2018        859,479        18,047  

Hang Seng Index Futures

        3        05/30/2018        586,056        11,236  

Japanese Yen Future

        68        06/18/2018        7,801,300            (250,566)  

KOSPI 200 Index Future

        4        06/14/2018        302,233        9,382  

Long Gilt Future

        6        06/27/2018        1,009,892        4,032  

MSCI Taiwan Index Future

        16        05/30/2018        629,600        7,872  

Mini-10-Year JGB Future

        4        06/12/2018        551,409        (160

NASDAQ 100 E-Mini Future

        1        06/15/2018        132,260        (3,187

Nikkei 225 Index Future

        5        06/07/2018        1,029,546        50,909  

S&P 500 (E-Mini) Future

        20        06/15/2018        2,647,000        (49,247

S&P MID 400 EMini Index Future

        5        06/15/2018        936,050        (41,361

SGX Nifty 50 Index

        4        05/31/2018        86,280        1,555  

SPI 200 Future

        2        06/21/2018        224,575        2,443  

U.S. Treasury 2-Year Note Future

        14        06/29/2018        2,968,656        (6,885

U.S. Treasury 5-Year Note Future

        139        06/29/2018            15,777,586        (82,144

U.S. Treasury Long Bond Future

        22        06/20/2018        3,164,562        13,410  

U.S. Treasury Ultra Bond Future

        7        06/20/2018        1,099,875        (1,294
              

 

 

 

Total

 

   $ (88,350
              

 

 

 

Short position contracts:

 

90-Day Euro Future

        91        03/16/2020      $ 22,069,775      $ 23,798  

Australian 3-Year Bond Future

        59        06/15/2018        4,926,512        (879

Australian 10-Year Bond Future

        16        06/15/2018        1,540,551        (10,348

Australian Dollar Future

        105        06/18/2018        7,906,500        225,393  

British Pound Future

        54        06/18/2018        4,649,400        32,278  

E-Mini Russell 2000

        1        06/15/2018        77,190        238  

Euro FX Future

        60        06/18/2018        9,092,250        210,614  

Euro STOXX 50 Dividend Future

        10        12/18/2020        155,660        (1,245

Euro STOXX 50 Dividend Future

        8        12/17/2021        121,533        (730

Euro STOXX 50 Future

        10        06/15/2018        419,520        (19,947

Euro-BOBL Future

        1        06/07/2018        158,196        (315

Euro-Bund Future

        20        06/07/2018        3,833,887        (32,605

FTSE/JSE Top 40 Future Index

        15        06/21/2018        623,670        (2,609

IBEX 35 Index Future

        3        05/18/2018        361,316        (7,016

Japan 10-Year Bond Future

        4        06/13/2018        5,511,892        (1,489

MSCI Emerging Market Index Future

        2        06/15/2018        115,220        4,533  

S&P/TSX 60 Index Future

        2        06/14/2018        286,584        (9,298

Swiss Franc Future

        47        06/18/2018        5,952,550        268,972  

TOPIX Index Futures

        33        06/07/2018        5,371,707        (230,302

U.S. Treasury 10-Year Note Future

        191        06/20/2018        22,848,375        157,649  
              

 

 

 

Total

 

   $ 606,692  
              

 

 

 

Total futures contracts

 

   $ 518,342  
              

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  41  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2018  

Reference Entity

  Counter-
party
  Notional
Amount (a)
    (Pay)/Receive
Fixed Rate
  Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

 

Sell protection:

 

ITRAXX.SEN.FIN.28

  CBK     EUR       1,304,543     1.00%     12/20/22       Quarterly     $ 30,200     $     $ 39,290     $ 9,090  

ITRAXX.SEN.FIN.28

  CBK     EUR       630,000     1.00%     12/20/22       Quarterly       17,923             19,091       1,168  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

        $ 48,123     $     $ 58,381     $ 10,258  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total traded indices

        $ 48,123     $     $ 58,381     $ 10,258  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

        $     48,123     $     —     $     58,381     $     10,258  
             

 

 

   

 

 

   

 

 

   

 

 

 

 

(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 Credit Default Swap Contracts Outstanding at April 30, 2018  

Reference Entity

  Notional
Amount (a)
    (Pay)/Receive
Fixed Rate
    Expiration
Date
    Periodic
Payment
Frequency
    Cost Basis     Value     Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

 

Buy protection:

 

CDX.EM.29.V1

  USD     3,049,338       (1.00 %)      06/20/23       Quarterly     $ (59,621   $ (55,043   $ 4,578  

CDX.NA.HY.30.V1

  USD     4,755,000       (5.00 %)      06/20/23       Quarterly       292,787       348,893       56,106  

ITRAXX.EUR.28.V1

  EUR     1,755,000       (1.00 %)      12/20/22       Quarterly       50,191       54,956       4,765  

ITRAXX.XOVER.28.V1

  EUR     495,000       (5.00 %)      12/20/22       Quarterly       64,160       70,210       6,050  
           

 

 

   

 

 

   

 

 

 

Total

 

      $ 347,517     $ 419,016     $ 71,499  
           

 

 

   

 

 

   

 

 

 

Credit default swaps on indices:

 

Sell protection:

 

CDX.NA.IG.30.V1

  USD     3,325,000       1.00     06/20/23       Quarterly     $ 61,594     $ 64,626     $ 3,032  

ITRAXX.EUR.29.V1

  EUR     910,000       1.00     06/20/23       Quarterly       26,908       26,452       (456

ITRAXX.EUR.29.V1

  EUR     80,000       5.00     06/20/23       Quarterly       10,540       10,582       42  
           

 

 

   

 

 

   

 

 

 

Total

 

      $ 99,042     $ 101,660     $ 2,618  
           

 

 

   

 

 

   

 

 

 

Total

 

      $     446,559     $     520,676     $     74,117  
           

 

 

   

 

 

   

 

 

 

 

(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 Total Return Swap Contracts Outstanding at April 30, 2018  

Reference Entity

  Counter-
party
  Notional
Amount
    Payments received
(paid) by the Fund
  Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Barclays Volscore Delta Hedged

  BCLY     USD       811,743         04/18/19       Monthly     $     $     (463,151   $ (463,151   $ 0  

BofAML VolRyder Index

  BOA     USD               04/30/18       Monthly           10,080,379                 10,080,840       461  

BXIIMPUE Barclays Index

  BCLY     USD       300,752         06/29/18       Monthly             (309     (309     0  

BXIIMPUE Barclays Index (1)

  BCLY     USD       958,976     (1.05%)     06/29/18       Monthly       354,102             354,656       554  

BXIIMPUE Barclays Index

  BCLY     USD       639,418     (0.11%)     06/29/18       Monthly       6,704,772             6,704,772       0  

Citi Mergers & Acquisitions US Index (2)

  CBK     USD       2,267,465     (1.00%)     09/28/18       Monthly             (520,006     (522,967     (2,961

Credit Suisse Merger Arbitrage Liquid Excess Net (3)

  CSFB     USD       2,435,790     (0.30%)     09/28/18       Monthly             (168,325     (187,179     (18,854

DB Bank Custom Volatility Port (4)

  DEUT     USD       3,186,885     (1.00%)     04/30/19       Monthly       2,906,266             2,906,266       0  

DB Bank Custom Volatility Port

  DEUT     USD       49,929         04/30/19       Monthly             (46,063     (46,063     0  

 

The accompanying notes are an integral part of these financial statements.

 

 

  42  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

OTC Total Return Swap Contracts Outstanding at April 30, 2018 - (continued)  

Reference Entity

  Counter-
party
  Notional
Amount
    Payments received
(paid) by the Fund
  Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Goldman Sachs Dynamic Gamma US Index

  GSC     USD       14,407         10/31/18       Monthly     $ 22,137     $     $ 22,070     $ (67

Goldman Sachs Volatility Carry Series 71

  GSC     USD       36,544         10/31/18       Monthly       691,185             691,185       0  

Goldman Sachs Volatility Carry Series 71

  GSC     USD       52,414     (1.00%)     08/31/18       Monthly             (42,188     (42,188     0  

iPath S&P 500 VIX Short-Term Futures ETN

  BOA     USD       10,226     1.00%     02/28/19       Monthly       88,439             88,439       0  

iPath S&P 500 VIX Short-Term Futures ETN

  BOA     USD       7,940     1.00%     02/28/19       Monthly       44,474             44,379       (95

iPath S&P 500 VIX Short-Term Futures ETN

  BOA     USD       3,866     1.00%     04/30/19       Monthly           9,839,196             9,839,196       0  

J.P Morgan US QES Momentum Long Short Index (Series 2)*

  JPM     USD       1,821,802     (0.25%)     02/28/19       Monthly             (1,399,011     (1,399,011     0  

JPM US Volatility QES Short

  JPM     USD       422,791     (0.25%)     02/28/19       Monthly             (71,628     (71,628     0  

Morgan Stanley Systematic Dispersion Index (Excess Return) (5)

  MSC     USD       1,313,078     (0.40%)     07/31/18       Monthly             (1,145,621     (1,145,621     0  

Morgan Stanley Dynamic Skew Index (6)

  MSC     USD       1,747,459     (0.70%)     09/28/18       Monthly             (1,733,052     (1,733,061     (9

MSCI AC Asia Pacific Index

  BNP     USD       7,344,190     1.00%     06/29/18       Monthly                 (6,479,006         (6,479,006     0  

MSCI China Automobiles & Components Index

  BCLY     HKD       4,812,831     1.00%     03/29/19       Monthly             (276,649     (268,811     7,838  

MSCI China Consumer Discretionary Index”

  BCLY     HKD       2,735,973     1.00%     04/30/19       Monthly             (298,663     (298,649     14  

MSCI China Consumer Discretionary Index

  BOA     HKD       2,358,073     1.00%     12/31/18       Monthly             (206,657     (206,657     0  

MSCI China Health Care Index

  BCLY     HKD       2,675,076     1.00%     03/29/19       Monthly       14,006             14,006       0  

MSCI China Health Care Index

  BCLY     HKD       2,587,026     1.00%     03/29/19       Monthly       5,039             5,018       (21

MSCI China Health Care Index

  BOA     HKD       736,098     1.00%     12/31/18       Monthly             (30,754     (30,754     0  

MSCI China Information Technology Index

  BCLY     HKD       2,487,285     1.00%     03/29/19       Monthly       12,708             12,708       0  

MSCI China Information Technology Index

  GSC     HKD       2,572,133     1.00%     03/29/19       Monthly       285,488             285,488       0  

MSCI China Information Technology Index

  GSC     HKD       494,720     1.00%     12/31/18       Monthly       9,387             9,387       0  

MSCI China Insurance

  GSC     HKD       2,641,513         03/29/19       Monthly       4,277             11,591       7,314  

MSCI China Real Estate Index

  BCLY     HKD       2,785,003     1.00%     03/29/19       Monthly       6,380             10,215       3,835  

MSCI China Real Estate Index

  BCLY     HKD       2,626,408     1.00%     03/29/19       Monthly             (6,171     (3,249     2,922  

MSCI China Real Estate Index

  GSC     HKD       568,395     1.00%     12/31/18       Monthly       160,688             161,471       783  

MSCI Daily Brazil Net Total Return Index

  GSC     USD       98,665     1.00%     02/28/19       Monthly       1,723,137             1,723,137       0  

MSCI Korea Finance Index

  BCLY     USD       356,198     1.00%     03/29/19       Monthly       247,975             247,972       (3

MSCI Korea Finance Index

  BCLY     USD       351,163     1.00%     03/29/19       Monthly       5,035             5,032       (3

MSCI Korea Health Care Index

  BOA     USD       630,832     1.00%     03/29/19       Monthly             (313,926     (313,922     4  

MSCI Korea Information Technology Index

  BCLY     USD       361,218     1.00%     04/30/19       Monthly       2,638,488             2,704,047           65,559  

MSCI South Africa Consumer Discretion Index

  GSC     ZAR       7,531,011     1.00%     03/29/19       Monthly       26,659             26,659       0  

 

The accompanying notes are an integral part of these financial statements.

 

 

  43  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

OTC Total Return Swap Contracts Outstanding at April 30, 2018 - (continued)  

Reference Entity

  Counter-
party
  Notional
Amount
    Payments received
(paid) by the Fund
  Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

MSCI US Health Care Index

  GSC     USD       10,080,380     1.00%     04/30/18       Monthly     $     $ (1,527,616   $ (1,626,557   $     (98,941

MSCI US Health Care Index

  DEUT     USD       821,073     1.00%     06/29/18       Monthly           2,560,416             2,560,416       0  

MSCI US Health Care Index

  GSC     USD       9,843,063     1.00%     04/30/19       Monthly                 (6,656,178     (6,656,178     0  

MSCI World Media Industry Group Total Return Index

  GSC     USD       15,143,019     1.00%     06/29/18       Monthly             (5,900,032     (5,821,804     78,228  

PowerShares DB Agriculture Fund

  BOA     USD       4,221,410     (1.00%)     06/29/18       Monthly             (966,205     (966,205     0  

PowerShares DB Base Metals Fund

  BOA     USD       3,255,204     (1.00%)     06/29/18       Monthly             (463,416     (463,416     0  

PowerShares DB Energy Fund

  BOA     USD       2,791,788     (1.00%)     06/29/18       Monthly       611,212             611,212       0  

PowerShares DB Precious Metals Fund

  BOA     USD       3,403,001     (1.00%)     06/29/18       Monthly             (2,444,025     (2,447,333     (3,308

S&P 500 Consumer Discretionary Sector Index

  MSC     USD       2,999,706     (1.00%)     05/03/18       Monthly             (1,337,399     (1,415,344     (77,945

S&P 500 Consumer Staples Index

  MSC     USD       1,662,307     (1.00%)     05/03/18       Monthly       1,279,990             1,279,990       0  

S&P 500 Energy Sector Index

  MSC     USD       2,942,297     1.00%     05/03/18       Monthly             (1,286,398     (1,562,891     (276,493

S&P 500 Financial Sector Index

  MSC     USD       1,655,898     1.00%     05/03/18       Monthly       668,012             684,462       16,450  

S&P 500 Health Care Sector Index

  MSC     USD       2,323,588     1.00%     05/03/18       Monthly             (1,338,098     (1,347,680     (9,582

S&P 500 Information Technology Index

  MSC     USD       2,323,910     (1.00%)     05/03/18       Monthly             (1,334,585     (1,332,027     2,558  

S&P 500 Materials Sector Index

  MSC     USD       989,325     (1.00%)     05/03/18       Monthly       1,334,263             1,334,263       0  

S&P 500 Total Return Utilities

  MSC     USD       985,489     1.00%     05/03/18       Monthly             (173,746     (196,441     (22,695

S&P Energy Index

  BOA     USD       5,572,734     1.00%     04/30/18       Monthly             (4,933,317     (5,456,889     (523,572

S&P Energy Index

  CBK     USD       233,108     1.00%     11/30/18       Monthly             (225,168     (225,168     0  

S&P Energy Index

  BOA     USD       167,457     1.00%     06/29/18       Monthly             (85,631     (85,631     0  

S&P Energy Index

  BOA     USD       3,381,489     1.00%     06/29/18       Monthly       11,761,530             11,761,530       0  

S&P Energy Index

  CBK     USD       81,826     1.00%     08/31/18       Monthly       2,353,905             2,353,905       0  

S&P Energy Index

  CBK     USD       6,093,150     1.00%     04/30/19       Monthly       2,253,094             2,253,094       0  

S&P North America Technology Sector Index

  BOA     USD       727,729     1.00%     11/30/18       Monthly             (426,977     (428,014     (1,037

S&P North America Technology Sector Index

  CBK     USD       8,346,244     1.00%     04/30/19       Monthly             (8,346,244         (8,346,244     0  

S&P North America Technology Sector Index

  BOA     USD       8,552,764     1.00%     04/30/18       Monthly             (2,980,030     (3,050,399     (70,369
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

 

    $     58,692,639     $     (53,626,245   $ 4,146,959     $     (919,435
             

 

 

   

 

 

   

 

 

   

 

 

 

 

* The J.P. Morgan U.S. QES Momentum Long Short Index Series (Series 2)* references intraday momentum signals to provide synthetic exposure to intraday returns on S&P Emini futures contracts subject to the daily deduction of a fee 0.50% per annum and is subject to a transaction fee that increases the cost of both synthetically entering and synthetically exiting each contract in any position by an amount between 0.25 index points and 0.75 index points. In connection with implementing an intraday momentum strategy, the Index references a database of intraday data relating to the Futures Constituent, which is referred to as the “Constructed Database.” As of 4/30/18, the Index did not enter into a position for any underlying securities.

 

The accompanying notes are an integral part of these financial statements.

 

 

  44  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

(1) BXIIMPUE-Barclays Index

 

 

 

Underlying Securities

 

 

 

 

Common Stocks

 
 

Long positions

 
Shares     

Description

   Market
Value
     % of Total
Absolute
Notional
Amount
 
  293      Aetna, Inc.    $     52,472        5.47
  374      Monsanto Co.      46,919        4.89
  482      Time Warner, Inc.      45,686        4.76
  579      Cavium, Inc.      43,393        4.52
  1,233      Great Plains Energy, Inc.      40,349        4.21
  531      Express Scripts Holding Co.      40,227        4.19
  2,010      GGP, Inc.      40,178        4.19
  589      Validus Holdings Ltd.      39,900        4.16
  586      Microsemi Corp.      37,928        3.96
  267      Rockwell Collins, Inc.      35,389        3.69
  940      SCANA Corp.      34,569        3.60
  162      Avexis, Inc.      34,484        3.60
  651      RSP Permian, Inc.      32,316        3.37
  806      Twenty-First Century Fox, Inc.      29,480        3.07
  206      Orbital ATK, Inc.      27,295        2.85
  712      Tribune Media Co.      26,912        2.81
  1,772      Chicago Bridge & Iron Co. NV      26,756        2.79
  851      General Cable Corp.      25,231        2.63
  537      MuleSoft, Inc.      23,948        2.50
  491      Blackhawk Network Holdings, Inc.      22,063        2.30
  302      Spectrum Brands Holdings, Inc.      21,805        2.27
  621      KapStone Paper and Packaging Co.      21,389        2.23
  2,694      Oclaro, Inc.      21,334        2.22
  887      VeriFone Systems, Inc.      20,413        2.13
  6,216      Genworth Financial, Inc.      17,155        1.79
  391      Tallgrass Energy Partners LP      16,129        1.68
  487      Pinnacle Entertainment, Inc.      15,639        1.63
  1,178      AmTrust Financial Services, Inc.      15,182        1.58
  174      Vectren Corp.      12,229        1.28
  220      Avista Corp.      11,403        1.19
  423      NxStage Medical, Inc.      11,272        1.18
  1,029      Kindred Healthcare, Inc.      9,159        0.96
  137      A Schulman, Inc.      5,894        0.61
  44      Infinity Property & Casualty Co.      5,860        0.61
  393      Akorn, Inc.      5,666        0.59
  135      Stewart Information Services Co.      5,613        0.59
  386      Finish Line, Inc./The      5,233        0.55
  59      Analogic Corp.      4,933        0.51
  271      Nationstar Mortgage Holdings I      4,877        0.51
  39      Capella Education Co.      3,585        0.37
  312      Mitel Networks Corp.      3,479        0.36
  321      PHH Corp.      3,410        0.36
  263      NuStar GP Holdings LLC      3,051        0.32
  125      Quality Care Properties, Inc.      2,739        0.29
  39      Connecticut Water Service, Inc.      2,662        0.28
  115      CommerceHub, Inc.      2,605        0.27
  42      Rice Midstream Partners LP      763        0.08

 

Total Return Swaps

 

Short position contracts

 

Description

   Notional
Amount
     Market
Value
     % of Total
Absolute
Notional
Amount
 

S&P 500 Total Return Index

     100      $     42        0.00

 

The accompanying notes are an integral part of these financial statements.

 

 

  45  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

(2) Citi Mergers & Acquisitions US Index

 

Underlying Securities

 

Cash/Cash Equivalents

 

Description

   Market
Value
     % of Total
Absolute
Notional
Amount
 

USD

   $     635,344        28.02

 

 

Common Stocks

 
 

Long positions

 
Shares     

Description

   Market
Value
     % of Total
Absolute
Notional
Amount
 
  2,313      Twenty-First Century Fox, Inc.    $     84,123        3.71
  469      Aetna, Inc.      83,896        3.70
  1,090      Express Scripts Holding Co.      82,536        3.64
  561      Rockwell Collins, Inc.      74,373        3.28
  620      Dr Pepper Snapple Group, Inc.      74,373        3.28
  1,088      RSP Permian, Inc.      53,966        2.38
  248      Avexis, Inc.      52,832        2.33
  397      Orbital ATK, Inc.      52,605        2.32
  810      Microsemi Corp.      52,378        2.31
  1,088      MuleSoft, Inc.      48,524        2.14
  684      Vectren Corp.      48,070        2.12
  664      Spectrum Brands Holdings, Inc.      47,844        2.11
  693      Validus Holdings Ltd.      46,937        2.07
  614      Cavium, Inc.      46,030        2.03
  1,233      SCANA Corp.      45,349        2.00
  1,062      Tribune Media Co.      40,134        1.77
  774      Avista Corp.      40,134        1.77
  1,159      KapStone Paper and Packaging Co.      39,907        1.76
  952      Tallgrass Energy Partners LP      39,227        1.73
  813      Blackhawk Network Holdings, Inc.      36,506        1.61
  1,577      VeriFone Systems, Inc.      36,279        1.60
  1,017      Pinnacle Entertainment, Inc.      32,651        1.44
  19,552      Rite Aid Corp.      32,651        1.44
  1,787      Nationstar Mortgage Holdings      32,198        1.42
  1,193      NxStage Medical, Inc.      31,745        1.40
  2,072      Chicago Bridge & Iron Co. NV      31,291        1.38
  237      Infinity Property & Casualty Co.      31,291        1.38
  1,032      General Cable Corp.      30,611        1.35
  3,693      Oclaro, Inc.      29,250        1.29
  671      A Schulman, Inc.      28,797        1.27
  299      Capella Education Co.      27,436        1.21
  325      Analogic Corp.      26,983        1.19
  641      Stewart Information Services Co.      26,756        1.18
  1,170      CommerceHub, Inc.      26,529        1.17
  2,155      8Point3 Energy Partners LP      26,076        1.15
  2,777      Kindred Healthcare, Inc.      24,715        1.09
  357      Connecticut Water Service, Inc.      24,262        1.07
  1,621      Finish Line, Inc./The      21,994        0.97
  1,798      NuStar GP Holdings LLC      20,861        0.92

 

The accompanying notes are an integral part of these financial statements.

 

 

  46  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

(3) Credit Suisse Merger Arbitrage Liquid Excess Net

Underlying Securities

 

 

Common Stocks

 
 

Long positions

 
Shares     

Description

   Market
Value
     % of Total
Absolute
Notional
Amount
 
  1,015      Aetna, Inc.    $     181,734        7.46
  923      Monsanto Co.      115,722        4.75
  83      Sky PLC      113,785        4.67
  633      Linde AG      113,286        4.65
  4,430      Uniper SE      112,872        4.63
  1,405      Express Scripts Holding Co.      106,322        4.37
  1,033      Cavium, Inc.      77,502        3.18
  1,320      XL Group Ltd.      73,395        3.01
  856      STADA Arzneimittel AG      71,727        2.94
  1,380      Gemalto NV      68,816        2.83
  2,075      Great Plains Energy, Inc.      67,927        2.79
  1,333      RSP Permian, Inc.      66,151        2.72
  940      Microsemi Corp.      60,783        2.50
  19,815      Parmalat SpA      59,842        2.46
  1,175      TDC A/S      59,031        2.42
  366      Com Hem Holding AB      55,724        2.29
  1,439      Yoox Net-A-Porter Group SpA      54,513        2.24
  55      NEX Group PLC      53,909        2.21
  244      Avexis, Inc.      51,907        2.13
  760      Validus Holdings Ltd.      51,488        2.11
  1,134      MuleSoft, Inc.      50,548        2.08
  1,104      Ablynx NV      49,417        2.03
  1,499      Pinnacle Entertainment, Inc.      48,156        1.98
  1,614      General Cable Corp.      47,858        1.96
  551      WGL Holdings, Inc.      46,889        1.93
  903      Avista Corp.      46,816        1.92
  1,019      Blackhawk Network Holdings, Inc.      45,766        1.88
  3,018      Chicago Bridge & Iron Co. NV      45,579        1.87
  5,489      Pure Industrial Real Estate Trust      44,353        1.82
  3,348      AmTrust Financial Services, Inc.      43,160        1.77
  2,328      Aecon Group, Inc.      42,027        1.73
  689      Orbotech Ltd.      40,247        1.65
  916      Direct Energie      38,758        1.59
  1,668      VeriFone Systems, Inc.      38,386        1.58
  275      Infinity Property & Casualty Co.      36,254        1.49
  2,901      Saeta Yield SA      35,735        1.47
  1,286      NxStage Medical, Inc.      34,225        1.41
  3,794      Kindred Healthcare, Inc.      33,767        1.39
  786      A Schulman, Inc.      33,716        1.38
  52      Fenner PLC      31,860        1.31
  449      Connecticut Water Service, Inc.      30,520        1.25
  1,335      CommerceHub, Inc.      30,260        1.24
  2,817      Student Transportation, Inc.      27,047        1.11
  9,097      Genworth Financial, Inc.      25,108        1.03
  1,662      Akorn, Inc.      23,983        0.98
  113      Laird PLC      22,224        0.91

 

The accompanying notes are an integral part of these financial statements.

 

 

  47  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

 

Common Stocks

 
 

Short positions

 
Shares     

Description

   Market
Value
     % of Total
Absolute
Notional
Amount
 
  (81)      salesforce.com, Inc.    $ (9,743      (0.40 )% 
  (172)      KLA-Tencor Corp.      (17,538      (0.72 )% 
  (627)      Penn National Gaming, Inc.      (18,999      (0.78 )% 
  (328)      Kemper Corp.          (22,166      (0.91 )% 

 

(4) DB Bank Custom Volatility Port

Underlying Securities

 

Subordinate Indices

 

Long positions

 

Shares

  

Description

   Market
Value
     % of Total
Absolute
Notional
Amount
 
3,109    DBIQ ImpAct USD Rates VOL 13W Index    $     387,445        40.05
3,364    DB EUR Rates Long Vol. Hedged to USD Index      378,443        39.12
884    DB USD Rates Long Volatility Index      116,010        11.99
627    DBIQ ImpAct USD Rates VOL 13W Index      85,435        8.83

 

(5) MSUSDSP5 - Morgan Stanley Systematic Dispersion Index (Excess Return)

 

Cash/Cash Equivalents

 

Description

   Market
Value
     % of Total
Absolute
Notional
Amount
 

USD

   $     547,291        41.68

 

 

Common Stocks

 
 

Long Positions

 

 

    Shares     

Description

   Market
Value
     % of Total
Absolute
Notional
Amount
 
    148      Philip Morris International, Inc.    $     12,175        0.93
    149      Procter & Gamble Co./The      10,787        0.82
    318      AT&T, Inc.      10,387        0.79
    10      Alphabet, Inc. (Class A)      10,300        0.78
    10      Alphabet, Inc. (Class C)      9,690        0.74
    136      Citigroup, Inc.      9,306        0.71
    71      Johnson & Johnson      9,037        0.69
    84      PepsiCo, Inc.      8,518        0.65
    268      Comcast Corp.      8,406        0.64
    51      Apple, Inc.      8,366        0.64
    43      3M Co.      8,302        0.63
    159      Wells Fargo & Co.      8,270        0.63
    135      Altria Group, Inc.      7,557        0.58
    113      DowDuPont, Inc.      7,149        0.54
    164      Coca-Cola Co./The      7,071        0.54
    34      Berkshire Hathaway, Inc.      6,513        0.50
    39      International Business Machine      5,642        0.43
    106      Bristol-Myers Squibb Co.      5,508        0.42
    98      Oracle Corp.      4,457        0.34

 

The accompanying notes are an integral part of these financial statements.

 

 

  48  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

    Shares     

Description

   Market
Value
     % of Total
Absolute
Notional
Amount
 
    128      Bank of America Corp.    $     3,832        0.29
    26      Honeywell International, Inc.      3,797        0.29
    38      Gilead Sciences, Inc.      2,731        0.21
    28      Walmart, Inc.      2,511        0.19
    150      General Electric Co.      2,106        0.16
    20      Walt Disney Co./The      2,008        0.15
    1      Amazon.com, Inc.      1,870        0.14
    8      Broadcom, Inc.      1,824        0.14
    25      Schlumberger Ltd.      1,734        0.13
    9      Facebook, Inc.      1,464        0.11
    10      AbbVie, Inc.      951        0.07
    4      Amgen, Inc.      708        0.05

 

Futures

 

Long position Contracts

 

Description

   Number of
Contracts
     Expiration      Notional
Amount
     Market
Value
     % of Total
Absolute
Notional
Amount
 

S&P 500 E-Mini Future

     6        6/15/2018        315      $     833,047        63.44

 

Options

 

Purchased option contracts

 

Calls

 

Description

   Strike
Price
     Expiration      Number of
Contracts
     Market
Value
     % of Total
Absolute
Notional
Amount
 

Amazon.com, Inc.

   $ 1,420        6/15/2018        1      $     797        0.06

Boeing Co./The

     295        5/18/2018        2        739        0.06

Amazon.com, Inc.

         1,680        9/21/2018        1        697        0.05

 

Written option contracts

              

Puts

              

Description

   Strike
Price
     Expiration      Number of
Contracts
     Market
Value
     % of Total
Absolute
Notional
Amount
 

Apple, Inc.

   $     180        6/15/2018        6      $     994        0.08

Comcast Corp.

     43        6/15/2018        30        939        0.07

General Electric Co.

     18        6/15/2018        67        937        0.07

Exxon Mobil Corp.

     88        6/15/2018        11        836        0.06

Facebook, Inc.

     190        6/15/2018        5            822        0.06

PepsiCo, Inc.

     120        6/15/2018        8        803        0.06

Facebook, Inc.

     185        6/15/2018        5        777        0.06

Wells Fargo & Co.

     63        6/15/2018        15        772        0.06

Comcast Corp.

     40        7/20/2018        24        749        0.06

Berkshire Hathaway, Inc.

         210        6/15/2018        4        746        0.06

Apple, Inc.

     180        7/20/2018        4        737        0.06

Apple, Inc.

     175        6/15/2018        4        731        0.06

Procter & Gamble Co./The

     93        6/15/2018        10        727        0.06

Philip Morris International, Inc.

     110        6/15/2018        8        696        0.05

 

The accompanying notes are an integral part of these financial statements.

 

 

  49  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

(6) MSUSMSDS - Morgan Stanley Dynamic Skew Index

 

Cash/Cash Equivalents

 

Description

   Market
Value
     % of Total
Absolute
Notional
Amount
 

USD

   $     2,516,120        143.99

 

Futures

            

Short position contracts

            

Description

   Number of
Contracts
     Expiration      Notional
Amount
    Market
Value
    % of Total
Absolute
Notional
Amount
 

S&P 500 E-Mini Future

     6        6/15/2018        (287   $     (760,494     (43.52 )% 

 

Options

              

Purchased option contracts

              

Calls

 

Description

   Strike
Price
     Expiration      Number of
Contracts
     Market
Value
     % of Total
Absolute
Notional
Amount
 

S&P 500 Index

   $     2,740        5/18/2018        9      $     2,073        0.12

 

Written option contracts

            

Puts

            

Description

   Strike
Price
     Expiration      Number of
Contracts
    Market
Value
    % of Total
Absolute
Notional
Amount
 

S&P 500 Index

   $     2,550        5/18/2018        (12   $     (10,310     (0.59 )% 

 

Foreign Currency Contracts Outstanding at April 30, 2018  

Amount and Description
of Currency to be
Purchased

   Amount and Description
of Currency to be
Sold
   Counterparty    Settlement
Date
   Appreciation      Depreciation  
  610,000     AUD      461,682     USD    CBA    05/31/18    $      $ (2,419
  985,000     BRL      282,956     USD    SCB    05/03/18             (1,878
  1,040,000     BRL      298,756     USD    CBK    05/03/18             (1,983
  1,490,000     BRL      428,026     USD    BOA    05/03/18             (2,841
  1,615,000     BRL      463,934     USD    BCLY    05/03/18             (3,079
  2,495,000     BRL      719,850     USD    SCB    05/03/18             (7,879
  810,000     BRL      243,792     USD    BOA    05/03/18             (12,652
  1,985,000     BRL      600,196     USD    BCLY    05/03/18                   (33,759
  985,000     BRL      283,400     USD    SCB    06/04/18             (3,186
  745,000     CAD      580,358     USD    SSG    05/31/18      244         
  37,000     EUR      45,584     USD    RBC    05/31/18             (801
  1,235,000     EUR      1,510,416     USD    BCLY    05/31/18             (15,622
  1,085,000     GBP      1,513,320     USD    BNP    05/31/18             (17,431
  213,535,000     HUF      840,490     USD    CBK    05/31/18             (17,002
  31,150,000     INR      467,069     USD    HSBC    05/31/18             (1,953
  52,770,000     INR      790,941     USD    BCLY    05/31/18             (3,006
  56,430,000     JPY      517,944     USD    BCLY    05/31/18             (682
  56,430,000     JPY      519,668     USD    ANZ    05/31/18             (2,406
  8,400,000     JPY      86,974     USD    JPM    09/22/22      1,789         

 

The accompanying notes are an integral part of these financial statements.

 

 

  50  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  

Amount and Description
of Currency to be
Purchased

     Amount and Description
of Currency to be
Sold
     Counterparty      Settlement
Date
     Appreciation      Depreciation  
  936,180,000       KRW        869,934       USD        BOA        05/31/18      $       7,255      $  
  20,030,000       MXN        1,056,194       USD        SSG        05/31/18        9,455         
  10,455,000       NOK        1,327,550       USD        BCLY        05/31/18               (22,929
  1,185,000       NZD        837,447       USD        CBA        05/31/18               (3,787
  2,755,000       PLN        803,954       USD        GSC        05/30/18                     (18,768
  3,175,000       SGD        2,400,301       USD        CBK        05/31/18               (4,400
  67,940,000       TWD        2,299,543       USD        BCLY        05/31/18        1,441         
  2,280,404       USD        3,013,000       AUD        CBA        05/31/18        11,947         
  488,321       USD        1,615,000       BRL        BCLY        05/03/18              27,466         
  153,268       USD        510,000       BRL        BOA        05/03/18        7,735         
  146,759       USD        490,000       BRL        BOA        05/03/18        6,933         
  96,255       USD        320,000       BRL        BOA        05/03/18        4,940         
  716,728       USD        2,495,000       BRL        SCB        05/03/18        4,757         
  98,449       USD        330,000       BRL        BOA        05/03/18        4,280         
  570,222       USD        1,985,000       BRL        BCLY        05/03/18        3,784         
  284,190       USD        985,000       BRL        SCB        05/03/18        3,111         
  439,516       USD        1,530,000       BRL        SCB        05/03/18        2,917         
  287,266       USD        1,000,000       BRL        BCLY        05/03/18        1,906         
  282,957       USD        985,000       BRL        BCLY        05/03/18        1,878         
  277,211       USD        965,000       BRL        SCB        05/03/18        1,840         
  186,723       USD        650,000       BRL        BOA        05/03/18        1,239         
  297,075       USD        1,040,000       BRL        CBK        05/03/18        302         
  717,851       USD        2,495,000       BRL        SCB        06/04/18        8,071         
  353,893       USD        1,225,000       BRL        BOA        06/04/18        5,404         
  1,476,213       USD        1,895,000       CAD        SSG        05/31/18               (621
  1,563,925       USD        1,525,000       CHF        CBK        05/31/18        21,012         
  132,959       USD        130,000       CHF        JPM        05/31/18        1,433         
  405,759       USD        400,000       CHF        DEUT        05/31/18        1,061         
  168,725       USD        1,026,000       DKK        BNP        05/31/18        2,031         
  10,084,932       USD        8,246,000       EUR        BCLY        05/31/18        104,306         
  1,701,613       USD        1,220,000       GBP        BNP        05/31/18        19,600         
  353,223       USD        89,740,000       HUF        CBK        05/31/18        7,145         
  74,156       USD        19,210,000       HUF        JPM        05/31/18        74         
  483,487       USD        32,280,000       INR        CBK        05/31/18        1,498         
  462,509       USD        31,150,000       INR        BOA        05/31/18               (2,607
  6,434,190       USD        698,679,000       JPY        ANZ        05/31/18        29,787         
  6,412,822       USD        698,677,000       JPY        BCLY        05/31/18        8,438         
  86,975       USD        8,400,000       JPY        JPM        09/22/22               (1,789
  560,675       USD        603,370,000       KRW        BOA        05/31/18               (4,676
  133,408       USD        2,530,000       MXN        SSG        05/31/18               (1,194
  545,876       USD        4,299,000       NOK        BCLY        05/31/18        9,428         
  367,487       USD        520,000       NZD        CBA        05/31/18        1,662         
  197,814       USD        280,000       NZD        CBK        05/31/18        832         
  415,781       USD        590,000       NZD        DEUT        05/31/18        710         
  358,934       USD        1,230,000       PLN        GSC        05/30/18        8,379         
  2,693,538       USD        22,837,000       SEK        BCLY        05/31/18        79,507         
  332,640       USD        440,000       SGD        CBK        05/31/18        610         
  113,444       USD        3,350,000       TWD        CBK        05/31/18               (13
  1,645,625       USD        48,620,000       TWD        BCLY        05/31/18               (1,031
  540,385       USD        15,990,000       TWD        BCLY        05/31/18               (1,162
  315,070       USD        3,920,000       ZAR        CBK        05/31/18        1,945         
  352,415       USD        4,390,000       ZAR        BOA        06/20/18        2,606         
  3,980,000       ZAR        318,054       USD        BOA        05/31/18               (137
    10,130,000       ZAR        823,096       USD        CBK        05/31/18               (13,925
               

 

 

    

 

 

 
  Total                   $     420,758        $    (205,618
               

 

 

    

 

 

 

 

    See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  51  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

ANZ

   Australia and New Zealand Banking Group

BCLY

   Barclays

BNP

   BNP Paribas Securities Services

BOA

   Banc of America Securities LLC

CBA

   Commonwealth Bank of Australia

CBK

   Citibank NA

CSFB

   Credit Suisse First Boston Corp.

DEUT

   Deutsche Bank Securities, Inc.

GSC

   Goldman Sachs & Co.

HSBC

   HSBC Bank USA

JPM

   JP Morgan Chase & Co.

ML

   Merrill Lynch Capital Services, Inc.

MLI

   Merrill Lynch International

MSC

   Morgan Stanley

RBC

   RBC Dominion Securities, Inc.

SCB

   Standard Chartered Bank

SSG

   State Street Global Markets LLC
Currency Abbreviations:

AUD

   Australian Dollar

BRL

   Brazilian Real

CAD

   Canadian Dollar

CHF

   Swiss Franc

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
Currency Abbreviations: - (continued)

SEK

   Swedish Krona

SGD

   Singapore Dollar

TWD

   Taiwanese Dollar

USD

   United States Dollar

ZAR

   South African Rand
Index Abbreviations:

BIST

   Borsa Istanbul 100 Index

CAC

   Cotation Assistee en Continu

CDX.EM

   Credit Derivatives Emerging Markets

CDX.NA.HY

   Credit Derivatives North American High Yield

CDX.NA.IG

   Credit Derivatives North American Investment Grade

DAX

   Deutscher Aktien Index

IBEX

   Spanish Stock Index

ITRAXX.EUR

   Markit iTraxx - Europe

ITRAXX.XOVER

   Markit iTraxx Crossover Index Tranche

JSE

   Johannesburg Stock Exchange

KOSPI

   Korea Composite Stock Price

MSCI

   Morgan Stanley Capital International

S&P

   Standard & Poors

SGX

   Singapore Exchange

TOPIX

   Tokyo Stock Price Index

TSX

   Toronto Stock Exchange
Other Abbreviations:

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposit in Custody Account

EM

   Emerging Markets

ETF

   Exchange-Traded Fund

EURIBOR

   Euro Interbank Offered Rate

GDR

   Global Depositary Receipt

LIBOR

   London Interbank Offered Rate

OTC

   Over-the-Counter

PJSC

   Private Joint Stock Company

REIT

   Real Estate Investment Trust

SPDR

   Standard & Poor’s Depositary Receipt
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  52  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

     Total     Level 1(1)     Level 2(1)     Level 3(1)  

Assets

        

Common Stocks

        

Automobiles & Components

   $ 1,371,160     $ 96,693     $ 1,274,467     $  

Banks

     1,201,814       243,133       958,681        

Capital Goods

     2,558,320       187,363       2,370,957        

Commercial & Professional Services

     205,135             205,135        

Consumer Durables & Apparel

     1,025,405       75,701       949,704        

Consumer Services

     644,006       210,901       433,105        

Diversified Financials

     91,218             91,218        

Energy

     7,585,473       7,204,464       381,009        

Food & Staples Retailing

     209,856       117,683       92,173        

Food, Beverage & Tobacco

     850,110       64,214       785,896        

Health Care Equipment & Services

     4,585,314       4,016,802       565,021       3,491  

Household & Personal Products

     469,479             469,479        

Insurance

     1,180,016       105,315       1,074,701        

Materials

     1,562,522       368,254       1,194,268        

Media

     4,567,751       3,464,606       1,103,145        

Pharmaceuticals, Biotechnology & Life Sciences

     6,605,916       4,390,517       2,215,399        

Real Estate

     294,936       85,725       209,211        

Retailing

     1,456,980       856,797       600,183        

Semiconductors & Semiconductor Equipment

     4,958,452       2,631,419       2,327,033        

Software & Services

     5,716,109       3,795,466       1,920,643        

Technology Hardware & Equipment

     4,452,910       1,259,437       2,169,808       1,023,665  

Telecommunication Services

     670,365             670,365        

Transportation

     407,286       191,257       216,029        

Utilities

     266,678             266,678        

Foreign Government Obligations

     18,947,946             18,947,946        

Exchange-Traded Funds

     171,005             171,005        

Preferred Stocks

     167,103       33,881             133,222  

Warrants

     8,744       8,744              

Short-Term Investments

     17,229,047       15,625,883       1,603,164        

Purchased Options

     289,705       66,486       222,274       945  

Foreign Currency Contracts(2)

     420,758             420,758        

Futures Contracts(2)

     1,297,045       1,297,045              

Swaps - Credit Default(2)

     84,831             84,831        

Swaps - Total Return(2)

     186,520             186,520        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ 91,739,915     $     46,397,786     $ 44,180,806     $     1,161,323  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (205,618   $     $ (205,618   $  

Futures Contracts(2)

     (778,703     (778,703            

Swaps - Credit Default(2)

     (456           (456      

Swaps - Total Return(2)

     (1,105,955           (1,105,955      

Written Options

     (89,732     (80,870     (8,862      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     (2,180,464   $ (859,573   $     (1,320,891   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 2018, investments valued at $282,992 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor; investments valued at $1,129,167 were transferred from Level 2 to Level 3 due to the 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.

 

The accompanying notes are an integral part of these financial statements.

 

 

  53  

 


Hartford Real Total Return Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2018:

 

     Common
Stocks
    Preferred
Stocks
    Call
Options
Purchased
    Total  

Beginning balance

   $ 100     $     $     $ 100  

Purchases

     594,837                 120,602       715,439  

Sales

     (537,783     (35,426     (92,125     (665,334

Accrued discounts/(premiums)

                        

Total realized gain/(loss)

     70,684       5,800       32,551       109,035  

Net change in unrealized appreciation/depreciation

     (59,608     (7,394     (60,083     (127,085

Transfers into Level 3

     958,926       170,242             1,129,168  

Transfers out of Level 3

                        
  

 

 

   

 

 

   

 

 

   

 

 

 

Ending balance

   $     1,027,156     $     133,222     $ 945     $     1,161,323  
  

 

 

   

 

 

   

 

 

   

 

 

 

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at April 30, 2018 was $ (127,085).

 

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

The accompanying notes are an integral part of these financial statements.

 

 

  54  

 


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  55  

 


Hartford Alternative Funds

Statements of Assets and Liabilities

April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Global Real
Asset Fund
(consolidated)
    Hartford
Long/Short
Global
Equity Fund
    Hartford
Real Total
Return Fund
 

Assets:

 

Investments in securities, at market value(1)

   $     302,388,053     $     73,163,293     $     89,750,761  

Cash

     7,067             242,974  

Cash collateral due from broker

           23,486,038        

Cash collateral due from broker on swap contracts

                 861,783  

Cash collateral due from broker on option contracts

                 636,000  

Foreign currency

     11,825       71,216       21,373  

Unrealized appreciation on OTC swap contracts

                 196,778  

Unrealized appreciation on foreign currency contracts

     115,286             420,758  

Receivables:

 

Investment securities sold

     3,318,115       523,927       1,033,794  

Fund shares sold

     48,952       150,416       59,395  

Dividends and interest

     492,010       158,551       271,065  

Securities lending income

     4,019       3,078       856  

Tax reclaims

     73,655       2,639       7,605  

Variation margin on futures contracts

                 1,685,282  

OTC swap contracts premiums paid

                 58,740,762  

Other assets

     119,020       46,528       22,177  
  

 

 

   

 

 

   

 

 

 

Total assets

     306,578,002       97,605,686           153,951,363  
  

 

 

   

 

 

   

 

 

 

Liabilities:

 

Unrealized depreciation on foreign currency contracts

     35,223       37       205,618  

Bank overdraft

           115,163       20,177  

Obligation to return securities lending collateral

     2,791,019       847,300       1,183,787  

Unrealized depreciation on OTC swap contracts

     11,210             1,105,955  

Cash collateral due to broker on swap contracts

     430,000              

Securities sold short, at market value

           34,667,250        

Payables:

 

Investment securities purchased

     2,963,030       609,462       6,067,122  

Fund shares redeemed

     22,212       671        

Investment management fees

     247,894       71,078       67,630  

Transfer agent fees

     17,183       273       260  

Accounting services fees

     4,396       914       1,353  

Board of Directors’ fees

     1,339       12       442  

Variation margin on centrally cleared swap contracts

                 13,768  

Variation margin on futures contracts

     25,295              

Foreign taxes

     14,324              

Distribution fees

     1,438       1,561        

Dividends on securities sold short

           61,495        

Written options

                 89,732  

Accrued expenses

     28,194       12,033       25,545  

OTC swap contracts premiums received

                 53,626,245  
  

 

 

   

 

 

   

 

 

 

Total liabilities

     6,592,757       36,387,249       62,407,634  
  

 

 

   

 

 

   

 

 

 

Net assets

   $ 299,985,245     $ 61,218,437     $ 91,543,729  
  

 

 

   

 

 

   

 

 

 

Summary of Net Assets:

 

Capital stock and paid-in-capital

   $ 372,398,610     $ 57,400,069     $ 114,108,039  

Undistributed (distributions in excess of) net investment income

     1,185,890       (247,581     (1,581,958

Accumulated net realized gain (loss)

     (91,247,108     93,919       (23,596,438

Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency

     17,647,853       3,972,030       2,614,086  
  

 

 

   

 

 

   

 

 

 

Net assets

   $ 299,985,245     $ 61,218,437     $ 91,543,729  
  

 

 

   

 

 

   

 

 

 

Shares authorized

     700,000,000       350,000,000       500,000,000  
  

 

 

   

 

 

   

 

 

 

Par value

   $ 0.0010     $ 0.0010     $ 0.0010  
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  56  

 


Hartford Alternative Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Global Real
Asset Fund
(consolidated)
     Hartford
Long/Short
Global
Equity Fund
     Hartford
Real Total
Return Fund
 

Class A:  Net asset value per share

   $ 9.67      $ 11.72      $ 7.88  
  

 

 

    

 

 

    

 

 

 

         Maximum offering price per share

   $ 10.23      $ 12.40      $ 8.34  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     1,895,342        789,989        48,297  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 18,336,173      $ 9,256,611      $ 380,788  
  

 

 

    

 

 

    

 

 

 

Class C:  Net asset value per share

   $ 9.48      $ 11.49      $ 7.65  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     605,648        406,812        16,811  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 5,742,795      $ 4,673,577      $ 128,529  
  

 

 

    

 

 

    

 

 

 

Class I:  Net asset value per share

   $ 9.66      $ 11.80      $ 7.97  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     2,649,356        3,100,103        12,591  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 25,596,775      $ 36,567,451      $ 100,366  
  

 

 

    

 

 

    

 

 

 

Class R3:  Net asset value per share

   $ 9.74      $      $ 7.85  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     11,401               1,276  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 110,997      $      $ 10,018  
  

 

 

    

 

 

    

 

 

 

Class R4:  Net asset value per share

   $ 9.69      $      $ 7.91  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     45,035               1,257  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 436,268      $      $ 9,946  
  

 

 

    

 

 

    

 

 

 

Class R5:  Net asset value per share

   $ 9.67      $      $ 7.96  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     15,453               1,250  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 149,447      $      $ 9,954  
  

 

 

    

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 9.66      $ 11.80      $ 7.91  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     13,971,144        907,777        1,252  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 135,026,922      $ 10,709,651      $ 9,910  
  

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 9.66      $ 11.79      $ 7.97  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     11,863,945        946        11,405,571  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 114,585,868      $ 11,147      $ 90,894,218  
  

 

 

    

 

 

    

 

 

 

Cost of investments

   $ 284,458,346      $ 68,332,057      $ 87,112,464  

Cost of foreign currency

   $ 11,838      $ 72,474      $  

Proceeds of securities sold short

   $      $ 33,811,103      $  

Proceeds of written option contracts

   $      $      $ 208,334  

(1) Includes Investment in securities on loan, at value

   $ 2,671,719      $ 827,652      $ 1,228,497  

 

The accompanying notes are an integral part of these financial statements.

 

 

  57  

 


Hartford Alternative Funds

Statements of Operations

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Global Real
Asset Fund
(consolidated)
    Hartford
Long/Short
Global
Equity Fund
    Hartford
Real Total
Return Fund
 

Investment Income:

 

Dividends

   $ 2,481,369     $ 608,179     $ 409,061  

Interest

     1,334,968       2,659       127,571  

Securities lending

     6,970       5,445       856  

Less: Foreign tax withheld

     (144,810     (37,118     (31,279
  

 

 

   

 

 

   

 

 

 

Total investment income, net

     3,678,497       579,165       506,209  
  

 

 

   

 

 

   

 

 

 

Expenses:

 

Investment management fees

     1,457,140       375,923       420,255  

Administrative services fees

 

Class R3

     97             11  

Class R4

     318             7  

Class R5

     44             5  

Transfer agent fees

 

Class A

     19,175       1,508       478  

Class C

     6,453       620       161  

Class I

     8,072       5,275       124  

Class R3

     9             1  

Class R4

     42             1  

Class R5

     8             1  

Class Y

     20,961       277       3  

Class F

     15             12  

Distribution fees

 

Class A

     21,729       10,787       482  

Class C

     29,870       21,324       652  

Class R3

     242             25  

Class R4

     530             13  

Custodian fees

     18,912       8,312       11,939  

Registration and filing fees

     55,823       39,781       58,715  

Accounting services fees

     26,114       4,833       8,405  

Board of Directors’ fees

     4,048       586       1,328  

Dividend and interest expense on securities sold short

           205,351        

Audit fees

     22,654       16,273       16,566  

Short position fees

           29,619        

Other expenses

     17,780       8,963       6,438  
  

 

 

   

 

 

   

 

 

 

Total expenses (before waivers and fees paid indirectly)

     1,710,036       729,432       525,622  

Expense waivers

     (97,543     (134,867     (57,013

Management fee waivers

     (231,240            

Distribution fee reimbursements

     (96     (17,885     (19

Commission recapture

     (1,026     (1,316     (370
  

 

 

   

 

 

   

 

 

 

Total waivers and fees paid indirectly

     (329,905     (154,068     (57,402
  

 

 

   

 

 

   

 

 

 

Total expenses, net

     1,380,131       575,364       468,220  
  

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     2,298,366       3,801       37,989  
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:

 

Net realized gain (loss) on investments

     14,220,021       2,290,285       4,704,235  

Less: Foreign taxes paid on realized capital gains

           (6,639      

Net realized gain (loss) on purchased options contracts

     (208,674           1,614,976  

Net realized gain (loss) on futures contracts

     2,338,323             (1,833,530

Net realized gain (loss) on securities sold short

               (2,060,495      

Net realized gain (loss) on written options contracts

     17,308             (1,115,862

Net realized gain (loss) on swap contracts

     707,749             (1,275,382

Net realized gain (loss) on foreign currency contracts

     (381,761     (714     (1,270,303

Net realized gain (loss) on other foreign currency transactions

     (51,546     (11,479     94,307  
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     16,641,420       210,958       918,441  
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  58  

 


Hartford Alternative Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Global Real
Asset Fund
(consolidated)
    Hartford
Long/Short
Global
Equity Fund
    Hartford
Real Total
Return Fund
 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:

      

Net unrealized appreciation (depreciation) of investments

   $ (251,788   $ 214,687     $ (2,433,552

Net unrealized appreciation (depreciation) of purchased options contracts

     245,483             (202,864

Net unrealized appreciation (depreciation) of futures contracts

     (110,734           782,223  

Net unrealized appreciation (depreciation) of securities sold short

           209,823        

Net unrealized appreciation (depreciation) of written options contracts

     24             190,116  

Net unrealized appreciation (depreciation) of swap contracts

     27,628             (1,114,442

Net unrealized appreciation (depreciation) of foreign currency contracts

     109,618       (37     246,985  

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

     (699     (3,149     (29,844
  

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

     19,532       421,324       (2,561,378
  

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     16,660,952       632,282           (1,642,937
  

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $     18,959,318     $ 636,083     $ (1,604,948
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  59  

 


Hartford Alternative Funds

Statements of Changes in Net Assets

 

 

 

     The Hartford Global Real
Asset Fund (consolidated)
    Hartford Long/Short
Global Equity Fund
 
     For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 

Operations:

 

Net investment income (loss)

   $ 2,298,366     $ 4,642,633     $ 3,801     $ (245,896

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     16,641,420       11,298,106       210,958       2,572,523  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     19,532       10,408,329       421,324       2,007,241  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     18,959,318       26,349,068       636,083       4,333,868  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

 

From net investment income

 

Class A

     (542,904     (85,707     (22,448      

Class C

     (141,439           (4,438      

Class I

     (874,684     (186,369     (58,818      

Class R3

     (2,363     (326            

Class R4

     (13,287     (2,002            

Class R5

     (2,404     (392            

Class Y

     (4,489,651     (1,933,820     (50,752      

Class F

     (3,953,204           (43      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net investment income

     (10,019,936     (2,208,616     (136,499      
  

 

 

   

 

 

   

 

 

   

 

 

 

From net realized gain on investments

 

Class A

                 (284,823      

Class C

                 (143,186      

Class I

                 (838,739      

Class Y

                 (385,284      

Class F

                 (402      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net realized gain on investments

                 (1,652,434      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (10,019,936     (2,208,616     (1,788,933      
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

Sold

     20,702,387       261,541,661       24,294,962       15,671,808  

Issued on reinvestment of distributions

     9,587,440       2,113,636       1,744,066        

Redeemed

     (28,872,314     (262,819,143     (5,182,996     (4,684,016
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     1,417,513       836,154       20,856,032       10,987,792  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     10,356,895       24,976,606       19,703,182       15,321,660  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

Beginning of period

     289,628,350       264,651,744       41,515,255       26,193,595  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     299,985,245     $     289,628,350     $     61,218,437     $     41,515,255  
  

 

 

   

 

 

   

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

   $ 1,185,890     $ 8,907,460     $ (247,581   $ (114,883
  

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  60  

 


Hartford Alternative Funds

Statements of Changes in Net Assets – (continued)

 

 

 

Hartford Real Total
Return Fund
 
For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31,
2017
 
 
$ 37,989     $ 42,427  
  918,441       65,816  

 

(2,561,378

    4,305,518  

 

 

   

 

 

 
  (1,604,948     4,413,761  

 

 

   

 

 

 
 
 
  (40,863      
  (14,117      
  (8,734      
  (1,094      
  (1,082      
  (1,123      
  (1,109      
  (10,298,052      

 

 

   

 

 

 
  (10,366,174      

 

 

   

 

 

 
 
         
         
         
         
         

 

 

   

 

 

 
         

 

 

   

 

 

 
  (10,366,174      

 

 

   

 

 

 
 
  5,350,517       132,731,122  
  10,360,159        
  (17,522,683         (157,925,495

 

 

   

 

 

 
  (1,812,007     (25,194,373

 

 

   

 

 

 
  (13,783,129     (20,780,612

 

 

   

 

 

 
 
      105,326,858       126,107,470  

 

 

   

 

 

 
$ 91,543,729     $ 105,326,858  

 

 

   

 

 

 
$ (1,581,958   $ 8,746,227  

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  61  

 


Hartford Alternative Funds

Financial Highlights

 

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Global Real Asset Fund (consolidated)  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $ 9.38     $   0.06     $   0.53     $   0.59     $   (0.30   $   —     $   (0.30   $   9.67       6.40 %(4)    $ 18,336       1.57 %(5)      1.25 %(5)      1.28 %(5)      72

C

    9.15       0.02       0.52       0.54       (0.21           (0.21     9.48       6.01 (4)      5,743       2.32 (5)      2.00 (5)      0.53 (5)      72  

I

    9.38       0.08       0.53       0.61       (0.33           (0.33     9.66       6.60 (4)      25,597       1.16 (5)      0.96 (5)      1.60 (5)      72  

R3

    9.40       0.05       0.54       0.59       (0.25           (0.25     9.74       6.39 (4)      111       1.82 (5)      1.50 (5)      1.07 (5)      72  

R4

    9.39       0.06       0.55       0.61       (0.31           (0.31     9.69       6.55 (4)      436       1.52 (5)      1.20 (5)      1.34 (5)      72  

R5

    9.39       0.07       0.54       0.61       (0.33           (0.33     9.67       6.60 (4)      149       1.22 (5)      0.95 (5)      1.57 (5)      72  

Y

    9.39       0.08       0.53       0.61       (0.34           (0.34     9.66       6.61 (4)      135,027       1.14 (5)      0.90 (5)      1.63 (5)      72  

F

    9.38       0.08       0.53       0.61       (0.33           (0.33     9.66       6.65 (4)      114,586       1.10 (5)      0.90 (5)      1.63 (5)      72  

For the Year Ended October 31, 2017

 

A

  $ 8.67     $ 0.11     $ 0.64     $ 0.75     $ (0.04   $     $ (0.04   $ 9.38       8.65   $ 16,990       1.55     1.25     1.20     103

C

    8.48       0.04       0.63       0.67                         9.15       7.90       7,138       2.25       2.00       0.44       103  

I

    8.67       0.13       0.64       0.77       (0.06           (0.06     9.38       8.93       29,092       1.16       0.99       1.46       103  

R3

    8.69       0.08       0.65       0.73       (0.02           (0.02     9.40       8.43       151       1.92       1.50       0.94       103  

R4

    8.67       0.11       0.64       0.75       (0.03           (0.03     9.39       8.71       433       1.49       1.20       1.24       103  

R5

    8.68       0.14       0.64       0.78       (0.07           (0.07     9.39       9.00       67       1.17       0.95       1.53       103  

Y

    8.68       0.13       0.65       0.78       (0.07           (0.07     9.39       9.01         123,742       1.09       0.90       1.46       103  

F(6)

    8.93       0.11       0.34       0.45                         9.38       5.04 (4)      112,016       1.08 (5)      0.90 (5)      1.79 (5)      103  

For the Year Ended October 31, 2016

 

A

  $ 8.15     $ 0.09     $ 0.49     $ 0.58     $ (0.06   $     $ (0.06   $ 8.67       7.27   $ 20,262       1.61     1.26 %(7)      1.09     115

C

    7.97       0.03       0.48       0.51                         8.48       6.40       8,702       2.30       2.01 (7)      0.33       115  

I

    8.16       0.11       0.49       0.60       (0.09           (0.09     8.67       7.51       24,931       1.18       0.99 (7)      1.35       115  

R3

    8.17       0.07       0.49       0.56       (0.04           (0.04     8.69       6.86       126       1.95       1.49 (7)      0.81       115  

R4

    8.17       0.08       0.50       0.58       (0.08           (0.08     8.67       7.17       511       1.50       1.21 (7)      1.05       115  

R5

    8.17       0.10       0.50       0.60       (0.09           (0.09     8.68       7.56       49       1.24       0.96 (7)      1.27       115  

Y

    8.17       0.11       0.50       0.61       (0.10           (0.10     8.68       7.64       210,071       1.10       0.91 (7)      1.42       115  

For the Year Ended October 31, 2015

 

A

  $ 9.85     $ 0.03     $ (1.72   $ (1.69   $ (0.01   $     $ (0.01   $ 8.15       (17.21 )%    $ 23,604       1.67     1.20     0.32     134

C

    9.70       0.04       (1.77     (1.73                       7.97       (17.84     10,087       2.40       1.95       0.43       134  

I

    9.87       0.12       (1.79     (1.67     (0.04           (0.04     8.16       (16.98     19,495       1.29       0.95       1.38       134  

R3

    9.89       0.07       (1.79     (1.72                       8.17       (17.39     130       2.02       1.45       0.73       134  

R4

    9.88       0.10       (1.80     (1.70     (0.01           (0.01     8.17       (17.18     2,861       1.60       1.15       1.10       134  

R5

    9.89       0.23       (1.90     (1.67     (0.05           (0.05     8.17       (16.97     371       1.31       0.90       2.56       134  

Y

    9.89       0.13       (1.80     (1.67     (0.05           (0.05     8.17       (16.94     242,288       1.19       0.85       1.42       134  

For the Year Ended October 31, 2014

 

A

  $   10.30     $ 0.08     $ (0.49   $ (0.41   $ (0.04   $     $ (0.04   $ 9.85       (4.03 )%    $ 44,562       1.58     1.35     0.76     162

C

    10.18             (0.48     (0.48                       9.70       (4.72     17,382       2.31       2.10       0.01       162  

I

    10.33       0.11       (0.50     (0.39     (0.07           (0.07     9.87       (3.76     47,168       1.21       1.06       1.03       162  

R3

    10.35       0.05       (0.48     (0.43     (0.03           (0.03     9.89       (4.20     277       1.93       1.60       0.49       162  

R4

    10.34       0.08       (0.48     (0.40     (0.06           (0.06     9.88       (3.91     3,686       1.55       1.30       0.79       162  

R5

    10.35       0.11       (0.49     (0.38     (0.08           (0.08     9.89       (3.72     516       1.26       1.05       1.05       162  

Y

    10.34       0.12       (0.49     (0.37     (0.08           (0.08     9.89       (3.58     313,337       1.15       1.00       1.11       162  

 

The accompanying notes are an integral part of these financial statements.

 

 

  62  

 


Hartford Alternative Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
The Hartford Global Real Asset Fund (consolidated) – (continued)  

For the Year Ended October 31, 2013

 

A

  $   10.68     $   (0.04   $   (0.27   $   (0.31   $   (0.07   $     $   (0.07   $   10.30       (2.98 )%    $ 69,554       1.52     1.30     (0.35 )%      147

C

    10.58       (0.11     (0.29     (0.40                       10.18       (3.78     28,546       2.24       2.05       (1.08     147  

I

    10.72             (0.29     (0.29     (0.10           (0.10     10.33       (2.78     66,061       1.19       1.05       (0.04     147  

R3

    10.69       0.17       (0.51     (0.34                       10.35       (3.18     295       1.86       1.53       1.66       147  

R4

    10.71       0.17       (0.49     (0.32     (0.05           (0.05     10.34       (3.00     3,331       1.50       1.27       1.65       147  

R5

    10.73       0.21       (0.50     (0.29     (0.09           (0.09     10.35       (2.76     451       1.20       1.01       1.98       147  

Y

    10.73       0.12       (0.41     (0.29     (0.10           (0.10     10.34       (2.74       375,280       1.09       0.98       1.14       147  
Hartford Long/Short Global Equity Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $ 11.90     $     $ 0.29     $ 0.29     $ (0.03   $   (0.44   $ (0.47   $ 11.72       2.47 %(4)    $ 9,257       2.83 %(5)      2.20 %(5)(8)      (0.07 )%(5)      41

C

    11.68       (0.02     0.28       0.26       (0.01     (0.44     (0.45     11.49       2.26 (4)      4,674       3.57 (5)      2.53 (5)(8)      (0.40 )(5)      41  

I

    11.97       0.01       0.29       0.30       (0.03     (0.44     (0.47     11.80       2.50 (4)      36,567       2.60 (5)      2.09 (5)(8)      0.10 (5)      41  

Y

    11.99             0.31       0.31       (0.06     (0.44     (0.50     11.80       2.56 (4)      10,710       2.54 (5)      2.05 (5)(8)      0.01 (5)      41  

F

    11.98       (0.01     0.31       0.30       (0.05     (0.44     (0.49     11.79       2.57 (4)      11       2.54 (5)      2.05 (5)(8)      (0.16 )(5)      41  

For the Year Ended October 31, 2017

 

A

  $ 10.21     $ (0.09   $ 1.78     $ 1.69     $     $     $     $ 11.90       16.55   $ 7,424       3.60     3.08 %(9)      (0.85 )%      487

C

    10.04       (0.12     1.76       1.64                         11.68       16.33       3,571       4.33       3.34 (9)      (1.09     487  

I

    10.26       (0.09     1.80       1.71                         11.97       16.67       20,061       3.30       2.92 (9)      (0.79     487  

Y

    10.27       (0.09     1.81       1.72                         11.99       16.75       10,448       3.39       3.01 (9)      (0.82     487  

F(6)

    11.01       0.03       0.94       0.97                         11.98       8.72 (4)      11       2.76 (5)      2.37 (5)(9)      0.37 (5)      487  

For the Year Ended October 31, 2016

 

A

  $ 10.25     $ (0.10   $ 0.21     $ 0.11     $     $ (0.15   $ (0.15   $ 10.21       1.13   $ 5,303       3.89     3.39 %(10)      (1.00 )%      399

C

    10.16       (0.17     0.20       0.03             (0.15     (0.15     10.04       0.34       2,328       4.62       4.12 (10)      (1.75     399  

I

    10.27       (0.07     0.21       0.14             (0.15     (0.15     10.26       1.42       6,939       3.62       3.12 (10)      (0.72     399  

Y

    10.28       (0.07     0.21       0.14             (0.15     (0.15     10.27       1.42       11,623       3.60       3.10 (10)      (0.72     399  

For the Year Ended October 31, 2015

 

A

  $ 9.62     $ (0.20   $ 0.83     $ 0.63     $     $     $     $ 10.25       6.55   $ 4,649       4.47     3.91 %(11)      (1.97 )%      413

C

    9.61       (0.27     0.82       0.55                         10.16       5.72       2,327       5.23       4.67 (11)      (2.73     413  

I

    9.62       (0.19     0.84       0.65                         10.27       6.76       5,488       4.44       3.88 (11)      (1.87     413  

Y

    9.62       (0.17     0.83       0.66                         10.28       6.86       11,402       4.27       3.70 (11)      (1.68     413  

For the Year Ended October 31, 2014(12)

 

A

  $ 10.00     $ (0.01   $ (0.37   $ (0.38   $     $     $     $ 9.62       (3.80 )%(4)    $ 3,871       3.32 %(5)      2.86 %(5)(13)      (0.84 )%(5)      32 %(4) 

C

    10.00       (0.03     (0.36     (0.39                       9.61       (3.90 )(4)      2,004       4.07 (5)      3.61 (5)(13)      (1.60 )(5)      32 (4) 

I

    10.00       (0.01     (0.37     (0.38                       9.62       (3.80 )(4)      3,984       3.08 (5)      2.62 (5)(13)      (0.73 )(5)      32 (4) 

Y

    10.00       (0.01     (0.37     (0.38                       9.62       (3.80 )(4)      6,733       3.08 (5)      2.62 (5)(13)      (0.59 )(5)      32 (4) 
Hartford Real Total Return Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $ 9.03     $ (0.01   $ (0.16   $ (0.17   $ (0.98   $     $ (0.98   $ 7.88       (1.93 )%(4)    $ 381       1.62 %(5)      1.40 %(5)      (0.32 )%(5)      71

C

    8.77       (0.04     (0.16     (0.20     (0.92           (0.92     7.65       (2.26 )(4)      129       2.37 (5)      2.15 (5)      (1.06 )(5)      71  

I

    9.14             (0.16     (0.16     (1.01           (1.01     7.97       (1.66 )(4)      100       1.33 (5)      1.15 (5)      (0.09 )(5)      71  

R3

    8.98       (0.01     (0.16     (0.17     (0.96           (0.96     7.85       (1.77 )(4)      10       1.85 (5)      1.23 (5)      (0.18 )(5)      71  

R4

    9.04             (0.17     (0.17     (0.96           (0.96     7.91       (1.73 )(4)      10       1.54 (5)      1.17 (5)      (0.12 )(5)      71  

R5

    9.13             (0.16     (0.16     (1.01           (1.01     7.96       (1.75 )(4)      10       1.25 (5)      1.10 (5)      (5)      71  

Y

    9.07             (0.17     (0.17     (0.99           (0.99     7.91       (1.71 )(4)      10       1.18 (5)      1.05 (5)      (5)      71  

F

    9.15             (0.16     (0.16     (1.02           (1.02     7.97       (1.70 )(4)      90,894       1.12 (5)      1.00 (5)      0.08 (5)      71  

 

The accompanying notes are an integral part of these financial statements.

 

 

  63  

 


Hartford Alternative Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover
 
Hartford Real Total Return Fund – (continued)  

For the Year Ended October 31, 2017

 

A

  $ 8.74     $   (0.03   $   0.32     $   0.29     $   —     $     $     $ 9.03       3.32   $ 424       1.47     1.40     (0.37 )%      140

C

    8.55       (0.09     0.31       0.22                         8.77       2.57       134       2.34       2.15       (1.05     140  

I

    8.82             0.32       0.32                         9.14       3.63       129       1.20       1.15       0.05       140  

R3

    8.65       (0.06     0.39       0.33                         8.98       3.82       10       1.78       1.50       (0.74     140  

R4

    8.73       (0.05     0.36       0.31                         9.04       3.55       10       1.50       1.36       (0.61     140  

R5

    8.81       (0.03     0.35       0.32                         9.13       3.63       10       1.19       1.10       (0.32     140  

Y

    8.83       (0.02     0.26       0.24                         9.07       2.72       10       1.07       1.05       (0.22     140  

F(6)

    9.00       0.02       0.13       0.15                         9.15       1.67 (4)      104,300       1.09 (5)      1.00 (5)      0.28 (5)      140  

For the Year Ended October 31, 2016

 

A

  $ 9.35     $ (0.02   $ (0.55   $ (0.57   $     $   (0.04   $   (0.04   $ 8.74       (6.14 )%    $ 753       1.66     1.59 %(14)      (0.20 )%      239

C

    9.21       (0.08     (0.54     (0.62           (0.04     (0.04     8.55       (6.88     134       2.45       2.35 (14)      (0.94     239  

I

    9.41       0.02       (0.57     (0.55           (0.04     (0.04     8.82       (5.89     75       1.39       1.33 (14)      0.19       239  

R3

    9.29       (0.04     (0.56     (0.60           (0.04     (0.04     8.65       (6.51     90       1.99       1.90 (14)      (0.49     239  

R4

    9.34       (0.02     (0.55     (0.57           (0.04     (0.04     8.73       (6.15     103       1.70       1.60 (14)      (0.18     239  

R5

    9.39       0.01       (0.55     (0.54           (0.04     (0.04     8.81       (5.80     91       1.39       1.30 (14)      0.11       239  

Y

    9.41       0.02       (0.56     (0.54           (0.04     (0.04     8.83       (5.78       124,861       1.28       1.22 (14)      0.19       239  

For the Year Ended October 31, 2015

 

A

  $     10.11     $ 0.03     $ (0.46   $ (0.43   $     $ (0.33   $ (0.33   $ 9.35       (4.35 )%    $ 710       1.73     1.68     0.31     176

C

    10.04       (0.03     (0.47     (0.50           (0.33     (0.33     9.21       (5.00     223       2.51       2.45       (0.27     176  

I

    10.15       0.04       (0.45     (0.41           (0.33     (0.33     9.41       (4.13     227       1.42       1.36       0.43       176  

R3

    10.08       0.01       (0.47     (0.46           (0.33     (0.33     9.29       (4.67     96       2.07       2.00       0.08       176  

R4

    10.10       0.03       (0.46     (0.43           (0.33     (0.33     9.34       (4.36     110       1.77       1.70       0.34       176  

R5

    10.13       0.07       (0.48     (0.41           (0.33     (0.33     9.39       (4.14     97       1.47       1.40       0.69       176  

Y

    10.14       0.07       (0.47     (0.40           (0.33     (0.33     9.41       (4.03     118,557       1.36       1.30       0.67       176  

For the Period Ended October 31, 2014(15)

 

A

  $ 10.00     $ 0.04     $ 0.07     $ 0.11     $     $     $     $   10.11       1.10 %(4)    $ 598       1.70 %(5)      1.65 %(5)      0.42 %(5)      305 %(4) 

C

    10.00       (0.05     0.09       0.04                         10.04       0.40 (4)      122       2.41 (5)      2.36 (5)      (0.56 )(5)      305 (4) 

I

    10.00       0.17       (0.02     0.15                         10.15       1.50 (4)      138       1.39 (5)      1.34 (5)      1.68 (5)      305 (4) 

R3

    10.00       (0.01     0.09       0.08                         10.08       0.80 (4)      101       2.05 (5)      2.00 (5)      (0.11 )(5)      305 (4) 

R4

    10.00       0.02       0.08       0.10                         10.10       1.00 (4)      101       1.75 (5)      1.70 (5)      0.18 (5)      305 (4) 

R5

    10.00       0.05       0.08       0.13                         10.13       1.30 (4)      101       1.45 (5)      1.40 (5)      0.48 (5)      305 (4) 

Y

    10.00       0.06       0.08       0.14                         10.14       1.40 (4)      108,553       1.35 (5)      1.30 (5)      0.57 (5)      305 (4) 

 

(1)  Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.
(2)  Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.
(3)  Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).
(4)  Not annualized.
(5)  Annualized.
(6)  Commenced operations on February 28, 2017.
(7)  Excluding the expenses not subject to cap, the ratios would have been 1.25%, 2.00%, 0.98%, 1.48%, 1.20%, 0.95% and 0.90% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(8)  Excluding the expenses not subject to cap, the ratios would have been 1.65%, 1.98%, 1.54%, 1.50% and 1.50% for Class A, Class C, Class I, Class Y and Class F respectively.
(9)  Excluding the expenses not subject to cap, the ratios would have been 1.65%, 1.91%, 1.55% , 1.49% and 1.36% for Class A, Class C, Class I, Class Y and Class F respectively.
(10)  Excluding the expenses not subject to cap, the ratios would have been 1.79%, 2.52%, 1.52% and 1.50% for Class A, Class C, Class I and Class Y, respectively.

 

The accompanying notes are an integral part of these financial statements.

 

 

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Financial Highlights – (continued)

 

 

 

(11)  Excluding the expenses not subject to cap, the ratios would have been 1.73%, 2.48%, 1.50% and 1.50% for Class A, Class C, Class I and Class Y, respectively.
(12)  Commenced operations on August 29, 2014.
(13)  Excluding the expenses not subject to cap, the ratios would have been 1.74%, 2.49%, 1.50% and 1.50% for Class A, Class C, Class I and Class Y, respectively.
(14)  Excluding the expenses not subject to cap, the ratios would have been 1.59%, 2.35%, 1.32%, 1.89%, 1.59%, 1.29%, and 1.22% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(15)  Commenced operations on November 29, 2013.

 

The accompanying notes are an integral part of these financial statements.

 

 

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Notes to Financial Statements

April 30, 2018 (Unaudited)

 

 

 

1. Organization:

The Hartford Mutual Funds, Inc. (the “Company”) is an open-end registered management investment company comprised of forty-three series as of April 30, 2018. Financial statements for the series of the Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.

The Hartford Mutual Funds, Inc.:

The Hartford Global Real Asset Fund (the “Global Real Asset Fund”)

Hartford Long/Short Global Equity Fund (the “Long/Short Global Equity Fund”)

Hartford Real Total Return Fund (the “Real Total Return Fund”)

The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. The Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund is a diversified open-end management investment company. Each Fund applies specialized accounting and reporting standards under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies”.

Each Fund has registered for sale Class A, Class T, Class C, Class I, Class Y and Class F shares. As of April 30, 2018, Class T shares have not commenced operations. In addition, each Fund, except Long/Short Global Equity Fund, has registered for sale Class R3, Class R4 and Class R5 shares. Class A shares are sold with a front-end sales charge of up to 5.50%. Class T shares of each Fund have a front-end sales charge of up to 2.50%. Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Classes I, R3, R4, R5, Y and F shares are sold without a sales charge.

 

2. Significant Accounting Policies:

The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

 

  a) Determination of Net Asset Value – The per share net asset value (“NAV”) of each Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”). Information that becomes known to the Fund after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.

 

  b)

Investment Valuation and Fair Value MeasurementsFor purposes of calculating the NAV of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of last reported trade prices or official close price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers, or independent pricing services. If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of the Company. Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. In addition, prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Company’s Board of Directors in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the

 

 

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Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

  close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.

Fixed income investments (other than short-term obligations and senior floating rate interests), non-exchange-traded derivatives and centrally cleared swaps held by a Fund are normally valued on the basis of quotes obtained from brokers and dealers or independent pricing services in accordance with procedures established by the Company’s Board of Directors. Prices obtained from independent pricing services use information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Senior floating rate interests generally trade in over-the-counter (“OTC”) markets and are priced through an independent pricing service utilizing independent market quotations from loan dealers or financial institutions. Generally, a Fund may use fair valuation in regard to fixed income positions when a Fund holds defaulted or distressed investments or investments in a company in which a reorganization is pending. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

Exchange-traded options, futures and options on futures are valued at the settlement price or last trade price determined by the relevant exchange as of the NYSE Close. If a last trade price is not available, the value will be the mean of the bid and ask prices as of the NYSE Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the bid price as of the NYSE Close. In the case of options privately negotiated in the over-the-counter market (“OTC options”) and such instruments that do not trade on an exchange, values may be supplied by a pricing service using a formula or other objective method that may take into consideration the style, direction, expiration, strike price, notional value and volatility or other special adjustments.

Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the NYSE is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.

Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.

Investments in open-end mutual funds are valued at the respective NAV of each open-end mutual fund on the Valuation Date. Such open-end mutual funds may use fair value pricing as disclosed in their prospectuses.

Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with procedures established by the Company’s Board of Directors.

U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:

 

    Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange-traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange-traded funds, rights and warrants.
    Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange-traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.

 

 

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Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

    Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.

The Company’s 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 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 a 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 Company’s Board of Directors. The Audit Committee receives quarterly written reports which include details of all fair-valued investments, including the reason for the fair valuation, and an indication, when possible, of the accuracy of the valuation by disclosing the next available reliable public price quotation or the disposition price of such investments (the “lookback” test). The Company’s 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.

 

  c) Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost.

Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts, inflation adjustments and additional principal received in-kind in lieu of cash, is accrued on a daily basis. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Paydown gains and losses on mortgage related and other asset backed securities are included in interest income in the Statements of Operations, as applicable.

 

  d) Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which a Fund invests. A Fund may also be subject to taxes withheld on foreign dividends from securities in which a Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net realized gain on investments in these securities, if applicable.

 

  e) Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.

A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.

 

 

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Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.

 

  f) Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements.

 

  g) Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund’s net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class of the Fund. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund.

Orders for the purchase of a Fund’s shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV.

Dividends are declared pursuant to a policy adopted by the Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of each Fund is to pay dividends from net investment income and realized gains, if any, at least once a year.

Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).

 

  h) Basis for Consolidation – The Global Real Asset Fund may invest up to 25% of its total assets in a wholly-owned subsidiary of the Global Real Asset Fund (the “Subsidiary”). The Subsidiary is organized under the laws of the Cayman Islands and is consolidated in the Global Real Asset Fund’s financial statements. All intercompany balances, revenues, and expenses have been eliminated in consolidation. The Subsidiary acts as an investment vehicle in order to enter into certain investments (primarily commodities) for the Global Real Asset Fund consistent with the investment objectives and policies specified in the Prospectus and Statement of Additional Information.

 

3. Securities and Other Investments:

 

  a) Illiquid and Restricted Investments – Each Fund is permitted to invest up to 15% of its net assets in illiquid investments. Illiquid investments are those that may not be sold or disposed of in the ordinary course of business within seven days, at approximately the price used to determine a Fund’s NAV. A Fund may not be able to sell illiquid investments when its sub-adviser considers it desirable to do so or may have to sell such investments at a price that is lower than the price that could be obtained if the investments were more liquid. A sale of illiquid investments may require more time and may result in higher dealer discounts and other selling expenses than does the sale of those that are liquid. Illiquid investments also may be more difficult to value due to the unavailability of reliable market quotations for such investments, and an investment in them may have an adverse impact on a Fund’s NAV. Each Fund may also purchase certain investments that can only be resold to certain qualified investors and may be determined to be liquid pursuant to policies and guidelines established by the Company’s Board of Directors. See each Fund’s Schedule of Investments, if applicable, for illiquid or restricted investments as of April 30, 2018.

 

  b)

Securities Sold Short – As part of its principal investment strategy, the Long/Short Global Equity Fund will enter into short sales. In a short sale, the Fund sells a borrowed security (typically from a broker or other institution). The Fund may not always be able to borrow the security at a particular time or at an acceptable price. Thus, there is a risk that the Fund may be unable to implement its investment strategy due to the lack of available stocks or for other reasons. After selling the borrowed security, the Fund is obligated to “cover” the short sale by purchasing the security and returning the security to the lender. If a security sold short increases in price, the Fund may have to cover its short position at a higher price than the short sale price, resulting in a loss. Because the Fund’s loss

 

 

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Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

  on a short sale arises from increases in the value of the security sold short, such loss is theoretically unlimited. In certain cases, purchasing a security to cover a short position can itself cause the price of the security to rise further, thereby exacerbating the loss.

Short sales also involve other costs. The Long/Short Global Equity Fund must normally repay to the lender an amount equal to any dividends that accrue while the security is on loan. In addition, to borrow the security, the Fund may be required to pay a premium. The Fund also will incur transaction costs in executing short sales. The amount of any gain for the Fund resulting from a short sale will be decreased, and the amount of any loss will be increased, by the amount of the premiums, dividends, interest or expenses the Fund may be required to pay in connection with the short sale. Until the Fund replaces a borrowed security, it is required to maintain a segregated account of cash or liquid assets to cover the Fund’s short position. Investments held in a segregated account cannot be sold while the position they are covering is outstanding, unless they are replaced with similar securities. Additionally, the Fund must maintain sufficient liquid assets (less any additional collateral held by the broker) to cover the short sale obligation. This may limit the Fund’s investment flexibility, as well as its ability to meet redemption or other current obligations.

Dividends declared on short positions existing on the record date are recorded on the ex-dividend date as an expense on the Statements of Operations.

 

4. Financial Derivative Instruments:

The following disclosures contain information on how and why a Fund may use derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.

 

  a) Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.

Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.

During the six-month period ended April 30, 2018, Global Real Asset Fund, Long/Short Global Equity Fund and Real Total Return Fund had used Foreign Currency Contracts.

 

  b) Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund may use futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.

During the six-month period ended April 30, 2018, Global Real Asset Fund and Real Total Return Fund had used Futures Contracts.

 

  c)

Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or

 

 

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Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

  on a specific date. Option contracts are either OTC options or executed in a registered exchange (“exchange-traded options”). A Fund may write (sell) covered call and put options on futures, swaps (“swaptions”), securities, commodities or currencies. “Covered” means that so long as a Fund is obligated as the writer of an option, it will own either the underlying investments or currency or an option to purchase the same underlying investments or currency having an expiration date of the covered option and an exercise price equal to or less than the exercise price of the covered option, or will segregate or earmark cash or other liquid investments having, for written call options, a value equal to the greater of the exercise price or the market value of the underlying instrument and, for written put options, a value equal to the exercise price. Writing put options may increase a Fund’s exposure to the underlying instrument. Writing call options may decrease a Fund’s exposure to the underlying instrument. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options that are exercised or closed are added to the proceeds or offset amounts paid on the underlying futures, swap, investment or currency transaction to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing call options may increase a Fund’s exposure to the underlying instrument. Purchasing put options may decrease a Fund’s exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund’s Statements of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into OTC options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements.

During the six-month period ended April 30, 2018, Global Real Asset Fund and Real Total Return Fund had used Options Contracts.

 

  d) Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified, future intervals. Swap contracts are either privately negotiated in the over-the-counter market (“OTC swaps”) or cleared through a central counterparty or derivatives clearing organization (“centrally cleared swaps”). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency.

Swaps are valued based on custom valuations furnished by an independent pricing service. Swaps for which prices are not available from an independent pricing service are valued in accordance with procedures established by the Company’s Board of Directors. Changes in market value, if any, are reflected as a component of net changes in unrealized appreciation or depreciation on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable for the change in value (“variation margin”) on the Statements of Assets and Liabilities. Realized gains or losses on centrally cleared swaps are recorded upon the termination of the swap. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap contract to compensate for differences between the stated terms of the swap contract and prevailing market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). These upfront premiums are recorded as realized gains or losses on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations.

Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors).

 

 

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Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

A Fund’s maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract’s remaining life, and current market value, to the extent that amount is positive. The risk is mitigated by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances.

Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy.

Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A “buyer” of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the occurrence of certain events. The “seller” of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A “seller’s” exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract.

Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract.

During the six-month period ended April 30, 2018, Global Real Asset Fund and Real Total Return Fund had used Credit Default Swap Contracts.

Interest Rate Swap Contracts – Certain Funds are subject to interest rate risk exposure in the normal course of pursuing its investment objectives. A Fund may use interest rate swaps to hedge interest rate and duration risk across a portfolio at particular duration points to maintain its ability to generate income at prevailing market rates. In a typical interest rate swap, one party agrees to make regular payments equal to a floating interest rate, based on a specified interest rate or benchmark (e.g. London Interbank Offered Rate (“LIBOR”)), multiplied by a notional amount, in return for payments equal to a fixed rate multiplied by the same amount, for a specific period of time. The net interest received or paid on interest rate swap contracts is recorded as a realized gain or loss. Interest rate swaps are marked to market daily and the change, if any, is recorded as an unrealized gain or loss in the Statements of Operations. When the interest rate swap contract is terminated early, a Fund records a realized gain or loss equal to the difference between the current market value and the upfront premium or cost.

If an interest rate swap contract provides for payments in different currencies, the parties might agree to exchange the notional amount as well. Interest rate swaps may also depend on other prices or rates, such as the value of an index. The risks of interest rate swaps include changes in market conditions which will affect the value of the contract or the cash flows and the possible inability of the

 

 

  72  

 


Hartford Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

counterparty to fulfill its obligations under the contract. A Fund’s maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from the counterparty over the contract’s remaining life, to the extent that amount is positive.

During the six-month period ended April 30, 2018, Global Real Asset Fund and Real Total Return Fund had used Interest Rate Swap Contracts.

Total Return Swap Contracts – Certain Funds may invest in total return swap contracts in pursuit of the Fund’s investment objective or for hedging purposes. An investment in a total return swap allows a Fund to gain or mitigate exposure to underlying reference assets. Total return swap contracts involve commitments where cash flows are exchanged based on the price of underlying reference assets and based on a fixed or variable interest rate. One party receives payments based on the price appreciation or depreciation of the underlying reference asset, in exchange for paying to or receiving from the counterparty seller an agreed-upon interest rate. A variable interest rate may be correlated to a base rate, such as the LIBOR, and is adjusted each reset period, which is defined at the beginning of the contract. Therefore, if interest rates increase over the term of the swap contract, the party paying the rate may be required to pay a higher rate at each swap reset date.

Total return swap contracts on indices involve commitments to pay interest in exchange for a market-linked return. One party pays out the total return of a specific reference asset, which may be an equity, index, or bond, and in return receives a regular stream of payments. To the extent the total return of the security or index underlying the transaction exceeds or falls short of the offsetting interest rate obligation, a Fund will receive a payment from or make a payment to the counterparty. If the Fund is a payer in a total return swap, it may be subject to unlimited losses. They are also subject to counterparty risk. If the counterparty fails to meet its obligations, the Fund may lose money.

During the six-month period ended April 30, 2018, Global Real Asset Fund, Long/Short Global Equity Fund and Real Total Return Fund had used Total Return Swap Contracts.

Cross Currency Swaps – Certain Funds may enter into cross currency swap agreements to gain or mitigate exposure to currency risk. A cross currency swap is an agreement to exchange cash flows on a notional amount of two or more currencies based on the relative value differential among them. Such swaps may involve initial and final exchanges that correspond to the agreed upon notional amount. Cross currency swaps usually involve the delivery of the entire principal value of one designated currency in exchange for the other designated currency. Therefore, the entire principal value of a cross currency swap is subject to the risk that the other party to the swap will default on its contractual delivery obligations. If there is a default by the counterparty, the Fund may have contractual remedies pursuant to the agreements related to the transaction.

During the six-month period ended April 30, 2018, Real Total Return Fund had used Cross Currency Swap Contracts.

 

  e) Additional Derivative Instrument Information:

Global Real Asset Fund (consolidated)

Fair Value of Derivative Instruments on the (consolidated) Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Investments in securities, at value (purchased options), market value

   $      $ 18,042      $      $      $ 142,190      $      $ 160,232  

Unrealized appreciation on futures
contracts(1)

     819                             921,446               922,265  

Unrealized appreciation on foreign currency contracts

            115,286                                    115,286  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 819      $ 133,328      $      $      $ 1,063,636      $      $ 1,197,783  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on futures
contracts(1)

   $ 9,264      $      $      $      $ 1,241,567      $      $ 1,250,831  

Unrealized depreciation on foreign currency contracts

                35,223                                    35,223  

Unrealized depreciation on swap
contracts(2)

                          11,210                      11,210  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     9,264      $ 35,223      $     —      $     11,210      $     1,241,567      $     —      $     1,297,264  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  73  

 


Hartford Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Global Real Asset Fund (consolidated) – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
    Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

Net realized gain (loss) on purchased options contracts

   $     $ (155,309   $      $      $ (53,365   $     —      $ (208,674

Net realized gain (loss) on futures contracts

     (35,381                         2,373,704              2,338,323  

Net realized gain (loss) on written options contracts

                               17,308              17,308  

Net realized gain (loss) on swap contracts

     (49,030           2,473        754,306                     707,749  

Net realized gain (loss) on foreign currency contracts

           (381,761                                (381,761
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

   

 

 

    

 

 

 

Total

   $ (84,411   $ (537,070   $     2,473      $     754,306      $   2,337,647     $      $   2,472,945  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

   

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of investments in purchased options contracts

   $     $ 160,533     $      $      $ 84,950     $      $ 245,483  

Net change in unrealized appreciation (depreciation) of futures contracts

     (28,064                         (82,670            (110,734

Net change in unrealized appreciation (depreciation) of written options contracts

                               24              24  

Net change in unrealized appreciation (depreciation) of swap contracts

                        27,628                     27,628  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           109,618                                  109,618  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

   

 

 

    

 

 

 

Total

   $     (28,064   $     270,151     $      $ 27,628      $ 2,304     $  —      $ 272,019  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

   

 

 

    

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts at Number of Contracts

     3,233,446  

Futures Contracts Long at Number of Contracts

     844  

Futures Contracts Short at Number of Contracts

     (285

Written Options Contracts at Number of Contracts

     (17

Swap Contracts at Notional Amount

   $ 1,822,352  

Foreign Currency Contracts Purchased at Contract Amount

   $ 3,565,789  

Foreign Currency Contracts Sold at Contract Amount

   $     14,427,208  

Long/Short Global Equity Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Liabilities:

 

Unrealized depreciation on foreign currency contracts

   $     —      $     37      $     —      $     —      $     —      $     —      $     37  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ 37      $      $      $      $      $ 37  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  74  

 


Hartford Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Long/Short Global Equity Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

Net realized gain (loss) on foreign currency contracts

   $     —      $     (714   $     —      $     —      $     —      $     —      $     (714
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ (714   $      $      $      $      $ (714
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of foreign currency contracts

   $      $ (37   $      $      $      $      $ (37
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      $ (37   $      $      $      $      $ (37
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Foreign Currency Contracts Purchased at Contract Amount

   $     42,401  

Foreign Currency Contracts Sold at Contract Amount

   $ 24,929  

Real Total Return Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Investments in securities, at value (purchased options), market value

   $ 215,947      $ 5,313      $      $ 68,445      $     —      $     —      $ 289,705  

Unrealized appreciation on futures contracts(1)

     298,659        781,815               216,481                      1,297,045  

Unrealized appreciation on foreign currency contracts

            420,758                                    420,758  

Unrealized appreciation on swap contracts(2)

                   84,830        111,948                      196,778  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     514,606      $     1,207,886      $     84,830      $ 396,874      $      $      $ 2,204,286  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on futures contracts(1)

   $ 89,267      $ 250,566      $      $ 365,474      $      $      $ 705,307  

Unrealized depreciation on foreign currency contracts

            205,618                                    205,618  

Written options, market value

            270               82,083                      82,353  

Unrealized depreciation on swap contracts(2)

                   455        1,105,500                      1,105,955  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 89,267      $ 456,454      $ 455      $     1,553,057      $      $     —      $     2,099,233  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  75  

 


Hartford Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Real Total Return Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
    Equity
Contracts
    Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

Net realized gain (loss) on purchased options contracts

   $ (12,987   $     $     $ 1,627,962     $     —      $     —      $ 1,614,975  

Net realized gain (loss) on futures contracts

     (505,681         (1,399,405           71,556                         (1,833,530

Net realized gain (loss) on written options contracts

     8,380                       (1,124,242                   (1,115,862

Net realized gain (loss) on swap contracts

         (1,833,314               146,259       411,673                     (1,275,382

Net realized gain (loss) on foreign currency contracts

           (1,270,303                               (1,270,303
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     (2,343,602   $     (2,669,708   $ 146,259     $ 986,949     $      $      $ (3,880,102
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of investments in purchased options contracts

   $ (9,053   $ (71,371   $     $ (122,440   $      $      $ (202,864

Net change in unrealized appreciation (depreciation) of futures contracts

     202,980       605,112             (25,869                   782,223  

Net change in unrealized appreciation (depreciation) of written options contracts

           10,040             180,076                     190,116  

Net change in unrealized appreciation (depreciation) of swap contracts

                 (106,662         (1,007,780                       (1,114,442

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           246,985                                 246,985  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $ 193,927     $ 790,766     $     (106,662   $ (976,013   $      $      $ (97,982
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts at Number of Contracts

     31,280,918  

Futures Contracts Long at Number of Contracts

     878  

Futures Contracts Short at Number of Contracts

     (718

Written Options Contracts at Number of Contracts

     (13,862,513

Swap Contracts at Notional Amount

   $     111,330,604  

Foreign Currency Contracts Purchased at Contract Amount

   $ 30,898,852  

Foreign Currency Contracts Sold at Contract Amount

   $ 49,619,142  

 

  (1) Amount represents the cumulative appreciation (depreciation) on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statements of Assets and Liabilities.

 

  (2)  Amount represents the cumulative appreciation (depreciation) on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation (depreciation) on OTC swap contracts, if applicable.

 

  f) Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to the Fund, against any liabilities or payment obligations of the Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.

 

 

  76  

 


Hartford Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

The following tables present the Funds’ derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by the Funds as of April 30, 2018:

Global Real Asset Fund (consolidated)

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 115,286     $ (35,223

Futures contracts

     922,265       (1,250,831

Purchased options

     160,232        

Swap contracts

           (11,210
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     1,197,783       (1,297,264
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (1,064,455     1,250,831  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 133,328     $ (46,433
  

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Assets
    Financial
Instruments
and Derivatives
Available for
Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Australia and New Zealand Banking Group

   $ 2,698     $     $      $      $ 2,698  

Barclays

     101,630       (19,383                   82,247  

BNP Paribas Securities Services

     1,735                           1,735  

Citibank NA

     3,808                           3,808  

Commonwealth Bank of Australia

     944                           944  

Credit Suisse First Boston Corp.

     506                           506  

Deutsche Bank Securities, Inc.

     2,890       (2,890                    

Goldman Sachs & Co.

     1,074       (1,074                    

HSBC Bank USA

     18,042       (1,043                   16,999  

Nomura International

     1                           1  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     133,328     $     (24,390   $     —      $     —      $     108,938  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available for
Offset
    Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Banc of America Securities LLC

   $ (1,278   $     $     —      $     —      $ (1,278

Barclays

     (19,383     19,383                      

Deutsche Bank Securities, Inc.

     (6,168     2,890                     (3,278

Goldman Sachs & Co.

     (13,712     1,074                     (12,638

HSBC Bank USA

     (1,043     1,043                      

State Street Global Markets LLC

     (4,849                         (4,849
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     (46,433   $     24,390     $      $      $     (22,043
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

 

  77  

 


Hartford Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Long/Short Global Equity Fund

 

Derivative Financial Instruments:

     Assets      Liabilities  

Foreign currency contracts

 

   $     —      $     (37
  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

 

            (37
  

 

 

    

 

 

 

Derivatives not subject to a MNA

 

             
  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

 

   $      $ (37
  

 

 

    

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available for
Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

State Street Global Markets LLC

   $     (37   $     —      $     —      $      $     (37
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Real Total Return Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 420,758     $ (205,618

Futures contracts

     1,297,045       (778,703

Purchased options

     73,758       (139,162

Swap contracts

     271,351       (1,106,411

Written options

           (89,732
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

         2,062,912           (2,319,626
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (1,389,419     779,159  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 623,863     $ (1,459,597
  

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments and
Derivatives
Available for
Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net
Amount
of Assets
 

Australia and New Zealand Banking Group

   $ 29,787      $ (2,406   $      $      $ 27,381  

Banc of America Securities LLC

     46,170        (46,170                    

Barclays

         318,876        (81,297                       237,579  

BNP Paribas Securities Services

     21,631        (17,431                   4,200  

Citibank NA

     43,602        (40,284                   3,318  

Commonwealth Bank of Australia

     13,609        (6,206                   7,403  

Deutsche Bank Securities, Inc.

     1,771        (1,771                    

Goldman Sachs & Co.

     95,718        (95,718                    

JP Morgan Chase & Co.

     3,296        (1,789                   1,507  

Morgan Stanley

     19,008        (19,008                    

Standard Chartered Bank

     20,696        (12,943                   7,753  

State Street Global Markets LLC

     9,699        (1,815                   7,884  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $ 623,863      $     (326,838   $     —      $     —      $ 297,025  
  

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

 

 

  78  

 


Hartford Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Real Total Return Fund – (continued)

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments and
Derivatives
Available for
Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Australia and New Zealand Banking Group

   $ (2,406   $ 2,406      $      $      $  

Banc of America Securities LLC

     (637,489     46,170        438,289               (153,030

Barclays

     (81,297     81,297                       

BNP Paribas Securities Services

     (17,431     17,431                       

Citibank NA

     (40,284     40,284                       

Commonwealth Bank of Australia

     (6,206     6,206                       

Credit Suisse First Boston Corp.

     (18,854                          (18,854

Deutsche Bank Securities, Inc.

     (14,245     1,771                      (12,474

Goldman Sachs & Co.

     (179,793     95,718        68,732               (15,343

HSBC Bank USA

     (1,953                          (1,953

JP Morgan Chase & Co.

     (1,789     1,789                       

Merrill Lynch Capital Services, Inc.

     (35                          (35

Merrill Lynch International

     (2,746                          (2,746

Morgan Stanley

     (439,510     19,008        100,607        319,895         

RBC Dominion Securities, Inc.

     (801                          (801

Standard Chartered Bank

     (12,943     12,943                       

State Street Global Markets LLC

     (1,815     1,815                       
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (1,459,597   $     326,838      $     607,628      $     319,895      $     (205,236
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

5. Principal Risks:

A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks.

The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s Schedule of Investments.

Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage backed securities, senior floating rate interests and certain asset backed securities. For certain asset backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

 

 

  79  

 


Hartford Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

 

6. Federal Income Taxes:

 

  a) Each Fund intends to continue to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2018. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

 

  b) Capital Loss Carryforward – On December 22, 2010, the Regulated Investment Company Modernization Act of 2010 (the “Act”) was enacted, which made changes to the capital loss carryforward rules. The changes are effective for taxable years beginning after the date of enactment. Under the Act, funds are permitted to carry forward capital losses for an unlimited period. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years, which carry an expiration date. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital loss carryforwards retain their character as either short-term or long-term capital losses rather than being considered all short-term as permitted under prior regulation.

At October 31, 2017 (tax year end), each Fund’s capital loss carryforwards for U.S. federal income tax purposes were as follows:

 

     Year of Expiration      Perpetual
Short-Term
Capital Loss
Carryforward
     Perpetual
Long-Term
Capital Loss
Carryforward
 

Fund

   2019        

Global Real Asset Fund (consolidated)

   $     6,682,380      $     10,586,193      $     79,925,663  

Real Total Return Fund

            10,292,723        14,502,109  

Long/Short Global Equity Fund had no capital loss carryforward for U.S. federal income tax purposes as of October 31, 2017.

During the fiscal year ended October 31, 2017, Global Real Asset Fund utilized prior year capital loss carryforwards of $1,183,624.

During the fiscal year ended October 31, 2017, Long/Short Global Equity Fund utilized prior year capital loss carryforwards of $522,392.

 

  c) Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at April 30, 2018 was substantially the same for book purposes. The net unrealized appreciation/(depreciation) on investments, which consists of gross unrealized appreciation and depreciation, is disclosed below:

 

Fund

   Tax Cost      Gross Unrealized
Appreciation
     Gross Unrealized
Depreciation
    Net Unrealized
Appreciation
 

Global Real Asset Fund (consolidated)

   $     284,458,346      $     23,830,844      $     (6,160,849   $     17,669,995  

Long/Short Global Equity Fund

     68,332,057        9,122,342        (5,147,290     3,975,052  

Real Total Return Fund

     87,112,463        8,157,077        (5,501,756     2,655,321  

 

 

  80  

 


Hartford Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

7. Expenses:

 

  a) Investment Management Agreement – Hartford Funds Management Company, LLC (“HFMC”) serves as each Fund’s investment manager. The Company, on behalf of each Fund, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund, in accordance with the Fund’s investment objective and policies. Each Fund pays a fee to HFMC, a portion of which may be used to compensate Wellington Management.

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2018; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:

 

Fund

  

Management Fee Rates

Global Real Asset Fund

  

0.8450% on first $500 million and;

  

0.8100% on next $500 million and;

  

0.7800% on next $1.5 billion and;

  

0.7500% on next $2.5 billion and;

  

0.7100% over $5 billion

Long/Short Global Equity Fund

  

1.4000% on first $1 billion and;

  

1.3900% on next $1 billion and;

  

1.3800% over $2 billion

Real Total Return Fund

  

0.9000% on first $250 million and;

  

0.8800% on next $250 million and;

  

0.8500% on next $500 million and;

  

0.8300% on next $1.5 billion and;

  

0.8200% over $2.5 billion

The Global Real Asset Fund’s Cayman Subsidiary pays HFMC a management fee at the annual rate of 0.71% of average daily net assets attributable to the Cayman Subsidiary. HFMC has contractually agreed to waive the management fee it receives from the Global Real Asset Fund in an amount equal to the management fee paid to it by the Subsidiary. This waiver will remain in effect for as long as the Global Real Asset Fund remains invested in the Subsidiary.

 

  b) Accounting Services Agreement – Pursuant to the Fund Accounting Agreement between HFMC and the Company, on behalf of each Fund, HFMC provides accounting services to each Fund and receives monthly compensation based on each Fund’s average daily net assets at the rates set forth below. Each Fund’s accounting services fees are accrued daily and paid monthly.

 

Fund

  

Accounting Services Fee Rates

Global Real Asset Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Long/Short Global Equity Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Real Total Return Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

HFMC has delegated certain accounting and administrative services functions to State Street Bank and Trust Company (“State Street”). The costs and expenses of such delegation are borne by HFMC, not by the Funds, and HFMC compensates State Street for its services out of its own resources.

 

 

  81  

 


Hartford Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

  c) Operating Expenses – Allocable expenses incurred by the Company are allocated to each series within the Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of April 30, 2018, HFMC contractually limited the total operating expenses of each of the following Funds, exclusive of taxes, interest expense, brokerage commissions, acquired fund fees and expenses and extraordinary expenses, through February 28, 2019 as follows:

 

     Expense Limit as a Percentage of Average Daily Net Assets  

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class Y     Class F  

Global Real Asset Fund

     1.25     2.00     1.00     1.50     1.20     0.95     0.90     0.90

Long/Short Global Equity Fund*

     1.90     2.65     1.65     NA       NA       NA       1.50     1.50

Real Total Return Fund

     1.40     2.15     1.15     1.70     1.40     1.10     1.05     1.00

 

  * The contractual agreement is also exclusive of dividends and interest expenses on short sales.

 

  d) Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund’s expenses. In addition, the Funds’ custodian bank has agreed to reduce its fees when a Fund maintains cash on deposit in a non-interest-bearing custody account. For the six-month period ended April 30, 2018, these amounts, if any, are included in the Statements of Operations.

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class Y     Class F  

Global Real Asset Fund (consolidated)

     1.25     2.00     0.96     1.50     1.20     0.95     0.90     0.90

Long/Short Global Equity Fund(1)

     2.20     2.53     2.09                       2.05     2.05

Real Total Return Fund

     1.40     2.15     1.15     1.23     1.17     1.10     1.05     1.00

 

  (1)  Excluding the expenses not subject to the cap, the ratios would have been 1.34%, 1.66%, 1.21%, and 1.21% for Class A, Class C, Class I and Class Y, respectively.

 

  e) Sales Charges and Distribution and Service Plan for Class A, T, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the six-month period ended April 30, 2018, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows:

 

Fund

   Front-end
Sales Charges
     Contingent Deferred
Sales Charges
 

Global Real Asset Fund

   $ 14,856      $ 125  

Long/Short Global Equity Fund

     16,867        108  

Real Total Return Fund

     982       

 

  * Amount rounds to less than $1.

The Board of Directors of the Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for each of Class A, T, C, R3 and R4 shares. Under a Plan, Class A, Class T, Class C, Class R3 and Class R4 shares of a Fund, as applicable, bear distribution and/or service fees paid to HFD, some of which may be paid to select broker-dealers. Pursuant to the Class A Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class A shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class T Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class T shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. As of April 30, 2018, Class T shares have not commenced operations. Pursuant to the Class C Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, a Fund may pay HFD a fee of up to 0.50% of the average daily

 

 

  82  

 


Hartford Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used for shareholder account servicing activities. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the Company’s Board of Directors may determine.

 

  f) Other Related Party Transactions – Certain officers of the Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended April 30, 2018, a portion of the Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below.

 

Fund

   CCO Compensation
Paid by Fund
 

Global Real Asset Fund (Consolidated)

   $     480  

Long/Short Global Equity Fund

     89  

Real Total Return Fund

     155  

Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. Each Fund pays HASCO a transfer agency fee payable monthly based on the lesser of (i) the costs of providing or overseeing transfer agency services provided to each share class of such Fund or (ii) a Specified Amount (as defined below). Such fee is intended to compensate HASCO for: (i) fees payable by HASCO to DST Asset Manager Solutions, Inc. (“DST”) (and any other designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and DST (or between HASCO and any other designated sub-agent, as applicable); (ii) sub-transfer agency fees payable by HASCO to financial intermediaries, according to the agreed-upon terms between HASCO and the financial intermediaries, provided that such payments are within certain limits approved by the Company’s Board of Directors; (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin.

 

Share Class

   Specified Amount
(as a percentage
average daily net
assets)
 

Class A

     0.25

Class C

     0.25

Class I

     0.20

Class Y

     0.06

Class R3

     0.02

Class R4

     0.02

Class R5

     0.02

Class F

     0.004 %* 

 

  * For the period November 1, 2017 through February 28, 2018, the Specified Amount for Class F was equal to 0.00% of average daily net assets.

Pursuant to a sub-transfer agency agreement between HASCO and DST, HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to DST. Each Fund does not pay any fee directly to DST; rather, HASCO makes all such payments to DST. The accrued amount shown in the Statements of Operations reflects the amounts charged by HASCO. These fees are accrued daily and paid monthly.

 

 

  83  

 


Hartford Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

For the six-month period ended April 30, 2018, the effective rate of compensation paid to HASCO for transfer agency services as a percentage of each Class’ average daily net assets is as follows:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class Y     Class F  

Global Real Asset Fund (consolidated)

     0.22     0.22     0.06     0.02     0.02     0.02     0.03     0.00

Long/Short Global Equity Fund

     0.03     0.03     0.04                       0.01     0.00

Real Total Return Fund

     0.25     0.25     0.21     0.02     0.02     0.02     0.06     0.00

Administrative services fees for third-party recordkeeping services are payable as a percentage of net assets in the amount of up to 0.20%, 0.15% and 0.10% for Classes R3, R4 and R5 shares, respectively. The total administrative services fees are shown on the Statements of Operations. These fees are accrued daily and paid monthly.

 

8. Securities Lending:

A Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one third (33 1/3%) of the value of its total assets. If a Fund security is on loan, under the lending agreement, the borrower is required to deposit cash or liquid securities as collateral at least equal to 100% of the market value of the loaned securities; cash collateral is invested for the benefit of the Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned. These events could also trigger adverse tax consequences for the Fund.

A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the risk that the principal value of the collateral invested may decline; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; and (vi) the risk that any efforts to restrict the securities for purposes of voting may not be effective.

At April 30, 2018, the following Funds had securities on loan at value, cash collateral and non-cash collateral as follows:

 

Fund

   Market Value of
Securities on Loan
     Cash
Collateral
     Non-Cash
Collateral(1)
 

Global Real Asset Fund (consolidated)

   $     2,671,719      $     2,791,019      $  

Long/Short Global Equity Fund

     827,652        847,300         

Real Total Return Fund

     1,228,497        1,183,787            88,630 (2) 

 

  (1)  These securities are held for the benefit of the Fund at the Fund’s custodian. The Fund cannot repledge or resell this collateral. As such, collateral is excluded from the Statement of Assets and Liabilities.
  (2)  U.S. Government Securities

The following table reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of April 30, 2018.

Global Real Asset Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $ 2,791,019      $      $      $      $ 2,791,019  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     2,791,019      $     —      $     —      $     —      $ 2,791,019  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $     2,791,019  
  

 

 

 

 

  (1)  Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continous” column as the securities are typically callable on demand.

 

 

  84  

 


Hartford Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Long/Short Global Equity Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $     847,300      $     —      $     —      $     —      $     847,300  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 847,300      $      $      $      $ 847,300  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 847,300  
  

 

 

 

 

  (1)  Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continous” column as the securities are typically callable on demand.

Real Total Return Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between 30
& 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $     1,183,787      $     —      $     —      $     —      $     1,183,787  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 1,183,787      $      $      $      $ 1,183,787  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 1,183,787  
  

 

 

 

 

  (1) Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continous” column as the securities are typically callable on demand.

 

9. Affiliate Holdings:

As of April 30, 2018, affiliates of The Hartford had ownership of shares in each Fund as follows:

Percentage of a Class:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class Y     Class F  

Global Real Asset Fund (consolidated)

                                                

Long/Short Global Equity Fund

     53     52     7                       99     100

Real Total Return Fund

                       100     100     100     100      

Percentage of Fund by Class:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class Y     Class F  

Global Real Asset Fund (consolidated)

                                                

Long/Short Global Equity Fund

     8     4     4                       17     %* 

Real Total Return Fund

                       %*      %*      %*      %*       

 

  * Percentage rounds to zero.

 

 

  85  

 


Hartford Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

As of April 30, 2018, affiliated funds of funds in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of their shares from these affiliated funds of funds. Affiliated funds of funds owned shares in the Funds listed below as follows:

 

Fund

   Percentage
of Fund*
 

Global Real Asset Fund (consolidated)

     38

Real Total Return Fund

     99

 

  * As of April 30, 2018, the affiliated funds of funds invested in Class F shares.

 

10. Investment Transactions:

For the six-month period ended April 30, 2018, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:

 

Fund

   Cost of Purchases
Excluding U.S.
Government
Obligations
     Sales Proceeds
Excluding U.S.
Government
Obligations
 

Global Real Asset Fund (consolidated)

   $     141,490,203      $     155,491,660  

Long/Short Global Equity Fund

     47,149,505        25,521,541  

Real Total Return Fund

     50,174,117        59,961,498  

Fund

   Cost of Purchases
For U.S.
Government
Obligations
     Sales Proceeds
For U.S.
Government
Obligations
 

Global Real Asset Fund (consolidated)

   $     33,874,381      $     35,690,489  

Long/Short Global Equity Fund

             

Real Total Return Fund

     1,602,168         

Fund

   Total Cost
of Purchases
     Total Sales
Proceeds
 

Global Real Asset Fund (consolidated)

   $     175,364,584      $     191,182,149  

Long/Short Global Equity Fund

     47,149,505        25,521,541  

Real Total Return Fund

     51,776,285        59,961,498  

 

11. Capital Share Transactions:

The following information is for the six-month period ended April 30, 2018, and the year ended October 31, 2017:

 

Global Real Asset Fund (consolidated)  
     For the Six-Month Period
Ended April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     258,726     $ 2,455,914       236,040     $ 2,118,830  

Shares Issued for Reinvested Dividends

     56,648       533,621       9,314       83,080  

Shares Redeemed

     (231,549     (2,195,008     (771,848     (6,911,825
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     83,825       794,527       (526,494     (4,709,915
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  86  

 


Hartford Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Global Real Asset Fund (consolidated) – (continued)  
     For the Six-Month Period
Ended April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class C

        

Shares Sold

     17,615     $ 161,942       48,334     $ 423,642  

Shares Issued for Reinvested Dividends

     14,505       134,313              

Shares Redeemed

     (206,868     (1,927,089     (294,201     (2,564,402
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (174,748     (1,630,834     (245,867         (2,140,760
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     649,134     $ 6,134,791           1,109,209     $ 9,889,242  

Shares Issued for Reinvested Dividends

     90,742       852,977       17,964       159,886  

Shares Redeemed

     (1,191,837         (11,318,299     (902,314     (8,052,674
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (451,961     (4,330,531     224,859       1,996,454  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     4,879     $ 45,994       4,446     $ 40,167  

Shares Issued for Reinvested Dividends

     249       2,363       36       326  

Shares Redeemed

     (9,752     (93,037     (2,912     (26,327
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (4,624     (44,680     1,570       14,166  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     870     $ 8,263       4,641     $ 41,230  

Shares Issued for Reinvested Dividends

     1,377       12,990       168       1,499  

Shares Redeemed

     (3,306     (31,238     (17,682     (156,111
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,059     (9,985     (12,873     (113,382
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     8,094     $ 75,501       2,170     $ 19,312  

Shares Issued for Reinvested Dividends

     255       2,404       44       392  

Shares Redeemed

     (1     (7     (736     (6,512
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     8,348       77,898       1,478       13,192  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     717,409     $ 6,724,525       8,970,591     $ 79,402,563  

Shares Issued for Reinvested Dividends

     435,699       4,095,568       209,704       1,868,453  

Shares Redeemed

     (357,634     (3,386,800     (20,218,240         (181,316,715
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     795,474       7,433,293       (11,037,945     (100,045,699
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     543,398     $ 5,095,457       18,904,061     $ 169,606,675  

Shares Issued for Reinvested Dividends

     421,001       3,953,204              

Shares Redeemed

     (1,044,402     (9,920,836     (6,960,113     (63,784,577
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (80,003     (872,175         11,943,948       105,822,098  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     175,252     $     1,417,513       348,676     $ 836,154  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1) Commenced operations on February 28, 2017.

 

 

 

  87  

 


Hartford Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Long/Short Global Equity Fund  
     For the Six-Month Period
Ended April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     219,780     $     2,621,433       136,404     $     1,565,713  

Shares Issued for Reinvested Dividends

     26,093       307,271              

Shares Redeemed

     (79,674     (948,295     (32,183     (354,704
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     166,199       1,980,409       104,221       1,211,009  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     100,498     $ 1,192,792       79,361     $ 898,776  

Shares Issued for Reinvested Dividends

     12,728       146,792              

Shares Redeemed

     (12,161     (140,700     (5,392     (60,104
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     101,065       1,198,884       73,969       838,672  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     1,694,344     $     20,480,737       1,113,192     $     13,147,319  

Shares Issued for Reinvested Dividends

     72,056       853,522              

Shares Redeemed

     (342,365     (4,093,988     (113,604     (1,269,208
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,424,035       17,240,271       999,588       11,878,111  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

         $       4,153     $ 50,000  

Shares Issued for Reinvested Dividends

     36,716       436,036              

Shares Redeemed

     (1     (13     (265,325     (3,000,000
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     36,715       436,023       (261,172     (2,950,000
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

         $       908     $ 10,000  

Shares Issued for Reinvested Dividends

     38       445              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     38       445       908       10,000  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     1,728,052     $ 20,856,032       917,514     $ 10,987,792  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Commenced operations on February 28, 2017.

 

Real Total Return Fund  
     For the Six-Month Period
Ended April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     3,177     $ 25,453       23,034     $ 202,142  

Shares Issued for Reinvested Dividends

     4,694       37,740              

Shares Redeemed

     (6,677         (58,612     (62,125         (548,958
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,194       4,581       (39,091     (346,816
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     5     $ 39       3,192     $ 27,687  

Shares Issued for Reinvested Dividends

     1,805       14,117              

Shares Redeemed

     (299     (2,374     (3,522     (30,250
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,511       11,782       (330     (2,563
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  88  

 


Hartford Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Real Total Return Fund – (continued)  
     For the Six-Month Period
Ended April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class I

        

Shares Sold

     6,015     $ 48,841       9,505     $ 85,798  

Shares Issued for Reinvested Dividends

     719       5,842              

Shares Redeemed

     (8,316     (72,482     (3,883     (34,893
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,582     (17,799     5,622       50,905  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

         $           $ 11  

Shares Issued for Reinvested Dividends

     137       1,094              

Shares Redeemed

     (2     (9     (9,246     (81,711
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     135       1,085       (9,246     (81,700
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

         $           $ 11  

Shares Issued for Reinvested Dividends

     134       1,082              

Shares Redeemed

     (1     (9     (10,690     (95,371
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     133       1,073       (10,690     (95,360
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

         $           $ 11  

Shares Issued for Reinvested Dividends

     139       1,123              

Shares Redeemed

     (2     (9     (9,272     (83,556
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     137       1,114       (9,272     (83,545
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

         $       572,081     $ 5,092,102  

Shares Issued for Reinvested Dividends

     138       1,109              

Shares Redeemed

     (2     (9     (14,709,044     (132,195,962
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     136       1,100       (14,136,963     (127,103,860
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

     634,389     $ 5,276,184       14,169,400     $ 127,323,360  

Shares Issued for Reinvested Dividends

     1,268,233       10,298,052              

Shares Redeemed

     (1,922,877         (17,389,179     (2,743,574         (24,729,947
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (20,255     (1,814,943     11,425,826       102,593,413  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (18,591   $ (1,812,007     (2,774,144   $ (25,069,526
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Commenced operations on February 28, 2017.

 

12. Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $400 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges a commitment fee, which is allocated to each of the funds participating in the line of credit based on average net assets of the funds. During the six-month period ended April 30, 2018, none of the Funds had borrowings under this facility.

 

 

  89  

 


Hartford Alternative Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

13. Pending Legal Proceedings:

On February 25, 2011, Jennifer L. Kasilag, Louis Mellinger, Judith M. Menendez, Jacqueline M. Robinson, and Linda A. Russell filed a derivative lawsuit against Hartford Investment Financial Services, LLC (“HIFSCO”) (now known as Hartford Funds Distributors, LLC) on behalf of six Hartford retail mutual funds in the United States District Court for the District of New Jersey, alleging that HIFSCO received excessive advisory and distribution fees in violation of its statutory fiduciary duty under Section 36(b) of the 1940 Act when serving as investment manager and principal underwriter, respectively, to the Hartford retail mutual funds. Although this action was purportedly filed on behalf of certain of the Hartford Funds, none of the Hartford Funds is itself a defendant to the suit. HIFSCO moved to dismiss and, in September 2011, the motion was granted in part and denied in part, with leave to amend the complaint. In November 2011, plaintiffs filed an amended complaint on behalf of certain Hartford retail mutual funds, The Hartford Global Health Fund (now known as The Hartford Healthcare Fund), The Hartford Conservative Allocation Fund, The Hartford Growth Opportunities Fund, The Hartford Inflation Plus Fund, The Hartford Advisers Fund (now known as The Hartford Balanced Fund), and The Hartford Capital Appreciation Fund. Plaintiffs seek to rescind the investment management agreements and distribution plans between HIFSCO and these funds and to recover the total fees charged thereunder or, in the alternative, to recover any improper compensation HIFSCO received, in addition to lost earnings.

HIFSCO filed a partial motion to dismiss the amended complaint and, in December 2012, the court dismissed without prejudice the claims regarding distribution fees and denied the motion with respect to the advisory fees claims. In March 2014, the plaintiffs filed a new complaint that, among other things, added as new plaintiffs The Hartford Floating Rate Fund and The Hartford Small Company Fund and named as a defendant Hartford Funds Management Company, LLC (“HFMC”), which assumed the role as investment manager to the funds as of January 2013. In June 2015, HFMC and HIFSCO moved for summary judgment, and plaintiffs cross-moved for partial summary judgment with respect to The Hartford Capital Appreciation Fund. In March 2016, the court, in large part, denied summary judgment for all parties. The court granted judgment for HFMC and HIFSCO with respect to all claims made by The Hartford Small Company Fund and certain claims made by The Hartford Floating Rate Fund. The court further ruled that the appropriate measure of damages on the surviving claims is the difference, if any, between the actual advisory fees paid through trial and those that could have been paid under the applicable legal standard. A bench trial on the issue of liability was held in November 2016. On February 28, 2017, the court granted judgment for HIFSCO and HFMC as to all claims. On March 23, 2017, plaintiffs appealed to the United States Court of Appeals for the Third Circuit.

No accrual for litigation relating to this matter has been recorded in the financial statements of the Funds because the Funds are not party to the suit.

 

14. Indemnifications:

Under the Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, the Company, on behalf of the Funds, may enter into contracts that contain a variety of indemnifications. The Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

 

15. Subsequent Events:

In connection with the preparation of the financial statements of the Funds as of and for the six-month period ended April 30, 2018, events and transactions subsequent to April 30, 2018, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure. The following subsequent events requiring financial statement adjustment or disclosure have been identified.

Effective October 1, 2018, Class C shares automatically convert to Class A shares of the same Fund after ten years provided that the Fund or the financial intermediary has records verifying that the Class C shares have been held for at least ten years. Effective October 1, 2018, Class C shares held in an account directly through the Funds’ transfer agent for which no financial intermediary is specified or Hartford Funds Distributors, LLC is listed as the dealer of record will periodically be converted to Class A shares. Effective October 1, 2018, each Fund no longer accepts direct purchases of Class C shares by accounts for which no broker-dealer or other financial intermediary is specified. Any such direct purchase received by the Funds’ transfer agent for Class C shares for such accounts will automatically be invested in Class A shares. For more information on the above referenced changes, please see the Funds’ most recent prospectus.

 

 

  90  

 


Hartford Alternative Funds

 

 

 

HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2)  on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund files a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Each Fund’s Forms N-Q are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov. The Form N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

 

 

  91  

 


THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

CUSTOMER PRIVACY NOTICE

The Hartford Financial Services Group, Inc. and Affiliates*

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

a) our insurance companies;

b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

a) market our products; or

b) market our services;

to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

a) independent agents;

b) brokerage firms;

c) insurance companies;

d) administrators; and

e) service providers;

who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

a) taking surveys;

b) marketing our products or services; or

c) offering financial products or services under a joint agreement between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages You visit through the use of:

a) cookies;

b) pixel tagging; or

c) other technologies;

and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

a) “opt-out;” or

b) “opt-in;”

as required by law.

We only disclose Personal Health Information with:

a) your authorization; or

b) as otherwise allowed or required by law.

Our employees have access to Personal Information in the course of doing their jobs, such as:

a) underwriting policies;

b) paying claims;

c) developing new products; or

d) advising customers of our products and services.

We use manual and electronic security procedures to maintain:

a) the confidentiality; and

b) the integrity of;

Personal Information that we have. We use these procedures to guard against unauthorized access.

Some techniques we use to protect Personal Information include:

a) secured files;

b) user authentication;

c) encryption;

 


 

 

d) firewall technology; and

e) the use of detection software.

We are responsible for and must:

a) identify information to be protected;

b) provide an adequate level of protection for that data;

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes: a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

 

If you have any questions or comments about this privacy notice, please feel free to contact us at The Hartford – Law Department, Privacy Law, One Hartford Plaza, Hartford, CT 06155, or at CorporatePrivacyOffice@thehartford.com.

This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates (including the following as of March 2018), to the extent required by the Gramm-Leach-Bliley Act and implementing regulations.

1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; American Maturity Life Insurance Company; Business Management Group, Inc.; Cervus Claim Solutions, LLC; First State Insurance Company; Fountain Investors I LLC; Fountain Investors II LLC; Fountain Investors III LLC; Fountain Investors IV LLC; FP R, LLC; FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Financial Services, LLC; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Group Benefits Holding Company; Hartford Holdings, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Insurance, Ltd.; Hartford Integrated Technologies, Inc.; Hartford International Life Reassurance Corporation; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life and Annuity Insurance Company; Hartford Life Insurance Company; Hartford Life, Inc.; Hartford Life International Holding Company; Hartford Life, Ltd.; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford Management, Ltd.; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Securities Distribution Company, Inc.; Hartford Specialty Insurance Services of Texas, LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Hartford-Comprehensive Employee Benefit Service Company; Heritage Holdings, Inc.; Heritage Reinsurance Company, Ltd.; HIMCO Distribution Services Company; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lanidex R, LLC; Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; New Ocean Insurance Co., Ltd.; Northern Homelands Company; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd.; The Hartford International Asset Management Company Limited; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company.

Revised March 2018


This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges and expenses of a Fund. This and other important information is contained in a Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.

The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Funds referenced herein are sub-advised by Wellington Management Company LLP. HFD and HFMC are not affiliated with the Funds’ sub-adviser.

MFSAR-ALT18    6/18    206741    Printed in U.S.A.

 

LOGO


LOGO

 


LOGO

A MESSAGE FROM THE PRESIDENT

Dear Shareholders:

Thank you for investing in Hartford Funds. The following is the Funds’ Semi-Annual Report, covering the period from November 1, 2017 through April 30, 2018.

Market Review

While U.S. stocks, as measured by the S&P 500 Index (the “Index”),1 saw a 21.8%

 

return as of 2017 year end, U.S. equities have experienced a nearly flat return of 0.4% along with increased volatility year-to-date as of April 30.

The Index has experienced more than 20 days with swings of 1% or more this year, compared to eight days for all of 2017. Rising interest rates, inflation anxiety, and concerns surrounding U.S. tariffs and trade policies have contributed to the return of volatility.

In the six-month period that ended April 30, 2018, the U.S. Federal Reserve (Fed) continued its cycle of interest-rate increases by raising rates twice, each time by 0.25%. As of the end of April, short-term rates range from 1.5% to 1.75%. At the time of this writing, expectations were for a continued gradual increase throughout 2018. Central banks overseas are also expected to begin removing accommodative policies by raising interest rates, which may impact global markets.

Going forward, politics both at home and abroad are likely to continue playing a key role in driving market movements. In December, the first significant overhaul of the U.S. tax code in more than 30 years was signed into law. Geopolitical tensions continue to persist around U.S. engagement with Syria and North Korea, heightening market uncertainty. In Europe, uncertainty remains with respect to Britain’s “Brexit” undertaking to leave the European Union, which could influence markets or cause an uptick in volatility.

We encourage you to maintain a strong relationship with your financial advisor, who can help guide you through shifting markets confidently. He or she can help you proactively build a portfolio that takes market uncertainty into account, along with your unique investment goals and risk tolerances. Your financial advisor can help you find a fit within our family of funds as you work toward those goals.

Thank you again for investing in Hartford Funds. For the most up-to-date information on our funds, please take advantage of all the resources available at hartfordfunds.com.

 

LOGO

James Davey

President

Hartford Funds

 

1  S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks. The index is unmanaged and not available for direct investment. Past performance is not indicative of future results.


Hartford Multi-Strategy Funds

Table of Contents    

 

Fund Performance and Summary

     2  

Expense Examples

     18  

Financial Statements:

  

Schedules of Investments:

  

The Hartford Balanced Fund

     23  

The Hartford Balanced Income Fund

     37  

The Hartford Checks and Balances Fund

     64  

The Hartford Conservative Allocation Fund

     67  

The Hartford Global All-Asset Fund (consolidated)

     70  

The Hartford Growth Allocation Fund

     107  

Hartford Moderate Allocation Fund

     110  

Hartford Multi-Asset Income Fund

     113  

Statements of Assets and Liabilities

     138  

Statements of Operations

     142  

Statements of Changes in Net Assets

     146  

Financial Highlights

     150  

Notes to Financial Statements

     161  

How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records

     206  

Quarterly Portfolio Holdings Information

     206  


Fund Performance and Summary

The Hartford Balanced Fund inception 07/22/1996

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks long-term total return.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 04/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     1.24%        7.25%        7.54%        6.13%  

Class A3

     -4.33%        1.35%        6.33%        5.53%  

Class C2

     0.83%        6.44%        6.79%        5.36%  

Class C3

     -0.17%        5.44%        6.79%        5.36%  

Class I2

     1.36%        7.51%        7.73%        6.22%  

Class R32

     1.08%        6.92%        7.26%        5.87%  

Class R42

     1.22%        7.19%        7.59%        6.17%  

Class R52

     1.37%        7.55%        7.91%        6.50%  

Class R62

     1.41%        7.61%        7.97%        6.57%  

Class Y2

     1.40%        7.60%        7.97%        6.57%  

Class F2

     1.40%        7.62%        7.76%        6.23%  

60% S&P 500 Index/ 35% Bloomberg Barclays Government/Credit Bond Index/ 5% ICE BofAML US 3-Month Treasury Bill Index

     1.67%        7.83%        8.29%        6.96%  

S&P 500 Index

     3.82%        13.27%        12.96%        9.02%  

Bloomberg Barclays Government/Credit Bond Index

     -2.02%        -0.30%        1.41%        3.62%  

ICE BofAML US 3-Month Treasury Bill Index

     0.68%        1.18%        0.36%        0.34%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class I shares commenced operations on 3/31/15. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class R6 shares commenced operations on 2/28/18. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares from 3/31/15 through 2/27/17 and Class A shares (excluding sales charges) prior to 3/31/15.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

60% S&P 500 Index/ 35% Bloomberg Barclays Government/Credit Bond Index/ 5% ICE BofAML US 3-Month Treasury Bill Index is calculated by HFMC.

 

 

 

  2  

 


The Hartford Balanced Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a float-adjusted market capitalization-weighted price index composed of 500 widely held common stocks.

Bloomberg Barclays Government/Credit Bond Index (reflects no deduction for fees, expenses or taxes) measures the non-securitized component of the U.S. Aggregate Index. It includes investment grade, U.S. dollar-denominated, fixed-rate Treasuries, government-related and corporate securities.

ICE BofAML US 3-Month Treasury Bill Index (reflects no deduction for fees, expenses or taxes) is comprised of a single issue purchased at the beginning of the month and held for a full month. At the end of the month that issue is sold and rolled into a newly selected issue. The issue selected at each month-end rebalancing is the outstanding Treasury Bill that matures closest to, but not beyond, three months from the rebalancing date. To qualify for selection, an issue must have settled on or before the month-end rebalancing date. On October 20, 2017, the Bank of America Merrill Lynch 3-Month U.S. Treasury Bill Index was rebranded.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical waivers/reimbursements without which performance would have been lower.

 

Operating Expenses*    Net      Gross  

Balanced Fund Class A

     1.03%        1.03%  

Balanced Fund Class C

     1.74%        1.74%  

Balanced Fund Class I

     0.75%        0.75%  

Balanced Fund Class R3

     1.35%        1.35%  

Balanced Fund Class R4

     1.05%        1.05%  

Balanced Fund Class R5

     0.75%        0.75%  

Balanced Fund Class R6

     0.63%        0.63%  

Balanced Fund Class Y

     0.66%        0.66%  

Balanced Fund Class F

     0.63%        0.63%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross and Net expenses are the same. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. The Fund seeks to achieve its investment objective by allocating assets among different asset classes. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. • Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. • Mortgage related- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. • Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government.

Composition by Security Type

as of April 30, 2018

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     65.9
  

 

 

 

Total

     65.9
  

 

 

 

Fixed Income Securities

  

Asset & Commercial Mortgage Backed Securities

     4.0

Corporate Bonds

     17.0  

Foreign Government Obligations

     0.8  

Municipal Bonds

     1.1  

U.S. Government Agencies

     0.1  

U.S. Government Securities

     7.8  
  

 

 

 

Total

     30.8
  

 

 

 

Short-Term Investments

     3.0  

Other Assets & Liabilities

     0.3  
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  3  

 


Fund Performance and Summary

The Hartford Balanced Income Fund inception 07/31/2006

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide current income with growth of capital as a secondary objective.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 04/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     -1.12%        4.37%        6.03%        7.15%  

Class A3

     -6.56%        -1.37%        4.84%        6.55%  

Class C2

     -1.50%        3.60%        5.24%        6.36%  

Class C3

     -2.45%        2.61%        5.24%        6.36%  

Class I2

     -1.00%        4.62%        6.30%        7.37%  

Class R32

     -1.28%        4.02%        5.72%        6.98%  

Class R42

     -1.14%        4.32%        6.04%        7.23%  

Class R52

     -1.00%        4.59%        6.30%        7.45%  

Class R62

     -0.95%        4.66%        6.38%        7.56%  

Class Y2

     -0.98%        4.62%        6.38%        7.55%  

Class F2

     -0.89%        4.78%        6.33%        7.39%  

45% Russell 1000 Value Index/ 44% Bloomberg Barclays Corporate Index/ 5.5% JP Morgan Emerging Markets Bond Index Plus/ 5.5% Bloomberg Barclays U.S. Corporate High Yield Bond 2% Issuer Cap Index

     -0.39%        3.80%        6.29%        6.66%  

Russell 1000 Value Index

     1.94%        7.50%        10.52%        7.30%  

Bloomberg Barclays Corporate Index

     -2.47%        0.68%        2.46%        5.23%  

JP Morgan Emerging Markets Bond Index Plus

     -3.72%        -1.47%        2.56%        6.22%  

Bloomberg Barclays U.S. Corporate High Yield 2% Issuer Cap Index

     -0.17%        3.27%        4.76%        7.96%  

 

1 Not Annualized
2  Without sales charge
3  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class I shares commenced operations on 2/26/10. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class R3, R4 and R5 shares commenced operations on 5/28/10. Performance prior to that date is that of the Fund’s Class Y shares. Class R6 shares commenced operations on 11/07/14. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares from 2/26/10 through 2/27/17 and Class A shares (excluding sales charges) prior to 2/26/10.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

 

 

 

  4  

 


The Hartford Balanced Income Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

45% Russell 1000 Value Index/ 44% Bloomberg Barclays Corporate Index/ 5.5% JP Morgan Emerging Markets Bond Index Plus/ 5.5% Bloomberg Barclays U.S. Corporate High Yield Bond 2% Issuer Cap Index is calculated by Hartford Funds Management Company, LLC.

Russell 1000 Value Index (reflects no deduction for fees, expenses or taxes) measures the performance of those Russell 1000 Index companies with lower price-to-book ratios and lower forecasted growth values. The Russell 1000 Index measures the performance of the 1,000 largest companies in the Russell 3000 Index based on their market capitalization and current index membership.

Bloomberg Barclays Corporate Index (reflects no deduction for fees, expenses or taxes) is the Corporate component of the U.S. Credit Index within the Bloomberg Barclays U.S. Aggregate Bond Index.

JP Morgan Emerging Markets Bond Index Plus (reflects no deduction for fees, expenses or taxes) is a market capitalization-weighted index that tracks returns for actively traded external debt instruments in emerging markets.

Bloomberg Barclays U.S. Corporate High Yield Bond 2% Issuer Cap Index (reflects no deduction for fees, expenses or taxes) is the 2% issuer cap component of the Bloomberg Barclays U.S. High Yield Index, which is an unmanaged broad-based market-value-weighted index that tracks the total return performance of non-investment grade, fixed-rate, publicly placed, dollar denominated and nonconvertible debt registered with the Securities and Exchange Commission.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical waivers/reimbursements without which performance would have been lower.

 

Operating Expenses*    Net      Gross  

Balanced Income Fund Class A

     0.93%        0.93%  

Balanced Income Fund Class C

     1.68%        1.68%  

Balanced Income Fund Class I

     0.69%        0.69%  

Balanced Income Fund Class R3

     1.31%        1.31%  

Balanced Income Fund Class R4

     1.01%        1.01%  

Balanced Income Fund Class R5

     0.71%        0.71%  

Balanced Income Fund Class R6

     0.61%        0.61%  

Balanced Income Fund Class Y

     0.65%        0.65%  

Balanced Income Fund Class F

     0.61%        0.61%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross and Net expenses are the same. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. • The Fund seeks to achieve its investment objective by allocating assets among different asset classes. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. • For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. • Different investment styles may go in and out favor, which may cause the Fund to underperform the broader stock market.

Composition by Security Type

as of April 30, 2018

 

Category    Percentage of
Net Assets
 

Equity Securities

  

Common Stocks

     44.8

Escrows

     0.0

Preferred Stocks

     0.0
  

 

 

 

Total

     44.8
  

 

 

 

Fixed Income Securities

  

Asset & Commercial Mortgage Backed Securities

     0.6

Convertible Bonds

     0.1  

Corporate Bonds

     45.8  

Foreign Government Obligations

     4.9  

Municipal Bonds

     0.1  

Senior Floating Rate Interests

     0.2  

U.S. Government Securities

     0.2  
  

 

 

 

Total

     51.9
  

 

 

 

Short-Term Investments

     2.8  

Other Assets & Liabilities

     0.5  
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.

 

 

 

 

  5  

 


Fund Performance and Summary

The Hartford Checks and Balances Fund inception 05/31/2007

 

(advised by Hartford Funds Management Company, LLC (“HFMC” or the “Investment Manager”))   Investment objective – The Fund seeks long-term capital appreciation and income.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     1.57%        7.69%        8.04%        6.17%  

Class A3

     -4.02%        1.76%        6.83%        5.57%  

Class C2

     1.19%        6.86%        7.22%        5.37%  

Class C3

     0.29%        5.91%        7.22%        5.37%  

Class I2

     1.59%        7.84%        8.28%        6.43%  

Class R32

     1.38%        7.28%        7.65%        5.81%  

Class R42

     1.54%        7.64%        7.98%        6.12%  

Class R52

     1.59%        7.84%        8.32%        6.44%  

Class F2

     1.73%        7.96%        8.31%        6.45%  

33.4% Russell 3000 Index/ 33.3% S&P 500 Index/ 33.3% Bloomberg Barclays U.S. Aggregate Bond Index

     1.96%        8.58%        9.07%        7.50%  

Russell 3000 Index

     3.79%        13.05%        12.75%        9.13%  

S&P 500 Index

     3.82%        13.27%        12.96%        9.02%  

Bloomberg Barclays U.S. Aggregate Bond Index

     -1.87%        -0.32%        1.47%        3.57%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current

performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class I shares commenced operations on 2/29/08. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class R3, R4 and R5 shares commenced operations on 8/29/08. Performance prior to that date is that of the Fund’s Class A shares (excluding sales charges). Class F shares commenced operations on 2/28/17. Performance for Class F shares prior to 2/28/17 reflects the performance of Class I shares from 2/29/08 through 2/27/17 and Class A shares (excluding sales charges) prior to 2/29/08.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

33.4% Russell 3000 Index/ 33.3% S&P 500 Index/ 33.3% Bloomberg Barclays U.S. Aggregate Bond Index is calculated by HFMC.

Russell 3000 Index (reflects no deduction for fees, expenses or taxes) measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

 

 

 

  6  

 


The Hartford Checks and Balances Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a float-adjusted market capitalization-weighted price index composed of 500 widely held common stocks.

Bloomberg Barclays U.S. Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities that are SEC-registered, taxable, and dollar denominated. The index covers the U.S. investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. These major sectors are subdivided into more specific indices that are calculated and reported on a regular basis.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical waivers/reimbursements without which performance would have been lower.

 

Operating Expenses*    Net      Gross  

Checks and Balances Fund Class A

     0.98%        0.98%  

Checks and Balances Fund Class C

     1.74%        1.74%  

Checks and Balances Fund Class I

     0.73%        0.73%  

Checks and Balances Fund Class R3

     1.36%        1.36%  

Checks and Balances Fund Class R4

     1.06%        1.06%  

Checks and Balances Fund Class R5

     0.76%        0.76%  

Checks and Balances Fund Class F

     0.64%        0.64%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross and Net expenses are the same. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • The ability of the Fund to meet its investment objective is directly related to the ability of the underlying funds to meet their objectives as well as the Investment Manager’s allocation among those underlying funds. The Fund is subject to the risks of the underlying funds in direct proportion to the amount of assets it invests in each underlying fund. The underlying funds are subject to the risks of the general equity market, small- and mid-cap securities, foreign and emerging-markets securities, fixed-income securities (which carry credit, liquidity, duration, and interest-rate risk), high-yield (“junk”) bonds, mortgage related- and asset-backed securities, and derivatives.

Asset Allocation

as of April 30, 2018 (Unaudited)

 

Fund Type    Percentage of
Net Assets
 

Domestic Equity Funds

     66.7

Taxable Fixed Income Funds

     33.4  

Other Assets & Liabilities

     (0.1
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  7  

 


Fund Performance and Summary

The Hartford Conservative Allocation Fund inception 05/28/2004

 

(advised by Hartford Funds Management Company, LLC (“HFMC” or the “Investment Manager”))   Investment objective – The Fund seeks current income and long-term capital appreciation.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     0.77%        5.24%        1.71%        2.99%  

Class A3

     -4.77%        -0.55%        0.56%        2.41%  

Class C2

     0.49%        4.60%        0.97%        2.24%  

Class C3

     -0.50%        3.60%        0.97%        2.24%  

Class I2

     0.88%        5.54%        1.99%        3.27%  

Class R32

     0.76%        5.13%        1.43%        2.65%  

Class R42

     0.85%        5.42%        1.74%        2.98%  

Class R52

     0.94%        5.70%        2.05%        3.29%  

Class F2

     1.03%        5.71%        2.02%        3.28%  

65% Bloomberg Barclays U.S. Aggregate Bond Index/ 25% Russell 3000 Index/ 10% MSCI All Country World ex USA Index (Net)

     0.12%        4.54%        4.73%        5.14%  

Bloomberg Barclays U.S. Aggregate Bond Index

     -1.87%        -0.32%        1.47%        3.57%  

Russell 3000 Index

     3.79%        13.05%        12.75%        9.13%  

MSCI All Country World ex USA Index (Net)

     3.47%        15.91%        5.46%        2.26%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and

principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Performance information includes performance under the Fund’s previous sub-advisers, Hartford Investment Management Company and Wellington Management Company LLP (“Wellington Management”). For the period 6/4/12 through 11/30/15, Wellington Management served as the sub-adviser to the Fund, using a modified investment strategy. Prior to 6/4/12, Hartford Investment Management Company served as the sub-adviser to the Fund, using a modified investment strategy.

 

 

 

  8  

 


The Hartford Conservative Allocation Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

65% Bloomberg Barclays U.S. Aggregate Bond Index/ 25% Russell 3000 Index/ 10% MSCI All Country World ex USA Index (Net) is calculated by HFMC.

Bloomberg Barclays U.S. Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities that are SEC-registered, taxable, and dollar denominated. The index covers the U.S. investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. These major sectors are subdivided into more specific indices that are calculated and reported on a regular basis.

Russell 3000 Index (reflects no deduction for fees, expenses or taxes) measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

MSCI All Country World ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across developed markets (excluding the United States) and emerging market countries.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/ reimbursements, without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

Operating Expenses*    Net      Gross  

Conservative Allocation Fund Class A

     1.19%        1.23%  

Conservative Allocation Fund Class C

     1.94%        1.99%  

Conservative Allocation Fund Class I

     0.94%        0.95%  

Conservative Allocation Fund Class R3

     1.44%        1.57%  

Conservative Allocation Fund Class R4

     1.14%        1.28%  

Conservative Allocation Fund Class R5

     0.84%        0.98%  

Conservative Allocation Fund Class F

     0.84%        0.87%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • The ability of the Fund to meet its investment objective is directly related to the ability of the underlying funds to meet their objectives as well as the Investment Manager’s allocation among those underlying funds. The Fund is subject to the risks of the underlying funds, in direct proportion to the amount of assets it invests in each underlying fund. The underlying funds are subject to the risks of the general equity market, small- and mid-cap securities, foreign and emerging-markets securities, fixed-income securities (which carry credit, liquidity, duration, and interest-rate risk), high-yield (“junk”) bonds, mortgage related- and asset-backed securities, and derivatives.

Asset Allocation

as of April 30, 2018 (Unaudited)

 

Fund Type    Percentage of
Net Assets
 

Alternative Funds

     5.2

Domestic Equity Funds

     25.0  

International/Global Equity Funds

     7.8  

Multi-Strategy Funds

     4.1  

Taxable Fixed Income Funds

     57.6  

Short-Term Investments

     0.3  

Other Assets & Liabilities

     0.0
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.
 

 

 

  9  

 


Fund Performance and Summary

The Hartford Global All-Asset Fund inception 05/28/2010

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide long-term total return.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/18)

 

      6 month1      1 Year      5 Years      Since
Inception2
 

Class A3

     0.14%        7.93%        5.48%        6.24%  

Class A4

     -5.37%        1.99%        4.29%        5.48%  

Class C3

     -0.17%        7.16%        4.70%        5.45%  

Class C4

     -1.05%        6.21%        4.70%        5.45%  

Class I3

     0.35%        8.31%        5.76%        6.52%  

Class R33

     -0.06%        7.54%        5.19%        5.95%  

Class R43

     0.27%        7.98%        5.55%        6.29%  

Class R53

     0.38%        8.40%        5.69%        6.49%  

Class R63

     0.30%        8.25%        5.84%        -0.93%  

Class Y3

     0.30%        8.25%        5.84%        6.60%  

Class F3

     0.41%        8.38%        5.77%        6.53%  

60% MSCI All Country World Index (Net)/ 40% Bloomberg Barclays Global Aggregate Bond Hedged USD Index

     2.16%        8.99%        6.42%        7.70%  

MSCI All Country World Index (Net)

     3.56%        14.16%        8.80%        10.25%  

Bloomberg Barclays Global Aggregate Bond Hedged USD Index

     -0.11%        1.39%        2.61%        3.45%  

 

1  Not Annualized
2  Inception: 05/28/2010
3  Without sales charge
4  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class R6 shares commenced operations on 2/28/18. Performance prior to that date is that of the Fund’s Class Y shares. Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

60% MSCI All Country World Index (Net)/ 40% Bloomberg Barclays Global Aggregate Bond Hedged USD Index is calculated by Hartford Funds Management Company, LLC.

MSCI All Country World Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across developed markets and emerging markets countries.

 

 

 

  10  

 


The Hartford Global All-Asset Fund (Consolidated)

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Bloomberg Barclays Global Aggregate Bond Hedged USD Index (reflects no deduction for fees, expenses or taxes) provides a broad-based measure of the global investment-grade fixed-income markets.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

Operating Expenses*    Net      Gross  

Global All-Asset Fund Class A

     1.24%        1.27%  

Global All-Asset Fund Class C

     1.99%        2.00%  

Global All-Asset Fund Class I

     0.94%        0.96%  

Global All-Asset Fund Class R3

     1.46%        1.60%  

Global All-Asset Fund Class R4

     1.16%        1.30%  

Global All-Asset Fund Class R5

     0.86%        1.00%  

Global All-Asset Fund Class R6

     0.74%        0.88%  

Global All-Asset Fund Class Y

     0.80%        0.89%  

Global All-Asset Fund Class F

     0.74%        0.88%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses and expenses of the Fund’s wholly-owned Cayman Islands subsidiary fund. Hartford Funds Management Company, LLC, the investment manager, has also contractually agreed to waive the Fund’s management fee in an amount equal to the management fee of that subsidiary fund for as long as the Fund remains invested in that subsidiary fund. Actual expenses may be higher or lower. Please see accompanying Consolidated Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. The Fund seeks to achieve its investment objective by allocating assets among different asset classes and/or specialist portfolio managers. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. • Investments in high-yield (“junk”) bonds can have a greater risk of price volatility illiquidity, and default than higher-rated debt securities. • Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. • Commodities may be more volatile than investments in traditional securities. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. • By investing in a Cayman Subsidiary, the Fund is indirectly exposed to the risks associated with a non U.S. subsidiary and its investments.

Composition by Security Type

as of April 30, 2018

 

Category    Percentage of
Net Assets
 

Equity Securities

 

Common Stocks

     57.1

Convertible Preferred Stocks

     0.3  

Exchange-Traded Funds

     6.0  

Preferred Stocks

     0.2  

Warrants

     0.1  
  

 

 

 

Total

     63.7
  

 

 

 

Fixed Income Securities

 

Asset & Commercial Mortgage Backed Securities

     5.9

Convertible Bonds

     0.4  

Corporate Bonds

     3.7  

Foreign Government Obligations

     9.3  

U.S. Government Agencies

     3.8  

U.S. Government Securities

     3.3  
  

 

 

 

Total

     26.4
  

 

 

 

Short-Term Investments

     11.1  

Purchased Options

     0.2  

Other Assets & Liabilities

     (1.4
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  11  

 


Fund Performance and Summary

The Hartford Growth Allocation Fund inception 05/28/2004

 

(advised by Hartford Funds Management Company, LLC (“HFMC” or the “Investment

Manager”))

  Investment objective – The Fund seeks long-term capital appreciation.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1     1 Year     5 Years     10 Years  

Class A2

     2.94     11.44     6.50     5.02

Class A3

     -2.72     5.31     5.30     4.42

Class C2

     2.54     10.60     5.71     4.25

Class C3

     1.54     9.60     5.71     4.25

Class I2

     3.03     11.77     6.83     5.36

Class R32

     2.74     11.05     6.17     4.70

Class R42

     2.91     11.37     6.49     5.03

Class R52

     3.04     11.73     6.81     5.34

Class F2

     3.08     11.83     6.86     5.37

55% Russell 3000 Index/ 25% MSCI All Country World ex USA Index (Net)/ 20% Bloomberg Barclays U.S. Aggregate Bond Index

     2.62     11.02     8.71     6.55

Russell 3000 Index

     3.79     13.05     12.75     9.13

MSCI All Country World ex USA Index (Net)

     3.47     15.91     5.46     2.26

Bloomberg Barclays U.S. Aggregate Bond Index

     -1.87     -0.32     1.47     3.57

 

1  Not Annualized
2  Without sales charge
3  With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and

principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Performance information includes performance under the Fund’s previous subadvisers, Hartford Investment Management Company and Wellington Management Company LLP (“Wellington Management”). For the period 6/4/12 through 5/31/14, Wellington Management served as the sub-adviser to the Fund, using a modified investment strategy. Prior to 6/4/12, Hartford Investment Management Company served as the sub-adviser to the Fund, using a modified investment strategy.

 

 

 

  12  

 


The Hartford Growth Allocation Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

55% Russell 3000 Index/ 25% MSCI All Country World ex USA Index (Net)/ 20% Bloomberg Barclays U.S. Aggregate Bond Index is calculated by HFMC.

Russell 3000 Index (reflects no deduction for fees, expenses or taxes) measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

MSCI All Country World ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across developed markets (excluding the United States) and emerging market countries.

Bloomberg Barclays U.S. Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities that are SEC-registered, taxable, and dollar denominated. The index covers the U.S. investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. These major sectors are subdivided into more specific indices that are calculated and reported on a regular basis.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical waivers/reimbursements without which performance would have been lower.

 

Operating Expenses*    Net      Gross  

Growth Allocation Fund Class A

     1.26%        1.26%  

Growth Allocation Fund Class C

     2.01%        2.01%  

Growth Allocation Fund Class I

     0.94%        0.94%  

Growth Allocation Fund Class R3

     1.57%        1.57%  

Growth Allocation Fund Class R4

     1.27%        1.27%  

Growth Allocation Fund Class R5

     0.97%        0.97%  

Growth Allocation Fund Class F

     0.86%        0.86%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross and Net expenses are the same. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • The ability of the Fund to meet its investment objective is directly related to the ability of the underlying funds to meet their objectives as well as the Investment Manager’s allocation among those underlying funds. The Fund is subject to the risks of the underlying funds, in direct proportion to the amount invested in each underlying fund. The underlying funds are subject to the risks of the general equity market, small- and mid-cap securities, foreign securities, emerging-market securities, fixed-income securities (which carry credit, liquidity, duration, and interest-rate risk), high-yield (“junk”) bonds, mortgage related- and asset-backed securities, and derivatives.

Asset Allocation

as of April 30, 2018 (Unaudited)

 

Fund Type    Percentage of
Net Assets
 

Alternative Funds

     6.2

Domestic Equity Funds

     57.7  

International/Global Equity Funds

     19.4  

Multi-Strategy Funds

     4.1  

Taxable Fixed Income Funds

     12.3  

Short-Term Investments

     0.4  

Other Assets & Liabilities

     (0.1
  

 

 

 

Total

     100.0
  

 

 

 
 

 

 

  13  

 


Fund Performance and Summary

Hartford Moderate Allocation Fund inception 05/28/2004

 

(advised by Hartford Funds Management Company, LLC (“HFMC” or the “Investment Manager”))   Investment objective – The Fund seeks long-term capital appreciation and income.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      5 Years      10 Years  

Class A2

     1.99%        8.73%        4.21%        4.01%  

Class A3

     -3.62%        2.75%        3.03%        3.43%  

Class C2

     1.58%        7.88%        3.43%        3.24%  

Class C3

     0.61%        6.88%        3.43%        3.24%  

Class I2

     2.12%        9.02%        4.53%        4.32%  

Class R32

     1.76%        8.32%        3.85%        3.64%  

Class R42

     1.95%        8.60%        4.15%        3.97%  

Class R52

     2.07%        8.97%        4.47%        4.28%  

Class F2

     2.18%        9.09%        4.54%        4.33%  

40% Bloomberg Barclays U.S. Aggregate Bond Index/ 40% Russell 3000 Index/ 20% MSCI All Country World ex USA Index (Net)

     1.51%        8.16%        6.84%        5.88%  

Bloomberg Barclays U.S. Aggregate Bond Index

     -1.87%        -0.32%        1.47%        3.57%  

Russell 3000 Index

     3.79%        13.05%        12.75%        9.13%  

MSCI All Country World ex USA Index (Net)

     3.47%        15.91%        5.46%        2.26%  

 

1 Not Annualized
2  Without sales charge
3 With sales charge

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Performance information includes performance under the Fund’s previous subadvisers, Hartford Investment Management Company and Wellington Management Company LLP (“Wellington Management”). For the period 6/4/12 through 11/30/15, Wellington Management served as the sub-adviser to the Fund, using a modified investment

 

 

 

  14  

 


Hartford Moderate Allocation Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

strategy. Prior to 6/4/12, Hartford Investment Management Company served as the sub-adviser to the Fund, using a modified investment strategy.

40% Bloomberg Barclays U.S. Aggregate Bond Index/ 40% Russell 3000 Index/ 20% MSCI All Country World ex USA Index (Net) is calculated by Hartford Funds Management Company, LLC.

Bloomberg Barclays U.S. Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities that are SEC-registered, taxable, and dollar denominated. The index covers the U.S. investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. These major sectors are subdivided into more specific indices that are calculated and reported on a regular basis.

Russell 3000 Index (reflects no deduction for fees, expenses or taxes) measures the performance of the 3,000 largest U.S. companies based on total market capitalization.

MSCI All Country World ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across developed markets (excluding the United States) and emerging market countries.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical waivers/reimbursements without which performance would have been lower.

 

Operating Expenses*    Net      Gross  

Moderate Allocation Fund Class A

     1.21%        1.21%  

Moderate Allocation Fund Class C

     1.96%        1.96%  

Moderate Allocation Fund Class I

     0.91%        0.91%  

Moderate Allocation Fund Class R3

     1.55%        1.55%  

Moderate Allocation Fund Class R4

     1.25%        1.25%  

Moderate Allocation Fund Class R5

     0.95%        0.95%  

Moderate Allocation Fund Class F

     0.84%        0.84%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross and Net expenses are the same. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • The ability of the Fund to meet its investment objective is directly related to the ability of the underlying funds to meet their objectives as well as the Investment Manager’s allocation among those underlying funds. The Fund is subject to the risks of the underlying funds, in direct proportion to the amount it invests in each underlying fund. The underlying funds are subject to the risks of the general equity market, small- and mid-cap securities, foreign securities, emerging-market securities, fixed-income securities (which carry credit, liquidity, duration, and interest-rate risk), high-yield (“junk”) bonds, mortgage related- and asset-backed securities, and derivatives.

Asset Allocation

as of April 30, 2018 (Unaudited)

 

Fund Type    Percentage of
Net Assets
 

Alternative Funds

     6.4

Domestic Equity Funds

     41.9  

International/Global Equity Funds

     14.8  

Multi-Strategy Funds

     5.2  

Taxable Fixed Income Funds

     31.4  

Short-Term Investments

     0.3  

Other Assets & Liabilities

     0.0
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.
 

 

 

  15  

 


Fund Performance and Summary

Hartford Multi-Asset Income Fund inception 04/30/2014

 

(sub-advised by Wellington Management Company LLP)   Investment objective – The Fund seeks to provide a high level of current income consistent with growth of capital.

 

LOGO

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Month1      1 Year      Since
Inception4
 

Class A2

     2.81%        7.34%        3.27%  

Class A3

     -1.82%        2.51%        2.08%  

Class C2

     2.36%        6.52%        2.52%  

Class C3

     1.36%        5.52%        2.52%  

Class I2

     2.77%        7.23%        3.45%  

Class R32

     2.67%        7.15%        3.00%  

Class R42

     2.81%        7.19%        3.24%  

Class R52

     2.76%        7.33%        3.40%  

Class Y2

     2.81%        7.42%        3.51%  

Class F2

     2.82%        7.44%        3.48%  

30% MSCI All Country World Index (Net)/ 23.4% ICE BofAML Global High Yield Constrained Index/ 23.3% S&P/LSTA Leveraged Loan Index/ 23.3% JP Morgan Emerging Markets Bond Index Plus

     0.84%        6.05%        5.07%  

MSCI All Country World Index (Net)

     3.56%        14.16%        7.44%  

ICE BofAML Global High Yield Constrained Index

     0.27%        5.11%        3.86%  

S&P/LSTA Leveraged Loan Index

     2.39%        4.41%        3.86%  

JP Morgan Emerging Markets Bond Index Plus

     -3.72%        -1.47%        4.11%  

30% MSCI All Country World Index (Net)/ 23.4% ICE BofAML Global High Yield Constrained Index/ 23.3% Credit Suisse Leveraged Loan Index/ 23.3% JP Morgan Emerging Markets Bond Index Plus

     0.89%        6.12%        5.11%  

Credit Suisse Leveraged Loan Index

     2.60%        4.69%        4.02%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge
4  Inception: 04/30/2014

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 4.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

Class F shares commenced operations on 2/28/17. Performance prior to that date is that of the Fund’s Class I shares.

To the extent a share class has adopted the prior performance of another share class that had different operating expenses, such performance has not been adjusted to reflect the different operating expenses. If the performance were adjusted, it may have been higher or lower.

Effective March 1, 2018, the Fund changed one of its benchmarks, the Credit Suisse Leveraged Loan Index, to the S&P/LSTA Leveraged Loan Index, because Hartford Funds Management Company, LLC, the investment manager, believes that the S&P/LSTA Leveraged Loan Index better reflects the Fund’s investment strategy.

30% MSCI All Country World Index (Net)/ 23.4% ICE BofAML Global High Yield Constrained Index/ 23.3% S&P/LSTA Leveraged Loan Index/ 23.3% JP Morgan

 

 

 

  16  

 


Hartford Multi-Asset Income Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Emerging Markets Bond Index Plus is calculated by Hartford Funds Management Company, LLC and is the Fund’s blended benchmark.

MSCI All Country World Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across developed markets and emerging markets countries.

ICE BofAML Global High Yield Constrained Index (reflects no deduction for fees, expenses or taxes) contains all securities in the ICE BofAML Global High Yield Index but caps issuer exposure at 2%. Index constituents are capitalization-weighted, based on their current amount outstanding, provided the total allocation to an individual issuer does not exceed 2%. Issuers that exceed the limit are reduced to 2% and the face value of each of their bonds is adjusted on a pro-rata basis. Similarly, the face values of bonds of all other issuers that fall below the 2% cap are increased on a pro-rata basis. In the event there are fewer than 50 issuers in the index, each is equally weighted and the face values of their respective bonds are increased or decreased on a pro-rata basis. On October 20, 2017, the Bank of America Merrill Lynch Global High Yield Constrained Index was rebranded.

S&P/LSTA Leveraged Loan Index (reflects no deduction for fees, expenses or taxes) is a market-value-weighted index that is designed to measure the performance of the U.S. leverage loan market based upon market weightings, spreads and interest payments.

JP Morgan Emerging Markets Bond Index Plus (reflects no deduction for fees, expenses or taxes) is a market capitalization-weighted index that tracks returns for actively traded external debt instruments in emerging markets.

30% MSCI All Country World Index (Net)/ 23.4% ICE BofAML Global High Yield Constrained Index/ 23.3% Credit Suisse Leveraged Loan Index/ 23.3% JP Morgan Emerging Markets Bond Index Plus is calculated by Hartford Funds Management Company, LLC and is the Fund’s former blended benchmark.

Credit Suisse Leveraged Loan Index (reflects no deduction for fees, expenses or taxes) is a market-value weighted index designed to represent the investable universe of the U.S. dollar-denominated leveraged loan market.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

Operating Expenses*    Net      Gross  

Multi-Asset Income Fund Class A

     1.06%        1.14%  

Multi-Asset Income Fund Class C

     1.81%        1.93%  

Multi-Asset Income Fund Class I

     0.76%        0.94%  

Multi-Asset Income Fund Class R3

     1.32%        1.57%  

Multi-Asset Income Fund Class R4

     1.02%        1.27%  

Multi-Asset Income Fund Class R5

     0.72%        0.97%  

Multi-Asset Income Fund Class Y

     0.66%        0.85%  

Multi-Asset Income Fund Class F

     0.60%        0.85%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. The Fund seeks to achieve its investment objective by allocating assets

among different asset classes and/or specialist portfolio managers. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. • Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. • Loans can be difficult to value and highly illiquid; they are also subject to nonpayment, collateral, bankruptcy, default, extension, prepayment and insolvency risks. • Investments in Equity Linked Notes (ELNs) are subject to interest, credit, management, counterparty, liquidity, and market risks, and as applicable, foreign security and currency risks. • Mortgage related- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. • Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. • For dividend-paying stocks, dividends are not guaranteed and may decrease without notice. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. • Privately placed, restricted (Rule 144A) securities may be more difficult to sell and price than other securities. • Investing in an exchange-traded Fund (“ETF”) exposes the Fund to all of the risks of that ETF and, in general, subjects the Fund to a pro rata portion of the ETF’s fees and expenses.

Composition by Security Type

as of April 30, 2018

 

Category    Percentage of
Net Assets
 

Equity Securities

 

Common Stocks

     20.7

Convertible Preferred Stocks

     0.0

Equity Linked Securities

     13.1  

Escrows

     0.0

Exchange-Traded Funds

     4.8  

Preferred Stocks

     0.1  
  

 

 

 

Total

     38.7
  

 

 

 

Fixed Income Securities

 

Asset & Commercial Mortgage Backed Securities

     1.7

Convertible Bonds

     3.2  

Corporate Bonds

     20.7  

Foreign Government Obligations

     8.5  

Municipal Bonds

     0.7  

Senior Floating Rate Interests

     17.1  

U.S. Government Securities

     1.1  
  

 

 

 

Total

     53.0
  

 

 

 

Short-Term Investments

     12.6  

Purchased Options

     0.4  

Other Assets & Liabilities

     (4.7
  

 

 

 

Total

     100.0
  

 

 

 

 

* Percentage rounds to zero.
 

 

 

  17  

 


Hartford Multi-Strategy Funds

Expense Examples (Unaudited)

 

 

 

Your Fund’s Expenses

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of November 1, 2017 through April 30, 2018, except as indicated below. To the extent a Fund was subject to acquired fund fees and expenses during the period, acquired fund fees and expenses are not included in the annualized expense ratios below.

Actual Expenses

The first set of columns of the table below provides information about actual account values and actual expenses. You may use this information, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the line under the heading entitled “Expenses Paid During Period” to estimate the expenses you paid on your account during this period.

Hypothetical Example for Comparison Purposes

The second set of columns of the table below provides information about hypothetical account values and hypothetical expenses based on a Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in a Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads) and CDSC. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses for a class of a Fund are equal to the class’ annualized expense ratio multiplied by average account value over the period, multiplied by 181/365 (to reflect the one-half year period).

 

 

  18  

 


Hartford Multi-Strategy Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Balanced Fund

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,012.40     $     5.39     $     1,000.00     $     1,019.44     $     5.41       1.08     181       365  

Class C

  $ 1,000.00     $ 1,008.30     $ 8.91     $ 1,000.00     $ 1,015.92     $ 8.95       1.79     181       365  

Class I

  $ 1,000.00     $ 1,013.60     $ 3.79     $ 1,000.00     $ 1,021.03     $ 3.81       0.76     181       365  

Class R3

  $ 1,000.00     $ 1,010.80     $ 6.78     $ 1,000.00     $ 1,018.05     $ 6.81       1.36     181       365  

Class R4

  $ 1,000.00     $ 1,012.20     $ 5.39     $ 1,000.00     $ 1,019.44     $ 5.41       1.08     181       365  

Class R5

  $ 1,000.00     $ 1,013.70     $ 3.89     $ 1,000.00     $ 1,020.93     $ 3.91       0.78     181       365  

Class R6(1)

  $ 1,000.00     $ 1,014.10     $ 1.04 (2)    $ 1,000.00     $ 1,021.72     $ 3.11       0.62     181       365  

Class Y

  $ 1,000.00     $ 1,014.00     $ 3.55     $ 1,000.00     $ 1,021.27     $ 3.56       0.71     181       365  

Class F

  $ 1,000.00     $ 1,014.00     $ 3.40     $ 1,000.00     $ 1,021.42     $ 3.41       0.68     181       365  

 

* Please note that while Class R6 shares commenced operations on February 28, 2018, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2017 to April 30, 2018.
(1)  Inception date of Class R6 shares was February 28, 2018.
(2)  Expenses paid during the period February 28, 2018 through April 30, 2018.

The Hartford Balanced Income Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April 30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     988.80     $     4.49     $     1,000.00     $     1,020.28     $     4.56       0.91     181       365  

Class C

  $ 1,000.00     $ 985.00     $ 8.17     $ 1,000.00     $ 1,016.56     $ 8.30       1.66     181       365  

Class I

  $ 1,000.00     $ 990.00     $ 3.21     $ 1,000.00     $ 1,021.57     $ 3.26       0.65     181       365  

Class R3

  $ 1,000.00     $ 987.20     $ 6.16     $ 1,000.00     $ 1,018.60     $ 6.26       1.25     181       365  

Class R4

  $ 1,000.00     $ 988.60     $ 4.68     $ 1,000.00     $ 1,020.08     $ 4.76       0.95     181       365  

Class R5

  $ 1,000.00     $ 990.00     $ 3.36     $ 1,000.00     $ 1,021.42     $ 3.41       0.68     181       365  

Class R6

  $ 1,000.00     $ 990.50     $ 2.86     $ 1,000.00     $ 1,021.92     $ 2.91       0.58     181       365  

Class Y

  $ 1,000.00     $ 990.20     $ 3.06     $ 1,000.00     $ 1,021.72     $ 3.11       0.62     181       365  

Class F

  $ 1,000.00     $ 991.10     $ 2.86     $ 1,000.00     $ 1,021.92     $ 2.91       0.58     181       365  

 

 

  19  

 


Hartford Multi-Strategy Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Checks and Balances Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,015.70     $     1.90     $     1,000.00     $     1,022.91     $     1.91       0.38     181       365  

Class C

  $ 1,000.00     $ 1,011.90     $ 5.74     $ 1,000.00     $ 1,019.09     $ 5.76       1.15     181       365  

Class I

  $ 1,000.00     $ 1,015.90     $ 0.65     $ 1,000.00     $ 1,024.15     $ 0.65       0.13     181       365  

Class R3

  $ 1,000.00     $ 1,013.80     $ 3.74     $ 1,000.00     $ 1,021.08     $ 3.76       0.75     181       365  

Class R4

  $ 1,000.00     $ 1,015.40     $ 2.25     $ 1,000.00     $ 1,022.56     $ 2.26       0.45     181       365  

Class R5

  $ 1,000.00     $ 1,015.90     $ 0.75     $ 1,000.00     $ 1,024.05     $ 0.75       0.15     181       365  

Class F

  $ 1,000.00     $ 1,017.30     $ 0.20     $ 1,000.00     $ 1,024.60     $ 0.20       0.04     181       365  

The Hartford Conservative Allocation Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,007.70     $     2.99     $     1,000.00     $     1,021.82     $     3.01       0.60     181       365  

Class C

  $ 1,000.00     $ 1,004.90     $ 6.71     $ 1,000.00     $ 1,018.10     $ 6.76       1.35     181       365  

Class I

  $ 1,000.00     $ 1,008.80     $ 1.74     $ 1,000.00     $ 1,023.06     $ 1.76       0.35     181       365  

Class R3

  $ 1,000.00     $ 1,007.60     $ 4.23     $ 1,000.00     $ 1,020.58     $ 4.26       0.85     181       365  

Class R4

  $ 1,000.00     $ 1,008.50     $ 2.74     $ 1,000.00     $ 1,022.07     $ 2.76       0.55     181       365  

Class R5

  $ 1,000.00     $ 1,009.40     $ 1.25     $ 1,000.00     $ 1,023.56     $ 1.25       0.25     181       365  

Class F

  $ 1,000.00     $ 1,010.30     $ 1.25     $ 1,000.00     $ 1,023.56     $ 1.25       0.25     181       365  

 

 

  20  

 


Hartford Multi-Strategy Funds

Expense Examples (Unaudited) – (continued)

 

 

 

The Hartford Global All-Asset Fund (consolidated)

 

    Actual Return     Hypothetical (5% return before expenses)*                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,001.40     $     5.71     $     1,000.00     $     1,019.09     $     5.76       1.15     181       365  

Class C

  $ 1,000.00     $ 998.30     $ 9.41     $ 1,000.00     $ 1,015.37     $ 9.49       1.90     181       365  

Class I

  $ 1,000.00     $ 1,003.50     $ 4.37     $ 1,000.00     $ 1,020.43     $ 4.41       0.88     181       365  

Class R3

  $ 1,000.00     $ 999.40     $ 7.24     $ 1,000.00     $ 1,017.56     $ 7.30       1.46     181       365  

Class R4

  $ 1,000.00     $ 1,002.70     $ 5.81     $ 1,000.00     $ 1,018.99     $ 5.86       1.17     181       365  

Class R5

  $ 1,000.00     $ 1,003.80     $ 4.17     $ 1,000.00     $ 1,020.63     $ 4.21       0.84     181       365  

Class R6(1)

  $ 1,000.00     $ 993.50     $ 1.13 (2)    $ 1,000.00     $ 1,021.42     $ 3.41       0.68     181       365  

Class Y

  $ 1,000.00     $ 1,003.00     $ 4.02     $ 1,000.00     $ 1,020.78     $ 4.06       0.81     181       365  

Class F

  $ 1,000.00     $ 1,004.10     $ 3.93     $ 1,000.00     $ 1,020.88     $ 3.96       0.79     181       365  

 

* Please note that while Class R6 shares commenced operations on February 28, 2018, the hypothetical expenses paid during the period reflect projected activity for the full six month period for purposes of comparability. This projection assumes that annualized expense ratios were in effect during the period November 1, 2017 to April 30, 2018.
(1)  Inception date of Class R6 shares was February 28, 2018.
(2)  Expenses paid during the period February 28, 2018 through April 30, 2018.

The Hartford Growth Allocation Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,029.40     $     2.72     $     1,000.00     $     1,022.12     $     2.71       0.54     181       365  

Class C

  $ 1,000.00     $ 1,025.40     $ 6.48     $ 1,000.00     $ 1,018.40     $ 6.46       1.29     181       365  

Class I

  $ 1,000.00     $ 1,030.30     $ 1.16     $ 1,000.00     $ 1,023.65     $ 1.15       0.23     181       365  

Class R3

  $ 1,000.00     $ 1,027.40     $ 4.32     $ 1,000.00     $ 1,020.53     $ 4.31       0.86     181       365  

Class R4

  $ 1,000.00     $ 1,029.10     $ 2.82     $ 1,000.00     $ 1,022.02     $ 2.81       0.56     181       365  

Class R5

  $ 1,000.00     $ 1,030.40     $ 1.31     $ 1,000.00     $ 1,023.51     $ 1.30       0.26     181       365  

Class F

  $ 1,000.00     $ 1,030.80     $ 0.76     $ 1,000.00     $ 1,024.05     $ 0.75       0.15     181       365  

 

 

  21  

 


Hartford Multi-Strategy Funds

Expense Examples (Unaudited) – (continued)

 

 

 

Hartford Moderate Allocation Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,019.90     $     2.65     $     1,000.00     $     1,022.17     $     2.66       0.53     181       365  

Class C

  $ 1,000.00     $ 1,015.80     $ 6.40     $ 1,000.00     $ 1,018.45     $ 6.41       1.28     181       365  

Class I

  $ 1,000.00     $ 1,021.20     $ 1.40     $ 1,000.00     $ 1,023.41     $ 1.40       0.28     181       365  

Class R3

  $ 1,000.00     $ 1,017.60     $ 4.35     $ 1,000.00     $ 1,020.48     $ 4.36       0.87     181       365  

Class R4

  $ 1,000.00     $ 1,019.50     $ 2.85     $ 1,000.00     $ 1,021.97     $ 2.86       0.57     181       365  

Class R5

  $ 1,000.00     $ 1,020.70     $ 1.35     $ 1,000.00     $ 1,023.46     $ 1.35       0.27     181       365  

Class F

  $ 1,000.00     $ 1,021.80     $ 0.80     $ 1,000.00     $ 1,024.00     $ 0.80       0.16     181       365  

Hartford Multi-Asset Income Fund

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,028.10     $     4.02     $     1,000.00     $     1,020.83     $     4.01       0.80     181       365  

Class C

  $ 1,000.00     $ 1,023.60     $ 7.23     $ 1,000.00     $ 1,017.65     $ 7.20       1.44     181       365  

Class I

  $ 1,000.00     $ 1,027.70     $ 3.52     $ 1,000.00     $ 1,021.32     $ 3.51       0.70     181       365  

Class R3

  $ 1,000.00     $ 1,026.70     $ 4.32     $ 1,000.00     $ 1,020.53     $ 4.31       0.86     181       365  

Class R4

  $ 1,000.00     $ 1,028.10     $ 4.02     $ 1,000.00     $ 1,020.83     $ 4.01       0.80     181       365  

Class R5

  $ 1,000.00     $ 1,027.60     $ 3.67     $ 1,000.00     $ 1,021.18     $ 3.66       0.73     181       365  

Class Y

  $ 1,000.00     $ 1,028.10     $ 3.17     $ 1,000.00     $ 1,021.67     $ 3.16       0.63     181       365  

Class F

  $ 1,000.00     $ 1,028.20     $ 3.17     $ 1,000.00     $ 1,021.67     $ 3.16       0.63     181       365  

 

 

  22  

 


The Hartford Balanced Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 65.9%  
            Banks - 6.7%      
    485,340    

Bank of America Corp.

  $ 14,521,373  
    195,390    

Citigroup, Inc.

    13,339,276  
    157,740    

JP Morgan Chase & Co.

    17,158,957  
    56,830    

PNC Financial Services Group, Inc.

    8,275,016  
    189,150    

Wells Fargo & Co.

    9,828,234  
     

 

 

 
        63,122,856  
     

 

 

 
            Capital Goods - 4.5%      
    30,790    

3M Co.

    5,985,268  
    54,900    

Caterpillar, Inc.

    7,925,364  
    108,831    

Eaton Corp. plc

    8,165,590  
    113,220    

Fortune Brands Home & Security, Inc.

    6,192,002  
    77,680    

Ingersoll-Rand plc

    6,516,575  
    67,870    

United Technologies Corp.

    8,154,581  
     

 

 

 
        42,939,380  
     

 

 

 
            Commercial & Professional Services - 0.6%      
    47,730    

Dun & Bradstreet Corp.

    5,503,746  
     

 

 

 
            Consumer Durables & Apparel - 1.8%      
    120,780    

Newell Brands, Inc.

    3,337,151  
    109,140    

NIKE, Inc. Class B

    7,464,085  
    201,080    

PulteGroup, Inc.

    6,104,789  
     

 

 

 
        16,906,025  
     

 

 

 
            Consumer Services - 1.5%      
    115,583    

Hilton Worldwide Holdings, Inc.

    9,112,564  
    103,120    

Norwegian Cruise Line Holdings Ltd.*

    5,513,826  
     

 

 

 
        14,626,390  
     

 

 

 
            Diversified Financials - 1.3%      
    231,900    

Invesco Ltd.

    6,718,143  
    340,600    

UBS Group AG*

    5,716,934  
     

 

 

 
        12,435,077  
     

 

 

 
            Energy - 4.4%      
    95,560    

Chevron Corp.

    11,955,512  
    61,950    

EOG Resources, Inc.

    7,320,631  
    65,970    

Exxon Mobil Corp.

    5,129,168  
    124,600    

Halliburton Co.

    6,602,554  
    28,670    

Pioneer Natural Resources Co.

    5,778,438  
    139,100    

Suncor Energy, Inc.

    5,317,793  
     

 

 

 
        42,104,096  
     

 

 

 
            Food, Beverage & Tobacco - 2.7%      
    131,152    

British American Tobacco plc

    7,193,356  
    67,680    

Kraft Heinz Co.

    3,815,798  
    144,417    

Mondelez International, Inc. Class A

    5,704,472  
    101,740    

Philip Morris International, Inc.

    8,342,680  
     

 

 

 
        25,056,306  
     

 

 

 
            Health Care Equipment & Services - 4.4%      
    172,260    

Boston Scientific Corp.*

    4,947,307  
    168,310    

Koninklijke Philips N.V.

    7,123,924  
    135,092    

Medtronic plc

    10,824,922  
    58,560    

UnitedHealth Group, Inc.

    13,843,584  
    45,700    

Universal Health Services, Inc. Class B

    5,218,940  
     

 

 

 
        41,958,677  
     

 

 

 
            Household & Personal Products - 0.7%      
    116,520    

Unilever N.V.

    6,655,622  
     

 

 

 
            Insurance - 2.7%      
    164,190    

American International Group, Inc.

    9,194,640  
    99,470    

Marsh & McLennan Cos., Inc.

    8,106,805  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 65.9% - (continued)  
            Insurance - 2.7% - (continued)      
    84,463    

Unum Group

  $ 4,086,320  
    81,310    

XL Group Ltd.

    4,520,023  
     

 

 

 
        25,907,788  
     

 

 

 
            Materials - 1.9%      
    176,370    

DowDuPont, Inc.

    11,153,639  
    133,660    

International Paper Co.

    6,891,509  
     

 

 

 
        18,045,148  
     

 

 

 
            Media - 1.8%      
    303,550    

Comcast Corp. Class A

    9,528,434  
    259,100    

Viacom, Inc. Class B

    7,814,456  
     

 

 

 
        17,342,890  
     

 

 

 
            Pharmaceuticals, Biotechnology & Life Sciences - 6.1%  
    50,610    

Allergan plc

    7,776,226  
    211,520    

AstraZeneca plc ADR

    7,515,306  
    181,600    

Bristol-Myers Squibb Co.

    9,466,808  
    62,870    

Eisai Co., Ltd.

    4,216,629  
    118,600    

Eli Lilly & Co.

    9,614,902  
    32,180    

Nektar Therapeutics*

    2,692,179  
    75,530    

Novartis AG

    5,813,868  
    28,394    

Roche Holding AG

    6,308,788  
    30,990    

Vertex Pharmaceuticals, Inc.*

    4,746,428  
     

 

 

 
        58,151,134  
     

 

 

 
            Real Estate - 1.0%      
    312,343    

Park Hotels & Resorts, Inc. REIT

    8,989,232  
     

 

 

 
            Retailing - 4.0%      
    2,006,600    

Allstar Co.*(1)(2)(3)(4)

    240,792  
    3,250    

Booking Holdings, Inc.*

    7,078,500  
    72,930    

Home Depot, Inc.

    13,477,464  
    260,090    

Qurate Retail Group, Inc.*

    6,088,707  
    121,600    

TJX Cos., Inc.

    10,317,760  
    13,296    

Tory Burch LLC*(1)(2)(3)(4)

    730,615  
     

 

 

 
        37,933,838  
     

 

 

 
            Semiconductors & Semiconductor Equipment - 4.2%  
    84,240    

Analog Devices, Inc.

    7,358,364  
    27,040    

Broadcom, Inc.

    6,203,517  
    189,670    

Intel Corp.

    9,790,765  
    107,310    

Maxim Integrated Products, Inc.

    5,848,395  
    210,580    

QUALCOMM, Inc.

    10,741,686  
     

 

 

 
        39,942,727  
     

 

 

 
            Software & Services - 8.4%  
    27,067    

Alphabet, Inc. Class C*

    27,536,071  
    100,280    

Cognizant Technology Solutions Corp. Class A

    8,204,910  
    100,120    

Facebook, Inc. Class A*

    17,220,640  
    281,430    

Microsoft Corp.

    26,319,333  
     

 

 

 
        79,280,954  
     

 

 

 
            Technology Hardware & Equipment - 4.3%  
    37,760    

Apple, Inc.

    6,240,218  
    394,000    

Cisco Systems, Inc.

    17,450,260  
    121,920    

NetApp, Inc.

    8,117,434  
    1,410,470    

Nokia Oyj

    8,463,121  
     

 

 

 
        40,271,033  
     

 

 

 
            Transportation - 1.2%      
    84,130    

Union Pacific Corp.

    11,242,292  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  23  

 


The Hartford Balanced Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 65.9% - (continued)  
            Utilities - 1.7%      
    95,280    

NextEra Energy, Inc.

  $ 15,617,345  
     

 

 

 
   

Total Common Stocks
(cost $482,588,413)

  $ 624,032,556  
     

 

 

 
     
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 4.0%  
            Asset-Backed-Automobile - 0.9%      
   

AmeriCredit Automobile Receivables Trust

 
  $       65,632    

1.51%, 05/18/2020

  $ 65,447  
    124,045    

1.65%, 09/18/2020

    123,546  
   

ARI Fleet Lease Trust

 
    119,833    

1.91%, 04/15/2026(4)

    118,977  
    260,000    

2.55%, 10/15/2026(4)

    258,820  
    260,000    

Canadian Pacer Auto Receivables Trust
2.05%, 03/19/2021(4)

    257,587  
   

Chesapeake Funding LLC

 
    487,476    

1.91%, 08/15/2029(4)

    481,835  
    344,391    

1 mo. USD LIBOR + 0.450%,
2.35%, 05/15/2029(4)(5)

    344,385  
    409,247    

1 mo. USD LIBOR + 1.000%,
2.90%, 06/15/2028(4)(5)

    410,437  
   

Enterprise Fleet Financing LLC

 
    325,000    

1.97%, 01/20/2023(4)

    322,408  
    430,000    

2.13%, 05/22/2023(4)

    425,304  
   

First Investors Auto Owner Trust

 
    59,619    

1.69%, 04/15/2021(4)

    59,345  
    105,479    

1.86%, 10/15/2021(4)

    104,869  
    350,049    

2.00%, 03/15/2022(4)

    347,666  
    108,824    

2.39%, 11/16/2020(4)

    108,735  
    890,000    

Hyundai Auto Lease Securitization Trust
2.55%, 08/17/2020(4)

    887,872  
    515,000    

Mercedes-Benz Master Owner Trust
1 mo. USD LIBOR + 0.300%,
2.20%, 05/16/2021(4)(5)

    515,510  
    260,000    

OneMain Direct Auto Receivables Trust
2.31%, 12/14/2021(4)

    258,057  
    7,968    

Santander Drive Auto Receivables Trust
2.33%, 11/15/2019

    7,966  
   

Securitized Term Auto Receivables Trust

 
    448,068    

1.52%, 03/25/2020(4)

    445,479  
    415,000    

1.89%, 08/25/2020(4)

    412,095  
    215,000    

2.04%, 04/26/2021(4)

    211,793  
   

United Auto Credit Securitization Trust

 
    114,946    

1.89%, 05/10/2019(4)

    114,871  
    580,000    

2.40%, 11/12/2019(4)

    578,737  
   

Westlake Automobile Receivables Trust

 
    132,077    

1.78%, 04/15/2020(4)

    131,836  
    975,000    

2.24%, 12/15/2020(4)

    971,270  
    280,000    

Wheels SPV LLC
1.88%, 04/20/2026(4)

    277,222  
     

 

 

 
        8,242,069  
     

 

 

 
            Asset-Backed - Credit Card - 0.2%      
    800,000    

CARDS Trust 1 mo. USD LIBOR + 0.700%,
2.60%, 07/15/2021(4)(5)

    800,951  
    1,285,000    

Trillium Credit Card Trust
1 mo. USD LIBOR + 0.720%,
2.62%, 05/26/2021(4)(5)

    1,285,624  
     

 

 

 
        2,086,575  
     

 

 

 
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 4.0% - (continued)  
            Asset-Backed - Finance & Insurance - 2.0%      
  $       1,049,230    

Ajax Mortgage Loan Trust
3.16%, 09/25/2056(4)(6)

  $ 1,029,134  
    1,345,000    

Atlas Senior Loan Fund Ltd.
3 mo. USD LIBOR + 1.300%,
3.65%, 01/16/2030(4)(5)

    1,346,833  
    536,935    

Bayview Koitere Fund Trust
3.50%, 07/28/2057(4)(6)

    537,084  
   

Bayview Opportunity Master Fund Trust

 
    261,131    

3.50%, 01/28/2055(4)(6)

    261,609  
    351,408    

3.50%, 06/28/2057(4)(6)

    352,847  
    239,262    

4.00%, 11/28/2053(4)(6)

    242,531  
    295,219    

4.00%, 10/28/2064(4)(6)

    298,564  
    650,000    

BlueMountain CLO Ltd.
3 mo. USD LIBOR + 1.600%,
3.95%, 10/15/2026(4)(5)

    649,542  
   

Ford Credit Floorplan Master Owner Trust

 
    990,000    

1.75%, 07/15/2021

    976,452  
    100,000    

2.09%, 03/15/2022(4)

    98,409  
   

GreatAmerica Leasing Receivables Funding LLC

 
    330,000    

2.36%, 01/20/2023(4)

    325,539  
    190,000    

2.60%, 06/15/2021(4)

    188,466  
    160,000    

2.83%, 06/17/2024(4)

    158,316  
   

KKR CLO Ltd.

 
    1,055,000    

3 mo. USD LIBOR + 1.340%,
3.69%, 04/15/2029(4)(5)

    1,061,369  
    605,000    

3 mo. USD LIBOR + 1.490%,
3.85%, 01/20/2029(4)(5)

    608,598  
   

Madison Park Funding Ltd.

 
    855,000    

3.09%, 04/15/2029(4)(6)

    847,909  
    1,300,000    

3 mo. USD LIBOR + 1.120%,
3.48%, 07/20/2026(4)(5)

    1,301,013  
    1,090,000    

Magnetite VII Ltd. 3 mo. USD LIBOR + 0.800%,
3.15%, 01/15/2028(4)(5)

    1,086,506  
   

MMAF Equipment Finance LLC

 
    12,197    

1.39%, 12/17/2018(4)

    12,191  
    146,803    

1.73%, 05/18/2020(4)

    146,270  
    240,000    

2.21%, 10/17/2022(4)

    235,064  
    295,000    

2.21%, 12/15/2032(4)

    282,605  
   

Nationstar HECM Loan Trust

 
    107,161    

1.97%, 05/25/2027(4)

    106,441  
    131,619    

2.04%, 09/25/2027(4)(6)

    131,041  
    242,703    

2.76%, 02/25/2028(4)(6)

    242,703  
    1,295,000    

Oaktree EIF Ltd.
3 mo. USD LIBOR + 1.150%,
2.99%, 11/15/2025(4)(5)

    1,294,649  
    885,000    

Octagon Loan Funding Ltd.
3 mo. USD LIBOR + 1.140%,
3.03%, 11/18/2026(4)(5)

    884,653  
   

OneMain Financial Issuance Trust

 
    136,000    

2.37%, 09/14/2032(4)

    133,440  
    120,000    

3.66%, 02/20/2029(4)

    121,078  
    205,695    

4.10%, 03/20/2028(4)

    206,983  
    310,000    

SBA Tower Trust
2.90%, 10/15/2044(4)

    310,052  
    500,000    

SoFi Consumer Loan Program LLC
2.93%, 04/26/2027(4)

    500,322  
   

Springleaf Funding Trust

 
    330,000    

2.90%, 11/15/2029(4)

    328,067  
    306,434    

3.16%, 11/15/2024(4)

    306,351  
    170,000    

3.48%, 05/15/2028(4)

    169,994  
    600,000    

SPS Servicer Advance Receivables Trust
2.53%, 11/16/2048(4)

    598,875  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  24  

 


The Hartford Balanced Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 4.0% - (continued)  
            Asset-Backed -Finance & Insurance - 2.0% - (continued)  
   

Towd Point Mortgage Trust

 
  $       398,206    

2.75%, 10/25/2056(4)(6)

  $ 392,188  
    144,305    

2.75%, 04/25/2057(4)(6)

    142,203  
    462,067    

2.75%, 06/25/2057(4)(6)

    453,584  
    174,422    

3.00%, 01/25/2058(4)(6)

    172,448  
    329,450    

Vantage Data Centers Issuer LLC
4.07%, 02/16/2043(4)

    329,076  
    190,000    

Volvo Financial Equipment LLC
1.92%, 03/15/2021(4)

    187,982  
     

 

 

 
        19,058,981  
     

 

 

 
            Commercial Mortgage - Backed Securities - 0.6%  
    365,000    

CD Commercial Mortgage Trust
3.51%, 05/10/2050(6)

    359,761  
    95,000    

Citigroup Commercial Mortgage Trust
3.82%, 11/10/2048

    96,087  
    525,000    

Commercial Mortgage Trust
3.18%, 02/10/2048

    512,021  
   

CSAIL Commercial Mortgage Trust

 
    950,000    

3.50%, 06/15/2057

    941,348  
    1,000,000    

3.51%, 04/15/2050

    994,387  
    785,000    

CSMC Trust
2.76%, 04/05/2033(4)

    772,864  
   

FREMF Mortgage Trust

 
    95,000    

3.27%, 04/25/2046(4)(6)

    94,978  
    150,000    

3.48%, 05/25/2045(4)(6)

    150,475  
    215,000    

5.69%, 04/25/2020(4)(6)

    224,117  
    210,000    

JP Morgan Chase Commercial Mortgage Securities Trust
3.91%, 01/15/2049

    213,352  
    523    

LB-UBS Commercial Mortgage Trust
6.32%, 04/15/2041(6)

    530  
    900,000    

Morgan Stanley Bank of America Merrill Lynch Trust
3.31%, 04/15/2048

    883,207  
    400,000    

SFAVE Commercial Mortgage Securities Trust
4.14%, 01/05/2043(4)(6)

    382,189  
     

 

 

 
        5,625,316  
     

 

 

 
            Whole Loan Collateral CMO - 0.3%  
    214,016    

Angel Oak Mortgage Trust LLC
2.71%, 11/25/2047(4)(6)

    212,505  
    418,854    

COLT Mortgage Loan Trust
2.93%, 02/25/2048(4)(6)

    418,824  
   

Deephaven Residential Mortgage Trust

 
    240,758    

2.45%, 06/25/2047(4)(6)

    234,682  
    235,887    

2.58%, 10/25/2047(4)(6)

    233,320  
    96,429    

2.73%, 12/26/2046(4)(6)

    94,747  
    372,532    

2.98%, 12/25/2057(4)(6)

    372,517  
    204,860    

Finance of America Structured Securities Trust
2.32%, 11/25/2027(4)(6)

    204,431  
    331,233    

MetLife Securitization Trust
3.00%, 04/25/2055(4)(6)

    325,400  
   

Mill City Mortgage Loan Trust

 
    120,789    

2.50%, 04/25/2057(4)(6)

    118,407  
    391,567    

2.75%, 01/25/2061(4)(6)

    384,982  
    435,626    

New Residential Mortgage Loan Trust
4.00%, 04/25/2057(4)(6)

    439,351  
    276,109    

Towd Point Mortgage Trust
2.25%, 04/25/2056(4)(6)

    270,695  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 4.0% - (continued)  
            Whole Loan Collateral CMO - 0.3% - (continued)  
  $       90,000    

Wells Fargo Commercial Mortgage Trust
3.84%, 09/15/2058

  $ 91,035  
     

 

 

 
        3,400,896  
     

 

 

 
   

Total Asset & Commercial Mortgage Backed Securities
(cost $38,960,667)

  $ 38,413,837  
     

 

 

 
     
CORPORATE BONDS - 17.0%  
            Aerospace/Defense - 0.1%      
  $       600,000    

BAE Systems Holdings, Inc.
3.85%, 12/15/2025(4)

  $ 595,073  
   

Lockheed Martin Corp.

 
    115,000    

2.50%, 11/23/2020

    113,642  
    400,000    

4.07%, 12/15/2042

    386,924  
    140,000    

4.50%, 05/15/2036

    145,565  
    135,000    

4.85%, 09/15/2041

    143,741  
     

 

 

 
        1,384,945  
     

 

 

 
            Agriculture - 0.5%      
   

Altria Group, Inc.

 
    140,000    

4.50%, 05/02/2043

    136,193  
    420,000    

4.75%, 05/05/2021

    438,591  
    1,235,000    

BAT Capital Corp.
3.56%, 08/15/2027(4)

    1,155,460  
   

BAT International Finance plc

 
    160,000    

2.75%, 06/15/2020(4)

    158,275  
    565,000    

3.25%, 06/07/2022(4)

    555,676  
    65,000    

3.50%, 06/15/2022(4)

    64,456  
    375,000    

Cargill, Inc.
4.76%, 11/23/2045(4)

    415,792  
    1,250,000    

Imperial Brands Finance plc
3.75%, 07/21/2022(4)

    1,251,039  
   

Philip Morris International, Inc.

 
    300,000    

2.63%, 03/06/2023

    288,219  
    80,000    

4.88%, 11/15/2043

    84,207  
     

 

 

 
        4,547,908  
     

 

 

 
            Airlines - 0.1%      
    529,523    

Continental Airlines, Inc.
5.98%, 10/19/2023

    563,730  
    390,493    

Southwest Airlines Co.
6.15%, 02/01/2024

    416,956  
     

 

 

 
        980,686  
     

 

 

 
            Auto Manufacturers - 0.5%      
   

Daimler Finance North America LLC

 
    600,000    

2.20%, 05/05/2020(4)

    588,405  
    580,000    

2.30%, 02/12/2021(4)

    564,641  
    205,000    

Ford Motor Co.
4.35%, 12/08/2026

    201,169  
    1,675,000    

Ford Motor Credit Co. LLC
3.10%, 05/04/2023

    1,597,424  
   

General Motors Financial Co., Inc.

 
    1,375,000    

3.70%, 05/09/2023

    1,353,298  
    335,000    

3.95%, 04/13/2024

    328,789  
     

 

 

 
        4,633,726  
     

 

 

 
            Beverages - 0.2%      
   

Anheuser-Busch InBev Finance, Inc.

 
    370,000    

3.65%, 02/01/2026

    361,749  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  25  

 


The Hartford Balanced Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 17.0% - (continued)  
            Beverages - 0.2% - (continued)      
  $       105,000    

4.70%, 02/01/2036

  $ 108,154  
    270,000    

4.90%, 02/01/2046

    280,113  
   

Anheuser-Busch InBev Worldwide, Inc.

 
    540,000    

3.50%, 01/12/2024

    537,367  
    115,000    

3.75%, 07/15/2042

    102,527  
    105,000    

4.38%, 04/15/2038

    103,761  
   

Coca-Cola Femsa S.A.B. de C.V.

 
    100,000    

2.38%, 11/26/2018

    99,972  
    250,000    

3.88%, 11/26/2023

    252,315  
    85,000    

Constellation Brands, Inc.
2.70%, 05/09/2022

    82,072  
   

Molson Coors Brewing Co.

 
    180,000    

3.50%, 05/01/2022

    179,214  
    40,000    

5.00%, 05/01/2042

    41,095  
     

 

 

 
        2,148,339  
     

 

 

 
            Biotechnology - 0.3%      
    1,425,000    

Amgen, Inc.
2.65%, 05/11/2022

    1,381,793  
    320,000    

Biogen, Inc.
2.90%, 09/15/2020

    318,480  
   

Celgene Corp.

 
    55,000    

2.25%, 05/15/2019

    54,653  
    180,000    

3.55%, 08/15/2022

    179,231  
    375,000    

3.63%, 05/15/2024

    366,681  
   

Gilead Sciences, Inc.

 
    120,000    

2.55%, 09/01/2020

    119,090  
    195,000    

3.70%, 04/01/2024

    196,582  
     

 

 

 
        2,616,510  
     

 

 

 
            Chemicals - 0.2%      
    370,000    

CNAC HK Synbridge Co., Ltd.
5.00%, 05/05/2020

    377,862  
    425,000    

LYB International Finance B.V.
3.50%, 03/02/2027

    402,993  
    800,000    

Nutrien Ltd.
3.15%, 10/01/2022

    782,054  
     

 

 

 
        1,562,909  
     

 

 

 
            Commercial Banks - 4.7%      
   

Banco Santander S.A.

 
    400,000    

3.13%, 02/23/2023

    384,188  
    400,000    

3.85%, 04/12/2023

    396,938  
   

Bank of America Corp.

 
    740,000    

2.63%, 10/19/2020

    731,183  
    1,181,000    

3 mo. USD LIBOR + 1.040%,
3.42%, 12/20/2028(4)(5)

    1,109,031  
    450,000    

3 mo. USD LIBOR + 1.370%,
3.59%, 07/21/2028(5)

    428,693  
    635,000    

4.00%, 04/01/2024

    643,186  
    750,000    

4.20%, 08/26/2024

    751,335  
   

Bank of New York Mellon Corp.

 
    440,000    

2.15%, 02/24/2020

    434,186  
    200,000    

3.00%, 02/24/2025

    191,469  
    700,000    

Banque Federative du Credit Mutuel S.A.
2.75%, 10/15/2020(4)

    691,281  
    815,000    

Barclays plc
3.20%, 08/10/2021

    804,003  
   

BNP Paribas S.A.

 
    425,000    

2.40%, 12/12/2018

    425,393  
    390,000    

2.95%, 05/23/2022(4)

    379,123  
    405,000    

3.38%, 01/09/2025(4)

    387,692  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 17.0% - (continued)  
            Commercial Banks - 4.7% - (continued)      
  $       935,000    

3.50%, 11/16/2027(4)

  $ 880,920  
   

BPCE S.A.

 
    375,000    

2.50%, 12/10/2018

    374,768  
    250,000    

3.00%, 05/22/2022(4)

    243,210  
    800,000    

3.50%, 10/23/2027(4)

    747,854  
    725,000    

5.15%, 07/21/2024(4)

    749,718  
    575,000    

5.70%, 10/22/2023(4)

    611,159  
   

Capital One Financial Corp.

 
    615,000    

3.75%, 04/24/2024

    604,150  
    165,000    

4.20%, 10/29/2025

    161,186  
   

Citigroup, Inc.

 
    255,000    

2.50%, 07/29/2019

    253,920  
    1,000,000    

3 mo. USD LIBOR + 0.950%,
2.88%, 07/24/2023(5)

    967,262  
    170,000    

3 mo. USD LIBOR + 1.151%,
3.52%, 10/27/2028(5)

    160,350  
    925,000    

4.45%, 09/29/2027

    919,861  
    108,000    

5.30%, 05/06/2044

    115,030  
    59,000    

8.13%, 07/15/2039

    85,451  
    500,000    

Citizens Bank NA
2.55%, 05/13/2021

    489,203  
    675,000    

Compass Bank
2.75%, 09/29/2019

    671,480  
   

Credit Agricole S.A.

 
    360,000    

3.25%, 10/04/2024(4)

    342,237  
    250,000    

3.75%, 04/24/2023(4)

    247,962  
    500,000    

4.38%, 03/17/2025(4)

    492,572  
   

Credit Suisse AG

 
    250,000    

2.30%, 05/28/2019

    248,869  
    335,000    

3.63%, 09/09/2024

    332,010  
   

Credit Suisse Group AG

 
    850,000    

3.57%, 01/09/2023(4)

    838,348  
    250,000    

3 mo. USD LIBOR + 1.410%,
3.87%, 01/12/2029(4)(5)

    237,475  
    950,000    

Credit Suisse Group Funding Guernsey Ltd.
3.80%, 09/15/2022

    949,982  
   

Deutsche Bank AG

 
    700,000    

2.70%, 07/13/2020

    686,466  
    425,000    

3.15%, 01/22/2021

    417,425  
    670,000    

4.25%, 10/14/2021

    675,420  
    250,000    

Discover Bank
3.10%, 06/04/2020

    248,742  
    450,000    

Fifth Third Bancorp
2.88%, 10/01/2021

    443,670  
   

Goldman Sachs Group, Inc.

 
    530,000    

3 mo. USD LIBOR + 1.201%,
3.27%, 09/29/2025(5)

    504,059  
    1,325,000    

4.25%, 10/21/2025

    1,311,999  
    470,000    

6.25%, 02/01/2041

    567,135  
   

HSBC Holdings plc

 
    290,000    

3.40%, 03/08/2021

    290,782  
    1,755,000    

3.60%, 05/25/2023

    1,751,851  
    200,000    

3 mo. USD LIBOR + 1.546%,
4.04%, 03/13/2028(5)

    196,557  
   

Huntington National Bank

 
    535,000    

2.20%, 11/06/2018

    534,021  
    580,000    

2.40%, 04/01/2020

    572,124  
    720,000    

ING Groep N.V.
3.95%, 03/29/2027

    708,447  
   

JP Morgan Chase & Co.

 
    650,000    

3.25%, 09/23/2022

    643,459  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  26  

 


The Hartford Balanced Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 17.0% - (continued)  
            Commercial Banks - 4.7% - (continued)      
  $       180,000    

3.38%, 05/01/2023

  $ 176,251  
    230,000    

5.40%, 01/06/2042

    261,846  
    100,000    

6.30%, 04/23/2019

    103,526  
    550,000    

Korea Development Bank
2.50%, 03/11/2020

    541,774  
    100,000    

Macquarie Bank Ltd.
2.40%, 01/21/2020(4)

    98,657  
    920,000    

Macquarie Group Ltd.
4.15%, 03/27/2024(4)(6)

    916,006  
   

Morgan Stanley

 
    425,000    

2.50%, 01/24/2019

    424,767  
    320,000    

3.13%, 07/27/2026

    297,948  
    550,000    

3.63%, 01/20/2027

    530,457  
    875,000    

3.70%, 10/23/2024

    863,763  
    575,000    

4.10%, 05/22/2023

    578,809  
    550,000    

5.75%, 01/25/2021

    584,679  
    125,000    

National City Corp.
6.88%, 05/15/2019

    130,142  
    1,795,000    

NBK SPC Ltd.
2.75%, 05/30/2022(4)

    1,714,045  
    625,000    

PNC Bank NA
3.10%, 10/25/2027

    588,809  
   

Santander Holdings USA, Inc.

 
    205,000    

3.40%, 01/18/2023

    198,625  
    1,095,000    

3.70%, 03/28/2022

    1,085,373  
   

Santander UK plc

 
    640,000    

2.50%, 03/14/2019

    638,590  
    625,000    

5.00%, 11/07/2023(4)

    641,547  
    575,000    

Skandinaviska Enskilda Banken AB
2.45%, 05/27/2020(4)

    566,484  
    615,000    

Societe Generale S.A.
3.25%, 01/12/2022(4)

    605,542  
    200,000    

SunTrust Bank
3.30%, 05/15/2026

    189,302  
    165,000    

U.S. Bancorp
3.70%, 01/30/2024

    166,440  
    540,000    

UBS AG
2.20%, 06/08/2020(4)

    528,681  
   

UBS Group Funding Switzerland AG

 
    785,000    

2.95%, 09/24/2020(4)

    777,690  
    550,000    

3.00%, 04/15/2021(4)

    542,758  
    1,794,000    

Wells Fargo & Co.
4.48%, 01/16/2024

    1,823,740  
     

 

 

 
        44,611,086  
     

 

 

 
            Commercial Services - 0.3%      
   

Catholic Health Initiatives

 
    155,000    

2.60%, 08/01/2018

    155,039  
    597,000    

2.95%, 11/01/2022

    576,010  
    70,000    

4.35%, 11/01/2042

    64,056  
   

ERAC USA Finance LLC

 
    140,000    

2.35%, 10/15/2019(4)

    138,509  
    510,000    

4.50%, 08/16/2021(4)

    526,309  
    550,000    

5.63%, 03/15/2042(4)

    611,926  
    730,000    

Total System Services, Inc.
3.80%, 04/01/2021

    733,402  
     

 

 

 
        2,805,251  
     

 

 

 
            Diversified Financial Services - 0.3%      
   

Capital One Bank USA NA

 
    345,000    

2.15%, 11/21/2018

    344,210  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 17.0% - (continued)  
            Diversified Financial Services - 0.3% - (continued)  
  $       700,000    

3.38%, 02/15/2023

  $ 679,339  
    575,000    

CDP Financial, Inc.
4.40%, 11/25/2019(4)

    588,223  
    655,000    

LeasePlan Corp. N.V.
2.88%, 01/22/2019(4)

    653,364  
   

Synchrony Financial

 
    130,000    

2.60%, 01/15/2019

    129,772  
    490,000    

2.70%, 02/03/2020

    483,915  
    400,000    

3.00%, 08/15/2019

    399,094  
     

 

 

 
        3,277,917  
     

 

 

 
            Electric - 1.9%      
    1,410,000    

American Electric Power Co., Inc.
3.20%, 11/13/2027

    1,322,009  
    335,000    

Berkshire Hathaway Energy Co.
4.50%, 02/01/2045

    346,428  
    1,230,000    

Cleveland Electric Illuminating Co.
3.50%, 04/01/2028(4)

    1,163,748  
   

Dominion Energy, Inc.

 
    559,000    

3.63%, 12/01/2024

    549,940  
    510,000    

4.10%, 04/01/2021(7)

    517,579  
    320,000    

Dominion Energy, Inc.
2.96%, 07/01/2019(7)

    319,100  
    275,000    

Duke Energy Carolinas LLC
6.10%, 06/01/2037

    343,330  
   

Duke Energy Corp.

 
    105,000    

2.65%, 09/01/2026

    95,168  
    550,000    

3.05%, 08/15/2022

    539,651  
   

Electricite de France S.A.

 
    85,000    

4.88%, 01/22/2044(4)

    88,147  
    525,000    

10 year USD Swap + 3.041%,
5.63%, 01/22/2024(4)(5)(8)

    525,656  
    110,000    

Emera U.S. Finance L.P.
2.70%, 06/15/2021

    107,149  
    190,000    

Entergy Corp.
2.95%, 09/01/2026

    174,584  
    360,000    

Eversource Energy
2.90%, 10/01/2024

    342,356  
    505,000    

Fortis, Inc.
3.06%, 10/04/2026

    463,198  
    325,000    

Georgia Power Co.
5.95%, 02/01/2039

    394,432  
    425,000    

Indianapolis Power and Light Co.
6.60%, 06/01/2037(4)

    542,594  
    205,000    

Infraestructura Energetica Nova S.A.B. de C.V.
4.88%, 01/14/2048(4)

    187,063  
    555,000    

NextEra Energy Capital Holdings, Inc.
3.55%, 05/01/2027

    533,231  
    550,000    

Oglethorpe Power Corp.
5.25%, 09/01/2050

    591,063  
   

Oncor Electric Delivery Co. LLC

 
    115,000    

2.95%, 04/01/2025

    110,170  
    340,000    

4.10%, 06/01/2022

    348,542  
   

Pacific Gas & Electric Co.

 
    135,000    

3.85%, 11/15/2023

    134,991  
    17,000    

4.30%, 03/15/2045

    16,123  
    20,000    

4.75%, 02/15/2044

    20,212  
    380,000    

5.13%, 11/15/2043

    402,022  
    475,000    

5.40%, 01/15/2040

    523,999  
    346,000    

5.80%, 03/01/2037

    393,303  
    100,000    

6.05%, 03/01/2034

    117,478  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  27  

 


The Hartford Balanced Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 17.0% - (continued)  
            Electric - 1.9% - (continued)      
  $       15,000    

6.25%, 03/01/2039

  $ 18,181  
    20,000    

6.35%, 02/15/2038

    24,081  
   

SCANA Corp.

 
    631,000    

4.13%, 02/01/2022

    621,828  
    1,085,000    

4.75%, 05/15/2021

    1,099,292  
    1,110,000    

6.25%, 04/01/2020

    1,151,701  
   

South Carolina Electric & Gas Co.

 
    50,000    

4.35%, 02/01/2042

    47,736  
    105,000    

4.60%, 06/15/2043

    104,536  
    370,000    

6.05%, 01/15/2038

    427,682  
    750,000    

Southern California Edison Co.
5.55%, 01/15/2037

    886,672  
   

Southern Co.

 
    575,000    

2.75%, 06/15/2020

    569,721  
    605,000    

2.95%, 07/01/2023

    583,074  
   

State Grid Overseas Investment Ltd.

 
    380,000    

2.75%, 05/07/2019(4)

    378,662  
    520,000    

2.75%, 05/04/2022(4)

    503,338  
    520,000    

3.50%, 05/04/2027(4)

    495,439  
     

 

 

 
        18,125,209  
     

 

 

 
            Engineering & Construction - 0.1%      
    505,000    

Mexico City Airport Trust
5.50%, 07/31/2047(4)

    448,819  
   

SBA Tower Trust

 
    355,000    

2.88%, 07/10/2046(4)

    348,429  
    300,000    

3.45%, 03/15/2048(4)

    297,686  
     

 

 

 
        1,094,934  
     

 

 

 
            Food - 0.4%      
   

Kraft Heinz Foods Co.

 
    840,000    

3.00%, 06/01/2026

    762,576  
    485,000    

3.50%, 07/15/2022

    481,112  
    520,000    

4.38%, 06/01/2046

    467,856  
   

Kroger Co.

 
    125,000    

3.30%, 01/15/2021

    125,111  
    525,000    

3.85%, 08/01/2023

    525,745  
    780,000    

4.00%, 02/01/2024

    783,042  
    510,000    

Sigma Alimentos S.A. de C.V.
4.13%, 05/02/2026(4)

    484,500  
     

 

 

 
        3,629,942  
     

 

 

 
            Forest Products & Paper - 0.1%      
    750,000    

International Paper Co.
3.65%, 06/15/2024

    738,084  
     

 

 

 
            Gas - 0.1%      
    125,000    

Boston Gas Co.
3.15%, 08/01/2027(4)

    118,764  
    359,000    

CenterPoint Energy Resources Corp.
4.50%, 01/15/2021

    368,492  
    560,000    

KeySpan Gas East Corp.
2.74%, 08/15/2026(4)

    516,379  
     

 

 

 
        1,003,635  
     

 

 

 
            Healthcare-Products - 0.1%      
   

Medtronic, Inc.

 
    110,000    

2.50%, 03/15/2020

    109,330  
    405,000    

3.15%, 03/15/2022

    404,086  
    245,000    

3.50%, 03/15/2025

    242,573  
    65,000    

3.63%, 03/15/2024

    65,208  
    43,000    

4.38%, 03/15/2035

    44,576  
     

 

 

 
        865,773  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 17.0% - (continued)  
            Healthcare-Services - 0.7%      
  $       495,000    

Aetna, Inc.
2.80%, 06/15/2023

  $ 472,581  
   

Anthem, Inc.

 
    631,000    

3.30%, 01/15/2023

    620,693  
    130,000    

4.10%, 03/01/2028

    127,467  
    175,000    

4.38%, 12/01/2047

    164,103  
    225,000    

4.65%, 08/15/2044

    222,041  
    40,000    

Ascension Health
4.85%, 11/15/2053

    45,105  
    305,000    

Catholic Health Initiatives
4.20%, 08/01/2023

    309,642  
   

Dignity Health

 
    35,000    

2.64%, 11/01/2019

    34,753  
    214,000    

3.81%, 11/01/2024

    211,886  
    552,000    

4.50%, 11/01/2042

    523,906  
    715,000    

Humana, Inc.
2.90%, 12/15/2022

    694,955  
    120,000    

Kaiser Foundation Hospitals
3.50%, 04/01/2022

    120,802  
    120,000    

Memorial Sloan-Kettering Cancer Center
4.20%, 07/01/2055

    121,154  
    805,000    

Mercy Health
3.56%, 08/01/2027

    780,436  
   

Orlando Health OBL Group

 
    160,000    

3.78%, 10/01/2028

    158,169  
    45,000    

4.09%, 10/01/2048

    44,190  
    185,000    

Providence St Joseph Health Obligated Group
3.93%, 10/01/2048

    175,854  
    720,000    

SSM Health Care Corp.
3.82%, 06/01/2027

    713,955  
    125,000    

Stanford Health Care
3.80%, 11/15/2048

    120,824  
   

UnitedHealth Group, Inc.

 
    220,000    

3.35%, 07/15/2022

    220,314  
    340,000    

3.75%, 07/15/2025

    339,944  
     

 

 

 
        6,222,774  
     

 

 

 
            Household Products - 0.1%      
    784,344    

Procter & Gamble Co.
9.36%, 01/01/2021

    850,344  
     

 

 

 
            Insurance - 0.4%      
    415,000    

Berkshire Hathaway, Inc.
2.75%, 03/15/2023

    404,471  
   

Chubb INA Holdings, Inc.

 
    120,000    

2.30%, 11/03/2020

    117,824  
    185,000    

3.35%, 05/15/2024

    182,645  
    115,000    

Five Corners Funding Trust
4.42%, 11/15/2023(4)

    118,802  
    515,000    

Jackson National Life Global Funding
3.25%, 01/30/2024(4)

    504,091  
    100,000    

Liberty Mutual Group, Inc.
4.25%, 06/15/2023(4)

    101,416  
    165,000    

Loews Corp.
2.63%, 05/15/2023

    158,191  
   

MetLife, Inc.

 
    485,000    

3.60%, 04/10/2024

    485,208  
    160,000    

4.88%, 11/13/2043

    169,544  
   

Prudential Financial, Inc.

 
    200,000    

3.50%, 05/15/2024

    199,331  
    300,000    

4.50%, 11/15/2020

    309,769  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  28  

 


The Hartford Balanced Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 17.0% - (continued)  
            Insurance - 0.4% - (continued)      
  $       100,000    

Teachers Insurance & Annuity Association of America
4.90%, 09/15/2044(4)

  $ 107,324  
    645,000    

Trinity Acquisition plc
4.40%, 03/15/2026

    645,773  
     

 

 

 
        3,504,389  
     

 

 

 
            Internet - 0.3%      
   

Alibaba Group Holding Ltd.

 
    370,000    

3.40%, 12/06/2027

    348,351  
    1,030,000    

3.60%, 11/28/2024

    1,012,897  
   

Amazon.com, Inc.

 
    285,000    

2.50%, 11/29/2022

    276,714  
    240,000    

2.80%, 08/22/2024(4)

    230,989  
    195,000    

4.25%, 08/22/2057(4)

    193,142  
    530,000    

4.80%, 12/05/2034

    584,457  
    100,000    

4.95%, 12/05/2044

    112,923  
    445,000    

Tencent Holdings Ltd.
3.60%, 01/19/2028(4)

    422,883  
     

 

 

 
        3,182,356  
     

 

 

 
            IT Services - 0.1%      
   

Apple, Inc.

 
    25,000    

2.45%, 08/04/2026

    22,957  
    300,000    

2.85%, 05/06/2021

    299,154  
    225,000    

3.00%, 02/09/2024

    220,210  
    170,000    

3.25%, 02/23/2026

    165,788  
    270,000    

3.45%, 05/06/2024

    269,750  
    35,000    

4.45%, 05/06/2044

    36,405  
     

 

 

 
        1,014,264  
     

 

 

 
            Lodging - 0.0%      
    450,000    

Marriott International, Inc.
2.88%, 03/01/2021

    445,548  
     

 

 

 
            Machinery-Construction & Mining - 0.1%      
    400,000    

Caterpillar Financial Services Corp.
3.30%, 06/09/2024

    394,442  
    170,000    

Caterpillar, Inc.
3.40%, 05/15/2024

    168,802  
     

 

 

 
        563,244  
     

 

 

 
            Media - 0.7%      
   

21st Century Fox America, Inc.

 
    180,000    

4.00%, 10/01/2023

    182,891  
    220,000    

4.50%, 02/15/2021

    227,110  
    300,000    

4.75%, 09/15/2044

    318,146  
   

Charter Communications Operating LLC / Charter Communications Operating Capital

 
    210,000    

5.38%, 05/01/2047

    197,680  
    65,000    

6.48%, 10/23/2045

    69,672  
   

Comcast Corp.

 
    450,000    

3.13%, 07/15/2022

    446,915  
    158,000    

4.05%, 11/01/2052

    143,884  
    450,000    

4.40%, 08/15/2035

    453,666  
    34,000    

6.40%, 05/15/2038

    42,678  
   

Cox Communications, Inc.

 
    35,000    

4.60%, 08/15/2047(4)

    32,935  
    920,000    

4.80%, 02/01/2035(4)

    903,570  
   

Sky plc

 
    200,000    

2.63%, 09/16/2019(4)

    198,883  
    920,000    

3.75%, 09/16/2024(4)

    919,442  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 17.0% - (continued)  
            Media - 0.7% - (continued)      
   

Time Warner Cable LLC

 
  $       80,000    

6.55%, 05/01/2037

  $ 88,334  
    60,000    

7.30%, 07/01/2038

    70,551  
    106,000    

8.25%, 04/01/2019

    111,065  
    5,000    

8.75%, 02/14/2019

    5,220  
    30,000    

Time Warner Entertainment Co., L.P.
8.38%, 03/15/2023

    35,332  
    950,000    

Time Warner, Inc.
3.60%, 07/15/2025

    918,358  
   

Viacom, Inc.

 
    145,000    

3.88%, 12/15/2021

    146,410  
    875,000    

4.25%, 09/01/2023

    879,837  
     

 

 

 
        6,392,579  
     

 

 

 
            Mining - 0.1%      
    725,000    

Glencore Finance Canada Ltd.
4.25%, 10/25/2022(4)

    731,155  
     

 

 

 
            Miscellaneous Manufacturing - 0.1%      
    280,000    

Pentair Finance S.a.r.l.
2.90%, 09/15/2018

    280,171  
    850,000    

Siemens Financieringsmaatschappij N.V.
3.13%, 03/16/2024(4)

    831,142  
     

 

 

 
        1,111,313  
     

 

 

 
            Oil & Gas - 0.9%      
    495,000    

Anadarko Petroleum Corp.
4.85%, 03/15/2021

    512,761  
    450,000    

BG Energy Capital plc
4.00%, 10/15/2021(4)

    458,496  
   

BP Capital Markets plc

 
    130,000    

3.25%, 05/06/2022

    129,686  
    570,000    

3.81%, 02/10/2024

    577,134  
    25,000    

3.99%, 09/26/2023

    25,656  
    575,000    

4.75%, 03/10/2019

    585,337  
   

ConocoPhillips Co.

 
    215,000    

3.35%, 05/15/2025

    210,366  
    15,000    

4.30%, 11/15/2044

    15,505  
    40,000    

4.95%, 03/15/2026

    43,154  
    265,000    

Marathon Oil Corp.
2.70%, 06/01/2020

    261,091  
    360,000    

Noble Energy, Inc.
4.15%, 12/15/2021

    365,989  
   

Petroleos Mexicanos

 
    80,000    

5.38%, 03/13/2022

    82,824  
    1,300,000    

5.50%, 01/21/2021

    1,341,600  
    75,000    

6.35%, 02/12/2048(4)

    68,775  
    1,100,000    

6.75%, 09/21/2047

    1,061,940  
    755,000    

Pioneer Natural Resources Co.
7.50%, 01/15/2020

    808,582  
   

Shell International Finance B.V.

 
    190,000    

3.25%, 05/11/2025

    186,911  
    200,000    

4.38%, 03/25/2020

    205,785  
    890,000    

Sinopec Group Overseas Development Ltd.
2.50%, 04/28/2020(4)

    875,006  
   

Statoil ASA

 
    70,000    

2.25%, 11/08/2019

    69,391  
    30,000    

2.45%, 01/17/2023

    28,850  
    30,000    

2.65%, 01/15/2024

    28,808  
    95,000    

2.75%, 11/10/2021

    93,936  
    355,000    

2.90%, 11/08/2020

    354,999  
    35,000    

3.25%, 11/10/2024

    34,418  
    5,000    

3.70%, 03/01/2024

    5,064  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  29  

 


The Hartford Balanced Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 17.0% - (continued)  
            Oil & Gas - 0.9% - (continued)      
  $       325,000    

Total Capital International S.A.
2.70%, 01/25/2023

  $ 314,814  
     

 

 

 
        8,746,878  
     

 

 

 
            Oil & Gas Services - 0.0%      
    250,000    

Schlumberger Holdings Corp.
3.00%, 12/21/2020(4)

    248,615  
     

 

 

 
            Pharmaceuticals - 1.1%      
    775,000    

AbbVie, Inc.
1.80%, 05/14/2018

    774,876  
   

Allergan Funding SCS

 
    300,000    

3.00%, 03/12/2020

    297,970  
    450,000    

3.45%, 03/15/2022

    442,469  
    975,000    

3.80%, 03/15/2025

    937,012  
    340,000    

4.55%, 03/15/2035

    320,184  
    125,000    

4.85%, 06/15/2044

    120,204  
   

Allergan Sales LLC

 
    121,000    

4.88%, 02/15/2021(4)

    124,785  
    225,000    

5.00%, 12/15/2021(4)

    233,285  
   

Cardinal Health, Inc.

 
    195,000    

2.40%, 11/15/2019

    192,936  
    230,000    

3.08%, 06/15/2024

    217,681  
    730,000    

3.50%, 11/15/2024

    706,696  
    200,000    

4.50%, 11/15/2044

    192,016  
    1,035,000    

CVS Health Corp.
4.10%, 03/25/2025

    1,031,276  
    705,000    

EMD Finance LLC
2.95%, 03/19/2022(4)

    691,048  
    315,000    

Express Scripts Holding Co.
2.25%, 06/15/2019

    312,484  
   

McKesson Corp.

 
    25,000    

2.85%, 03/15/2023

    23,978  
    535,000    

3.80%, 03/15/2024

    531,228  
   

Merck & Co., Inc.

 
    430,000    

2.75%, 02/10/2025

    411,212  
    315,000    

2.80%, 05/18/2023

    307,676  
    125,000    

4.15%, 05/18/2043

    127,592  
   

Mylan, Inc.

 
    460,000    

4.55%, 04/15/2028(4)

    447,192  
    195,000    

5.20%, 04/15/2048(4)

    189,031  
    225,000    

Teva Pharmaceutical Finance Co. B.V.
3.65%, 11/10/2021

    209,269  
    1,865,000    

Teva Pharmaceutical Finance Netherlands B.V.
2.80%, 07/21/2023

    1,564,579  
     

 

 

 
        10,406,679  
     

 

 

 
            Pipelines - 0.6%      
    95,000    

Andeavor Logistics L.P. / Tesoro Logistics Finance Corp.
3.50%, 12/01/2022

    93,458  
   

Columbia Pipeline Group, Inc.

 
    225,000    

2.45%, 06/01/2018

    224,968  
    400,000    

4.50%, 06/01/2025

    403,438  
    214,000    

Energy Transfer L.P.
7.60%, 02/01/2024

    240,578  
    340,000    

Energy Transfer L.P. / Regency Energy Finance Corp.
4.50%, 11/01/2023

    342,524  
    250,000    

Enterprise Products Operating LLC
3.95%, 02/15/2027

    248,998  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 17.0% - (continued)  
            Pipelines - 0.6% - (continued)      
   

Kinder Morgan Energy Partners L.P.

 
  $       419,000    

4.25%, 09/01/2024

  $ 418,166  
    275,000    

4.30%, 05/01/2024

    274,877  
    750,000    

MPLX L.P.
4.00%, 03/15/2028

    721,601  
    977,000    

Phillips 66 Partners L.P.
3.61%, 02/15/2025

    946,003  
   

Sunoco Logistics Partners Operations L.P.

 
    300,000    

3.90%, 07/15/2026

    282,721  
    130,000    

4.40%, 04/01/2021

    132,371  
    400,000    

5.35%, 05/15/2045

    369,554  
    780,000    

Western Gas Partners L.P.
4.00%, 07/01/2022

    772,976  
     

 

 

 
        5,472,233  
     

 

 

 
            Real Estate - 0.1%      
    650,000    

WEA Finance LLC / Westfield UK & Europe Finance plc
2.70%, 09/17/2019(4)

    645,551  
     

 

 

 
            Real Estate Investment Trusts - 0.4%      
   

American Tower Corp.

 
    450,000    

3.45%, 09/15/2021

    448,776  
    150,000    

4.40%, 02/15/2026

    149,347  
    240,000    

5.00%, 02/15/2024

    251,394  
    150,000    

AvalonBay Communities, Inc.
3.63%, 10/01/2020

    151,295  
    785,000    

Brandywine Operating Partnership L.P.
3.95%, 11/15/2027

    748,133  
   

Crown Castle International Corp.

 
    265,000    

3.65%, 09/01/2027

    248,403  
    215,000    

3.80%, 02/15/2028

    204,220  
    425,000    

DDR Corp.
4.63%, 07/15/2022

    437,151  
    670,000    

HCP, Inc.
4.00%, 06/01/2025

    658,442  
    345,000    

Scentre Group Trust
2.38%, 11/05/2019(4)

    341,148  
     

 

 

 
        3,638,309  
     

 

 

 
            Retail - 0.3%      
   

AutoZone, Inc.

 
    200,000    

3.13%, 07/15/2023

    194,727  
    355,000    

3.70%, 04/15/2022

    357,510  
   

CVS Health Corp.

 
    450,000    

3.88%, 07/20/2025

    442,869  
    695,000    

4.00%, 12/05/2023

    700,030  
    160,000    

4.88%, 07/20/2035

    163,272  
    215,000    

5.13%, 07/20/2045

    223,313  
    600,000    

Lowe’s Cos., Inc.
4.63%, 04/15/2020

    615,383  
     

 

 

 
        2,697,104  
     

 

 

 
            Semiconductors - 0.1%      
    570,000    

Broadcom Corp. / Broadcom Cayman Finance Ltd.
3.63%, 01/15/2024

    553,756  
     

 

 

 
            Software - 0.2%      
   

Microsoft Corp.

 
    475,000    

2.40%, 08/08/2026

    437,223  
    610,000    

2.88%, 02/06/2024

    594,566  
    365,000    

3.70%, 08/08/2046

    350,204  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  30  

 


The Hartford Balanced Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 17.0% - (continued)  
            Software - 0.2% - (continued)      
  $       915,000    

Oracle Corp.
3.25%, 11/15/2027

  $ 879,711  
     

 

 

 
        2,261,704  
     

 

 

 
            Telecommunications - 0.6%      
    775,000    

America Movil S.A.B. de C.V.
3.13%, 07/16/2022

    759,316  
   

AT&T, Inc.

 
    65,000    

3.95%, 01/15/2025

    64,457  
    500,000    

4.10%, 02/15/2028(4)

    485,193  
    460,000    

4.45%, 04/01/2024

    471,158  
    431,000    

4.50%, 03/09/2048

    385,036  
    215,000    

4.75%, 05/15/2046

    200,240  
    3,000    

5.35%, 09/01/2040

    3,063  
    165,000    

GTP Acquisition Partners I LLC
2.35%, 06/15/2045(4)

    162,633  
   

Orange S.A.

 
    650,000    

4.13%, 09/14/2021

    669,205  
    200,000    

9.00%, 03/01/2031

    285,817  
    835,000    

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
4.74%, 03/20/2025(4)

    843,350  
   

Verizon Communications, Inc.

 
    450,000    

2.95%, 03/15/2022

    441,649  
    45,000    

3.45%, 03/15/2021

    45,303  
    1,266,000    

4.52%, 09/15/2048

    1,174,144  
    130,000    

4.75%, 11/01/2041

    126,997  
    93,000    

4.81%, 03/15/2039

    92,066  
     

 

 

 
        6,209,627  
     

 

 

 
            Transportation - 0.2%      
   

FedEx Corp.

 
    80,000    

2.70%, 04/15/2023

    77,115  
    280,000    

4.90%, 01/15/2034

    297,211  
    300,000    

5.10%, 01/15/2044

    322,420  
   

Penske Truck Leasing Co. L.P. / PTL Finance Corp.

 
    405,000    

3.20%, 07/15/2020(4)

    404,235  
    400,000    

3.38%, 02/01/2022(4)

    396,339  
    730,000    

3.95%, 03/10/2025(4)

    722,495  
     

 

 

 
        2,219,815  
     

 

 

 
            Water - 0.0%      
    240,000    

American Water Capital Corp.
2.95%, 09/01/2027

    224,915  
     

 

 

 
   

Total Corporate Bonds
(cost $163,901,804)

  $ 161,370,006  
     

 

 

 
     
FOREIGN GOVERNMENT OBLIGATIONS - 0.8%  
            Japan - 0.1%      
   

Japan Bank for International Cooperation

 
  $       510,000    

2.13%, 06/01/2020

  $ 501,554  
    776,000    

2.13%, 07/21/2020

    762,376  
     

 

 

 
        1,263,930  
     

 

 

 
            Mexico - 0.1%      
    372,000    

Mexico Government International Bond
4.00%, 10/02/2023

    375,720  
     

 

 

 
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 0.8% - (continued)  
            Qatar - 0.4%      
   

Qatar Government International Bond

 
  $       2,320,000    

2.38%, 06/02/2021(4)

  $ 2,235,923  
    565,000    

3.88%, 04/23/2023(4)

    562,655  
    270,000    

5.10%, 04/23/2048(4)

    267,611  
    660,000    

5.25%, 01/20/2020(4)

    680,196  
     

 

 

 
        3,746,385  
     

 

 

 
            Saudi Arabia - 0.1%      
   

Saudi Government International Bond

 
    265,000    

2.38%, 10/26/2021(4)

    253,992  
    660,000    

2.88%, 03/04/2023(4)

    629,586  
    350,000    

4.00%, 04/17/2025(4)

    345,008  
     

 

 

 
        1,228,586  
     

 

 

 
            South Korea - 0.1%      
    680,000    

Export-Import Bank of Korea
1.75%, 05/26/2019

    670,285  
     

 

 

 
   

Total Foreign Government Obligations
(cost $7,408,739)

  $ 7,284,906  
     

 

 

 
     
MUNICIPAL BONDS - 1.1%  
            General - 0.4%      
   

Chicago, IL, Transit Auth

 
  $       475,000    

6.30%, 12/01/2021

  $ 502,854  
    600,000    

6.90%, 12/01/2040

    784,398  
    140,000    

City of Sacramento CA
6.42%, 08/01/2023

    156,414  
    280,000    

Kansas Dev. Finance Auth
5.37%, 05/01/2026

    299,281  
    395,000    

Kansas, Development FA
4.93%, 04/15/2045

    425,628  
   

New Jersey State, Econ DA

 
    570,000    

3.80%, 06/15/2018

    570,485  
    125,000    

3.88%, 06/15/2019

    125,798  
    1,020,000    

New York State Urban Development Corp.
2.10%, 03/15/2022

    1,000,028  
    240,000    

San Jose Redev. Agcy. Successor Agcy.
3.38%, 08/01/2034

    228,847  
     

 

 

 
        4,093,733  
     

 

 

 
            General Obligation - 0.4%      
   

California State, GO Taxable

 
    525,000    

7.35%, 11/01/2039

    754,897  
    130,000    

7.55%, 04/01/2039

    194,247  
    130,000    

Chicago, IL, Metropolitan Water Reclamation GO
5.72%, 12/01/2038

    159,435  
    1,475,000    

Illinois State, GO
5.10%, 06/01/2033

    1,374,390  
    840,000    

State of Connecticut
2.99%, 01/15/2023

    812,482  
     

 

 

 
        3,295,451  
     

 

 

 
            Medical - 0.1%      
   

University of California, Regents MedCenter Pooled Rev

 
    150,000    

6.55%, 05/15/2048

    201,967  
    190,000    

6.58%, 05/15/2049

    255,368  
     

 

 

 
        457,335  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  31  

 


The Hartford Balanced Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 1.1% - (continued)  
            Power - 0.0%      
  $       100,000    

New York, Utility Debt Securitization Auth
3.44%, 12/15/2025

  $ 100,376  
     

 

 

 
            Transportation - 0.2%      
    350,000    

Illinois State Toll Highway Auth, Taxable Rev
6.18%, 01/01/2034

    436,422  
    255,000    

Maryland State Transportation Auth
5.89%, 07/01/2043

    323,421  
   

New York and New Jersey PA, Taxable Rev

 
    140,000    

4.81%, 10/15/2065

    158,770  
    185,000    

5.86%, 12/01/2024

    212,260  
    115,000    

6.04%, 12/01/2029

    140,591  
    285,000    

North Texas Tollway Auth Rev
6.72%, 01/01/2049

    405,692  
     

 

 

 
        1,677,156  
     

 

 

 
            Utility - Electric - 0.0%      
    365,000    

Municipal Electric Auth Georgia
6.64%, 04/01/2057

    447,581  
     

 

 

 
   

Total Municipal Bonds
(cost $9,567,767)

  $ 10,071,632  
     

 

 

 
     
U.S. GOVERNMENT AGENCIES - 0.1%  
            Mortgage-Backed Agencies - 0.1%      
            FHLMC - 0.0%      
  $       36,735    

FHLMC

  $ 37,757  
     

 

 

 
            FNMA - 0.0%      
   

FNMA

 
    14,845    

4.50%, 04/01/2041

    15,626  
    429,039    

1 mo. USD LIBOR + 0.400%, 2.22%, 10/25/2024(5)

    429,832  
     

 

 

 
        445,458  
     

 

 

 
            GNMA - 0.1%      
   

GNMA

 
    745    

6.00%, 11/20/2023

    815  
    1,128    

6.00%, 12/20/2023

    1,244  
    212    

6.00%, 01/20/2024

    232  
    706    

6.00%, 02/20/2024

    772  
    2,083    

6.00%, 06/20/2024

    2,276  
    233    

6.00%, 02/20/2026

    255  
    722    

6.00%, 02/20/2027

    790  
    193    

6.00%, 01/20/2028

    211  
    5,779    

6.00%, 02/20/2028

    6,329  
    8,265    

6.00%, 04/20/2028

    9,239  
    3,172    

6.00%, 06/15/2028

    3,563  
    21,055    

6.00%, 07/20/2028

    23,161  
    22,196    

6.00%, 08/20/2028

    24,838  
    5,495    

6.00%, 10/15/2028

    6,124  
    27,840    

6.00%, 11/15/2028

    31,074  
    22,549    

6.00%, 03/20/2029

    25,224  
    23,147    

6.00%, 09/20/2029

    25,805  
    23,094    

6.00%, 04/20/2030

    25,247  
    3,468    

6.00%, 06/20/2030

    3,795  
    2,347    

6.00%, 08/15/2034

    2,621  
    27    

6.50%, 04/15/2026

    30  
    31,795    

6.50%, 03/15/2028

    35,564  
    4,392    

6.50%, 05/15/2028

    4,913  
    19,624    

6.50%, 07/15/2028

    21,949  
    11,580    

6.50%, 10/15/2028

    12,953  
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 0.1% - (continued)  
            GNMA - 0.1% - (continued)      
  $       936    

6.50%, 12/15/2028

  $ 1,047  
    14,415    

6.50%, 01/15/2029

    16,123  
    11,454    

6.50%, 02/15/2029

    12,811  
    87,885    

6.50%, 03/15/2029

    98,300  
    13,737    

6.50%, 04/15/2029

    15,366  
    11,031    

6.50%, 05/15/2029

    12,339  
    9,519    

6.50%, 06/15/2029

    10,647  
    15,497    

6.50%, 02/15/2035

    17,334  
    35,325    

7.00%, 11/15/2031

    38,873  
    22,680    

7.00%, 03/15/2032

    25,034  
    181,062    

7.00%, 11/15/2032

    208,362  
    5,045    

7.00%, 01/15/2033

    5,731  
    17,357    

7.00%, 05/15/2033

    19,637  
    33,041    

7.00%, 07/15/2033

    37,051  
    49,197    

7.00%, 11/15/2033

    55,703  
    2,028    

8.00%, 12/15/2029

    2,058  
    3,264    

8.00%, 04/15/2030

    3,483  
    7,273    

8.00%, 05/15/2030

    7,370  
    625    

8.00%, 07/15/2030

    667  
    9,285    

8.00%, 08/15/2030

    9,568  
    13,500    

8.00%, 11/15/2030

    14,230  
    76,236    

8.00%, 02/15/2031

    81,123  
     

 

 

 
        961,881  
     

 

 

 
   

Total U.S. Government Agencies
(cost $1,346,708)

  $ 1,445,096  
     

 

 

 
     
U.S. GOVERNMENT SECURITIES - 7.8%  
            U.S. Treasury Securities - 7.8%      
            U.S. Treasury Bonds - 3.4%      
  $       5,720,000    

2.50%, 02/15/2045

  $ 5,102,866  
    590,000    

2.50%, 02/15/2046

    524,455  
    745,000    

2.50%, 05/15/2046

    661,682  
    865,000    

2.75%, 11/15/2042

    816,310  
    3,395,000    

2.75%, 08/15/2047

    3,168,490  
    2,437,000    

2.75%, 11/15/2047

    2,273,835  
    4,275,000    

2.88%, 05/15/2043

    4,120,532  
    625,000    

2.88%, 08/15/2045

    599,780  
    5,600,000    

2.88%, 11/15/2046

    5,365,500  
    500,000    

3.00%, 11/15/2044

    492,012  
    165,000    

3.00%, 02/15/2047

    162,016  
    1,715,000    

3.00%, 05/15/2047

    1,683,447  
    500,000    

3.00%, 02/15/2048

    490,742  
    2,167,500    

3.13%, 02/15/2043

    2,184,433  
    2,685,000    

3.13%, 08/15/2044(9)

    2,703,145  
    1,430,000    

3.38%, 05/15/2044

    1,503,567  
     

 

 

 
        31,852,812  
     

 

 

 
            U.S. Treasury Notes - 4.4%      
    8,971,460    

0.38%, 01/15/2027(10)

    8,691,471  
    1,470,000    

1.25%, 03/31/2021

    1,413,382  
    6,335,000    

1.38%, 08/31/2020

    6,166,232  
    2,220,000    

1.38%, 01/31/2021

    2,147,503  
    1,790,000    

1.50%, 04/15/2020

    1,755,948  
    2,845,000    

1.50%, 03/31/2023

    2,676,745  
    6,555,000    

1.63%, 07/31/2019

    6,495,339  
    7,515,000    

1.75%, 09/30/2019

    7,445,427  
    2,700,000    

1.88%, 03/31/2022

    2,615,414  
    2,525,000    

2.13%, 12/31/2022

    2,453,393  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  32  

 


The Hartford Balanced Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT SECURITIES - 7.8% - (continued)  
            U.S. Treasury Notes - 4.4% - (continued)      
  $       30,000    

2.25%, 11/15/2027

  $ 28,287  
     

 

 

 
        41,889,141  
     

 

 

 
   

Total U.S. Government Securities
(cost $74,883,487)

  $ 73,741,953  
     

 

 

 
   

Total Long-Term Investments
(cost $778,657,585)

  $ 916,359,986  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 3.0%  
            Other Investment Pools & Funds - 2.3%      
  $       21,578,897    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.62%(11)

  $ 21,578,897  
     

 

 

 
            U.S. Treasury Bills - 0.7%      
    6,600,000    

U.S. Treasury Bills
1.89%, 10/04/2018(12)

    6,544,659  
     

 

 

 
   

Total Short-Term Investments
(cost $28,125,558)

  $ 28,123,556  
     

 

 

 
   

Total Investments
(cost $806,783,143)

    99.7    $     944,483,542  
   

Other Assets and Liabilities

    0.3      2,900,440  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $     947,383,982  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  33  

 


The Hartford Balanced Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

 

     Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

 

     The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

     Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

     For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

* Non-income producing.

 

(1)  Investment valued using significant unobservable inputs.

 

(2)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited. At April 30, 2018, the aggregate value of these securities was $971,407, which represented 0.1% of total net assets.

 

(3)  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, the aggregate fair value of these securities was $971,407, 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.

 

(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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $80,044,391, which represented 8.4% of total net assets.

 

(5)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2018.

 

(6)  Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(7)  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(8)  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(9)  This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

 

(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)  Current yield as of period end.

 

(12)  The rate shown represents current yield to maturity.

 

Futures Contracts Outstanding at April 30, 2018  

Description

   Number of
Contracts
     Expiration
Date
     Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Short position contracts:

 

U.S. Treasury 10-Year Note Future

     94        06/20/2018      $     11,244,750      $     63,157  

U.S. Treasury 10-Year Ultra Future

     4        06/20/2018        511,563        368  

U.S. Treasury Ultra Bond Future

     1        06/20/2018        157,125        (2,658
           

 

 

 

Total

            $ 60,867  
           

 

 

 

Total futures contracts

            $ 60,867  
           

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  34  

 


The Hartford Balanced Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Currency Abbreviations:

USD

   United States Dollar
Other Abbreviations:

ADR

   American Depositary Receipt

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

REIT

   Real Estate Investment Trust
Municipal Abbreviations:

DA

   Development Authority

FA

   Finance Authority

GO

   General Obligation

PA

   Port Authority

Rev

   Revenue
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  35  

 


The Hartford Balanced Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

     Total     Level 1(1)     Level 2(1)      Level 3(1)  

Assets

 

Common Stocks

 

Banks

   $ 63,122,856     $ 63,122,856     $      $  

Capital Goods

     42,939,380       42,939,380               

Commercial & Professional Services

     5,503,746       5,503,746               

Consumer Durables & Apparel

     16,906,025       16,906,025               

Consumer Services

     14,626,390       14,626,390               

Diversified Financials

     12,435,077       6,718,143       5,716,934         

Energy

     42,104,096       42,104,096               

Food, Beverage & Tobacco

     25,056,306       17,862,950       7,193,356         

Health Care Equipment & Services

     41,958,677       34,834,753       7,123,924         

Household & Personal Products

     6,655,622       6,655,622               

Insurance

     25,907,788       25,907,788               

Materials

     18,045,148       18,045,148               

Media

     17,342,890       17,342,890               

Pharmaceuticals, Biotechnology & Life Sciences

     58,151,134       41,811,849       16,339,285         

Real Estate

     8,989,232       8,989,232               

Retailing

     37,933,838       36,962,431              971,407  

Semiconductors & Semiconductor Equipment

     39,942,727       39,942,727               

Software & Services

     79,280,954       79,280,954               

Technology Hardware & Equipment

     40,271,033       31,807,912       8,463,121         

Transportation

     11,242,292       11,242,292               

Utilities

     15,617,345       15,617,345               

Asset & Commercial Mortgage Backed Securities

     38,413,837             38,413,837         

Corporate Bonds

     161,370,006             161,370,006         

Foreign Government Obligations

     7,284,906             7,284,906         

Municipal Bonds

     10,071,632             10,071,632         

U.S. Government Agencies

     1,445,096             1,445,096         

U.S. Government Securities

     73,741,953             73,741,953         

Short-Term Investments

     28,123,556       21,578,897       6,544,659         

Futures Contracts(2)

     63,525       63,525               
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $     944,547,067     $     599,866,951     $     343,708,709      $     971,407  
  

 

 

   

 

 

   

 

 

    

 

 

 

Liabilities

 

Futures Contracts(2)

   $ (2,658   $ (2,658   $      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $ (2,658   $ (2,658   $      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

(2)  Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six-month period ended April 30, 2018 is not presented.

 

The accompanying notes are an integral part of these financial statements.

 

 

  36  

 


The Hartford Balanced Income Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
Common Stocks - 44.8%      
            Automobiles & Components - 0.3%      
    228,194    

Cie Generale des Etablissements Michelin SCA

  $ 32,089,295  
     

 

 

 
            Banks - 5.3%      
    445,018    

Bank of Nova Scotia

    27,350,806  
    1,604,442    

BB&T Corp.

    84,714,538  
    2,590,920    

JP Morgan Chase & Co.

    281,840,278  
    457,453    

PNC Financial Services Group, Inc.

    66,609,731  
    1,534,743    

US Bancorp

    77,427,784  
    2,025,416    

Wells Fargo & Co.

    105,240,616  
     

 

 

 
        643,183,753  
     

 

 

 
            Capital Goods - 2.1%      
    215,146    

3M Co.

    41,822,231  
    3,548,732    

BAE Systems plc

    29,774,627  
    434,924    

Caterpillar, Inc.

    62,785,629  
    1,178,773    

Eaton Corp. plc

    88,443,338  
    112,421    

Lockheed Martin Corp.

    36,069,154  
     

 

 

 
        258,894,979  
     

 

 

 
            Consumer Services - 0.2%      
    174,169    

McDonald’s Corp.

    29,162,857  
     

 

 

 
            Diversified Financials - 0.8%      
    107,043    

BlackRock, Inc.

    55,822,925  
    1,568,899    

Invesco Ltd.

    45,451,004  
     

 

 

 
        101,273,929  
     

 

 

 
            Energy - 6.9%      
    2,060,950    

Canadian Natural Resources Ltd.

    74,359,076  
    1,139,017    

Chevron Corp.

    142,502,417  
    1,074,861    

Exxon Mobil Corp.

    83,570,443  
    3,581,114    

Kinder Morgan, Inc.

    56,653,223  
    623,384    

Marathon Petroleum Corp.

    46,697,695  
    1,085,283    

Occidental Petroleum Corp.

    83,848,965  
    564,126    

Phillips 66

    62,792,865  
    971,886    

Schlumberger Ltd.

    66,632,504  
    3,874,847    

Suncor Energy, Inc.

    148,135,401  
    3,799,308    

TCEH Corp.*(1)(2)(3)

    4  
    1,885,773    

TransCanada Corp.

    79,957,539  
     

 

 

 
        845,150,132  
     

 

 

 
            Food & Staples Retailing - 0.5%      
    951,754    

Sysco Corp.

    59,522,695  
     

 

 

 
            Food, Beverage & Tobacco - 3.2%      
    1,145,758    

British American Tobacco plc

    62,841,937  
    865,402    

Coca-Cola Co.

    37,394,020  
    215,233    

Diageo plc ADR

    30,554,477  
    807,404    

Kraft Heinz Co.

    45,521,437  
    366,586    

Nestle S.A.

    28,399,446  
    442,505    

PepsiCo, Inc.

    44,666,455  
    1,746,206    

Philip Morris International, Inc.

    143,188,892  
     

 

 

 
        392,566,664  
     

 

 

 
            Health Care Equipment & Services - 1.3%      
    1,456,215    

Koninklijke Philips N.V.

    61,636,053  
    1,156,915    

Medtronic plc

    92,703,599  
     

 

 

 
        154,339,652  
     

 

 

 
            Household & Personal Products - 1.1%      
    251,659    

Procter & Gamble Co.

    18,205,012  
    2,080,026    

Unilever N.V.

    118,811,085  
     

 

 

 
        137,016,097  
     

 

 

 
Shares or Principal Amount   Market Value  
Common Stocks - 44.8% - (continued)      
            Insurance - 2.2%      
    524,654    

American International Group, Inc.

  $ 29,380,624  
    2,496,337    

MetLife, Inc.

    119,000,385  
    895,682    

Principal Financial Group, Inc.

    53,042,288  
    487,356    

Travelers Cos., Inc.

    64,136,049  
     

 

 

 
        265,559,346  
     

 

 

 
            Materials - 2.2%      
    1,913,776    

DowDuPont, Inc.

    121,027,194  
    1,153,222    

International Paper Co.

    59,460,126  
    285,149    

LyondellBasell Industries N.V. Class A

    30,148,804  
    1,158,267    

Nutrien Ltd.

    52,735,897  
     

 

 

 
        263,372,021  
     

 

 

 
            Media - 0.5%      
    2,032,528    

Comcast Corp. Class A

    63,801,054  
     

 

 

 
            Pharmaceuticals, Biotechnology & Life Sciences - 6.1%  
    1,352,364    

Bristol-Myers Squibb Co.

    70,498,735  
    1,408,157    

Eli Lilly & Co.

    114,159,288  
    1,361,520    

Johnson & Johnson

    172,218,665  
    1,535,669    

Merck & Co., Inc.

    90,404,834  
    984,435    

Novartis AG

    75,776,188  
    4,695,825    

Pfizer, Inc.

    171,914,153  
    259,209    

Roche Holding AG

    57,592,963  
     

 

 

 
        752,564,826  
     

 

 

 
            Real Estate - 0.5%      
    648,212    

Crown Castle International Corp. REIT

    65,385,144  
     

 

 

 
            Retailing - 0.5%      
    338,764    

Home Depot, Inc.

    62,603,587  
     

 

 

 
            Semiconductors & Semiconductor Equipment - 3.0%  
    1,237,970    

Analog Devices, Inc.

    108,136,679  
    116,797    

Broadcom, Inc.

    26,795,568  
    2,558,270    

Intel Corp.

    132,057,897  
    983,914    

Maxim Integrated Products, Inc.

    53,623,313  
    897,359    

QUALCOMM, Inc.

    45,774,283  
     

 

 

 
        366,387,740  
     

 

 

 
            Technology Hardware & Equipment - 1.4%  
    3,933,433    

Cisco Systems, Inc.

    174,211,748  
     

 

 

 
            Telecommunication Services - 1.7%      
    1,274,105    

BCE, Inc.

    54,072,184  
    3,074,711    

Verizon Communications, Inc.

    151,736,988  
     

 

 

 
        205,809,172  
     

 

 

 
            Transportation - 1.1%      
    924,851    

Union Pacific Corp.

    123,587,839  
    85,204    

United Parcel Service, Inc. Class B

    9,670,654  
     

 

 

 
        133,258,493  
     

 

 

 
            Utilities - 3.9%      
    899,598    

American Electric Power Co., Inc.

    62,953,868  
    1,321,795    

Dominion Energy, Inc.

    87,978,675  
    621,958    

Duke Energy Corp.

    49,856,153  
    342,935    

Edison International

    22,469,101  
    1,127,502    

Eversource Energy

    67,931,996  
    453,656    

NextEra Energy, Inc.

    74,358,755  
    565,230    

Sempra Energy

    63,192,714  
    1,025,669    

Xcel Energy, Inc.

    48,042,336  
     

 

 

 
        476,783,598  
     

 

 

 
   

Total Common Stocks
(cost $4,844,374,177)

  $ 5,482,936,782  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  37  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
PREFERRED STOCKS - 0.0%      
            Diversified Financials - 0.0%      
    29,500    

GMAC Capital Trust Series 2
3 mo. USD LIBOR + 5.785%, 7.62%(4)

  $ 784,405  
     

 

 

 
   

Total Preferred Stocks
(cost $773,012)

  $ 784,405  
     

 

 

 
     
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 0.6%  
            Asset-Backed - Home Equity - 0.1%  
   

GSAA Home Equity Trust

 

  $       1,609,196    

1 mo. USD LIBOR + 0.080%,
1.98%, 02/25/2037(4)

  $ 855,376  
    1,028,941    

1 mo. USD LIBOR + 0.090%,
1.99%, 12/25/2036(4)

    511,263  
    2,016,617    

1 mo. USD LIBOR + 0.180%,
2.08%, 11/25/2036(4)

    1,017,856  
    3,420,000    

Morgan Stanley Asset Backed Securities Capital I, Inc. Trust
1 mo. USD LIBOR + 1.250%,
3.15%, 07/25/2037(4)

    3,177,138  
    1,234,196    

Renaissance Home Equity Loan Trust
6.12%, 11/25/2036(5)

    767,506  
    1,995,000    

Soundview Home Loan Trust
1 mo. USD LIBOR + 0.250%,
2.15%, 11/25/2036(4)

    1,791,470  
     

 

 

 
        8,120,609  
     

 

 

 
            Commercial Mortgage - Backed Securities - 0.2%  
    14,999,000    

BBCMS Mortgage Trust
1 mo. USD LIBOR + 0.850%,
2.75%, 08/15/2036(4)(6)

    15,045,386  
    1,130,000    

Commercial Mortgage Pass-Through Certificates
4.91%, 10/15/2045(6)(7)

    952,615  
    270,000    

Commercial Mortgage Pass-Through Trust
4.75%, 10/15/2045(6)(7)

    175,719  
   

Commercial Mortgage Trust

 

    815,000    

4.40%, 07/10/2045(6)(7)

    695,708  
    380,000    

4.46%, 12/10/2045(6)(7)

    337,831  
    2,070,000    

4.73%, 10/15/2045(6)(7)

    811,434  
    7,730,000    

GS Mortgage Securities Corp. Trust
1 mo. USD LIBOR + 0.700%,
2.60%, 07/15/2032(4)(6)

    7,734,842  
   

GS Mortgage Securities Trust

 

    855,000    

4.91%, 11/10/2045(6)(7)

    816,041  
    1,000,000    

5.02%, 04/10/2047(6)(7)

    663,849  
   

JP Morgan Chase Commercial Mortgage Securities Trust

 

    500,000    

2.73%, 10/15/2045(6)(7)

    227,825  
    850,000    

5.59%, 08/15/2046(6)(7)

    832,395  
    1,085,599    

WF-RBS Commercial Mortgage Trust
3.02%, 11/15/2047(6)

    630,380  
     

 

 

 
        28,924,025  
     

 

 

 
            Whole Loan Collateral CMO - 0.3%  
   

Alternative Loan Trust

 

    2,553,782    

1 mo. USD LIBOR + 0.270%,
2.17%, 01/25/2036(4)

    2,451,576  
    162,693    

1 mo. USD LIBOR + 0.320%,
2.22%, 11/25/2035(4)

    146,713  
    1,535,305    

1 mo. USD LIBOR + 0.450%,
2.35%, 04/25/2035(4)

    1,418,984  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 0.6% - (continued)  
            Whole Loan Collateral CMO - 0.3% - (continued)  
  $       4,648,081    

12 mo. USD MTA + 1.350%,
2.73%, 08/25/2035(4)

  $ 4,074,326  
    705,614    

5.75%, 05/25/2036

    536,102  
    163,917    

6.00%, 05/25/2036

    135,474  
    791,992    

6.00%, 12/25/2036

    558,216  
    678,136    

Banc of America Funding Trust
5.77%, 05/25/2037(7)

    674,409  
    597,911    

Bear Stearns Adjustable Rate Mortgage Trust
1 year USD CMT + 2.300%,
3.52%, 10/25/2035(4)

    610,505  
   

Bear Stearns Alt-A Trust

 

    1,298,642    

1 mo. USD LIBOR + 0.320%,
2.22%, 08/25/2036(4)

    1,339,207  
    1,049,750    

1 mo. USD LIBOR + 0.480%,
2.38%, 02/25/2036(4)

    996,595  
    1,485,561    

Bear Stearns Mortgage Funding Trust
1 mo. USD LIBOR + 0.180%,
2.08%, 10/25/2036(4)

    1,384,453  
    485,540    

Chase Mortgage Finance Trust
5.50%, 11/25/2035

    462,107  
   

CHL Mortgage Pass-Through Trust

 

    1,365,570    

1 mo. USD LIBOR + 0.680%, 2.58%, 03/25/2035(4)

    1,260,230  
    2,404,754    

3.31%, 11/20/2035(7)

    2,185,858  
    505,389    

3.40%, 03/20/2036(7)

    462,830  
    384,551    

3.48%, 09/25/2047(7)

    359,665  
    333,472    

Credit Suisse First Boston Mortgage Securities Corp.
5.50%, 06/25/2035

    326,535  
   

Fannie Mae Connecticut Avenue Securities

 

    1,131,820    

1 mo. USD LIBOR + 4.900%,
6.80%, 11/25/2024(4)

    1,297,133  
    527,000    

1 mo. USD LIBOR + 6.000%,
7.90%, 09/25/2028(4)

    630,774  
    1,873,922    

GreenPoint Mortgage Funding Trust
12 mo. USD MTA + 1.400%,
2.78%, 10/25/2045(4)

    1,599,388  
    1,282,239    

GSR Mortgage Loan Trust
3.70%, 01/25/2036(7)

    1,264,713  
    3,234,992    

HarborView Mortgage Loan Trust
1 mo. USD LIBOR + 1.000%,
2.90%, 10/25/2037(4)

    2,551,695  
    2,766,041    

IndyMac IMSC Mortgage Loan Trust
1 mo. USD LIBOR + 0.150%,
2.05%, 03/25/2047(4)

    2,214,085  
   

JP Morgan Mortgage Trust

 

    185,986    

3.73%, 04/25/2037(7)

    180,858  
    2,317,231    

3.83%, 05/25/2036(7)

    2,306,055  
    608,693    

Residential Funding Mortgage Securities, Inc.
6.00%, 07/25/2037

    577,655  
    1,879,932    

Structured Asset Mortgage Investments Trust
1 mo. USD LIBOR + 0.230%,
2.13%, 02/25/2036(4)

    1,693,514  
    626,358    

Structured Asset Securities Corp.
5.75%, 06/25/2035

    604,103  
   

Wells Fargo Mortgage Backed Securities Trust

 
    443,895    

3.59%, 09/25/2036(7)

    441,176  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  38  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 0.6% - (continued)  
            Whole Loan Collateral CMO - 0.3% - (continued)  
  $       3,168,818    

3.66%, 04/25/2036(7)

  $ 3,211,219  
     

 

 

 
        37,956,153  
     

 

 

 
            Whole Loan Collateral PAC - 0.0%  
    428,268    

Alternative Loan Trust
1 mo. USD LIBOR + 0.500%,
2.40%, 12/25/2035(4)

    310,640  
     

 

 

 
   

Total Asset & Commercial Mortgage Backed Securities
(cost $73,685,664)

  $ 75,311,427  
     

 

 

 
     
CORPORATE BONDS - 45.8%  
            Aerospace/Defense - 0.6%  
  $       4,085,000    

BAE Systems Holdings, Inc.
3.80%, 10/07/2024(6)

  $ 4,074,349  
    4,220,000    

BAE Systems plc
4.75%, 10/11/2021(6)

    4,388,125  
   

DAE Funding LLC

 

    670,000    

4.50%, 08/01/2022(6)

    644,875  
    1,365,000    

5.00%, 08/01/2024(6)

    1,315,587  
    1,065,000    

Embraer S.A.
5.15%, 06/15/2022

    1,111,594  
   

Lockheed Martin Corp.

 

    250,000    

3.10%, 01/15/2023

    247,083  
    11,120,000    

3.55%, 01/15/2026

    10,959,181  
    5,800,000    

3.60%, 03/01/2035

    5,421,641  
    9,588,000    

4.09%, 09/15/2052

    9,119,609  
    6,025,000    

4.50%, 05/15/2036

    6,264,476  
    255,000    

Northrop Grumman Corp.
3.25%, 08/01/2023

    251,465  
    2,435,000    

Raytheon Co.
4.70%, 12/15/2041

    2,728,035  
   

United Technologies Corp.

 

    14,165,000    

2.80%, 05/04/2024

    13,325,840  
    3,465,000    

4.05%, 05/04/2047

    3,195,054  
    1,925,000    

4.50%, 06/01/2042

    1,900,014  
    1,890,000    

6.13%, 07/15/2038

    2,260,395  
     

 

 

 
        67,207,323  
     

 

 

 
            Agriculture - 0.6%  
   

Altria Group, Inc.

 

    9,750,000    

2.85%, 08/09/2022

    9,500,475  
    1,560,000    

4.25%, 08/09/2042

    1,463,821  
    1,640,000    

5.38%, 01/31/2044

    1,793,126  
   

BAT Capital Corp.

 

    255,000    

2.30%, 08/14/2020(6)

    249,487  
    8,900,000    

3.22%, 08/15/2024(6)

    8,456,644  
    13,225,000    

4.39%, 08/15/2037(6)

    12,680,253  
   

Imperial Brands Finance plc

 

    2,350,000    

2.95%, 07/21/2020(6)

    2,328,994  
    9,400,000    

3.50%, 02/11/2023(6)

    9,252,985  
    6,090,000    

3.75%, 07/21/2022(6)

    6,095,065  
   

Philip Morris International, Inc.

 

    245,000    

3.60%, 11/15/2023

    244,660  
    1,230,000    

4.13%, 03/04/2043

    1,165,566  
    4,545,000    

4.25%, 11/10/2044

    4,434,034  
    4,680,000    

4.50%, 03/20/2042

    4,684,880  
   

Reynolds American, Inc.

 

    8,500,000    

5.85%, 08/15/2045

    9,563,485  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
            Agriculture - 0.6% - (continued)  
  $       1,535,000    

6.15%, 09/15/2043

  $ 1,791,744  
     

 

 

 
        73,705,219  
     

 

 

 
            Airlines - 0.1%  
    2,692    

Continental Airlines, Inc.
6.90%, 10/19/2023

    2,805  
    8,840,000    

Delta Air Lines, Inc.
3.63%, 03/15/2022

    8,760,159  
    255,000    

Southwest Airlines Co.
2.75%, 11/16/2022

    246,949  
     

 

 

 
        9,009,913  
     

 

 

 
            Apparel - 0.1%  
   

NIKE, Inc.

 

    5,000,000    

3.38%, 11/01/2046

    4,482,663  
    1,940,000    

3.63%, 05/01/2043

    1,814,459  
     

 

 

 
        6,297,122  
     

 

 

 
            Auto Manufacturers - 0.3%  
   

Ford Motor Co.

 

    5,110,000    

4.75%, 01/15/2043

    4,554,711  
    3,065,000    

5.29%, 12/08/2046

    2,944,604  
    250,000    

Ford Motor Credit Co. LLC
3.81%, 01/09/2024

    243,629  
   

General Motors Co.

 

    5,015,000    

5.15%, 04/01/2038

    4,817,345  
    3,010,000    

5.20%, 04/01/2045

    2,844,353  
    4,850,000    

6.25%, 10/02/2043

    5,180,020  
   

General Motors Financial Co., Inc.

 

    255,000    

3.25%, 01/05/2023

    246,763  
    3,405,000    

3.55%, 04/09/2021

    3,402,463  
    3,855,000    

4.00%, 10/06/2026

    3,688,416  
    9,095,000    

4.35%, 01/17/2027

    8,846,881  
     

 

 

 
        36,769,185  
     

 

 

 
            Auto Parts & Equipment - 0.0%  
    255,000    

Goodyear Tire & Rubber Co.
5.00%, 05/31/2026

    242,888  
     

 

 

 
            Beverages - 1.3%  
   

Anheuser-Busch InBev Finance, Inc.

 

    18,790,000    

3.30%, 02/01/2023

    18,638,596  
    13,620,000    

3.65%, 02/01/2026

    13,316,263  
    9,105,000    

4.70%, 02/01/2036

    9,378,524  
    9,770,000    

4.90%, 02/01/2046

    10,135,938  
   

Anheuser-Busch InBev Worldwide, Inc.

 

    340,000    

3.50%, 01/12/2024

    338,342  
    4,960,000    

3.75%, 07/15/2042

    4,422,028  
    7,095,000    

4.38%, 04/15/2038

    7,011,303  
    6,720,000    

4.60%, 04/15/2048

    6,661,085  
    15,495,000    

4.75%, 04/15/2058

    15,393,431  
   

Constellation Brands, Inc.

 

    50,850,000    

2.00%, 11/07/2019

    50,070,443  
    2,165,000    

2.70%, 05/09/2022

    2,090,424  
    3,935,000    

3.20%, 02/15/2023

    3,851,568  
    12,280,000    

3.60%, 02/15/2028

    11,703,731  
    8,225,000    

4.10%, 02/15/2048

    7,480,029  
    250,000    

Diageo Investment Corp.
2.88%, 05/11/2022

    245,992  
    605,000    

Molson Coors Brewing Co.
5.00%, 05/01/2042

    621,565  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  39  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
            Beverages - 1.3% - (continued)  
  $       1,060,000    

PepsiCo, Inc.
3.45%, 10/06/2046

  $ 950,317  
     

 

 

 
        162,309,579  
     

 

 

 
            Biotechnology - 0.3%  
   

Amgen, Inc.

 

    5,035,000    

3.63%, 05/22/2024

    5,017,491  
    7,500,000    

4.56%, 06/15/2048

    7,426,334  
   

Celgene Corp.

 

    13,430,000    

2.88%, 02/19/2021

    13,269,342  
    255,000    

3.25%, 02/20/2023

    248,751  
    7,800,000    

4.35%, 11/15/2047

    7,217,753  
    3,365,000    

4.63%, 05/15/2044

    3,258,013  
   

Gilead Sciences, Inc.

 

    260,000    

2.50%, 09/01/2023

    248,565  
    1,375,000    

4.60%, 09/01/2035

    1,433,139  
    645,000    

Sotera Health Topco, Inc.
8.13%, 11/01/2021(6)(8)

    649,837  
     

 

 

 
        38,769,225  
     

 

 

 
            Chemicals - 0.7%  
    230,000    

Braskem Finance Ltd.
6.45%, 02/03/2024

    246,792  
    1,690,000    

CF Industries, Inc.
4.95%, 06/01/2043

    1,415,375  
   

Chemours Co.

 

    3,345,000    

6.63%, 05/15/2023

    3,516,431  
    2,260,000    

7.00%, 05/15/2025

    2,432,325  
    245,000    

LYB International Finance B.V.
4.00%, 07/15/2023

    247,154  
    2,305,000    

LyondellBasell Industries N.V.
4.63%, 02/26/2055

    2,198,178  
   

Methanex Corp.

 

    3,855,000    

3.25%, 12/15/2019

    3,825,414  
    10,790,000    

4.25%, 12/01/2024

    10,659,944  
    2,220,000    

5.65%, 12/01/2044

    2,175,853  
    2,900,000    

Monsanto Co.
4.20%, 07/15/2034

    2,833,947  
    510,000    

NOVA Chemicals Corp.
4.88%, 06/01/2024(6)

    493,425  
   

Nutrien Ltd.

 

    250,000    

3.50%, 06/01/2023

    245,150  
    240,000    

4.88%, 03/30/2020

    245,837  
    1,620,000    

OCI N.V.
6.63%, 04/15/2023(6)

    1,642,680  
   

OCP S.A.

 

    4,115,000    

4.50%, 10/22/2025(9)

    3,949,931  
    1,395,000    

5.63%, 04/25/2024(9)

    1,435,106  
    514,000    

6.88%, 04/25/2044(9)

    554,272  
    2,220,000    

Olin Corp.
5.00%, 02/01/2030

    2,114,550  
    255,000    

Praxair, Inc.
2.70%, 02/21/2023

    247,152  
   

Sherwin-Williams Co.

 

    6,500,000    

2.75%, 06/01/2022

    6,299,903  
    3,790,000    

3.13%, 06/01/2024

    3,636,478  
    7,945,000    

4.50%, 06/01/2047

    7,784,076  
    950,000    

4.55%, 08/01/2045

    935,700  
   

Syngenta Finance N.V.

 

    14,430,000    

4.44%, 04/24/2023(6)

    14,380,924  
    8,555,000    

4.89%, 04/24/2025(6)

    8,466,303  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
            Chemicals - 0.7% - (continued)  
  $       260,000    

Yingde Gases Investment Ltd.
6.25%, 01/19/2023(9)

  $ 247,116  
     

 

 

 
        82,230,016  
     

 

 

 
      Coal - 0.1%      
    2,770,000    

Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp.
12.00%, 11/01/2021

    2,790,775  
    4,380,000    

Foresight Energy LLC / Foresight Energy Finance Corp.
11.50%, 04/01/2023(6)

    3,701,100  
    4,860,000    

Peabody Energy Corp.
6.38%, 03/31/2025(6)

    5,066,550  
    2,905,000    

Warrior Met Coal, Inc.
8.00%, 11/01/2024(6)

    2,964,988  
     

 

 

 
    14,523,413  
     

 

 

 
      Commercial Banks - 11.7%      
 

Banco Bilbao Vizcaya Argentaria S.A.

 

    4,400,000    

5 year USD Swap + 3.870%,
6.13%, 11/16/2027(4)(10)

    4,252,820  
  EUR       400,000    

5 year EUR Swap + 6.604%,
6.75%, 02/18/2020(4)(9)(10)

    520,974  
    1,600,000    

5 year EUR Swap + 9.177%,
8.88%, 04/14/2021(4)(9)(10)

    2,268,572  
    3,600,000    

Banco de Sabadell S.A.
5 year EUR Swap + 6.414%,
6.50%, 05/18/2022(4)(9)(10)

    4,623,077  
 

Banco do Brasil S.A.

 

  $       845,000    

4.63%, 01/15/2025(6)

    812,848  
    465,000    

4.88%, 04/19/2023(6)

    462,210  
 

Banco Santander S.A.

 

    7,000,000    

3.80%, 02/23/2028

    6,626,810  
    15,200,000    

4.38%, 04/12/2028

    15,053,141  
 

Bank of America Corp.

 

    23,260,000    

2.50%, 10/21/2022

    22,239,145  
    5,810,000    

2.63%, 04/19/2021

    5,712,100  
    21,850,000    

3 mo. USD LIBOR + 0.930%,
2.82%, 07/21/2023(4)

    21,133,478  
    4,243,000    

3 mo. USD LIBOR + 1.090%,
3.00%, 12/20/2023(4)(6)

    4,117,532  
    15,270,000    

3 mo. USD LIBOR + 1.090%,
3.09%, 10/01/2025(4)

    14,546,126  
    7,500,000    

3 mo. USD LIBOR + 1.160%,
3.12%, 01/20/2023(4)

    7,382,724  
    9,905,000    

3 mo. USD LIBOR + 1.000%,
3.36%, 04/24/2023(4)

    10,043,254  
    15,020,000    

3 mo. USD LIBOR + 0.810%,
3.37%, 01/23/2026(4)

    14,468,099  
    1,584,000    

3 mo. USD LIBOR + 1.040%,
3.42%, 12/20/2028(4)(6)

    1,487,472  
    9,280,000    

3 mo. USD LIBOR + 1.512%,
3.71%, 04/24/2028(4)

    8,923,488  
    9,550,000    

3 mo. USD LIBOR + 1.575%,
3.82%, 01/20/2028(4)

    9,308,740  
    4,000,000    

3 mo. USD LIBOR + 1.070%,
3.97%, 03/05/2029(4)

    3,924,578  
    12,380,000    

4.00%, 01/22/2025

    12,236,354  
    4,260,000    

4.10%, 07/24/2023

    4,356,256  
    2,410,000    

4.18%, 11/25/2027

    2,341,433  
    2,450,000    

4.20%, 08/26/2024

    2,454,362  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  40  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
Commercial Banks - 11.7% - (continued)  
  $       14,000,000    

3 mo. USD LIBOR + 1.814%,
4.24%, 04/24/2038(4)

  $ 13,691,630  
    1,760,000    

5.00%, 01/21/2044

    1,902,853  
    9,525,000    

7.75%, 05/14/2038

    12,952,573  
   

Bank of New York Mellon Corp.

 

    15,645,000    

2.20%, 08/16/2023

    14,679,901  
    12,525,000    

3 mo. USD LIBOR + 0.634%,
2.66%, 05/16/2023(4)

    12,128,747  
    8,855,000    

3 mo. USD LIBOR + 1.050%,
3.41%, 10/30/2023(4)

    9,082,167  
    9,775,000    

Barclays Bank plc
2.65%, 01/11/2021

    9,608,622  
 

Barclays plc

 

    535,000    

3.65%, 03/16/2025

    510,235  
    2,455,000    

3.68%, 01/10/2023

    2,421,903  
    2,025,000    

5 year USD Swap + 6.772%,
7.88%, 03/15/2022(4)(9)(10)

    2,160,068  
  EUR       375,000    

5 year EUR Swap + 6.750%,
8.00%, 12/15/2020(4)(10)

    520,752  
  $       1,090,000    

5 year USD Swap + 6.705%,
8.25%, 12/15/2018(4)(10)

    1,120,653  
    250,000    

BB&T Corp.
2.75%, 04/01/2022

    244,438  
    925,000    

BBVA Bancomer S.A.
1 year USD CMT + 2.650%,
5.13%, 01/18/2033(4)(6)

    872,969  
 

BNP Paribas S.A.

 

    8,145,000    

2.95%, 05/23/2022(6)

    7,917,830  
    16,380,000    

3.38%, 01/09/2025(6)

    15,680,008  
    10,260,000    

3.80%, 01/10/2024(6)

    10,161,409  
    940,000    

5 year USD Swap + 2.838%,
5.13%, 11/15/2027(4)(6)(10)

    881,250  
    1,555,000    

5 year USD Swap + 6.314%,
7.63%, 03/30/2021(4)(6)(10)

    1,675,124  
   

BPCE S.A.

 

    20,880,000    

2.75%, 01/11/2023(6)

    20,015,818  
    5,905,000    

3.00%, 05/22/2022(6)

    5,744,620  
   

Capital One Financial Corp.

 

    255,000    

2.50%, 05/12/2020

    251,117  
    5,390,000    

3.05%, 03/09/2022

    5,271,713  
    20,235,000    

3.75%, 07/28/2026

    18,940,652  
    10,305,000    

Capital One NA
2.35%, 01/31/2020

    10,143,080  
    245,000    

CIT Group, Inc.
5.00%, 08/01/2023

    249,288  
   

Citigroup, Inc.

 

    9,875,000    

2.40%, 02/18/2020

    9,767,961  
    18,765,000    

2.45%, 01/10/2020

    18,599,305  
    10,150,000    

2.65%, 10/26/2020

    10,025,249  
    5,130,000    

2.70%, 03/30/2021

    5,048,915  
    5,290,000    

2.90%, 12/08/2021

    5,187,691  
    14,050,000    

3 mo. USD LIBOR + 1.100%,
2.99%, 05/17/2024(4)

    14,288,850  
    12,000,000    

3 mo. USD LIBOR + 0.722%,
3.14%, 01/24/2023(4)

    11,776,105  
    8,945,000    

3.20%, 10/21/2026

    8,337,456  
    13,815,000    

3 mo. USD LIBOR + 1.151%,
3.52%, 10/27/2028(4)

    13,030,809  
    10,375,000    

3 mo. USD LIBOR + 1.390%,
3.67%, 07/24/2028(4)

    9,898,434  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
      Commercial Banks - 11.7% - (continued)  
  $       7,245,000    

3 mo. USD LIBOR + 1.563%,
3.89%, 01/10/2028(4)

  $ 7,042,152  
    10,155,000    

3 mo. USD LIBOR + 1.192%,
4.08%, 04/23/2029(4)

    9,975,686  
    5,780,000    

4.13%, 07/25/2028

    5,568,659  
    7,450,000    

4.30%, 11/20/2026

    7,342,710  
    8,145,000    

4.45%, 09/29/2027

    8,099,746  
    3,090,000    

4.60%, 03/09/2026

    3,118,702  
    1,124,000    

4.65%, 07/30/2045

    1,154,797  
    2,325,000    

4.75%, 05/18/2046

    2,266,253  
    4,795,000    

5.50%, 09/13/2025

    5,123,110  
    6,375,000    

Cooperatieve Rabobank UA
3.75%, 07/21/2026

    6,052,176  
   

Credit Agricole S.A.

 

    2,900,000    

3.75%, 04/24/2023(6)

    2,876,364  
    25,695,000    

5 year USD Swap +1.644%,
4.00%, 01/10/2033(4)(6)

    24,087,830  
    890,000    

5 year USD Swap + 4.898%,
7.88%, 01/23/2024(4)(6)(10)

    965,650  
    1,030,000    

5 year USD Swap + 6.185%,
8.13%, 12/23/2025(4)(6)(10)

    1,170,338  
    3,685,000    

Credit Suisse AG
5.40%, 01/14/2020

    3,816,451  
   

Credit Suisse Group AG

 

    9,580,000    

3 mo. USD LIBOR + 1.200%,
3.00%, 12/14/2023(4)(6)

    9,205,871  
    1,770,000    

3 mo. USD LIBOR + 1.410%,
3.87%, 01/12/2029(4)(6)

    1,681,320  
    14,435,000    

4.28%, 01/09/2028(6)

    14,216,732  
    2,775,000    

5 year USD Swap + 3.455%,
6.25%, 12/18/2024(4)(9)(10)

    2,841,700  
   

Credit Suisse Group Funding Guernsey Ltd.

 

    6,120,000    

3.13%, 12/10/2020

    6,083,523  
    10,410,000    

3.80%, 09/15/2022

    10,409,806  
    6,215,000    

Deutsche Bank AG
2.70%, 07/13/2020

    6,094,835  
   

Discover Bank

 

    7,220,000    

3.35%, 02/06/2023

    7,068,762  
    6,520,000    

4.20%, 08/08/2023

    6,595,965  
    2,780,000    

Fifth Third Bancorp
4.30%, 01/16/2024

    2,826,232  
    3,910,000    

Freedom Mortgage Corp.
8.13%, 11/15/2024(6)

    3,910,000  
   

Goldman Sachs Group, Inc.

 

    8,175,000    

2.30%, 12/13/2019

    8,098,073  
    18,720,000    

2.35%, 11/15/2021

    18,066,392  
    8,940,000    

2.60%, 04/23/2020

    8,859,824  
    14,755,000    

2.60%, 12/27/2020

    14,536,858  
    6,470,000    

2.75%, 09/15/2020

    6,408,483  
    9,635,000    

3 mo. USD LIBOR + 0.821%,
2.88%, 10/31/2022(4)

    9,396,278  
    14,625,000    

3 mo. USD LIBOR + 0.990%,
2.91%, 07/24/2023(4)

    14,118,921  
    18,660,000    

3 mo. USD LIBOR + 1.201%,
3.27%, 09/29/2025(4)

    17,746,682  
    6,345,000    

3.50%, 01/23/2025

    6,131,856  
    9,820,000    

3.50%, 11/16/2026

    9,300,168  
    6,425,000    

3 mo. USD LIBOR + 1.600%,
3.58%, 11/29/2023(4)

    6,697,484  
    8,605,000    

3 mo. USD LIBOR + 1.510%,
3.69%, 06/05/2028(4)

    8,192,193  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  41  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
      Commercial Banks - 11.7% - (continued)  
  $       6,800,000    

3.85%, 01/26/2027

  $ 6,565,545  
    3,315,000    

4.00%, 03/03/2024

    3,330,217  
    13,145,000    

3 mo. USD LIBOR + 1.373%,
4.02%, 10/31/2038(4)

    12,201,867  
    5,525,000    

4.75%, 10/21/2045

    5,620,832  
    2,625,000    

4.80%, 07/08/2044

    2,692,445  
    1,835,000    

5.15%, 05/22/2045

    1,908,096  
    4,200,000    

5.38%, 03/15/2020

    4,376,589  
    7,545,000    

6.75%, 10/01/2037

    9,155,010  
   

HSBC Holdings plc

 

    5,300,000    

2.65%, 01/05/2022

    5,144,031  
    11,530,000    

3 mo. USD LIBOR + 0.923%,
3.03%, 11/22/2023(4)

    11,207,856  
    6,035,000    

3 mo. USD LIBOR + 1.055%,
3.26%, 03/13/2023(4)

    5,937,811  
    15,055,000    

3.60%, 05/25/2023

    15,027,991  
    7,655,000    

4.25%, 03/14/2024

    7,636,597  
    6,360,000    

4.25%, 08/18/2025

    6,290,748  
    4,755,000    

4.30%, 03/08/2026

    4,825,925  
    5,770,000    

4.38%, 11/23/2026

    5,720,291  
    3,665,000    

5.10%, 04/05/2021

    3,849,080  
    1,000,000    

6.50%, 09/15/2037

    1,227,135  
    4,440,000    

6.80%, 06/01/2038

    5,648,133  
   

Intesa Sanpaolo S.p.A.

 

    13,270,000    

3.13%, 07/14/2022(6)

    12,787,273  
    6,155,000    

3.38%, 01/12/2023(6)

    5,962,979  
    8,135,000    

3.88%, 01/12/2028(6)

    7,598,629  
    780,000    

5 year USD Swap + 5.462%,
7.70%, 09/17/2025(4)(6)(10)

    824,850  
   

JP Morgan Chase & Co.

 

    4,640,000    

2.70%, 05/18/2023

    4,446,893  
    22,475,000    

2.97%, 01/15/2023

    21,893,796  
    13,440,000    

3 mo. USD LIBOR + 1.155%,
3.22%, 03/01/2025(4)

    12,964,476  
    2,515,000    

3.25%, 09/23/2022

    2,489,690  
    19,950,000    

3.30%, 04/01/2026

    18,989,218  
    26,535,000    

3 mo. USD LIBOR + 0.945%,
3.51%, 01/23/2029(4)

    25,134,561  
    8,000,000    

3 mo. USD LIBOR + 1.230%,
3.59%, 10/24/2023(4)

    8,185,650  
    6,155,000    

3 mo. USD LIBOR + 1.337%,
3.78%, 02/01/2028(4)

    5,973,598  
    25,290,000    

3 mo. USD LIBOR + 1.360%,
3.88%, 07/24/2038(4)

    23,546,082  
    3,500,000    

3 mo. USD LIBOR + 1.380%,
3.96%, 11/15/2048(4)

    3,199,176  
    5,275,000    

4.25%, 10/01/2027

    5,210,244  
    14,055,000    

3 mo. USD LIBOR + 1.580%,
4.26%, 02/22/2048(4)

    13,536,376  
    1,970,000    

5.63%, 08/16/2043

    2,241,755  
    17,645,000    

JPMorgan Chase Bank NA
3 mo. USD LIBOR + 0.280%,
2.60%, 02/01/2021(4)

    17,500,363  
   

Morgan Stanley

 

    4,670,000    

2.50%, 01/24/2019

    4,667,440  
    10,505,000    

2.50%, 04/21/2021

    10,265,419  
    13,795,000    

2.63%, 11/17/2021

    13,432,443  
    3,490,000    

3 mo. USD LIBOR + 0.800%,
2.63%, 02/14/2020(4)

    3,502,355  
    8,000,000    

2.65%, 01/27/2020

    7,951,446  
    19,430,000    

2.75%, 05/19/2022

    18,849,024  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
      Commercial Banks - 11.7% - (continued)  
  $       3,455,000    

3.13%, 01/23/2023

  $ 3,376,442  
    8,790,000    

3.13%, 07/27/2026

    8,184,271  
    22,110,000    

3 mo. USD LIBOR + 1.340%,
3.59%, 07/22/2028(4)

    21,020,132  
    8,040,000    

3.63%, 01/20/2027

    7,754,312  
    9,230,000    

3.70%, 10/23/2024

    9,111,461  
    7,115,000    

3 mo. USD LIBOR + 0.847%,
3.74%, 04/24/2024(4)

    7,106,590  
    7,125,000    

3 mo. USD LIBOR + 1.400%,
3.76%, 10/24/2023(4)

    7,324,778  
    6,320,000    

3.95%, 04/23/2027

    6,073,015  
    9,690,000    

4.00%, 07/23/2025

    9,661,074  
    2,300,000    

4.35%, 09/08/2026

    2,285,378  
    15,480,000    

4.38%, 01/22/2047

    15,048,870  
    3,265,000    

3 mo. USD LIBOR + 1.431%,
4.46%, 04/22/2039(4)

    3,210,434  
   

PNC Bank NA

 

    255,000    

2.50%, 01/22/2021

    250,370  
    7,465,000    

2.70%, 11/01/2022

    7,173,676  
    4,310,000    

PNC Financial Services Group, Inc.
3.90%, 04/29/2024

    4,323,720  
   

Royal Bank of Scotland Group plc

 

    255,000    

3.88%, 09/12/2023

    250,779  
    2,200,000    

3 mo. USD LIBOR + 2.320%,
4.62%, 09/30/2027(4)(10)

    2,216,500  
    645,000    

5 year USD Swap + 7.598%,
8.63%, 08/15/2021(4)(10)

    706,275  
   

Santander Holdings USA, Inc.

 

    2,649,000    

2.70%, 05/24/2019

    2,637,720  
    6,970,000    

3.40%, 01/18/2023

    6,753,248  
    8,390,000    

3.70%, 03/28/2022

    8,316,238  
    8,700,000    

Santander UK Group Holdings plc
3.57%, 01/10/2023

    8,523,555  
    1,055,000    

Societe Generale S.A.
5 year USD Swap + 6.394%,
8.25%, 11/29/2018(4)(9)(10)

    1,082,694  
    250,000    

State Street Corp.
3.10%, 05/15/2023

    246,188  
    11,800,000    

SunTrust Banks, Inc.
2.70%, 01/27/2022

    11,491,225  
    710,000    

Turkiye Vakiflar Bankasi TAO
5.75%, 01/30/2023(6)

    688,108  
    11,470,000    

UBS AG
2.45%, 12/01/2020(6)

    11,227,604  
    26,500,000    

UBS Group Funding Switzerland AG
2.65%, 02/01/2022(6)

    25,547,763  
    1,980,000    

UniCredit S.p.A.
5 year USD Swap + 5.180%,
8.00%, 06/03/2024(4)(9)(10)

    2,064,150  
    2,850,000    

Wachovia Corp.
5.50%, 08/01/2035

    3,128,709  
   

Wells Fargo & Co.

 

    17,500,000    

2.10%, 07/26/2021

    16,815,814  
    14,455,000    

2.63%, 07/22/2022

    13,910,556  
    12,285,000    

3.00%, 10/23/2026

    11,304,539  
    11,735,000    

3.07%, 01/24/2023

    11,421,620  
    9,965,000    

3.45%, 02/13/2023

    9,776,108  
    980,000    

3 mo. USD LIBOR + 1.310%,
3.58%, 05/22/2028(4)

    934,642  
    7,100,000    

3 mo. USD LIBOR + 1.230%,
3.59%, 10/31/2023(4)

    7,252,897  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  42  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
      Commercial Banks - 11.7% - (continued)  
  $       4,080,000    

4.13%, 08/15/2023

  $ 4,091,157  
    5,000,000    

4.40%, 06/14/2046

    4,690,474  
    3,690,000    

4.65%, 11/04/2044

    3,556,389  
    9,105,000    

4.75%, 12/07/2046

    8,983,790  
    2,986,000    

4.90%, 11/17/2045

    3,027,837  
    1,475,000    

5.38%, 11/02/2043

    1,583,661  
    7,023,000    

5.61%, 01/15/2044

    7,775,032  
    10,000,000    

Wells Fargo Bank NA
2.60%, 01/15/2021

    9,854,861  
     

 

 

 
        1,432,518,961  
     

 

 

 
            Commercial Services - 0.5%  
    2,446,000    

ACE Cash Express, Inc.
12.00%, 12/15/2022(6)

    2,715,060  
   

APX Group, Inc.

 

    2,135,000    

7.63%, 09/01/2023

    2,001,562  
    3,595,000    

7.88%, 12/01/2022

    3,621,962  
   

Avis Budget Car Rental LLC / Avis Budget Finance, Inc.

 
    3,665,000    

5.25%, 03/15/2025(6)(11)

    3,518,400  
    2,195,000    

5.50%, 04/01/2023

    2,173,050  
    4,545,000    

Brand Industrial Services, Inc.
8.50%, 07/15/2025(6)

    4,692,712  
    3,735,000    

ERAC USA Finance LLC
5.63%, 03/15/2042(6)

    4,155,530  
    4,190,000    

Garda World Security Corp.
8.75%, 05/15/2025(6)

    4,377,293  
   

Herc Rentals, Inc.

 

    1,336,000    

7.50%, 06/01/2022(6)

    1,416,160  
    2,565,000    

7.75%, 06/01/2024(6)

    2,768,917  
    525,000    

Hertz Corp.
5.88%, 10/15/2020(11)

    518,438  
    495,000    

IHS Markit Ltd.
4.75%, 02/15/2025(6)

    497,525  
   

Moody’s Corp.

 

    16,195,000    

2.63%, 01/15/2023

    15,514,699  
    6,230,000    

2.75%, 12/15/2021

    6,089,835  
    775,000    

Service Corp. International
4.63%, 12/15/2027

    757,795  
    245,000    

Total System Services, Inc.
3.80%, 04/01/2021

    246,142  
   

United Rentals North America, Inc.

 

    855,000    

4.63%, 10/15/2025

    829,359  
    245,000    

5.50%, 07/15/2025

    251,125  
    1,675,000    

5.88%, 09/15/2026

    1,746,187  
     

 

 

 
        57,891,751  
     

 

 

 
            Construction Materials - 0.1%  
    245,000    

Boise Cascade Co.
5.63%, 09/01/2024(6)

    248,063  
    2,070,000    

CEMEX Finance LLC
6.00%, 04/01/2024(6)

    2,127,960  
   

Cemex S.A.B. de C.V.

 

    2,115,000    

5.70%, 01/11/2025(6)

    2,140,380  
    460,000    

6.13%, 05/05/2025(6)

    476,100  
    800,000    

7.75%, 04/16/2026(6)

    877,200  
   

Jeld-Wen, Inc.

 

    175,000    

4.63%, 12/15/2025(6)

    167,563  
    275,000    

4.88%, 12/15/2027(6)

    259,187  
    245,000    

Johnson Controls International plc
3.75%, 12/01/2021

    247,234  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
            Construction Materials - 0.1% - (continued)  
  $       3,755,000    

Standard Industries, Inc.
5.38%, 11/15/2024(6)

  $ 3,804,284  
     

 

 

 
        10,347,971  
     

 

 

 
            Diversified Financial Services - 1.5%  
   

AIG Global Funding

 

    9,020,000    

2.15%, 07/02/2020(6)

    8,827,566  
    7,745,000    

2.70%, 12/15/2021(6)

    7,572,996  
    250,000    

Ally Financial, Inc.
4.13%, 02/13/2022

    248,750  
   

American Express Co.

 

    6,705,000    

2.50%, 08/01/2022

    6,433,023  
    5,127,000    

2.65%, 12/02/2022

    4,931,559  
    15,895,000    

3.00%, 10/30/2024

    15,128,957  
    15,850,000    

3.40%, 02/27/2023

    15,725,341  
    8,010,000    

American Express Credit Corp.
2.70%, 03/03/2022

    7,839,129  
    6,700,000    

BlackRock, Inc.
3.20%, 03/15/2027

    6,440,708  
    3,235,000    

Capital One Bank USA NA
2.30%, 06/05/2019

    3,210,228  
   

Cboe Global Markets, Inc.

 

    255,000    

1.95%, 06/28/2019

    251,729  
    3,560,000    

3.65%, 01/12/2027

    3,434,538  
    1,115,000    

FBM Finance, Inc.
8.25%, 08/15/2021(6)

    1,173,538  
    1,170,000    

Fly Leasing Ltd.
5.25%, 10/15/2024

    1,131,975  
    2,230,000    

FMR LLC
4.95%, 02/01/2033(6)

    2,442,607  
    11,609,000    

GE Capital International Funding Co.
4.42%, 11/15/2035

    11,117,161  
    2,565,000    

goeasy Ltd.
7.88%, 11/01/2022(6)

    2,718,900  
    5,545,000    

Goldman Sachs Group, Inc.
3 mo. USD LIBOR + 1.301%,
4.22%, 05/01/2029(4)

    5,450,518  
    240,000    

Intercontinental Exchange, Inc.
4.00%, 10/15/2023

    244,862  
    399,000    

MassMutual Global Funding II
2.10%, 08/02/2018(6)

    398,480  
   

Nasdaq, Inc.

 

    12,925,000    

3.85%, 06/30/2026

    12,551,249  
    10,455,000    

4.25%, 06/01/2024

    10,543,644  
   

National Rural Utilities Cooperative Finance Corp.

 
    6,625,000    

3.25%, 11/01/2025

    6,467,467  
    245,000    

3.40%, 11/15/2023

    245,396  
   

Nationstar Mortgage LLC / Nationstar Capital Corp.

 
    1,765,000    

6.50%, 08/01/2018

    1,772,060  
    3,660,000    

6.50%, 07/01/2021

    3,705,750  
   

Navient Corp.

 

    3,002,000    

5.50%, 01/25/2023

    2,956,069  
    365,000    

5.63%, 08/01/2033

    313,900  
    240,000    

5.88%, 03/25/2021

    245,700  
    3,111,000    

5.88%, 10/25/2024

    3,048,780  
    4,125,000    

6.13%, 03/25/2024

    4,130,156  
    1,816,000    

6.50%, 06/15/2022

    1,865,940  
    1,422,000    

7.25%, 09/25/2023

    1,485,990  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  43  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
            Diversified Financial Services - 1.5% - (continued)  
   

Springleaf Finance Corp.

 

  $       830,000    

5.25%, 12/15/2019

  $ 840,358  
    1,480,000    

6.13%, 05/15/2022

    1,515,150  
    675,000    

6.88%, 03/15/2025

    681,750  
    1,610,000    

7.75%, 10/01/2021

    1,752,888  
    2,815,000    

8.25%, 12/15/2020

    3,104,326  
    5,825,000    

Synchrony Financial
4.50%, 07/23/2025

    5,730,922  
    4,640,000    

Tempo Acquisition LLC / Tempo Acquisition Finance Corp.
6.75%, 06/01/2025(6)

    4,593,600  
    2,890,000    

Vantiv LLC / Vanity Issuer Corp.
4.38%, 11/15/2025(6)

    2,759,950  
   

Visa, Inc.

 

    4,760,000    

2.75%, 09/15/2027

    4,445,161  
    3,905,000    

3.15%, 12/14/2025

    3,807,950  
    2,000,000    

4.15%, 12/14/2035

    2,081,382  
    3,635,000    

4.30%, 12/14/2045

    3,779,131  
     

 

 

 
        189,147,234  
     

 

 

 
            Electric - 3.0%  
   

Abu Dhabi National Energy Co. PJSC

 

    785,000    

3.63%, 01/12/2023(9)

    765,981  
    525,000    

4.38%, 04/23/2025(6)

    519,655  
    300,000    

4.38%, 06/22/2026(9)

    293,100  
    285,000    

4.88%, 04/23/2030(6)

    282,483  
    527,000    

5.88%, 12/13/2021(9)

    561,897  
    4,430,000    

AEP Texas, Inc.
3.80%, 10/01/2047

    4,149,719  
    2,565,000    

AEP Transmission Co. LLC
3.10%, 12/01/2026

    2,439,052  
   

AES Corp.

 

    5,705,000    

4.00%, 03/15/2021

    5,735,236  
    4,100,000    

5.13%, 09/01/2027

    4,161,500  
    13,090,000    

Alabama Power Co.
2.45%, 03/30/2022

    12,693,814  
    5,210,000    

Baltimore Gas & Electric Co.
3.50%, 11/15/2021

    5,256,106  
   

Berkshire Hathaway Energy Co.

 

    15,710,000    

3.25%, 04/15/2028(6)

    14,994,834  
    245,000    

3.75%, 11/15/2023

    247,413  
    500,000    

5.95%, 05/15/2037

    613,611  
    6,740,000    

CenterPoint Energy, Inc.
2.50%, 09/01/2022

    6,458,953  
   

Centrais Electricas Brasileiras S.A.

 

    1,155,000    

5.75%, 10/27/2021(9)

    1,178,100  
    150,000    

6.88%, 07/30/2019(9)

    154,605  
    4,840,000    

Cleco Corporate Holdings LLC
3.74%, 05/01/2026

    4,532,480  
    240,000    

Comision Federal de Electricidad
4.88%, 01/15/2024(6)

    245,700  
   

Commonwealth Edison Co.

 

    605,000    

3.65%, 06/15/2046

    566,843  
    620,000    

4.35%, 11/15/2045

    646,468  
   

Consolidated Edison Co. of New York, Inc.

 

    3,860,000    

4.30%, 12/01/2056

    3,887,405  
    1,195,000    

4.50%, 12/01/2045

    1,261,676  
    5,875,000    

4.63%, 12/01/2054

    6,260,333  
   

Dominion Energy, Inc.

 

    10,400,000    

2.50%, 12/01/2019

    10,274,757  
    11,710,000    

3.90%, 10/01/2025

    11,579,395  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
            Electric - 3.0% - (continued)  
  $       2,185,000    

4.70%, 12/01/2044

  $ 2,276,469  
    3,390,000    

7.00%, 06/15/2038

    4,408,697  
   

DTE Energy Co.

 

    4,150,000    

3.80%, 03/15/2027

    4,041,361  
    245,000    

3.85%, 12/01/2023

    246,324  
   

Duke Energy Carolinas LLC

 

    3,225,000    

2.50%, 03/15/2023

    3,107,411  
    9,845,000    

2.95%, 12/01/2026

    9,361,706  
    3,270,000    

3.75%, 06/01/2045

    3,124,874  
    3,305,000    

3.88%, 03/15/2046

    3,242,435  
    3,000,000    

5.30%, 02/15/2040

    3,521,833  
   

Duke Energy Corp.

 

    250,000    

3.55%, 09/15/2021

    251,593  
    2,935,000    

3.75%, 04/15/2024

    2,926,286  
    3,000,000    

3.95%, 10/15/2023

    3,040,745  
   

Duke Energy Progress LLC

 

    2,060,000    

4.10%, 05/15/2042

    2,075,494  
    1,940,000    

4.15%, 12/01/2044

    1,971,782  
    6,845,000    

4.20%, 08/15/2045

    7,019,064  
    2,730,000    

4.38%, 03/30/2044

    2,866,539  
    214,000    

Edison International
2.95%, 03/15/2023

    206,539  
   

Emera U.S. Finance L.P.

 

    255,000    

2.70%, 06/15/2021

    248,390  
    1,755,000    

4.75%, 06/15/2046

    1,748,986  
    26,350,000    

Enel Finance International N.V.
3.50%, 04/06/2028(6)

    24,466,855  
   

Entergy Corp.

 

    1,930,000    

2.95%, 09/01/2026

    1,773,408  
    245,000    

4.00%, 07/15/2022

    248,218  
    2,775,000    

Eversource Energy
2.80%, 05/01/2023

    2,669,335  
    2,105,000    

Exelon Corp.
3.40%, 04/15/2026

    2,013,368  
   

FirstEnergy Corp.

 

    378,000    

4.25%, 03/15/2023

    383,963  
    9,580,000    

7.38%, 11/15/2031

    12,560,185  
   

FirstEnergy Transmission LLC

 

    7,260,000    

4.35%, 01/15/2025(6)

    7,389,353  
    2,630,000    

5.45%, 07/15/2044(6)

    2,953,758  
   

Fortis, Inc.

 

    4,960,000    

2.10%, 10/04/2021

    4,742,942  
    7,060,000    

3.06%, 10/04/2026

    6,475,599  
   

Georgia Power Co.

 

    4,570,000    

2.40%, 04/01/2021

    4,459,638  
    2,725,000    

4.30%, 03/15/2042

    2,727,938  
   

Infraestructura Energetica Nova S.A.B. de C.V.

 
    4,150,000    

3.75%, 01/14/2028(6)

    3,895,812  
    5,460,000    

4.88%, 01/14/2048(6)

    4,982,250  
    7,155,000    

IPALCO Enterprises, Inc.
3.70%, 09/01/2024

    6,926,620  
    955,000    

Israel Electric Corp. Ltd.
4.25%, 08/14/2028(6)(9)

    911,996  
   

ITC Holdings Corp.

 

    7,280,000    

2.70%, 11/15/2022(6)

    6,974,683  
    6,355,000    

3.25%, 06/30/2026

    6,001,506  
    255,000    

Kansas City Power & Light Co.
3.15%, 03/15/2023

    249,098  
    2,598,000    

MidAmerican Energy Co.
4.40%, 10/15/2044

    2,751,425  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  44  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
            Electric - 3.0% - (continued)  
  $       255,000    

NextEra Energy Capital Holdings, Inc.
2.80%, 01/15/2023

  $ 246,170  
    240,000    

NRG Energy, Inc.
6.25%, 07/15/2022

    246,000  
   

Oncor Electric Delivery Co. LLC

 

    5,666,000    

2.95%, 04/01/2025

    5,428,047  
    3,915,000    

4.10%, 06/01/2022

    4,013,355  
   

Pacific Gas & Electric Co.

 

    7,530,000    

2.95%, 03/01/2026

    6,942,608  
    245,000    

3.50%, 10/01/2020

    245,531  
    6,000,000    

3.50%, 06/15/2025

    5,779,348  
    2,525,000    

4.30%, 03/15/2045

    2,394,714  
    2,400,000    

6.05%, 03/01/2034

    2,819,465  
    3,500,000    

PacifiCorp
4.10%, 02/01/2042

    3,527,359  
    7,975,000    

Pennsylvania Electric Co.
3.25%, 03/15/2028(6)

    7,437,632  
    2,700,000    

Potomac Electric Power Co.
4.15%, 03/15/2043

    2,732,100  
    250,000    

PPL Capital Funding, Inc.
3.40%, 06/01/2023

    245,762  
    1,750,000    

Progress Energy, Inc.
7.00%, 10/30/2031

    2,226,768  
    1,930,000    

Public Service Co. of Colorado
3.60%, 09/15/2042

    1,812,293  
    230,000    

Puget Energy, Inc.
5.63%, 07/15/2022

    245,379  
    4,770,000    

San Diego Gas & Electric Co.
3.60%, 09/01/2023

    4,816,745  
   

SCANA Corp.

 

    5,000,000    

4.13%, 02/01/2022

    4,927,320  
    240,000    

4.75%, 05/15/2021

    243,161  
    9,647,000    

Sierra Pacific Power Co.
2.60%, 05/01/2026

    8,927,149  
   

South Carolina Electric & Gas Co.

 

    6,840,000    

4.10%, 06/15/2046

    6,287,600  
    1,930,000    

5.30%, 05/15/2033

    2,065,938  
   

Southern California Edison Co.

 

    3,525,000    

4.13%, 03/01/2048

    3,504,961  
    1,010,000    

6.05%, 03/15/2039

    1,278,690  
   

Southern Co.

 

    20,545,000    

2.75%, 06/15/2020

    20,356,369  
    4,055,000    

2.95%, 07/01/2023

    3,908,040  
    5,005,000    

4.40%, 07/01/2046

    4,935,086  
    255,000    

Southern Power Co.
2.38%, 06/01/2020

    250,658  
    250,000    

Southwestern Public Service Co.
3.30%, 06/15/2024

    245,685  
    3,050,000    

State Grid Overseas Investment Ltd.
4.25%, 05/02/2028(6)(12)

    3,053,734  
    1,750,000    

Texas Competitive Electric Holdings Co. LLC
11.50%, 10/01/2020(1)(2)(3)

     
     

 

 

 
        372,149,261  
     

 

 

 
            Electrical Components & Equipment - 0.0%  
    1,650,000    

General Cable Corp.
5.75%, 10/01/2022

    1,694,138  
     

 

 

 
            Electronics - 0.0%  
    250,000    

Avnet, Inc.
3.75%, 12/01/2021

    248,214  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
            Electronics - 0.0% - (continued)  
  $       250,000    

Keysight Technologies, Inc.
3.30%, 10/30/2019

  $ 249,334  
     

 

 

 
        497,548  
     

 

 

 
            Engineering & Construction - 0.2%  
    8,305,000    

Mexico City Airport Trust
3.88%, 04/30/2028(6)

    7,454,568  
   

SBA Tower Trust

 

    11,750,000    

3.17%, 04/09/2047(6)

    11,575,684  
    2,705,000    

3.45%, 03/15/2048(6)

    2,684,133  
     

 

 

 
        21,714,385  
     

 

 

 
            Entertainment - 0.2%  
    3,030,000    

Caesars Resort Collection LLC / CRC Finco, Inc.
5.25%, 10/15/2025(6)

    2,893,650  
    7,222,000    

Discovery Communications LLC
2.80%, 06/15/2020(6)

    7,138,591  
    2,525,000    

Eldorado Resorts, Inc.
6.00%, 04/01/2025

    2,502,906  
    235,000    

GLP Capital L.P. / GLP Financing II, Inc.
5.38%, 11/01/2023

    242,931  
    3,060,000    

Jacobs Entertainment, Inc.
7.88%, 02/01/2024(6)

    3,186,225  
    5,145,000    

Penn National Gaming, Inc.
5.63%, 01/15/2027(6)

    4,926,338  
    3,015,000    

Pinnacle Entertainment, Inc.
5.63%, 05/01/2024

    3,150,675  
    910,000    

Rivers Pittsburgh Borrower L.P. / Rivers Pittsburgh Finance Corp.
6.13%, 08/15/2021(6)

    878,150  
   

Scientific Games International, Inc.

 

    1,545,000    

5.00%, 10/15/2025(6)

    1,492,393  
    2,000,000    

6.63%, 05/15/2021

    2,040,000  
    1,360,000    

10.00%, 12/01/2022

    1,465,808  
     

 

 

 
        29,917,667  
     

 

 

 
            Environmental Control - 0.1%  
   

Clean Harbors, Inc.

 

    1,975,000    

5.13%, 06/01/2021

    1,987,344  
    119,000    

5.25%, 08/01/2020

    119,297  
    6,550,000    

Republic Services, Inc.
3.55%, 06/01/2022

    6,555,121  
    730,000    

Tervita Escrow Corp.
7.63%, 12/01/2021(6)

    744,600  
    260,000    

Waste Management, Inc.
2.40%, 05/15/2023

    246,507  
    1,170,000    

Waste Pro USA, Inc.
5.50%, 02/15/2026(6)

    1,157,949  
     

 

 

 
        10,810,818  
     

 

 

 
            Food - 0.6%  
    245,000    

Cencosud S.A.
4.88%, 01/20/2023(6)

    247,043  
    6,705,000    

Danone S.A.
2.59%, 11/02/2023(6)

    6,328,884  
    14,390,000    

JM Smucker Co.
3.38%, 12/15/2027

    13,518,237  
   

Kraft Heinz Foods Co.

 

    250,000    

2.80%, 07/02/2020

    248,180  
    5,415,000    

3.00%, 06/01/2026

    4,915,893  
    9,060,000    

3.50%, 07/15/2022

    8,987,371  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  45  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
            Food - 0.6% - (continued)  
  $       4,115,000    

3.95%, 07/15/2025

  $ 4,053,693  
    8,460,000    

4.38%, 06/01/2046

    7,611,651  
    1,870,000    

5.00%, 07/15/2035

    1,895,490  
    265,000    

Minerva Luxembourg S.A.
6.50%, 09/20/2026(6)

    250,425  
    11,000,000    

Mondelez International Holdings Netherlands B.V.
1.63%, 10/28/2019(6)

    10,782,224  
   

Post Holdings, Inc.

 

    4,175,000    

5.00%, 08/15/2026(6)

    3,914,062  
    3,280,000    

5.63%, 01/15/2028(6)

    3,132,400  
    1,820,000    

5.75%, 03/01/2027(6)

    1,781,871  
   

Sysco Corp.

 

    3,140,000    

3.30%, 07/15/2026

    3,001,361  
    960,000    

4.50%, 04/01/2046

    940,885  
   

TreeHouse Foods, Inc.

 

    3,520,000    

4.88%, 03/15/2022

    3,493,600  
    605,000    

6.00%, 02/15/2024(6)

    601,975  
    250,000    

Tyson Foods, Inc.
2.65%, 08/15/2019

    248,915  
     

 

 

 
        75,954,160  
     

 

 

 
            Food Service - 0.0%  
    260,000    

Aramark Services, Inc.
4.75%, 06/01/2026

    252,200  
     

 

 

 
            Forest Products & Paper - 0.1%  
   

International Paper Co.

 

    6,035,000    

3.65%, 06/15/2024

    5,939,116  
    5,345,000    

4.40%, 08/15/2047

    4,934,851  
    1,869,000    

5.00%, 09/15/2035

    1,947,565  
    745,000    

7.30%, 11/15/2039

    970,988  
     

 

 

 
        13,792,520  
     

 

 

 
            Gas - 0.3%  
    250,000    

AmeriGas Partners L.P. / AmeriGas Finance Corp.
5.63%, 05/20/2024

    248,750  
    6,310,000    

CenterPoint Energy Resources Corp.
4.50%, 01/15/2021

    6,476,844  
    20,000,000    

NiSource, Inc.
2.65%, 11/17/2022

    19,221,111  
   

Sempra Energy

 

    8,750,000    

2.40%, 02/01/2020

    8,640,204  
    250,000    

2.85%, 11/15/2020

    247,043  
    265,000    

Southern Co. Gas Capital Corp.
2.45%, 10/01/2023

    248,763  
     

 

 

 
        35,082,715  
     

 

 

 
            Healthcare-Products - 0.9%  
   

Abbott Laboratories

 

    5,905,000    

2.90%, 11/30/2021

    5,822,813  
    6,550,000    

4.75%, 11/30/2036

    6,935,259  
   

Becton Dickinson and Co.

 

    23,855,000    

2.89%, 06/06/2022

    23,078,244  
    18,325,000    

3.36%, 06/06/2024

    17,630,465  
   

Boston Scientific Corp.

 

    7,000,000    

3.38%, 05/15/2022

    6,941,902  
    16,185,000    

4.00%, 03/01/2028

    16,021,969  
    5,215,000    

Covidien International Finance S.A.
4.20%, 06/15/2020

    5,348,088  
    8,023,000    

Medtronic, Inc.
4.38%, 03/15/2035

    8,317,026  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
            Healthcare-Products - 0.9% - (continued)  
  $       5,750,000    

Sotera Health Holdings LLC
6.50%, 05/15/2023(6)

  $ 5,750,000  
   

Stryker Corp.

 

    250,000    

3.38%, 05/15/2024

    246,625  
    4,690,000    

4.63%, 03/15/2046

    4,888,167  
    4,055,000    

Thermo Fisher Scientific, Inc.
3.00%, 04/15/2023

    3,928,633  
    250,000    

Zimmer Biomet Holdings, Inc.
3.15%, 04/01/2022

    245,348  
     

 

 

 
        105,154,539  
     

 

 

 
            Healthcare-Services - 1.0%  
    10,815,000    

Aetna, Inc.
2.80%, 06/15/2023

    10,325,186  
   

Anthem, Inc.

 

    4,760,000    

3.13%, 05/15/2022

    4,655,146  
    3,100,000    

3.30%, 01/15/2023

    3,049,362  
    3,175,000    

3.50%, 08/15/2024

    3,086,684  
    18,420,000    

3.65%, 12/01/2027

    17,535,537  
    3,050,000    

4.38%, 12/01/2047

    2,860,088  
    3,315,000    

4.63%, 05/15/2042

    3,246,593  
    240,000    

Centene Corp.
6.13%, 02/15/2024

    251,400  
    655,000    

Charles River Laboratories International, Inc.
5.50%, 04/01/2026(6)

    666,266  
   

Cigna Corp.

 

    3,445,000    

3.05%, 10/15/2027

    3,126,484  
    4,305,000    

3.25%, 04/15/2025

    4,066,755  
    8,070,000    

3.88%, 10/15/2047

    7,026,802  
    245,000    

4.00%, 02/15/2022

    248,606  
    2,060,000    

Coventry Health Care, Inc.
5.45%, 06/15/2021

    2,172,546  
   

Envision Healthcare Corp.

 

    700,000    

5.13%, 07/01/2022(6)

    691,250  
    2,070,000    

5.63%, 07/15/2022

    2,075,175  
    3,335,000    

HCA Healthcare, Inc.
6.25%, 02/15/2021

    3,505,919  
   

HCA, Inc.

 

    255,000    

5.00%, 03/15/2024

    257,869  
    5,235,000    

5.38%, 02/01/2025

    5,208,825  
    2,125,000    

5.88%, 05/01/2023

    2,215,313  
    1,075,000    

5.88%, 02/15/2026

    1,088,438  
    1,627,000    

7.50%, 11/15/2095

    1,614,798  
   

Humana, Inc.

 

    5,895,000    

2.50%, 12/15/2020

    5,790,558  
    3,555,000    

3.85%, 10/01/2024

    3,540,010  
    14,570,000    

3.95%, 03/15/2027

    14,377,720  
    245,000    

Laboratory Corp. of America Holdings
4.00%, 11/01/2023

    247,360  
    540,000    

MPH Acquisition Holdings LLC
7.13%, 06/01/2024(6)

    550,800  
    250,000    

Tenet Healthcare Corp.
4.38%, 10/01/2021

    246,250  
   

UnitedHealth Group, Inc.

 

    255,000    

2.88%, 03/15/2023

    248,861  
    9,685,000    

4.63%, 07/15/2035

    10,351,904  
    1,981,000    

6.88%, 02/15/2038

    2,666,237  
    5,045,000    

West Street Merger Sub, Inc.
6.38%, 09/01/2025(6)

    4,956,712  
     

 

 

 
        121,951,454  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  46  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
            Home Builders - 0.1%  
  $       2,970,000    

AV Homes, Inc.
6.63%, 05/15/2022

  $ 3,040,537  
   

Beazer Homes USA, Inc.

 

    830,000    

5.88%, 10/15/2027

    759,450  
    865,000    

6.75%, 03/15/2025

    849,863  
    1,950,000    

8.75%, 03/15/2022

    2,099,175  
   

KB Home

 

    1,450,000    

7.00%, 12/15/2021

    1,538,813  
    1,095,000    

7.50%, 09/15/2022

    1,201,763  
    1,586,000    

8.00%, 03/15/2020

    1,697,020  
    245,000    

Lennar Corp.
4.75%, 11/15/2022

    245,262  
   

M/I Homes, Inc.

 

    750,000    

5.63%, 08/01/2025

    721,875  
    3,170,000    

6.75%, 01/15/2021

    3,261,137  
    245,000    

PulteGroup, Inc.
5.50%, 03/01/2026

    248,969  
    240,000    

Toll Brothers Finance Corp.
5.63%, 01/15/2024

    252,300  
     

 

 

 
    15,916,164  
     

 

 

 
      Household Products - 0.0%  
    4,195,000    

Revlon Consumer Products Corp.
6.25%, 08/01/2024

    2,517,000  
     

 

 

 
      Household Products/Wares - 0.1%  
  EUR       2,380,000    

Diamond (BC) B.V.
5.63%, 08/15/2025(6)

    2,746,334  
 

S.C. Johnson & Son, Inc.

 

  $       2,520,000    

4.00%, 05/15/2043(6)

    2,473,955  
    1,840,000    

4.75%, 10/15/2046(6)

    2,043,027  
     

 

 

 
    7,263,316  
     

 

 

 
      Insurance - 1.7%  
    1,905,000    

ACE Capital Trust II
9.70%, 04/01/2030

    2,724,150  
 

American International Group, Inc.

 

    4,345,000    

3.88%, 01/15/2035

    3,991,955  
    5,000,000    

3.90%, 04/01/2026

    4,888,731  
    6,050,000    

4.38%, 01/15/2055

    5,481,370  
    4,005,000    

4.50%, 07/16/2044

    3,848,081  
    2,680,000    

4.70%, 07/10/2035

    2,689,879  
 

Aon plc

 

    4,775,000    

3.50%, 06/14/2024

    4,680,119  
    5,480,000    

3.88%, 12/15/2025

    5,429,306  
    2,300,000    

4.25%, 12/12/2042

    2,133,405  
    11,664,000    

4.75%, 05/15/2045

    11,827,078  
 

AXA Equitable Holdings, Inc.

 

    3,345,000    

3.90%, 04/20/2023(6)

    3,333,605  
    15,770,000    

4.35%, 04/20/2028(6)

    15,413,010  
    3,460,000    

Berkshire Hathaway Finance Corp.
4.40%, 05/15/2042

    3,592,183  
    260,000    

Chubb INA Holdings, Inc.
2.70%, 03/13/2023

    251,699  
 

CNA Financial Corp.

 

    9,800,000    

3.45%, 08/15/2027

    9,190,521  
    245,000    

3.95%, 05/15/2024

    244,872  
    250,000    

CNO Financial Group, Inc.
4.50%, 05/30/2020

    251,250  
 

Genworth Holdings, Inc.

 

    205,000    

4.80%, 02/15/2024

    161,950  
    2,130,000    

4.90%, 08/15/2023

    1,693,350  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
      Insurance - 1.7% - (continued)  
  $       770,000    

7.20%, 02/15/2021

  $ 725,725  
    1,250,000    

7.63%, 09/24/2021

    1,175,000  
    255,000    

7.70%, 06/15/2020

    247,988  
    255,000    

Loews Corp.
2.63%, 05/15/2023

    244,476  
 

Marsh & McLennan Cos., Inc.

 

    7,485,000    

2.75%, 01/30/2022

    7,298,160  
    1,635,000    

3.75%, 03/14/2026

    1,612,528  
    3,900,000    

4.05%, 10/15/2023

    3,947,865  
    1,008,000    

Massachusetts Mutual Life Insurance Co.
8.88%, 06/01/2039(6)

    1,565,666  
    13,334,000    

MassMutual Global Funding II
2.50%, 04/13/2022(6)

    12,951,456  
    2,010,000    

MetLife, Inc.
4.60%, 05/13/2046

    2,059,050  
   

Metropolitan Life Global Funding I

 

    7,020,000    

1.75%, 09/19/2019(6)

    6,907,024  
    15,080,000    

2.40%, 01/08/2021(6)

    14,785,882  
    13,735,000    

3.00%, 09/19/2027(6)

    12,773,222  
    700,000    

MGIC Investment Corp.
5.75%, 08/15/2023

    715,750  
    4,940,000    

Nationwide Mutual Insurance Co.
9.38%, 08/15/2039(6)

    7,800,718  
   

New York Life Global Funding

 

    14,915,000    

1.95%, 09/28/2020(6)

    14,522,774  
    14,205,000    

3.00%, 01/10/2028(6)

    13,337,261  
    1,345,000    

Radian Group, Inc.
4.50%, 10/01/2024

    1,284,475  
    3,170,000    

Trinity Acquisition plc
4.40%, 03/15/2026

    3,173,799  
    4,230,000    

USIS Merger Sub, Inc.
6.88%, 05/01/2025(6)

    4,230,000  
    10,435,000    

Willis North America, Inc.
3.60%, 05/15/2024

    10,118,709  
     

 

 

 
        203,304,042  
     

 

 

 
            Internet - 0.8%  
   

Alibaba Group Holding Ltd.

 

    5,340,000    

2.80%, 06/06/2023

    5,131,012  
    18,635,000    

3.40%, 12/06/2027

    17,544,648  
    10,585,000    

4.00%, 12/06/2037

    9,969,356  
    8,675,000    

4.20%, 12/06/2047

    8,163,578  
   

Amazon.com, Inc.

 

    3,025,000    

2.80%, 08/22/2024(6)

    2,911,428  
    13,385,000    

3.88%, 08/22/2037(6)

    13,267,206  
    5,935,000    

4.05%, 08/22/2047(6)

    5,870,669  
    2,940,000    

4.80%, 12/05/2034

    3,242,081  
    5,535,000    

4.95%, 12/05/2044

    6,250,280  
    250,000    

Baidu, Inc.
3.50%, 11/28/2022

    246,045  
   

Netflix, Inc.

 

    235,000    

5.50%, 02/15/2022

    243,812  
    2,270,000    

5.88%, 02/15/2025

    2,331,744  
    250,000    

Symantec Corp.
3.95%, 06/15/2022

    249,979  
   

Tencent Holdings Ltd.

 

    510,000    

2.99%, 01/19/2023(6)

    493,777  
    13,880,000    

3.60%, 01/19/2028(6)

    13,190,132  
    3,145,000    

3.93%, 01/19/2038(6)

    2,965,480  
    245,000    

VeriSign, Inc.
4.63%, 05/01/2023

    245,612  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  47  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
            Internet - 0.8% - (continued)  
   

Zayo Group LLC / Zayo Capital, Inc.

 

  $       1,955,000    

6.00%, 04/01/2023

  $ 2,013,650  
    2,735,000    

6.38%, 05/15/2025

    2,831,272  
     

 

 

 
        97,161,761  
     

 

 

 
            Iron/Steel - 0.3%  
   

AK Steel Corp.

 

    265,000    

6.38%, 10/15/2025

    248,276  
    2,230,000    

7.00%, 03/15/2027(11)

    2,163,100  
    1,375,000    

7.63%, 10/01/2021

    1,402,500  
    720,000    

Gerdau Trade, Inc.
4.88%, 10/24/2027(6)

    696,600  
    250,000    

JSW Steel Ltd.
5.25%, 04/13/2022(9)

    247,813  
    965,000    

Signode Industrial Group Lux S.A. / Signode Industrial Group U.S., Inc.
6.38%, 05/01/2022(6)

    995,783  
   

Steel Dynamics, Inc.

 

    3,430,000    

4.13%, 09/15/2025

    3,273,523  
    665,000    

5.13%, 10/01/2021

    676,837  
    2,010,000    

5.50%, 10/01/2024

    2,065,275  
   

Vale Overseas Ltd.

 

    12,350,000    

6.25%, 08/10/2026

    13,620,815  
    3,670,000    

6.88%, 11/21/2036

    4,254,998  
    6,415,000    

6.88%, 11/10/2039

    7,454,230  
    1,620,000    

Vale S.A.
5.63%, 09/11/2042

    1,678,644  
     

 

 

 
        38,778,394  
     

 

 

 
            IT Services - 0.6%  
   

Apple, Inc.

 

    17,000,000    

2.85%, 02/23/2023

    16,708,974  
    8,650,000    

2.90%, 09/12/2027

    8,139,852  
    3,865,000    

3.85%, 08/04/2046

    3,664,259  
    2,895,000    

4.25%, 02/09/2047

    2,942,562  
    3,990,000    

4.38%, 05/13/2045

    4,131,254  
    1,120,000    

4.45%, 05/06/2044

    1,164,970  
    9,180,000    

4.65%, 02/23/2046

    9,822,993  
    2,710,000    

Conduent Finance, Inc. / Conduent Business Services LLC
10.50%, 12/15/2024(6)

    3,203,220  
    245,000    

DXC Technology Co.
4.45%, 09/18/2022

    249,644  
   

Hewlett Packard Enterprise Co.

 

    9,365,000    

4.90%, 10/15/2025

    9,619,625  
    12,545,000    

6.35%, 10/15/2045

    12,889,742  
     

 

 

 
        72,537,095  
     

 

 

 
            Lodging - 0.2%  
    3,650,000    

Boyd Gaming Corp.
6.38%, 04/01/2026

    3,821,440  
    770,000    

Caesars Entertainment Corp.
5.00%, 10/01/2024

    1,350,426  
    4,625,000    

FelCor Lodging L.P.
6.00%, 06/01/2025

    4,729,062  
    245,000    

Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp.
4.63%, 04/01/2025

    237,601  
    3,610,000    

Jack Ohio Finance LLC / Jack Ohio Finance Corp.
6.75%, 11/15/2021(6)

    3,727,325  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
            Lodging - 0.2% - (continued)  
  $       2,185,000    

Station Casinos LLC
5.00%, 10/01/2025(6)

  $ 2,092,138  
    3,105,000    

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.
5.88%, 05/15/2025(6)

    2,976,919  
     

 

 

 
        18,934,911  
     

 

 

 
            Machinery-Construction & Mining - 0.2%  
    4,725,000    

BlueLine Rental Finance Corp. / BlueLine Rental LLC
9.25%, 03/15/2024(6)

    5,024,801  
    23,350,000    

Caterpillar Financial Services Corp.
2.55%, 11/29/2022

    22,541,448  
     

 

 

 
        27,566,249  
     

 

 

 
            Machinery-Diversified - 0.1%  
    3,270,000    

Cloud Crane LLC
10.13%, 08/01/2024(6)

    3,556,125  
    245,000    

CNH Industrial Capital LLC
4.38%, 11/06/2020

    249,900  
    10,985,000    

John Deere Capital Corp.
2.35%, 01/08/2021

    10,790,016  
     

 

 

 
        14,596,041  
     

 

 

 
            Media - 2.9%  
   

21st Century Fox America, Inc.

 

    5,595,000    

3.38%, 11/15/2026

    5,408,933  
    240,000    

4.00%, 10/01/2023

    243,855  
    3,890,000    

4.95%, 10/15/2045

    4,247,566  
    1,177,000    

5.40%, 10/01/2043

    1,352,485  
    3,197,000    

6.40%, 12/15/2035

    3,975,824  
    520,000    

6.65%, 11/15/2037

    662,099  
    3,485,000    

Altice France S.A.
7.38%, 05/01/2026(6)

    3,376,094  
    2,040,000    

Altice Luxembourg S.A.
7.75%, 05/15/2022(6)(11)

    1,948,200  
   

CBS Corp.

 

    16,685,000    

2.90%, 06/01/2023(6)

    15,937,481  
    1,140,000    

2.90%, 01/15/2027

    1,020,178  
    9,920,000    

3.50%, 01/15/2025

    9,541,566  
   

CCO Holdings LLC / CCO Holdings Capital Corp.

 

    1,695,000    

5.13%, 05/01/2023(6)

    1,702,966  
    1,600,000    

5.25%, 09/30/2022

    1,625,000  
    3,870,000    

5.75%, 09/01/2023

    3,918,375  
    205,000    

5.75%, 01/15/2024

    206,927  
    1,550,000    

5.75%, 02/15/2026(6)

    1,538,375  
    7,490,000    

Cequel Communications Holdings I LLC / Cequel Capital Corp.
5.13%, 12/15/2021(6)

    7,405,341  
   

Charter Communications Operating LLC / Charter Communications Operating Capital

 

    5,455,000    

3.58%, 07/23/2020

    5,470,701  
    11,845,000    

4.20%, 03/15/2028

    11,215,142  
    9,605,000    

4.46%, 07/23/2022

    9,792,606  
    2,135,000    

4.91%, 07/23/2025

    2,169,314  
    17,150,000    

5.38%, 05/01/2047

    16,143,853  
    3,000,000    

5.75%, 04/01/2048

    2,975,349  
    8,613,000    

6.48%, 10/23/2045

    9,232,111  
   

Comcast Corp.

 

    260,000    

2.75%, 03/01/2023

    251,770  
    2,985,000    

3.20%, 07/15/2036

    2,566,641  
    12,525,000    

3.55%, 05/01/2028

    12,079,304  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  48  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
            Media - 2.9% - (continued)  
  $       6,083,000    

3.97%, 11/01/2047

  $ 5,570,562  
    1,913,000    

4.05%, 11/01/2052

    1,742,087  
    4,605,000    

4.40%, 08/15/2035

    4,642,519  
    5,000,000    

4.60%, 08/15/2045

    5,037,880  
    975,000    

5.65%, 06/15/2035

    1,122,060  
    510,000    

7.05%, 03/15/2033

    659,097  
   

Cox Communications, Inc.

 

    11,590,000    

3.15%, 08/15/2024(6)

    11,027,967  
    10,479,000    

4.50%, 06/30/2043(6)

    9,270,773  
    2,286,000    

4.70%, 12/15/2042(6)

    2,102,138  
    7,875,000    

4.80%, 02/01/2035(6)

    7,734,367  
    2,604,000    

6.45%, 12/01/2036(6)

    2,965,932  
    1,275,000    

8.38%, 03/01/2039(6)

    1,724,830  
   

CSC Holdings LLC

 

    1,325,000    

5.25%, 06/01/2024

    1,241,359  
    2,860,000    

10.13%, 01/15/2023(6)

    3,171,025  
    882,000    

10.88%, 10/15/2025(6)

    1,034,145  
   

Discovery Communications LLC

 

    6,087,000    

3.95%, 06/15/2025(6)

    5,961,009  
    480,000    

4.38%, 06/15/2021

    489,798  
    6,880,000    

5.20%, 09/20/2047

    6,729,161  
   

DISH DBS Corp.

 

    3,120,000    

5.00%, 03/15/2023

    2,702,700  
    1,825,000    

5.88%, 07/15/2022

    1,678,544  
    455,000    

5.88%, 11/15/2024

    387,319  
    3,865,000    

6.75%, 06/01/2021

    3,845,675  
    1,260,000    

7.88%, 09/01/2019

    1,305,675  
   

Gray Television, Inc.

 

    2,160,000    

5.13%, 10/15/2024(6)

    2,060,100  
    630,000    

5.88%, 07/15/2026(6)

    606,375  
    215,000    

Grupo Televisa S.A.B.
6.63%, 03/18/2025

    241,137  
    2,910,000    

Liberty Interactive LLC
8.25%, 02/01/2030

    3,128,250  
    335,000    

Quebecor Media, Inc.
5.75%, 01/15/2023

    343,375  
   

Sinclair Television Group, Inc.

 

    570,000    

5.13%, 02/15/2027(6)

    528,675  
    925,000    

5.88%, 03/15/2026(6)

    913,437  
    2,205,000    

6.13%, 10/01/2022

    2,268,394  
    16,875,000    

Sky plc
3.13%, 11/26/2022(6)

    16,596,775  
   

TEGNA, Inc.

 

    2,305,000    

4.88%, 09/15/2021(6)

    2,333,812  
    1,285,000    

5.50%, 09/15/2024(6)

    1,307,487  
    2,610,000    

6.38%, 10/15/2023

    2,694,825  
   

Time Warner Cable LLC

 

    540,000    

4.00%, 09/01/2021

    541,695  
    1,875,000    

4.50%, 09/15/2042

    1,589,179  
    1,300,000    

5.50%, 09/01/2041

    1,272,314  
    10,340,000    

5.88%, 11/15/2040

    10,610,020  
    2,825,000    

6.75%, 06/15/2039

    3,186,131  
    535,000    

8.75%, 02/14/2019

    558,534  
    1,565,000    

Time Warner Entertainment Co. L.P.
8.38%, 07/15/2033

    2,026,949  
    5,005,000    

Time Warner Entertainment Co., L.P.
8.38%, 03/15/2023

    5,894,584  
   

Time Warner, Inc.

 

    4,015,000    

2.95%, 07/15/2026

    3,689,367  
    10,175,000    

3.60%, 07/15/2025

    9,836,096  
    5,880,000    

3.88%, 01/15/2026

    5,750,052  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
            Media - 2.9% - (continued)  
  $       245,000    

4.05%, 12/15/2023

  $ 247,743  
    6,545,000    

5.35%, 12/15/2043

    6,828,942  
    2,735,000    

Tribune Media Co.
5.88%, 07/15/2022

    2,769,187  
    245,000    

Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH
5.00%, 01/15/2025(6)

    250,513  
    265,000    

Univision Communications, Inc.
5.13%, 02/15/2025(6)

    245,125  
   

Viacom, Inc.

 

    21,620,000    

4.25%, 09/01/2023

    21,739,504  
    10,980,000    

4.38%, 03/15/2043

    9,734,863  
    12,350,000    

4.85%, 12/15/2034

    12,104,497  
    1,565,000    

Videotron Ltd.
5.00%, 07/15/2022

    1,598,256  
    250,000    

Virgin Media Secured Finance plc
5.50%, 01/15/2025(6)

    243,125  
    205,000    

Vrio Finco LLC
6.25%, 04/04/2023(6)

    206,538  
    1,740,000    

WMG Acquisition Corp.
5.50%, 04/15/2026(6)

    1,748,700  
     

 

 

 
        353,849,234  
     

 

 

 
            Metal Fabricate/Hardware - 0.0%  
   

Novelis Corp.

 

    1,045,000    

5.88%, 09/30/2026(6)

    1,037,163  
    2,810,000    

6.25%, 08/15/2024(6)

    2,862,687  
    630,000    

TriMas Corp.
4.88%, 10/15/2025(6)

    606,375  
     

 

 

 
        4,506,225  
     

 

 

 
            Mining - 0.6%  
   

Anglo American Capital plc

 

    5,920,000    

3.75%, 04/10/2022(6)

    5,865,122  
    580,000    

4.13%, 04/15/2021(6)

    584,802  
    7,246,000    

4.13%, 09/27/2022(6)

    7,265,512  
    480,000    

4.88%, 05/14/2025(6)

    486,866  
    4,015,000    

Barrick North America Finance LLC
5.75%, 05/01/2043

    4,591,983  
    1,825,000    

BHP Billiton Finance USA Ltd.
5.00%, 09/30/2043

    2,055,535  
    2,920,000    

Constellium N.V.
5.88%, 02/15/2026(6)

    2,876,200  
   

Corp. Nacional del Cobre de Chile

 

    3,580,000    

3.63%, 08/01/2027(6)

    3,405,439  
    485,000    

4.50%, 08/13/2023(6)

    497,790  
   

First Quantum Minerals Ltd.

 

    255,000    

6.88%, 03/01/2026(6)

    242,250  
    1,410,000    

7.00%, 02/15/2021(6)

    1,413,144  
    290,000    

7.25%, 04/01/2023(6)

    289,217  
    1,010,000    

7.50%, 04/01/2025(6)

    998,688  
    250,000    

FMG Resources August 2006 Pty Ltd.
5.13%, 05/15/2024(6)

    246,875  
   

Freeport-McMoRan, Inc.

 

    250,000    

4.55%, 11/14/2024

    241,250  
    805,000    

5.40%, 11/14/2034

    742,612  
   

Glencore Finance Canada Ltd.

 

    330,000    

5.55%, 10/25/2042(6)

    341,399  
    5,030,000    

6.00%, 11/15/2041(6)

    5,489,239  
    12,640,000    

Glencore Funding LLC
4.00%, 03/27/2027(6)

    12,049,069  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  49  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
            Mining - 0.6% - (continued)  
  $       7,000,000    

Goldcorp, Inc.
3.63%, 06/09/2021

  $ 7,001,549  
    1,940,000    

Kaiser Aluminum Corp.
5.88%, 05/15/2024

    1,998,200  
   

New Gold, Inc.

 

    155,000    

6.25%, 11/15/2022(6)

    158,100  
    1,530,000    

6.38%, 05/15/2025(6)

    1,558,687  
    3,080,000    

Newmont Mining Corp.
4.88%, 03/15/2042

    3,185,001  
    370,000    

Northwest Acquisitions ULC / Dominion Finco, Inc.
7.13%, 11/01/2022(6)

    376,771  
   

Southern Copper Corp.

 

    235,000    

5.38%, 04/16/2020

    244,437  
    7,768,000    

5.88%, 04/23/2045

    8,689,625  
   

Teck Resources Ltd.

 

    260,000    

3.75%, 02/01/2023

    251,467  
    1,480,000    

8.50%, 06/01/2024(6)

    1,652,050  
     

 

 

 
        74,798,879  
     

 

 

 
            Miscellaneous Manufacturing - 0.2%  
    3,405,000    

Bombardier, Inc.
6.13%, 01/15/2023(6)

    3,426,281  
    13,030,000    

Ingersoll-Rand Global Holding Co., Ltd.
2.90%, 02/21/2021

    12,934,916  
    8,600,000    

Siemens Financieringsmaatschappij N.V.
3.13%, 03/16/2024(6)

    8,409,197  
     

 

 

 
        24,770,394  
     

 

 

 
            Office/Business Equipment - 0.1%  
    1,495,000    

CDW LLC / CDW Finance Corp.
5.00%, 09/01/2023

    1,525,049  
    6,110,000    

Pitney Bowes, Inc.
4.70%, 04/01/2023

    5,767,840  
    260,000    

Xerox Corp.
3.63%, 03/15/2023

    251,994  
     

 

 

 
        7,544,883  
     

 

 

 
            Oil & Gas - 2.6%  
   

Anadarko Petroleum Corp.

 

    1,875,000    

3.45%, 07/15/2024

    1,804,595  
    1,250,000    

4.50%, 07/15/2044

    1,182,334  
    5,860,000    

6.45%, 09/15/2036

    6,953,381  
    7,041,000    

6.60%, 03/15/2046

    8,641,174  
    2,275,000    

6.95%, 06/15/2019

    2,370,166  
    17,090,000    

Andeavor
3.80%, 04/01/2028

    16,450,986  
    3,865,000    

BG Energy Capital plc
4.00%, 10/15/2021(6)

    3,937,975  
    4,230,000    

Blue Racer Midstream LLC / Blue Racer Finance Corp.
6.13%, 11/15/2022(6)

    4,335,750  
   

BP Capital Markets plc

 
    8,835,000    

3.22%, 11/28/2023

    8,704,473  
    2,840,000    

3.81%, 02/10/2024

    2,875,544  
    4,990,000    

California Resources Corp.
8.00%, 12/15/2022(6)

    4,291,400  
   

Canadian Natural Resources Ltd.

 

    6,310,000    

2.95%, 01/15/2023

    6,096,971  
    32,445,000    

3.85%, 06/01/2027

    31,386,022  
    4,626,000    

3.90%, 02/01/2025

    4,562,227  
    990,000    

7.20%, 01/15/2032

    1,233,826  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
            Oil & Gas - 2.6% - (continued)  
  $       3,610,000    

CNOOC Finance 2013 Ltd.
3.00%, 05/09/2023

  $ 3,449,366  
   

Continental Resources, Inc.

 

    1,825,000    

3.80%, 06/01/2024

    1,779,375  
    7,220,000    

4.38%, 01/15/2028(6)

    7,098,162  
    391,000    

4.50%, 04/15/2023

    395,888  
    3,565,000    

4.90%, 06/01/2044

    3,493,700  
    553,000    

5.00%, 09/15/2022

    561,986  
    3,480,000    

Denbury Resources, Inc.
9.00%, 05/15/2021(6)

    3,636,600  
   

Devon Energy Corp.

 

    1,390,000    

5.00%, 06/15/2045

    1,446,432  
    3,695,000    

5.60%, 07/15/2041

    4,075,640  
    1,695,000    

Ecopetrol S.A.
5.88%, 09/18/2023

    1,803,463  
    245,000    

EnCana Corp.
3.90%, 11/15/2021

    246,779  
    2,055,000    

Energen Corp.
4.63%, 09/01/2021

    2,034,450  
    1,360,000    

Ensco plc
5.75%, 10/01/2044

    945,200  
    3,075,000    

EOG Resources, Inc.
3.90%, 04/01/2035

    2,975,764  
    255,000    

EQT Corp.
3.00%, 10/01/2022

    246,502  
   

Gazprom OAO Via Gaz Capital S.A.

 

    495,000    

3.85%, 02/06/2020(9)

    491,436  
    1,625,000    

9.25%, 04/23/2019(9)

    1,702,187  
   

Hess Corp.

 

    260,000    

3.50%, 07/15/2024

    248,520  
    25,755,000    

4.30%, 04/01/2027

    25,037,239  
    1,445,000    

6.00%, 01/15/2040

    1,509,972  
    1,325,000    

7.30%, 08/15/2031

    1,576,261  
    700,000    

7.88%, 10/01/2029

    854,535  
    1,455,000    

Jagged Peak Energy LLC
5.88%, 05/01/2026(6)(12)

    1,460,456  
   

KazMunayGas National Co. JSC

 

    1,630,000    

5.38%, 04/24/2030(6)

    1,629,511  
    1,320,000    

6.38%, 10/24/2048(6)

    1,348,076  
    3,470,000    

Kerr-McGee Corp.
6.95%, 07/01/2024

    3,988,273  
    2,365,000    

Laredo Petroleum, Inc.
5.63%, 01/15/2022

    2,388,650  
   

Marathon Oil Corp.

 

    1,755,000    

2.80%, 11/01/2022

    1,679,708  
    6,920,000    

3.85%, 06/01/2025

    6,788,333  
    5,045,000    

4.40%, 07/15/2027

    5,084,897  
   

MEG Energy Corp.

 

    2,360,000    

6.38%, 01/30/2023(6)

    2,129,900  
    2,210,000    

6.50%, 01/15/2025(6)

    2,210,442  
    690,000    

7.00%, 03/31/2024(6)

    619,275  
    2,020,000    

Noble Energy, Inc.
8.00%, 04/01/2027

    2,470,132  
   

Petrobras Global Finance B.V.

 

    255,000    

4.38%, 05/20/2023

    248,625  
    12,995,000    

5.63%, 05/20/2043

    10,848,876  
    6,345,000    

5.75%, 02/01/2029

    6,021,405  
    764,000    

6.00%, 01/27/2028(6)

    744,785  
    2,625,000    

6.00%, 01/27/2028(9)

    2,558,981  
    320,000    

6.13%, 01/17/2022

    337,856  
    2,555,000    

6.75%, 01/27/2041

    2,424,695  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  50  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
            Oil & Gas - 2.6% - (continued)  
  $       510,000    

8.75%, 05/23/2026

  $ 597,338  
   

Petroleos Mexicanos

 

    435,000    

3 mo. USD LIBOR + 2.020%,
4.38%, 07/18/2018(4)

    436,884  
    490,000    

4.63%, 09/21/2023

    483,615  
    370,000    

4.88%, 01/24/2022

    376,013  
    201,000    

5.38%, 03/13/2022

    208,095  
    897,000    

5.50%, 01/21/2021

    925,704  
    1,467,000    

6.35%, 02/12/2048(6)

    1,345,239  
    4,275,000    

6.50%, 03/13/2027

    4,427,233  
    4,305,000    

6.75%, 09/21/2047

    4,156,047  
    17,900,000    

Phillips 66
3.90%, 03/15/2028

    17,600,732  
    1,001,000    

Pioneer Natural Resources Co.
7.20%, 01/15/2028

    1,182,493  
   

QEP Resources, Inc.

 

    4,270,000    

5.25%, 05/01/2023

    4,163,250  
    205,000    

5.38%, 10/01/2022

    205,000  
    435,000    

5.63%, 03/01/2026

    416,513  
    230,000    

6.80%, 03/01/2020

    240,350  
    265,000    

Range Resources Corp.
5.00%, 03/15/2023

    254,930  
    250,000    

Reliance Holding USA, Inc.
5.40%, 02/14/2022(6)

    261,172  
    2,020,000    

Rowan Cos., Inc.
5.85%, 01/15/2044

    1,494,800  
   

Shell International Finance B.V.

 

    4,735,000    

4.38%, 05/11/2045

    4,919,227  
    3,250,000    

4.55%, 08/12/2043

    3,452,227  
    240,000    

Sinopec Group Overseas Development Ltd.
4.38%, 10/17/2023(6)

    244,446  
   

SM Energy Co.

 

    2,550,000    

5.00%, 01/15/2024(11)

    2,428,875  
    355,000    

6.13%, 11/15/2022

    358,550  
    170,000    

6.50%, 11/15/2021

    172,550  
    325,000    

Southwestern Energy Co.
6.45%, 01/23/2025

    318,500  
   

State Oil Co. of the Azerbaijan Republic

 

    725,000    

4.75%, 03/13/2023(9)

    722,463  
    420,000    

6.95%, 03/18/2030(9)

    451,240  
    4,520,000    

Statoil ASA
2.65%, 01/15/2024

    4,340,378  
   

Suncor Energy, Inc.

 

    5,000,000    

3.60%, 12/01/2024

    4,930,707  
    4,235,000    

4.00%, 11/15/2047

    4,045,020  
   

Sunoco L.P. / Sunoco Finance Corp.

 

    625,000    

5.50%, 02/15/2026(6)

    603,125  
    395,000    

5.88%, 03/15/2028(6)

    383,644  
   

Transocean, Inc.

 

    675,000    

6.80%, 03/15/2038(11)

    567,000  
    200,000    

7.50%, 04/15/2031

    185,000  
    795,000    

9.35%, 12/15/2041

    795,000  
    1,366,000    

Tullow Oil plc
6.25%, 04/15/2022(6)

    1,386,490  
   

Valero Energy Corp.

 

    3,998,000    

3.40%, 09/15/2026

    3,822,288  
    614,000    

4.90%, 03/15/2045

    642,424  
    235,000    

6.13%, 02/01/2020

    246,838  
    1,380,000    

6.63%, 06/15/2037

    1,723,250  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
            Oil & Gas - 2.6% - (continued)  
  $       3,525,000    

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.
8.75%, 04/15/2023(6)

  $ 3,313,500  
   

WPX Energy, Inc.

 

    1,275,000    

5.25%, 09/15/2024

    1,284,562  
    3,305,000    

6.00%, 01/15/2022

    3,445,462  
    1,240,000    

8.25%, 08/01/2023

    1,407,400  
   

YPF S.A.

 

    1,017,000    

6.95%, 07/21/2027(6)

    1,000,474  
    1,025,000    

7.00%, 12/15/2047(6)

    913,992  
    925,000    

8.50%, 07/28/2025(9)

    1,010,100  
    830,000    

8.75%, 04/04/2024(6)

    914,452  
     

 

 

 
        314,223,749  
     

 

 

 
            Oil & Gas Services - 0.0%  
    250,000    

Halliburton Co.
3.50%, 08/01/2023

    248,962  
    216,750    

Transocean Phoenix 2 Ltd.
7.75%, 10/15/2024(6)

    232,182  
   

Weatherford International Ltd.

 

    445,000    

5.95%, 04/15/2042

    322,625  
    1,180,000    

6.50%, 08/01/2036

    896,800  
    800,000    

7.00%, 03/15/2038

    628,000  
     

 

 

 
        2,328,569  
     

 

 

 
            Packaging & Containers - 0.3%  
    5,250,000    

ARD Finance S.A.
7.13%, 09/15/2023(8)

    5,368,125  
    1,075,000    

ARD Securities Finance SARL
8.75%, 01/31/2023(6)(8)

    1,131,438  
   

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

 
    2,975,000    

6.00%, 06/30/2021(6)

    3,027,092  
    725,000    

6.00%, 02/15/2025(6)

    733,156  
    570,000    

7.25%, 05/15/2024(6)

    601,350  
   

Ball Corp.

 

    255,000    

4.00%, 11/15/2023

    249,900  
    250,000    

4.88%, 03/15/2026

    249,375  
    3,580,000    

Berry Global, Inc.
6.00%, 10/15/2022

    3,727,675  
    2,055,000    

Crown Americas LLC / Crown Americas Capital Corp.
4.75%, 02/01/2026(6)

    1,983,075  
    3,305,000    

Flex Acquisition Co., Inc.
6.88%, 01/15/2025(6)

    3,321,525  
    485,000    

Graphic Packaging International LLC
4.75%, 04/15/2021

    489,850  
    2,665,000    

Multi-Color Corp.
4.88%, 11/01/2025(6)

    2,485,112  
    915,000    

OI European Group B.V.
4.00%, 03/15/2023(6)

    869,250  
   

Owens-Brockway Glass Container, Inc.

 

    1,610,000    

5.88%, 08/15/2023(6)

    1,646,225  
    2,710,000    

6.38%, 08/15/2025(6)

    2,838,725  
    845,000    

Plastipak Holdings, Inc.
6.25%, 10/15/2025(6)

    819,650  
   

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu

 
    3,240,000    

5.13%, 07/15/2023(6)

    3,260,250  
    1,155,000    

7.00%, 07/15/2024(6)

    1,202,644  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  51  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
            Packaging & Containers - 0.3% - (continued)  
  $       245,000    

Sealed Air Corp.
4.88%, 12/01/2022(6)

  $ 248,675  
     

 

 

 
        34,253,092  
     

 

 

 
            Pharmaceuticals - 1.7%  
    4,245,000    

Abbott Laboratories
2.55%, 03/15/2022

    4,117,665  
    515,000    

AbbVie, Inc.
2.85%, 05/14/2023

    496,048  
   

Allergan Funding SCS

 

    17,035,000    

3.45%, 03/15/2022

    16,749,910  
    9,825,000    

3.80%, 03/15/2025

    9,442,195  
    3,825,000    

3.85%, 06/15/2024

    3,726,340  
    4,250,000    

4.55%, 03/15/2035

    4,002,294  
    15,125,000    

AstraZeneca plc
3.38%, 11/16/2025

    14,699,338  
    1,310,000    

Baxalta, Inc.
3.60%, 06/23/2022

    1,295,564  
   

Cardinal Health, Inc.

 

    11,130,000    

2.62%, 06/15/2022

    10,661,008  
    4,505,000    

3.50%, 11/15/2024

    4,361,188  
    1,495,000    

4.37%, 06/15/2047

    1,390,691  
    535,000    

Catalent Pharma Solutions, Inc.
4.88%, 01/15/2026(6)

    520,956  
   

CVS Health Corp.

 

    26,820,000    

3.13%, 03/09/2020

    26,822,205  
    17,840,000    

4.10%, 03/25/2025

    17,775,803  
    10,850,000    

5.05%, 03/25/2048

    11,022,478  
    3,555,000    

Endo Dac / Endo Finance LLC / Endo Finco, Inc.
6.00%, 07/15/2023(6)

    2,586,263  
    4,905,000    

Endo Dac / Endo Finance LLC / Endo Finco, Inc.
6.00%, 02/01/2025(6)

    3,445,762  
    6,420,000    

Johnson & Johnson
3.63%, 03/03/2037

    6,265,053  
    260,000    

McKesson Corp.
2.85%, 03/15/2023

    249,365  
    4,040,000    

Merck & Co., Inc.
3.70%, 02/10/2045

    3,843,207  
   

Mylan N.V.

 

    2,655,000    

3.75%, 12/15/2020

    2,663,261  
    6,970,000    

5.25%, 06/15/2046

    6,782,329  
   

Mylan, Inc.

 

    464,000    

2.55%, 03/28/2019

    462,081  
    7,940,000    

5.20%, 04/15/2048(6)

    7,696,967  
    250,000    

Perrigo Finance Unlimited Co.
3.50%, 03/15/2021

    249,054  
   

Pfizer, Inc.

 

    4,525,000    

4.00%, 12/15/2036

    4,555,907  
    1,000,000    

4.30%, 06/15/2043

    1,020,262  
    1,450,000    

7.20%, 03/15/2039

    2,043,708  
   

Shire Acquisitions Investments Ireland DAC

 

    19,145,000    

2.40%, 09/23/2021

    18,366,156  
    2,580,000    

3.20%, 09/23/2026

    2,351,521  
    1,775,000    

Teva Pharmaceutical Finance IV LLC
2.25%, 03/18/2020

    1,695,238  
    585,000    

Teva Pharmaceutical Finance Netherlands B.V.
2.80%, 07/21/2023

    490,766  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
            Pharmaceuticals - 1.7% - (continued)  
   

Valeant Pharmaceuticals International, Inc.

 

  $       4,800,000    

5.50%, 03/01/2023(6)

  $ 4,332,000  
    10,010,000    

5.88%, 05/15/2023(6)

    9,196,687  
    1,970,000    

6.13%, 04/15/2025(6)

    1,776,881  
    245,000    

6.50%, 03/15/2022(6)

    254,188  
    255,000    

7.00%, 03/15/2024(6)

    269,025  
    360,000    

9.00%, 12/15/2025(6)

    364,500  
    255,000    

Zoetis, Inc.
3.25%, 02/01/2023

    251,386  
     

 

 

 
        208,295,250  
     

 

 

 
            Pipelines - 2.2%  
    1,355,000    

Abu Dhabi Crude Oil Pipeline LLC
3.65%, 11/02/2029(6)

    1,262,684  
   

Andeavor Logistics L.P. / Tesoro Logistics Finance Corp.

 
    5,400,000    

3.50%, 12/01/2022

    5,312,375  
    8,795,000    

4.25%, 12/01/2027

    8,555,054  
    475,000    

Cheniere Corpus Christi Holdings LLC
5.88%, 03/31/2025

    489,706  
    260,000    

DCP Midstream Operating L.P.
3.88%, 03/15/2023

    250,900  
   

Enbridge, Inc.

 

    255,000    

3.50%, 06/10/2024

    246,540  
    3,175,000    

3.70%, 07/15/2027

    3,000,998  
    255,000    

3 mo. USD LIBOR + 3.641%, 6.25%, 03/01/2078(4)

    248,809  
   

Energy Transfer Equity L.P.

 

    70,000    

4.25%, 03/15/2023

    67,550  
    3,685,000    

5.50%, 06/01/2027

    3,685,000  
    425,000    

7.50%, 10/15/2020

    455,281  
   

Energy Transfer Partners L.P.

 

    2,275,000    

4.90%, 03/15/2035

    2,146,492  
    4,650,000    

5.15%, 03/15/2045

    4,231,558  
    940,000    

6.05%, 06/01/2041

    954,129  
    265,000    

7.50%, 07/01/2038

    305,048  
   

Enterprise Products Operating LLC

 

    2,125,000    

3.70%, 02/15/2026

    2,078,583  
    730,000    

4.45%, 02/15/2043

    707,877  
    1,516,000    

4.85%, 08/15/2042

    1,577,022  
    3,310,000    

4.85%, 03/15/2044

    3,415,613  
    1,025,000    

5.10%, 02/15/2045

    1,086,827  
    1,300,000    

5.95%, 02/01/2041

    1,514,013  
   

Kinder Morgan Energy Partners L.P.

 

    3,725,000    

3.50%, 09/01/2023

    3,617,503  
    1,930,000    

4.25%, 09/01/2024

    1,926,159  
    1,475,000    

4.30%, 05/01/2024

    1,474,337  
    3,155,000    

5.80%, 03/15/2035

    3,340,861  
   

Kinder Morgan, Inc.

 

    15,580,000    

3.15%, 01/15/2023

    15,060,382  
    6,090,000    

5.05%, 02/15/2046

    5,845,061  
    380,000    

5.30%, 12/01/2034

    384,568  
    842,000    

5.55%, 06/01/2045

    862,424  
   

MPLX L.P.

 

    5,780,000    

3.38%, 03/15/2023

    5,689,939  
    4,865,000    

4.13%, 03/01/2027

    4,746,935  
    5,980,000    

4.50%, 04/15/2038

    5,783,168  
    1,690,000    

4.88%, 12/01/2024

    1,751,950  
    6,900,000    

4.90%, 04/15/2058

    6,452,431  
    500,000    

NGPL PipeCo LLC
4.38%, 08/15/2022(6)

    497,500  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  52  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
            Pipelines - 2.2% - (continued)  
  $       255,000    

NuStar Logistics L.P.
4.75%, 02/01/2022

  $ 247,988  
    3,110,000    

Peru LNG Srl
5.38%, 03/22/2030(6)

    3,090,562  
    550,000    

Plains All American Pipeline L.P.
3.85%, 10/15/2023

    536,360  
   

Plains All American Pipeline L.P. / PAA Finance Corp.

 
    2,190,000    

2.60%, 12/15/2019

    2,168,348  
    4,465,000    

4.90%, 02/15/2045

    4,128,312  
   

Sabine Pass Liquefaction LLC

 

    2,110,000    

5.63%, 04/15/2023

    2,248,648  
    24,305,000    

5.63%, 03/01/2025

    25,893,790  
    4,850,000    

5.88%, 06/30/2026

    5,267,145  
    1,394,000    

Southern Gas Corridor CJSC
6.88%, 03/24/2026(6)

    1,522,945  
   

Spectra Energy Partners L.P.

 

    6,450,000    

3.38%, 10/15/2026

    5,975,451  
    705,000    

4.50%, 03/15/2045

    658,588  
   

Sunoco Logistics Partners Operations L.P.

 

    925,000    

4.25%, 04/01/2024

    910,169  
    5,100,000    

5.30%, 04/01/2044

    4,697,570  
    5,945,000    

5.35%, 05/15/2045

    5,492,497  
    10,775,000    

5.40%, 10/01/2047

    10,173,707  
    1,590,000    

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.
6.75%, 03/15/2024

    1,661,550  
    14,465,000    

TC PipeLines L.P.
3.90%, 05/25/2027

    13,725,793  
   

Texas Eastern Transmission L.P.

 

    255,000    

2.80%, 10/15/2022(6)

    242,745  
    6,195,000    

3.50%, 01/15/2028(6)

    5,835,297  
    1,080,000    

TransCanada PipeLines Ltd.
6.20%, 10/15/2037

    1,307,510  
    1,600,000    

Transcontinental Gas Pipe Line Co. LLC
4.00%, 03/15/2028(6)

    1,551,845  
   

Valero Energy Partners L.P.

 

    17,950,000    

4.38%, 12/15/2026

    17,717,735  
    8,795,000    

4.50%, 03/15/2028

    8,687,939  
   

Western Gas Partners L.P.

 

    5,980,000    

4.50%, 03/01/2028

    5,907,143  
    12,220,000    

5.30%, 03/01/2048

    11,961,307  
    260,000    

Williams Cos., Inc.
3.70%, 01/15/2023

    251,472  
   

Williams Partners L.P.

 

    18,685,000    

3.75%, 06/15/2027

    17,578,172  
    1,510,000    

4.13%, 11/15/2020

    1,529,282  
    1,160,000    

4.30%, 03/04/2024

    1,164,594  
    5,155,000    

4.50%, 11/15/2023

    5,251,320  
    1,300,000    

5.10%, 09/15/2045

    1,279,543  
    970,000    

5.40%, 03/04/2044

    989,082  
    2,750,000    

6.30%, 04/15/2040

    3,106,127  
     

 

 

 
        271,785,813  
     

 

 

 
            Real Estate - 0.0%  
    255,000    

Longfor Properties Co., Ltd.
3.88%, 07/13/2022(9)

    246,786  
     

 

 

 
            Real Estate Investment Trusts - 0.4%  
    12,510,000    

American Tower Corp.
2.25%, 01/15/2022

    11,904,204  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
            Real Estate Investment Trusts - 0.4% - (continued)  
  $       245,000    

Boston Properties L.P.
3.85%, 02/01/2023

  $ 247,150  
    260,000    

Brixmor Operating Partnership L.P.
3.25%, 09/15/2023

    248,248  
   

Crown Castle International Corp.

 

    22,815,000    

3.15%, 07/15/2023

    22,010,550  
    13,000,000    

3.20%, 09/01/2024

    12,357,694  
    605,000    

3.70%, 06/15/2026

    575,349  
   

Equinix, Inc.

 

    245,000    

5.38%, 05/15/2027

    249,288  
    1,385,000    

5.88%, 01/15/2026

    1,433,475  
    240,000    

HCP, Inc.
4.25%, 11/15/2023

    242,446  
    255,000    

Iron Mountain US Holdings, Inc.
5.38%, 06/01/2026(6)

    246,075  
    255,000    

Kimco Realty Corp.
3.13%, 06/01/2023

    244,846  
    240,000    

Realty Income Corp.
4.65%, 08/01/2023

    248,338  
    245,000    

Simon Property Group L.P.
3.75%, 02/01/2024

    244,747  
    250,000    

Ventas Realty L.P. / Ventas Capital Corp.
3.25%, 08/15/2022

    245,171  
    245,000    

VEREIT Operating Partnership L.P.
4.60%, 02/06/2024

    243,855  
     

 

 

 
        50,741,436  
     

 

 

 
            Retail - 0.9%  
    6,890,000    

1011778 BC ULC / New Red Finance, Inc.
5.00%, 10/15/2025(6)

    6,629,489  
    4,115,000    

AutoNation, Inc.
3.35%, 01/15/2021

    4,084,563  
    1,675,000    

Beacon Roofing Supply, Inc.
4.88%, 11/01/2025(6)

    1,582,875  
    1,763,000    

CEC Entertainment, Inc.
8.00%, 02/15/2022

    1,375,140  
   

CVS Health Corp.

 

    6,505,000    

2.13%, 06/01/2021

    6,274,367  
    5,330,000    

2.75%, 12/01/2022

    5,120,496  
    12,766,000    

2.80%, 07/20/2020

    12,687,015  
    9,435,000    

5.13%, 07/20/2045

    9,799,829  
   

CVS Pass-Through Trust

 

    12,845    

6.04%, 12/10/2028

    13,736  
    28,476    

6.94%, 01/10/2030

    31,955  
   

Ferrellgas L.P. / Ferrellgas Finance Corp.

 

    466,000    

6.50%, 05/01/2021

    446,195  
    3,810,000    

6.75%, 01/15/2022(11)

    3,590,925  
    1,112,000    

6.75%, 06/15/2023(11)

    1,004,970  
   

Home Depot, Inc.

 

    7,787,000    

3.50%, 09/15/2056

    6,799,435  
    7,230,000    

4.25%, 04/01/2046

    7,347,168  
    1,265,000    

4.88%, 02/15/2044

    1,411,159  
    2,050,000    

5.88%, 12/16/2036

    2,567,958  
    240,000    

L Brands, Inc.
5.63%, 02/15/2022

    249,024  
   

Lowe’s Cos., Inc.

 

    4,715,000    

3.70%, 04/15/2046

    4,275,508  
    5,365,000    

4.05%, 05/03/2047

    5,157,136  
   

McDonald’s Corp.

 

    255,000    

2.63%, 01/15/2022

    250,389  
    7,180,000    

4.45%, 03/01/2047

    7,190,277  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  53  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
            Retail - 0.9% - (continued)  
  $       9,030,000    

4.60%, 05/26/2045

  $ 9,215,229  
    2,240,000    

Party City Holdings, Inc.
6.13%, 08/15/2023(6)(11)

    2,268,000  
    250,000    

QVC, Inc.
3.13%, 04/01/2019

    250,162  
    2,350,000    

Staples, Inc.
8.50%, 09/15/2025(6)

    2,197,250  
    6,200,000    

United Rentals North America, Inc.
4.88%, 01/15/2028

    5,874,500  
    255,000    

Walgreen Co.
3.10%, 09/15/2022

    249,518  
    4,935,000    

Walgreens Boots Alliance, Inc.
3.45%, 06/01/2026

    4,629,483  
    2,050,000    

Walmart, Inc.
3.63%, 12/15/2047

    1,924,824  
     

 

 

 
        114,498,575  
     

 

 

 
            Semiconductors - 0.8%  
    255,000    

Analog Devices, Inc.
3.13%, 12/05/2023

    247,387  
   

Broadcom Corp. / Broadcom Cayman Finance Ltd.

 
    6,500,000    

2.20%, 01/15/2021

    6,284,811  
    19,480,000    

2.38%, 01/15/2020

    19,202,595  
    15,060,000    

2.65%, 01/15/2023

    14,243,935  
    30,235,000    

3.63%, 01/15/2024

    29,373,370  
    10,455,000    

3.88%, 01/15/2027

    9,982,330  
    900,000    

Entegris, Inc.
4.63%, 02/10/2026(6)

    868,500  
   

Intel Corp.

 

    4,480,000    

2.88%, 05/11/2024

    4,335,867  
    3,468,000    

3.73%, 12/08/2047(6)

    3,247,011  
    1,700,000    

4.10%, 05/19/2046

    1,706,981  
    3,165,000    

Micron Technology, Inc.
5.50%, 02/01/2025

    3,291,600  
    250,000    

NXP B.V. / NXP Funding LLC
3.88%, 09/01/2022(6)

    244,688  
    260,000    

QUALCOMM, Inc.
2.90%, 05/20/2024

    244,215  
   

Sensata Technologies B.V.

 

    1,440,000    

5.00%, 10/01/2025(6)

    1,436,400  
    1,475,000    

5.63%, 11/01/2024(6)

    1,530,312  
     

 

 

 
        96,240,002  
     

 

 

 
            Software - 1.3%  
    2,711,000    

Camelot Finance S.A.
7.88%, 10/15/2024(6)

    2,826,217  
    245,000    

CDK Global, Inc.
5.00%, 10/15/2024

    248,675  
    1,675,000    

Change Healthcare Holdings LLC / Change Healthcare Finance, Inc.
5.75%, 03/01/2025(6)

    1,637,312  
   

Fidelity National Information Services, Inc.

 

    12,215,000    

3.00%, 08/15/2026

    11,212,575  
    250,000    

3.50%, 04/15/2023

    247,882  
    5,390,000    

4.50%, 08/15/2046

    5,256,906  
   

First Data Corp.

 

    4,490,000    

5.38%, 08/15/2023(6)

    4,578,902  
    3,155,000    

5.75%, 01/15/2024(6)

    3,194,437  
    2,180,000    

7.00%, 12/01/2023(6)

    2,281,108  
    510,000    

Infor Software Parent LLC
7.13%, 05/01/2021(6)(8)

    513,825  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
            Software - 1.3% - (continued)  
   

Infor U.S., Inc.

 

  $       155,000    

5.75%, 08/15/2020(6)

  $ 158,100  
    4,223,000    

6.50%, 05/15/2022

    4,286,345  
    213,000    

IQVIA, Inc.
5.00%, 10/15/2026(6)

    210,071  
   

Microsoft Corp.

 

    5,115,000    

3.30%, 02/06/2027

    5,014,881  
    3,805,000    

3.50%, 02/12/2035

    3,700,048  
    7,750,000    

3.70%, 08/08/2046

    7,435,824  
    1,980,000    

3.75%, 02/12/2045

    1,904,114  
    6,750,000    

3.95%, 08/08/2056

    6,602,209  
    3,065,000    

4.10%, 02/06/2037

    3,182,459  
    5,190,000    

4.25%, 02/06/2047

    5,446,260  
    6,030,000    

4.45%, 11/03/2045

    6,447,281  
    775,000    

4.75%, 11/03/2055

    868,000  
    240,000    

Open Text Corp.
5.88%, 06/01/2026(6)

    249,528  
   

Oracle Corp.

 

    8,000,000    

2.65%, 07/15/2026

    7,397,271  
    11,090,000    

2.95%, 11/15/2024

    10,711,167  
    2,100,000    

3.85%, 07/15/2036

    2,057,351  
    10,105,000    

3.90%, 05/15/2035

    9,987,252  
    5,835,000    

4.00%, 11/15/2047

    5,682,750  
    4,300,000    

6.50%, 04/15/2038

    5,720,526  
   

salesforce.com, Inc.

 

    14,935,000    

3.25%, 04/11/2023

    14,813,701  
    6,400,000    

3.70%, 04/11/2028

    6,338,461  
    10,185,000    

Western Digital Corp.
4.75%, 02/15/2026

    10,032,225  
    2,085,000    

Workday, Inc.
0.25%, 10/01/2022(6)

    2,249,715  
     

 

 

 
        152,493,378  
     

 

 

 
            Telecommunications - 2.7%  
   

Altice Financing S.A.

 

    1,965,000    

6.63%, 02/15/2023(6)

    1,965,000  
    3,280,000    

7.50%, 05/15/2026(6)

    3,230,800  
    255,000    

America Movil S.A.B. de C.V.
3.13%, 07/16/2022

    249,840  
   

AT&T, Inc.

 

    4,385,000    

3.80%, 03/01/2024

    4,355,471  
    25,505,000    

4.10%, 02/15/2028(6)

    24,749,689  
    3,335,000    

4.13%, 02/17/2026

    3,298,149  
    9,925,000    

4.25%, 03/01/2027

    9,852,869  
    21,745,000    

4.30%, 02/15/2030(6)

    21,048,741  
    1,650,000    

4.30%, 12/15/2042

    1,468,167  
    1,265,000    

4.50%, 05/15/2035

    1,206,016  
    1,735,000    

4.55%, 03/09/2049

    1,552,380  
    10,330,000    

4.75%, 05/15/2046

    9,620,845  
    7,600,000    

4.80%, 06/15/2044

    7,191,200  
    15,625,000    

4.90%, 08/14/2037

    15,821,451  
    6,975,000    

5.15%, 03/15/2042

    6,933,737  
    5,110,000    

5.15%, 02/14/2050

    5,177,332  
    6,482,000    

5.88%, 10/01/2019

    6,746,555  
    245,000    

Bharti Airtel International Netherlands B.V.
5.13%, 03/11/2023(6)

    246,610  
   

CenturyLink, Inc.

 

    2,305,000    

5.63%, 04/01/2025(11)

    2,120,600  
    250,000    

5.80%, 03/15/2022

    248,750  
    2,360,000    

Cisco Systems, Inc.
5.50%, 01/15/2040

    2,859,101  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  54  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
            Telecommunications - 2.7% - (continued)  
  $       1,250,000    

Deutsche Telekom International Finance B.V.
8.75%, 06/15/2030

  $ 1,727,208  
    250,000    

Juniper Networks, Inc.
3.30%, 06/15/2020

    249,320  
    1,545,000    

Level 3 Financing, Inc.
5.38%, 08/15/2022

    1,552,725  
   

Nokia Oyj

 

    560,000    

3.38%, 06/12/2022

    540,680  
    5,175,000    

4.38%, 06/12/2027

    4,799,813  
    700,000    

Oztel Holdings SPC Ltd.
6.63%, 04/24/2028(6)

    680,316  
    255,000    

Rogers Communications, Inc.
3.00%, 03/15/2023

    249,472  
    1,090,000    

Sprint Capital Corp.
6.88%, 11/15/2028

    1,111,800  
   

Sprint Communications, Inc.

 

    250,000    

6.00%, 11/15/2022

    255,313  
    2,110,000    

7.00%, 03/01/2020(6)

    2,220,775  
   

Sprint Corp.

 

    6,038,000    

7.13%, 06/15/2024

    6,256,878  
    3,180,000    

7.25%, 09/15/2021

    3,374,775  
    1,955,000    

7.63%, 02/15/2025(11)

    2,057,638  
    4,802,000    

7.88%, 09/15/2023

    5,150,145  
   

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC

 
    350,000    

4.74%, 03/20/2025(6)

    353,500  
    12,065,000    

5.15%, 03/20/2028(6)

    12,230,894  
    12,360,000    

Telecom Italia S.p.A.
5.30%, 05/30/2024(6)

    12,588,660  
   

Telefonica Emisiones SAU

 

    12,935,000    

4.10%, 03/08/2027

    12,778,935  
    4,590,000    

4.67%, 03/06/2038

    4,552,202  
    7,690,000    

4.90%, 03/06/2048

    7,627,162  
    4,500,000    

5.21%, 03/08/2047

    4,689,965  
    15,000,000    

5.46%, 02/16/2021

    15,866,519  
    2,875,000    

7.05%, 06/20/2036

    3,623,069  
   

Verizon Communications, Inc.

 

    775,000    

1.75%, 08/15/2021

    738,765  
    12,980,000    

3.13%, 03/16/2022

    12,834,510  
    3,954,000    

3.38%, 02/15/2025

    3,820,466  
    5,000,000    

4.13%, 08/15/2046

    4,369,564  
    13,965,000    

4.50%, 08/10/2033

    13,732,485  
    9,947,000    

4.52%, 09/15/2048

    9,225,289  
    8,643,000    

4.67%, 03/15/2055

    7,913,478  
    5,670,000    

4.81%, 03/15/2039

    5,613,085  
    17,244,000    

4.86%, 08/21/2046

    16,877,890  
    10,355,000    

5.01%, 04/15/2049

    10,314,460  
    1,610,000    

5.01%, 08/21/2054

    1,561,323  
    13,425,000    

5.25%, 03/16/2037

    14,019,705  
     

 

 

 
        335,502,087  
     

 

 

 
            Textiles - 0.0%  
    2,735,000    

Eagle Intermediate Global Holding B.V./Ruyi US Finance LLC
7.50%, 05/01/2025(6)(12)

    2,803,375  
     

 

 

 
      Transportation - 0.7%  
 

Burlington Northern Santa Fe LLC

 

    245,000    

3.85%, 09/01/2023

    249,773  
    8,215,000    

4.55%, 09/01/2044

    8,599,396  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 45.8% - (continued)  
      Transportation - 0.7% - (continued)  
  $       1,415,000    

Canadian Pacific Railway Co.
4.50%, 01/15/2022

  $ 1,463,859  
 

CSX Corp.

 

    7,315,000    

2.60%, 11/01/2026

    6,630,771  
    12,415,000    

3.25%, 06/01/2027

    11,742,428  
    240,000    

4.25%, 06/01/2021

    246,672  
    1,000,000    

4.75%, 05/30/2042

    1,042,370  
    12,980,000    

Delta Airlines, Inc.
3.80%, 04/19/2023

    12,880,478  
 

FedEx Corp.

 

    4,900,000    

3.88%, 08/01/2042

    4,494,186  
    245,000    

4.00%, 01/15/2024

    250,815  
    895,000    

4.10%, 02/01/2045

    827,839  
    6,480,000    

4.40%, 01/15/2047

    6,302,031  
    1,640,000    

4.55%, 04/01/2046

    1,615,627  
    3,160,000    

4.75%, 11/15/2045

    3,197,254  
    255,000    

Kansas City Southern
3.00%, 05/15/2023

    244,727  
 

Norfolk Southern Corp.

 

    255,000    

2.90%, 02/15/2023

    248,694  
    3,734,000    

4.65%, 01/15/2046

    3,895,372  
 

Penske Truck Leasing Co. L.P. / PTL Finance Corp.

 
    11,745,000    

3.40%, 11/15/2026(6)

    11,021,665  
    9,895,000    

4.88%, 07/11/2022(6)

    10,334,093  
    566,000    

Rumo Luxembourg S.a.r.l.
5.88%, 01/18/2025(6)

    552,557  
  EUR       340,000    

Russian Railways via RZD Capital plc
4.60%, 03/06/2023(9)

    451,680  
  $       1,970,000    

Union Pacific Corp.
4.38%, 11/15/2065

    1,915,458  
     

 

 

 
    88,207,745  
     

 

 

 
      Trucking & Leasing - 0.0%  
    350,000    

Aviation Capital Group LLC
3.88%, 05/01/2023(6)(12)

    349,298  
     

 

 

 
 

Total Corporate Bonds
(cost $5,723,477,718)

  $ 5,605,954,948  
     

 

 

 
     
FOREIGN GOVERNMENT OBLIGATIONS - 4.9%  
      Argentina - 0.5%  
 

Argentine Republic Government International Bond

 

  EUR       8,585,000    

2.26%, 12/31/2038

    7,103,635  
  $       12,430,000    

2.50%, 12/31/2038

    8,110,575  
  EUR       550,000    

3.38%, 01/15/2023

    656,575  
    6,995,000    

5.25%, 01/15/2028

    8,214,863  
  $       1,000,000    

6.25%, 04/22/2019

    1,018,000  
    3,350,000    

6.88%, 04/22/2021

    3,515,825  
    13,015,000    

6.88%, 01/26/2027

    12,963,070  
    4,910,000    

6.88%, 01/11/2048

    4,362,535  
    7,050,000    

7.50%, 04/22/2026

    7,388,400  
  EUR       1,527,475    

7.82%, 12/31/2033

    2,020,182  
  $       4,409,410    

8.28%, 12/31/2033

    4,618,857  
 

City of Buenos Aires Argentina

 

    1,350,000    

7.50%, 06/01/2027(6)

    1,394,145  
    596,000    

8.95%, 02/19/2021(6)

    634,943  
    310,000    

8.95%, 02/19/2021(9)

    330,255  
    1,065,000    

Provincia de Buenos Aires
7.88%, 06/15/2027(6)

    1,080,975  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  55  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 4.9% - (continued)  
      Argentina - 0.5% - (continued)  
  $       425,000    

Provincia de Cordoba
7.13%, 06/10/2021(6)

  $ 443,326  
     

 

 

 
    63,856,161  
     

 

 

 
      Armenia - 0.0%  
    1,935,000    

Republic of Armenia International Bond
7.15%, 03/26/2025(9)

    2,076,739  
     

 

 

 
      Azerbaijan - 0.1%  
   

Republic of Azerbaijan International Bond

 

    1,370,000    

3.50%, 09/01/2032(6)

    1,124,693  
    4,455,000    

3.50%, 09/01/2032(9)

    3,657,306  
    6,670,000    

4.75%, 03/18/2024(9)

    6,637,610  
    275,000    

5.13%, 09/01/2029(9)

    269,500  
    2,650,000    

Southern Gas Corridor CJSC
6.88%, 03/24/2026(9)

    2,895,125  
     

 

 

 
    14,584,234  
     

 

 

 
      Brazil - 0.1%  
  BRL       6,138,000    

Brazil Letras do Tesouro Nacional
9.12%, 07/01/2020

    1,499,631  
 

Brazil Minas SPE via State of Minas Gerais

 

  $       335,000    

5.33%, 02/15/2028(6)

    333,325  
    1,195,000    

5.33%, 02/15/2028(9)

    1,189,025  
  BRL       4,329,567    

Brazil Notas do Tesouro Nacional
6.00%, 08/15/2050(13)

    1,369,410  
 

Brazilian Government International Bond

 

  $       1,902,000    

4.63%, 01/13/2028

    1,831,626  
    4,094,000    

5.00%, 01/27/2045

    3,541,310  
    1,235,000    

5.63%, 01/07/2041

    1,173,880  
     

 

 

 
    10,938,207  
     

 

 

 
      Bulgaria - 0.0%  
  EUR       1,976,000    

Bulgaria Government International Bond
3.13%, 03/26/2035(9)

    2,573,535  
     

 

 

 
      Cayman Islands - 0.0%  
  $       2,775,000    

KSA Sukuk Ltd.
2.89%, 04/20/2022(6)

    2,673,934  
     

 

 

 
      Colombia - 0.2%  
 

Colombia Government International Bond

 

    10,615,000    

3.88%, 04/25/2027

    10,243,475  
    445,000    

4.00%, 02/26/2024

    443,888  
    5,310,000    

5.00%, 06/15/2045

    5,256,900  
  COP       1,450,000,000    

7.75%, 04/14/2021

    541,470  
    10,000,000    

9.85%, 06/28/2027

    4,515  
    4,263,287,243    

Colombian TES
3.30%, 03/17/2027(13)

    1,532,744  
     

 

 

 
    18,022,992  
     

 

 

 
      Croatia - 0.3%  
 

Croatia Government International Bond

 

  EUR       2,370,000    

2.75%, 01/27/2030(9)

    2,862,011  
    4,575,000    

3.00%, 03/11/2025(9)

    5,897,690  
    3,385,000    

3.00%, 03/20/2027(9)

    4,281,892  
    270,000    

3.88%, 05/30/2022(9)

    362,602  
  $       735,000    

5.50%, 04/04/2023(9)

    779,475  
    10,025,000    

6.00%, 01/26/2024(9)

    10,925,005  
    3,795,000    

6.38%, 03/24/2021(9)

    4,072,035  
    1,750,000    

6.63%, 07/14/2020(9)

    1,865,500  
     

 

 

 
    31,046,210  
     

 

 

 
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 4.9% - (continued)  
      Dominican Republic - 0.1%  
 

Dominican Republic International Bond

 

  $       1,840,000    

5.50%, 01/27/2025(6)

  $ 1,846,440  
    1,220,000    

5.50%, 01/27/2025(9)

    1,224,270  
    2,780,000    

5.88%, 04/18/2024(9)

    2,870,350  
    1,190,000    

6.60%, 01/28/2024(9)

    1,267,350  
    705,000    

6.88%, 01/29/2026(6)

    763,867  
    1,327,000    

7.45%, 04/30/2044(9)

    1,453,065  
     

 

 

 
    9,425,342  
     

 

 

 
      Egypt - 0.0%  
 

Egypt Government International Bond

 

  EUR       465,000    

4.75%, 04/16/2026(6)

    559,819  
  $       1,100,000    

5.58%, 02/21/2023(6)

    1,103,850  
  EUR       450,000    

5.63%, 04/16/2030(6)

    536,899  
  $       1,020,000    

7.90%, 02/21/2048(6)

    1,033,751  
     

 

 

 
    3,234,319  
     

 

 

 
      Ghana - 0.0%  
 

Ghana Government International Bond

 

    1,985,000    

8.13%, 01/18/2026(9)

    2,121,624  
    380,000    

10.75%, 10/14/2030(6)

    491,226  
     

 

 

 
    2,612,850  
     

 

 

 
      Honduras - 0.0%  
    710,000    

Honduras Government International Bond
6.25%, 01/19/2027(6)

    732,180  
     

 

 

 
      Hungary - 0.3%  
 

Hungary Government International Bond

 

    8,816,000    

5.38%, 02/21/2023

    9,437,528  
    9,414,000    

5.75%, 11/22/2023

    10,270,674  
    14,560,000    

6.38%, 03/29/2021

    15,688,400  
     

 

 

 
    35,396,602  
     

 

 

 
      Indonesia - 0.3%  
 

Indonesia Government International Bond

 

    1,965,000    

3.85%, 07/18/2027(6)

    1,893,783  
    1,255,000    

4.35%, 01/08/2027(9)

    1,256,816  
    810,000    

4.75%, 01/08/2026(9)

    835,302  
    530,000    

4.75%, 07/18/2047(6)

    513,192  
    5,860,000    

5.13%, 01/15/2045(9)

    5,935,617  
    600,000    

5.25%, 01/08/2047(6)

    619,636  
    3,370,000    

5.25%, 01/08/2047(9)

    3,480,287  
    2,856,000    

6.63%, 02/17/2037(9)

    3,404,255  
    900,000    

6.75%, 01/15/2044(9)

    1,116,325  
    3,162,000    

7.75%, 01/17/2038(9)

    4,210,162  
    7,057,000    

8.50%, 10/12/2035(9)

    9,885,177  
 

Perusahaan Penerbit SBSN Indonesia III

 

    2,175,000    

4.15%, 03/29/2027(6)

    2,117,906  
    1,235,000    

4.15%, 03/29/2027(9)

    1,202,581  
    3,115,000    

4.40%, 03/01/2028(6)

    3,080,112  
     

 

 

 
    39,551,151  
     

 

 

 
      Ivory Coast - 0.1%  
 

Ivory Coast Government International Bond

 

  EUR       1,540,000    

5.25%, 03/22/2030(6)

    1,883,433  
  $       510,000    

5.38%, 07/23/2024(9)

    499,086  
    99,225    

5.75%, 12/31/2032(9)

    94,919  
    2,145,000    

6.13%, 06/15/2033(6)

    2,027,239  
    1,505,000    

6.13%, 06/15/2033(9)

    1,422,376  
    2,740,000    

6.38%, 03/03/2028(9)

    2,757,673  
  EUR       1,000,000    

6.63%, 03/22/2048(6)

    1,219,676  
     

 

 

 
    9,904,402  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  56  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 4.9% - (continued)  
      Jordan - 0.0%  
  $       1,365,000    

Jordan Government International Bond
5.75%, 01/31/2027(9)

  $ 1,296,177  
     

 

 

 
      Kenya - 0.0%  
 

Kenya Government International Bond

 

    850,000    

7.25%, 02/28/2028(6)

    877,349  
    685,000    

8.25%, 02/28/2048(6)

    706,201  
     

 

 

 
    1,583,550  
     

 

 

 
      Kuwait - 0.0%  
    770,000    

Kuwait International Government Bond
3.50%, 03/20/2027(9)

    740,708  
     

 

 

 
      Mexico - 0.2%  
 

Mexico Government International Bond

 

    240,000    

4.00%, 10/02/2023

    242,400  
    1,820,000    

4.35%, 01/15/2047

    1,608,880  
    20,056,000    

4.75%, 03/08/2044

    18,852,640  
    2,138,000    

6.05%, 01/11/2040

    2,349,662  
     

 

 

 
    23,053,582  
     

 

 

 
      Mongolia - 0.0%  
    1,755,000    

Mongolia Government International Bond
5.63%, 05/01/2023(6)

    1,702,227  
     

 

 

 
      Morocco - 0.0%  
 

Morocco Government International Bond

 

  EUR       870,000    

3.50%, 06/19/2024(9)

    1,160,401  
  $       356,000    

5.50%, 12/11/2042(9)

    370,240  
     

 

 

 
    1,530,641  
     

 

 

 
      Nigeria - 0.1%  
 

Nigeria Government International Bond

 

    1,551,000    

6.50%, 11/28/2027(6)

    1,561,336  
    660,000    

7.14%, 02/23/2030(6)

    674,850  
    455,000    

7.63%, 11/28/2047(6)

    458,413  
    575,000    

7.70%, 02/23/2038(6)

    590,812  
    926,000    

7.88%, 02/16/2032(6)

    997,580  
    1,755,000    

7.88%, 02/16/2032(9)

    1,890,661  
     

 

 

 
    6,173,652  
     

 

 

 
      Oman - 0.1%  
 

Oman Government International Bond

 

    2,310,000    

4.13%, 01/17/2023(6)

    2,197,041  
    6,285,000    

5.63%, 01/17/2028(6)

    6,001,999  
    1,090,000    

6.50%, 03/08/2047(9)

    1,005,089  
    4,130,000    

6.75%, 01/17/2048(6)

    3,887,974  
     

 

 

 
    13,092,103  
     

 

 

 
      Panama - 0.0%  
    3,110,000    

Panama Government International Bond
4.50%, 04/16/2050

    3,003,327  
     

 

 

 
      Paraguay - 0.0%  
 

Paraguay Government International Bond

 

    1,080,000    

4.70%, 03/27/2027(6)

    1,074,600  
    645,000    

5.60%, 03/13/2048(6)

    645,000  
     

 

 

 
    1,719,600  
     

 

 

 
      Qatar - 0.3%  
 

Qatar Government International Bond

 

    7,215,000    

2.38%, 06/02/2021(9)

    6,953,528  
    6,140,000    

3.88%, 04/23/2023(6)(11)

    6,114,519  
    685,000    

4.50%, 04/23/2028(6)

    683,701  
    17,260,000    

5.10%, 04/23/2048(6)

    17,107,249  
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 4.9% - (continued)  
      Qatar - 0.3% - (continued)  
  $       8,125,000    

Qatari Diar Finance Co.
5.00%, 07/21/2020(9)

  $ 8,357,473  
     

 

 

 
    39,216,470  
     

 

 

 
      Romania - 0.1%  
 

Romanian Government International Bond

 

  EUR       795,000    

2.50%, 02/08/2030(6)

    943,241  
    370,000    

3.38%, 02/08/2038(6)

    438,993  
    5,187,000    

3.88%, 10/29/2035(9)

    6,645,912  
     

 

 

 
    8,028,146  
     

 

 

 
      Russia - 0.4%  
  RUB       184,110,000    

Russian Federal Bond - OFZ
8.50%, 09/17/2031

    3,225,232  
 

Russian Foreign Bond - Eurobond

 

  $       2,200,000    

4.25%, 06/23/2027(6)

    2,147,072  
    2,600,000    

4.25%, 06/23/2027(9)

    2,537,449  
    4,000,000    

4.38%, 03/21/2029(6)

    3,874,064  
    4,400,000    

4.75%, 05/27/2026(9)

    4,469,564  
    3,600,000    

4.88%, 09/16/2023(9)

    3,726,000  
    10,300,000    

5.00%, 04/29/2020(9)

    10,531,688  
    4,600,000    

5.25%, 06/23/2047(6)

    4,457,051  
    12,400,000    

5.25%, 06/23/2047(9)

    12,014,658  
    5,000,000    

5.63%, 04/04/2042(9)

    5,240,000  
    600,000    

5.88%, 09/16/2043(9)

    649,500  
     

 

 

 
    52,872,278  
     

 

 

 
      Saudi Arabia - 0.2%  
 

Saudi Government International Bond

 

    1,165,000    

2.38%, 10/26/2021(6)

    1,116,606  
    3,255,000    

2.88%, 03/04/2023(6)

    3,105,003  
    1,315,000    

4.00%, 04/17/2025(6)

    1,296,246  
    10,490,000    

4.50%, 04/17/2030(6)

    10,347,336  
    7,235,000    

4.63%, 10/04/2047(6)

    6,620,025  
    7,090,000    

5.00%, 04/17/2049(6)

    6,799,239  
     

 

 

 
    29,284,455  
     

 

 

 
      Senegal - 0.1%  
 

Senegal Government International Bond

 

  EUR       480,000    

4.75%, 03/13/2028(6)

    574,593  
  $       485,000    

6.25%, 07/30/2024(9)

    497,156  
    1,035,000    

6.25%, 05/23/2033(6)

    997,564  
    1,250,000    

6.25%, 05/23/2033(9)

    1,204,787  
    973,000    

6.75%, 03/13/2048(6)

    917,053  
    785,000    

6.75%, 03/13/2048(9)

    739,863  
     

 

 

 
    4,931,016  
     

 

 

 
      Serbia - 0.0%  
    3,915,000    

Serbia International Bond
7.25%, 09/28/2021(9)

    4,324,055  
     

 

 

 
      South Africa - 0.2%  
  ZAR       23,625,000    

Republic of South Africa Government Bond
8.00%, 01/31/2030

    1,814,377  
 

Republic of South Africa Government International Bond

 
  $       6,785,000    

4.30%, 10/12/2028

    6,228,929  
    6,345,000    

4.85%, 09/27/2027

    6,145,488  
    660,000    

5.00%, 10/12/2046

    582,450  
    1,520,000    

5.88%, 09/16/2025

    1,595,176  
  ZAR       30,415,000    

6.25%, 03/31/2036

    1,869,484  
     

 

 

 
    18,235,904  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  57  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 4.9% - (continued)  
      Sri Lanka - 0.1%  
 

Sri Lanka Government International Bond

 

  $       1,670,000    

6.20%, 05/11/2027(6)

  $ 1,611,253  
    4,285,000    

6.20%, 05/11/2027(9)

    4,134,262  
    360,000    

6.75%, 04/18/2028(6)

    358,240  
    761,000    

6.83%, 07/18/2026(6)

    771,500  
    805,000    

6.83%, 07/18/2026(9)

    816,107  
    3,375,000    

6.85%, 11/03/2025(9)

    3,447,077  
     

 

 

 
    11,138,439  
     

 

 

 
      Supranational - 0.0%  
  MXN       154,000,000    

International Finance Corp.
0.00%, 02/22/2038(14)

    1,688,050  
     

 

 

 
      Tunisia - 0.0%  
 

Banque Centrale de Tunisie International Bond

 

  EUR       2,540,000    

5.63%, 02/17/2024(9)

    3,118,386  
  $       460,000    

5.75%, 01/30/2025(9)

    425,962  
     

 

 

 
    3,544,348  
     

 

 

 
            Turkey - 0.5%  
   

Turkey Government International Bond

 

    3,020,000    

3.25%, 03/23/2023

    2,786,071  
    3,430,000    

4.88%, 10/09/2026

    3,203,620  
    11,840,000    

4.88%, 04/16/2043

    9,415,760  
    5,144,000    

5.63%, 03/30/2021

    5,304,966  
    14,100,000    

5.75%, 03/22/2024

    14,294,157  
    2,155,000    

5.75%, 05/11/2047

    1,881,836  
    6,890,000    

6.00%, 03/25/2027

    6,915,217  
    8,290,000    

6.00%, 01/14/2041

    7,629,188  
    1,420,000    

6.63%, 02/17/2045

    1,384,500  
    438,000    

6.88%, 03/17/2036

    449,831  
    3,225,000    

7.00%, 06/05/2020

    3,405,613  
    3,372,000    

7.38%, 02/05/2025

    3,695,483  
     

 

 

 
        60,366,242  
     

 

 

 
            Ukraine - 0.2%  
   

Ukraine Government International Bond

 

    3,840,000    

7.38%, 09/25/2032(6)

    3,543,168  
    3,540,000    

7.38%, 09/25/2032(9)

    3,266,358  
    1,502,000    

7.75%, 09/01/2021(6)

    1,551,115  
    1,120,000    

7.75%, 09/01/2022(6)

    1,142,131  
    550,000    

7.75%, 09/01/2022(9)

    560,868  
    620,000    

7.75%, 09/01/2023(6)

    624,985  
    1,580,000    

7.75%, 09/01/2023(9)

    1,592,703  
    1,485,000    

7.75%, 09/01/2025(9)

    1,473,863  
    620,000    

7.75%, 09/01/2026(6)

    611,171  
    510,000    

7.75%, 09/01/2026(9)

    502,738  
    3,700,000    

7.75%, 09/01/2027(9)

    3,627,924  
     

 

 

 
        18,497,024  
     

 

 

 
            United Arab Emirates - 0.3%  
   

Abu Dhabi Government International Bond

 

    6,305,000    

2.50%, 10/11/2022(6)

    6,027,958  
    19,520,000    

3.13%, 10/11/2027(6)

    18,075,989  
    14,485,000    

4.13%, 10/11/2047(6)

    13,227,876  
    1,340,000    

4.13%, 10/11/2047(9)

    1,223,704  
     

 

 

 
        38,555,527  
     

 

 

 
            Venezuela - 0.1%  
   

Venezuela Government International Bond

 

    345,000    

6.00%, 12/09/2020(9)(15)

    96,600  
    1,015,000    

7.00%, 12/01/2018(9)(15)

    365,400  
    3,170,000    

7.00%, 03/31/2038(9)(15)

    935,150  
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 4.9% - (continued)  
            Venezuela - 0.1% - (continued)  
  $       5,285,000    

7.65%, 04/21/2025(9)(15)

  $ 1,493,013  
    4,765,000    

7.75%, 10/13/2019(9)(15)

    1,405,675  
    11,205,000    

8.25%, 10/13/2024

    3,193,425  
    11,937,200    

9.00%, 05/07/2023(9)(15)

    3,402,102  
    12,825,000    

9.25%, 05/07/2028(9)(15)

    3,623,062  
     

 

 

 
        14,514,427  
     

 

 

 
            Zambia - 0.0%  
    925,000    

Zambia Government International Bond
8.97%, 07/30/2027(9)

    929,625  
     

 

 

 
   

Total Foreign Government Obligations
(cost $629,165,168)

  $ 606,650,431  
     

 

 

 
     
MUNICIPAL BONDS - 0.1%      
            Development - 0.1%  
  $       5,510,000    

California State, GO Taxable
7.60%, 11/01/2040

  $ 8,362,307  
     

 

 

 
            General Obligation - 0.0%  
    2,795,000    

California State, GO Taxable
7.55%, 04/01/2039

    4,176,317  
     

 

 

 
            Transportation - 0.0%  
    1,850,000    

Port Auth of New York & New Jersey
4.46%, 10/01/2062

    1,988,176  
     

 

 

 
   

Total Municipal Bonds
(cost $13,910,366)

  $ 14,526,800  
     

 

 

 
     
SENIOR FLOATING RATE INTERESTS - 0.2%(16)      
            Diversified Financial Services - 0.0%      
  $       2,085,000    

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%,
4.40%, 02/28/2025

  $ 2,081,747  
     

 

 

 
            Food - 0.0%      
    540,000    

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 03/31/2025

    542,700  
     

 

 

 
            Healthcare-Products - 0.0%      
    2,015,859    

INC Research LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/01/2024

    2,022,330  
     

 

 

 
            Household Products - 0.0%      
    857,850    

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%,
4.99%, 09/06/2024

    856,246  
     

 

 

 
            Insurance - 0.0%      
    390,000    

Genworth Financial, Inc.
1 mo. USD LIBOR + 4.500%,
6.40%, 02/22/2023

    396,338  
    1,705,000    

Hub International Ltd.
0.00%, 04/25/2025(12)(17)

    1,714,940  
     

 

 

 
        2,111,278  
     

 

 

 
            Internet - 0.0%      
    1,033,396    

Lands’ End, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 04/04/2021

    991,419  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  58  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 0.2%(16) - (continued)  
            Leisure Time - 0.1%      
  $       3,635,888    

Golden Entertainment, Inc.
1 mo. USD LIBOR + 3.000%,
4.91%, 10/20/2024

  $ 3,663,157  
     

 

 

 
            Machinery-Diversified - 0.0%      
    1,319,461    

Gardner Denver, Inc.
3 mo. USD LIBOR + 2.750%,
5.05%, 07/30/2024

    1,326,560  
     

 

 

 
            Media - 0.1%      
    3,115,000    

PSAV Holdings LLC
3 mo. USD LIBOR + 3.250%,
5.20%, 03/01/2025

    3,117,928  
    3,090,806    

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%,
4.66%, 08/17/2024(12)

    3,117,851  
     

 

 

 
        6,235,779  
     

 

 

 
            Software - 0.0%      
    557,198    

SS&C Technologies Holdings Europe S.a.r.l.
0.00%, 04/16/2025(12)(17)

    560,680  
    1,505,982    

SS&C Technologies, Inc.
0.00%, 04/16/2025(12)(17)

    1,515,395  
     

 

 

 
        2,076,075  
     

 

 

 
   

Total Senior Floating Rate Interests
(cost $21,817,176)

  $ 21,907,291  
     

 

 

 
     
U.S. GOVERNMENT SECURITIES - 0.2%      
            U.S. Treasury Securities - 0.2%      
            U.S. Treasury Bond - 0.1%      
  $       7,000,000    

U.S. Treasury Bond
2.75%, 11/15/2047

  $ 6,531,328  
     

 

 

 
            U.S. Treasury Note - 0.1%      
    3,840,000    

1.63%, 03/31/2019

    3,817,500  
    11,885,000    

2.50%, 03/31/2023

    11,727,617  
     

 

 

 
        15,545,117  
     

 

 

 
      $ 22,076,445  
     

 

 

 
   

Total U.S. Government Securities
(cost $22,128,633)

  $ 22,076,445  
     

 

 

 
     
CONVERTIBLE BONDS - 0.1%      
            Commercial Services - 0.0%      
  $       1,200,000    

Cardtronics, Inc.
1.00%, 12/01/2020

  $ 1,125,000  
     

 

 

 
            Media - 0.0%      
    2,050,000    

DISH Network Corp.
3.38%, 08/15/2026

    1,860,418  
    705,000    

Liberty Media Corp-Liberty Formula One
1.00%, 01/30/2023

    732,193  
     

 

 

 
        2,592,611  
     

 

 

 
            Oil & Gas - 0.0%      
    1,415,000    

Cobalt International Energy, Inc.
2.63%, 12/01/2019(15)

    1,840  
     

 

 

 
Shares or Principal Amount   Market Value  
CONVERTIBLE BONDS - 0.1% - (continued)      
            Semiconductors - 0.0%      
   

Microchip Technology, Inc.

 
  $       40,000    

1.63%, 02/15/2025

  $ 65,068  
    963,000    

1.63%, 02/15/2027

    1,083,664  
    1,004,000    

2.25%, 02/15/2037

    1,122,776  
     

 

 

 
        2,271,508  
     

 

 

 
            Software - 0.1%      
    1,719,000    

ServiceNow, Inc.
0.01%, 06/01/2022(6)

    2,302,085  
    2,226,000    

Western Digital Corp.
1.50%, 02/01/2024(6)

    2,322,806  
     

 

 

 
        4,624,891  
     

 

 

 
   

Total Convertible Bonds
(cost $11,871,346)

  $ 10,615,850  
     

 

 

 
     
ESCROWS - 0.0%      
            Energy - 0.0%      
  $       93,317    

Vistra Energy Corp.

  $ 59,536  
     

 

 

 
   

Total Escrows
(cost $—)

  $ 59,536  
     

 

 

 
   

Total Long-Term Investments
(cost $11,341,203,260)

  $ 11,840,823,915  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 2.8%      
            Other Investment Pools & Funds - 2.7%      
  $       328,306,265    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,
1.62%(18)

  $ 328,306,265  
     

 

 

 
            Securities Lending Collateral - 0.1%      
    907,129    

Citibank NA DDCA,
1.50%, 5/1/2018(18)

    907,129  
    9,653,640    

Goldman Sachs Financial Sq, Government Institutional Fund, 1.60%(18)

    9,653,640  
    7,581,813    

Invesco Government & Agency Portfolio, 1.60%(18)

    7,581,814  
     

 

 

 
        18,142,583  
     

 

 

 
   

Total Short-Term Investments
(cost $346,448,848)

  $ 346,448,848  
     

 

 

 
   

Total Investments
(cost $11,687,652,108)

    99.5    $ 12,187,272,763  
   

Other Assets and Liabilities

    0.5      55,120,815  
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $     12,242,393,578  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  59  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

 

     Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

 

     The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

     Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

     For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

* Non-income producing.

 

(1) Investment valued using significant unobservable inputs.

 

(2) These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, 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.

 

(3) This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited. At April 30, 2018, the aggregate value of these securities was $4, which represented 0.0% of total net assets.

 

(4) Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2018.

 

(5) Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(6) Securities 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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $1,301,292,645, which represented 10.6% of total net assets.

 

(7) Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(8) Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

 

(9) These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $240,004,053, which represented 2.0% of total net assets.

 

(10) Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(11) Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(12) This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $14,475,241 at April 30, 2018.

 

(13) The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

(14) Security is a zero-coupon bond.

 

(15) Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

 

(16) 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 rate in effect as of April 30, 2018.

 

(17) Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(18) Current yield as of period end.

 

The accompanying notes are an integral part of these financial statements.

 

 

  60  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Futures Contracts Outstanding at April 30, 2018  

Description

   Number of
Contracts
     Expiration
Date
     Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

U.S. Treasury 2-Year Note Future

     708        06/29/2018      $ 150,129,188      $ (458,311

U.S. Treasury 5-Year Note Future

     7,255        06/29/2018        823,499,184        (4,388,303

U.S. Treasury Long Bond Future

     783        06/20/2018        112,629,656        248,921  
           

 

 

 

Total

 

   $ (4,597,693
           

 

 

 

Short position contracts:

 

Euro-BOBL Future

     46        06/07/2018      $ 7,276,996      $ (32,097

Euro-BUXL 30-Year Bond Future

     50        06/07/2018        9,874,543        (144,582

Euro-Bund Future

     144        06/07/2018        27,603,989        (221,085

U.S. Treasury 10-Year Note Future

     9,586        06/20/2018        1,146,725,250        7,425,939  

U.S. Treasury Ultra Bond Future

     360        06/20/2018        56,565,000        428,372  
           

 

 

 

Total

 

   $ 7,456,547  
           

 

 

 

Total futures contracts

 

   $ 2,858,854  
           

 

 

 

 

Centrally Cleared Credit Default Swap Contracts Outstanding at April 30, 2018  

Reference Entity

  Notional
Amount (a)
    (Pay)/Receive
Fixed Rate
    Expiration
Date
    Periodic
Payment
Frequency
    Cost Basis     Value     Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

 

Buy protection:

 

CDX.EM.29

  USD     20,030,000       (1.00 %)      06/20/23       Quarterly     $ 385,762     $ 361,314     $ (24,448
           

 

 

   

 

 

   

 

 

 

Credit default swaps on indices:

 

Sell protection:

 

CDX.NA.HY.30.V1

  USD     1,675,000       (5.00 %)      06/20/23       Quarterly     $ 110,890     $ 123,108     $ 12,218  
           

 

 

   

 

 

   

 

 

 

Total

 

      $     496,652     $     484,422     $     (12,230
           

 

 

   

 

 

   

 

 

 

 

(a)  The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

 

Foreign Currency Contracts Outstanding at April 30, 2018  

Amount and Description of
Currency to be  Purchased

   Amount and Description of
Currency to be Sold
  

Counterparty

   Settlement
Date
     Appreciation      Depreciation  
  937,100,000     CLP      1,555,069     USD    BCLY      06/20/18      $      $ (27,483
  30,113,000     CNH      4,743,773     USD    BOA      06/20/18        10,986         
  50,960,000     EGP      2,662,487     USD    CBK      01/08/19        85,058         
  403,000     EUR      488,195     USD    GSC      06/20/18        380         
  400,000     EUR      486,824     USD    CSFB      06/20/18               (1,886
  370,000     EUR      459,931     USD    HSBC      06/20/18               (11,364
  585,000     EUR      724,783     USD    UBS      06/20/18               (15,562
  905,000     EUR      1,116,879     USD    ANZ      06/20/18               (19,707
  1,575,000     EUR      1,948,127     USD    BNP      06/20/18               (38,684
  41,413,000,000     IDR      2,992,918     USD    BCLY      06/20/18               (33,014
  9,945,000     PEN      3,040,076     USD    BCLY      06/20/18        12,379         
  157,090,000     PHP      2,995,043     USD    DEUT      06/20/18        32,799         
  10,705,000     PLN      3,156,746     USD    CBK      06/20/18                   (104,373
  1,525,354     USD      4,977,000     BRL    DEUT      06/04/18            109,492         
  1,561,930     USD      9,937,000     CNH    GSC      06/20/18               (7,095
  3,170,508     USD      20,176,000     CNH    GSC      06/20/18               (15,227
  534,717     USD      1,534,903,000     COP    UBS      06/20/18               (11,318
  10,993,628     USD      8,989,000     EUR    BCLY      05/31/18        113,705         

 

The accompanying notes are an integral part of these financial statements.

 

 

  61  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  

Amount and Description of
Currency to be  Purchased

   Amount and Description of
Currency to be Sold
  

Counterparty

   Settlement
Date
     Appreciation      Depreciation  
  53,101,008     USD      42,812,000     EUR    DEUT      06/20/18        1,198,107         
  3,141,942     USD      2,540,000     EUR    GSC      06/20/18        62,586         
  2,706,179     USD      2,205,000     EUR    GSC      06/20/18        32,959         
  1,136,815     USD      915,000     EUR    MSC      06/20/18        27,520         
  823,923     USD      663,000     EUR    SSG      06/20/18        20,138         
  503,186     USD      408,000     EUR    HSBC      06/20/18        8,549         
  167,969     USD      135,000     EUR    BCLY      06/20/18        4,303         
  22,316     USD      16,000     GBP    BNP      05/31/18        257         
  1,613,332     USD      30,567,000     MXN    RBC      06/20/18               (7,982
  1,674,159     USD      97,570,000     RUB    BOA      06/20/18        134,179         
  433,938     USD      24,895,000     RUB    HSBC      06/20/18        41,011         
  3,631,674     USD      43,299,000     ZAR    BCLY      06/20/18        181,471         
               

 

 

    

 

 

 
 

Total

     $     2,075,879      $     (293,695
  

 

 

    

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

ANZ

   Australia and New Zealand Banking Group

BCLY

   Barclays

BNP

   BNP Paribas Securities Services

BOA

   Banc of America Securities LLC

CBK

   Citibank NA

CSFB

   Credit Suisse First Boston Corp.

DEUT

   Deutsche Bank Securities, Inc.

GSC

   Goldman Sachs & Co.

HSBC

   HSBC Bank USA

MSC

   Morgan Stanley

RBC

   RBC Dominion Securities, Inc.

SSG

   State Street Global Markets LLC

UBS

   UBS AG
Currency Abbreviations:

BRL

   Brazilian Real

CLP

   Chilean Peso

CNH

   Chinese Renminbi

COP

   Colombian Peso

EGP

   Egyptian Pound

EUR

   Euro

GBP

   British Pound

IDR

   Indonesian Rupiah

MXN

   Mexican Peso

PEN

   Peruvian Sol

PHP

   Philippine Peso

PLN

   Polish Zloty

RUB

   Russian Ruble

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

DDCA

   Dollars on Deposit in Custody Account

JSC

   Joint Stock Company

LIBOR

   London Interbank Offered Rate

PAC

   Planned Amortization Class

PJSC

   Private Joint Stock Company

REIT

   Real Estate Investment Trust
Municipal Abbreviations:

GO

   General Obligation
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  62  

 


The Hartford Balanced Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

     Total     Level 1(1)     Level 2(1)     Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 32,089,295     $     $ 32,089,295     $  

Banks

     643,183,753       643,183,753              

Capital Goods

     258,894,979       229,120,352       29,774,627        

Consumer Services

     29,162,857       29,162,857              

Diversified Financials

     101,273,929       101,273,929              

Energy

     845,150,132       845,150,128             4  

Food & Staples Retailing

     59,522,695       59,522,695              

Food, Beverage & Tobacco

     392,566,664       301,325,281       91,241,383        

Health Care Equipment & Services

     154,339,652       92,703,599       61,636,053        

Household & Personal Products

     137,016,097       137,016,097              

Insurance

     265,559,346       265,559,346              

Materials

     263,372,021       263,372,021              

Media

     63,801,054       63,801,054              

Pharmaceuticals, Biotechnology & Life Sciences

     752,564,826       619,195,675       133,369,151        

Real Estate

     65,385,144       65,385,144              

Retailing

     62,603,587       62,603,587              

Semiconductors & Semiconductor Equipment

     366,387,740       366,387,740              

Technology Hardware & Equipment

     174,211,748       174,211,748              

Telecommunication Services

     205,809,172       205,809,172              

Transportation

     133,258,493       133,258,493              

Utilities

     476,783,598       476,783,598              

Preferred Stocks

     784,405       784,405              

Asset & Commercial Mortgage Backed Securities

     75,311,427             75,311,427        

Corporate Bonds

     5,605,954,948             5,605,954,948        

Foreign Government Obligations

     606,650,431             606,650,431        

Municipal Bonds

     14,526,800             14,526,800        

Senior Floating Rate Interests

     21,907,291             21,907,291        

U.S. Government Securities

     22,076,445             22,076,445        

Convertible Bonds

     10,615,850             10,615,850        

Escrows

     59,536             59,536        

Short-Term Investments

     346,448,848       346,448,848              

Foreign Currency Contracts(2)

     2,075,879             2,075,879        

Futures Contracts(2)

     8,103,232       8,103,232              

Swaps – Credit Default(2)

     12,218             12,218        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     12,197,464,092     $     5,490,162,754     $     6,707,301,334     $ 4  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (293,695   $     $ (293,695   $  

Futures Contracts(2)

     (5,244,378     (5,244,378            

Swaps – Credit Default(2)

     (24,448           (24,448      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (5,562,521   $ (5,244,378   $ (318,143   $     —  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six-month period ended April 30, 2018 is not presented.

 

The accompanying notes are an integral part of these financial statements.

 

 

  63  

 


The Hartford Checks and Balances Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
AFFILIATED INVESTMENT COMPANIES - 100.1%  
      Domestic Equity Funds - 66.7%  
  14,046,905    

The Hartford Capital Appreciation Fund, Class F

  $ 533,922,848  
  21,183,001    

The Hartford Dividend and Growth Fund, Class F*

    532,540,635  
   

 

 

 
 

Total Domestic Equity Funds
(cost $1,072,131,381)

    1,066,463,483  
   

 

 

 
      Taxable Fixed Income Funds - 33.4%  
  52,972,487    

The Hartford Total Return Bond Fund, Class F

    533,962,669  
   

 

 

 
 

Total Taxable Fixed Income Funds
(cost $546,242,243)

    533,962,669  
   

 

 

 
 

Total Affiliated Investment Companies
(cost $1,618,373,624)

  $ 1,600,426,152  
   

 

 

 
 

Total Long-Term Investments
(cost $1,618,373,624)

  $ 1,600,426,152  
   

 

 

 
 

Total Investments
(cost $1,618,373,624)

    100.1    $ 1,600,426,152  
 

Other Assets and Liabilities

    (0.1 )%       (860,876
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $     1,599,565,276  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  64  

 


The Hartford Checks and Balances Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

 

     For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

* Non-income producing.

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  65  

 


The Hartford Checks and Balances Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)      Level 3(1)  

Assets

 

Affiliated Investment Companies

   $     1,600,426,152      $     1,600,426,152      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 1,600,426,152      $ 1,600,426,152      $      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

The accompanying notes are an integral part of these financial statements.

 

 

  66  

 


The Hartford Conservative Allocation Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount     Market Value  
AFFILIATED INVESTMENT COMPANIES - 99.7%  
      Alternative Funds - 5.2%  
  466,886    

Hartford Real Total Return Fund, Class F

 

  $ 3,721,083  
  263,170    

The Hartford Global Real Asset Fund, Class F

 

    2,542,222  
   

 

 

 
 

Total Alternative Funds
(cost $6,500,467)

 

    6,263,305  
   

 

 

 
      Domestic Equity Funds - 25.0%  
  295,488    

Hartford Core Equity Fund, Class F

 

    8,657,809  
  58,580    

Hartford Multifactor US Equity ETF

 

    1,823,010  
  90,544    

Hartford Small Cap Core Fund, Class F

 

    1,235,016  
  385,288    

The Hartford Equity Income Fund, Class F

 

    7,474,587  
  52,216    

The Hartford Growth Opportunities Fund, Class F

 

    2,437,982  
  121,863    

The Hartford MidCap Fund, Class F

 

    3,882,543  
  232,063    

The Hartford Quality Value Fund, Class F

 

    4,601,810  
   

 

 

 
 

Total Domestic Equity Funds
(cost $28,344,936)

 

    30,112,757  
   

 

 

 
      International/Global Equity Funds - 7.8%  
  19,310    

Hartford Multifactor Developed Markets ex-US ETF

 

    568,776  
  361,298    

Hartford Schroders International Multi-Cap Value Fund, Class F

 

    3,714,144  
  255,953    

The Hartford International Opportunities Fund, Class F

 

    4,305,136  
  46,268    

The Hartford International Small Company Fund, Class F

 

    772,682  
   

 

 

 
 

Total International/Global Equity Funds
(cost $8,619,612)

 

    9,360,738  
   

 

 

 
      Multi-Strategy Funds - 4.1%  
  465,595    

The Hartford Global All-Asset Fund, Class F

 

    4,963,246  
   

 

 

 
 

Total Multi-Strategy Funds
(cost $5,124,386)

 

    4,963,246  
   

 

 

 
      Taxable Fixed Income Funds - 57.6%  
  470,899    

Hartford Schroders Emerging Markets Multi-Sector Bond Fund, Class F

 

    4,478,249  
  469,553    

The Hartford Inflation Plus Fund, Class F

 

    4,967,872  
  1,803,872    

The Hartford Quality Bond Fund, Class F

 

    17,533,640  
  828,191    

The Hartford Short Duration Fund, Class F

 

    8,083,140  
  1,000,496    

The Hartford Strategic Income Fund, Class F

 

    8,674,300  
  1,472,454    

The Hartford Total Return Bond Fund, Class F

 

    14,842,341  
  1,028,450    

The Hartford World Bond Fund, Class F

 

    10,901,571  
   

 

 

 
 

Total Taxable Fixed Income Funds
(cost $70,661,797)

 

    69,481,113  
   

 

 

 
 

Total Affiliated Investment Companies
(cost $119,251,198)

 

  $ 120,181,159  
   

 

 

 
 

Total Long-Term Investments
(cost $119,251,198)

    $ 120,181,159  
   

 

 

 
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 0.3%  
      Other Investment Pools & Funds - 0.3%  
  370,839    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class,
1.60%(1)

  $ 370,839  
   

 

 

 
 

Total Short-Term Investments
(cost $370,839)

  $ 370,839  
   

 

 

 
 

Total Investments
(cost $119,622,037)

    100.0    $ 120,551,998  
 

Other Assets and Liabilities

    0.0      (33,148
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $     120,518,850  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  67  

 


The Hartford Conservative Allocation Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

 

     For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

(1) Current yield as of period end.

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:

ETF

   Exchange-Traded Fund
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  68  

 


The Hartford Conservative Allocation Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)      Level 3(1)  

Assets

 

Affiliated Investment Companies

   $ 120,181,159      $ 120,181,159      $      $  

Short-Term Investments

     370,839        370,839                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     120,551,998      $     120,551,998      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

The accompanying notes are an integral part of these financial statements.

 

 

  69  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 5.9%  
            Canada - 0.1%  
  $       195,000    

Master Credit Card Trust
3.74%, 07/22/2024(1)

  $ 193,128  
    40,000    

Securitized Term Auto Receivables Trust
2.04%, 04/26/2021(1)

    39,403  
    50,000    

2.29%, 03/25/2022(1)

    48,682  
     

 

 

 
        281,213  
     

 

 

 
            Cayman Islands - 0.8%  
    250,000    

Atrium XII
3 mo. USD LIBOR + 5.250%, 7.61%, 04/22/2027(1)(2)

    246,493  
   

BlueMountain CLO Ltd.

 

    250,000    

3 mo. USD LIBOR + 1.420%, 3.31%, 11/20/2028(1)(2)

    250,634  
    250,000    

3 mo. USD LIBOR + 3.000%, 5.36%, 07/20/2026(1)(2)

    250,023  
    363,670    

LCM XVII L.P.
3 mo. USD LIBOR + 1.350%, 3.70%, 10/15/2026(1)(2)

    364,049  
   

Madison Park Funding Ltd.

 

    250,000    

3 mo. USD LIBOR + 0.950%, 3.31%, 04/19/2030(1)(2)

    249,998  
    250,000    

3 mo. USD LIBOR + 1.500%, 3.87%, 01/27/2026(1)(2)

    250,075  
   

Octagon Investment Partners Ltd.

 

    250,000    

3 mo. USD LIBOR + 1.000%, 2.98%, 01/25/2031(1)(2)

    249,874  
    250,000    

3 mo. USD LIBOR + 2.750%, 5.11%, 01/22/2030(1)(2)

    250,004  
    250,000    

Tryon Park CLO, Ltd.
3 mo. USD LIBOR + 0.890%, 3.24%, 04/15/2029(1)(2)

    250,000  
     

 

 

 
        2,361,150  
     

 

 

 
            United States - 5.0%  
    190,000    

245 Park Avenue Trust
3.78%, 06/05/2037(1)(3)

    184,183  
    225,000    

280 Park Avenue Mortgage Trust
1 mo. USD LIBOR + 1.250%, 3.15%, 09/15/2034(1)(2)

    225,141  
    286,031    

Alternative Loan Trust
5.25%, 08/25/2035

    253,116  
    160,000    

American Credit Acceptance Receivables Trust
2.87%, 08/12/2022(1)

    159,747  
   

AmeriCredit Automobile Receivables Trust

 

    50,000    

2.74%, 12/08/2022

    49,191  
    50,000    

3.65%, 05/09/2022

    50,386  
    73,001    

Angel Oak Mortgage Trust LLC
2.48%, 07/25/2047(1)(3)

    71,534  
    150,000    

Avant Loans Funding Trust
3.38%, 04/15/2021(1)

    149,625  
    220,000    

BAMLL Commercial Mortgage Securities Trust
3.72%, 04/14/2033(1)(3)

    212,742  
    36,791    

Banc of America Mortgage Trust
4.15%, 04/25/2034(3)

    37,061  
    130,097    

Bayview Mortgage Fund Trust
3.50%, 01/28/2058(1)(3)

    130,118  
   

Bayview Opportunity Master Fund Trust

 

    128,421    

2.98%, 10/28/2032(1)(4)

    127,692  
    82,005    

4.00%, 10/28/2064(1)(3)

    82,934  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 5.9% - (continued)  
            United States - 5.0% - (continued)  
  $       151,870    

Bear Stearns Asset Backed Securities I Trust
6.00%, 11/25/2035

  $ 179,177  
   

Capital Auto Receivables Asset Trust

 

    175,000    

3.34%, 03/22/2021

    175,481  
    48,000    

3.62%, 05/20/2021

    48,336  
    100,000    

CGGS Commercial Mortgage Trust
1 mo. USD LIBOR + 1.100%, 3.00%, 02/15/2037(1)(2)

    100,069  
    192,877    

CIM Trust
3.00%, 04/25/2057(1)(3)

    190,791  
   

COLT Mortgage Loan Trust

 

    36,942    

2.75%, 09/25/2046(1)(3)

    36,807  
    91,055    

3.08%, 02/25/2048(1)(3)

    91,049  
    58,311    

3.75%, 12/26/2046(1)(3)

    58,311  
   

Connecticut Avenue Securities

 

    69,896    

1 mo. USD LIBOR + 1.450%,
3.35%, 01/25/2029(2)

    70,453  
    200,000    

1 mo. USD LIBOR + 2.600%,
4.50%, 05/25/2024(2)

    212,623  
    202,397    

1 mo. USD LIBOR + 2.900%,
4.80%, 07/25/2024(2)

    215,639  
    200,000    

1 mo. USD LIBOR + 4.400%,
6.30%, 01/25/2024(2)

    228,279  
    201,798    

1 mo. USD LIBOR + 5.000%,
6.90%, 07/25/2025(2)

    230,239  
    175,000    

1 mo. USD LIBOR + 5.250%,
7.15%, 10/25/2023(2)

    203,046  
    95,883    

Consumer Loan Underlying Bond Credit Trust
2.61%, 01/15/2024(1)

    95,532  
    155,000    

CSAIL Commercial Mortgage Trust
4.50%, 08/15/2048(3)

    151,826  
    250,000    

Domino’s Pizza Master Issuer LLC
4.12%, 07/25/2048(1)

    250,000  
   

Drive Auto Receivables Trust

 

    60,000    

2.30%, 05/17/2021

    59,722  
    100,000    

4.16%, 05/15/2024(1)

    101,587  
   

Exeter Automobile Receivables Trust

 

    41,566    

2.05%, 12/15/2021(1)

    41,313  
    35,000    

3.03%, 01/17/2023(1)

    34,485  
   

Fannie Mae Connecticut Avenue Securities

 

    65,000    

1 mo. USD LIBOR + 2.200%,
4.10%, 08/25/2030(2)

    65,793  
    20,000    

1 mo. USD LIBOR + 2.800%,
4.70%, 02/25/2030(2)

    20,798  
    30,000    

1 mo. USD LIBOR + 3.600%,
5.50%, 01/25/2030(2)

    30,467  
    250,000    

1 mo. USD LIBOR + 4.250%,
6.15%, 01/25/2029(2)

    284,623  
    99,000    

1 mo. USD LIBOR + 4.350%,
6.25%, 05/25/2029(2)

    110,548  
    30,000    

1 mo. USD LIBOR + 4.450%,
6.35%, 02/25/2030(2)

    31,137  
    146,131    

1 mo. USD LIBOR + 5.000%,
6.90%, 07/25/2025(2)

    162,862  
    195,000    

1 mo. USD LIBOR + 5.500%,
7.40%, 09/25/2029(2)

    218,494  
    179,899    

1 mo. USD LIBOR + 10.750%,
11.24%, 01/25/2029(2)

    236,761  
    49,969    

1 mo. USD LIBOR + 12.750%,
14.65%, 10/25/2028(2)

    73,445  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  70  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 5.9% - (continued)  
            United States - 5.0% - (continued)  
  $       209,060    

FHLMC
1 mo. USD LIBOR + 1.650%,
3.55%, 04/25/2024(2)

  $ 212,017  
    60,000    

First Investors Auto Owner Trust
2.65%, 11/15/2022(1)

    59,105  
    77,174    

Foursight Capital Automobile Receivables Trust
2.37%, 04/15/2022(1)

    76,693  
   

FREMF Mortgage Trust

 

    30,000    

3.48%, 05/25/2045(1)(3)

    30,095  
    40,000    

3.66%, 12/25/2049(1)(3)

    36,001  
    99,000    

3.68%, 11/25/2047(1)(3)

    98,042  
    25,000    

3.76%, 11/25/2050(1)(3)

    24,206  
    120,000    

3.82%, 04/25/2048(1)(3)

    115,966  
    55,000    

3.85%, 10/25/2049(1)(3)

    53,194  
    65,000    

3.91%, 02/25/2025(1)

    63,815  
    65,000    

3.93%, 02/25/2050(1)(3)

    63,566  
    165,000    

3.94%, 06/25/2047(1)(3)

    166,294  
    160,000    

3.97%, 07/25/2049(1)(3)

    160,076  
    75,000    

3.98%, 03/25/2028(1)(3)

    68,822  
    40,000    

3.98%, 08/25/2027(1)(3)

    38,823  
    60,000    

4.01%, 02/25/2050(1)(3)

    57,480  
    35,000    

4.11%, 07/25/2049(1)(3)

    33,658  
    84,000    

4.12%, 02/25/2046(1)(3)

    85,398  
    40,000    

4.17%, 07/25/2027(1)(3)

    39,905  
    105,000    

4.17%, 05/25/2045(1)(3)

    105,301  
    225,000    

4.27%, 02/25/2046(1)(3)

    224,488  
    121,218    

GLS Auto Receivables Trust
2.67%, 04/15/2021(1)

    120,863  
    100,000    

GMF Floorplan Owner Revolving Trust
2.63%, 07/15/2022(1)

    97,892  
    100,000    

GS Mortgage Securities Corp. Trust
1 mo. USD LIBOR + 1.500%,
3.40%, 07/15/2032(1)(2)

    100,219  
    63,000    

GS Mortgage Securities Trust
3.51%, 03/10/2050(1)(3)

    52,009  
    53,616    

GSR Mortgage Loan Trust
3.04%, 01/25/2035(3)

    51,696  
    100,000    

Hertz Vehicle Financing II L.P.
3.29%, 02/25/2024(1)

    97,874  
    52,000    

Hyundai Auto Receivables Trust
2.19%, 11/15/2022

    52,005  
    41,349    

JP Morgan Mortgage Acquisition Trust
4.96%, 11/25/2036(4)

    41,323  
   

JP Morgan Mortgage Trust

 

    46,209    

3.00%, 09/25/2044(1)(3)

    46,003  
    109,138    

3.50%, 01/25/2047(1)(3)

    108,721  
   

LSTAR Securities Investment Ltd.

 

    61,523    

1 mo. USD LIBOR + 1.650%,
0.04%, 11/01/2022(1)(2)

    61,080  
    122,901    

1 mo. USD LIBOR + 1.550%,
3.46%, 02/01/2023(1)(2)

    121,987  
    87,193    

1 mo. USD LIBOR + 1.750%,
3.66%, 09/01/2022(1)(2)

    87,151  
    53,469    

1 mo. USD LIBOR + 1.750%,
3.66%, 10/01/2022(1)(2)

    53,204  
    72,606    

Marlette Funding Trust
2.36%, 12/15/2024(1)

    72,336  
    65,291    

Mill City Mortgage Loan Trust
2.50%, 04/25/2057(1)(3)

    64,004  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 5.9% - (continued)  
            United States - 5.0% - (continued)  
  $       275,000    

Morgan Stanley Capital I Trust
1 mo. USD LIBOR + 1.950%,
3.85%, 11/15/2034(1)(2)

  $ 276,209  
    138,783    

MortgageIT Mortgage Loan Trust
1 mo. USD LIBOR + 0.200%,
2.10%, 04/25/2036(2)

    123,258  
    150,000    

MSSG Trust
3.87%, 09/13/2039(1)

    140,135  
   

New Residential Mortgage Loan Trust

 

    101,794    

3.25%, 09/25/2056(1)(3)

    100,756  
    111,425    

3.75%, 05/25/2054(1)(3)

    111,777  
    79,862    

3.75%, 11/25/2056(1)(3)

    79,995  
    168,369    

4.00%, 02/25/2057(1)(3)

    170,252  
    95,923    

4.00%, 12/25/2057(1)(3)

    97,334  
    12,921    

New York City Tax Lien
1.47%, 11/10/2029(1)

    12,663  
   

NRZ Advance Receivables Trust

 

    303,000    

2.58%, 10/15/2049(1)

    299,506  
    225,000    

3.11%, 12/15/2050(1)

    223,998  
    185,000    

3.21%, 02/15/2051(1)

    183,473  
    101,630    

NRZ Excess Spread-Collateralized Notes
3.19%, 01/25/2023(1)

    100,998  
    91,350    

Oak Hill Advisors Residential Loan Trust
3.00%, 06/25/2057(1)(4)

    90,132  
   

OneMain Financial Issuance Trust

 

    169,000    

3.30%, 03/14/2029(1)

    168,577  
    85,706    

4.10%, 03/20/2028(1)

    86,243  
    100,000    

4.57%, 02/20/2029(1)

    101,812  
    109,225    

Opteum Mortgage Acceptance Corp. Asset Backed Pass-Through Certificates
1 mo. USD LIBOR + 0.645%,
2.54%, 04/25/2035(2)

    109,207  
    65,737    

Prosper Marketplace Issuance Trust
2.36%, 11/15/2023(1)

    65,447  
   

Santander Drive Auto Receivables Trust

 

    50,000    

2.46%, 03/15/2022

    49,651  
    65,000    

2.58%, 05/16/2022

    64,612  
    175,000    

3.17%, 04/17/2023

    173,246  
    25,000    

3.65%, 12/15/2021

    25,178  
    100,000    

Series RRX Trust
0.00%, 08/26/2044(1)(5)

    99,408  
    173,000    

SG Residential Mortgage Trust
3.74%, 04/27/2048(1)(3)(6)(7)(8)

    172,997  
    111,432    

SLM Student Loan Trust
3 mo. USD LIBOR + 0.040%,
2.40%, 01/25/2019(2)

    111,031  
   

SoFi Consumer Loan Program LLC

 

    77,211    

2.20%, 11/25/2026(1)

    76,829  
    74,738    

2.50%, 05/26/2026(1)

    73,695  
    64,100    

2.77%, 05/25/2026(1)

    63,613  
    53,627    

3.28%, 01/26/2026(1)

    53,626  
    215,000    

Springleaf Funding Trust
2.68%, 07/15/2030(1)

    211,040  
 

Towd Point Mortgage Trust

 

    73,629    

2.25%, 04/25/2056(1)(3)

    72,185  
    80,617    

2.75%, 04/25/2057(1)(3)

    79,443  
    110,270    

3.00%, 03/25/2054(1)(3)

    109,785  
    119,000    

1 mo. USD LIBOR + 1.200%,
3.10%, 02/25/2057(1)(2)

    119,335  
    199,000    

3.75%, 04/25/2055(1)(3)

    199,473  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  71  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 5.9% - (continued)  
            United States - 5.0% - (continued)  
  $       100,000    

United Auto Credit Securitization Trust
2.71%, 01/10/2022(1)

  $ 99,570  
    34,942    

Vantage Data Centers Issuer LLC
4.07%, 02/16/2043(1)

    34,902  
    97,105    

Verus Securitization Trust
2.85%, 07/25/2047(1)(3)

    96,229  
    57,694    

VOLT LIX LLC
3.25%, 05/25/2047(1)(4)

    57,335  
    171,693    

VOLT LVI LLC
3.50%, 03/25/2047(1)(4)

    171,478  
    50,557    

VOLT LVIII LLC
3.38%, 05/28/2047(1)(4)

    50,435  
    59,510    

VOLT LX LLC
3.25%, 06/25/2047(1)(4)

    59,171  
    58,471    

VOLT LXI LLC
3.13%, 06/25/2047(1)(4)

    58,101  
    84,884    

VOLT LXII LLC
3.13%, 09/25/2047(1)(4)

    83,981  
    81,554    

VOLT LXIII LLC
3.00%, 10/25/2047(1)(4)

    80,921  
    110,000    

VOLT LXIV LLC
4.63%, 10/25/2047(1)(4)

    108,130  
    170,000    

VOLT LXV LLC
3.75%, 04/25/2048(1)(4)

    170,000  
    115,000    

Volvo Financial Equipment LLC
2.27%, 03/16/2020(1)

    114,532  
    195,000    

Wachovia Bank Commercial Mortgage Trust
5.47%, 10/15/2044(1)(3)

    175,503  
    59,850    

Wendys Funding LLC
3.57%, 03/15/2048(1)

    58,297  
 

Westlake Automobile Receivables Trust

 

    145,000    

2.59%, 12/15/2022(1)

    143,375  
    45,000    

3.41%, 05/15/2023(1)

    44,728  
     

 

 

 
    14,688,082  
     

 

 

 
 

Total Asset & Commercial Mortgage Backed Securities
(cost $17,339,324)

  $ 17,330,445  
     

 

 

 
     
CORPORATE BONDS - 3.7%  
      Argentina - 0.0%  
  $       160,000    

YPF S.A.
BADLARPP + 4.000%,
26.56%, 07/07/2020(2)(9)

  $ 124,021  
     

 

 

 
      Austria - 0.2%  
  EUR       100,000    

Raiffeisen Bank International AG
5 year EUR Swap + 3.300%,
4.50%, 02/21/2025(2)(9)

    127,989  
    300,000    

Volksbank Wien AG
5 year EUR Swap + 2.550%,
2.75%, 10/06/2027(2)(9)

    364,419  
     

 

 

 
    492,408  
     

 

 

 
      Finland - 0.2%  
  $       550,000    

Nokia Oyj
4.38%, 06/12/2027

    510,125  
     

 

 

 
      France - 0.2%  
    150,000    

AXA S.A.
3 mo. USD LIBOR + 1.449%,
6.46%, 12/14/2018(2)(9)(10)

    150,375  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 3.7% - (continued)  
      France - 0.2% - (continued)  
  $       200,000    

BNP Paribas S.A.
5 year USD Swap + 1.483%,
4.38%, 03/01/2033(1)(2)

  $ 192,780  
    200,000    

Credit Agricole S.A.
5 year USD Swap + 4.898%,
7.88%, 01/23/2024(2)(9)(10)

    217,000  
  EUR       100,000    

Sogecap S.A.
5 year EUR Swap + 4.150%,
4.13%, 02/18/2026(2)(9)(10)

    129,817  
     

 

 

 
    689,972  
     

 

 

 
      Germany - 0.3%  
 

Deutsche Bank AG

 

    200,000    

4.50%, 05/19/2026

    265,310  
  $       200,000    

5 year USD Swap + 5.003%,
7.50%, 04/30/2025(2)(10)

    199,500  
  EUR       100,000    

Deutsche Pfandbriefbank AG
5 year EUR Swap + 2.750%,
2.88%, 06/28/2027(2)(9)

    121,760  
  $       200,000    

Norddeutsche Landesbank Girozentrale
6.25%, 04/10/2024(9)

    198,222  
     

 

 

 
    784,792  
     

 

 

 
      Guernsey - 0.1%  
    350,000    

Credit Suisse Group Funding Guernsey Ltd.
3.13%, 12/10/2020

    347,914  
     

 

 

 
      Iceland - 0.1%  
  EUR       120,000    

Arion Banki HF
1.63%, 12/01/2021(9)

    149,870  
     

 

 

 
      Italy - 0.2%  
    150,000    

Banca Carige S.p.A.
5.00%, 12/22/2022(9)

    190,152  
    100,000    

Societa Cattolica di Assicurazioni
3 Mo. EUR LIBOR + 4.455%,
4.25%, 12/14/2047(2)(9)

    122,575  
  $       210,000    

UniCredit S.p.A.
5 year USD ICE Swap + 3.703%,
5.86%, 06/19/2032(1)(2)

    210,010  
     

 

 

 
    522,737  
     

 

 

 
      Mexico - 0.1%  
    275,000    

Mexico City Airport Trust
5.50%, 07/31/2047

    244,406  
     

 

 

 
      Netherlands - 0.2%  
    250,000    

ING Groep N.V.
5 year USD Swap + 4.446%,
6.50%, 04/16/2025(2)(10)

    257,500  
    225,000    

VIVAT N.V.
5 year USD Swap + 4.174%,
6.25%, 11/16/2022(2)(9)(10)

    228,903  
     

 

 

 
    486,403  
     

 

 

 
      Portugal - 0.1%  
  EUR       200,000    

Caixa Geral de Depositos S.A.
5 year EUR Swap + 10.925%,
10.75%, 03/30/2022(2)(9)(10)

    280,156  
 

Novo Banco S.A.

 

    75,000    

3.50%, 01/23/2043

    78,228  
    90,000    

3.50%, 02/19/2043(9)

    93,875  
     

 

 

 
    452,259  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  72  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 3.7% - (continued)  
      Spain - 0.3%  
  $       200,000    

Banco Bilbao Vizcaya Argentaria S.A.
5 year USD Swap + 8.262%,
9.00%, 05/09/2018(2)(9)(10)

  $ 200,200  
  EUR       200,000    

Banco de Sabadell S.A.
5 year EUR Swap + 6.414%,
6.50%, 05/18/2022(2)(9)(10)

    256,837  
    200,000    

Bankinter S.A.
5 year EUR Swap + 8.867%,
8.63%, 05/10/2021(2)(9)(10)

    282,808  
    200,000    

CaixaBank S.A.
5 year EUR Swap + 3.35%,
3.50%, 02/15/2027(2)(9)

    259,470  
     

 

 

 
    999,315  
     

 

 

 
      Switzerland - 0.2%  
  $       250,000    

Credit Suisse Group AG
4.28%, 01/09/2028(9)

    246,220  
    275,000    

UBS Group AG
5 year USD Swap + 4.590%,
6.88%, 08/07/2025(2)(9)(10)

    289,437  
     

 

 

 
    535,657  
     

 

 

 
      United Kingdom - 0.3%  
    265,000    

HSBC Holdings plc
5 year USD ICE Swap + 5.514%,
6.88%, 06/01/2021(2)(10)

    280,900  
  GBP       150,000    

Prudential plc
GUKG5 + 3.084%,
5.70%, 12/19/2063(2)(9)

    238,666  
  $       315,000    

Royal Bank of Scotland Group plc
5 year USD Swap + 7.598%,
8.63%, 08/15/2021(2)(10)

    344,925  
     

 

 

 
    864,491  
     

 

 

 
      United States - 1.2%  
  EUR       335,000    

Equinix, Inc.
2.88%, 10/01/2025

    392,814  
  $       450,000    

General Motors Co.
6.75%, 04/01/2046

    509,650  
    575,000    

Kraft Heinz Foods Co.
4.38%, 06/01/2046

    517,340  
    325,000    

L Brands, Inc.
6.88%, 11/01/2035

    305,500  
    125,000    

Matador Resources Co.
6.88%, 04/15/2023

    130,625  
    450,000    

Reynolds American, Inc.
5.85%, 08/15/2045

    506,302  
    125,000    

RSP Permian, Inc.
6.63%, 10/01/2022

    130,313  
    135,000    

SBA Tower Trust
3.45%, 03/15/2048(1)

    133,959  
    500,000    

Steel Dynamics, Inc.
5.50%, 10/01/2024

    513,750  
    550,000    

United Technologies Corp.
3.75%, 11/01/2046

    480,129  
     

 

 

 
    3,620,382  
     

 

 

 
 

Total Corporate Bonds
(cost $10,703,981)

  $ 10,824,752  
     

 

 

 
   
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 9.3%  
      Argentina - 0.7%  
  ARS       17,775,000    

Argentina POM Politica Monetaria
28.88%, 06/21/2020(3)

  $ 902,248  
  EUR       900,000    

Argentine Republic Government International Bond
5.00%, 01/15/2027(9)

    1,055,691  
     

 

 

 
    1,957,939  
     

 

 

 
      Canada - 0.8%  
  CAD       3,200,000    

Canadian Government Bond
0.50%, 03/01/2022

    2,348,577  
     

 

 

 
      Chile - 0.5%  
  CLP       985,000,000    

Bonos de la Tesoreria de la Republica en pesos
4.50%, 03/01/2026

    1,611,633  
     

 

 

 
      Dominican Republic - 0.2%  
  $       500,000    

Dominican Republic International Bond
7.45%, 04/30/2044(9)

    547,500  
     

 

 

 
      Greece - 0.2%  
  EUR       119,225,000    

Hellenic Republic Government Bond
0.00%, 10/15/2042(3)

    575,904  
     

 

 

 
      Iceland - 0.5%  
 

Iceland Rikisbref

 

  ISK       25,804,286    

6.50%, 01/24/2031

    282,830  
    112,400,000    

8.00%, 06/12/2025

    1,293,061  
     

 

 

 
    1,575,891  
     

 

 

 
      India - 1.1%  
 

India Government Bond

 

  INR       43,350,000    

7.61%, 05/09/2030

    626,802  
    49,080,000    

7.72%, 05/25/2025

    730,979  
    35,150,000    

8.60%, 06/02/2028

    549,212  
    80,000,000    

8.79%, 11/08/2021

    1,237,255  
     

 

 

 
    3,144,248  
     

 

 

 
      Japan - 1.5%  
 

Japanese Government CPI Linked Bond

 

  JPY       149,160,600    

0.10%, 09/10/2023(11)

    1,419,752  
    317,549,800    

0.10%, 09/10/2024(11)

    3,041,409  
     

 

 

 
    4,461,161  
     

 

 

 
      Macedonia - 0.1%  
  EUR       190,000    

Macedonia Government International Bond
2.75%, 01/18/2025(1)

    227,149  
     

 

 

 
      Mexico - 1.0%  
 

Mexican Udibonos

 

  MXN       24,186,202    

2.00%, 06/09/2022(11)

    1,213,057  
    6,158,789    

4.00%, 11/15/2040(11)

    337,422  
    22,784,505    

4.00%, 11/08/2046(11)

    1,246,103  
     

 

 

 
    2,796,582  
     

 

 

 
      New Zealand - 0.3%  
  NZD       1,061,593    

New Zealand Government Bond
2.50%, 09/20/2035(9)(11)

    801,975  
     

 

 

 
      Norway - 0.6%  
  NOK       14,850,000    

Norway Government Bond
1.75%, 02/17/2027(1)(9)

    1,835,097  
     

 

 

 
      Oman - 0.2%  
  $       600,000    

Oman Government International Bond
5.38%, 03/08/2027(9)

    571,394  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  73  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 9.3% - (continued)  
      Poland - 0.3%  
  PLN       3,200,000    

Republic of Poland Government Bond
2.50%, 07/25/2026

  $ 880,813  
     

 

 

 
      Russia - 0.5%  
  RUB       95,800,000    

Russian Federal Bond - OFZ
8.15%, 02/03/2027

    1,620,451  
     

 

 

 
      Saudi Arabia - 0.2%  
 

Saudi Government International Bond

 

  $       275,000    

4.50%, 10/26/2046(9)

    248,500  
    375,000    

5.00%, 04/17/2049(1)

    359,621  
     

 

 

 
    608,121  
     

 

 

 
      South Korea - 0.5%  
  KRW       1,569,458,228    

Inflation Linked Korea Treasury Bond
1.00%, 06/10/2026(11)

    1,371,173  
     

 

 

 
      United Arab Emirates - 0.1%  
  $       275,000    

Abu Dhabi Government International Bond
4.13%, 10/11/2047(9)

    251,133  
     

 

 

 
 

Total Foreign Government Obligations
(cost $28,946,145)

  $ 27,186,741  
     

 

 

 
     
U.S. GOVERNMENT AGENCIES - 3.8%  
      United States - 3.8%  
      Mortgage-Backed Agencies - 3.6%  
      FHLMC - 2.3%  
  $       4,361,422    

0.20%, 10/25/2026(3)(12)

  $ 33,666  
    2,288,214    

0.38%, 06/25/2025(3)(12)

    36,145  
    1,486,118    

0.40%, 11/25/2023(3)(12)

    20,010  
    752,540    

0.75%, 03/25/2027(3)(12)

    34,564  
    1,416,833    

0.84%, 01/25/2024(3)(12)

    50,267  
    100,000    

1.70%, 04/25/2044(3)(12)

    10,668  
    525,000    

1.71%, 07/25/2041(3)(12)

    38,521  
    435,000    

2.28%, 01/25/2042(3)(12)

    46,741  
    426,343    

2.50%, 03/15/2028(12)

    33,770  
    45,681    

2.50%, 05/15/2028(12)

    3,475  
    44,292    

3.00%, 05/15/2032(12)

    3,548  
    54,442    

3.00%, 03/15/2033(12)

    7,054  
    650,000    

3.00%, 05/01/2048(13)

    626,583  
    200,000    

3.19%, 07/25/2027

    196,452  
    52,681    

3.50%, 06/15/2026(12)

    3,602  
    460,677    

3.50%, 03/15/2041(12)

    57,357  
    215,000    

1 mo. USD LIBOR + 1.800%,
3.70%, 07/25/2030(2)

    214,018  
    250,000    

1 mo. USD LIBOR + 2.000%,
3.90%, 12/25/2028(2)

    254,274  
    27,156    

4.00%, 07/15/2027(12)

    2,747  
    54,687    

4.00%, 03/15/2028(12)

    5,622  
    2,275,000    

4.00%, 05/01/2048(13)

    2,318,012  
    59,390    

1 mo. USD LIBOR + 2.200%,
4.10%, 03/25/2025(2)

    59,793  
    115,000    

1 mo. USD LIBOR + 2.300%,
4.20%, 09/25/2030(2)

    116,695  
    116,792    

1 mo. USD LIBOR + 2.600%,
4.50%, 12/25/2027(2)

    119,388  
    1,075,000    

4.50%, 06/01/2048(13)

    1,117,412  
    98,234    

5.50%, 04/15/2036(12)

    20,548  
    250,000    

1 mo. USD LIBOR + 3.750%,
5.65%, 09/25/2024(2)

    287,997  
    250,000    

1 mo. USD LIBOR + 3.800%,
5.70%, 03/25/2025(2)

    269,127  
Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 3.8% - (continued)  
      FHLMC - 2.3% - (continued)  
  $       250,000    

1 mo. USD LIBOR + 4.450%,
6.35%, 03/25/2030(2)

  $ 270,411  
    237,990    

1 mo. USD LIBOR + 4.750%,
6.65%, 10/25/2024(2)

    265,414  
    250,000    

1 mo. USD LIBOR + 4.750%,
6.65%, 12/25/2029(2)

    267,742  
     

 

 

 
        6,791,623  
     

 

 

 
            FNMA - 1.0%  
    252,026    

1.41%, 05/25/2046(3)(12)

    9,793  
    91,517    

1.45%, 04/25/2055(3)(12)

    3,970  
    169,458    

1.57%, 06/25/2055(3)(12)

    7,265  
    376,719    

1.57%, 08/25/2044(3)(12)

    14,302  
    4,572    

2.78%, 04/01/2022

    4,510  
    98,580    

2.85%, 06/01/2027

    94,998  
    130,366    

2.85%, 12/01/2027

    124,571  
    195,000    

2.97%, 06/01/2027

    188,666  
    80,837    

3.00%, 02/25/2027(12)

    6,309  
    52,816    

3.00%, 09/25/2027(12)

    5,111  
    109,063    

3.00%, 11/25/2027(12)

    10,351  
    73,136    

3.00%, 02/25/2028(12)

    6,559  
    31,245    

3.00%, 01/01/2031

    31,070  
    30,000    

3.07%, 06/01/2027

    29,354  
    100,000    

3.10%, 10/01/2027

    97,609  
    4,543    

3.20%, 04/01/2022

    4,565  
    126,597    

3.42%, 04/01/2024

    127,744  
    331,476    

3.50%, 04/25/2027(12)

    32,314  
    36,743    

3.50%, 05/25/2027(12)

    3,758  
    96,257    

3.50%, 10/25/2027(12)

    9,910  
    55,444    

3.50%, 02/25/2031(12)

    5,161  
    66,602    

3.50%, 09/25/2035(12)

    10,507  
    1,000,000    

3.50%, 05/01/2048(13)

    992,812  
    281,343    

3.78%, 10/01/2023

    287,378  
    10,000    

3.86%, 12/01/2025

    10,350  
    18,643    

3.87%, 10/01/2025

    19,280  
    28,783    

3.89%, 05/01/2030

    29,394  
    9,442    

3.96%, 05/01/2034

    9,739  
    4,865    

3.97%, 05/01/2029

    5,082  
    210,000    

4.00%, 05/01/2048(13)

    213,888  
    13,534    

4.06%, 10/01/2028

    14,220  
    100,000    

4.50%, 12/25/2041(12)

    43,224  
    253,176    

4.50%, 02/25/2043(12)

    53,128  
    263,999    

5.14%, 10/01/2024

    286,437  
    24,630    

5.46%, 05/25/2042(3)(12)

    2,584  
     

 

 

 
        2,795,913  
     

 

 

 
            GNMA - 0.3%  
    197,411    

2.50%, 05/16/2028(12)

    13,683  
    276,753    

3.00%, 08/20/2027(12)

    24,891  
    286,708    

3.00%, 07/20/2028(12)

    23,587  
    125,726    

3.00%, 02/16/2043(12)

    20,736  
    41,375    

3.50%, 03/20/2027(12)

    4,180  
    209,887    

3.50%, 07/20/2029(12)

    23,191  
    65,107    

3.50%, 02/16/2030(12)

    6,791  
    40,787    

3.50%, 07/20/2040(12)

    4,774  
    76,130    

3.50%, 02/20/2041(12)

    9,423  
    87,682    

3.50%, 04/20/2042(12)

    11,865  
    87,573    

3.50%, 05/16/2042(12)

    17,656  
    133,860    

3.50%, 10/20/2042(12)

    28,148  
    138,929    

3.50%, 05/20/2043(12)

    26,668  
    246,376    

4.00%, 04/16/2026(12)

    25,359  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  74  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
U.S. GOVERNMENT AGENCIES - 3.8% - (continued)  
            GNMA - 0.3% - (continued)  
  $       95,435    

4.00%, 03/20/2047(12)

  $ 18,537  
    119,477    

4.00%, 07/20/2047(12)

    23,973  
    102,456    

5.00%, 02/16/2040(12)

    26,100  
    80,204    

5.50%, 02/16/2047(12)

    18,047  
    62,945    

6.00%, 02/20/2046(12)

    14,531  
    575,000    

6.00%, 05/01/2048(13)

    640,024  
     

 

 

 
        982,164  
     

 

 

 
        10,569,700  
     

 

 

 
            Other Direct Federal Obligations - 0.2%  
            SLM Student Loan Trust - 0.2%  
    132,222    

3 mo. USD LIBOR + 0.650%,
3.01%, 01/25/2022(2)

    131,612  
    172,385    

3 mo. USD LIBOR + 1.500%,
3.86%, 04/25/2023(2)

    175,833  
    203,501    

3 mo. USD LIBOR + 1.700%,
4.06%, 07/25/2023(2)

    209,154  
     

 

 

 
        516,599  
     

 

 

 
   

Total U.S. Government Agencies
(cost $11,116,565)

  $ 11,086,299  
     

 

 

 
     
U.S. GOVERNMENT SECURITIES - 3.3%  
            United States - 3.3%  
            Other Direct Federal Obligations - 0.0%  
            FHLMC - 0.0%  
  $       575,000    

1.60%, 10/25/2043(3)(12)

  $ 52,983  
    114,249    

2.04%, 11/25/2044(3)(12)

    12,353  
    210,000    

2.07%, 10/25/2044(3)(12)

    30,645  
     

 

 

 
        95,981  
     

 

 

 
            U.S. Treasury Bonds - 1.1%  
    438,311    

0.88%, 02/15/2047(11)

    434,597  
    1,963,584    

3.38%, 04/15/2032(11)

    2,618,572  
     

 

 

 
        3,053,169  
     

 

 

 
            U.S. Treasury Notes - 2.2%  
    3,046,189    

0.13%, 04/15/2021(11)

    3,003,352  
    1,497,789    

0.25%, 01/15/2025(11)

    1,453,062  
    1,680,462    

0.63%, 01/15/2024(11)

    1,676,537  
    366,706    

0.63%, 01/15/2026(11)

    363,803  
     

 

 

 
        6,496,754  
     

 

 

 
   

Total U.S. Government Securities
(cost $9,854,337)

  $ 9,645,904  
     

 

 

 
     
COMMON STOCKS - 57.1%  
            Argentina - 0.0%  
    104    

Pampa Energia S.A. ADR*

  $ 5,932  
    800    

YPF S.A. ADR

    17,512  
     

 

 

 
        23,444  
     

 

 

 
            Australia - 0.8%  
    2,198    

BHP Billiton plc

    46,867  
    2,966    

Brambles Ltd.

    21,946  
    612    

Caltex Australia Ltd.

    14,232  
    1,838    

Dexus REIT

    13,071  
    5,298    

Goodman Group REIT

    36,045  
    39,616    

IOOF Holdings Ltd.

    266,050  
    3,438    

Karoon Gas Australia Ltd.*

    3,264  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 57.1% - (continued)  
            Australia - 0.8% - (continued)  
    2,952    

NEXTDC Ltd.*

  $ 15,161  
    7,336    

Nufarm Ltd.

    50,143  
    236,052    

OceanaGold Corp.

    636,115  
    13,864    

Orora Ltd.

    34,771  
    868,531    

Perseus Mining Ltd.*

    298,291  
    139,722    

Ramelius Resources Ltd.*

    53,927  
    324,165    

Resolute Mining Ltd.

    276,844  
    139,810    

Silver Lake Resources Ltd.*

    58,588  
    111,055    

Sydney Airport

    594,598  
     

 

 

 
        2,419,913  
     

 

 

 
            Austria - 0.8%  
    7,044    

ams AG

    580,968  
    16,696    

BAWAG Group AG*(1)

    874,330  
    2,833    

Strabag SE

    116,490  
    373    

voestalpine AG

    19,678  
    31,285    

Wienerberger AG

    788,316  
     

 

 

 
        2,379,782  
     

 

 

 
            Belgium - 0.5%  
    8,782    

Ageas

    469,771  
    977    

Anheuser-Busch InBev N.V. ADR

    97,778  
    15,787    

Euronav N.V.(14)

    127,383  
    5,173    

Melexis N.V.

    492,256  
    897    

Telenet Group Holding N.V.*

    52,420  
    1,027    

UCB S.A.

    77,348  
    435    

Umicore S.A.

    24,194  
    144    

Warehouses De Pauw CVA REIT

    17,712  
     

 

 

 
        1,358,862  
     

 

 

 
            Bermuda - 0.5%  
    26,261    

Bank of NT Butterfield & Son Ltd.

    1,246,085  
    10,224    

Marvell Technology Group Ltd.

    205,093  
     

 

 

 
        1,451,178  
     

 

 

 
            Brazil - 0.1%  
    2,101    

Cia de Saneamento do Parana

    35,385  
    800    

Pagseguro Digital Ltd. Class A*

    26,584  
    1,150    

Petrobras Distribuidora S.A.

    7,537  
    6,280    

Petroleo Brasileiro S.A.*

    44,153  
    2,879    

Petroleo Brasileiro S.A. ADR*

    40,565  
     

 

 

 
        154,224  
     

 

 

 
            British Virgin Islands - 0.1%  
    143,620    

Atlas Mara Ltd.*

    383,465  
     

 

 

 
            Canada - 1.9%  
    432    

Agnico Eagle Mines Ltd.

    18,183  
    12,076    

Bank of Nova Scotia

    742,270  
    458    

BCE, Inc.

    19,437  
    1,443    

Cameco Corp.

    15,195  
    10,035    

Canadian Imperial Bank of Commerce

    874,033  
    1,634    

Canadian Natural Resources Ltd.

    58,948  
    102,069    

Centerra Gold, Inc.*

    623,249  
    2,563    

Dream Global Real Estate Investment Trust

    27,328  
    5,686    

EcoSynthetix, Inc.*

    7,617  
    2,334    

Encana Corp.

    29,067  
    12,829    

Equitable Group, Inc.(14)

    578,726  
    48,847    

Fairfax India Holdings Corp.*(1)

    854,823  
    48,898    

Gluskin Sheff + Associates, Inc.

    591,445  
    1,668    

Killam Apartment Real Estate Investment Trust REIT

    18,421  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  75  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 57.1% - (continued)  
            Canada - 1.9% - (continued)  
    4,118    

Lundin Mining Corp.

  $ 27,262  
    3,655    

Magna International, Inc.

    215,864  
    812    

Methanex Corp.

    49,045  
    24,370    

Parex Resources, Inc.*

    419,279  
    394    

Source Energy Services Ltd.*

    1,657  
    10,200    

SSR Mining, Inc.*

    104,467  
    1,686    

Suncor Energy, Inc.

    64,475  
    24,400    

Teranga Gold Corp.*

    93,119  
    586    

Tourmaline Oil Corp.

    11,022  
    3,621    

TransCanada Corp.

    153,532  
    332    

Trican Well Service Ltd.*

    884  
    459    

Waste Connections, Inc.

    33,186  
     

 

 

 
        5,632,534  
     

 

 

 
            China - 1.9%  
    22,078    

AAC Technologies Holdings, Inc.

    316,880  
    5,917    

Alibaba Group Holding Ltd. ADR*

    1,056,421  
    1,133    

Baozun, Inc. ADR*

    52,107  
    90,346    

China Longyuan Power Group Corp. Ltd. Class H

    88,740  
    8,000    

China Oilfield Services Ltd. Class H

    7,982  
    347    

China Petroleum & Chemical Corp. ADR

    33,846  
    2,347    

China Petroleum & Chemical Corp. Class H

    2,323  
    7,545    

China Shenhua Energy Co., Ltd. Class H

    18,507  
    140,988    

China Telecom Corp. Ltd. Class H

    68,341  
    36,950    

CNOOC Ltd.

    62,509  
    2,661    

ENN Energy Holdings Ltd.

    24,884  
    54,845    

Gree Electric Appliances, Inc. of Zhuhai Class A

    379,674  
    13,698    

Hangzhou Hikvision Digital Technology Co., Ltd. Class A

    82,815  
    36,072    

Hytera Communications Corp. Ltd. Class A

    59,062  
    6,588    

JD.com, Inc. ADR*

    240,528  
    300    

Ping An Healthcare and Technology Co., Ltd.*(6)(7)(8)

    2,095  
    383    

SINA Corp.*

    36,592  
    60,461    

Sunny Optical Technology Group Co., Ltd.

    986,580  
    39,046    

Tencent Holdings Ltd.

    1,919,614  
    175    

Weibo Corp. ADR*

    20,041  
    500    

Wuxi Biologics Cayman, Inc.*(1)

    4,535  
     

 

 

 
        5,464,076  
     

 

 

 
            Colombia - 0.0%  
    2,929    

CEMEX Latam Holdings S.A.*

    9,030  
    11,872    

Grupo Energia Bogota S.A. ESP

    8,707  
     

 

 

 
        17,737  
     

 

 

 
            Croatia - 0.0%  
    17,117    

Valamar Riviera dd

    114,383  
    2,784    

Zagrebacka Banka dd

    25,592  
     

 

 

 
        139,975  
     

 

 

 
            Czech Republic - 0.1%  
    94,206    

Moneta Money Bank AS(1)

    338,620  
     

 

 

 
            Denmark - 0.1%  
    76    

AP Moller - Maersk A/S Class B

    121,752  
    341    

Genmab A/S*

    68,847  
    765    

Zealand Pharma A/S ADR*

    11,398  
     

 

 

 
        201,997  
     

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 57.1% - (continued)  
            Egypt - 0.2%  
    292,004    

Centamin plc

  $ 630,972  
     

 

 

 
            Finland - 0.3%  
    1,304    

DNA Oyj

    30,518  
    323    

Elisa Oyj

    14,278  
    779    

Kemira Oyj

    10,426  
    413    

Neste Oyj

    34,777  
    116,987    

Nokia Oyj ADR

    703,092  
    704    

Tikkurila Oyj(14)

    12,735  
     

 

 

 
        805,826  
     

 

 

 
            France - 2.8%  
    898    

Airbus SE

    105,410  
    21,127    

Alstom S.A.

    961,879  
    4,226    

Amundi S.A.(1)

    359,399  
    359    

Arkema S.A.

    47,027  
    11,841    

AXA S.A.

    338,636  
    11,097    

BNP Paribas S.A.

    856,680  
    15,128    

Cie de Saint-Gobain

    791,512  
    201    

Cie Generale des Etablissements Michelin SCA

    28,265  
    2,627    

Engie S.A.

    46,081  
    429    

Essilor International Cie Generale d’Optique S.A.

    58,597  
    129    

Gecina S.A. REIT

    22,362  
    650    

JCDecaux S.A.

    23,293  
    9,305    

Kaufman & Broad S.A.

    490,205  
    817    

Legrand S.A.

    63,573  
    522    

LVMH Moet Hennessy Louis Vuitton SE

    181,662  
    6,635    

Nexity S.A.

    414,888  
    6,878    

Peugeot S.A.(14)

    169,361  
    943    

Publicis Groupe S.A.

    70,518  
    977    

Remy Cointreau S.A.

    134,604  
    1,188    

Safran S.A.

    139,341  
    10,705    

Schneider Electric SE

    970,348  
    3,793    

Television Francaise(14)

    47,418  
    5,746    

Thales S.A.

    728,355  
    4,596    

TOTAL S.A. ADR

    287,756  
    153    

Unibail-Rodamco SE REIT

    36,731  
    9,157    

Vinci S.A.(14)

    915,550  
    653    

Vivendi S.A.

    17,221  
     

 

 

 
        8,306,672  
     

 

 

 
            Georgia - 0.0%  
    2,474    

BGEO Group plc

    118,267  
     

 

 

 
            Germany - 1.0%  
    1,999    

Beiersdorf AG

    226,163  
    1,139    

Brenntag AG

    65,233  
    318    

Continental AG

    84,694  
    544    

Delivery Hero AG*(1)

    25,914  
    745    

Deutsche Wohnen SE

    35,160  
    61,015    

E.ON SE

    668,099  
    24,721    

Infineon Technologies AG

    632,998  
    591    

Innogy SE(1)

    25,969  
    219    

LEG Immobilien AG

    25,251  
    6,105    

Rheinmetall AG

    797,809  
    200    

Siemens Healthineers AG*(1)

    7,798  
    55    

Siltronic AG

    8,807  
    1,318    

Volkswagen AG

    268,821  
     

 

 

 
        2,872,716  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  76  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 57.1% - (continued)  
            Greece - 1.1%  
    28,667    

Aegean Airlines S.A.

  $ 322,891  
    11,614    

Autohellas S.A.

    347,821  
    23,369    

Frigoglass SAIC*

    6,829  
    61,863    

GEK Terna Holding Real Estate Construction S.A.*

    376,285  
    69,755    

Grivalia Properties REIC A.E. REIT

    766,054  
    53,614    

Hellenic Telecommunications Organization S.A.

    780,533  
    43,890    

OPAP S.A.

    525,160  
     

 

 

 
        3,125,573  
     

 

 

 
            Hong Kong - 0.6%  
    86,000    

AIA Group Ltd.

    768,599  
    130,541    

AMVIG Holdings Ltd.

    33,597  
    15,633    

ASM Pacific Technology Ltd.

    214,224  
    4,323    

CK Asset Holdings Ltd.

    37,320  
    6,787    

CK Infrastructure Holdings Ltd.

    53,566  
    6,861    

Galaxy Entertainment Group Ltd.

    60,052  
    27,465    

Guangdong Investment Ltd.

    42,511  
    6,915    

Hang Lung Properties Ltd.

    16,365  
    4,199    

Henderson Land Development Co., Ltd.

    26,624  
    3,333    

Kerry Properties Ltd.

    15,933  
    5,035    

Link REIT

    44,500  
    3,095    

Melco Resorts & Entertainment Ltd. ADR

    96,595  
    12,083    

New World Development Co., Ltd.

    17,720  
    14,745    

Nine Dragons Paper Holdings Ltd.

    21,992  
    64,055    

Pacific Basin Shipping Ltd.*

    17,032  
    10,050    

Sino Biopharmaceutical Ltd.

    21,163  
    36,950    

SUNeVision Holdings Ltd.

    21,848  
    4,552    

Techtronic Industries Co., Ltd.

    26,667  
    487,801    

Tongda Group Holdings Ltd.(14)

    108,038  
     

 

 

 
        1,644,346  
     

 

 

 
            Iceland - 1.1%  
    2,977,023    

Eik fasteignafelag HF*

    293,907  
    241,945    

Eimskipafelag Islands HF

    534,388  
    571,866    

N1 HF

    624,481  
    2,183,575    

Origo HF*

    453,158  
    690,322    

Reitir fasteignafelag HF

    614,665  
    14,708,568    

Siminn HF

    639,566  
     

 

 

 
        3,160,165  
     

 

 

 
            India - 5.1%  
    132,449    

Apollo Tyres Ltd.

    582,778  
    11,547    

Bajaj Auto Ltd.

    508,820  
    216,945    

Bank of Baroda

    480,962  
    23,172    

Bharat Dynamics Ltd.*

    139,695  
    213,997    

Bharat Electronics Ltd.

    418,451  
    114,148    

Bharti Infratel Ltd.

    534,731  
    28,856    

Container Corp. of India Ltd.

    562,107  
    27,748    

Dewan Housing Finance Corp. Ltd.

    264,671  
    34,384    

Dilip Buildcon Ltd.(1)

    595,336  
    178,972    

Gateway Distriparks Ltd.

    450,124  
    27,178    

Godrej Properties Ltd.*

    326,840  
    128,410    

Gujarat Pipavav Port Ltd.

    284,018  
    6,193    

Hindustan Aeronautics Ltd.

    104,332  
    121,564    

ICICI Bank Ltd.

    517,114  
    114,520    

Indraprastha Gas Ltd.

    491,616  
    29,608    

InterGlobe Aviation Ltd.(1)

    620,497  
    178,155    

IRB Infrastructure Developers Ltd.

    749,831  
    130,507    

ITC Ltd.

    548,961  
    104,068    

J Kumar Infraprojects Ltd.

    440,253  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 57.1% - (continued)  
            India - 5.1% - (continued)  
    353,907    

Jammu & Kashmir Bank Ltd.*

  $ 300,484  
    24,291    

Larsen & Toubro Ltd.

    508,265  
    49,379    

LIC Housing Finance Ltd.

    402,401  
    525    

MRF Ltd.

    626,912  
    210,893    

NTPC Ltd.

    542,753  
    81,452    

Oberoi Realty Ltd.

    667,953  
    106,471    

PC Jeweller Ltd.

    229,438  
    19,069    

Phoenix Mills Ltd.

    178,001  
    184,226    

Power Grid Corp. of India Ltd.

    572,248  
    2,275    

Reliance Industries Ltd.

    32,695  
    12,180    

SRF Ltd.

    435,346  
    114,543    

State Bank of India

    421,257  
    34,219    

Tata Motors Ltd.*

    172,975  
    396,427    

Tata Power Co., Ltd.

    522,473  
    32,595    

Thomas Cook India Ltd.

    141,053  
    49,082    

TVS Motor Co., Ltd.

    488,784  
    117,191    

Vakrangee Ltd.

    174,847  
     

 

 

 
        15,039,022  
     

 

 

 
            Indonesia - 0.1%      
    1,359,069    

Bank Tabungan Pensiunan Nasional Tbk PT

    285,048  
    79,737    

Link Net Tbk PT

    30,949  
     

 

 

 
        315,997  
     

 

 

 
            Ireland - 1.2%  
    218,286    

Bank of Cyprus Holdings plc*

    500,317  
    365,427    

Cairn Homes plc*

    792,556  
    25,795    

CRH plc

    915,520  
    235,125    

Glenveagh Properties plc*(1)

    314,034  
    423,511    

Hibernia plc REIT

    758,965  
    1,192    

Smurfit Kappa Group plc

    50,813  
    12,842    

Tarsus Group plc

    51,624  
     

 

 

 
        3,383,829  
     

 

 

 
            Israel - 0.1%  
    2,268    

Teva Pharmaceutical Industries Ltd. ADR

    40,779  
    3,584    

Tower Semiconductor Ltd.*

    92,718  
    358    

Wix.com Ltd.*

    29,445  
     

 

 

 
        162,942  
     

 

 

 
            Italy - 0.9%  
    83,374    

Banca Farmafactoring S.p.A.(1)

    521,677  
    33,140    

Buzzi Unicem S.p.A.

    836,739  
    16,193    

Davide Campari-Milano S.p.A.

    121,301  
    14,618    

Enel S.p.A.

    92,733  
    6,575    

Eni S.p.A.

    128,531  
    7,671    

Italgas S.p.A.

    49,640  
    65,497    

Leonardo S.p.A.

    756,791  
     

 

 

 
        2,507,412  
     

 

 

 
            Japan - 7.2%  
    10,194    

ADEKA Corp.

    181,020  
    7,022    

Aeon Delight Co., Ltd.

    245,671  
    5,867    

Alpine Electronics, Inc.

    110,945  
    20,488    

Alps Electric Co., Ltd.

    452,505  
    12,658    

Amada Holdings Co., Ltd.

    151,950  
    360    

Arealink Co., Ltd.

    11,881  
    5,321    

Bandai Namco Holdings, Inc.

    180,056  
    6,349    

BML, Inc.

    160,690  
    1,980    

Bridgestone Corp.

    82,769  
    523    

Central Japan Railway Co.

    104,801  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  77  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 57.1% - (continued)  
            Japan - 7.2% - (continued)  
    760    

Chugai Pharmaceutical Co., Ltd.

  $ 40,082  
    11,302    

CYBERDYNE, Inc.*

    144,470  
    3,221    

Daifuku Co., Ltd.

    172,187  
    3,285    

Daikin Industries Ltd.

    383,740  
    522    

Daiwa House Industry Co., Ltd.

    19,085  
    7,427    

DeNA Co., Ltd.

    141,556  
    1,172    

Disco Corp.

    205,426  
    5,941    

DTS Corp.

    215,314  
    290    

East Japan Railway Co.

    27,860  
    2,270    

Eisai Co., Ltd.

    152,247  
    4,931    

Enplas Corp.

    141,829  
    1,367    

FANUC Corp.

    292,826  
    3,611    

Ferrotec Holdings Corp.

    80,339  
    890    

Fuji Corp.

    15,973  
    4,226    

Fujimi, Inc.

    91,485  
    7,734    

Fujitsu Frontech Ltd.

    114,242  
    4,007    

Fukushima Industries Corp.

    185,806  
    1,949    

GMO Payment Gateway, Inc.

    192,874  
    2,248    

Harmonic Drive Systems, Inc.

    107,047  
    24,916    

Hazama Ando Corp.

    200,198  
    806    

Hikari Tsushin, Inc.

    130,656  
    1,146    

Hirata Corp.

    108,200  
    4,484    

Hitachi High-Technologies Corp.

    209,137  
    5,669    

Inaba Denki Sangyo Co., Ltd.

    243,147  
    8,837    

Inter Action Corp.

    97,606  
    5,228    

Iriso Electronics Co., Ltd.

    331,165  
    1,936    

ITOCHU Corp.

    38,717  
    6,905    

JGC Corp.

    169,234  
    10,203    

JSR Corp.

    192,205  
    4,500    

JXTG Holdings, Inc.

    29,334  
    267    

Katitas Co., Ltd.*

    8,588  
    2,939    

KDDI Corp.

    78,893  
    3,184    

Kenedix, Inc.

    18,390  
    1,040    

Keyence Corp.

    634,170  
    7,488    

Kinden Corp.

    130,597  
    2,993    

Kissei Pharmaceutical Co., Ltd.

    84,438  
    7,577    

Kobe Steel Ltd.

    77,941  
    5,911    

Kumagai Gumi Co., Ltd.

    201,142  
    4,092    

Kyocera Corp.

    261,451  
    4,700    

Kyushu Electric Power Co., Inc.

    58,233  
    4,977    

LIFULL Co., Ltd.

    40,429  
    2,470    

Mabuchi Motor Co., Ltd.

    124,094  
    22,500    

Makino Milling Machine Co., Ltd.

    212,340  
    9,593    

Marui Group Co., Ltd.

    199,099  
    5,576    

Melco Holdings, Inc.

    204,963  
    6,192    

Mimasu Semiconductor Industry Co., Ltd.

    109,039  
    26,093    

Minebea Mitsumi, Inc.

    521,881  
    2,269    

Mitsubishi Chemical Holdings Corp.

    21,464  
    1,746    

Mitsubishi Corp.

    48,147  
    4,297    

Mitsubishi Electric Corp.

    65,875  
    1,087    

Mitsubishi Heavy Industries Ltd.

    42,971  
    57,001    

Mitsubishi UFJ Financial Group, Inc.

    381,983  
    2,455    

Mitsui Fudosan Co., Ltd.

    62,886  
    8,152    

MS&AD Insurance Group Holdings, Inc.

    274,692  
    2,499    

Murata Manufacturing Co., Ltd.

    315,490  
    3,120    

Musashi Seimitsu Industry Co., Ltd.

    109,310  
    7,400    

Nabtesco Corp.

    266,849  
    26,836    

Nexon Co., Ltd.*

    390,501  
    4,420    

NGK Spark Plug Co., Ltd.

    113,359  
    3,324    

Nidec Corp.

    520,014  
    1,114    

Nintendo Co., Ltd.

    468,076  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 57.1% - (continued)  
            Japan - 7.2% - (continued)  
    222    

Nippon Shokubai Co., Ltd.

  $ 15,085  
    1,173    

Nippon Telegraph & Telephone Corp. ADR

    55,506  
    21,910    

Nippon Television Holdings, Inc.

    384,035  
    3,066    

Nippon Thompson Co., Ltd.

    22,575  
    2,228    

Nippon Yusen KK

    47,391  
    10,664    

Nishimatsuya Chain Co., Ltd.

    131,087  
    18,893    

Nissan Motor Co., Ltd.

    198,763  
    7,500    

Nissin Electric Co., Ltd.

    75,196  
    7,273    

Noritz Corp.

    132,518  
    4,411    

NSD Co., Ltd.

    91,966  
    5,709    

NTT DOCOMO, Inc.

    147,486  
    1,430    

Odakyu Electric Railway Co., Ltd.

    30,778  
    1,200    

Olympus Corp.

    44,749  
    11,545    

Ono Pharmaceutical Co., Ltd.

    266,866  
    336    

Optex Group Co., Ltd.

    10,092  
    159    

Oriental Land Co., Ltd.

    15,845  
    3,071    

PAL GROUP Holdings Co., Ltd.

    84,127  
    852    

PKSHA Technology, Inc.*

    102,820  
    1,558    

Rohm Co., Ltd.

    144,369  
    27,995    

San-In Godo Bank Ltd.

    263,207  
    3,017    

Sanyo Chemical Industries Ltd.

    142,368  
    1,995    

SCREEN Holdings Co., Ltd.

    163,181  
    1,562    

Shimamura Co., Ltd.

    181,775  
    432    

Shin-Etsu Chemical Co., Ltd.

    43,351  
    1,090    

Shionogi & Co., Ltd.

    56,017  
    272    

SHO-BOND Holdings Co., Ltd.

    20,563  
    14,210    

Siix Corp.

    285,554  
    400    

SMC Corp.

    151,997  
    2,306    

Sony Corp.

    107,704  
    28,031    

Sony Financial Holdings, Inc.

    511,394  
    2,205    

Sumco Corp.

    53,856  
    16,016    

Sumitomo Electric Industries Ltd.

    245,190  
    4,309    

Sumitomo Mitsui Trust Holdings, Inc.

    182,732  
    4,297    

Suzuki Motor Corp.

    230,954  
    8,602    

T&D Holdings, Inc.

    146,096  
    5,464    

Tachi-S Co., Ltd.

    99,026  
    5,429    

Taihei Dengyo Kaisha Ltd.

    140,203  
    524    

Taiheiyo Cement Corp.

    19,786  
    3,898    

Taisei Corp.

    210,281  
    1,210    

Takeda Pharmaceutical Co., Ltd.

    50,953  
    25,838    

Takuma Co., Ltd.

    283,101  
    4,817    

Tazmo Co., Ltd.

    68,192  
    1,943    

TDK Corp.

    167,465  
    3,203    

Tenma Corp.

    61,100  
    1,441    

Toei Co., Ltd.

    161,865  
    9,644    

Tokai Rika Co., Ltd.

    192,659  
    1,507    

Token Corp.

    143,512  
    16,383    

Tokio Marine Holdings, Inc.

    773,232  
    2,386    

Tokyo Electron Ltd.

    458,238  
    1,112    

Tokyo Gas Co., Ltd.

    29,841  
    2,264    

Tokyo Seimitsu Co., Ltd.

    85,990  
    10,775    

Toshiba Plant Systems & Services Corp.

    224,862  
    3,464    

Toyota Industries Corp.

    204,275  
    4,026    

TV Asahi Holdings Corp.

    94,416  
    3,500    

Yamaha Motor Co., Ltd.

    111,910  
    4,664    

Yamato Kogyo Co., Ltd.

    137,489  
    13,397    

Yamazen Corp.

    135,407  
    5,039    

Yodogawa Steel Works Ltd.

    143,789  
    5,548    

Yume No Machi Souzou Iinkai Co., Ltd.

    96,051  
    1,170    

Zeon Corp.

    15,110  
     

 

 

 
        21,099,526  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  78  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 57.1% - (continued)  
            Luxembourg - 0.1%  
    1,372    

ArcelorMittal*

  $ 46,428  
    787    

Ardagh Group S.A.

    15,992  
    1,684    

Millicom International Cellular S.A.

    111,546  
    2,699    

PLAY Communications S.A.(1)

    22,716  
    622    

Spotify Technology S.A.*

    100,559  
    611    

Tenaris S.A. ADR

    22,839  
     

 

 

 
        320,080  
     

 

 

 
            Malaysia - 0.0%  
    327,935    

Inari Amertron Bhd

    142,042  
     

 

 

 
            Mauritius - 0.2%  
    63,465    

MCB Group Ltd.

    521,035  
     

 

 

 
            Mexico - 0.0%  
    62,290    

America Movil S.A.B. de C.V. Series L

    57,620  
    3,161    

Mexichem S.A.B. de C.V.

    9,879  
     

 

 

 
        67,499  
     

 

 

 
            Netherlands - 1.1%  
    195    

Akzo Nobel N.V.

    17,659  
    592    

ASML Holding N.V.

    111,562  
    1,901    

Heineken N.V.

    200,128  
    719    

IMCD N.V.

    44,242  
    42,725    

ING Groep N.V.

    719,938  
    323    

InterXion Holding N.V.*

    21,002  
    11,069    

Koninklijke KPN N.V.

    34,449  
    15,760    

Koninklijke Philips N.V.

    667,061  
    4,873    

Royal Dutch Shell plc Class A

    169,538  
    40,699    

Van Lanschot Kempen N.V.

    1,257,200  
    841    

Wolters Kluwer N.V.

    45,506  
     

 

 

 
        3,288,285  
     

 

 

 
            New Zealand - 0.3%  
    97,298    

Auckland International Airport Ltd.

    435,378  
    52,083    

Millennium & Copthorne Hotels New Zealand Ltd.

    104,074  
    16,872    

New Zealand Refining Co., Ltd.

    27,885  
    74,048    

Tourism Holdings Ltd.

    316,122  
    3,848    

Xero Ltd.*

    109,464  
    6,132    

Z Energy Ltd.

    31,211  
     

 

 

 
        1,024,134  
     

 

 

 
            Norway - 0.2%  
    293    

Aker BP ASA

    9,610  
    21,701    

Kongsberg Gruppen ASA

    531,278  
    7,016    

Norsk Hydro ASA

    43,821  
    1,557    

Statoil ASA

    39,817  
     

 

 

 
        624,526  
     

 

 

 
            Philippines - 0.0%  
    233,524    

Cemex Holdings Philippines, Inc.*(1)

    16,144  
     

 

 

 
            Portugal - 0.2%  
    1,274,395    

Banco Comercial Portugues S.A.*

    426,609  
    1,970    

Galp Energia SGPS S.A.

    37,810  
     

 

 

 
        464,419  
     

 

 

 
            Romania - 0.1%  
    54,779    

BRD-Groupe Societe Generale S.A.

    212,921  
     

 

 

 
            Russia - 0.1%  
    415    

Gazprom Neft PJSC ADR

    10,090  
    867    

LUKOIL PJSC ADR

    57,729  
    6,640    

Rosneft Oil Co. PJSC GDR

    40,391  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 57.1% - (continued)  
            Russia - 0.1% - (continued)  
    377    

Tatneft PJSC ADR

  $ 24,215  
    1,433    

Yandex N.V. Class A*

    47,805  
     

 

 

 
        180,230  
     

 

 

 
            Singapore - 0.2%  
    55,910    

BW LPG Ltd.*(1)

    194,003  
    2,603    

City Developments Ltd.

    24,736  
    15,472    

Keppel REIT

    14,445  
    7,216    

Kulicke & Soffa Industries, Inc.*

    165,174  
    8,091    

Mapletree Industrial Trust REIT

    12,349  
    80,547    

UMS Holdings Ltd.

    64,586  
    6,493    

Venture Corp. Ltd.

    101,558  
     

 

 

 
        576,851  
     

 

 

 
            Slovenia - 0.0%  
    2,938    

Zavarovalnica Triglav DD

    120,630  
     

 

 

 
            South Africa - 0.1%  
    5,156    

MTN Group Ltd.

    51,804  
    26,085    

Nampak Ltd.*

    29,088  
    387    

Naspers Ltd. Class N

    94,281  
    1,845    

Vodacom Group Ltd.

    23,086  
     

 

 

 
        198,259  
     

 

 

 
            South Korea - 1.6%  
    1,122    

Cafe24 Corp.*

    142,134  
    468    

CJ E&M Corp.

    39,486  
    1,745    

Douzone Bizon Co., Ltd.

    80,262  
    2,973    

Hankook Tire Co., Ltd.

    137,303  
    15,195    

Hanwha Aerospace Co., Ltd.*

    340,616  
    11,526    

HizeAero Co., Ltd.*

    75,906  
    250    

Hyundai Motor Co.

    37,287  
    5,843    

Koh Young Technology, Inc.

    554,846  
    3,464    

KT Corp. ADR

    46,522  
    3,660    

LIG Nex1 Co., Ltd.

    135,009  
    8,854    

S&T Motiv Co., Ltd.

    271,155  
    304    

S-Oil Corp.

    31,178  
    865    

Samsung Electronics Co., Ltd.*(6)(7)(8)

    2,143,995  
    7,780    

SK Hynix, Inc.

    611,850  
    83    

SK Innovation Co., Ltd.

    15,209  
     

 

 

 
        4,662,758  
     

 

 

 
            Spain - 0.6%  
    9,747    

Aedas Homes SAU*(1)

    347,229  
    971    

Cellnex Telecom S.A.(1)

    26,041  
    396    

Hispania Activos Inmobiliarios SOCIMI S.A. REIT

    8,396  
    15,913    

Iberdrola S.A.

    122,943  
    109,611    

Liberbank S.A.*

    62,696  
    25,759    

Metrovacesa S.A.*(1)

    462,866  
    15,104    

Neinor Homes S.A.*(1)(14)

    292,400  
    245,106    

Unicaja Banco S.A.*(1)

    444,553  
     

 

 

 
        1,767,124  
     

 

 

 
            Sweden - 0.6%  
    3,145    

Assa Abloy AB Class B(14)

    65,909  
    1,346    

BillerudKorsnas AB

    19,778  
    24,208    

Cloetta AB Class B

    86,638  
    1,297    

D Carnegie & Co. AB*

    20,203  
    936    

Fastighets AB Balder Class B*

    24,113  
    783    

Lundin Petroleum AB*

    21,585  
    26,975    

Nordea Bank AB

    274,353  
    79,988    

Resurs Holding AB(1)

    515,335  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  79  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 57.1% - (continued)  
            Sweden - 0.6% - (continued)  
    5,652    

Sandvik AB

  $ 96,369  
    81,329    

Telefonaktiebolaget LM Ericsson ADR

    614,034  
     

 

 

 
        1,738,317  
     

 

 

 
            Switzerland - 0.8%  
    2,794    

ABB Ltd. ADR

    65,017  
    13,114    

LafargeHolcim Ltd.*

    728,502  
    7,033    

Nestle S.A.

    544,847  
    3,059    

Novartis AG

    235,464  
    502    

Roche Holding AG

    111,538  
    3,914    

TE Connectivity Ltd.

    359,110  
    23,240    

UBS Group AG*

    390,081  
    207    

Zur Rose Group AG*

    24,265  
     

 

 

 
        2,458,824  
     

 

 

 
            Taiwan - 2.2%  
    2,343    

Advanced Ceramic X Corp.

    19,871  
    9,646    

Airtac International Group

    167,372  
    4,856    

ASPEED Technology, Inc.

    138,659  
    22,840    

Catcher Technology Co., Ltd.

    253,299  
    138,635    

Chroma ATE, Inc.

    697,090  
    77,966    

E Ink Holdings, Inc.

    86,269  
    107,639    

Elite Material Co., Ltd.

    263,784  
    8,533    

Ennoconn Corp.

    138,079  
    3,930    

Formosa Sumco Technology Corp.

    15,390  
    40,459    

Getac Technology Corp.

    58,183  
    4,987    

Global Unichip Corp.

    46,921  
    32,074    

Globalwafers Co., Ltd.

    517,435  
    93,526    

Hota Industrial Manufacturing Co., Ltd.

    411,119  
    29,000    

Hu Lane Associate, Inc.

    135,767  
    56,276    

Kingpak Technology, Inc.

    367,197  
    29,227    

Land Mark Optoelectronics Corp.

    272,594  
    28,400    

Pan Jit International, Inc.

    47,962  
    22,843    

Realtek Semiconductor Corp.*

    86,385  
    5,590    

Silergy Corp.

    116,898  
    1,571    

Silicon Motion Technology Corp. ADR

    71,025  
    139,311    

Sino-American Silicon Products, Inc.*

    597,911  
    100,753    

Taiwan Semiconductor Manufacturing Co., Ltd.*

    767,470  
    3,792    

Voltronic Power Technology Corp.*

    67,483  
    98,821    

Walsin Technology Corp.

    621,196  
    20,317    

Win Semiconductors Corp.

    152,343  
    10,977    

Yageo Corp.*

    230,089  
     

 

 

 
        6,347,791  
     

 

 

 
            Thailand - 0.0%  
    43,465    

Bangkok Airways PCL

    20,934  
    41,787    

Precious Shipping PCL*

    17,610  
    9,020    

PTT PCL

    16,148  
    650    

Thai Oil PCL

    1,941  
     

 

 

 
        56,633  
     

 

 

 
            Turkey - 0.0%  
    115    

Tupras Turkiye Petrol Rafinerileri AS

    2,940  
     

 

 

 
            United Arab Emirates - 0.0%  
    24,128    

Abu Dhabi National Oil Co. for Distribution PJSC

    16,093  
     

 

 

 
            United Kingdom - 2.5%  
    4,614    

Anglo American plc

    108,564  
    5,457    

Aptiv plc

    461,553  
    6,403    

AstraZeneca plc ADR

    227,499  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 57.1% - (continued)  
            United Kingdom - 2.5% - (continued)  
    82,148    

Babcock International Group plc

  $ 829,175  
    92,972    

BAE Systems plc

    780,055  
    37,797    

BP plc

    280,755  
    12,719    

British American Tobacco plc

    697,605  
    33,562    

BT Group plc

    115,196  
    810    

Cairn Energy plc*

    2,521  
    463,321    

Cobham plc*

    731,757  
    2,433    

Coca-Cola European Partners plc

    95,374  
    318    

Croda International plc

    19,453  
    11,431    

Domino’s Pizza Group plc

    56,978  
    1,791    

Fiat Chrysler Automobiles N.V.*

    39,794  
    17,467    

Glencore plc*

    84,138  
    6,514    

Grainger plc

    28,054  
    651    

Hikma Pharmaceuticals plc

    11,479  
    9,259    

ITE Group plc

    19,447  
    7,939    

KAZ Minerals plc*

    100,309  
    2,017    

National Grid plc

    23,337  
    16,719    

Prudential plc

    429,913  
    141,733    

QinetiQ Group plc

    448,052  
    1,386    

Rio Tinto plc

    75,545  
    3,113    

RPC Group plc

    33,779  
    143,916    

Sabre Insurance Group plc*(1)

    507,210  
    2,802    

Safestore Holdings plc REIT

    21,075  
    2,082    

Severn Trent plc

    55,439  
    3,807    

Smith & Nephew plc

    72,908  
    45    

TechnipFMC plc

    1,483  
    33,343    

Ultra Electronics Holdings plc

    646,318  
    6,264    

Unilever plc

    351,360  
    1,093    

UNITE Group plc

    12,548  
    553    

Workspace Group plc REIT

    8,443  
     

 

 

 
        7,377,116  
     

 

 

 
            United States - 17.7%  
    2,329    

Abbott Laboratories

    135,385  
    924    

Acadia Healthcare Co., Inc.*

    32,876  
    509    

Accenture plc Class A

    76,961  
    255    

Acuity Brands, Inc.

    30,541  
    15,518    

Advanced Micro Devices, Inc.*(14)

    168,836  
    193    

AdvanSix, Inc.*

    6,913  
    4,288    

AES Corp.

    52,485  
    165    

Aetna, Inc.

    29,543  
    632    

AGCO Corp.

    39,614  
    194    

Agree Realty Corp. REIT

    9,483  
    238,922    

Alacer Gold Corp.*

    396,358  
    774    

Alcoa Corp.*

    39,629  
    16,837    

Alexander & Baldwin, Inc.

    385,567  
    325    

Alexandria Real Estate Equities, Inc. REIT

    40,485  
    2,543    

Alkermes plc*

    112,579  
    1,391    

Allergan plc

    213,727  
    790    

Alliance Data Systems Corp.

    160,409  
    1,484    

Alliant Energy Corp.

    63,738  
    30,747    

Allscripts Healthcare Solutions, Inc.*

    357,280  
    600    

Alnylam Pharmaceuticals, Inc.*

    56,718  
    532    

Alphabet, Inc. Class A*

    541,885  
    731    

Alphabet, Inc. Class C*

    743,668  
    5,523    

Altria Group, Inc.

    309,896  
    714    

Amazon.com, Inc.*

    1,118,217  
    6,000    

American Axle & Manufacturing Holdings, Inc.*

    92,040  
    9,981    

American Tower Corp. REIT

    1,361,009  
    842    

American Vanguard Corp.

    18,145  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  80  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 57.1% - (continued)  
            United States - 17.7% - (continued)  
    2,351    

AMETEK, Inc.

  $ 164,100  
    897    

Anadarko Petroleum Corp.

    60,386  
    482    

Andeavor

    66,670  
    5,520    

Anthem, Inc.

    1,302,665  
    412    

Apartment Investment & Management Co. Class A, REIT

    16,727  
    1,845    

Applied Materials, Inc.

    91,641  
    1,309    

Arena Pharmaceuticals, Inc.*

    52,151  
    275,647    

Argonaut Gold, Inc.*

    530,276  
    1,426    

AT&T, Inc.

    46,630  
    475    

athenahealth, Inc.*

    58,173  
    189    

AvalonBay Communities, Inc. REIT

    30,807  
    1,476    

Avangrid, Inc.

    77,800  
    1,976    

Axcelis Technologies, Inc.*

    43,472  
    1,536    

Baker Hughes a GE Co.

    55,465  
    1,721    

Ball Corp.

    68,995  
    25,838    

Bank of America Corp.

    773,073  
    520    

Baxter International, Inc.

    36,140  
    270    

Biogen, Inc.*

    73,872  
    86,737    

Bizlink Holding, Inc.

    640,502  
    1,019    

Boeing Co.

    339,898  
    943    

Boise Cascade Co.

    39,229  
    38    

Booking Holdings, Inc.*

    82,764  
    300    

Boston Properties, Inc. REIT

    36,423  
    7,823    

Boston Scientific Corp.*

    224,677  
    824    

Brandywine Realty Trust REIT

    13,275  
    6,196    

Bristol-Myers Squibb Co.

    322,997  
    1,042    

Broadcom, Inc.

    239,056  
    210    

C&J Energy Services, Inc.*

    6,271  
    436    

Cabot Corp.

    24,355  
    1,017    

Cabot Oil & Gas Corp.

    24,316  
    381    

CACI International, Inc. Class A*

    57,550  
    372    

Cactus, Inc. Class A*

    10,680  
    3,290    

Campbell Soup Co.

    134,166  
    5,562    

Capital One Financial Corp.

    504,028  
    1,132    

Cardinal Health, Inc.

    72,640  
    585    

Caterpillar, Inc.

    84,451  
    1,194    

CBS Corp. Class B

    58,745  
    675    

Celanese Corp. Series A

    73,352  
    731    

Celgene Corp.*

    63,670  
    139    

Centennial Resource Development, Inc. Class A*

    2,571  
    900    

Ceridian HCM Holding, Inc.*

    28,422  
    8,284    

Cerner Corp.*

    482,543  
    458    

Charter Communications, Inc. Class A*

    124,251  
    3,742    

Chevron Corp.

    468,162  
    8,120    

Ciena Corp.*

    209,090  
    7,483    

Cigna Corp.

    1,285,729  
    78    

Cimarex Energy Co.

    7,846  
    1,503    

Cinemark Holdings, Inc.

    58,872  
    29,990    

Cisco Systems, Inc.

    1,328,257  
    12,122    

Citigroup, Inc.

    827,569  
    1,091    

Cognizant Technology Solutions Corp. Class A

    89,266  
    11,155    

Comcast Corp. Class A

    350,155  
    282    

Concho Resources, Inc.*

    44,333  
    1,205    

Constellation Brands, Inc. Class A

    280,922  
    126    

Coresite Realty Corp. REIT

    13,117  
    784    

Corporate Office Properties Trust REIT

    21,568  
    174    

CoStar Group, Inc.*

    63,799  
    895    

Costco Wholesale Corp.

    176,458  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 57.1% - (continued)  
            United States - 17.7% - (continued)  
    13,642    

Coty, Inc. Class A

  $ 236,689  
    818    

Crown Holdings, Inc.*

    40,769  
    994    

Danaher Corp.

    99,718  
    645    

Deere & Co.

    87,288  
    794    

Devon Energy Corp.

    28,846  
    179    

Diamondback Energy, Inc.*

    22,993  
    100    

DocuSign, Inc.*

    3,863  
    1,700    

Dollar Tree, Inc.*

    163,013  
    661    

Douglas Emmett, Inc. REIT

    24,635  
    1,841    

DowDuPont, Inc.

    116,425  
    957    

Duke Energy Corp.

    76,713  
    1,891    

Eaton Corp. plc

    141,882  
    2,422    

eBay, Inc.*

    91,745  
    1,079    

Edison International

    70,696  
    571    

Edwards Lifesciences Corp.*

    72,723  
    632    

Electronic Arts, Inc.*

    74,563  
    3,087    

Eli Lilly & Co.

    250,263  
    25,984    

Envision Healthcare Corp.*

    965,825  
    970    

EOG Resources, Inc.

    114,625  
    65    

Equinix, Inc. REIT

    27,351  
    272    

Equity LifeStyle Properties, Inc. REIT

    24,252  
    109    

Essex Property Trust, Inc. REIT

    26,126  
    1,285    

Eversource Energy

    77,421  
    10,385    

ExlService Holdings, Inc.*

    600,357  
    731    

Expedia Group, Inc.

    84,167  
    421    

Extended Stay America, Inc.

    8,243  
    286    

Extra Space Storage, Inc. REIT

    25,623  
    3,061    

Exxon Mobil Corp.

    237,993  
    3,932    

Facebook, Inc. Class A*

    676,304  
    315    

FedEx Corp.

    77,868  
    1,330    

FleetCor Technologies, Inc.*

    275,682  
    13,600    

Flex Ltd.*

    176,800  
    3,770    

FormFactor, Inc.*

    43,261  
    1,172    

Fortive Corp.

    82,403  
    2,303    

Fresh Del Monte Produce, Inc.

    113,192  
    1,449    

Freshpet, Inc.*

    28,690  
    601    

General Dynamics Corp.

    120,987  
    12,385    

General Electric Co.

    174,257  
    1,644    

General Motors Co.

    60,401  
    1,124    

Genesis Healthcare, Inc.*

    1,708  
    5,065    

Genpact Ltd.

    161,523  
    1,167    

Global Blood Therapeutics, Inc.*

    51,523  
    3,377    

Global Payments, Inc.

    381,770  
    5,208    

Graphic Packaging Holding Co.

    74,474  
    2,613    

Greenbrier Cos., Inc.

    114,580  
    948    

Guidewire Software, Inc.*

    80,220  
    456    

Gulfport Energy Corp.*

    4,241  
    2,035    

Halliburton Co.

    107,835  
    2,876    

Harris Corp.

    449,864  
    804    

HCA Healthcare, Inc.

    76,975  
    1,027    

HCP, Inc. REIT

    23,991  
    522    

Healthcare Trust of America, Inc. Class A, REIT

    13,045  
    286    

Hess Corp.

    16,299  
    19,166    

Hilltop Holdings, Inc.

    429,702  
    1,298    

Hilton Worldwide Holdings, Inc.

    102,334  
    16,435    

HMS Holdings Corp.*

    295,994  
    769    

Hologic, Inc.*

    29,830  
    1,979    

Home Depot, Inc.

    365,719  
    1,011    

Hormel Foods Corp.

    36,649  
    5,992    

Hostess Brands, Inc.*

    84,188  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  81  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 57.1% - (continued)  
            United States - 17.7% - (continued)  
    4,176    

Houghton Mifflin Harcourt Co.*

  $ 28,397  
    3,743    

Humana, Inc.

    1,101,116  
    274    

Hyatt Hotels Corp. Class A

    21,062  
    1,184    

Incyte Corp.*

    73,337  
    4,028    

Ingersoll-Rand plc

    337,909  
    34    

Ingevity Corp.*

    2,612  
    3,627    

Integrated Device Technology, Inc.*

    100,939  
    861    

International Paper Co.

    44,393  
    2,955    

Interpublic Group of Cos., Inc.

    69,708  
    1,237    

Invitation Homes, Inc. REIT

    28,624  
    268    

IPG Photonics Corp.*

    57,092  
    3,624    

Ironwood Pharmaceuticals, Inc.*

    65,667  
    1,193    

Itron, Inc.*

    78,022  
    1,206    

Jacobs Engineering Group, Inc.

    70,057  
    522    

Jagged Peak Energy, Inc.*

    7,480  
    416    

JBG SMITH Properties REIT

    15,338  
    3,283    

JetBlue Airways Corp.*

    63,001  
    1,154    

Johnson & Johnson

    145,969  
    12,200    

Johnson Controls International plc

    413,214  
    484    

Kennedy-Wilson Holdings, Inc. REIT

    9,172  
    4,211    

Kinder Morgan, Inc.

    66,618  
    944    

KLA-Tencor Corp.

    96,043  
    569    

Knight-Swift Transportation Holdings, Inc.*

    22,197  
    1,137    

Kosmos Energy Ltd.*

    8,004  
    325    

LaSalle Hotel Properties REIT

    9,610  
    11,131    

Leidos Holdings, Inc.

    714,944  
    1,907    

Lennar Corp. Class A

    100,861  
    1,525    

Lennox International, Inc.

    294,889  
    1,011    

Liberty Global plc Class A*

    30,472  
    1,236    

Liberty Global plc Series C*

    35,968  
    1,311    

Liberty Media Corp-Liberty Formula One Series C*

    38,701  
    187    

Liberty Oilfield Services, Inc. Class A*

    3,729  
    370    

LifePoint Health, Inc.*

    17,723  
    4,083    

Lindblad Expeditions Holdings, Inc.*

    44,709  
    563    

Lockheed Martin Corp.

    180,633  
    730    

Louisiana-Pacific Corp.

    20,681  
    219    

LyondellBasell Industries N.V. Class A

    23,155  
    1,819    

M&T Bank Corp.

    331,549  
    250    

Macy’s, Inc.

    7,767  
    1,431    

Marathon Oil Corp.

    26,116  
    921    

Marathon Petroleum Corp.

    68,992  
    568    

Marriott International, Inc. Class A

    77,634  
    921    

Martin Marietta Materials, Inc.

    179,383  
    460    

McCormick & Co., Inc.

    48,489  
    1,107    

McDonald’s Corp.

    185,356  
    950    

McKesson Corp.

    148,399  
    2,441    

Medicines Co.*

    73,450  
    3,067    

Medtronic plc

    245,759  
    1,193    

MGM Resorts International

    37,484  
    4,561    

Microchip Technology, Inc.

    381,573  
    5,123    

Micron Technology, Inc.*

    235,556  
    227    

Molina Healthcare, Inc.*

    18,898  
    541    

Monsanto Co.

    67,825  
    1,982    

Monster Beverage Corp.*

    109,010  
    2,812    

Mylan N.V.*

    108,993  
    3,283    

National Vision Holdings, Inc.*

    109,258  
    1,485    

NetApp, Inc.

    98,871  
    745    

Netflix, Inc.*

    232,783  
    1,726    

New York Times Co. Class A

    40,475  
    1,029    

Newfield Exploration Co.*

    30,664  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 57.1% - (continued)  
            United States - 17.7% - (continued)  
    1,560    

NextEra Energy Partners L.P.

  $ 65,005  
    930    

NextEra Energy, Inc.

    152,436  
    2,821    

NIKE, Inc. Class B

    192,928  
    1,127    

Noble Energy, Inc.

    38,126  
    2,422    

Norfolk Southern Corp.

    347,484  
    2,108    

Northrop Grumman Corp.

    678,860  
    1,468    

NRG Energy, Inc.

    45,508  
    406    

NuVasive, Inc.*

    21,603  
    5,023    

NVIDIA Corp.

    1,129,673  
    988    

Occidental Petroleum Corp.

    76,333  
    1,882    

OGE Energy Corp.

    61,861  
    521    

Omnicom Group, Inc.

    38,377  
    1,798    

OMNOVA Solutions, Inc.*

    19,598  
    1,064    

OraSure Technologies, Inc.*

    18,865  
    1,857    

Outfront Media, Inc. REIT

    34,819  
    696    

Owens-Illinois, Inc.*

    14,150  
    514    

Packaging Corp. of America

    59,465  
    672    

Parker-Hannifin Corp.

    110,625  
    582    

Parsley Energy, Inc. Class A*

    17,477  
    316    

Patterson-UTI Energy, Inc.

    6,769  
    3,342    

PayPal Holdings, Inc.*

    249,347  
    12,990    

Pentair plc

    873,967  
    3,336    

PepsiCo, Inc.

    336,736  
    872    

PG&E Corp.

    40,199  
    404    

Phillips 66

    44,969  
    344    

Pioneer Natural Resources Co.

    69,333  
    1,285    

PlayAGS, Inc.*

    29,054  
    3,614    

PNC Financial Services Group, Inc.

    526,235  
    365    

Portola Pharmaceuticals, Inc.*

    13,187  
    2,491    

Post Holdings, Inc.*

    198,209  
    546    

PPG Industries, Inc.

    57,810  
    426    

Praxair, Inc.

    64,974  
    767    

Prologis, Inc. REIT

    49,786  
    1,109    

ProPetro Holding Corp.*

    20,295  
    3,430    

Prudential Financial, Inc.

    364,678  
    113    

PS Business Parks, Inc. REIT

    13,027  
    256    

Public Storage REIT

    51,656  
    8,015    

QUALCOMM, Inc.

    408,845  
    430    

Regency Centers Corp. REIT

    25,305  
    400    

Regeneron Pharmaceuticals, Inc.*

    121,472  
    714    

Retail Properties of America, Inc. Class A, REIT

    8,240  
    849    

Rexford Industrial Realty, Inc. REIT

    25,937  
    266    

Rogers Corp.*

    28,382  
    48    

RSP Permian, Inc.*

    2,381  
    2,665    

salesforce.com, Inc.*

    322,438  
    6,011    

Samsonite International S.A.

    27,114  
    238    

Schlumberger Ltd.

    16,317  
    239    

Schweitzer-Mauduit International, Inc.

    9,328  
    691    

Science Applications International Corp.

    59,281  
    1,618    

Seattle Genetics, Inc.*

    82,825  
    293    

Sempra Energy

    32,757  
    1,300    

ServiceNow, Inc.*

    215,982  
    523    

Sherwin-Williams Co.

    192,286  
    424    

Simon Property Group, Inc. REIT

    66,288  
    8,360    

Simply Good Foods Co.*

    108,346  
    1,453    

Solaris Oilfield Infrastructure, Inc. Class A*

    27,316  
    2,185    

Southwestern Energy Co.*

    8,958  
    376    

Spirit Airlines, Inc.*

    13,431  
    1,110    

Steel Dynamics, Inc.

    49,739  
    887    

Stryker Corp.

    150,276  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  82  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 57.1% - (continued)  
            United States - 17.7% - (continued)  
    230    

Sun Communities, Inc. REIT

  $ 21,585  
    1,049    

Syneos Health, Inc.*

    39,967  
    2,804    

Sysco Corp.

    175,362  
    798    

Targa Resources Corp.

    37,482  
    196    

Taubman Centers, Inc. REIT

    10,972  
    9,541    

TD Ameritrade Holding Corp.

    554,237  
    6,489    

Teradyne, Inc.

    211,217  
    2,280    

Tesla, Inc.*(14)

    670,092  
    839    

Texas Instruments, Inc.

    85,100  
    1,244    

Textron, Inc.

    77,302  
    849    

Thermo Fisher Scientific, Inc.

    178,587  
    3,141    

TJX Cos., Inc.

    266,514  
    1,596    

Total System Services, Inc.

    134,160  
    1,760    

TransUnion*

    114,242  
    685    

TripAdvisor, Inc.*

    25,633  
    18,128    

Tutor Perini Corp.*

    374,343  
    3,219    

Twenty-First Century Fox, Inc. Class A

    117,687  
    933    

UGI Corp.

    45,148  
    773    

Ultragenyx Pharmaceutical, Inc.*

    39,299  
    1,792    

Union Pacific Corp.

    239,465  
    723    

United Technologies Corp.

    86,868  
    7,781    

UnitedHealth Group, Inc.

    1,839,428  
    5,070    

Universal Health Services, Inc. Class B

    578,994  
    76    

Vail Resorts, Inc.

    17,428  
    5,616    

Verizon Communications, Inc.

    277,150  
    610    

Vertex Pharmaceuticals, Inc.*

    93,428  
    2,212    

Viacom, Inc. Class B

    66,714  
    27,651    

Victory Capital Holdings, Inc. Class A*

    305,820  
    3,886    

Visa, Inc. Class A

    493,056  
    1,726    

Vulcan Materials Co.

    192,777  
    1,143    

WageWorks, Inc.*

    47,606  
    984    

Walgreens Boots Alliance, Inc.

    65,387  
    1,653    

Walmart, Inc.

    146,224  
    1,086    

Walt Disney Co.

    108,958  
    388    

Waste Management, Inc.

    31,541  
    1,016    

Wayfair, Inc. Class A*

    63,297  
    350    

WellCare Health Plans, Inc.*

    71,806  
    879    

WESCO International, Inc.*

    52,344  
    148    

Westlake Chemical Corp.

    15,832  
    131    

WestRock Co.

    7,750  
    1,539    

WEX, Inc.*

    249,195  
    1,384    

Williams Cos., Inc.

    35,610  
    1,550    

Workday, Inc. Class A*

    193,502  
    818    

WPX Energy, Inc.*

    13,980  
    717    

Zebra Technologies Corp. Class A*

    96,673  
    143    

Zimmer Biomet Holdings, Inc.

    16,469  
   

 

 

 
    51,615,350  
   

 

 

 
 

Total Common Stocks
(cost $144,357,018)

  $ 166,939,073  
   

 

 

 
     
CONVERTIBLE BONDS - 0.4%  
      Electrical Components & Equipment - 0.2%  
  $       544,000    

SunPower Corp.
0.88%, 06/01/2021

  $ 441,796  
   

 

 

 
      Oil & Gas - 0.2%  
    489,000    

PDC Energy, Inc.
1.13%, 09/15/2021

    489,440  
   

 

 

 
Shares or Principal Amount   Market Value  
CONVERTIBLE BONDS - 0.4% - (continued)  
      Oil & Gas Services - 0.0%  
  EUR       100,000    

Fugro N.V.
4.00%, 10/26/2021(9)

  $ 120,941  
   

 

 

 
 

Total Convertible Bonds
(cost $1,052,168)

  $ 1,052,177  
   

 

 

 
     
EXCHANGE-TRADED FUNDS - 6.0%  
      Other Investment Pools & Funds - 6.0%  
  $       10,300    

iShares Core MSCI EAFE ETF

  $ 686,392  
    37,700    

iShares JP Morgan USD Emerging Markets Bond ETF

    4,152,278  
    460,276    

PowerShares Senior Loan Portfolio

    10,636,978  
    26,400    

SPDR Barclays Convertible Securities ETF

    1,358,016  
    2,580    

SPDR S&P 500 ETF Trust

    682,436  
    4,126    

TOPIX Exchange Traded Fund

    69,617  
   

 

 

 
    17,585,717  
   

 

 

 
 

Total Exchange-Traded Funds
(cost $17,948,790)

  $ 17,585,717  
   

 

 

 
     
PREFERRED STOCKS - 0.2%  
      South Korea - 0.1%  
  $       157    

Samsung Electronics Co., Ltd.(6)(7)(8)

  $ 312,178  
   

 

 

 
      United States - 0.1%  
    655    

Airbnb, Inc. Series E*(1)(6)(7)(8)

    68,775  
    8,725    

Pinterest, Inc. Series G*(6)(7)(8)

    55,491  
    4,556    

Uber Technologies, Inc. Series D*(1)(6)(7)(8)

    159,915  
   

 

 

 
    284,181  
   

 

 

 
 

Total Preferred Stocks
(cost $439,288)

  $ 596,359  
   

 

 

 
     
CONVERTIBLE PREFERRED STOCKS - 0.3%  
      United States - 0.3%  
  $       7,559    

Hess Corp. 8.00%

  $ 491,486  
    7,200    

WPX Energy, Inc. Series A , 6.25%

    516,672  
   

 

 

 
    1,008,158  
   

 

 

 
 

Total Convertible Preferred Stocks
(cost $808,254)

  $ 1,008,158  
   

 

 

 
     
WARRANTS - 0.1%  
      United States - 0.1%  
  $       36,550    

Hangzhou Hikvision Digital Technology Co., Ltd. Expires 7/13/19*

  $ 221,780  
    3,082    

Simply Good Foods Co. Expires 7/7/22*

    10,217  
   

 

 

 
    231,997  
   

 

 

 
 

Total Warrants
(cost $93,484)

  $ 231,997  
   

 

 

 
 

Total Long-Term Investments
(cost $242,659,354)

  $ 263,487,622  
   

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  83  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 11.1%      
            Other Investment Pools & Funds - 10.1%  
  $       29,668,792    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,
1.62%(15)

  $ 29,668,792  
     

 

 

 
            Securities Lending Collateral - 1.0%  
    139,334    

Citibank NA DDCA,
1.50%, 5/1/2018(15)

    139,334  
    1,482,792    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(15)

    1,482,792  
    1,164,561    

Invesco Government & Agency Portfolio, 1.60%(15)

    1,164,561  
     

 

 

 
        2,786,687  
     

 

 

 
   

Total Short-Term Investments
(cost $32,455,479)

  $ 32,455,479  
     

 

 

 
        
   

Total Investments Excluding Purchased Options
(cost $275,114,833)

    101.2    $ 295,943,101  
   

Total Purchased Options
(cost $860,293)

    0.2    $ 392,280  
     

 

 

    

 

 

 
   

Total Investments
(cost $275,975,126)

    101.4    $ 296,335,381  
   

Other Assets and Liabilities

    (1.4 )%       (4,005,692
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 292,329,689  
     

 

 

    

 

 

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  84  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

 

     Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

 

         The Consolidated Schedule of Investments includes investments held by The Hartford Cayman Global All-Asset Fund, Ltd. (the “Subsidiary”), a wholly owned subsidiary of the Fund, which primarily invests in commodity-related instruments. The Fund may invest up to 25% of its total assets in the Subsidiary. As of April 30, 2018, the Fund invested 1.7% of its total assets in the Subsidiary.

 

     The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group 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.

 

* 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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $23,476,453, which represented 8.0% of total net assets.

 

(2)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2018.

 

(3) Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(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)  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, the aggregate fair value of these securities was $2,915,446, which represented 1.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

(7)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited. At April 30, 2018, the aggregate value of these securities was $2,915,446, which represented 1.0% of total net assets.

 

(8)  Investment valued using significant unobservable inputs.

 

(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 April 30, 2018, the aggregate value of these securities was $9,705,003, which represented 3.3% of total net assets.

 

(10)  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(11)  The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

(12)  Securities disclosed are interest-only strips.

 

(13)  Represents or includes a TBA transaction.

 

(14)  Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(15)  Current yield as of period end.

 

The accompanying notes are an integral part of these financial statements.

 

 

  85  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

OTC Option Contracts Outstanding at April 30, 2018  

Description   

   Counter-
party
   Exercise Price/
FX Rate/Rate
     Expiration
Date
     Number of
Contracts
     Notional
Amount
    Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Purchased option contracts:

 

Calls

 

S&P 500 Index

   GSC      2,950.00 USD        07/20/18        108       USD        108     $ 98     $ 399     $ (301

S&P 500 Index

   GSC      2,900.00 USD        06/29/18        112       USD        112       101       493       (392

USD Call/CLP Put

   DEUT      614.00 CLP per USD        05/31/18        114,000       USD        114,000       1,040       1,040       0  

USD Call/HUF Put

   DEUT      257.10 HUF per USD        05/29/18        116,000       USD        116,000       1,583       1,162       421  

USD Call/HUF Put

   BOA      258.44 HUF per USD        05/31/18        116,000       USD        116,000       1,104       1,104       0  

USD Call/INR Put

   DEUT      66.75 INR per USD        09/19/18        84,000       USD        84,000       1,765       1,297       468  

USD Call/INR Put

   BCLY      67.24 INR per USD        09/19/18        156,000       USD        156,000       2,654       3,877       (1,223

USD Call/JPY Put

   BOA      125.00 JPY per USD        05/13/19        6,413,291       USD        6,413,291       7,029       83,103       (76,074

USD Call/SGD Put

   MSC      1.30 SGD per USD        04/17/19        234,000       USD        234,000       5,808       4,186       1,622  

USD Call/TRY Put

   DEUT      4.10 TRY per USD        05/30/18        92,000       USD        92,000       1,226       1,255       (29

USD Call/TRY Put

   DEUT      4.58 TRY per USD        04/15/19        231,000       USD        231,000       10,825       12,403       (1,578
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

 

     7,556,511     $ 33,233     $ 110,319     $ (77,086
                

 

 

   

 

 

   

 

 

   

 

 

 

Puts

 

AUD Put/USD Call

   DEUT      0.76 USD per AUD        05/29/18        155,000       AUD        155,000     $ 1,167     $ 1,052     $ 115  

AUD Put/USD Call

   GSC      0.76 USD per AUD        05/30/18        185,000       AUD        185,000       1,271       1,247       24  

EUR Put/USD Call

   DEUT      1.21 USD per EUR        05/31/18        114,000       EUR        114,000       1,004       1,152       (148

EUR Put/USD Call

   GSC      1.21 USD per EUR        05/31/18        132,000       EUR        132,000       1,199       1,199       0  

NZD Put/USD Call

   GSC      0.71 USD per NZD        05/29/18        165,000       NZD        165,000       1,168       1,111       57  

NZD Put/USD Call

   BCLY      0.70 USD per NZD        05/30/18        165,000       NZD        165,000       1,047       1,098       (51

S&P 500 Index

   GSC      2,375.00 USD        06/29/18        112       USD        112       1,163       3,248       (2,085

S&P 500 Index

   GSC      2,425.00 USD        07/20/18        108       USD        108       2,293       2,084       209  

USD Put/INR Call

   MSC      64.42 INR per USD        07/20/18        17,000       USD        17,000       809       4,276       (3,467

USD Put/INR Call

   DEUT      64.42 INR per USD        07/25/18        17,000       USD        17,000       864       4,412       (3,548

USD Put/INR Call

   DEUT      66.75 INR per USD        09/19/18        84,000       USD        84,000       719       1,733       (1,014

USD Put/INR Call

   BCLY      67.24 INR per USD        09/19/18        156,000       USD        156,000       1,835       3,894       (2,059

USD Put/INR Call

   BOA      64.00 INR per USD        05/13/19        6,413,291       USD        6,413,291       19,926       70,803       (50,877

USD Put/SGD Call

   MSC      1.30 SGD per USD        04/17/19        234,000       USD        234,000       3,039       4,226       (1,187

USD Put/TRY Call

   DEUT      3.50 TRY per USD        07/16/18        2,161,000       USD        2,161,000       143       25,587       (25,444

USD Put/TRY Call

   BCLY      3.50 TRY per USD        08/20/18        1,607,000       USD        1,607,000       275       20,650       (20,375

USD Put/TRY Call

   DEUT      4.58 TRY per USD        04/15/19        231,000       USD        231,000       13,492       12,402       1,090  
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

 

     11,836,511     $ 51,414     $ 160,174     $ (108,760
                

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

 

     19,393,022     $     84,647     $     270,493     $     (185,846
                

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

 

Calls

 

iPath S&P 500 VIX

   MLI      80.00 USD        09/21/18        (2,802     USD        (2,802   $ (5,789   $ (9,796   $ 4,007  

S&P 500 Index

   GSC      2,750.00 USD        06/29/18        (112     USD        (112     (1,784     (3,629     1,845  

S&P 500 Index

   GSC      2,800.00 USD        07/20/18        (108     USD        (108     (1,178     (3,132     1,954  

USD Call/BRL Put

   DEUT      3.38 BRL per USD        09/19/18        (156,000     USD        (156,000     (9,277     (7,586     (1,691

USD Call/BRL Put

   MSC      3.29 BRL per USD        09/19/18        (84,000     USD        (84,000     (6,582     (2,951     (3,631

USD Call/JPY Put

   BOA      145.00 JPY per USD        05/13/19        (6,413,291     USD        (6,413,291     (674     (15,482     14,808  

USD Call/MXN Put

   JPM      19.92 MXN per USD        04/24/19        (232,000     USD        (232,000     (12,091     (12,091     0  

USD Call/TWD Put

   BCLY      28.35 TWD per USD        01/24/19        (154,000     USD        (154,000     (4,913     (3,197     (1,716

USD Call/TWD Put

   DEUT      28.35 TWD per USD        01/24/19        (86,000     USD        (86,000     (2,743     (1,927     (816
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

 

     (7,128,313   $     (45,031   $ (59,791   $ 14,760  
                

 

 

   

 

 

   

 

 

   

 

 

 

Puts

 

CDX.NA.IG.30.V1

   GSC      95.00 USD        07/18/18        (10,350,000     USD        (10,350,000   $ (6,129   $ (16,948   $ 10,819  

Financial Select Sector SPDR Option

   MSC      25.00 USD        06/15/18        (10,800     USD        (10,800     (1,737     (3,348     1,611  

iShares MSCI Brazil Capped ETF

   GSC      38.00 USD        07/20/18        (6,928     USD        (6,928     (5,823     (8,452     2,629  

iShares MSCI Emerging Markets ETF

   MLI      44.00 USD        07/20/18        (6,161     USD        (6,161     (4,231     (4,498     267  

 

The accompanying notes are an integral part of these financial statements.

 

 

  86  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

OTC Option Contracts Outstanding at April 30, 2018 - (continued)  

Description   

   Counter-
party
     Exercise Price/
FX Rate/Rate
     Expiration
Date
     Number of
Contracts
     Notional
Amount
    Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Written option contracts: - (continued)

 

Puts - (continued)

                      

S&P 500 Index

     MSC        2,400.00 USD        05/18/18        (142     USD        (142   $ (218   $ (7,099   $ 6,881  

S&P 500 Index

     MSC        2,525.00 USD        05/18/18        (114     USD        (114     (721     (3,698     2,977  

S&P 500 Index

     MSC        2,550.00 USD        06/15/18        (109     USD        (109     (2,581     (3,052     471  

S&P 500 Index

     GSC        2,500.00 USD        06/29/18        (112     USD        (112     (2,502     (5,488     2,986  

S&P 500 Index

     GSC        2,550.00 USD        07/20/18        (108     USD        (108     (4,386     (3,564     (822

USD Put/BRL Call

     DEUT        3.38 BRL per USD        09/19/18        (156,000     USD        (156,000     (1,945     (7,586     5,641  

USD Put/BRL Call

     MSC        3.29 BRL per USD        09/19/18        (84,000     USD        (84,000     (564     (2,952     2,388  

USD Put/MXN Call

     JPM        19.92 MXN per USD        04/24/19        (232,000     USD        (232,000     (12,091     (12,091     0  

USD Put/TWD Call

     BCLY        28.35 TWD per USD        01/24/19        (154,000     USD        (154,000     (1,444     (3,197     1,753  

USD Put/TWD Call

     DEUT        28.35 TWD per USD        01/24/19        (86,000     USD        (86,000     (806     (1,485     679  

Utilities Select Sector SPDR Fund

     MLI        47.50 USD        05/18/18        (6,120     USD        (6,120     (131     (3,794     3,663  
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

 

     (11,092,594   $ (45,309   $ (87,252   $ 41,943  
                

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

 

     (18,220,907   $     (90,340   $     (147,043   $     56,703  
                

 

 

   

 

 

   

 

 

   

 

 

 

 

OTC Swaption Contracts Outstanding at April 30, 2018  

Description

  Counter-
party
  Exercise Price/
FX Rate/Rate
    Pay/Receive
Floating Rate
    Expiration
Date
    Notional
Amount
    Number of
Contracts
    Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Purchased swaption contracts:

 

Calls

 

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57

  JPM     2.45     Pay       08/02/27       USD       325,000       325,000     $ 32,238     $ 38,025     $ (5,787

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57

  MSC     2.45     Receive       08/02/27       USD       650,000       650,000       64,476       94,497       (30,021
             

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

 

    975,000     $ 96,714     $ 132,522     $ (35,808
             

 

 

   

 

 

   

 

 

   

 

 

 

Puts

 

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57

  JPM     2.45     Receive       08/02/27       USD       325,000       325,000     $ 67,894     $ 65,293     $ 2,601  

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57

  MSC     2.45     Pay       08/02/27       USD       650,000       650,000       135,787       125,919       9,868  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

 

    975,000     $ 203,681     $ 191,212     $ 12,469  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased swaption contracts

 

            1,950,000     $     300,395     $     323,734     $     (23,339
             

 

 

   

 

 

   

 

 

   

 

 

 

 

Exchange-Traded Option Contracts Outstanding at April 30, 2018  

Description

   Exercise Price/
FX Rate/Rate
     Expiration
Date
     Number of
Contracts
   Notional
Amount
     Market
Value
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 

Purchased option contracts:

 

Calls

 

S&P 500 Index

     2,900.00 USD        06/15/18        106      USD      10,600      $ 5,830      $ 261,695      $ (255,865
              

 

 

    

 

 

    

 

 

    

 

 

 

Puts

 

iPath S&P 500 VIX Short-Term

     5.00 USD        01/18/19        88      USD      8,800      $ 1,408      $ 4,374      $ (2,966
              

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased option contracts

     19,400      $ 7,238      $ 266,069      $     (258,831
              

 

 

    

 

 

    

 

 

    

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  87  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Exchange-Traded Option Contracts Outstanding at April 30, 2018 - (continued)  

Description

   Exercise Price/
FX Rate/Rate
     Expiration
Date
     Number of
Contracts
   Notional
Amount
  Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Written option contracts:

 

Calls

 

U.S. Treasury 10-Year Future Option

     119.25 USD        05/25/18        (14   USD    (14)   $ (9,407   $ (7,409     $    (1,998
             

 

 

 

 

   

 

 

   

 

 

 

Puts

 

U.S. Treasury 10-Year Future Option

     119.25 USD        05/25/18        (14   USD    (14)   $ (4,156   $ (6,752     $     2,596  
             

 

 

 

 

   

 

 

   

 

 

 

Total written option contracts

   (28)   $     (13,563   $     (14,161     $        598  
             

 

 

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at April 30, 2018  

Description

   Number of
Contracts
     Expiration
Date
     Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

Australian 3-Year Bond Future

     9        06/15/2018      $ 751,502      $ (117

CAC40 10 Euro Future

     125        05/18/2018        8,261,491        245,638  

Canadian Government 10-Year Bond Future

     97        06/20/2018        9,930,800        42,466  

Euro-BUXL 30-Year Bond Future

     6        06/07/2018        1,184,945        18,612  

Euro-BTP Future

     10        06/07/2018        1,678,684        51,313  

Euro-Bund Future

     12        06/07/2018        2,300,332        21,505  

Euro-OAT Future

     11        06/07/2018        2,043,150        23,297  

Euro-Schatz Future

     5        06/07/2018        675,743        496  

FTSE 250 Index Future

     65        06/15/2018        3,616,286        93,909  

Long Gilt Future

     14        06/27/2018        2,356,414        26,389  

Mini-10-Year JGB Future

     85        06/12/2018        11,717,435        (3,390

U.S. Treasury 5-Year Note Future

     97        06/29/2018        11,010,258        (45,008

U.S. Treasury 10-Year Note Future

     180        06/20/2018            21,532,500        (131,739

U.S. Treasury Ultra Bond Future

     45        06/20/2018        7,070,625        64,941  

Uranium Future

     159        12/31/2018        858,600        (211,375

WTI Crude Future

     25        11/19/2021        1,312,000        45,919  

WTI Crude Future

     26        11/21/2022        1,328,340        9,276  
           

 

 

 

Total

 

   $ 252,132  
           

 

 

 

Short position contracts:

 

Australian 10-Year Bond Future

     7        06/15/2018      $ 673,991      $ (2,785

FTSE 100 Index Future

     34        06/15/2018        3,491,860        (186,706

Japanese 10-Year Bond Future

     7        06/13/2018        9,645,811        1,602  

NIKKEI 225 Index Future

     16        06/07/2018        3,294,548        (212,788

NIKKEI 225 Index Future

     49        06/07/2018        5,500,250        (279,469

S&P 500 (E-Mini) Future

     36        06/15/2018        4,764,600        150,131  

U.S. Treasury 2-Year Note Future

     5        06/29/2018        1,060,234        (11

U.S. Treasury Long Bond Future

     1        06/20/2018        143,844        (127
           

 

 

 

Total

 

   $ (530,153
           

 

 

 

Total futures contracts

 

   $     (278,021
           

 

 

 

 

TBA Sale Commitments Outstanding at April 30, 2018  

Description

   Principal
Amount
     Maturity
Date
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

FNMA, 3.00%

   $ 25,000        05/01/2033      $ (24,799    $ 119  

FNMA, 3.00%

         5,389,000        05/01/2048        (5,197,859      43,191  

FNMA, 4.00%

     765,000        05/01/2048        (779,164      4,482  

 

The accompanying notes are an integral part of these financial statements.

 

 

  88  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

TBA Sale Commitments Outstanding at April 30, 2018 - (continued)  

Description

   Principal
Amount
     Maturity
Date
     Market
Value
     Unrealized
Appreciation/
(Depreciation)
 

FNMA, 4.50%

   $ 1,075,000        06/01/2048      $ (1,117,748    $ (210

GNMA II, 4.00%

     1,100,000        05/01/2048            (1,125,094      3,811  
        

 

 

    

 

 

 

Total (proceeds receivable $8,296,057)

 

   $ (8,244,664    $     51,393  
        

 

 

    

 

 

 

At April 30, 2018, the aggregate market value of TBA Sale Commitments represents (2.8)% of total net assets.

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2018  

Reference Entity

  Counter-
party
  Notional
Amount (a)
    (Pay)/Receive
Fixed Rate
  Expiration
Date
    Periodic
Payment
Frequency
  Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

 

Buy protection:

 

CMBX.NA.AAA.6

  DEUT     USD           2,096,207     (0.50%)     05/11/63     Monthly   $     $ (17,207   $ (16,325   $ 882  

CMBX.NA.AAA.7

  MSC     USD       2,075,000     (0.50%)     01/17/47     Monthly           (17,216     (18,547     (1,331

CMBX.NA.AAA.8

  MSC     USD       2,375,000     (0.50%)     10/17/57     Monthly     43,540             (15,238     (58,778
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

      $     43,540     $ (34,423   $ (50,110   $ (59,227
             

 

 

   

 

 

   

 

 

   

 

 

 

Sell protection:

 

CMBX.NA.BBB-.10

  MSC     USD       25,000     3.00%     11/17/59     Monthly   $     $ (2,338   $ (2,312   $ 26  

CMBX.NA.BBB-.10

  GSC     USD       35,000     3.00%     11/17/59     Monthly           (3,250     (3,237     13  

CMBX.NA.BBB-.10

  GSC     USD       10,000     3.00%     11/17/59     Monthly           (929     (925     4  

CMBX.NA.BBB-.10

  GSC     USD       111,000     3.00%     11/17/59     Monthly           (10,083     (10,265     (182
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

      $     $ (16,600   $ (16,739   $ (139
             

 

 

   

 

 

   

 

 

   

 

 

 

Total traded indices

      $ 43,540     $ (51,023   $ (66,849   $ (59,366
             

 

 

   

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

Buy protection:

 

China Republic

  MSC     USD       1,050,000     (1.00%)     06/20/23     Quarterly   $     $ (18,880   $ (22,446   $ (3,566

Colombia Republic

  GSC     USD       1,300,000     (1.00%)     06/20/23     Quarterly     458             2,186       1,728  

Japan Government

  BOA     USD       1,035,000     (1.00%)     12/20/22     Quarterly           (37,244     (36,849     395  

Japan Government

  BOA     USD       1,035,000     (1.00%)     12/20/22     Quarterly           (37,010     (36,849     161  

Japan Government

  BOA     USD       3,280,000     (1.00%)     12/20/22     Quarterly           (116,239     (116,778     (539
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

      $ 458     $     (209,373   $     (210,736   $ (1,821
             

 

 

   

 

 

   

 

 

   

 

 

 

Total single-name issues

    $ 458     $ (209,373   $ (210,736   $ (1,821
             

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

      $ 43,998     $ (260,396   $ (277,585   $     (61,187
             

 

 

   

 

 

   

 

 

   

 

 

 

 

(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 Credit Default Swap Contracts Outstanding at April 30, 2018  

Reference Entity

   Notional
Amount (a)
     (Pay)/Receive
Fixed Rate
    Expiration
Date
     Periodic
Payment
Frequency
     Cost
Basis
     Value      Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

 

Buy protection:

 

CDX.NA.HY.27.V3

   USD      3,601,500        (5.00 %)      12/20/21        Quarterly      $ 105,534      $ 288,307      $ 182,773  
                

 

 

    

 

 

    

 

 

 

Credit default swaps on indices:

 

Sell protection:

 

CDX.NA.HY.30.V1

   USD      1,575,000        (5.00 %)      06/20/23        Quarterly      $ 89,395      $ 115,682      $ 26,287  
                

 

 

    

 

 

    

 

 

 

Total

 

        $     194,929      $     403,989      $     209,060  
                

 

 

    

 

 

    

 

 

 

 

(a) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

 

The accompanying notes are an integral part of these financial statements.

 

 

  89  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2018  

Payments made by Fund

   Payments
received by
Fund
   Notional
Amount
     Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Value      Unrealized
Appreciation/
(Depreciation)
 

12M Federal Funds Rate

   2.50% Fixed      USD        600,000        03/01/28        Annual      $ 1,959      $      $ 2,326      $ 367  

3 Mo. USD LIBOR

   1.85% Fixed      USD        1,975,000        11/30/21        Semi-Annual                      59,218        59,218  

3 Mo. USD LIBOR

   2.00% Fixed      USD        525,000        03/21/23        Semi-Annual        2,691               20,347        17,656  

3 Mo. USD LIBOR

   2.26% Fixed      USD        225,000        07/14/27        Quarterly                      11,493        11,493  
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total

 

         $     4,650      $     —      $     93,384      $     88,734  
                 

 

 

    

 

 

    

 

 

    

 

 

 

 

OTC Total Return Swap Contracts Outstanding at April 30, 2018  

Reference Entity

  Counter-
party
    Notional
Amount
    Payments
received
(paid) by the
Fund
    Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

DBGVR5US

    DEUT       USD       176,671       1.00     04/30/19       Monthly     $     $     $ 47     $ 47  

Goldman Sachs Dynamic Gamma US Index

    GSC       USD       54,193       (1.00 %)      10/31/18       Monthly                   (34     (34

Goldman Sachs Volatility Carry Series 71

    GSC       USD       112,241       (1.00 %)      10/31/18       Monthly                   (204     (204

Goldman Sachs Volatility Carry Series 71

    GSC       USD       203,182       (1.00 %)      08/31/18       Monthly                   (370     (370

GSCBWBKL

    GSC       USD       652,937       (1.00 %)      01/31/19       Monthly                   (13     (13

GSCBWBKL

    GSC       USD       536,921       (1.00 %)      01/31/19       Monthly                   (927     (927

GSCBWBKL

    GSC       USD       627,247       (1.00 %)      01/31/19       Monthly                   (1,083     (1,083

GSCBWBKL

    GSC       USD       627,966       (1.00 %)      01/31/19       Monthly                   (1,084     (1,084

GSCBWBKS

    GSC       USD       665,462       1.00     01/31/19       Monthly                   30       30  

GSCBWBKS

    GSC       USD       612,261       1.00     01/31/19       Monthly                   28       28  

GSCBWBKS

    GSC       USD       610,758       1.00     01/31/19       Monthly                   27       27  

GSCBWBKS

    GSC       USD       496,742       1.00     01/31/19       Monthly                   22       22  

GSCBWSEW

    GSC       USD       2,887,024       1.00     07/31/18       Monthly       8,649             8,649       0  

GSCBWTCH

    GSC       USD       649,789       1.00     05/31/18       Monthly                         0  

GSCBWTCH

    GSC       USD       1,237,402       1.00     05/31/18       Monthly                         0  

GSCBWTCH

    GSC       USD       719,831       1.00     05/31/18       Monthly                         0  

GSGLWRH3

    GSC       USD       172       1.00     10/31/18       Monthly       172             172       0  

GSGLWRH3

    GSC       USD       683       1.00     10/31/18       Monthly       683             683       0  

GSGLWRH3

    GSC       USD       969       1.00     10/31/18       Monthly       969             969       0  

iPath S&P 500 VIX Short-Term Futures ETN

    BOA       USD       35,709       1.00     02/28/19       Monthly                         0  

iPath S&P 500 VIX Short-Term Futures ETN

    BOA       USD       31,136       1.00     02/28/19       Monthly                         0  

iPath S&P 500 VIX Short-Term Futures ETN

    BOA       USD       13,718       1.00     04/30/19       Monthly                         0  

iShares MSCI USA

    BOA       USD       2,179,435       1.00     11/30/18       Monthly                         0  

MSCI South Africa Value Index

    BOA       USD       2,317,400       1.00     09/28/18       Monthly                         0  

MSCI South Africa Value Index

    GSC       USD       148,489       1.00     09/28/18       Monthly                         0  

SPDR S&P Regional Banking ETF

    BNP       USD       2,476,880       (1.00 %)      11/30/18       Monthly                         0  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

 

    $     10,473     $     —     $     6,912     $     (3,561
             

 

 

   

 

 

   

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018  
Amount and Description of
Currency to be Purchased
  Amount and Description of
Currency to be Sold
  Counterparty   Settlement
Date
   

Appreciation

    Depreciation  
  10,000     AUD     7,698     USD   MSC     05/02/18     $     —     $ (169
  10,000     AUD     7,769     USD   MSC     05/02/18             (241
  20,000     AUD     15,554     USD   BNP     05/02/18             (497
  40,000     AUD     30,650     USD   NOM     05/02/18             (536
  80,000     AUD     61,542     USD   GSC     05/02/18             (1,314
  70,000     AUD     54,268     USD   GSC     05/02/18             (1,568
  95,000     AUD     73,581     USD   DEUT     05/02/18             (2,060
  140,000     AUD     107,727     USD   JPM     05/02/18             (2,327
  190,000     AUD     145,979     USD   JPM     05/02/18             (2,937
  170,000     AUD     132,181     USD   BCLY     05/02/18             (4,196
  230,000     AUD     178,385     USD   BNP     05/02/18             (5,229
  1,037,000     AUD     799,072     USD   DEUT     05/02/18                 (18,363
  675,000     AUD     510,877     USD   CBA     05/31/18             (2,676

 

The accompanying notes are an integral part of these financial statements.

 

 

  90  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  
Amount and Description of
Currency to be Purchased
  Amount and Description of
Currency to be Sold
  Counterparty   Settlement
Date
   

Appreciation

    Depreciation  
  100,000     AUD     75,613     USD   CBK     06/07/18     $     $ (322
  1,757,000     AUD     1,330,093     USD   GSC     06/07/18                 (7,220
  115,000     BRL     33,036     USD   UBS     05/03/18             (219
  20,000     BRL     6,004     USD   JPM     05/03/18             (297
  177,000     BRL     50,846     USD   BCLY     05/03/18             (337
  40,000     BRL     11,799     USD   GSC     05/03/18             (385
  221,000     BRL     63,486     USD   DEUT     05/03/18             (421
  265,000     BRL     76,125     USD   MSC     05/03/18             (505
  60,000     BRL     17,683     USD   GSC     05/03/18             (561
  177,000     BRL     51,096     USD   DEUT     05/03/18             (587
  326,000     BRL     93,649     USD   DEUT     05/03/18             (622
  80,000     BRL     23,491     USD   DEUT     05/03/18             (663
  165,000     BRL     48,387     USD   GSC     05/03/18             (1,303
  829,000     BRL     238,143     USD   BCLY     05/03/18             (1,580
  1,006,000     BRL     288,989     USD   BCLY     05/03/18             (1,918
  565,000     BRL     164,426     USD   JPM     05/03/18             (3,198
  205,000     BRL     61,849     USD   GSC     05/03/18             (3,351
  630,000     BRL     185,553     USD   DEUT     05/03/18             (5,777
  3,490,000     BRL     1,002,557     USD   DEUT     05/03/18             (6,654
  4,037,000     BRL     1,159,691     USD   DEUT     05/03/18             (7,696
  560,000     BRL     168,330     USD   BOA     05/03/18             (8,529
  3,711,000     BRL     1,122,080     USD   BCLY     05/03/18             (63,113
  580,000     BRL     165,106     USD   DEUT     06/04/18             (107
  90,000     BRL     25,729     USD   UBS     06/04/18             (126
  4,077,000     BRL     1,173,660     USD   DEUT     06/04/18             (13,831
  75,000     CAD     58,234     USD   BMO     05/02/18       182        
  10,000     CAD     7,782     USD   MSC     05/02/18       7        
  290,000     CAD     225,945     USD   BMO     05/02/18             (70
  30,000     CAD     23,506     USD   GSC     05/02/18             (140
  10,000     CAD     7,966     USD   GSC     05/02/18             (177
  40,000     CAD     31,797     USD   JPM     05/02/18             (642
  70,000     CAD     55,420     USD   CIBC     05/02/18             (899
  75,000     CAD     59,520     USD   CIBC     05/02/18             (1,105
  90,000     CAD     71,371     USD   CIBC     05/02/18             (1,272
  150,000     CAD     119,539     USD   JPM     05/02/18             (2,707
  12,389,000     CAD     9,651,084     USD   SSG     05/31/18           4,062        
  245,000     CAD     190,599     USD   RBC     06/07/18       376        
  65,000     CAD     50,741     USD   DEUT     06/07/18             (75
  190,000     CAD     148,179     USD   CBK     06/07/18             (76
  1,039,000     CHF     1,066,829     USD   BCLY     05/31/18             (15,625
  2,745,000     CHF     2,815,064     USD   CBK     05/31/18             (37,820
  4,300,000     CLP     7,099     USD   MSC     05/02/18             (88
  4,600,000     CLP     7,641     USD   BCLY     05/02/18             (142
  7,800,000     CLP     12,889     USD   GSC     05/02/18             (173
  7,100,000     CLP     11,843     USD   UBS     05/02/18             (268
  15,700,000     CLP     25,919     USD   BCLY     05/02/18             (322
  15,700,000     CLP     25,933     USD   MSC     05/02/18             (337
  15,000,000     CLP     24,793     USD   BOA     05/02/18             (338
  14,500,000     CLP     24,353     USD   GSC     05/02/18             (713
  53,100,000     CLP     87,661     USD   UBS     05/02/18             (1,089
  69,800,000     CLP     115,772     USD   GSC     05/02/18             (1,973
  170,215,000     CLP     283,876     USD   GSC     05/31/18             (6,389
  5,859,000     CNH     922,982     USD   BOA     06/20/18           2,137        
  334,000     CNH     52,561     USD   GSC     06/20/18       176        
  106,000     CNH     16,671     USD   BOA     06/20/18       66        
  824,000     CNH     130,415     USD   CBK     06/20/18             (308
  376,000     CNH     59,699     USD   CBK     06/20/18             (329
  642,000     CNH     102,104     USD   GSC     06/20/18             (734
  642,000     CNH     102,156     USD   GSC     06/20/18             (786

 

The accompanying notes are an integral part of these financial statements.

 

 

  91  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  
Amount and Description of
Currency to be Purchased
  Amount and Description of
Currency to be Sold
  Counterparty   Settlement
Date
   

Appreciation

    Depreciation  
  450,937,000     COP     160,362     USD   BOA     05/02/18     $     172     $  
  67,000,000     COP     23,875     USD   GSC     05/02/18             (23
  81,600,000     COP     29,078     USD   UBS     05/02/18             (28
  369,637,000     COP     131,718     USD   MSC     05/02/18             (127
  67,300,000     COP     24,232     USD   BOA     05/02/18             (273
  174,862,000     COP     62,902     USD   GSC     05/31/18             (661
  210,100,000     COP     75,337     USD   BOA     06/07/18             (568
  1,350,000     CZK     66,026     USD   CBK     05/02/18             (2,324
  1,350,000     CZK     64,827     USD   MSC     06/07/18             (1,003
  4,484,000     DKK     737,391     USD   BNP     05/31/18             (8,877
  5,000     EUR     6,183     USD   CBK     05/02/18             (144
  10,000     EUR     12,330     USD   SCB     05/02/18             (253
  15,000     EUR     18,485     USD   JPM     05/02/18             (368
  15,000     EUR     18,514     USD   GSC     05/02/18             (397
  13,000     EUR     16,117     USD   SCB     05/02/18             (416
  15,000     EUR     18,643     USD   JPM     05/02/18             (527
  25,000     EUR     30,728     USD   JPM     05/02/18             (534
  28,000     EUR     34,387     USD   JPM     05/02/18             (569
  19,000     EUR     23,527     USD   JPM     05/02/18             (579
  27,000     EUR     33,306     USD   JPM     05/02/18             (696
  39,000     EUR     48,052     USD   CBK     05/02/18             (950
  64,000     EUR     78,635     USD   CBK     05/02/18             (1,338
  65,000     EUR     79,872     USD   SCB     05/02/18             (1,367
  68,000     EUR     83,571     USD   JPM     05/02/18             (1,442
  68,000     EUR     83,967     USD   JPM     05/02/18             (1,839
  75,000     EUR     92,574     USD   JPM     05/02/18             (1,991
  95,000     EUR     117,052     USD   JPM     05/02/18             (2,314
  94,000     EUR     115,905     USD   JPM     05/02/18             (2,375
  94,000     EUR     115,932     USD   JPM     05/02/18             (2,402
  95,000     EUR     117,167     USD   JPM     05/02/18             (2,430
  95,000     EUR     117,176     USD   JPM     05/02/18             (2,438
  82,000     EUR     101,479     USD   CBK     05/02/18             (2,442
  95,000     EUR     117,226     USD   JPM     05/02/18             (2,488
  94,000     EUR     116,099     USD   JPM     05/02/18             (2,569
  95,000     EUR     117,357     USD   JPM     05/02/18             (2,619
  95,000     EUR     117,446     USD   JPM     05/02/18             (2,708
  187,000     EUR     229,577     USD   JPM     05/02/18             (3,724
  187,000     EUR     230,138     USD   JPM     05/02/18                 (4,286
  187,000     EUR     230,847     USD   JPM     05/02/18             (4,995
  169,000     EUR     209,186     USD   JPM     05/02/18             (5,073
  190,000     EUR     234,740     USD   JPM     05/02/18             (5,264
  190,000     EUR     234,840     USD   CBK     05/02/18             (5,364
  187,000     EUR     231,378     USD   JPM     05/02/18             (5,525
  187,000     EUR     231,707     USD   JPM     05/02/18             (5,855
  228,000     EUR     281,357     USD   GSC     05/02/18             (5,986
  285,000     EUR     351,929     USD   JPM     05/02/18             (7,715
  285,000     EUR     352,214     USD   JPM     05/02/18             (8,000
  375,000     EUR     463,809     USD   JPM     05/02/18             (10,896
  491,000     EUR     607,656     USD   JPM     05/02/18             (14,642
  315,000     EUR     385,248     USD   BCLY     05/31/18             (3,985
  887,000     EUR     1,073,536     USD   HSBC     06/07/18           669        
  16,000     EUR     19,562     USD   GSC     06/07/18             (185
  68,000     EUR     83,488     USD   JPM     06/07/18             (1,137
  272,000     EUR     331,752     USD   JPM     06/07/18             (2,345
  230,000     EUR     281,684     USD   CBK     06/07/18             (3,141
  237,000     EUR     290,358     USD   JPM     06/07/18             (3,338
  331,000     EUR     405,398     USD   JPM     06/07/18             (4,540
  1,084,000     EUR     1,322,935     USD   BOA     06/07/18                 (10,153
  1,084,000     EUR     1,327,033     USD   TDB     06/07/18             (14,251

 

The accompanying notes are an integral part of these financial statements.

 

 

  92  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  
Amount and Description of
Currency to be Purchased
  Amount and Description of
Currency to be Sold
  Counterparty   Settlement
Date
   

Appreciation

    Depreciation  
  15,000     GBP     21,151     USD   BCLY     05/02/18     $     $ (499
  20,000     GBP     28,155     USD   GSC     05/02/18             (619
  125,000     GBP     175,564     USD   JPM     05/02/18             (3,462
  162,000     GBP     231,356     USD   HSBC     05/02/18             (8,312
  435,000     GBP     610,957     USD   JPM     05/02/18             (12,040
  870,000     GBP     1,223,437     USD   HSBC     05/02/18             (25,605
  1,305,000     GBP     1,833,000     USD   JPM     05/02/18             (36,251
  6,739,000     GBP     9,415,731     USD   BOA     05/02/18                 (137,345
  5,000     GBP     6,974     USD   BNP     05/31/18             (80
  3,350,000     GBP     4,623,821     USD   JPM     05/31/18             (5,178
  10,000     GBP     13,965     USD   SCB     06/07/18             (173
  50,000     GBP     70,000     USD   BCLY     06/07/18             (1,039
  166,000     GBP     231,655     USD   BOA     06/07/18             (2,707
  166,000     GBP     231,711     USD   BCLY     06/07/18             (2,763
  166,000     GBP     231,777     USD   JPM     06/07/18             (2,830
  166,000     GBP     231,780     USD   JPM     06/07/18             (2,833
  166,000     GBP     231,914     USD   BCLY     06/07/18             (2,966
  282,000     GBP     394,107     USD   BCLY     06/07/18             (5,172
  497,000     GBP     694,329     USD   BCLY     06/07/18             (8,865
  547,000     GBP     764,000     USD   BCLY     06/07/18             (9,576
  21,358,000     HKD     2,724,476     USD   SG     05/31/18             (954
  6,300,000     HUF     24,921     USD   CBK     05/02/18             (668
  6,100,000     HUF     24,203     USD   BCLY     05/02/18             (720
  8,600,000     HUF     33,894     USD   SCB     05/02/18             (786
  6,600,000     HUF     26,250     USD   BCLY     05/02/18             (842
  20,496,000     HUF     79,877     USD   CBK     05/02/18             (973
  7,204,000     HUF     28,765     USD   BCLY     05/02/18             (1,032
  16,400,000     HUF     64,932     USD   CBK     05/02/18             (1,797
  14,400,000     HUF     57,297     USD   GSC     05/02/18             (1,861
  33,400,000     HUF     132,213     USD   CBK     05/02/18             (3,633
  6,900,000     HUF     26,649     USD   DEUT     06/07/18             (27
  2,750,064,000     IDR     197,349     USD   DEUT     05/02/18       281        
  2,901,005,000     IDR     205,979     USD   BNP     05/31/18           1,830        
  215,000     ILS     61,113     USD   HSBC     05/02/18             (1,366
  700,000     ILS     198,452     USD   HSBC     05/02/18             (3,927
  420,000     ILS     120,658     USD   HSBC     05/02/18             (3,944
  4,738,000     ILS     1,340,690     USD   CBK     05/31/18             (21,703
  340,000     ILS     95,219     USD   CBK     06/07/18             (530
  225,000     ILS     63,734     USD   HSBC     06/07/18             (1,072
  24,400,000     INR     365,106     USD   BCLY     05/02/18       414        
  1,700,000     INR     25,438     USD   DEUT     05/02/18       29        
  5,330,000     INR     81,854     USD   MSC     05/02/18             (2,009
  6,150,000     INR     94,601     USD   BCLY     05/02/18             (2,472
  11,540,000     INR     177,538     USD   BOA     05/02/18             (4,666
  13,080,000     INR     201,045     USD   DEUT     05/02/18             (5,103
  24,290,000     INR     373,462     USD   MSC     05/02/18             (9,591
  16,268,000     INR     243,460     USD   BCLY     06/07/18             (724
  800,000     JPY     7,493     USD   GSC     05/02/18             (174
  1,600,000     JPY     14,936     USD   MSC     05/02/18             (298
  1,300,000     JPY     12,249     USD   BCLY     05/02/18             (356
  1,200,000     JPY     11,380     USD   MSC     05/02/18             (401
  3,600,000     JPY     33,612     USD   BOA     05/02/18             (677
  4,900,000     JPY     45,670     USD   SSG     05/02/18             (842
  5,600,000     JPY     52,203     USD   BCLY     05/02/18             (971
  3,900,000     JPY     36,741     USD   JPM     05/02/18             (1,062
  3,000,000     JPY     28,600     USD   BNP     05/02/18             (1,155
  16,300,000     JPY     151,352     USD   BNP     05/02/18             (2,229
  18,500,000     JPY     174,001     USD   JPM     05/02/18             (4,751
  122,250,000     JPY     1,139,767     USD   JPM     05/02/18             (21,348

 

The accompanying notes are an integral part of these financial statements.

 

 

  93  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  
Amount and Description of
Currency to be Purchased
  Amount and Description of
Currency to be Sold
  Counterparty   Settlement
Date
   

Appreciation

    Depreciation  
  122,250,000     JPY     1,147,467     USD   JPM     05/02/18     $     $     (29,049
  463,070,000     JPY     4,250,298     USD   BCLY     05/31/18             (5,593
  463,070,000     JPY     4,264,448     USD   ANZ     05/31/18             (19,742
  24,780,000     JPY     227,288     USD   JPM     06/07/18             (28
  4,500,000     JPY     41,340     USD   SCB     06/07/18             (70
  800,000     JPY     7,409     USD   DEUT     06/07/18             (72
  24,780,000     JPY     227,393     USD   JPM     06/07/18             (134
  40,342,000     JPY     370,443     USD   BCLY     06/07/18             (463
  276,410,000     KRW     256,460     USD   BCLY     05/02/18           2,346        
  138,205,000     KRW     127,619     USD   UBS     05/02/18       1,784        
  138,205,000     KRW     127,672     USD   BOA     05/02/18       1,731        
  238,435,000     KRW     221,553     USD   BOA     05/02/18       1,697        
  88,790,000     KRW     82,503     USD   CSFB     05/02/18       632        
  63,140,000     KRW     58,669     USD   DEUT     05/02/18       449        
  11,930,000     KRW     11,085     USD   MSC     05/02/18       85        
  14,280,000     KRW     13,300     USD   BNP     05/02/18       70        
  12,370,000     KRW     11,593     USD   MSC     05/02/18             (11
  12,500,000     KRW     11,718     USD   GSC     05/02/18             (14
  18,560,000     KRW     17,406     USD   UBS     05/02/18             (28
  34,250,000     KRW     32,131     USD   BCLY     05/02/18             (62
  12,870,000     KRW     12,123     USD   GSC     05/02/18             (72
  30,860,000     KRW     28,981     USD   MSC     05/02/18             (86
  34,820,000     KRW     32,778     USD   UBS     05/02/18             (175
  46,720,000     KRW     44,297     USD   GSC     05/02/18             (552
  193,620,000     KRW     178,889     USD   HSBC     06/07/18       2,577        
  56,930,000     KRW     52,926     USD   HSBC     06/07/18       430        
  9,920,000     KRW     9,213     USD   DEUT     06/07/18       84        
  26,230,000     KRW     24,569     USD   DEUT     06/07/18       14        
  51,400,000     KZT     155,781     USD   DEUT     05/31/18       218        
  4,696,000     MXN     248,544     USD   BCLY     05/02/18       2,473        
  220,000     MXN     12,001     USD   JPM     05/02/18             (241
  238,000     MXN     12,982     USD   SSG     05/02/18             (260
  180,000     MXN     9,923     USD   MSC     05/02/18             (302
  480,000     MXN     26,133     USD   GSC     05/02/18             (476
  360,000     MXN     20,002     USD   JPM     05/02/18             (759
  1,850,000     MXN     100,705     USD   BNP     05/02/18             (1,816
  1,648,000     MXN     89,934     USD   CBK     05/02/18             (1,843
  11,919,000     MXN     628,496     USD   SSG     05/31/18       5,627        
  1,310,000     MXN     68,103     USD   BNP     06/07/18       1,519        
  2,190,000     MXN     115,302     USD   CBK     06/07/18       1,088        
  540,000     MXN     28,484     USD   GSC     06/07/18       215        
  910,000     MXN     48,431     USD   SSG     06/07/18             (68
  80,000     NOK     10,218     USD   CBK     05/02/18             (245
  60,000     NOK     7,747     USD   CBK     05/02/18             (267
  330,000     NOK     42,060     USD   CBK     05/02/18             (922
  330,000     NOK     42,185     USD   CBK     05/02/18             (1,047
  210,000     NOK     27,319     USD   BCLY     05/02/18             (1,140
  410,000     NOK     52,778     USD   MSC     05/02/18             (1,666
  770,000     NOK     98,104     USD   JPM     05/02/18             (2,114
  540,000     NOK     69,482     USD   JPM     05/02/18             (2,165
  7,230,000     NOK     907,152     USD   MSC     05/02/18             (5,846
  29,561,000     NOK     3,753,582     USD   BCLY     05/31/18             (64,830
  980,000     NOK     122,474     USD   DEUT     06/07/18             (151
  1,350,000     NOK     169,678     USD   JPM     06/07/18             (1,172
  2,270,000     NOK     284,783     USD   MSC     06/07/18             (1,444
  15,000     NZD     10,900     USD   BOA     05/02/18             (346
  55,000     NZD     39,832     USD   NOM     05/02/18             (1,134
  50,000     NZD     36,809     USD   BNP     05/02/18             (1,630
  50,000     NZD     36,823     USD   CBK     05/02/18             (1,644

 

The accompanying notes are an integral part of these financial statements.

 

 

  94  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  
Amount and Description of
Currency to be Purchased
  Amount and Description of
Currency to be Sold
  Counterparty   Settlement
Date
   

Appreciation

    Depreciation  
  85,000     NZD     62,010     USD   HSBC     05/02/18     $     $ (2,205
  70,000     NZD     51,533     USD   SSG     05/02/18             (2,282
  220,000     NZD     158,582     USD   MSC     05/02/18             (3,792
  250,000     NZD     180,122     USD   BCLY     05/02/18             (4,224
  280,000     NZD     204,394     USD   DEUT     05/02/18             (7,388
  320,000     NZD     234,694     USD   JPM     05/02/18             (9,545
  85,000     NZD     60,897     USD   UBS     06/07/18             (1,098
  759,000     NZD     535,920     USD   BCLY     06/07/18             (1,954
  140,000     PEN     43,519     USD   BOA     05/02/18             (484
  1,000,000     PEN     308,661     USD   BOA     05/02/18             (1,273
  1,000,000     PEN     310,241     USD   MSC     05/02/18             (2,853
  598,000     PEN     184,996     USD   GSC     05/31/18             (1,335
  1,140,000     PEN     351,722     USD   BOA     06/07/18             (1,675
  7,712,000     PHP     146,895     USD   BOA     05/31/18           1,895        
  50,000     PLN     14,617     USD   JPM     05/02/18             (371
  65,000     PLN     19,146     USD   JPM     05/02/18             (626
  65,000     PLN     19,162     USD   JPM     05/02/18             (643
  90,000     PLN     26,491     USD   JPM     05/02/18             (849
  210,000     PLN     60,808     USD   DEUT     05/02/18             (975
  2,521,000     PLN     735,669     USD   GSC     05/30/18             (17,174
  85,000     PLN     24,270     USD   DEUT     06/07/18             (41
  50,000     PLN     14,409     USD   CBK     06/07/18             (156
  2,606,000     RUB     41,589     USD   GSC     05/03/18             (221
  3,853,000     RUB     61,489     USD   BNP     05/03/18             (326
  1,910,000     RUB     31,027     USD   DEUT     05/03/18             (707
  4,290,000     RUB     68,816     USD   GSC     05/03/18             (716
  10,900,000     RUB     173,952     USD   JPM     05/03/18             (922
  12,440,000     RUB     198,528     USD   DEUT     05/03/18             (1,053
  14,357,000     RUB     229,121     USD   BOA     05/03/18             (1,215
  8,720,000     RUB     141,576     USD   MSC     05/03/18             (3,152
  2,640,000     RUB     45,683     USD   GSC     05/03/18             (3,775
  4,390,000     RUB     75,952     USD   MSC     05/03/18             (6,264
  4,658,000     RUB     81,150     USD   BCLY     05/03/18             (7,207
  31,600,000     RUB     511,400     USD   BCLY     05/03/18             (9,774
  22,970,000     RUB     400,314     USD   GSC     05/03/18             (35,682
  69,033,000     RUB     1,111,401     USD   GSC     05/31/18             (19,448
  2,900,000     RUB     46,164     USD   DEUT     06/07/18             (327
  2,036,000     RUB     32,825     USD   HSBC     06/07/18             (645
  2,036,000     RUB     32,833     USD   HSBC     06/07/18             (653
  3,391,000     RUB     54,410     USD   GSC     06/07/18             (813
  3,393,000     RUB     54,487     USD   GSC     06/07/18             (858
  2,714,000     RUB     43,810     USD   HSBC     06/07/18             (913
  15,350,000     RUB     245,257     USD   JPM     06/07/18             (2,639
  130,000     SEK     15,381     USD   JPM     05/02/18             (532
  190,000     SEK     22,675     USD   CBK     05/02/18             (973
  990,000     SEK     119,452     USD   MSC     05/02/18             (6,377
  1,640,000     SEK     196,072     USD   JPM     05/02/18             (8,755
  68,550,000     SEK     8,387,630     USD   MSC     05/02/18                 (557,978
  70,544,000     SEK     8,320,399     USD   BCLY     05/31/18             (245,594
  420,000     SEK     49,620     USD   CBK     06/07/18             (1,517
  25,241,000     SEK     2,956,408     USD   MSC     06/07/18             (65,530
  15,000     SGD     11,399     USD   CBK     05/02/18             (86
  15,000     SGD     11,442     USD   JPM     05/02/18             (130
  25,000     SGD     19,003     USD   SCB     05/02/18             (149
  25,000     SGD     19,034     USD   SCB     05/02/18             (179
  30,000     SGD     22,867     USD   CBK     05/02/18             (242
  55,000     SGD     42,014     USD   CBK     05/02/18             (534
  65,000     SGD     49,658     USD   CBK     05/02/18             (636
  100,000     SGD     76,185     USD   CBK     05/02/18             (767

 

The accompanying notes are an integral part of these financial statements.

 

 

  95  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  
Amount and Description of
Currency to be Purchased
  Amount and Description of
Currency to be Sold
  Counterparty   Settlement
Date
   

Appreciation

    Depreciation  
  125,000     SGD     95,566     USD   CBK     05/02/18     $     $ (1,294
  200,000     SGD     152,776     USD   CBK     05/02/18             (1,940
  191,000     SGD     146,045     USD   CBK     05/02/18             (1,997
  192,000     SGD     146,879     USD   CBK     05/02/18             (2,077
  1,834,000     SGD     1,386,504     USD   CBK     05/31/18             (2,541
  424,000     SGD     319,867     USD   JPM     06/07/18       146        
  424,000     SGD     319,903     USD   JPM     06/07/18       110        
  24,440,000     THB     785,473     USD   JPM     05/02/18                 (11,051
  20,300,000     THB     645,469     USD   JPM     06/07/18             (1,564
  901,000     TRY     220,309     USD   CBK     05/02/18           1,365        
  205,000     TRY     49,252     USD   MSC     05/02/18       1,185        
  173,000     TRY     41,468     USD   CBK     05/02/18       1,095        
  220,000     TRY     53,496     USD   NOM     05/02/18       631        
  165,000     TRY     40,081     USD   MSC     05/02/18       514        
  155,000     TRY     38,132     USD   HSBC     05/02/18       3        
  340,000     TRY     84,640     USD   HSBC     05/02/18             (990
  1,470,000     TRY     365,904     USD   HSBC     05/02/18             (4,239
  33,000     TRY     7,967     USD   GSC     05/31/18       75        
  95,000     TRY     22,916     USD   CBK     06/07/18       189        
  405,000     TRY     98,430     USD   BCLY     06/07/18       71        
  595,000     TRY     144,766     USD   DEUT     06/07/18             (55
  170,000     TRY     41,511     USD   JPM     06/07/18             (165
  561,000     TRY     137,038     USD   JPM     06/07/18             (596
  12,765,000     TWD     430,015     USD   BOA     05/02/18       1,492        
  6,192,000     TWD     208,590     USD   DEUT     05/02/18       724        
  25,650,000     TWD     866,367     USD   UBS     05/02/18       704        
  685,000     TWD     23,076     USD   BCLY     05/02/18       80        
  675,000     TWD     22,739     USD   BNP     05/02/18       79        
  170,000     TWD     5,797     USD   MSC     05/02/18             (50
  170,000     TWD     5,804     USD   MSC     05/02/18             (57
  170,000     TWD     5,855     USD   MSC     05/02/18             (108
  700,000     TWD     24,142     USD   GSC     05/02/18             (479
  1,490,000     TWD     50,155     USD   BOA     06/07/18       335        
  345,000     TWD     11,659     USD   BOA     06/07/18       31        
  345,000     TWD     11,696     USD   BCLY     06/07/18             (5
  1,330,049     USD     1,757,000     AUD   GSC     05/02/18       7,287        
  58,051     USD     75,000     AUD   JPM     05/02/18       1,587        
  38,919     USD     50,000     AUD   CSFB     05/02/18       1,276        
  49,937     USD     65,000     AUD   CBK     05/02/18       1,002        
  27,229     USD     35,000     AUD   BNP     05/02/18       880        
  38,407     USD     50,000     AUD   SCB     05/02/18       765        
  23,131     USD     30,000     AUD   JPM     05/02/18       545        
  22,986     USD     30,000     AUD   SCB     05/02/18       401        
  8,956,622     USD     11,834,000     AUD   CBA     05/31/18       46,923        
  219,261     USD     290,000     AUD   JPM     06/07/18       915        
  41,857     USD     55,000     AUD   BNP     06/07/18       447        
  56,826     USD     75,000     AUD   GSC     06/07/18       358        
  98,134     USD     130,000     AUD   DEUT     06/07/18       255        
  68,011     USD     90,000     AUD   BNP     06/07/18       248        
  304,180     USD     1,006,000     BRL   BCLY     05/03/18           17,109        
  1,176,929     USD     4,077,000     BRL   DEUT     05/03/18       13,520        
  179,894     USD     595,000     BRL   DEUT     05/03/18       10,106        
  1,066,042     USD     3,711,000     BRL   BCLY     05/03/18       7,075        
  1,002,557     USD     3,490,000     BRL   BCLY     05/03/18       6,654        
  55,564     USD     185,000     BRL   MSC     05/03/18       2,772        
  168,050     USD     585,000     BRL   JPM     05/03/18       1,115        
  137,887     USD     480,000     BRL   BOA     05/03/18       915        
  135,015     USD     470,000     BRL   GSC     05/03/18       896        
  33,645     USD     115,000     BRL   UBS     05/03/18       829        

 

The accompanying notes are an integral part of these financial statements.

 

 

  96  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  
Amount and Description of
Currency to be Purchased
  Amount and Description of
Currency to be Sold
  Counterparty   Settlement
Date
   

Appreciation

    Depreciation  
  17,847     USD     60,000     BRL   BOA     05/03/18     $ 725     $  
  11,947     USD     40,000     BRL   MSC     05/03/18       533        
  63,486     USD     221,000     BRL   BCLY     05/03/18       421        
  50,846     USD     177,000     BRL   DEUT     05/03/18       337        
  11,723     USD     40,000     BRL   MSC     05/03/18       309        
  15,944     USD     55,000     BRL   DEUT     05/03/18       250        
  5,878     USD     20,000     BRL   DEUT     05/03/18       171        
  5,778     USD     20,000     BRL   BOA     05/03/18       71        
  50,954     USD     177,000     BRL   DEUT     06/04/18       600        
  30,216     USD     105,000     BRL   GSC     06/04/18       345        
  55,653     USD     70,000     CAD   JPM     05/02/18       1,131        
  110,097     USD     140,000     CAD   BMO     05/02/18       1,054        
  23,798     USD     30,000     CAD   BCLY     05/02/18       432        
  43,190     USD     55,000     CAD   BOA     05/02/18       352        
  163,766     USD     210,000     CAD   JPM     05/02/18       202        
  23,501     USD     30,000     CAD   JPM     05/02/18       135        
  89,678     USD     115,000     CAD   DEUT     05/02/18       107        
  38,924     USD     50,000     CAD   BMO     05/02/18             (20
  30,979     USD     40,000     CAD   JPM     05/02/18             (176
  77,490     USD     100,000     CAD   SCB     05/02/18             (398
  5,110,268     USD     6,560,000     CAD   SSG     05/31/18                 (2,151
  226,116     USD     290,000     CAD   BMO     06/07/18       64        
  58,505     USD     75,000     CAD   JPM     06/07/18       43        
  19,473     USD     25,000     CAD   JPM     06/07/18             (14
  66,069     USD     85,000     CAD   RBC     06/07/18             (188
  5,329,650     USD     5,197,000     CHF   CBK     05/31/18           71,604        
  2,168,984     USD     2,115,000     CHF   CBK     05/31/18       29,140        
  99,455     USD     60,200,000     CLP   UBS     05/02/18       1,307        
  95,916     USD     58,100,000     CLP   GSC     05/02/18       1,192        
  33,594     USD     20,000,000     CLP   MSC     05/02/18       987        
  36,886     USD     22,200,000     CLP   GSC     05/02/18       692        
  19,844     USD     11,800,000     CLP   GSC     05/02/18       605        
  33,569     USD     20,300,000     CLP   BCLY     05/02/18       473        
  24,763     USD     15,000,000     CLP   BOA     05/02/18       308        
  1,650,748     USD     989,805,000     CLP   GSC     05/31/18       37,150        
  115,755     USD     69,800,000     CLP   GSC     06/07/18       1,968        
  46,501     USD     27,900,000     CLP   BOA     06/07/18       1,019        
  25,298     USD     15,300,000     CLP   GSC     06/07/18       356        
  1,051,558     USD     6,648,000     CNH   CBK     05/31/18       972        
  233,908     USD     1,479,000     CNH   HSBC     06/20/18       378        
  176,914     USD     1,119,000     CNH   CBK     06/20/18       227        
  16,329     USD     103,000     CNH   JPM     06/20/18       66        
  47,853     USD     303,000     CNH   MSC     06/20/18       10        
  188,919     USD     1,202,000     CNH   GSC     06/20/18             (873
  669,882     USD     4,236,000     CNY   GSC     05/31/18       3,006        
  116,415     USD     324,437,000     COP   MSC     05/02/18       916        
  184,670     USD     518,237,000     COP   BOA     05/02/18       178        
  10,062     USD     27,800,000     COP   MSC     05/02/18       165        
  29,169     USD     81,600,000     COP   UBS     05/02/18       119        
  23,948     USD     67,000,000     COP   GSC     05/02/18       96        
  6,243     USD     17,400,000     COP   MSC     05/02/18       49        
  49,322     USD     138,300,000     COP   HSBC     06/07/18       105        
  47,684     USD     133,800,000     COP   DEUT     06/07/18       68        
  34,568     USD     97,600,000     COP   BOA     06/07/18                 (165
  160,205     USD     450,937,000     COP   BOA     06/07/18             (271
  64,708     USD     1,350,000     CZK   MSC     05/02/18       1,005        
  64,532     USD     1,340,000     CZK   CBK     06/07/18       1,180        
  55,839     USD     1,160,000     CZK   CBK     06/07/18       997        
  55,514     USD     1,170,000     CZK   CBK     06/07/18       199        

 

The accompanying notes are an integral part of these financial statements.

 

 

  97  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  
Amount and Description of
Currency to be Purchased
  Amount and Description of
Currency to be Sold
  Counterparty   Settlement
Date
   

Appreciation

    Depreciation  
  1,323,658     USD     1,084,000     EUR   TDB     05/02/18     $ 14,438     $  
  441,950     USD     355,000     EUR   MSC     05/02/18       13,192        
  1,319,553     USD     1,084,000     EUR   BOA     05/02/18       10,332        
  436,634     USD     354,000     EUR   HSBC     05/02/18       9,084        
  227,176     USD     183,000     EUR   TDB     05/02/18       6,155        
  226,403     USD     183,000     EUR   HSBC     05/02/18       5,381        
  280,968     USD     230,000     EUR   CBK     05/02/18       3,181        
  135,061     USD     110,000     EUR   JPM     05/02/18       2,207        
  92,632     USD     75,000     EUR   MSC     05/02/18       2,050        
  35,964     USD     29,000     EUR   GSC     05/02/18       938        
  18,706     USD     15,000     EUR   SCB     05/02/18       589        
  35,594     USD     29,000     EUR   CBK     05/02/18       569        
  18,445     USD     15,000     EUR   JPM     05/02/18       328        
  1,070,786     USD     887,000     EUR   HSBC     05/02/18                 (504
  16,766,230     USD     13,709,000     EUR   BCLY     05/31/18           173,410        
  4,111,080     USD     3,353,000     EUR   BOA     05/31/18       52,744        
  2,638,030     USD     2,157,000     EUR   BCLY     05/31/18       27,285        
  118,696     USD     98,000     EUR   DEUT     06/07/18       13        
  110,215     USD     91,000     EUR   CBK     06/07/18       9        
  9,606,203     USD     6,785,000     GBP   BCLY     05/02/18       264,484        
  232,595     USD     162,000     GBP   HSBC     05/02/18       9,550        
  232,175     USD     162,000     GBP   HSBC     05/02/18       9,131        
  230,721     USD     162,000     GBP   BCLY     05/02/18       7,676        
  230,720     USD     162,000     GBP   BCLY     05/02/18       7,676        
  453,695     USD     324,000     GBP   BOA     05/02/18       7,606        
  230,527     USD     162,000     GBP   GSC     05/02/18       7,482        
  316,337     USD     225,000     GBP   BOA     05/02/18       6,552        
  228,441     USD     162,000     GBP   JPM     05/02/18       5,396        
  160,921     USD     113,000     GBP   BCLY     05/02/18       5,340        
  227,779     USD     162,000     GBP   BCLY     05/02/18       4,735        
  227,601     USD     162,000     GBP   BCLY     05/02/18       4,557        
  227,098     USD     162,000     GBP   JPM     05/02/18       4,053        
  227,051     USD     162,000     GBP   JPM     05/02/18       4,006        
  226,977     USD     162,000     GBP   BOA     05/02/18       3,933        
  197,689     USD     141,000     GBP   BOA     05/02/18       3,558        
  102,506     USD     72,000     GBP   BCLY     05/02/18       3,375        
  93,933     USD     66,000     GBP   GSC     05/02/18       3,062        
  98,817     USD     70,000     GBP   JPM     05/02/18       2,440        
  69,787     USD     49,000     GBP   BCLY     05/02/18       2,323        
  40,140     USD     28,000     GBP   JPM     05/02/18       1,589        
  22,724     USD     16,000     GBP   CIBC     05/02/18       695        
  13,850,016     USD     9,930,000     GBP   BNP     05/31/18       159,532        
  234,798     USD     168,000     GBP   JPM     05/31/18       3,176        
  11,032     USD     8,000     GBP   DEUT     05/31/18       3        
  9,429,950     USD     6,739,000     GBP   BOA     06/07/18       135,503        
  223,462     USD     160,000     GBP   BNP     06/07/18       2,790        
  115,909     USD     84,000     GBP   BNP     06/07/18       56        
  199,006     USD     49,800,000     HUF   JPM     05/02/18       7,290        
  57,511     USD     14,400,000     HUF   CBK     05/02/18       2,075        
  101,721     USD     25,900,000     HUF   CBK     05/02/18       2,013        
  39,325     USD     9,900,000     HUF   GSC     05/02/18       1,213        
  44,187     USD     11,200,000     HUF   BCLY     05/02/18       1,070        
  18,165     USD     4,600,000     HUF   CBK     05/02/18       456        
  14,633     USD     3,700,000     HUF   CBK     05/02/18       389        
  85,867     USD     21,900,000     HUF   GSC     06/07/18       1,370        
  54,556     USD     13,850,000     HUF   JPM     06/07/18       1,119        
  80,044     USD     20,496,000     HUF   CBK     06/07/18       963        
  34,138     USD     8,700,000     HUF   CBK     06/07/18       570        
  49,516     USD     12,700,000     HUF   GSC     06/07/18       515        

 

The accompanying notes are an integral part of these financial statements.

 

 

  98  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  
Amount and Description of
Currency to be Purchased
  Amount and Description of
Currency to be Sold
  Counterparty   Settlement
Date
   

Appreciation

    Depreciation  
  82,420     USD     21,300,000     HUF   GSC     06/07/18     $ 238     $  
  199,932     USD     2,750,064,000     IDR   DEUT     05/02/18       2,302        
  196,132     USD     2,750,064,000     IDR   DEUT     06/07/18             (709
  81,510     USD     285,000     ILS   HSBC     05/02/18       2,311        
  65,788     USD     230,000     ILS   HSBC     05/02/18       1,872        
  65,626     USD     230,000     ILS   HSBC     05/02/18       1,711        
  70,968     USD     250,000     ILS   HSBC     05/02/18       1,495        
  95,028     USD     340,000     ILS   CBK     05/02/18       545        
  1,078,947     USD     3,813,000     ILS   CBK     05/31/18       17,466        
  67,058     USD     240,000     ILS   HSBC     06/07/18       219        
  219,487     USD     14,282,000     INR   BCLY     05/02/18       5,538        
  229,626     USD     15,060,000     INR   MSC     05/02/18       4,022        
  224,637     USD     14,780,000     INR   DEUT     05/02/18       3,228        
  244,595     USD     16,268,000     INR   BCLY     05/02/18       895        
  172,677     USD     11,540,000     INR   BOA     05/02/18             (196
  217,867     USD     14,560,000     INR   MSC     05/02/18             (247
  13,305,375     USD     887,708,000     INR   BCLY     05/31/18           50,561        
  75,122     USD     5,020,000     INR   BNP     06/07/18       218        
  24,062     USD     1,610,000     INR   UBS     06/07/18       39        
  6,113     USD     410,000     INR   BOA     06/07/18             (5
  32,639     USD     2,193,000     INR   HSBC     06/07/18             (83
  32,639     USD     2,193,000     INR   HSBC     06/07/18             (83
  43,531     USD     2,924,000     INR   HSBC     06/07/18             (98
  54,366     USD     3,655,000     INR   HSBC     06/07/18             (171
  54,212     USD     3,655,000     INR   GSC     06/07/18             (325
  65,473     USD     4,415,000     INR   BNP     06/07/18             (403
  65,456     USD     4,415,000     INR   UBS     06/07/18             (421
  2,303,161     USD     243,358,000     JPY   SSG     05/02/18       76,772        
  79,126     USD     8,400,000     JPY   CBK     05/02/18       2,278        
  61,736     USD     6,600,000     JPY   BCLY     05/02/18       1,355        
  369,600     USD     40,342,000     JPY   BCLY     05/02/18       526        
  18,666     USD     2,000,000     JPY   GSC     05/02/18       369        
  14,943     USD     1,600,000     JPY   MSC     05/02/18       305        
  12,090     USD     1,300,000     JPY   BNP     05/02/18       196        
  7,486     USD     800,000     JPY   BCLY     05/02/18       167        
  7,482     USD     800,000     JPY   SCB     05/02/18       163        
  6,076,675     USD     659,857,000     JPY   ANZ     05/31/18       28,132        
  6,056,512     USD     659,857,000     JPY   BCLY     05/31/18       7,969        
  165,282     USD     18,000,000     JPY   GSC     06/07/18       203        
  18,380     USD     2,000,000     JPY   HSBC     06/07/18       37        
  17,449     USD     1,900,000     JPY   BCLY     06/07/18       24        
  51,291     USD     5,600,000     JPY   DEUT     06/07/18             (67
  15,405     USD     16,360,000     KRW   BCLY     05/02/18       87        
  24,085     USD     25,630,000     KRW   BCLY     05/02/18       87        
  17,388     USD     18,560,000     KRW   DEUT     05/02/18       10        
  8,344     USD     8,950,000     KRW   MSC     05/02/18             (36
  43,216     USD     46,210,000     KRW   MSC     05/02/18             (51
  13,269     USD     14,280,000     KRW   BNP     05/02/18             (102
  41,613     USD     44,580,000     KRW   DEUT     05/02/18             (128
  37,126     USD     39,870,000     KRW   BOA     05/02/18             (204
  82,749     USD     88,790,000     KRW   CSFB     05/02/18             (386
  66,986     USD     72,090,000     KRW   GSC     05/02/18             (513
  115,536     USD     124,340,000     KRW   BCLY     05/02/18             (885
  314,283     USD     336,770,000     KRW   BOA     05/02/18             (1,039
  134,080     USD     144,330,000     KRW   BCLY     05/02/18             (1,058
  178,020     USD     191,585,000     KRW   UBS     05/02/18             (1,364
  2,881,983     USD     3,101,446,000     KRW   BOA     05/31/18                 (24,033
  27,965     USD     30,090,000     KRW   BOA     06/07/18             (236
  127,772     USD     138,205,000     KRW   BOA     06/07/18             (1,757

 

The accompanying notes are an integral part of these financial statements.

 

 

  99  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  
Amount and Description of
Currency to be Purchased
  Amount and Description of
Currency to be Sold
  Counterparty   Settlement
Date
   

Appreciation

    Depreciation  
  127,730     USD     138,205,000     KRW   UBS     06/07/18     $     $ (1,799
  256,727     USD     276,410,000     KRW   BCLY     06/07/18             (2,331
  159,405     USD     2,942,000     MXN   BCLY     05/02/18       2,145        
  104,180     USD     1,910,000     MXN   SSG     05/02/18       2,084        
  34,334     USD     620,000     MXN   GSC     05/02/18       1,193        
  49,239     USD     900,000     MXN   BNP     05/02/18       1,131        
  48,712     USD     900,000     MXN   RBC     05/02/18       604        
  24,123     USD     440,000     MXN   GSC     05/02/18       604        
  18,199     USD     330,000     MXN   SSG     05/02/18       559        
  17,031     USD     310,000     MXN   JPM     05/02/18       461        
  18,073     USD     330,000     MXN   DEUT     05/02/18       434        
  53,183     USD     990,000     MXN   CBK     05/02/18       264        
  2,275,431     USD     43,152,000     MXN   SSG     05/31/18                 (20,371
  155,958     USD     2,950,000     MXN   SSG     06/07/18             (823
  247,134     USD     4,696,000     MXN   BCLY     06/07/18             (2,440
  237,034     USD     925,000     MYR   BCLY     05/31/18       1,533        
  409,169     USD     3,140,000     NOK   MSC     05/02/18           17,730        
  136,694     USD     1,060,000     NOK   MSC     05/02/18       4,552        
  161,568     USD     1,260,000     NOK   GSC     05/02/18       4,494        
  143,368     USD     1,120,000     NOK   JPM     05/02/18       3,747        
  122,765     USD     960,000     NOK   MSC     05/02/18       3,089        
  75,946     USD     590,000     NOK   CBK     05/02/18       2,395        
  68,331     USD     530,000     NOK   MSC     05/02/18       2,261        
  66,922     USD     520,000     NOK   BCLY     05/02/18       2,097        
  57,387     USD     450,000     NOK   JPM     05/02/18       1,289        
  42,288     USD     330,000     NOK   BCLY     05/02/18       1,150        
  1,856,665     USD     14,622,000     NOK   BCLY     05/31/18       32,067        
  908,209     USD     7,230,000     NOK   MSC     06/07/18       5,768        
  184,974     USD     255,000     NZD   MSC     05/02/18       5,558        
  120,452     USD     165,000     NZD   SSG     05/02/18       4,359        
  62,331     USD     85,000     NZD   SCB     05/02/18       2,526        
  536,006     USD     759,000     NZD   BCLY     05/02/18       1,980        
  40,495     USD     55,000     NZD   CBK     05/02/18       1,797        
  29,081     USD     40,000     NZD   JPM     05/02/18       937        
  11,038     USD     15,000     NZD   CSFB     05/02/18       484        
  7,292     USD     10,000     NZD   BCLY     05/02/18       257        
  7,994     USD     11,000     NZD   MSC     05/02/18       255        
  1,180,199     USD     1,670,000     NZD   CBA     05/31/18       5,337        
  46,309     USD     65,000     NZD   BNP     06/07/18       581        
  118,712     USD     168,000     NZD   JPM     06/07/18       522        
  117,938     USD     167,000     NZD   SCB     06/07/18       451        
  45,791     USD     65,000     NZD   DEUT     06/07/18       62        
  14,108     USD     20,000     NZD   SCB     06/07/18       37        
  352,069     USD     1,140,000     PEN   BOA     05/02/18       1,647        
  308,661     USD     1,000,000     PEN   MSC     05/02/18       1,273        
  9,231     USD     30,000     PEN   UBS     06/07/18       20        
  45,392     USD     155,000     PLN   CBK     05/02/18       1,230        
  23,801     USD     80,000     PLN   CBK     05/02/18       1,008        
  17,820     USD     60,000     PLN   CBK     05/02/18       725        
  14,802     USD     50,000     PLN   JPM     05/02/18       556        
  11,921     USD     40,000     PLN   CBK     05/02/18       524        
  17,609     USD     60,000     PLN   MSC     05/02/18       514        
  10,393     USD     35,000     PLN   SCB     05/02/18       421        
  906,965     USD     3,108,000     PLN   GSC     05/30/18           21,172        
  59,709     USD     205,000     PLN   CBK     06/07/18       1,274        
  60,840     USD     210,000     PLN   DEUT     06/07/18       980        
  18,907     USD     65,000     PLN   GSC     06/07/18       378        
  51,632     USD     180,000     PLN   JPM     06/07/18       323        
  30,241     USD     105,000     PLN   SCB     06/07/18       311        

 

The accompanying notes are an integral part of these financial statements.

 

 

  100  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  
Amount and Description of
Currency to be Purchased
  Amount and Description of
Currency to be Sold
  Counterparty   Settlement
Date
   

Appreciation

    Depreciation  
  123,178     USD     7,140,000     RUB   DEUT     05/03/18     $ 9,836     $  
  103,514     USD     5,980,000     RUB   BOA     05/03/18       8,586        
  81,534     USD     4,700,000     RUB   DEUT     05/03/18       6,925        
  56,416     USD     3,350,000     RUB   BOA     05/03/18       3,238        
  565,263     USD     35,420,000     RUB   BCLY     05/03/18       2,997        
  45,988     USD     2,780,000     RUB   GSC     05/03/18       1,858        
  28,208     USD     1,675,000     RUB   BOA     05/03/18       1,619        
  28,099     USD     1,675,000     RUB   BNP     05/03/18       1,510        
  22,470     USD     1,340,000     RUB   BNP     05/03/18       1,198        
  40,714     USD     2,510,000     RUB   DEUT     05/03/18       869        
  14,072     USD     838,000     RUB   BOA     05/03/18       770        
  139,417     USD     8,736,000     RUB   MSC     05/03/18       739        
  14,039     USD     838,000     RUB   BCLY     05/03/18       737        
  14,035     USD     838,000     RUB   BOA     05/03/18       733        
  14,010     USD     838,000     RUB   BNP     05/03/18       708        
  13,995     USD     838,000     RUB   BOA     05/03/18       692        
  42,440     USD     2,630,000     RUB   MSC     05/03/18       691        
  13,981     USD     838,000     RUB   BOA     05/03/18       678        
  13,889     USD     872,000     RUB   JPM     05/03/18       47        
  13,885     USD     872,000     RUB   MSC     05/03/18       43        
  13,870     USD     872,000     RUB   GSC     05/03/18       28        
  13,856     USD     872,000     RUB   MSC     05/03/18       14        
  13,852     USD     872,000     RUB   GSC     05/03/18       10        
  13,840     USD     872,000     RUB   JPM     05/03/18             (2
  117,607     USD     7,412,000     RUB   GSC     05/03/18             (53
  31,083     USD     1,962,000     RUB   JPM     05/03/18             (62
  32,877     USD     2,090,000     RUB   GSC     05/03/18             (300
  113,812     USD     7,194,000     RUB   JPM     05/03/18             (387
  290,564     USD     18,480,000     RUB   GSC     05/03/18                 (2,792
  2,018,128     USD     125,353,000     RUB   GSC     05/31/18           35,314        
  509,229     USD     31,600,000     RUB   BCLY     06/07/18       9,767        
  2,948,715     USD     25,241,000     SEK   MSC     05/02/18       65,735        
  609,106     USD     5,106,000     SEK   JPM     05/02/18       25,908        
  464,937     USD     3,898,000     SEK   JPM     05/02/18       19,714        
  347,847     USD     2,920,000     SEK   JPM     05/02/18       14,330        
  347,622     USD     2,920,000     SEK   JPM     05/02/18       14,105        
  232,843     USD     1,949,000     SEK   JPM     05/02/18       10,232        
  232,567     USD     1,949,000     SEK   JPM     05/02/18       9,956        
  232,168     USD     1,947,000     SEK   CBK     05/02/18       9,785        
  231,915     USD     1,947,000     SEK   JPM     05/02/18       9,532        
  232,013     USD     1,949,000     SEK   JPM     05/02/18       9,402        
  209,629     USD     1,756,000     SEK   JPM     05/02/18       9,062        
  231,211     USD     1,949,000     SEK   JPM     05/02/18       8,600        
  230,665     USD     1,949,000     SEK   JPM     05/02/18       8,053        
  155,535     USD     1,300,000     SEK   MSC     05/02/18       7,052        
  115,879     USD     973,000     SEK   JPM     05/02/18       4,745        
  115,877     USD     973,000     SEK   JPM     05/02/18       4,743        
  115,931     USD     974,000     SEK   JPM     05/02/18       4,683        
  115,714     USD     973,000     SEK   JPM     05/02/18       4,580        
  100,497     USD     840,000     SEK   JPM     05/02/18       4,554        
  115,686     USD     973,000     SEK   JPM     05/02/18       4,552        
  115,650     USD     973,000     SEK   JPM     05/02/18       4,516        
  115,737     USD     974,000     SEK   JPM     05/02/18       4,489        
  115,560     USD     973,000     SEK   JPM     05/02/18       4,426        
  115,667     USD     974,000     SEK   JPM     05/02/18       4,419        
  92,561     USD     778,000     SEK   JPM     05/02/18       3,699        
  83,408     USD     701,000     SEK   JPM     05/02/18       3,341        
  84,324     USD     710,000     SEK   GSC     05/02/18       3,229        
  83,299     USD     703,000     SEK   JPM     05/02/18       3,004        

 

The accompanying notes are an integral part of these financial statements.

 

 

  101  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  
Amount and Description of
Currency to be Purchased
  Amount and Description of
Currency to be Sold
  Counterparty   Settlement
Date
   

Appreciation

    Depreciation  
  52,961     USD     440,000     SEK   JPM     05/02/18     $ 2,705     $  
  42,759     USD     360,000     SEK   CBK     05/02/18       1,640        
  32,451     USD     273,000     SEK   JPM     05/02/18       1,269        
  34,692     USD     293,000     SEK   JPM     05/02/18       1,226        
  30,222     USD     255,000     SEK   JPM     05/02/18       1,097        
  27,363     USD     230,000     SEK   JPM     05/02/18       1,093        
  23,512     USD     197,000     SEK   JPM     05/02/18       1,011        
  21,431     USD     180,000     SEK   MSC     05/02/18       872        
  1,761,826     USD     14,940,000     SEK   GSC     05/31/18           51,722        
  404,868     USD     3,433,000     SEK   JPM     06/07/18       11,682        
  289,692     USD     2,453,000     SEK   JPM     06/07/18       8,747        
  329,388     USD     2,825,000     SEK   JPM     06/07/18       5,838        
  83,568     USD     706,000     SEK   JPM     06/07/18       2,709        
  126,769     USD     1,100,000     SEK   JPM     06/07/18       785        
  36,208     USD     310,000     SEK   JPM     06/07/18       703        
  8,263     USD     70,000     SEK   JPM     06/07/18       246        
  18,346     USD     160,000     SEK   DEUT     06/07/18       21        
  76,282     USD     100,000     SGD   CBK     05/02/18       865        
  22,903     USD     30,000     SGD   JPM     05/02/18       278        
  19,097     USD     25,000     SGD   SCB     05/02/18       243        
  11,446     USD     15,000     SGD   JPM     05/02/18       134        
  7,638     USD     10,000     SGD   JPM     05/02/18       96        
  7,633     USD     10,000     SGD   JPM     05/02/18       91        
  319,662     USD     424,000     SGD   JPM     05/02/18             (109
  319,638     USD     424,000     SGD   JPM     05/02/18             (133
  26,460     USD     35,000     SGD   CBK     05/31/18       49        
  132,332     USD     175,000     SGD   CBK     06/07/18       251        
  59,038     USD     78,000     SGD   JPM     06/07/18       168        
  94,494     USD     125,000     SGD   CBK     06/07/18       151        
  11,336     USD     15,000     SGD   DEUT     06/07/18       14        
  37,748     USD     50,000     SGD   SCB     06/07/18       11        
  109,254     USD     145,000     SGD   CBK     06/07/18             (184
  644,854     USD     20,300,000     THB   JPM     05/02/18       1,614        
  57,399     USD     1,790,000     THB   JPM     05/02/18       680        
  48,289     USD     1,510,000     THB   JPM     05/02/18       442        
  26,914     USD     840,000     THB   JPM     05/02/18       297        
  821,021     USD     25,895,000     THB   NOM     05/31/18             (195
  163,108     USD     5,130,000     THB   CBK     06/07/18       387        
  158,178     USD     4,980,000     THB   JPM     06/07/18       215        
  28,244     USD     890,000     THB   JPM     06/07/18       14        
  306,481     USD     9,664,000     THB   CBK     06/07/18             (56
  57,620     USD     1,820,000     THB   JPM     06/07/18             (110
  307,090     USD     1,232,000     TRY   NOM     05/02/18       3,981        
  305,239     USD     1,232,000     TRY   BCLY     05/02/18       2,129        
  27,037     USD     110,000     TRY   CBK     05/02/18             (26
  32,721     USD     135,000     TRY   NOM     05/02/18             (494
  113,842     USD     465,000     TRY   HSBC     05/02/18             (562
  110,615     USD     455,000     TRY   HSBC     05/02/18             (1,328
  833,919     USD     3,454,000     TRY   GSC     05/31/18                 (7,829
  87,676     USD     360,000     TRY   JPM     06/07/18       119        
  42,037     USD     175,000     TRY   CBK     06/07/18             (525
  73,559     USD     305,000     TRY   BCLY     06/07/18             (621
  217,882     USD     901,000     TRY   CBK     06/07/18             (1,252
  130,037     USD     540,000     TRY   JPM     06/07/18             (1,297
  413,445     USD     12,085,000     TWD   BOA     05/02/18       4,925        
  199,339     USD     5,853,000     TWD   UBS     05/02/18       1,485        
  199,061     USD     5,852,000     TWD   DEUT     05/02/18       1,241        
  12,081     USD     350,000     TWD   BCLY     05/02/18       249        
  12,064     USD     350,000     TWD   GSC     05/02/18       233        

 

The accompanying notes are an integral part of these financial statements.

 

 

  102  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018 - (continued)  
Amount and Description of
Currency to be Purchased
  Amount and Description of
Currency to be Sold
  Counterparty   Settlement
Date
   

Appreciation

    Depreciation  
  23,030     USD     675,000     TWD   BNP     05/02/18     $ 212     $  
  11,693     USD     340,000     TWD   MSC     05/02/18       199        
  11,483     USD     335,000     TWD   BCLY     05/02/18       159        
  11,634     USD     340,000     TWD   DEUT     05/02/18       141        
  23,051     USD     680,000     TWD   BOA     05/02/18       64        
  5,727     USD     170,000     TWD   MSC     05/02/18             (20
  11,790     USD     350,000     TWD   GSC     05/02/18             (41
  666,902     USD     19,797,000     TWD   UBS     05/02/18             (2,314
  4,570,113     USD     135,024,000     TWD   BCLY     05/31/18             (2,863
  17,253     USD     510,000     TWD   DEUT     06/07/18             (29
  868,373     USD     25,650,000     TWD   UBS     06/07/18             (798
  90,159     USD     1,055,000     ZAR   GSC     05/02/18       5,545        
  90,531     USD     1,060,000     ZAR   CBK     05/02/18       5,516        
  90,044     USD     1,055,000     ZAR   GSC     05/02/18       5,430        
  109,891     USD     1,315,000     ZAR   HSBC     05/02/18       4,424        
  109,868     USD     1,315,000     ZAR   HSBC     05/02/18       4,401        
  105,125     USD     1,280,000     ZAR   GSC     05/02/18       2,466        
  56,059     USD     670,000     ZAR   NOM     05/02/18       2,323        
  54,618     USD     660,000     ZAR   GSC     05/02/18       1,684        
  40,118     USD     480,000     ZAR   JPM     05/02/18       1,620        
  24,089     USD     290,000     ZAR   GSC     05/02/18       830        
  30,486     USD     370,000     ZAR   SCB     05/02/18       811        
  979,915     USD     12,060,000     ZAR   CBK     05/31/18       16,578        
  108,537     USD     1,340,000     ZAR   BCLY     06/07/18       1,592        
  334,228     USD     4,180,000     ZAR   BCLY     06/07/18       621        
  28,129     USD     350,000     ZAR   SCB     06/07/18       196        
  80,000     ZAR     6,622     USD   CBK     05/02/18             (206
  4,180,000     ZAR     335,898     USD   BCLY     05/02/18             (651
  190,000     ZAR     16,234     USD   CBK     05/02/18             (995
  790,000     ZAR     66,053     USD   BCLY     05/02/18             (2,693
  1,090,000     ZAR     90,152     USD   GSC     05/02/18             (2,731
  1,090,000     ZAR     90,223     USD   GSC     05/02/18             (2,802
  880,000     ZAR     74,100     USD   GSC     05/02/18             (3,521
  1,250,000     ZAR     104,848     USD   GSC     05/02/18             (4,595
  1,638,000     ZAR     130,590     USD   JPM     06/07/18       139        
  450,000     ZAR     35,880     USD   DEUT     06/07/18       34        
  546,000     ZAR     43,584     USD   JPM     06/07/18             (8
  500,000     ZAR     39,937     USD   BCLY     06/07/18             (32
  546,000     ZAR     43,622     USD   JPM     06/07/18             (45
  230,000     ZAR     18,517     USD   CBK     06/07/18             (160
  270,000     ZAR     21,753     USD   GSC     06/07/18             (204
           

 

 

   

 

 

 
 

Total

    $     2,242,346     $     (2,138,758
 

 

 

   

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  103  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

ANZ

   Australia and New Zealand Banking Group

BCLY

   Barclays

BMO

   Bank of Montreal

BNP

   BNP Paribas Securities Services

BOA

   Banc of America Securities LLC

CBA

   Commonwealth Bank of Australia

CBK

   Citibank NA

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.

MLI

   Merrill Lynch International

MSC

   Morgan Stanley

NOM

   Nomura International

RBC

   RBC Dominion Securities, Inc.

SCB

   Standard Chartered Bank

SSG

   State Street Global Markets LLC

TDB

   Toronto-Dominion Bank

UBS

   UBS AG
Currency Abbreviations:

ARS

   Argentine Peso

AUD

   Australian Dollar

BRL

   Brazilian Real

CAD

   Canadian Dollar

CHF

   Swiss Franc

CLP

   Chilean Peso

CNH

   Chinese Renminbi

CNY

   Chinese Yuan

COP

   Colombian Peso

CZK

   Czech Koruna

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

KZT

   Kazakhstani Tenge

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

TRY

   Turkish Lira

TWD

   Taiwanese Dollar

ZAR

   South African Rand
Index Abbreviations:

BADLAR

   Buenos Aires Deposits of Large Amount Rate Index

CDX.NA.HY

   Credit Derivatives North American High Yield

CDX.NA.IG

   Credit Derivatives North American Investment Grade

CMBX.NA

   Markit Commercial Mortgage Backed North American

FTSE

   Financial Times and Stock Exchange

ICE

   Intercontinental Exchange, Inc.

S&P

   Standard & Poors
Other Abbreviations:

ADR

   American Depositary Receipt

DDCA

   Dollars on Deposits in Custody Account

ETF

   Exchange-Traded Fund

FHLMC

   Federal Home Loan Mortgage Corp.

FNMA

   Federal National Mortgage Association

GDR

   Global Depositary Receipt

GNMA

   Government National Mortgage Association

GUKG5

   UK Government Bonds 5 Year Note Generic Bid Yield

LIBOR

   London Interbank Offered Rate

MSCI

   Morgan Stanley Capital International

OTC

   Over-the-Counter

PJSC

   Private Joint Stock Company

REIC

   Real Estate Investment Company

REIT

   Real Estate Investment Trust

SPDR

   Standard & Poor’s Depositary Receipt

TBA

   To Be Announced
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  104  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)      Level 3(1)  

Assets

           

Asset & Commercial Mortgage Backed Securities

   $ 17,330,445      $      $ 17,157,448      $ 172,997  

Corporate Bonds

     10,824,752               10,824,752         

Foreign Government Obligations

     27,186,741               27,186,741         

U.S. Government Agencies

     11,086,299               11,086,299         

U.S. Government Securities

     9,645,904               9,645,904         

Common Stocks

           

Argentina

     23,444        23,444                

Australia

     2,419,913        636,115        1,783,798         

Austria

     2,379,782        116,490        2,263,292         

Belgium

     1,358,862        97,778        1,261,084         

Bermuda

     1,451,178        1,451,178                

Brazil

     154,224        154,224                

British Virgin Islands

     383,465        383,465                

Canada

     5,632,534        5,632,534                

China

     5,464,076        1,439,535        4,022,446        2,095  

Colombia

     17,737        17,737                

Croatia

     139,975        139,975                

Czech Republic

     338,620               338,620         

Denmark

     201,997        11,398        190,599         

Egypt

     630,972               630,972         

Finland

     805,826        715,827        89,999         

France

     8,306,672        287,756        8,018,916         

Georgia

     118,267               118,267         

Germany

     2,872,716        7,798        2,864,918         

Greece

     3,125,573        354,650        2,770,923         

Hong Kong

     1,644,346        130,192        1,514,154         

Iceland

     3,160,165        3,160,165                

India

     15,039,022        244,027            14,794,995         

Indonesia

     315,997        30,949        285,048         

Ireland

     3,383,829        2,417,496        966,333         

Israel

     162,942        162,942                

Italy

     2,507,412               2,507,412         

Japan

         21,099,526        55,506        21,044,020         

Luxembourg

     320,080        185,818        134,262         

Malaysia

     142,042               142,042         

Mauritius

     521,035               521,035         

Mexico

     67,499        67,499                

Netherlands

     3,288,285        132,564        3,155,721         

New Zealand

     1,024,134        104,074        920,060         

Norway

     624,526               624,526         

Philippines

     16,144               16,144         

Portugal

     464,419               464,419         

Romania

     212,921        212,921                

Russia

     180,230        53,076        127,154         

Singapore

     576,851        165,174        411,677         

Slovenia

     120,630        120,630                

South Africa

     198,259        103,978        94,281         

South Korea

     4,662,758        188,656        2,330,107            2,143,995  

Spain

     1,767,124        810,095        957,029         

Sweden

     1,738,317        634,237        1,104,080         

Switzerland

     2,458,824        424,127        2,034,697         

Taiwan

     6,347,791        71,025        6,276,766         

Thailand

     56,633        56,633                

Turkey

     2,940               2,940         

United Arab Emirates

     16,093        16,093                

United Kingdom

     7,377,116        1,947,880        5,429,236         

United States

     51,615,350            50,947,734        667,616         

 

The accompanying notes are an integral part of these financial statements.

 

 

  105  

 


The Hartford Global All-Asset Fund (consolidated)

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

     Total     Level 1(1)     Level 2(1)     Level 3(1)  

Convertible Bonds

   $ 1,052,177     $     $ 1,052,177     $  

Exchange-Traded Funds

     17,585,717       17,516,100       69,617        

Preferred Stocks

     596,359                   596,359  

Convertible Preferred Stocks

     1,008,158       1,008,158              

Warrants

     231,997       10,217       221,780        

Short-Term Investments

     32,455,479       32,455,479              

Purchased Options

     392,280       7,238       385,042        

Foreign Currency Contracts(2)

     2,242,346             2,242,346        

Futures Contracts(2)

     795,494       795,494              

Swaps - Credit Default(2)

     212,269             212,269        

Swaps - Interest Rate(2)

     88,734             88,734        

Swaps - Total Return(2)

     154             154        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     299,674,378     $     125,706,081     $     171,052,851     $     2,915,446  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (2,138,758   $     $ (2,138,758   $  

Futures Contracts(2)

     (1,073,515     (1,073,515            

Swaps - Credit Default(2)

     (64,396           (64,396      

Swaps - Total Return(2)

     (3,715           (3,715      

TBA Sale Commitments

     (8,244,664           (8,244,664      

Written Options

     (103,903     (13,563     (90,340      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     (11,628,951   $     (1,087,078   $     (10,541,873   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 2018, investments valued at $7,835,777 were transferred from Level 1 to Level 2 due to the application of a fair valuation model factor; investments valued at $839,535 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation model factor and investments valued at $2,750,739 were transferred from Level 2 to Level 3 due to the discontinuation of a fair valuation model factor.

 

(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 April 30, 2018 is not presented.

 

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

The accompanying notes are an integral part of these financial statements.

 

 

  106  

 


The Hartford Growth Allocation Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
AFFILIATED INVESTMENT COMPANIES - 99.7%  
      Alternative Funds - 6.2%  
  1,670,157    

Hartford Real Total Return Fund, Class F

  $ 13,311,152  
  2,814,736    

The Hartford Global Real Asset Fund, Class F

    27,190,350  
   

 

 

 
 

Total Alternative Funds
(cost $40,074,452)

    40,501,502  
   

 

 

 
      Domestic Equity Funds - 57.7%  
  3,750,608    

Hartford Core Equity Fund, Class F

    109,892,818  
  660,470    

Hartford Multifactor US Equity ETF

    20,553,826  
  2,380,858    

Hartford Small Cap Core Fund, Class F

    32,474,907  
  3,795,218    

The Hartford Equity Income Fund, Class F

    73,627,221  
  716,536    

The Hartford Growth Opportunities Fund, Class F

    33,455,059  
  1,871,888    

The Hartford MidCap Fund, Class F

    59,638,362  
  2,472,804    

The Hartford Quality Value Fund, Class F

    49,035,698  
   

 

 

 
 

Total Domestic Equity Funds
(cost $353,894,647)

    378,677,891  
   

 

 

 
      International/Global Equity Funds - 19.4%  
  212,310    

Hartford Multifactor Developed Markets ex-US ETF

    6,253,591  
  4,461,159    

Hartford Schroders International Multi-Cap Value Fund, Class F

    45,860,717  
  3,304,974    

The Hartford International Opportunities Fund, Class F

    55,589,663  
  1,175,666    

The Hartford International Small Company Fund, Class F

    19,633,614  
   

 

 

 
 

Total International/Global Equity Funds
(cost $116,434,949)

    127,337,585  
   

 

 

 
      Multi-Strategy Funds - 4.1%  
  2,525,487    

The Hartford Global All-Asset Fund, Class F

    26,921,695  
   

 

 

 
 

Total Multi-Strategy Funds
(cost $27,815,085)

    26,921,695  
   

 

 

 
      Taxable Fixed Income Funds - 12.3%  
  1,397,907    

Hartford Schroders Emerging Markets Multi-Sector Bond Fund, Class F

    13,294,094  
  2,776,014    

The Hartford Quality Bond Fund, Class F

    26,982,855  
  1,405,208    

The Hartford Short Duration Fund, Class F

    13,714,827  
  778,837    

The Hartford Strategic Income Fund, Class F

    6,752,513  
  1,916,818    

The Hartford World Bond Fund, Class F

    20,318,271  
   

 

 

 
 

Total Taxable Fixed Income Funds
(cost $82,144,771)

    81,062,560  
   

 

 

 
 

Total Affiliated Investment Companies
(cost $620,363,904)

  $ 654,501,233  
   

 

 

 
 

Total Long-Term Investments
(cost $620,363,904)

  $ 654,501,233  
   

 

 

 
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 0.4%  
      Other Investment Pools & Funds - 0.4%  
  2,362,518    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class,
1.60%(1)

  $ 2,362,518  
   

 

 

 
 

Total Short-Term Investments
(cost $2,362,518)

  $ 2,362,518  
   

 

 

 
   

Total Investments
(cost $622,726,422)

    100.1    $ 656,863,751  
   

Other Assets and Liabilities

    (0.1 )%       (740,906
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 656,122,845  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  107  

 


The Hartford Growth Allocation Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

 

     For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

(1)  Current yield as of period end.

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:

ETF

   Exchange-Traded Fund

 

The accompanying notes are an integral part of these financial statements.

 

 

  108  

 


The Hartford Growth Allocation Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)      Level 3(1)  

Assets

 

Affiliated Investment Companies

   $ 654,501,233      $ 654,501,233      $      $  

Short-Term Investments

     2,362,518        2,362,518                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     656,863,751      $     656,863,751      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

The accompanying notes are an integral part of these financial statements.

 

 

  109  

 


Hartford Moderate Allocation Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount

  Market  Value  
AFFILIATED INVESTMENT COMPANIES - 99.7%  
      Alternative Funds - 6.4%  
  1,740,168    

Hartford Real Total Return Fund, Class F

  $ 13,869,139  
  1,543,277    

The Hartford Global Real Asset Fund, Class F

    14,908,059  
   

 

 

 
 

Total Alternative Funds
(cost $29,284,212)

    28,777,198  
   

 

 

 
      Domestic Equity Funds - 41.9%  
  2,057,216    

Hartford Core Equity Fund, Class F

    60,276,415  
  300,640    

Hartford Multifactor US Equity ETF

    9,355,917  
  1,064,649    

Hartford Small Cap Core Fund, Class F

    14,521,808  
  2,137,469    

The Hartford Equity Income Fund, Class F

    41,466,904  
  311,424    

The Hartford Growth Opportunities Fund, Class F

    14,540,406  
  839,369    

The Hartford MidCap Fund, Class F

    26,742,290  
  1,150,574    

The Hartford Quality Value Fund, Class F

    22,815,875  
   

 

 

 
 

Total Domestic Equity Funds
(cost $177,323,556)

    189,719,615  
   

 

 

 
      International/Global Equity Funds - 14.8%  
  72,880    

Hartford Multifactor Developed Markets ex-US ETF

    2,146,681  
  1,903,497    

Hartford Schroders International Multi-Cap Value Fund, Class F

    19,567,948  
  2,121,367    

The Hartford International Opportunities Fund, Class F

    35,681,396  
  583,147    

The Hartford International Small Company Fund, Class F

    9,738,559  
   

 

 

 
 

Total International/Global Equity Funds
(cost $61,282,354)

    67,134,584  
   

 

 

 
      Multi-Strategy Funds - 5.2%  
  2,221,761    

The Hartford Global All-Asset Fund, Class F

    23,683,976  
   

 

 

 
 

Total Multi-Strategy Funds
(cost $24,470,986)

    23,683,976  
   

 

 

 
      Taxable Fixed Income Funds - 31.4%  
  1,318,357    

Hartford Schroders Emerging Markets Multi-Sector Bond Fund, Class F

    12,537,577  
  891,658    

The Hartford Inflation Plus Fund, Class F

    9,433,738  
  4,323,549    

The Hartford Quality Bond Fund, Class F

    42,024,899  
  972,918    

The Hartford Short Duration Fund, Class F

    9,495,683  
  2,233,278    

The Hartford Strategic Income Fund, Class F

    19,362,520  
  1,849,191    

The Hartford Total Return Bond Fund, Class F

    18,639,847  
  2,861,809    

The Hartford World Bond Fund, Class F

    30,335,175  
   

 

 

 
 

Total Taxable Fixed Income Funds
(cost $144,163,216)

    141,829,439  
   

 

 

 
 

Total Affiliated Investment Companies
(cost $436,524,324)

  $ 451,144,812  
   

 

 

 
 

Total Long-Term Investments
(cost $436,524,324)

  $ 451,144,812  
   

 

 

 

Shares or Principal Amount

   Market  Value  
SHORT-TERM INVESTMENTS - 0.3%  
      Other Investment Pools & Funds - 0.3%  
  1,421,344    

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class,
1.60%(1)

   $ 1,421,344  
    

 

 

 
 

Total Short-Term Investments
(cost $1,421,344)

   $ 1,421,344  
    

 

 

 
   

Total Investments
(cost $437,945,668)

    100.0    $ 452,566,156  
   

Other Assets and Liabilities

    0.0      (141,684
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 452,424,472  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  110  

 


Hartford Moderate Allocation Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

 

     For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

(1)  Current yield as of period end.

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:

ETF

   Exchange-Traded Fund

 

The accompanying notes are an integral part of these financial statements.

 

 

  111  

 


Hartford Moderate Allocation Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

     Total      Level 1(1)      Level 2(1)      Level 3(1)  

Assets

 

Affiliated Investment Companies

   $ 451,144,812      $ 451,144,812      $      $  

Short-Term Investments

     1,421,344        1,421,344                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     452,566,156      $     452,566,156      $     —      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, there were no transfers between any levels.

 

The accompanying notes are an integral part of these financial statements.

 

 

  112  

 


Hartford Multi-Asset Income Fund

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 1.7%  
            Asset-Backed-Finance & Insurance - 0.0%  
  $       33,869    

Long Beach Mortgage Loan Trust
1 mo. USD LIBOR + 0.170%,
2.07%, 12/25/2036(1)

  $ 17,451  
     

 

 

 
            Asset-Backed-Home Equity - 0.4%  
    120,403    

GSAA Home Equity Trust
1 mo. USD LIBOR + 0.090%,
1.99%, 12/25/2036(1)

    59,827  
    363,841    

Renaissance Home Equity Loan Trust
5.91%, 04/25/2037

    189,517  
    40,000    

Soundview Home Loan Trust
1 mo. USD LIBOR + 0.250%,
2.15%, 11/25/2036(1)

    35,919  
     

 

 

 
        285,263  
     

 

 

 
            Commercial Mortgage-Backed Securities - 0.3%  
    50,000    

Citigroup Commercial Mortgage Trust
4.56%, 03/10/2047(2)(3)

    37,668  
    175,000    

Commercial Mortgage Trust
4.73%, 10/15/2045(2)(3)

    29,542  
    140,000    

JP Morgan Chase Commercial Mortgage Securities Trust
2.73%, 10/15/2045(2)(3)

    63,791  
    15,000    

Wells Fargo Commercial Mortgage Trust
4.24%, 05/15/2048(3)

    12,965  
    115,599    

WF-RBS Commercial Mortgage Trust
3.02%, 11/15/2047(2)

    67,126  
     

 

 

 
        211,092  
     

 

 

 
            Whole Loan Collateral CMO - 1.0%  
   

Alternative Loan Trust

 

    46,490    

1 mo. USD LIBOR + 0.450%, 2.35%, 04/25/2035(1)

    42,967  
    56,452    

12 mo. USD MTA + 1.350%, 2.73%, 08/25/2035(1)

    49,484  
    54,024    

Bear Stearns Alt-A Trust
1 mo. USD LIBOR + 0.320%, 2.22%, 08/25/2036(1)

    55,711  
    18,546    

CHL Mortgage Pass-Through Trust
3.40%, 03/20/2036(3)

    16,985  
    57,774    

Countrywide Alternative Loan Trust
1 mo. USD LIBOR + 0.140%, 2.04%, 04/25/2047(1)

    50,384  
   

Fannie Mae Connecticut Avenue Securities

 

    162,000    

1 mo. USD LIBOR + 2.200%, 4.10%, 01/25/2030(1)

    164,744  
    40,000    

1 mo. USD LIBOR + 3.550%, 5.45%, 07/25/2029(1)

    43,737  
    80,143    

1 mo. USD LIBOR + 4.350%, 6.25%, 05/25/2029(1)

    89,492  
    105,340    

Nomura Asset Acceptance Corp. Alternative Loan Trust
4.93%, 06/25/2036(3)

    94,626  
    70,953    

Residential Accredit Loans, Inc.
1 mo. USD LIBOR + 0.250%,
2.15%, 08/25/2037(1)

    68,779  
    43,877    

Residential Asset Securitization Trust
5.50%, 06/25/2035

    40,014  
Shares or Principal Amount   Market Value  
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 1.7% - (continued)  
            Whole Loan Collateral CMO - 1.0% - (continued)  
  $       22,553    

Wells Fargo Mortgage Backed Securities Trust
3.77%, 03/25/2036(3)

  $ 22,279  
     

 

 

 
        739,202  
     

 

 

 
   

Total Asset & Commercial Mortgage Backed Securities
(cost $1,398,658)

  $ 1,253,008  
     

 

 

 
     
CORPORATE BONDS - 20.7%  
            Aerospace/Defense - 0.5%  
  $       10,000    

DAE Funding LLC
5.00%, 08/01/2024(2)

  $ 9,638  
    200,000    

Harris Corp.
2.70%, 04/27/2020

    198,325  
   

Lockheed Martin Corp.

 

    100,000    

3.35%, 09/15/2021

    100,567  
    50,000    

3.80%, 03/01/2045

    46,067  
     

 

 

 
        354,597  
     

 

 

 
      Agriculture - 0.5%  
 

Nutrien Ltd.

 

    50,000    

3.38%, 03/15/2025

    47,596  
    55,000    

4.13%, 03/15/2035

    52,593  
 

Reynolds American, Inc.

 

    50,000    

4.85%, 09/15/2023

    52,339  
    175,000    

6.88%, 05/01/2020

    186,996  
     

 

 

 
    339,524  
     

 

 

 
      Apparel - 0.1%  
    75,000    

NIKE, Inc.
2.38%, 11/01/2026

    68,526  
     

 

 

 
      Auto Manufacturers - 0.3%  
  CAD       100,000    

Ford Credit Canada Co.
3.70%, 08/02/2018

    78,241  
  $       10,000    

General Motors Co.
6.60%, 04/01/2036

    11,203  
 

General Motors Financial Co., Inc.

 

    30,000    

3 mo. USD LIBOR + 1.270%, 3.58%, 10/04/2019(1)

    30,371  
    75,000    

4.00%, 10/06/2026

    71,759  
  CAD       75,000    

VW Credit Canada, Inc.
2.80%, 08/20/2018

    58,580  
     

 

 

 
    250,154  
     

 

 

 
      Auto Parts & Equipment - 0.1%  
  $       75,000    

Delphi Corp.
4.15%, 03/15/2024

    76,029  
     

 

 

 
      Beverages - 0.7%  
    25,000    

Anheuser-Busch InBev Finance, Inc.
2.63%, 01/17/2023

    24,132  
    75,000    

Anheuser-Busch InBev Worldwide, Inc.
3.75%, 07/15/2042

    66,865  
    175,000    

Coca-Cola Femsa S.A.B. de C.V.
4.63%, 02/15/2020

    179,502  
    100,000    

Constellation Brands, Inc.
2.65%, 11/07/2022

    95,795  
 

Molson Coors Brewing Co.

 

    100,000    

3.00%, 07/15/2026

    91,561  
    50,000    

4.20%, 07/15/2046

    45,461  
     

 

 

 
    503,316  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  113  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 20.7% - (continued)  
      Biotechnology - 0.4%  
  $       75,000    

Celgene Corp.
3.25%, 08/15/2022

  $ 73,759  
    200,000    

Gilead Sciences, Inc.
2.55%, 09/01/2020

    198,483  
     

 

 

 
    272,242  
     

 

 

 
      Chemicals - 0.1%  
    30,000    

Chemours Co.
6.63%, 05/15/2023

    31,538  
    20,000    

Eastman Chemical Co.
4.65%, 10/15/2044

    20,221  
    10,000    

Methanex Corp.
5.65%, 12/01/2044

    9,801  
     

 

 

 
    61,560  
     

 

 

 
      Coal - 0.1%  
    10,000    

Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp.
12.00%, 11/01/2021

    10,075  
    25,000    

Foresight Energy LLC / Foresight Energy Finance Corp.
11.50%, 04/01/2023(2)

    21,125  
    30,000    

Peabody Energy Corp.
6.38%, 03/31/2025(2)

    31,275  
    15,000    

Warrior Met Coal, Inc.
8.00%, 11/01/2024(2)

    15,310  
     

 

 

 
    77,785  
     

 

 

 
      Commercial Banks - 6.6%  
    250,000    

Australia & New Zealand Banking Group Ltd.
2.13%, 08/19/2020

    244,281  
 

Banco Bilbao Vizcaya Argentaria S.A.

 

    200,000    

5 year USD Swap + 3.870%, 6.13%, 11/16/2027(1)(4)

    193,310  
  EUR       200,000    

5 year EUR Swap + 6.155%, 7.00%, 02/19/2019(1)(4)(5)

    251,132  
    200,000    

Banco de Sabadell S.A.
5 year EUR Swap + 6.414%, 6.50%, 05/18/2022(1)(4)(5)

    256,838  
   

Bank of America Corp.

 

  $       25,000    

3.25%, 10/21/2027

    23,282  
    100,000    

4.00%, 01/22/2025

    98,840  
    75,000    

4.75%, 04/21/2045

    76,396  
    200,000    

Bank of Montreal
2.10%, 06/15/2020

    195,917  
   

Capital One Financial Corp.

 

    50,000    

2.45%, 04/24/2019

    49,851  
    55,000    

3.20%, 02/05/2025

    51,936  
    250,000    

Citizens Bank NA
2.25%, 10/30/2020

    243,891  
    200,000    

Credit Agricole S.A.
5 year USD Swap + 6.185%, 8.13%, 12/23/2025(1)(2)(4)

    227,250  
    200,000    

Credit Suisse Group AG
5 year USD Swap + 3.455%, 6.25%, 12/18/2024(1)(4)(5)

    204,807  
    50,000    

Deutsche Bank AG
3.70%, 05/30/2024

    47,664  
    200,000    

Fifth Third Bancorp
2.88%, 07/27/2020

    199,162  
    15,000    

Freedom Mortgage Corp.
8.13%, 11/15/2024(2)

    15,000  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 20.7% - (continued)  
      Commercial Banks - 6.6% - (continued)  
 

Goldman Sachs Group, Inc.

 

  $       75,000    

3 mo. USD LIBOR + 0.800%, 2.89%, 12/13/2019(1)

  $ 75,573  
    100,000    

3.50%, 01/23/2025

    96,641  
    100,000    

3.50%, 11/16/2026

    94,706  
  EUR       60,000    

6.38%, 05/02/2018(5)

    72,456  
  $       200,000    

HSBC Holdings plc
5 year USD ICE Swap + 3.746%, 6.00%, 05/22/2027(1)(4)

    197,540  
    200,000    

Intesa Sanpaolo S.p.A.
5 year USD Swap + 5.462%, 7.70%, 09/17/2025(1)(2)(4)

    211,500  
 

JP Morgan Chase & Co.

 

    50,000    

2.95%, 10/01/2026

    46,277  
    100,000    

6.30%, 04/23/2019

    103,526  
 

Morgan Stanley

 

    75,000    

3.51%, 01/27/2020(3)

    76,035  
    150,000    

3.95%, 04/23/2027

    144,138  
  EUR       80,000    

Novo Banco S.A
3.50%, 03/18/2043(5)

    83,349  
    60,000    

Novo Banco S.A.
3.50%, 02/19/2043(5)

    62,583  
  $       250,000    

PNC Bank NA
2.60%, 07/21/2020

    247,368  
    200,000    

Santander UK plc
2.13%, 11/03/2020

    194,678  
    200,000    

Societe Generale S.A.
5 year USD Swap + 6.394%, 8.25%, 11/29/2018(1)(4)(5)

    205,250  
 

UBS Group AG

 

    200,000    

5 year USD ICE Swap + 5.497%, 6.88%, 03/22/2021(1)(4)(5)

    210,000  
    200,000    

5 year USD Swap + 4.866%, 7.00%, 02/19/2025(1)(4)(5)

    213,975  
    20,000    

Wells Fargo & Co.
4.75%, 12/07/2046

    19,734  
     

 

 

 
    4,734,886  
     

 

 

 
      Commercial Services - 0.3%  
    14,000    

ACE Cash Express, Inc.
12.00%, 12/15/2022(2)

    15,540  
 

APX Group, Inc.

 

    20,000    

7.63%, 09/01/2023

    18,750  
    25,000    

7.88%, 12/01/2022

    25,188  
   

Avis Budget Car Rental LLC / Avis Budget Finance, Inc.

 

    15,000    

5.25%, 03/15/2025(2)

    14,400  
    15,000    

5.50%, 04/01/2023

    14,850  
    25,000    

Brand Industrial Services, Inc.
8.50%, 07/15/2025(2)

    25,812  
    55,000    

Garda World Security Corp.
8.75%, 05/15/2025(2)

    57,458  
   

Herc Rentals, Inc.

 

    10,000    

7.50%, 06/01/2022(2)

    10,600  
    10,000    

7.75%, 06/01/2024(2)

    10,795  
     

 

 

 
        193,393  
     

 

 

 
            Construction Materials - 0.1%  
    35,000    

Standard Industries, Inc.
5.38%, 11/15/2024(2)

    35,459  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  114  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 20.7% - (continued)  
            Diversified Financial Services - 1.4%  
  $       175,000    

AerCap Ireland Capital DAC / AerCap Global Aviation Trust
4.63%, 10/30/2020

  $ 179,503  
    175,000    

Ameriprise Financial, Inc.
5.30%, 03/15/2020

    181,720  
    75,000    

Discover Financial Services
3.75%, 03/04/2025

    72,438  
    5,000    

FBM Finance, Inc.
8.25%, 08/15/2021(2)

    5,263  
    15,000    

goeasy Ltd.
7.88%, 11/01/2022(2)

    15,900  
    25,000    

Nationstar Mortgage LLC / Nationstar Capital Corp.
7.88%, 10/01/2020

    25,406  
   

Navient Corp.

 

    15,000    

5.50%, 01/25/2023

    14,770  
    20,000    

5.88%, 10/25/2024

    19,600  
    20,000    

6.13%, 03/25/2024

    20,025  
    15,000    

7.25%, 09/25/2023

    15,675  
   

Springleaf Finance Corp.

 

    5,000    

5.25%, 12/15/2019

    5,062  
    5,000    

6.13%, 05/15/2022

    5,119  
    5,000    

6.88%, 03/15/2025

    5,050  
    10,000    

7.75%, 10/01/2021

    10,887  
    10,000    

8.25%, 12/15/2020

    11,028  
    200,000    

Synchrony Financial
2.70%, 02/03/2020

    197,516  
    25,000    

Tempo Acquisition LLC / Tempo Acquisition Finance Corp.
6.75%, 06/01/2025(2)

    24,750  
    200,000    

Turkiye Sinai Kalkinma Bankasi AS
5.50%, 01/16/2023(5)

    192,259  
     

 

 

 
        1,001,971  
     

 

 

 
            Electric - 0.7%  
    25,000    

AES Corp.
5.13%, 09/01/2027

    25,375  
    50,000    

Dominion Energy, Inc.
2.85%, 08/15/2026

    45,606  
    20,000    

Duke Energy Florida LLC
3.40%, 10/01/2046

    17,887  
    50,000    

Fortis, Inc.
3.06%, 10/04/2026

    45,861  
    50,000    

ITC Holdings Corp.
3.25%, 06/30/2026

    47,219  
    150,000    

Pampa Energia S.A.
7.50%, 01/24/2027(5)

    152,625  
    80,000    

SCANA Corp.
4.13%, 02/01/2022

    78,837  
    50,000    

Southern Power Co.
5.15%, 09/15/2041

    53,125  
    50,000    

Southwestern Electric Power Co.
2.75%, 10/01/2026

    46,106  
     

 

 

 
    512,641  
     

 

 

 
      Electrical Components & Equipment - 0.0%  
    10,000    

General Cable Corp.
5.75%, 10/01/2022

    10,268  
     

 

 

 
      Electronics - 0.1%  
    50,000    

Keysight Technologies, Inc.
3.30%, 10/30/2019

    49,867  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 20.7% - (continued)  
      Engineering & Construction - 0.1%  
  GBP       50,000    

Heathrow Funding Ltd.
6.25%, 09/10/2018(5)

  $ 70,040  
     

 

 

 
      Entertainment - 0.1%  
  $       10,000    

Caesars Resort Collection LLC / CRC Finco, Inc.
5.25%, 10/15/2025(2)

    9,550  
    15,000    

Eldorado Resorts, Inc.
6.00%, 04/01/2025

    14,869  
    15,000    

Jacobs Entertainment, Inc.
7.88%, 02/01/2024(2)

    15,619  
    15,000    

Penn National Gaming, Inc.
5.63%, 01/15/2027(2)

    14,362  
    15,000    

Pinnacle Entertainment, Inc.
5.63%, 05/01/2024

    15,675  
    20,000    

Scientific Games International, Inc.
6.63%, 05/15/2021

    20,400  
     

 

 

 
    90,475  
     

 

 

 
      Environmental Control - 0.0%  
    5,000    

Clean Harbors, Inc.
5.13%, 06/01/2021

    5,031  
    5,000    

Tervita Escrow Corp.
7.63%, 12/01/2021(2)

    5,100  
     

 

 

 
    10,131  
     

 

 

 
      Food - 0.4%  
    200,000    

Marb BondCo plc
6.88%, 01/19/2025(2)

    188,000  
 

Post Holdings, Inc.

 

    10,000    

5.00%, 08/15/2026(2)

    9,375  
    15,000    

5.63%, 01/15/2028(2)

    14,325  
    20,000    

5.75%, 03/01/2027(2)

    19,581  
 

TreeHouse Foods, Inc.

 

    15,000    

4.88%, 03/15/2022

    14,887  
    5,000    

6.00%, 02/15/2024(2)

    4,975  
     

 

 

 
    251,143  
     

 

 

 
      Healthcare-Products - 0.2%  
    50,000    

Abbott Laboratories
2.95%, 03/15/2025

    47,465  
    25,000    

Sotera Health Holdings LLC
6.50%, 05/15/2023(2)

    25,000  
    50,000    

Thermo Fisher Scientific, Inc.
2.95%, 09/19/2026

    46,309  
     

 

 

 
    118,774  
     

 

 

 
      Healthcare-Services - 0.1%  
    5,000    

Charles River Laboratories International, Inc.
5.50%, 04/01/2026(2)

    5,086  
    15,000    

HCA Healthcare, Inc.
6.25%, 02/15/2021

    15,769  
 

HCA, Inc.

 

    20,000    

5.38%, 02/01/2025

    19,900  
    5,000    

6.50%, 02/15/2020

    5,225  
    15,000    

7.50%, 11/15/2095

    14,887  
    5,000    

MPH Acquisition Holdings LLC
7.13%, 06/01/2024(2)

    5,100  
    20,000    

West Street Merger Sub, Inc.
6.38%, 09/01/2025(2)

    19,650  
     

 

 

 
    85,617  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  115  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 20.7% - (continued)  
            Home Builders - 0.1%  
  $       15,000    

AV Homes, Inc.
6.63%, 05/15/2022

  $ 15,356  
   

Beazer Homes USA, Inc.

 

    5,000    

6.75%, 03/15/2025

    4,913  
    5,000    

8.75%, 03/15/2022

    5,383  
    35,000    

KB Home
7.00%, 12/15/2021

    37,144  
    30,000    

M/I Homes, Inc.
6.75%, 01/15/2021

    30,862  
     

 

 

 
        93,658  
     

 

 

 
            Household Products - 0.0%  
    30,000    

Revlon Consumer Products Corp.
6.25%, 08/01/2024

    18,000  
     

 

 

 
            Insurance - 0.6%  
    200,000    

Aflac, Inc.
2.40%, 03/16/2020

    197,378  
    50,000    

American International Group, Inc.
4.13%, 02/15/2024

    50,349  
    75,000    

CNA Financial Corp.
3.95%, 05/15/2024

    74,961  
 

Genworth Holdings, Inc.

 

    15,000    

4.90%, 08/15/2023

    11,925  
    5,000    

7.20%, 02/15/2021

    4,713  
    5,000    

MGIC Investment Corp.
5.75%, 08/15/2023

    5,112  
    5,000    

Radian Group, Inc.
4.50%, 10/01/2024

    4,775  
    25,000    

USIS Merger Sub, Inc.
6.88%, 05/01/2025(2)

    25,000  
    50,000    

XLIT Ltd.
4.45%, 03/31/2025

    49,806  
     

 

 

 
        424,019  
     

 

 

 
            Internet - 0.1%  
    5,000    

Netflix, Inc.
5.88%, 02/15/2025

    5,136  
 

Zayo Group LLC / Zayo Capital, Inc.

 

    20,000    

6.00%, 04/01/2023

    20,600  
    20,000    

6.38%, 05/15/2025

    20,704  
     

 

 

 
        46,440  
     

 

 

 
            Iron/Steel - 0.1%  
    20,000    

AK Steel Corp.
7.00%, 03/15/2027

    19,400  
    30,000    

Nucor Corp.
4.00%, 08/01/2023

    30,631  
    5,000    

Signode Industrial Group Lux S.A. / Signode Industrial Group U.S., Inc.
6.38%, 05/01/2022(2)

    5,160  
 

Steel Dynamics, Inc.

 

    5,000    

4.13%, 09/15/2025

    4,772  
    10,000    

5.13%, 10/01/2021

    10,178  
     

 

 

 
        70,141  
     

 

 

 
            IT Services - 0.0%  
    20,000    

Conduent Finance, Inc. / Conduent Business Services LLC
10.50%, 12/15/2024(2)

    23,640  
     

 

 

 
            Leisure Time - 0.2%  
  EUR       100,000    

Cirsa Funding Luxembourg S.A.
5.88%, 05/15/2023(5)

    124,409  
     

 

 

 
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 20.7% - (continued)  
      Lodging - 0.1%  
  $       5,000    

Boyd Gaming Corp.
6.38%, 04/01/2026

  $ 5,235  
    10,000    

Caesars Entertainment Corp.
5.00%, 10/01/2024

    17,538  
    30,000    

FelCor Lodging L.P.
6.00%, 06/01/2025

    30,675  
    20,000    

Jack Ohio Finance LLC / Jack Ohio Finance Corp.
6.75%, 11/15/2021(2)

    20,650  
    15,000    

Station Casinos LLC
5.00%, 10/01/2025(2)

    14,363  
    15,000    

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.
5.88%, 05/15/2025(2)

    14,381  
     

 

 

 
    102,842  
     

 

 

 
      Machinery - Construction & Mining - 0.0%  
    25,000    

BlueLine Rental Finance Corp. / BlueLine Rental LLC
9.25%, 03/15/2024(2)

    26,586  
     

 

 

 
      Machinery-Diversified - 0.1%  
    25,000    

Cloud Crane LLC
10.13%, 08/01/2024(2)

    27,188  
  CAD       100,000    

John Deere Canada Funding, Inc.
2.65%, 07/16/2018

    78,051  
     

 

 

 
        105,239  
     

 

 

 
            Media - 0.9%      
  $       50,000    

CBS Corp.
3.50%, 01/15/2025

    48,093  
 

CCO Holdings LLC / CCO Holdings Capital Corp.

 

    20,000    

5.13%, 02/15/2023

    20,090  
    5,000    

5.13%, 05/01/2023(2)

    5,024  
    5,000    

5.25%, 09/30/2022

    5,078  
    10,000    

5.75%, 02/15/2026(2)

    9,925  
    45,000    

Cequel Communications Holdings I LLC / Cequel Capital Corp.
5.13%, 12/15/2021(2)

    44,492  
    75,000    

Charter Communications Operating LLC / Charter Communications Operating Capital
3.58%, 07/23/2020

    75,216  
 

Cox Communications, Inc.

 

    30,000    

3.35%, 09/15/2026(2)

    28,147  
    50,000    

4.50%, 06/30/2043(2)

    44,235  
    20,000    

CSC Holdings LLC
5.25%, 06/01/2024

    18,737  
 

DISH DBS Corp.

 

    40,000    

6.75%, 06/01/2021

    39,800  
    15,000    

7.88%, 09/01/2019

    15,544  
    15,000    

Gray Television, Inc.
5.13%, 10/15/2024(2)

    14,306  
    20,000    

Liberty Interactive LLC
8.25%, 02/01/2030

    21,500  
    5,000    

Sinclair Television Group, Inc.
5.13%, 02/15/2027(2)

    4,638  
 

TEGNA, Inc.

 

    5,000    

4.88%, 09/15/2021(2)

    5,063  
    20,000    

6.38%, 10/15/2023

    20,650  
 

Time Warner Cable LLC

 

    50,000    

4.50%, 09/15/2042

    42,378  
    100,000    

5.00%, 02/01/2020

    102,605  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  116  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 20.7% - (continued)  
            Media - 0.9% - (continued)      
  $       20,000    

Tribune Media Co.
5.88%, 07/15/2022

  $ 20,250  
    50,000    

Viacom, Inc.
3.45%, 10/04/2026

    46,641  
    5,000    

WMG Acquisition Corp.
5.50%, 04/15/2026(2)

    5,025  
     

 

 

 
    637,437  
     

 

 

 
            Metal Fabricate/Hardware - 0.0%  
    5,000    

Novelis Corp.
5.88%, 09/30/2026(2)

    4,962  
    5,000    

TriMas Corp.
4.88%, 10/15/2025(2)

    4,813  
     

 

 

 
        9,775  
     

 

 

 
            Mining - 0.0%  
    5,000    

Kaiser Aluminum Corp.
5.88%, 05/15/2024

    5,150  
    5,000    

New Gold, Inc.
6.38%, 05/15/2025(2)

    5,094  
     

 

 

 
        10,244  
     

 

 

 
            Miscellaneous Manufacturing - 0.1%  
    15,000    

Bombardier, Inc.
6.13%, 01/15/2023(2)

    15,094  
    55,000    

Carlisle Cos., Inc.
3.75%, 11/15/2022

    54,912  
     

 

 

 
        70,006  
     

 

 

 
            Office/Business Equipment - 0.0%  
    10,000    

CDW LLC / CDW Finance Corp.
5.50%, 12/01/2024

    10,356  
     

 

 

 
            Oil & Gas - 1.3%  
    10,000    

Anadarko Petroleum Corp.
4.50%, 07/15/2044

    9,459  
    30,000    

Blue Racer Midstream LLC / Blue Racer Finance Corp.
6.13%, 11/15/2022(2)

    30,750  
    20,000    

California Resources Corp.
8.00%, 12/15/2022(2)

    17,200  
    50,000    

Cimarex Energy Co.
3.90%, 05/15/2027

    48,567  
   

Continental Resources, Inc.

 

    5,000    

4.38%, 01/15/2028(2)

    4,916  
    40,000    

4.90%, 06/01/2044

    39,200  
    5,000    

5.00%, 09/15/2022

    5,081  
    20,000    

Denbury Resources, Inc.
9.00%, 05/15/2021(2)

    20,900  
    5,000    

Energen Corp.
4.63%, 09/01/2021

    4,950  
    5,000    

Ensco plc
5.75%, 10/01/2044

    3,475  
    50,000    

Exxon Mobil Corp.
2.71%, 03/06/2025

    47,836  
    5,000    

Jagged Peak Energy LLC
5.88%, 05/01/2026(2)(6)

    5,019  
   

Laredo Petroleum, Inc.

 

    5,000    

5.63%, 01/15/2022

    5,050  
    5,000    

6.25%, 03/15/2023

    5,075  
    75,000    

Marathon Oil Corp.
2.70%, 06/01/2020

    73,894  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 20.7% - (continued)  
            Oil & Gas - 1.3% - (continued)  
  $       10,000    

MEG Energy Corp.
7.00%, 03/31/2024(2)

  $ 8,975  
   

Petrobras Global Finance B.V.

 

    100,000    

4.38%, 05/20/2023

    97,500  
    5,000    

5.63%, 05/20/2043

    4,174  
    85,000    

5.75%, 02/01/2029

    80,665  
    11,000    

6.00%, 01/27/2028(2)

    10,723  
    25,000    

6.00%, 01/27/2028(5)

    24,371  
    10,000    

7.38%, 01/17/2027

    10,725  
   

Petroleos Mexicanos

 

    30,000    

6.35%, 02/12/2048(2)

    27,510  
    30,000    

6.75%, 09/21/2047

    28,962  
    55,000    

Pioneer Natural Resources Co.
3.95%, 07/15/2022

    55,801  
    15,000    

QEP Resources, Inc.
5.25%, 05/01/2023

    14,625  
 

Rowan Cos., Inc.

 

    80,000    

4.88%, 06/01/2022

    74,000  
    10,000    

5.85%, 01/15/2044

    7,400  
    20,000    

Shell International Finance B.V.
3.75%, 09/12/2046

    18,924  
 

SM Energy Co.

 

    10,000    

5.00%, 01/15/2024

    9,525  
    5,000    

6.75%, 09/15/2026

    5,088  
    5,000    

Sunoco L.P. / Sunoco Finance Corp.
5.88%, 03/15/2028(2)

    4,856  
    10,000    

Transocean, Inc.
6.80%, 03/15/2038

    8,400  
    10,000    

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.
8.75%, 04/15/2023(2)

    9,400  
    20,000    

WPX Energy, Inc.
5.25%, 09/15/2024

    20,150  
   

YPF S.A.

 
    40,000    

7.00%, 12/15/2047(2)

    35,668  
    20,000    

8.50%, 07/28/2025(5)

    21,840  
     

 

 

 
    900,654  
     

 

 

 
            Oil & Gas Services - 0.0%  
   

Weatherford International Ltd.

 
    5,000    

5.95%, 04/15/2042

    3,625  
    5,000    

6.50%, 08/01/2036

    3,800  
     

 

 

 
    7,425  
     

 

 

 
            Packaging & Containers - 0.5%  
  EUR       100,000    

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.
6.75%, 05/15/2024(2)

    131,590  
  $       30,000    

Berry Global, Inc.
6.00%, 10/15/2022

    31,237  
    30,000    

Crown Americas LLC / Crown Americas Capital Corp.
4.75%, 02/01/2026(2)

    28,950  
    10,000    

Flex Acquisition Co., Inc.
6.88%, 01/15/2025(2)

    10,050  
    15,000    

Multi-Color Corp.
4.88%, 11/01/2025(2)

    13,987  
    10,000    

Owens-Brockway Glass Container, Inc.
6.38%, 08/15/2025(2)

    10,475  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  117  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 20.7% - (continued)  
            Packaging & Containers - 0.5% - (continued)  
   

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu

 
  $       15,000    

5.13%, 07/15/2023(2)

  $ 15,094  
    15,000    

7.00%, 07/15/2024(2)

    15,619  
    105,000    

WestRock MWV LLC
7.38%, 09/01/2019

    110,717  
     

 

 

 
    367,719  
     

 

 

 
            Pharmaceuticals - 0.6%  
    100,000    

Allergan Funding SCS
4.55%, 03/15/2035

    94,172  
    50,000    

Allergan, Inc.
2.80%, 03/15/2023

    47,072  
    75,000    

Cardinal Health, Inc.
3.20%, 03/15/2023

    73,284  
    5,000    

Catalent Pharma Solutions, Inc.
4.88%, 01/15/2026(2)

    4,869  
    65,000    

Endo Finance LLC / Endo Finco, Inc.
5.38%, 01/15/2023(2)

    47,044  
    75,000    

McKesson Corp.
3.80%, 03/15/2024

    74,471  
    20,000    

Teva Pharmaceutical Finance IV LLC
2.25%, 03/18/2020

    19,101  
   

Valeant Pharmaceuticals International, Inc.

 
    70,000    

5.88%, 05/15/2023(2)

    64,312  
    10,000    

6.13%, 04/15/2025(2)

    9,020  
    5,000    

7.00%, 03/15/2024(2)

    5,275  
     

 

 

 
    438,620  
     

 

 

 
            Pipelines - 0.4%  
   

Energy Transfer Equity L.P.

 

    5,000    

5.50%, 06/01/2027

    5,000  
    20,000    

7.50%, 10/15/2020

    21,425  
    50,000    

Energy Transfer Partners L.P.
5.20%, 02/01/2022

    51,957  
    175,000    

Kinder Morgan Energy Partners L.P.
6.85%, 02/15/2020

    185,528  
    50,000    

Kinder Morgan, Inc.
5.05%, 02/15/2046

    47,989  
     

 

 

 
        311,899  
     

 

 

 
            Real Estate Investment Trusts - 0.4%  
    100,000    

American Tower Corp.
3.40%, 02/15/2019

    100,415  
    100,000    

Brixmor Operating Partnership L.P.
3.85%, 02/01/2025

    97,017  
    100,000    

Crown Castle International Corp.
3.65%, 09/01/2027

    93,737  
    5,000    

HCP, Inc.
5.38%, 02/01/2021

    5,223  
     

 

 

 
        296,392  
     

 

 

 
            Retail - 0.3%  
   

1011778 BC ULC / New Red Finance, Inc.

 

    5,000    

4.25%, 05/15/2024(2)

    4,756  
    25,000    

5.00%, 10/15/2025(2)

    24,055  
    25,000    

CEC Entertainment, Inc.
8.00%, 02/15/2022

    19,500  
    50,000    

CVS Health Corp.
5.13%, 07/20/2045

    51,933  
Shares or Principal Amount   Market Value  
CORPORATE BONDS - 20.7% - (continued)  
            Retail - 0.3% - (continued)  
  $       20,000    

Ferrellgas L.P. / Ferrellgas Finance Corp.
6.75%, 01/15/2022

  $ 18,850  
    15,000    

Lithia Motors, Inc.
5.25%, 08/01/2025(2)

    14,850  
    25,000    

Party City Holdings, Inc.
6.13%, 08/15/2023(2)

    25,312  
    20,000    

Staples, Inc.
8.50%, 09/15/2025(2)

    18,700  
    25,000    

United Rentals North America, Inc.
4.88%, 01/15/2028

    23,688  
     

 

 

 
        201,644  
     

 

 

 
            Semiconductors - 0.4%  
    5,000    

Entegris, Inc.
4.63%, 02/10/2026(2)

    4,825  
    18,000    

Micron Technology, Inc.
5.50%, 02/01/2025

    18,720  
    15,000    

Sensata Technologies B.V.
5.00%, 10/01/2025(2)

    14,962  
    200,000    

STATS ChipPAC Pte Ltd.
8.50%, 11/24/2020(5)

    211,760  
     

 

 

 
        250,267  
     

 

 

 
            Software - 0.4%  
    10,000    

Camelot Finance S.A.
7.88%, 10/15/2024(2)

    10,425  
   

Fidelity National Information Services, Inc.

 

    50,000    

3.00%, 08/15/2026

    45,897  
    14,000    

3.50%, 04/15/2023

    13,882  
   

First Data Corp.

 

    5,000    

5.38%, 08/15/2023(2)

    5,099  
    40,000    

7.00%, 12/01/2023(2)

    41,855  
    40,000    

Infor U.S., Inc.
6.50%, 05/15/2022

    40,600  
   

Microsoft Corp.

 

    75,000    

2.40%, 08/08/2026

    69,035  
    30,000    

4.25%, 02/06/2047

    31,481  
    10,000    

Workday, Inc.
0.25%, 10/01/2022(2)

    10,790  
     

 

 

 
        269,064  
     

 

 

 
      Telecommunications - 0.9%  
 

AT&T, Inc.

 

    75,000    

3 mo. USD LIBOR + 0.650%, 3.00%, 01/15/2020(1)

    75,463  
    50,000    

4.35%, 06/15/2045

    44,007  
    10,000    

CenturyLink, Inc.
5.63%, 04/01/2025

    9,200  
    200,000    

IHS Netherlands Holdco B.V.
9.50%, 10/27/2021(5)

    206,512  
    200,000    

Juniper Networks, Inc.
3.30%, 06/15/2020

    199,456  
    15,000    

Level 3 Financing, Inc.
5.38%, 08/15/2022

    15,075  
    5,000    

Nokia Oyj
3.38%, 06/12/2022

    4,827  
    5,000    

Sprint Capital Corp.
6.88%, 11/15/2028

    5,100  
    7,000    

Sprint Communications, Inc.
9.00%, 11/15/2018(2)

    7,197  
 

Sprint Corp.

 

    20,000    

7.13%, 06/15/2024

    20,725  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  118  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CORPORATE BONDS - 20.7% - (continued)  
      Telecommunications - 0.9% - (continued)  
  $       15,000    

7.25%, 09/15/2021

  $ 15,919  
    5,000    

7.63%, 02/15/2025

    5,262  
    15,000    

7.88%, 09/15/2023

    16,087  
    50,000    

Verizon Communications, Inc.
4.13%, 08/15/2046

    43,696  
     

 

 

 
        668,526  
     

 

 

 
      Transportation - 0.3%  
    20,000    

FedEx Corp.
4.55%, 04/01/2046

    19,703  
    200,000    

Rumo Luxembourg S.a.r.l.
7.38%, 02/09/2024(5)

    212,300  
     

 

 

 
    232,003  
     

 

 

 
 

Total Corporate Bonds
(cost $14,950,266)

  $ 14,885,403  
     

 

 

 
     
FOREIGN GOVERNMENT OBLIGATIONS - 8.5%  
      Argentina - 0.9%  
   

Argentina Treasury Bill

 

  $       162,346    

2.97%, 06/15/2018(7)

  $ 161,742  
    48,533    

3.03%, 05/24/2018(7)

    48,443  
 

Argentine Republic Government International Bond

 

  EUR       70,000    

2.26%, 12/31/2038(8)

    57,921  
  $       171,300    

2.50%, 12/31/2038(8)

    111,773  
    105,000    

6.88%, 01/26/2027

    104,581  
    150,000    

7.50%, 04/22/2026

    157,200  
     

 

 

 
        641,660  
     

 

 

 
      Azerbaijan - 0.3%  
    200,000    

Republic of Azerbaijan International Bond
4.75%, 03/18/2024(5)

    199,029  
     

 

 

 
      Brazil - 0.2%  
  BRL       39,000    

Brazil Letras do Tesouro Nacional
9.12%, 07/01/2020

    9,529  
 

Brazil Notas do Tesouro Nacional

 

    27,636    

6.00%, 08/15/2050(9)

    8,741  
    319,000    

10.00%, 01/01/2023

    94,591  
  $       40,000    

Brazilian Government International Bond
7.13%, 01/20/2037

    45,600  
     

 

 

 
        158,461  
     

 

 

 
            Canada - 0.1%  
    100,000    

Canadian Imperial Bank of Commerce
3 mo. USD LIBOR + 0.320%,
2.65%, 07/05/2019(1)

    100,138  
     

 

 

 
            Colombia - 0.3%  
    100,000    

Colombia Government International Bond
7.38%, 09/18/2037

    126,750  
   

Colombian TES

 
  COP       36,009,666    

3.30%, 03/17/2027(9)

    12,946  
    272,900,000    

7.50%, 08/26/2026

    104,854  
     

 

 

 
        244,550  
     

 

 

 
            Croatia - 0.3%  
   

Croatia Government International Bond

 
  EUR       100,000    

3.00%, 03/20/2027(5)

    126,496  
  $       100,000    

6.63%, 07/14/2020(5)

    106,600  
     

 

 

 
        233,096  
     

 

 

 
Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 8.5% - (continued)  
            Dominican Republic - 0.1%  
  $       100,000    

Dominican Republic International Bond
5.50%, 01/27/2025(5)

  $ 100,350  
     

 

 

 
            Egypt - 0.3%  
    200,000    

Egypt Government International Bond
6.59%, 02/21/2028(2)

    197,244  
     

 

 

 
            Hungary - 0.3%  
   

Hungary Government International Bond

 
    134,000    

5.38%, 02/21/2023

    143,447  
    30,000    

5.75%, 11/22/2023

    32,730  
     

 

 

 
        176,177  
     

 

 

 
            Indonesia - 0.4%  
   

Indonesia Government International Bond

 
    202,000    

3.85%, 07/18/2027(5)

    194,679  
    100,000    

6.63%, 02/17/2037(5)

    119,197  
     

 

 

 
        313,876  
     

 

 

 
            Japan - 0.1%  
  JPY       10,000,000    

Japan Expressway Hld. & Debt Repayment Agency
1.70%, 07/31/2018

    91,877  
     

 

 

 
            Malaysia - 0.2%  
  MYR       394,000    

Malaysia Government Bond
4.05%, 09/30/2021

    101,242  
     

 

 

 
            Mexico - 0.4%  
  MXN       1,890,400    

Mexican Bonos
7.75%, 05/29/2031

    102,481  
   

Mexico Government International Bond

 
  $       158,000    

4.75%, 03/08/2044

    148,520  
    20,000    

6.05%, 01/11/2040

    21,980  
     

 

 

 
        272,981  
     

 

 

 
            Morocco - 0.2%  
  EUR       100,000    

Morocco Government International Bond
3.50%, 06/19/2024(5)

    133,379  
     

 

 

 
            Oman - 0.5%  
   

Oman Government International Bond

 
  $       200,000    

4.13%, 01/17/2023(2)

    190,220  
    200,000    

5.63%, 01/17/2028(2)

    190,994  
     

 

 

 
        381,214  
     

 

 

 
            Poland - 0.1%  
  PLN       342,000    

Republic of Poland Government Bond
3.25%, 07/25/2025

    99,954  
     

 

 

 
      Qatar - 0.7%  
  $       400,000    

Qatar Government International Bond
3.88%, 04/23/2023(2)

    398,340  
    100,000    

Qatari Diar Finance Co.
5.00%, 07/21/2020(5)

    102,861  
     

 

 

 
    501,201  
     

 

 

 
      Romania - 0.1%  
 

Romanian Government International Bond

 

  EUR       5,000    

2.50%, 02/08/2030(2)

    5,933  
    35,000    

3.88%, 10/29/2035(5)

    44,844  
     

 

 

 
    50,777  
     

 

 

 
      Russia - 0.4%  
 

Russian Federal Bond - OFZ

 

  RUB       5,636,000    

7.10%, 10/16/2024

    90,127  
    1,185,000    

8.50%, 09/17/2031

    20,759  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  119  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
FOREIGN GOVERNMENT OBLIGATIONS - 8.5% - (continued)  
      Russia - 0.4% - (continued)  
  $       200,000    

Russian Foreign Bond - Eurobond
5.25%, 06/23/2047(5)

  $ 193,785  
     

 

 

 
    304,671  
     

 

 

 
      Saudi Arabia - 0.3%  
    200,000    

Saudi Government International Bond
4.00%, 04/17/2025(2)

    197,148  
     

 

 

 
      South Africa - 0.3%  
 

Republic of South Africa Government Bond

 

  ZAR       160,000    

8.00%, 01/31/2030

    12,288  
    1,227,000    

8.25%, 03/31/2032

    94,437  
 

Republic of South Africa Government International Bond

 
  $       125,000    

4.67%, 01/17/2024

    124,403  
  ZAR       200,000    

6.25%, 03/31/2036

    12,293  
     

 

 

 
    243,421  
     

 

 

 
      Spain - 0.2%  
  EUR       125,000    

Spain Government Bond
4.10%, 07/30/2018(2)(5)

    152,600  
     

 

 

 
      Supranational - 0.3%  
  IDR       1,411,100,000    

European Bank for Reconstruction & Development
6.45%, 12/13/2022

    101,102  
 

International Finance Corp.

 

  MXN       1,200,000    

0.00%, 02/22/2038(10)

    13,154  
  INR       6,530,000    

7.80%, 06/03/2019

    98,870  
     

 

 

 
    213,126  
     

 

 

 
      Thailand - 0.2%  
  THB       2,910,000    

Thailand Government Bond
3.85%, 12/12/2025

    101,732  
     

 

 

 
      Turkey - 0.6%  
  TRY       417,922    

Turkey Government Bond
11.00%, 03/02/2022

    96,196  
 

Turkey Government International Bond

 

  $       242,000    

6.88%, 03/17/2036

    248,537  
    65,000    

7.00%, 06/05/2020

    68,640  
     

 

 

 
    413,373  
     

 

 

 
      Ukraine - 0.3%  
    185,000    

Ukraine Government International Bond
7.75%, 09/01/2023(5)

    186,487  
     

 

 

 
      United Arab Emirates - 0.3%  
    200,000    

Abu Dhabi Government International Bond
2.50%, 10/11/2022(5)

    191,212  
     

 

 

 
      Venezuela - 0.1%  
 

Venezuela Government International Bond

 

    70,000    

7.75%, 10/13/2019(5)

    20,650  
    150,000    

9.00%, 05/07/2023(5)

    42,750  
    117,000    

9.25%, 05/07/2028(5)

    33,052  
     

 

 

 
        96,452  
     

 

 

 
   

Total Foreign Government Obligations
(cost $6,289,634)

  $ 6,097,428  
     

 

 

 
     
MUNICIPAL BONDS - 0.7%  
            Education - 0.1%  
   

Chicago, IL, Board of Education

 

  $       45,000    

5.38%, 12/01/2023

  $ 43,859  
Shares or Principal Amount   Market Value  
MUNICIPAL BONDS - 0.7% - (continued)  
            Education - 0.1% - (continued)  
  $       20,000    

6.14%, 12/01/2039

  $ 18,533  
     

 

 

 
        62,392  
     

 

 

 
            General - 0.1%  
    175,000    

Puerto Rico Commonwealth Government Employees Retirement System
6.15%, 07/01/2038

    63,438  
     

 

 

 
            General Obligation - 0.5%  
   

City of Chicago, IL, GO

 

    120,000    

7.05%, 01/01/2029

    127,769  
    85,000    

7.38%, 01/01/2033

    91,342  
    200,000    

Illinois State, GO
5.10%, 06/01/2033

    186,358  
     

 

 

 
        405,469  
     

 

 

 
   

Total Municipal Bonds
(cost $534,275)

  $ 531,299  
     

 

 

 
     
SENIOR FLOATING RATE INTERESTS - 17.1%(11)  
            Advertising - 0.3%  
  $       275,068    

Acosta Holdco, Inc.
1 mo. USD LIBOR + 3.250%,
5.15%, 09/26/2021

  $ 224,312  
     

 

 

 
            Aerospace/Defense - 0.5%  
    104,738    

Circor International, Inc.
1 mo. USD LIBOR + 3.500%,
5.39%, 12/11/2024

    105,065  
    221,631    

TransDigm, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 06/09/2023

    222,513  
     

 

 

 
        327,578  
     

 

 

 
            Auto Manufacturers - 0.1%  
    99,750    

Navistar International Corp.
1 mo. USD LIBOR + 3.500%,
5.40%, 11/06/2024

    100,312  
     

 

 

 
            Biotechnology - 0.1%  
    102,391    

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 05/15/2022

    102,903  
     

 

 

 
            Chemicals - 0.5%  
    160,256    

Chemours Co.
1 mo. USD LIBOR + 1.750%,
3.66%, 04/03/2025

    160,724  
    92,225    

MacDermid, Inc.
1 mo. USD LIBOR + 3.000%,
4.90%, 06/07/2023

    92,825  
    112,999    

Nexeo Solutions LLC
3 mo. USD LIBOR + 3.250%,
5.55%, 06/09/2023

    113,987  
     

 

 

 
        367,536  
     

 

 

 
            Coal - 0.5%  
    354,211    

Ascent Resources - Marcellus LLC
PRIME + 3.250%,
8.00%, 08/04/2020

    195,702  
    166,054    

Foresight Energy LLC
3 mo. USD LIBOR + 5.750%,
8.11%, 03/28/2022

    161,954  
     

 

 

 
        357,656  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  120  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 17.1%(11) - (continued)  
            Commercial Services - 1.0%  
  $       110,577    

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 11/15/2023

  $ 110,992  
    132,638    

Russell Investments US Inst’l Holdco, Inc.
3 mo. USD LIBOR + 3.250%,
5.55%, 06/01/2023

    133,301  
    123,750    

Team Health Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 02/06/2024

    119,728  
    138,950    

Tempo Acquisition LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 05/01/2024

    139,703  
    197,500    

Xerox Business Services LLC
1 mo. USD LIBOR + 3.000%,
4.90%, 12/07/2023

    198,487  
     

 

 

 
        702,211  
     

 

 

 
      Construction Materials - 0.3%  
    205,000    

Pisces Midco, Inc.
0.00%, 04/12/2025(12)

    206,794  
     

 

 

 
      Distribution/Wholesale - 0.2%  
    150,000    

PowerTeam Services LLC
3 mo. USD LIBOR + 3.250%,
0.00%, 02/27/2025(12)

    149,907  
     

 

 

 
      Diversified Financial Services - 0.6%  
    202,950    

EVO Payments International LLC
1 mo. USD LIBOR + 4.000%,
5.90%, 12/22/2023

    205,233  
    104,835    

FinCo I LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 12/27/2022

    105,883  
  EUR       88,194    

Nets Holding A/S
EURIBOR + 3.250%,
3.25%, 02/06/2025

    106,442  
     

 

 

 
        417,558  
     

 

 

 
      Electric - 0.1%  
  $       96,168    

Helix Gen Funding LLC
1 mo. USD LIBOR + 3.750%,
5.65%, 06/02/2024

    96,922  
     

 

 

 
      Electronics - 0.2%  
    133,650    

Oberthur Technologies S.A.
6.05%, 01/10/2024

    133,233  
     

 

 

 
      Energy-Alternate Sources - 0.2%  
    140,000    

BCP Renaissance Parent LLC
3 mo. USD LIBOR + 4.000%,
6.36%, 10/31/2024

    140,591  
     

 

 

 
      Engineering & Construction - 0.3%  
    148,875    

Brand Energy & Infrastructure Services, Inc.
3 mo. USD LIBOR + 4.250%,
6.61%, 06/21/2024

    150,234  
    96,150    

Pike Corp.
1 mo. USD LIBOR + 3.500%,
5.41%, 03/23/2025

    97,311  
     

 

 

 
        247,545  
     

 

 

 
      Food - 0.3%  
    108,626    

Hostess Brands LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/03/2022

    109,413  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 17.1%(11) - (continued)  
      Food - 0.3% - (continued)  
  $       119,100    

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%,
3.90%, 05/24/2024

  $ 119,611  
     

 

 

 
        229,024  
     

 

 

 
      Healthcare-Products - 0.3%  
    99,750    

Avantor, Inc.
1 mo. USD LIBOR + 4.000%,
5.90%, 11/21/2024

    100,801  
    95,312    

INC Research LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 08/01/2024

    95,619  
     

 

 

 
        196,420  
     

 

 

 
      Healthcare-Services - 1.3%  
    99,750    

Air Medical Group Holdings Inc
1 mo. USD LIBOR + 4.250%,
6.15%, 03/14/2025

    100,789  
    154,400    

CDRH Parent, Inc.
3 mo. USD LIBOR + 4.250%,
6.28%, 07/01/2021

    137,899  
    66,788    

Community Health Systems, Inc.
3 mo. USD LIBOR + 3.250%,
5.23%, 01/27/2021

    64,729  
    163,184    

Envision Healthcare Corp.
1 mo. USD LIBOR + 3.000%,
4.91%, 12/01/2023

    163,714  
    113,602    

MPH Acquisition Holdings LLC
3 mo. USD LIBOR + 2.750%,
5.05%, 06/07/2023

    114,155  
    132,709    

Ortho-Clinical Diagnostics S.A.
1 mo. USD LIBOR + 3.750%,
5.27%, 06/30/2021

    133,539  
    215,050    

U.S. Renal Care, Inc.
3 mo. USD LIBOR + 4.250%,
6.55%, 12/31/2022

    213,975  
     

 

 

 
        928,800  
     

 

 

 
      Household Products - 0.1%  
    104,738    

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%,
4.99%, 09/06/2024

    104,542  
     

 

 

 
      Insurance - 1.1%  
    227,461    

Asurion LLC
1 mo. USD LIBOR + 2.750%,
4.65%, 11/03/2023

    229,026  
    145,000    

Hub International Ltd.
0.00%, 04/25/2025(12)

    145,845  
    447,563    

Sedgwick Claims Management Services, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 03/01/2021

    447,414  
     

 

 

 
        822,285  
     

 

 

 
      Internet - 0.2%  
    140,447    

Lands’ End, Inc.
1 mo. USD LIBOR + 3.250%, 5.15%, 04/04/2021

    134,742  
     

 

 

 
      Leisure Time - 0.8%  
    203,522    

Caesars Resort Collection LLC
1 mo. USD LIBOR + 2.750%, 4.65%, 12/22/2024

    205,134  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  121  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 17.1%(11) - (continued)  
      Leisure Time - 0.8% - (continued)  
  $       124,688    

Golden Entertainment, Inc.
1 mo. USD LIBOR + 3.000%,
4.91%, 10/20/2024

  $ 125,623  
    268,787    

SRAM, LLC
2 mo. USD LIBOR + 2.750%,
4.65%, 03/15/2024

    269,628  
     

 

 

 
        600,385  
     

 

 

 
      Lodging - 0.1%  
    105,405    

Boyd Gaming Corp.
1 Week USD LIBOR + 2.500%,
4.24%, 09/15/2023

    105,921  
     

 

 

 
      Machinery-Construction & Mining - 1.0%  
    681,961    

American Rock Salt Co. LLC
1 mo. USD LIBOR + 3.750%,
5.65%, 03/21/2025

    685,801  
     

 

 

 
      Machinery-Diversified - 0.2%  
    139,652    

Gardner Denver, Inc.
3 mo. USD LIBOR + 2.750%,
5.05%, 07/30/2024

    140,404  
     

 

 

 
      Media - 1.3%  
    104,475    

Altice Financing S.A.
3 mo. USD LIBOR + 2.750%,
5.10%, 01/31/2026

    102,995  
    107,198    

CSC Holdings LLC
1 mo. USD LIBOR + 2.250%,
4.15%, 07/17/2025

    106,823  
    5,326    

Mission Broadcasting, Inc.
1 mo. USD LIBOR + 2.500%,
4.39%, 01/17/2024

    5,347  
    41,471    

Nexstar Broadcasting, Inc.
1 mo. USD LIBOR + 2.500%,
4.39%, 01/17/2024

    41,636  
    128,640    

Numericable Group S.A.
3 mo. USD LIBOR + 3.000%,
5.35%, 01/31/2026

    126,610  
    200,000    

PSAV Holdings LLC
3 mo. USD LIBOR + 3.250%,
5.26%, 03/01/2025

    200,188  
    115,000    

Sinclair Television Group, Inc.
0.00%, 12/12/2024(12)

    115,480  
    220,000    

Virgin Media Bristol LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 01/15/2026

    220,939  
     

 

 

 
        920,018  
     

 

 

 
      Miscellaneous Manufacturing - 0.7%  
  EUR       100,000    

CTC AcquiCo GmbH
0.00%, 03/07/2025(12)

    120,637  
  $       99,500    

H.B. Fuller Co.
1 mo. USD LIBOR + 2.000%,
3.90%, 10/20/2024

    99,767  
    256,760    

Wilsonart LLC
3 mo. USD LIBOR + 3.250%,
5.56%, 12/19/2023

    258,182  
     

 

 

 
        478,586  
     

 

 

 
            Oil & Gas - 0.3%  
    115,000    

California Resources Corp.
1 mo. USD LIBOR + 10.375%,
12.27%, 12/31/2021

    129,087  
Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 17.1%(11) - (continued)  
            Oil & Gas - 0.3% - (continued)  
  $       100,000    

Chesapeake Energy Corp.
3 mo. USD LIBOR + 7.500%,
9.44%, 08/23/2021

  $ 105,750  
     

 

 

 
        234,837  
     

 

 

 
            Packaging & Containers - 0.7%  
    163,350    

Flex Acquisition Co., Inc.
3 mo. USD LIBOR + 3.000%,
5.31%, 12/29/2023

    164,140  
    307,431    

Reynolds Group Holdings, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 02/05/2023

    309,352  
     

 

 

 
        473,492  
     

 

 

 
            Pharmaceuticals - 0.3%  
    148,875    

Endo Luxembourg Finance Co. I S.a r.l.
1 mo. USD LIBOR + 4.250%,
6.19%, 04/29/2024

    147,944  
    96,004    

Valeant Pharmaceuticals International, Inc.
1 mo. USD LIBOR + 3.500%,
5.39%, 04/01/2022

    97,025  
     

 

 

 
        244,969  
     

 

 

 
            Real Estate - 0.2%  
    119,318    

VICI Properties LLC
1 mo. USD LIBOR + 2.000%,
3.90%, 12/20/2024

    119,732  
     

 

 

 
            REITS - 0.1%  
    102,900    

MGM Growth Properties Operating Partnership L.P.
1 mo. USD LIBOR + 2.000%,
3.90%, 04/25/2023

    103,431  
     

 

 

 
            Retail - 0.7%  
    149,250    

Bass Pro Group LLC
1 mo. USD LIBOR + 5.000%, 6.90%, 09/25/2024

    150,183  
    189,775    

Coty, Inc.
1 mo. USD LIBOR + 2.250%, 4.13%, 04/07/2025

    189,538  
    129,675    

Staples, Inc.
3 mo. USD LIBOR + 4.000%, 5.79%, 09/12/2024

    128,191  
     

 

 

 
        467,912  
     

 

 

 
            Software - 1.6%  
    199,000    

Almonde, Inc.
3 mo. USD LIBOR + 3.500%, 5.48%, 06/13/2024

    198,797  
    148,500    

Change Healthcare Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.65%, 03/01/2024

    149,057  
   

First Data Corp.

 

    105,362    

1 mo. USD LIBOR + 2.250%, 4.15%, 07/08/2022

    105,731  
    289,483    

1 mo. USD LIBOR + 2.250%, 4.15%, 04/26/2024

    290,465  
    412,650    

WEX, Inc.
1 mo. USD LIBOR + 2.250%, 4.15%, 06/30/2023

    415,113  
     

 

 

 
        1,159,163  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  122  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
SENIOR FLOATING RATE INTERESTS - 17.1%(11) - (continued)  
            Telecommunications - 0.7%  
  $       222,750    

Sprint Communications, Inc.
1 mo. USD LIBOR + 2.500%,
4.44%, 02/02/2024

  $ 223,307  
    100,000    

Telenet Financing USD LLC
1 mo. USD LIBOR + 2.500%,
4.40%, 03/01/2026

    100,413  
    147,989    

Univision Communications, Inc.
1 mo. USD LIBOR + 2.750%,
4.65%, 03/15/2024

    145,849  
     

 

 

 
        469,569  
     

 

 

 
            Transportation - 0.2%  
    127,249    

Kenan Advantage Group, Inc.
1 mo. USD LIBOR + 3.000%,
4.90%, 07/31/2022

    127,727  
     

 

 

 
   

Total Senior Floating Rate Interests
(cost $12,462,392)

  $ 12,322,818  
     

 

 

 
     
EQUITY LINKED SECURITIES - 13.1%  
            Banks - 13.1%  
  $       2,219    

Adobe Systems, Inc., (Merrill Lynch International & Co. C.V.)
12.00%, 06/20/2018(13)

  $ 488,269  
    11,565    

Archer Daniels Midland Co. (Barclays Bank plc)
12.00%, 06/20/2018(13)

    513,717  
    7,441    

Bristol Myers Sqibb Co.(Barclays Bank plc)
12.00%, 06/20/2018(13)

    397,573  
    5,213    

Capital One Financial Corp. (Merrill Lynch International & Co. C.V.)
12.00%, 08/22/2018(13)

    481,316  
    7,020    

CDW CORP/DE (HSBC Bank plc)
12.00%, 08/22/2018(13)

    496,525  
    5,202    

Citrix Systems, Inc., (Societe Generale S.A.)
12.00%, 05/23/2018(13)

    526,911  
    7,632    

ConocoPhillips Co (Merrill Lynch International & Co. C.V.)
12.00%, 07/25/2018(13)

    502,033  
    2,984    

Cummins Inc., (Merrill Lynch International & Co. C.V.)
12.00%, 07/25/2018(13)

    483,438  
    3,050    

Facebook, Inc., Class A (Merrill Lynch International & Co. C.V.)
12.00%, 07/25/2018(13)

    517,188  
    6,841    

Gilead Sciences, Inc., (BNP Paribas Arbitrage Issuance B.V.)
12.00%, 07/25/2018(13)

    503,156  
    4,880    

HCA Healthcare, Inc. (Barclays Bank plc)
12.00%, 06/20/2018(13)

    475,214  
    7,727    

Monster Beverage Corp., (Societe Generale S.A.)
12.00%, 05/23/2018(13)

    425,912  
    10,950    

Oracle Corp.(Merrill Lynch International & Co. C.V.)
12.00%, 05/23/2018(13)

    498,772  
    6,533    

Post Holdings, Inc. (Societe Generale S.A.)
12.00%, 08/22/2018

    499,751  
    6,396    

TJX Companies, INC (BNP Paribas Issuance B.V.)
12.00%, 05/23/2018(2)(13)

    519,547  
Shares or Principal Amount   Market Value  
EQUITY LINKED SECURITIES - 13.1% - (continued)  
            Banks - 13.1% - (continued)  
  $       3,881    

United Technologies Corp. (Barclays Bank plc)
12.00%, 06/20/2018(13)

  $ 473,598  
    2,352    

Vail Resorts, Inc., (BNP Paribas Issuance B.V.)
12.00%, 05/23/2018(2)(13)

    525,390  
    4,823    

Valero Energy Corp. (HSBC Bank PLC)
12.00%, 07/25/2018(13)

    522,283  
    4,503    

Visa Inc., Class A, (Barclays Bank plc)
12.00%, 05/23/2018(13)

    545,223  
     

 

 

 
        9,395,816  
     

 

 

 
   

Total Equity Linked Securities
(cost $9,609,702)

  $ 9,395,816  
     

 

 

 
     
U.S. GOVERNMENT SECURITIES - 1.1%  
            U.S. Treasury Securities - 1.1%  
            U.S. Treasury Bonds - 0.6%  
  $       130,000    

3.00%, 05/15/2047

  $ 127,608  
    260,000    

3.75%, 11/15/2043

    290,469  
     

 

 

 
        418,077  
     

 

 

 
            U.S. Treasury Notes - 0.5%  
    380,000    

U.S. Treasury Notes
2.25%, 02/15/2027

    359,887  
     

 

 

 
        359,887  
     

 

 

 
        777,964  
     

 

 

 
   

Total U.S. Government Securities
(cost $777,513)

  $ 777,964  
     

 

 

 
     
COMMON STOCKS - 20.7%  
            Automobiles & Components - 0.7%  
    473    

Daimler AG

    37,186  
    5,777    

Ford Motor Co.

    64,934  
    38,997    

Hota Industrial Manufacturing Co., Ltd.

    171,422  
    20,399    

Nissan Motor Co., Ltd.

    214,607  
     

 

 

 
        488,149  
     

 

 

 
            Banks - 1.4%  
    26,685    

Agricultural Bank of China Ltd. Class H

    15,045  
    1,602    

Banco Santander Brasil S.A.

    17,428  
    47,100    

Banco Santander S.A.

    304,309  
    207    

BNP Paribas S.A.

    15,980  
    64,299    

CaixaBank S.A.

    312,678  
    32,674    

Dubai Islamic Bank PJSC

    48,925  
    13,455    

Intesa Sanpaolo S.p.A.

    51,182  
    25,584    

Kiatnakin Bank PCL

    59,785  
    17,403    

MGIC Investment Corp.

    174,378  
     

 

 

 
        999,710  
     

 

 

 
            Capital Goods - 0.8%  
    473    

ACS Actividades de Construccion y Servicios S.A.

    19,935  
    4,728    

Altra Industrial Motion Corp.

    196,921  
    62    

Boeing Co.

    20,681  
    3,068    

ITOCHU Corp.

    61,355  
    14,366    

Marubeni Corp.

    107,882  
    2,020    

Mitsubishi Corp.

    55,703  
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  123  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 20.7% - (continued)  
            Capital Goods - 0.8% - (continued)  
    5,880    

Mitsui & Co., Ltd.

  $ 105,976  
     

 

 

 
        568,453  
     

 

 

 
            Commercial & Professional Services - 0.1%  
    4,367    

Capita plc

    11,516  
    1,590    

Dai Nippon Printing Co., Ltd.

    34,236  
     

 

 

 
        45,752  
     

 

 

 
            Consumer Durables & Apparel - 0.1%  
    2,787    

Persimmon plc

    104,110  
     

 

 

 
            Consumer Services - 0.8%  
    1,387    

H&R Block, Inc.

    38,351  
    1,786    

Las Vegas Sands Corp.

    130,967  
    24,234    

Melia Hotels International S.A.

    360,319  
    3,136    

TUI AG

    70,917  
     

 

 

 
        600,554  
     

 

 

 
            Diversified Financials - 0.8%  
    2,544    

AGNC Investment Corp. REIT

    48,132  
    18,732    

Annaly Capital Management, Inc. REIT

    194,251  
    8,550    

Chimera Investment Corp. REIT

    149,540  
    1,199    

CME Group, Inc.

    189,058  
     

 

 

 
        580,981  
     

 

 

 
            Energy - 3.3%  
    3,939    

BP plc ADR

    175,640  
    1,692    

Chevron Corp.

    211,686  
    93,626    

China Petroleum & Chemical Corp. Class H

    91,179  
    3,085    

ConocoPhillips

    202,068  
    4,624    

Eni S.p.A. ADR

    181,122  
    1,852    

Exxon Mobil Corp.

    143,993  
    4,333    

Hindustan Petroleum Corp. Ltd.

    19,691  
    2,390    

Occidental Petroleum Corp.

    184,651  
    1,117    

Paragon Offshore Ltd., Litigation

    11,710  
    11,587    

Repsol S.A.

    221,112  
    2,514    

Royal Dutch Shell plc Class A, ADR

    175,729  
    2,348    

Royal Dutch Shell plc Class B

    83,821  
    2,259    

Schlumberger Ltd.

    154,877  
    60,159    

Star Petroleum Refining PCL

    29,927  
    7,539    

Statoil ASA ADR

    192,998  
    5,989    

Thai Oil PCL

    17,885  
    2,801    

TOTAL S.A. ADR

    175,371  
    838    

Valero Energy Corp.

    92,959  
     

 

 

 
        2,366,419  
     

 

 

 
            Food, Beverage & Tobacco - 0.3%  
    2,282    

Archer-Daniels-Midland Co.

    103,557  
    755    

Flowers Foods, Inc.

    17,071  
    647    

Imperial Brands plc

    23,149  
    2,535    

Marine Harvest ASA

    55,181  
    525    

Swedish Match AB

    23,552  
     

 

 

 
        222,510  
     

 

 

 
            Insurance - 1.0%  
    303    

Ageas

    16,208  
    982    

AXA S.A.

    28,084  
    3,856    

CNA Financial Corp.

    194,574  
    8,268    

CNP Assurances

    211,774  
    2,366    

Japan Post Holdings Co., Ltd.

    28,750  
    3,101    

NN Group N.V.

    148,615  
    391    

Prudential Financial, Inc.

    41,571  
    164    

Swiss Re AG

    15,624  
Shares or Principal Amount   Market Value  
COMMON STOCKS - 20.7% - (continued)  
            Insurance - 1.0% - (continued)  
    12,476    

UnipolSai Assicurazioni S.p.A.

  $ 33,529  
     

 

 

 
        718,729  
     

 

 

 
            Materials - 0.6%  
    3,980    

CSR Ltd.

    16,793  
    342    

Domtar Corp.

    15,014  
    6,032    

Evraz plc

    37,957  
    28,983    

Fortescue Metals Group Ltd.

    98,335  
    1,001    

Kumba Iron Ore Ltd.

    21,384  
    768    

LyondellBasell Industries N.V. Class A

    81,201  
    610    

Novolipetsk Steel PJSC GDR

    15,547  
    5,679    

Severstal PJSC GDR

    90,385  
    17,929    

Vedanta Ltd.

    79,583  
     

 

 

 
        456,199  
     

 

 

 
            Media - 0.1%  
    3,453    

Eutelsat Communications S.A.

    74,782  
     

 

 

 
            Pharmaceuticals, Biotechnology & Life Sciences - 0.8%  
    473    

AbbVie, Inc.

    45,668  
    395    

Amgen, Inc.

    68,920  
    427    

Gilead Sciences, Inc.

    30,842  
    1,170    

Johnson & Johnson

    147,993  
    5,963    

Pfizer, Inc.

    218,305  
    907    

Sanofi

    71,710  
     

 

 

 
        583,438  
     

 

 

 
            Real Estate - 2.5%  
    1,754    

Apple Hospitality, Inc. REIT

    31,555  
    3,142    

Barwa Real Estate Co.

    30,505  
    15,338    

Fortress REIT Ltd. Class B, REIT

    21,410  
    3,021    

Gaming and Leisure Properties, Inc. REIT

    103,530  
    16,648    

Hispania Activos Inmobiliarios SOCIMI S.A. REIT

    352,960  
    2,658    

Hospitality Properties Trust REIT

    66,131  
    30,964    

Inmobiliaria Colonial Socimi S.A.

    359,799  
    11,404    

Kerry Properties Ltd.

    54,517  
    3,476    

Kimco Realty Corp. REIT

    50,437  
    23,885    

Merlin Properties Socimi S.A. REIT

    368,541  
    4,217    

Park Hotels & Resorts, Inc. REIT

    121,365  
    994    

Senior Housing Properties Trust

    15,477  
    7,381    

Spirit Realty Capital, Inc. REIT

    59,417  
    2,956    

Swire Pacific Ltd. Class A

    29,209  
    8,204    

Vicinity Centres REIT

    15,021  
    21,412    

Wharf Holdings Ltd.

    71,235  
    3,654    

Wheelock & Co., Ltd.

    27,110  
     

 

 

 
        1,778,219  
     

 

 

 
            Retailing - 0.4%  
    2,092    

CECONOMY AG

    23,443  
    2,376    

Macy’s, Inc.

    73,822  
    28,932    

Marks & Spencer Group plc

    114,398  
    1,387    

Target Corp.

    100,696  
     

 

 

 
        312,359  
     

 

 

 
            Semiconductors & Semiconductor Equipment - 0.7%  
    3,675    

Intel Corp.

    189,703  
    16,019    

Radiant Opto-Electronics Corp.

    33,066  
    32,250    

Taiwan Semiconductor Manufacturing Co., Ltd.*

    245,659  
     

 

 

 
        468,428  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  124  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 20.7% - (continued)  
            Software & Services - 1.4%  
    1,835    

Alibaba Group Holding Ltd. ADR*

  $ 327,621  
    789    

CA, Inc.

    27,457  
    1,349    

International Business Machines Corp.

    195,551  
    1,111    

Microsoft Corp.

    103,901  
    6,806    

Tencent Holdings Ltd.

    334,603  
    2,334    

Western Union Co.

    46,096  
     

 

 

 
        1,035,229  
     

 

 

 
            Technology Hardware & Equipment - 2.8%  
    2,052    

Advantech Co., Ltd.

    14,087  
    7,326    

Asustek Computer, Inc.

    68,466  
    50,789    

AU Optronics Corp.

    20,943  
    24,489    

Catcher Technology Co., Ltd.

    271,587  
    805    

Cisco Systems, Inc.

    35,653  
    49,748    

Elite Material Co., Ltd.

    121,914  
    57,038    

Hon Hai Precision Industry Co., Ltd.

    158,645  
    1,601    

Largan Precision Co., Ltd.

    186,209  
    22,420    

Pegatron Corp.

    52,272  
    128,862    

Primax Electronics Ltd.

    260,660  
    1,086    

Seagate Technology plc

    62,869  
    3,172    

Simplo Technology Co., Ltd.*

    17,734  
    860,843    

Tongda Group Holdings Ltd.(14)

    190,659  
    26,527    

Yageo Corp.*

    556,032  
     

 

 

 
        2,017,730  
     

 

 

 
            Telecommunication Services - 1.1%  
    5,590    

AT&T, Inc.

    182,793  
    65,862    

Bezeq The Israeli Telecommunication Corp. Ltd.

    83,120  
    9,497    

BT Group plc

    32,597  
    1,870    

China Mobile Ltd.

    17,815  
    89,055    

HKT Trust & HKT Ltd.

    117,168  
    5,217    

Mobile TeleSystems PJSC ADR

    54,778  
    761    

Ooredoo QSC

    16,555  
    26,975    

PCCW Ltd.

    16,675  
    84    

SK Telecom Co., Ltd.

    17,948  
    18,357    

Spark New Zealand Ltd.

    44,579  
    26,768    

Telstra Corp. Ltd.

    63,644  
    38,614    

Vodafone Group plc

    112,684  
     

 

 

 
        760,356  
     

 

 

 
            Transportation - 0.3%  
    27,262    

Air New Zealand Ltd.

    62,554  
    66,260    

Hutchison Port Holdings Trust

    22,091  
    14,792    

Royal Mail plc

    117,966  
     

 

 

 
        202,611  
     

 

 

 
            Utilities - 0.7%  
    790    

Avangrid, Inc.

    41,641  
    7,659    

CenterPoint Energy, Inc.

    194,002  
    3,683    

CEZ AS

    94,184  
    58,726    

China Power International Development Ltd.

    15,742  
    31,107    

China Resources Power Holdings Co., Ltd.

    59,667  
    451    

Exelon Corp.

    17,896  
    1,472    

Korea Electric Power Corp.

    51,493  
     

 

 

 
        474,625  
     

 

 

 
   

Total Common Stocks
(cost $12,940,977)

  $ 14,859,343  
     

 

 

 
Shares or Principal Amount   Market Value  
ESCROWS - 0.0%  
      Electric - 0.0%  
    80,000    

Texas Competitive Electric Holdings Co. LLC
11.50%, 10/01/2020(13)(15)(16)

  $  
     

 

 

 
      Energy-Alternate Sources - 0.0%  
    4,146    

Paragon Offshore Ltd., Escrow*

     
    1,370    

Vistra Energy Corp.

    874  
     

 

 

 
    874  
     

 

 

 
 

Total Escrows
(cost $—)

  $ 874  
     

 

 

 
     
CONVERTIBLE BONDS - 3.2%  
      Biotechnology - 0.2%  
  $       132,000    

Illumina, Inc.
0.50%, 06/15/2021(14)

  $ 164,812  
     

 

 

 
      Commercial Services - 0.2%  
    142,000    

Cardtronics, Inc.
1.00%, 12/01/2020

    133,125  
     

 

 

 
      Internet - 0.2%  
    186,000    

Wayfair, Inc.
0.38%, 09/01/2022(2)

    172,728  
     

 

 

 
      Media - 0.2%  
    157,000    

DISH Network Corp.
3.38%, 08/15/2026

    142,481  
    10,000    

Liberty Media Corp-Liberty Formula One
1.00%, 01/30/2023

    10,386  
     

 

 

 
    152,867  
     

 

 

 
      Oil & Gas - 0.2%  
    20,000    

Cobalt International Energy, Inc.
2.63%, 12/01/2019

    26  
    132,000    

PDC Energy, Inc.
1.13%, 09/15/2021

    132,119  
     

 

 

 
    132,145  
     

 

 

 
      Pharmaceuticals - 0.3%  
    132,000    

Ironwood Pharmaceuticals, Inc.
2.25%, 06/15/2022

    172,260  
    55,000    

Teva Pharmaceutical Finance Co. LLC
0.25%, 02/01/2026

    48,262  
     

 

 

 
    220,522  
     

 

 

 
      Semiconductors - 0.0%  
 

Microchip Technology, Inc.

 

    4,000    

1.63%, 02/15/2027

    4,501  
    4,000    

2.25%, 02/15/2037

    4,473  
     

 

 

 
    8,974  
     

 

 

 
      Software - 0.9%  
    165,000    

Envestnet, Inc.
1.75%, 12/15/2019

    176,550  
    185,000    

ServiceNow, Inc.
0.00%, 06/01/2022(2)(10)

    247,752  
    10,000    

Western Digital Corp.
1.50%, 02/01/2024(2)

    10,435  
    132,000    

Workday, Inc.
0.75%, 07/15/2018

    196,878  
     

 

 

 
    631,615  
     

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  125  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
CONVERTIBLE BONDS - 3.2% - (continued)  
      Telecommunications - 1.0%  
  EUR       300,000    

Telecom Italia SpA/Milano
1.13%, 03/26/2022(5)

  $ 355,940  
    300,000    

Telefonica Participaciones SAU
0.00%, 03/09/2021(5)(10)

    359,110  
     

 

 

 
    715,050  
     

 

 

 
 

Total Convertible Bonds
(cost $2,277,848)

  $ 2,331,838  
     

 

 

 
     
EXCHANGE-TRADED FUNDS - 4.8%  
      Other Investment Pools & Funds - 4.8%  
    20,291    

iShares iBoxx $ High Yield Corporate Bond ETF(14)

  $ 1,738,939  
    48,297    

SPDR Bloomberg Barclays High Yield Bond ETF(14)

    1,732,413  
     

 

 

 
    3,471,352  
     

 

 

 
 

Total Exchange-Traded Funds
(cost $3,499,232)

  $ 3,471,352  
     

 

 

 
     
PREFERRED STOCKS - 0.1%  
            Banks - 0.1%  
    6,000    

Itausa - Investimentos Itau S.A. *

  $ 23,310  
     

 

 

 
            Diversified Financials - 0.0%  
    375    

GMAC Capital Trust Series 2
3 mo. USD LIBOR + 5.785%, 7.62%(1)

    9,971  
     

 

 

 
   

Total Preferred Stocks
(cost $33,178)

  $ 33,281  
     

 

 

 
     
CONVERTIBLE PREFERRED STOCKS - 0.0%  
      Utilities - 0.0%  
    300    

Sempra Energy Series A , 6.00%

  $ 30,849  
     

 

 

 
   

Total Convertible Preferred Stocks
(cost $30,125)

  $ 30,849  
     

 

 

 
   

Total Long-Term Investments
(cost $64,803,800)

  $ 65,991,273  
     

 

 

 
     
SHORT-TERM INVESTMENTS - 12.6%  
      Foreign Government Obligations - 2.7%  
  $       125,000    

Italy Buoni Ordinari del Tesoro BOT
0.47%, 07/13/2018(7)

  $ 151,089  
   

Japan Treasury Discount Bill

 
  JPY       167,450,000    

0.10%, 07/23/2018(7)

    1,532,042  
    17,050,000    

0.14%, 07/30/2018(6)(7)

    156,018  
  EUR       75,000    

Spain Letras del Tesoro
0.49%, 08/17/2018(6)(7)

    90,703  
     

 

 

 
        1,929,852  
     

 

 

 
      Other Investment Pools & Funds - 4.8%  
    3,448,383    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.62%(17)

    3,448,383  
     

 

 

 
      Securities Lending Collateral - 5.1%  
    184,499    

Citibank NA DDCA, 1.50%, 5/1/2018(17)

    184,499  
Shares or Principal Amount   Market Value  
SHORT-TERM INVESTMENTS - 12.6% - (continued)  
      Securities Lending Collateral - 5.1% - (continued)  
  EUR       1,963,437    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(17)

  $ 1,963,437  
    1,542,052    

Invesco Government & Agency Portfolio, 1.60%(17)

    1,542,052  
     

 

 

 
        3,689,988  
     

 

 

 
   

Total Short-Term Investments
(cost $9,106,525)

  $ 9,068,223  
     

 

 

 
        
   

Total Investments Excluding Purchased Options
(cost $73,910,325)

    104.3    $ 75,059,496  
   

Total Purchased Options
(cost $419,089)

    0.4    $ 238,992  
     

 

 

    

 

 

 
   

Total Investments
(cost $74,329,414)

    104.7    $ 75,298,488  
   

Other Assets and Liabilities

    (4.7 )%       (3,351,050
     

 

 

    

 

 

 
   

Total Net Assets

    100.0    $ 71,947,438  
     

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  126  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

 

     Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for factors occurring after the close of certain foreign markets but before the close of the New York Stock Exchange.

 

     The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

 

     Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

 

     For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

 

* Non-income producing.

 

(1)  Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2018.

 

(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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $5,152,070, which represented 7.2% of total net assets.

 

(3)  Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

 

(4)  Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

 

(5)  These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $5,439,527, which represented 7.6% 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 $252,492 at April 30, 2018.

 

(7)  The rate shown represents current yield to maturity.

 

(8)  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

 

(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)  Security is a zero-coupon bond.

 

(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 rate in effect as of April 30, 2018.

 

(12)  Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

 

(13)  Investment valued using significant unobservable inputs.

 

(14)  Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

 

(15)  This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At April 30, 2018, 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.

 

(16)  This security has been identified as illiquid. Illiquid securities are often purchased in private placement transactions, are often not registered under the Securities Act of 1933, as amended, and may have contractual restrictions on resale. A security may also be considered illiquid if the security lacks a readily available market or if its valuation has not changed for a certain period of time. The identification of illiquid securities is unaudited. At April 30, 2018, the aggregate value of this security was $0, which represented 0.0% of total net assets.

 

(17)  Current yield as of period end.

 

The accompanying notes are an integral part of these financial statements.

 

 

  127  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

OTC Option Contracts Outstanding at April 30, 2018  

Description

   Counter-
party
     Exercise Price/
FX Rate/Rate
     Expiration
Date
   Number of
Contracts
     Notional
Amount
    Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Purchased option contracts:

 

Calls

 

S&P 40 Index

     GSC        5,810.00 EUR      12/21/18      2,000       EUR        2,000     $ 128,166     $ 42,537     $ 85,629  
                

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

 

     2,000     $ 128,166     $ 42,537     $ 85,629  
                

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

 

Puts

 

S&P 40 Index

     GSC        4,500.00 EUR      12/21/18      (250     EUR        (250   $ (14,045   $ (42,537   $ 28,492  
                

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

 

     (250   $ (14,045   $ (42,537   $ 28,492  
                

 

 

   

 

 

   

 

 

   

 

 

 

 

OTC Swaption Contracts Outstanding at April 30, 2018  

Description

  Counter-
party
  Exercise Price/
FX Rate/Rate
  Pay/
Receive
Floating
Rate
     Expiration
Date
     Notional
Amount
     Number of
Contracts
     Market
Value
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 

Purchased swaption contracts:

 

Puts

 

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 03/04/29

  JPM   3.20%     Receive        02/28/19        USD        560,000        560,000      $ 8,045      $ 9,128      $ (1,083

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 03/04/29

  JPM   3.20%     Receive        02/28/19        USD        755,000        755,000        10,846        12,382        (1,536

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 03/04/29

  JPM   3.20%     Receive        02/28/19        USD        875,000        875,000        12,570        14,700        (2,130
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

 

     2,190,000      $ 31,461      $ 36,210      $ (4,749
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased swaption contracts

                2,190,000      $ 31,461      $ 36,210      $ (4,749
                 

 

 

    

 

 

    

 

 

    

 

 

 

 

Exchange-Traded Option Contracts Outstanding at April 30, 2018  

Description

   Exercise Price/
FX Rate/Rate
   Expiration
Date
   Number of
Contracts
   Notional
Amount
    Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Purchased option contracts:

 

Puts

 

S&P 500 Index

   2,575.00 USD    05/18/18      65     USD      6,500     $ 79,365     $ 340,342     $ (260,977
             

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

     6,500     $ 79,365     $ 340,342     $ (260,977
             

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

 

Puts

 

S&P 500 Index

   2,400.00 USD    05/18/18      (65   USD      (6,500   $ (10,400   $ (142,998   $ 132,598  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

   $ (6,500   $ (10,400   $ (142,998   $ 132,598  
             

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  128  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

Futures Contracts Outstanding at April 30, 2018  

Description

   Number of
Contracts
     Expiration
Date
     Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

SGX Nifty 50 Index

     207        05/31/2018      $ 4,464,990      $ 80,469  

U.S. Treasury 2-Year Note Future

     10        06/29/2018        2,120,469        (6,487

U.S. Treasury 5-Year Note Future

     36        06/29/2018        4,086,281        (22,259

U.S. Treasury 10-Year Note Future

     14        06/20/2018        1,674,750        (6,787

U.S. Treasury 10-Year Ultra Future

     3        06/20/2018        383,672        (1,388

U.S. Treasury Long Bond Future

     3        06/20/2018        431,531        (2,404

U.S. Treasury Ultra Bond Future

     1        06/20/2018        157,125        (3,259
           

 

 

 

Total

 

   $ 37,885  
           

 

 

 

Short position contracts:

 

Euro-BOBL Future

     4        06/07/2018      $ 632,782      $ (2,791

MSCI EAFE Index Future

     21        06/15/2018        2,127,825        9,883  

MSCI Emerging Market Index Future

     18        06/15/2018        1,036,980        66,700  

MSCI Taiwan Index Future

     56        05/30/2018        2,203,600        (30,968

S&P 500 (E-Mini) Future

     35        06/15/2018        4,632,250        249,630  

U.S. Treasury 10-Year Ultra Future

     4        06/20/2018        511,563        (27
           

 

 

 

Total

 

   $ 292,427  
           

 

 

 

Total futures contracts

 

   $ 330,312  
           

 

 

 

 

TBA Sale Commitments Outstanding at April 30, 2018  

Description

   Principal
Amount
     Maturity
Date
     Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

FNMA, 3.50%

   $ 1,100,000        05/01/2048      $ (1,092,094   $ 4,641  
        

 

 

   

 

 

 

Total (proceeds receivable $1,096,735)

 

   $ (1,092,094   $ 4,641  
        

 

 

   

 

 

 

At April 30, 2018, the aggregate market value of TBA Sale Commitments represents (1.5)% of total net assets.

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2018  

Reference Entity

  Counter-
party
  Notional
Amount(a)
    (Pay)/Receive
Fixed Rate
  Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

 

Buy protection:

 

CMBX.NA.A.7

  JPM     USD       80,000     (2.00%)     01/17/47       Monthly     $ 2,982     $     $ 926     $ (2,056

CMBX.NA.A.9

  MSC     USD       40,000     (2.00%)     09/17/58       Monthly       1,371             1,156       (215

CMBX.NA.A.9

  MSC     USD       50,000     (2.00%)     09/17/58       Monthly       2,162             1,445       (717

CMBX.NA.A.9

  DEUT     USD       35,000     (2.00%)     09/17/58       Monthly       1,730             1,010       (720

CMBX.NA.AA.8

  MSC     USD       35,000     (1.50%)     10/17/57       Monthly       1,372             176       (1,196

CMBX.NA.AAA.9

  MSC     USD       145,000     (0.50%)     09/17/58       Monthly       1,780             (284     (2,064

CMBX.NA.AS.7

  GSC     USD       45,000     (1.00%)     01/17/47       Monthly       1,224             (814     (2,038

CMBX.NA.AS.8

  DEUT     USD       30,000     (1.00%)     10/17/57       Monthly       2,138             (445     (2,583

CMBX.NA.BBB-.11

  MSC     USD       70,000     (3.00%)     11/18/54       Monthly       4,356             6,558       2,202  

CMBX.NA.BBB.10

  MSC     USD       40,000     (3.00%)     11/17/59       Monthly       3,846             3,706       (140

CMBX.NA.BBB.10

  GSC     USD       170,000     (3.00%)     11/17/59       Monthly       16,852             15,735       (1,117

CMBX.NA.BBB.10

  MSC     USD       310,000     (3.00%)     11/17/59       Monthly       31,654             28,720       (2,934

CMBX.NA.BBB.10

  MSC     USD       255,000     (3.00%)     11/17/59       Monthly       28,335             23,624       (4,711

CMBX.NA.BBB.7

  CSI     USD       65,000     (3.00%)     01/17/47       Monthly       6,072             5,966       (106

CMBX.NA.BBB.7

  MSC     USD       290,000     (3.00%)     01/17/47       Monthly       27,089             26,616       (473

CMBX.NA.BBB.9

  MSC     USD       45,000     (3.00%)     09/17/58       Monthly       5,248             5,015       (233

CMBX.NA.BBB.9

  DEUT     USD       100,000     (3.00%)     09/17/58       Monthly       11,981             11,160       (821

 

The accompanying notes are an integral part of these financial statements.

 

 

  129  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 2018 - (continued)  

Reference Entity

  Counter-
party
  Notional
Amount (a)
    (Pay)/Receive
Fixed Rate
  Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices: - (continued)

 

CMBX.NA.BBB.9

  JPM     USD       110,000     (3.00%)     09/17/58       Monthly     $ 13,411     $     $ 12,276     $ (1,135

PrimeX.ARM.2 (13)

  MSC     USD       180,521     (4.58%)     12/25/37       Monthly             (391     (141     250  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

        $ 163,603     $ (391   $ 142,405     $ (20,807
             

 

 

   

 

 

   

 

 

   

 

 

 

Sell protection:

 

CMBX.NA.AAA.10

  GSC     USD       200,000     0.50%     11/17/59       Monthly     $     $ (18   $ (475   $ (457

CMBX.NA.AAA.6

  MSC     USD       580,033     0.50%     05/11/63       Monthly       3,236             4,509       1,273  

CMBX.NA.AAA.6

  MSC     USD       927,263     0.50%     05/11/63       Monthly       7,361             7,221       (140

CMBX.NA.BB.6

  CSI     USD       40,000     5.00%     05/11/63       Monthly             (7,715     (8,510     (795

CMBX.NA.BB.6

  CSI     USD       115,000     5.00%     05/11/63       Monthly             (23,634     (24,497     (863

CMBX.NA.BB.6

  CSI     USD       70,000     5.00%     05/11/63       Monthly             (13,884     (14,911     (1,027

CMBX.NA.BB.6

  MSC     USD       35,000     5.00%     05/11/63       Monthly             (6,292     (7,446     (1,154

CMBX.NA.BB.6

  CSI     USD       47,000     5.00%     05/11/63       Monthly             (8,449     (9,999     (1,550

CMBX.NA.BB.6

  CSI     USD       40,000     5.00%     05/11/63       Monthly             (6,910     (8,510     (1,600

CMBX.NA.BB.6

  CSI     USD       85,000     5.00%     05/11/63       Monthly             (15,279     (18,083     (2,804

CMBX.NA.BB.6

  CSI     USD       85,000     5.00%     05/11/63       Monthly             (15,279     (18,083     (2,804

CMBX.NA.BB.6

  CSI     USD       90,000     5.00%     05/11/63       Monthly             (16,179     (19,147     (2,968

CMBX.NA.BB.6

  GSC     USD       80,000     5.00%     05/11/63       Monthly             (8,550     (17,019     (8,469

CMBX.NA.BB.8

  MSC     USD       156,000     5.00%     10/17/57       Monthly             (42,547     (33,079     9,468  

CMBX.NA.BB.8

  GSC     USD       115,000     5.00%     10/17/57       Monthly             (28,082     (24,417     3,665  

CMBX.NA.BB.8

  GSC     USD       125,000     5.00%     10/17/57       Monthly             (25,222     (26,506     (1,284

CMBX.NA.BB.8

  GSC     USD       20,000     5.00%     10/17/57       Monthly             (996     (4,241     (3,245

CMBX.NA.BBB.6

  MSC     USD       135,000     3.00%     05/11/63       Monthly             (20,014     (16,794     3,220  

CMBX.NA.BBB.6

  DEUT     USD       75,000     3.00%     05/11/63       Monthly             (11,237     (9,331     1,906  

CMBX.NA.BBB.6

  CSI     USD       70,000     3.00%     05/11/63       Monthly             (10,148     (8,708     1,440  

PrimeX.ARM.2 (13)

  JPM     USD       180,521     4.58%     12/25/37       Monthly       7,152             141       (7,011
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

      $ 17,749     $ (260,435   $ (257,885   $ (15,199
             

 

 

   

 

 

   

 

 

   

 

 

 

Total traded indices

      $ 181,352     $ (260,826   $ (115,480   $ (36,006
             

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

      $     181,352     $     (260,826   $     (115,480   $     (36,006
             

 

 

   

 

 

   

 

 

   

 

 

 

 

(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 Credit Default Swap Contracts Outstanding at April 30, 2018  

Reference Entity

   Notional
Amount (a)
     (Pay)/Receive
Fixed Rate
    Expiration
Date
     Periodic
Payment
Frequency
     Cost Basis     Value     Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

 

Buy protection:

 

CDX.EM.29

   USD      2,325,000        (1.00%     06/20/23        Quarterly      $ 35,105     $ 41,916     $ 6,811  

CDX.NA.HY.30.V1

   USD      970,000        (5.00%     06/20/23        Quarterly        (57,730     (71,243     (13,513

CDX.NA.IG.29.V1

   USD      1,082,000        (1.00%     12/20/22        Quarterly        (20,147     (23,041     (2,894

CDX.NA.IG.30.V1

   USD      230,000        (1.00%     06/20/23        Quarterly        (3,568     (4,473     (905

ITRAXX.XOV.28

   EUR      135,000        (5.00%     12/20/22        Quarterly        (16,505     (19,169     (2,664

ITRAXX.XOV.29.V1

   EUR      277,000        (5.00%     06/20/23        Quarterly        (35,454     (36,605     (1,151
                

 

 

   

 

 

   

 

 

 

Total

 

        $ (98,299   $     (112,615   $     (14,316
                

 

 

   

 

 

   

 

 

 

Credit default swaps on indices:

 

Sell protection:

 

CDX.EM.29.V1

   USD      435,000        1.00%       06/20/23        Quarterly      $ (8,002   $ (7,847   $ 155  

CDX.NA.HY.30.V1

   USD      2,942,000        5.00%       06/20/23        Quarterly        174,274       215,980       41,706  
                

 

 

   

 

 

   

 

 

 

Total

 

        $     166,272     $ 208,133     $ 41,861  
                

 

 

   

 

 

   

 

 

 

Total

 

        $ 67,973     $ 95,518     $ 27,545  
                

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  130  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2018 (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 April 30, 2018  

Counterparty

   Payments
made
by Fund
   Payments received
by Fund
   Notional
Amount
     Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Value      Unrealized
Appreciation/
(Depreciation)
 

BCLY

   1.89% Fixed    CPURNSA      USD        796,000        07/15/24        At maturity      $      $      $ 32,460      $ 32,460  

DEUT

   2.00% Fixed    CPURNSA      USD        500,000        01/15/23        At maturity        179               7,091        6,912  
                    

 

 

    

 

 

    

 

 

    

 

 

 

Total

 

   $     179      $     —      $     39,551      $     39,372  
                    

 

 

    

 

 

    

 

 

    

 

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at April 30, 2018  

Payments made by Fund

  Payments received
by Fund
  Notional
Amount
     Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Value      Unrealized
Appreciation/
(Depreciation)
 

12M Federal Funds Rate

  2.17% Fixed   USD     185,000        11/15/24        Annual      $      $ (186   $ 3,939      $ 4,125  

12M Federal Funds Rate

  2.17% Fixed   USD     185,000        11/15/24        Annual                     3,939        3,939  

12M Federal Funds Rate

  2.06% Fixed   USD     258,000        11/15/24        Annual        5,691              7,376        1,685  

12M Federal Funds Rate

  2.45% Fixed   USD     130,000        11/15/24        Annual                     574        574  

12M Federal Funds Rate

  2.45% Fixed   USD     130,000        11/15/24        Annual                     534        534  

12M Federal Funds Rate

  2.45% Fixed   USD     110,000        11/15/24        Annual                     490        490  

12M Federal Funds Rate

  2.25% Fixed   USD     90,000        11/15/24        Annual        1,071              1,522        451  

12M Federal Funds Rate

  2.25% Fixed   USD     25,000        11/15/24        Annual        299              423        124  
              

 

 

    

 

 

   

 

 

    

 

 

 

Total

 

      $     7,061      $     (186   $     18,797      $     11,922  
              

 

 

    

 

 

   

 

 

    

 

 

 

 

OTC Total Return Swap Contracts Outstanding at April 30, 2018  

Reference Entity

  Counterparty   Notional
Amount
    Payments
received
(paid) by the
Fund
  Expiration
Date
    Periodic
Payment
Frequency
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market
Value
    Unrealized
Appreciation/
(Depreciation)
 

GS Client REIT(1)

  GSC     GBP       1,441,373     (1 mo. LIBOR + 0.40%)     08/31/18       Monthly     $     $     $     $ 0  

GS Client REIT(2)

  GSC     USD       2,701,199     1 mo. LIBOR – 0.30%     10/31/18       Monthly                         0  

GS Client REIT(3)

  GSC     USD       3,149,981     1 mo. LIBOR – 0.30%     10/31/18       Monthly                         0  

iBoxx USD liquid High Yield

  GSC     USD       140,000     (3 mo. LIBOR + 1.77%)     12/20/18       Quarterly       418             (539     (957

iBoxx USD liquid High Yield

  JPM     USD       140,000     (3 mo. LIBOR + 1.63%)     12/20/18       Quarterly       329             (2,183     (2,512

iBoxx USD liquid High Yield

  MSC     USD       785,000     (3 mo. LIBOR + 1.94%)     12/20/18       Quarterly       1,146             (2,200     (3,346

iBoxx USD liquid High Yield

  GSC     USD       782,000     3 mo. LIBOR – 1.63%     12/20/18       Quarterly       1,276             (12,191     (13,467
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

 

    $     3,169     $     —     $     (17,113   $     (20,282
             

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  131  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

(1) GS Client REIT

Underlying Securities

 

 

Common Stocks

 
 

Long positions

 
Shares     

Description

   Market
Value
     % of Total
Absolute
Notional
Amount
 
  52      Derwent London plc    $     164,461        11.41
  235      British Land Co./The      158,263        10.98
  560      Royal Bank of Scotland Group plc/ The      151,200        10.49
  512      Capital & Counties Properties plc      147,741        10.25
  706      Barclays plc      146,299        10.15
  207      Great Portland Estates plc      144,281        10.01
  2,229      Llyods Banking Group plc      144,137        10.00
  252      Hammerson plc      138,516        9.61
  134      Land Securities Group plc      132,462        9.19
  584      Intu Properties plc      114,013        7.91

 

(2) GS Client REIT

Underlying Securities

 

 

Common Stocks

 
 

Long positions

 
Share     

Description

   Market
Value
     % of Total
Absolute
Notional
Amount
 
  17,585      Medical Properties Trust, Inc.    $     224,200        8.30
  25,915      New Senior Investment Group, Inc.      223,389        8.27
  8,733      HCP, Inc.      203,130        7.52
  2,960      National Health Investors, Inc.      202,050        7.48
  10,858      Sabra HealthCare REIT, Inc.      198,808        7.36
  7,085      Healthcare Realty Trust, Inc.      197,188        7.30
  7,685      Healthcare Trust of America, Inc.      192,055        7.11
  12,674      Physicians Realty Trust      189,354        7.01
  7,236      Omega Healthcare Investors, Inc.      188,003        6.96
  3,619      Ventas, Inc.      186,113        6.89
  11,728      Senior Housing Properties Trust      182,601        6.76
  3,361      Welltower, Inc.      179,630        6.65
  4,857      LTC Properties, Inc.      175,578        6.50
  12,044      CareTrust REIT, Inc.      159,101        5.89

 

The accompanying notes are an integral part of these financial statements.

 

 

  132  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

(3) GS Client REIT

Underlying Securities

 

 

Common Stocks

 
 

Long positions

 
Shares     

Description

   Market
Value
     % of Total
Absolute
Notional
Amount
 
  13,492      CubeSmart    $     397,213        12.61
  4,311      Extra Space Storage, Inc.      386,188        12.26
  4,356      Life Storage, Inc.      385,243        12.23
  14,398      National Storage Affiliates Trust      378,943        12.03
  3,174      CoreSite Reality Corp.      330,433        10.49
  1,631      Public Storage      329,173        10.45
  770      Equinix, Inc.      324,133        10.29
  2,927      Digital Reality Trust      309,328        9.82
  5,772      CyrusOne, Inc.      309,328        9.82

 

Foreign Currency Contracts Outstanding at April 30, 2018  

Amount and Description of
Currency to be  Purchased

   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
     Appreciation      Depreciation  
  11,000      BRL      3,346      USD    MSC      06/04/18      $      $     (217
     6,100,000      CLP      10,123      USD    BCLY      06/20/18               (179
  657,000      CNH      103,310      USD    DEUT      06/20/18            428         
  191,000      CNH      30,089      USD    BOA      06/20/18        70         
  460,000      EGP      24,033      USD    CBK      01/08/19        768         
  550,000      EGP      28,872      USD    DEUT      04/22/19        85         
  3,559,000      EUR      4,343,133      USD    BCLY      04/30/18                
  79,000      EUR      95,369      USD    HSBC      05/02/18        45         
  20,000      EUR      24,432      USD    CBK      05/02/18               (277
  96,000      EUR      116,848      USD    CSFB      05/02/18               (902
  96,000      EUR      117,224      USD    TDB      05/02/18               (1,279
  2,000      EUR      2,423      USD    GSC      06/20/18        2         
  6,000      EUR      7,286      USD    JPM      06/20/18               (12
  10,000      EUR      12,369      USD    BNP      06/20/18               (246
  277,000,000      IDR      20,019      USD    BCLY      06/20/18               (221
  65,000      PEN      19,870      USD    BCLY      06/20/18        81         
  1,050,000      PHP      20,019      USD    DEUT      06/20/18        219         
  70,000      PLN      20,642      USD    CBK      06/20/18               (683
  126,014      USD      160,000      AUD    GSC      06/20/18        5,540         
  12,872      USD      42,000      BRL    DEUT      06/04/18        924         
  124,813      USD      160,000      CAD    GSC      06/20/18        47         
  78,032      USD      100,000      CAD    SSG      07/16/18        6         
  79,609      USD      100,000      CAD    ANZ      08/02/18        1,558         
  58,963      USD      75,000      CAD    ANZ      08/20/18        404         
  9,903      USD      63,000      CNH    GSC      06/20/18               (45
  20,114      USD      128,000      CNH    GSC      06/20/18               (97
  119,513      USD      96,000      EUR    MSC      05/02/18        3,568         
  119,643      USD      97,000      EUR    HSBC      05/02/18        2,489         
  74,421      USD      60,000      EUR    HSBC      05/02/18        1,955         
  60,829      USD      49,000      EUR    TDB      05/02/18        1,648         
  60,622      USD      49,000      EUR    HSBC      05/02/18        1,441         
  4,352,689      USD      3,559,000      EUR    BCLY      05/31/18        45,019         
  117,523      USD      96,000      EUR    TDB      06/07/18        1,262         
  117,144      USD      96,000      EUR    CSFB      06/07/18        883         
  24,494      USD      20,000      EUR    CBK      06/07/18        273         
  95,614      USD      79,000      EUR    HSBC      06/07/18               (60
  405,588      USD      327,000      EUR    DEUT      06/20/18        9,151         
  254,766      USD      205,000      EUR    SSG      06/20/18        6,235         

 

The accompanying notes are an integral part of these financial statements.

 

 

  133  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Foreign Currency Contracts Outstanding at April 30, 2018  

Amount and Description of
Currency to be  Purchased

   Amount and Description of
Currency to be Sold
   Counterparty    Settlement
Date
     Appreciation      Depreciation  
  156,594      USD      126,000      EUR    BCLY      06/20/18      $ 3,838      $  
  18,409      USD      15,000      EUR    GSC      06/20/18        224         
  2,485      USD      2,000      EUR    SSG      06/20/18        61         
  155,548      USD      125,000      EUR    BOA      07/13/18        3,723         
  155,525      USD      125,000      EUR    ANZ      07/30/18        3,494         
  91,293      USD      75,000      EUR    ANZ      08/17/18               (57
  355,665      USD      255,000      GBP    BNP      05/31/18        4,097         
  251,340      USD      180,000      GBP    BOA      06/20/18        2,915         
  71,735      USD      50,000      GBP    NAB      09/10/18        2,453         
       156,604      USD      16,750,000      JPY    ANZ      05/01/18        3,375         
  140,624      USD      15,000,000      JPY    JPM      05/14/18        3,283         
  156,826      USD      16,750,000      JPY    ANZ      05/21/18        3,386         
  156,865      USD      16,750,000      JPY    BCLY      05/29/18        3,338         
  252,605      USD      26,700,000      JPY    GSC      06/20/18        7,506         
  157,288      USD      16,750,000      JPY    ANZ      07/02/18        3,393         
  157,365      USD      16,750,000      JPY    BOA      07/09/18        3,393         
  330,385      USD      35,100,000      JPY    CBK      07/17/18        7,550         
  314,751      USD      33,600,000      JPY    MSC      07/23/18        5,579         
  156,701      USD      17,050,000      JPY    SCB      07/30/18               (264
  93,888      USD      10,000,000      JPY    BOA      07/31/18        1,827         
  12,562      USD      238,000      MXN    RBC      06/20/18               (62
  172,689      USD      1,360,000      NOK    BCLY      05/31/18        2,983         
  10,467      USD      610,000      RUB    BOA      06/20/18        839         
  3,085      USD      177,000      RUB    HSBC      06/20/18        292         
  26,504      USD      316,000      ZAR    BCLY      06/20/18        1,324         
                 

 

 

    

 

 

 
 

Total

     $     152,974      $     (4,601
  

 

 

    

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  134  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

ANZ

   Australia and New Zealand Banking Group

BCLY

   Barclays

BNP

   BNP Paribas Securities Services

BOA

   Banc of America Securities LLC

CBK

   Citibank NA

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
Currency Abbreviations:

AUD

   Australian Dollar

BRL

   Brazilian Real

CAD

   Canadian Dollar

CLP

   Chilean Peso

CNH

   Chinese Renminbi

COP

   Colombian Peso

EGP

   Egyptian Pound

EUR

   Euro

GBP

   British Pound

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

RUB

   Russian Ruble

THB

   Thai Baht

TRY

   Turkish Lira

USD

   United States Dollar

ZAR

   South African Rand
Index Abbreviations:

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

ICE

   Intercontinental Exchange, Inc.

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

SGX

   Singapore Exchange

iBoxx

   Markit i Boxx indices - Euro, Sterling, Asian, US Dollar and European high-yield bond markets
Other Abbreviations:

ADR

   American Depositary Receipt

CMO

   Collateralized Mortgage Obligation

DDCA

   Dollars on Deposits in Custody Account

EM

   Emerging Markets

ETF

   Exchange-Traded Fund

EURIBOR

   Euro Interbank Offered Rate

FNMA

   Federal National Mortgage Association

GDR

   Global Depositary Receipt

LIBOR

   London Interbank Offered Rate

MSCI

   Morgan Stanley Capital International

OTC

   Over-the-Counter

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
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  135  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Fund’s investments.

 

     Total     Level 1(1)     Level 2(1)     Level 3(1)  

Assets

 

Asset & Commercial Mortgage Backed Securities

   $ 1,253,008     $     $ 1,253,008     $  

Corporate Bonds

     14,885,403             14,885,403        

Foreign Government Obligations

     6,097,428             6,097,428        

Municipal Bonds

     531,299             531,299        

Senior Floating Rate Interests

     12,322,818             12,322,818        

Equity Linked Securities

     9,395,816             499,751       8,896,065  

U.S. Government Securities

     777,964             777,964        

Common Stocks

        

Automobiles & Components

     488,149       64,934       423,215        

Banks

     999,710       300,516       699,194        

Capital Goods

     568,453       217,602       350,851        

Commercial & Professional Services

     45,752       11,516       34,236        

Consumer Durables & Apparel

     104,110             104,110        

Consumer Services

     600,554       169,318       431,236        

Diversified Financials

     580,981       580,981              

Energy

     2,366,419       1,938,906       427,513        

Food, Beverage & Tobacco

     222,510       120,628       101,882        

Insurance

     718,729       236,145       482,584        

Materials

     456,199       96,215       359,984        

Media

     74,782             74,782        

Pharmaceuticals, Biotechnology & Life Sciences

     583,438       511,728       71,710        

Real Estate

     1,778,219       499,827       1,278,392        

Retailing

     312,359       174,518       137,841        

Semiconductors & Semiconductor Equipment

     468,428       189,703       278,725        

Software & Services

     1,035,229       700,626       334,603        

Technology Hardware & Equipment

     2,017,730       98,522       1,919,208        

Telecommunication Services

     760,356       320,691       439,665        

Transportation

     202,611             202,611        

Utilities

     474,625       347,723       126,902        

Escrows

     874             874        

Convertible Bonds

     2,331,838             2,331,838        

Exchange-Traded Funds

     3,471,352       3,471,352              

Preferred Stocks

     33,281       33,281              

Convertible Preferred Stocks

     30,849       30,849              

Short-Term Investments

     9,068,223       7,275,590       1,792,633        

Purchased Options

     238,992       79,365       159,627        

Foreign Currency Contracts(2)

     152,974             152,974        

Futures Contracts(2)

     406,682       406,682              

Swaps - Credit Default(2)

     72,096             71,846       250  

Swaps - Interest Rate(2)

     51,294             51,294        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     75,981,534     $     17,877,218     $     49,208,001     $     8,896,315  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (4,601   $     $ (4,601   $  

Futures Contracts(2)

     (76,370     (76,370            

Swaps - Credit Default(2)

     (80,557           (73,546     (7,011

Swaps - Total Return(2)

     (20,282           (20,282      

TBA Sale Commitments

     (1,092,094           (1,092,094      

Written Options

     (24,445     (10,400     (14,045      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (1,298,349   $ (86,770   $ (1,204,568   $ (7,011
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)  For the six-month period ended April 30, 2018, investments valued at $744,533 were transferred from Level 1 to Level 2 due to the application of a fair valuation model factor; investments valued at $215,771 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation model factor and there were no transfers in and out of Level 3.

 

(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

 

The accompanying notes are an integral part of these financial statements.

 

 

  136  

 


Hartford Multi-Asset Income Fund

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the six-month period ended April 30, 2018:

 

Investments in Securities    Equity Linked
Securities
    Credit Default Swaps     Total  

Beginning balance

   $ 7,181,411     $     $ 7,181,411  

Accrued Discounts (Premiums)

           (192     (192

Realized Gain (Loss)

     275,103       (847     274,256  

Change in Unrealized Appreciation (Depreciation)

     (339,354     1,039       (338,315

Net Purchases

     9,109,951       44,644       9,154,595  

Net Sales

         (7,331,046         (44,644         (7,375,690

Net Transfers in to Level 3

                  

Net Transfers out of Level 3

                  
  

 

 

   

 

 

   

 

 

 

Ending balance

   $ 8,896,065     $     $ 8,896,065  
  

 

 

   

 

 

   

 

 

 

The change in net unrealized appreciation/(depreciation) relating to the Level 3 investments held at April 30, 2018 was $(212,846).

 

Note: For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

 

The accompanying notes are an integral part of these financial statements.

 

 

  137  

 


Hartford Multi-Strategy Funds

Statements of Assets and Liabilities

April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Balanced Fund
     The Hartford
Balanced
Income Fund
     The Hartford
Checks and
Balances Fund
 

Assets:

 

Investments in securities, at market value(1)

   $ 944,483,542      $ 12,187,272,763      $  

Investments in affiliated investment companies, at market value

                   1,600,426,152  

Cash

            179,524         

Cash collateral due from broker on futures contracts

                    

Cash collateral due from broker on swap contracts

            398,318         

Foreign currency

            978,332         

Unrealized appreciation on OTC swap contracts

                    

Unrealized appreciation on foreign currency contracts

            2,075,879         

Receivables:

 

Investment securities sold

     4,559,241        26,439,251        238,945  

Fund shares sold

     1,410,658        26,211,476        709,598  

Dividends and interest

     2,668,991        73,537,123        1,496,050  

Securities lending income

     10        24,203         

Tax reclaims

     241,406        2,343,204         

Variation margin on futures contracts

            5,841,893         

Variation margin on centrally cleared swap contracts

            6,353         

OTC swap contracts premiums paid

                    

Other assets

     95,729        228,623        73,950  
  

 

 

    

 

 

    

 

 

 

Total assets

     953,459,577        12,325,536,942        1,602,944,695  
  

 

 

    

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on foreign currency contracts

            293,695         

Bank overdraft

     7,289                

Obligation to return securities lending collateral

            18,142,583         

Unrealized depreciation on OTC swap contracts

                    

Cash collateral due to broker on swap contracts

            159,999         

TBA sale commitments, at market value

                    

Payables:

 

Investment securities purchased

     4,628,858        44,065,724        1,496,050  

Fund shares redeemed

     657,681        12,351,450        1,378,119  

Investment management fees

     438,424        5,368,645         

Transfer agent fees

     197,107        1,291,916        279,484  

Accounting services fees

     14,082        180,485        18,554  

Board of Directors’ fees

     3,194        37,292        6,973  

Variation margin on centrally cleared swap contracts

                    

Variation margin on futures contracts

     13,577                

Foreign taxes

                    

Distribution fees

     45,247        629,608        82,590  

Written options

                    

Accrued expenses

     70,136        621,967        117,649  

OTC swap contracts premiums received

                    
  

 

 

    

 

 

    

 

 

 

Total liabilities

     6,075,595        83,143,364        3,379,419  
  

 

 

    

 

 

    

 

 

 

Net assets

   $ 947,383,982      $ 12,242,393,578      $ 1,599,565,276  
  

 

 

    

 

 

    

 

 

 

Summary of Net Assets:

 

Capital stock and paid-in-capital

   $ 778,995,055      $ 11,464,836,710      $ 1,519,558,022  

Undistributed (distributions in excess of) net investment income

     1,095,333        21,073,824        (31,380,582

Accumulated net realized gain (loss)

     29,540,578        252,378,190        129,335,308  

Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency

     137,753,016        504,104,854        (17,947,472
  

 

 

    

 

 

    

 

 

 

Net assets

   $ 947,383,982      $     12,242,393,578      $     1,599,565,276  
  

 

 

    

 

 

    

 

 

 

Shares authorized

         1,010,000,000        1,850,000,000        1,050,000,000  
  

 

 

    

 

 

    

 

 

 

Par value

   $ 0.0010      $ 0.0010      $ 0.0010  
  

 

 

    

 

 

    

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  138  

 


Hartford Multi-Strategy Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

The Hartford
Conservative
Allocation Fund
    The Hartford
Global All-Asset
Fund
(consolidated)
    The Hartford
Growth
Allocation Fund
    Hartford
Moderate
Allocation Fund
    Hartford
Multi-Asset
Income Fund
 
       
$ 370,839     $ 296,335,381     $ 2,362,519     $ 1,421,344     $ 75,298,488  
  120,181,159             654,501,232       451,144,812        
                          536,516  
        3,665,000                    
        187,125                    
        436,422                   175,624  
        3,363                   62,796  
        2,242,346                   152,974  
       
  33,204       15,067,304       38,334       217,392       1,273,131  
  25,281       390,002       271,518       173,952       35,190  
  101,781       1,026,310       98,797       174,578       441,763  
        4,165                   4,415  
        175,711                   20,219  
        183,279                   608,154  
                           
        54,471                   184,700  
  58,726       138,245       66,298       67,177       120,462  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  120,770,990       319,909,124       657,338,698       453,199,255       78,914,432  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
       
        2,138,758                   4,601  
        771,122                    
        2,786,687                   3,689,988  
        68,111                   79,712  
                          30,000  
        8,244,664                   1,092,095  
       
  101,322       12,591,131       94,918       172,627       1,719,708  
  89,471       188,057       802,900       394,149       511  
  9,948       170,304       53,756       37,462       32,544  
  22,612       46,222       160,203       89,443       2,544  
  1,393       5,313       7,619       5,245       1,279  
  555       1,223       2,653       1,923       242  
        8,225                   1,552  
                           
        123,423                   1,887  
  6,850       10,929       36,528       25,446       2,585  
        103,903                   24,445  
  19,989       60,967       57,276       48,488       22,475  
        260,396                   260,826  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  252,140       27,579,435       1,215,853       774,783       6,966,994  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 120,518,850     $ 292,329,689     $ 656,122,845     $ 452,424,472     $ 71,947,438  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
       
$ 124,236,417     $ 276,644,945     $ 622,375,115     $ 420,355,285     $ 85,793,014  
  (98,026     440,553       (1,825,007     (2,231,493     4,335  
  (4,549,502     (5,111,674     1,435,408       19,680,192       (15,479,187

 

929,961

 

    20,355,865       34,137,329       14,620,488       1,629,276  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 120,518,850     $ 292,329,689     $ 656,122,845     $ 452,424,472     $ 71,947,438  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
      450,000,000           750,000,000           450,000,000           450,000,000           550,000,000  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 0.0010     $ 0.0010     $ 0.0010     $ 0.0010     $ 0.0010  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  139  

 


Hartford Multi-Strategy Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Balanced Fund
     The Hartford
Balanced
Income Fund
     The Hartford
Checks and
Balances Fund
 

Class A:  Net asset value per share

   $ 23.67      $ 14.04      $ 9.36  
  

 

 

    

 

 

    

 

 

 

         Maximum offering price per share

   $ 25.05      $ 14.86      $ 9.90  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     25,966,584        230,114,646        132,388,292  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 614,560,879      $ 3,230,068,993      $ 1,238,793,836  
  

 

 

    

 

 

    

 

 

 

Class C:  Net asset value per share

   $ 23.66      $ 13.83      $ 9.29  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     7,184,577        263,063,809        30,079,890  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 169,981,882      $ 3,638,359,174      $ 279,453,097  
  

 

 

    

 

 

    

 

 

 

Class I:  Net asset value per share

   $ 23.66      $ 14.04      $ 9.37  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     2,141,284        242,565,429        6,124,698  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 50,664,813      $ 3,405,663,517      $ 57,403,915  
  

 

 

    

 

 

    

 

 

 

Class R3:  Net asset value per share

   $ 23.91      $ 14.08      $ 9.32  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     100,821        15,906,350        1,714,878  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 2,410,244      $ 223,965,852      $ 15,978,600  
  

 

 

    

 

 

    

 

 

 

Class R4:  Net asset value per share

   $ 23.96      $ 14.09      $ 9.33  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     71,584        7,572,052        599,908  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 1,715,104      $ 106,690,153      $ 5,595,779  
  

 

 

    

 

 

    

 

 

 

Class R5:  Net asset value per share

   $ 23.99      $ 14.11      $ 9.37  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     5,938        3,692,726        200,232  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 142,460      $ 52,100,983      $ 1,876,627  
  

 

 

    

 

 

    

 

 

 

Class R6:  Net asset value per share

   $ 24.00      $ 14.18      $  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     408        5,433,707         
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 9,791      $ 77,067,258      $  
  

 

 

    

 

 

    

 

 

 

Class Y:  Net asset value per share

   $ 24.00      $ 14.18      $  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     661,884        8,957,731         
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 15,883,925      $ 127,058,227      $  
  

 

 

    

 

 

    

 

 

 

Class F:  Net asset value per share

   $ 23.65      $ 14.05      $ 9.37  
  

 

 

    

 

 

    

 

 

 

         Shares outstanding

     3,890,253        98,353,096        49,446  
  

 

 

    

 

 

    

 

 

 

         Net Assets

   $ 92,014,884      $ 1,381,419,421      $ 463,422  
  

 

 

    

 

 

    

 

 

 

Cost of investments

   $     806,783,143      $     11,687,652,108      $  

Cost of investments in affiliated investment companies

   $      $      $     1,618,373,624  

Cost of foreign currency

   $      $ 990,540      $  

Proceeds of TBA sale commitments

   $      $      $  

Proceeds of written option contracts

   $      $      $  

(1) Includes Investment in securities on loan, at value

   $      $ 17,740,897      $  

 

The accompanying notes are an integral part of these financial statements.

 

 

  140  

 


Hartford Multi-Strategy Funds

Statements of Assets and Liabilities – (continued)

April 30, 2018 (Unaudited)

 

 

 

The Hartford
Conservative
Allocation Fund
    The Hartford
Global All-Asset
Fund
(consolidated)
    The Hartford
Growth
Allocation Fund
    Hartford
Moderate
Allocation Fund
    Hartford
Multi-Asset
Income Fund
 
$ 10.38     $ 10.61     $ 12.39     $ 12.07     $ 9.42  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 10.98     $ 11.23     $ 13.11     $ 12.77     $ 9.86  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  7,997,855       9,177,050       39,153,041       26,277,640       1,359,118  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 82,978,878     $ 97,363,417     $ 485,098,952     $ 317,169,809     $ 12,796,474  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 10.24     $ 10.46     $ 12.18     $ 11.85     $ 9.42  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  2,432,069       5,156,366       10,914,087       7,740,998       900,644  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 24,896,862     $ 53,935,833     $ 132,947,449     $ 91,756,792     $ 8,486,682  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 10.38     $ 10.66     $ 12.31     $ 12.11     $ 9.41  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  144,151       4,449,325       920,348       735,979       1,792,837  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 1,496,951     $ 47,407,880     $ 11,333,679     $ 8,909,738     $ 16,878,964  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 10.37     $ 10.60     $ 12.10     $ 11.89     $ 9.42  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  600,422       175,574       926,214       1,768,191       239,517  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 6,224,552     $ 1,861,719     $ 11,203,738     $ 21,022,845     $ 2,257,244  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 10.38     $ 10.76     $ 12.32     $ 12.06     $ 9.42  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  274,924       57,589       772,913       609,219       241,219  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 2,853,949     $ 619,416     $ 9,520,418     $ 7,347,407     $ 2,272,082  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 10.41     $ 10.58     $ 12.40     $ 12.11     $ 9.41  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  197,607       6,140       484,613       512,367       242,939  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 2,056,954     $ 64,928     $ 6,007,173     $ 6,206,772     $ 2,286,798  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     $ 10.66     $     $     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
        929                    

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     $ 9,910     $     $     $  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     $ 10.66     $     $     $ 9.41  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
        2,510,466                   2,822,601  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     $ 26,769,104     $     $     $ 26,562,935  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 10.39     $ 10.66     $ 12.32     $ 12.11     $ 9.41  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  1,031       6,034,105       928       917       43,167  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 10,704     $ 64,297,482     $ 11,436     $ 11,109     $ 406,259  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 370,839     $     275,975,126     $ 2,362,519     $ 1,421,344     $     74,329,415  
$     119,251,198     $     $     620,363,903     $     436,524,324     $  
$     $ 437,704     $     $     $ 177,296  
$     $ 8,296,057     $     $     $ 1,096,735  
$     $ 161,204     $     $     $ 185,535  
$     $ 2,804,583     $     $     $ 3,597,554  

 

The accompanying notes are an integral part of these financial statements.

 

 

  141  

 


Hartford Multi-Strategy Funds

Statements of Operations

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Balanced Fund
    The Hartford
Balanced
Income Fund
    The Hartford
Checks and
Balances Fund
 

Investment Income:

 

Dividends

   $ 6,762,604     $ 88,675,371     $  

Dividends from affiliated investment companies

                 23,983,097  

Interest

     4,938,230       128,133,296       33  

Securities lending

     79       49,470        

Less: Foreign tax withheld

     (100,260     (2,272,379      
  

 

 

   

 

 

   

 

 

 

Total investment income, net

     11,600,653       214,585,758       23,983,130  
  

 

 

   

 

 

   

 

 

 

Expenses:

 

Investment management fees

     2,980,869       33,055,119        

Administrative services fees

 

Class R3

     2,451       225,359       17,479  

Class R4

     1,195       80,880       4,125  

Class R5

     71       23,238       1,069  

Transfer agent fees

 

Class A

     456,071       1,273,806       606,467  

Class C

     93,757       1,395,941       158,187  

Class I

     19,836       1,232,444       25,184  

Class R3

     239       4,251       1,023  

Class R4

     156       2,418       343  

Class R5

     14       945       114  

Class R6

           269        

Class Y

     2,320       27,263        

Class F

     18       76       3  

Distribution fees

 

Class A

     785,954       4,108,373       1,609,704  

Class C

     852,506       18,397,312       1,469,867  

Class R3

     6,127       563,397       43,697  

Class R4

     1,993       134,801       6,874  

Custodian fees

     3,873       100,044       96  

Registration and filing fees

     88,703       299,841       68,451  

Accounting services fees

     85,760       1,092,172       116,663  

Board of Directors’ fees

     12,685       161,800       22,994  

Audit fees

     7,934       16,440       7,745  

Other expenses

     84,144       839,133       123,250  
  

 

 

   

 

 

   

 

 

 

Total expenses (before waivers and fees paid indirectly)

     5,486,676       63,035,322       4,283,335  

Expense waivers

     (214     (52,758      

Management fee waivers

                  

Distribution fee reimbursements

     (16,114     (8,915     (5,144

Commission recapture

           (17,282      
  

 

 

   

 

 

   

 

 

 

Total waivers and fees paid indirectly

     (16,328     (78,955     (5,144
  

 

 

   

 

 

   

 

 

 

Total expenses, net

     5,470,348       62,956,367       4,278,191  
  

 

 

   

 

 

   

 

 

 

Net Investment Income (Loss)

     6,130,305       151,629,391       19,704,939  
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:

      

Capital gain distributions received from underlying funds

                     124,460,456  

Net realized gain (loss) on investments

         31,647,268           241,749,822        

Less: Foreign taxes paid on realized capital gains

                  

Net realized gain (loss) on investments in affiliated investment companies

                 4,874,765  

Net realized gain (loss) on purchased options contracts

                  

Net realized gain (loss) on futures contracts

     63,330       12,051,334        

Net realized gain (loss) on written options contracts

                  

Net realized gain (loss) on swap contracts

           (505,358      

Net realized gain (loss) on foreign currency contracts

           (1,674,913      

Net realized gain (loss) on other foreign currency transactions

     15,218       (87,571      
  

 

 

   

 

 

   

 

 

 

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     31,725,816       251,533,314       129,335,221  
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  142  

 


Hartford Multi-Strategy Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

The Hartford
Conservative
Allocation Fund
    The Hartford
Global All-Asset
Fund
(consolidated)
    The Hartford
Growth
Allocation
Fund
    Hartford
Moderate
Allocation Fund
    Hartford
Multi-Asset
Income Fund
 
       
$     $ 2,101,862     $     $     $ 677,317  
  3,151,968             12,199,138       10,540,971        
  459       1,798,021       5,898       1,951       923,655  
        6,379                   7,781  
        (113,601                 (14,493

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  3,152,427       3,792,661       12,205,036       10,542,922       1,594,260  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
       
  61,976       1,154,145       333,518       232,815       193,101  
       
  6,574       1,936       11,469       21,337       2,212  
  2,057       684       7,626       5,597       1,670  
  1,042       10       2,924       3,166       1,120  
       
  50,893       68,348       356,305       194,852       3,235  
  19,415       35,296       101,709       58,094       3,450  
  971       20,631       4,418       5,112       5,125  
  312       193       559       644       83  
  136       92       270       291       77  
  91       2       119       163       77  
                           
        6,202                   119  
        17                   2  
       
  106,600       126,531       623,730       408,736       15,083  
  128,003       284,359       691,036       472,211       37,429  
  16,435       4,841       28,673       53,343       5,530  
  3,428       1,140       12,711       9,328       2,783  
  96       33,023       96       96       9,341  
  57,189       57,374       61,316       59,643       58,188  
  8,677       33,005       47,323       32,594       7,251  
  1,730       4,129       9,188       6,377       870  
  7,952       44,183       7,890       12,430       16,126  
  14,547       25,308       53,811       37,438       8,845  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  488,124       1,901,449       2,354,691       1,614,267       371,717  
  (19,368     (168,593                 (85,461
        (16,266                  
  (1,957     (587     (10,166     (7,984     (26,903
        (373                  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (21,325     (185,819     (10,166     (7,984     (112,364

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  466,799       1,715,630       2,344,525       1,606,283       259,353  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
      2,685,628           2,077,031           9,860,511           8,936,639            1,334,907  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
       
  1,711,609             22,348,891       11,166,475        
        15,940,649                   1,150,489  
        (41,833                 (588
  1,557,959             16,054,161       8,513,776        
        2,301,370                   519,845  
        (2,373,691                 (1,148,412
        (930,864                 64,475  
        (579,631                 471,937  
        (2,540,549                 (147,611
        (226,180                 14,677  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  3,269,568           11,549,271           38,403,052           19,680,251       924,812  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  143  

 


Hartford Multi-Strategy Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

     The Hartford
Balanced Fund
    The Hartford
Balanced
Income Fund
    The Hartford
Checks and
Balances Fund
 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:

      

Net unrealized appreciation (depreciation) of investments

   $ (26,910,356   $ (552,579,463   $  

Net unrealized appreciation (depreciation) of investments in affiliated investment companies

                 (122,548,707

Net unrealized appreciation (depreciation) of purchased options contracts

                  

Net unrealized appreciation (depreciation) of futures contracts

     52,951       (2,123,133      

Net unrealized appreciation (depreciation) of written options contracts

                  

Net unrealized appreciation (depreciation) of swap contracts

           172,795        

Net unrealized appreciation (depreciation) of foreign currency contracts

           513,269        

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

     (5,523     (124,716      
  

 

 

   

 

 

   

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions

         (26,862,928     (554,141,248         (122,548,707
  

 

 

   

 

 

   

 

 

 

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions

     4,862,888       (302,607,934     6,786,514  
  

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $ 10,993,193     $     (150,978,543   $ 26,491,453  
  

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  144  

 


Hartford Multi-Strategy Funds

Statements of Operations – (continued)

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

The Hartford
Conservative
Allocation Fund
    The Hartford
Global All-Asset
Fund
(consolidated)
    The Hartford
Growth
Allocation
Fund
    Hartford
Moderate
Allocation Fund
    Hartford
Multi-Asset
Income Fund
 
       
$     $     (13,848,712   $     $     $ (1,322,492
      (4,959,216               (28,789,751         (19,594,836      
        (453,433                 (167,261
        1,257,232                   763,025  
        (47,281                 150,730  
        105,250                   38,146  
        188,249                   70,727  
        (26,292                 (3,638

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

(4,959,216

    (12,824,987     (28,789,751     (19,594,836     (470,763

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (1,689,648     (1,275,716     9,613,301       85,415       454,049  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ 995,980     $ 801,315     $ 19,473,812     $ 9,022,054     $      1,788,956  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  145  

 


Hartford Multi-Strategy Funds

Statements of Changes in Net Assets

 

 

 

     The Hartford Balanced Fund     The Hartford Balanced
Income Fund
 
     For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31, 2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31, 2017
 

Operations:

 

Net investment income (loss)

   $ 6,130,305     $ 11,006,399     $ 151,629,391     $ 260,056,066  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     31,725,816       54,675,404       251,533,314       350,572,008  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (26,862,928     53,057,343       (554,141,248     492,753,838  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     10,993,193       118,739,146       (150,978,543     1,103,381,912  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

 

From net investment income

 

Class A

     (3,998,188     (7,614,132     (41,532,009     (78,755,520

Class B

           (951           (68,768

Class C

     (473,030     (891,204     (33,547,163     (62,442,675

Class I

     (434,216     (1,006,225     (47,867,648     (90,330,413

Class R3

     (11,832     (26,626     (2,481,831     (4,383,569

Class R4

     (9,963     (15,746     (1,329,406     (2,573,002

Class R5

     (1,107     (2,541     (638,046     (1,099,532

Class R6

     (43           (1,004,191     (585,077

Class Y

     (120,464     (151,905     (1,804,448     (2,721,304

Class F

     (693,379     (250,092     (18,431,592     (7,259,039
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net investment income

     (5,742,222     (9,959,422     (148,636,334     (250,218,899
  

 

 

   

 

 

   

 

 

   

 

 

 

From net realized gain on investments

 

Class A

                 (95,183,567     (33,832,328

Class B

                       (64,307

Class C

                 (108,027,754     (35,761,372

Class I

                 (99,188,732     (28,196,118

Class R3

                 (6,495,371     (1,928,904

Class R4

                 (3,171,586     (1,137,476

Class R5

                 (1,315,341     (366,066

Class R6

                 (1,843,112     (105,031

Class Y

                 (3,696,408     (949,044

Class F

                 (34,890,490      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net realized gain on investments

                 (353,812,361     (102,340,646
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (5,742,222     (9,959,422     (502,448,695     (352,559,545
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

Sold

     93,481,788       255,260,189       1,799,703,225       5,532,140,891  

Issued on reinvestment of distributions

     5,575,208       9,641,127       464,082,804       323,516,298  

Redeemed

     (92,516,122     (245,295,089     (1,334,142,741     (3,593,585,698
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     6,540,874       19,606,227       929,643,288       2,262,071,491  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     11,791,845       128,385,951       276,216,050       3,012,893,858  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

Beginning of period

     935,592,137       807,206,186       11,966,177,528       8,953,283,670  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     947,383,982     $     935,592,137     $     12,242,393,578     $     11,966,177,528  
  

 

 

   

 

 

   

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

   $ 1,095,333     $ 707,250     $ 21,073,824     $ 18,080,767  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  146  

 


Hartford Multi-Strategy Funds

Statements of Changes in Net Assets – (continued)

 

 

 

The Hartford Checks and
Balances Fund
    The Hartford Conservative
Allocation Fund
    The Hartford Global All-Asset
Fund (consolidated)
 
For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31, 2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31, 2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31, 2017
 
         
$ 19,704,939     $ 22,937,257     $ 2,685,628     $ 1,437,403     $ 2,077,031     $ 3,542,801  

 

129,335,221

 

    209,613,206       3,269,568       6,297,871       11,549,271       20,863,281  

 

(122,548,707

    16,296,777       (4,959,216     4,368,049       (12,824,987     23,352,718  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  26,491,453       248,847,240       995,980       12,103,323       801,315       47,758,800  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
         
  (42,527,984     (17,364,993     (2,551,364     (1,204,620     (12,561,356     (1,854,988
        (55,998                        
  (8,693,532     (1,536,844     (550,230     (160,816     (6,706,368     (532,959
  (2,019,566     (746,488     (56,095     (21,644     (6,010,143     (887,391
  (548,137     (147,023     (189,259     (98,281     (238,211     (25,727
  (178,588     (59,900     (85,069     (30,660     (169,983     (18,947
  (73,078     (47,946     (64,019     (38,830     (1,551     (228
                                 
                          (3,723,051     (1,800,779
  (17,536     (5,165     (351           (7,894,617      

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (54,058,421     (19,964,357     (3,496,387     (1,554,851     (37,305,280     (5,121,019

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  (117,889,011     (93,801,890                        
        (1,974,522                        
  (27,057,773     (22,032,763                        
  (5,333,073     (2,837,906                        
  (1,631,385     (1,028,204                        
  (491,956     (304,171                        
  (262,222     (336,732                        
                                 
                                 
  (130,158                              

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (152,795,578     (122,316,188                        

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (206,853,999     (142,280,545     (3,496,387     (1,554,851     (37,305,280     (5,121,019

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  57,568,044       165,169,794       7,099,082       22,242,959       22,006,320       90,402,058  
  204,903,109       140,746,150       3,420,676       1,521,051       33,187,815       4,564,892  
  (198,915,509     (499,782,544     (14,835,213     (49,530,339     (39,337,848     (156,481,715

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  63,555,644       (193,866,600     (4,315,455     (25,766,329     15,856,287       (61,514,765

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  (116,806,902     (87,299,905     (6,815,862     (15,217,857     (20,647,678     (18,876,984

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
         
  1,716,372,178       1,803,672,083       127,334,712       142,552,569       312,977,367       331,854,351  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$     1,599,565,276     $     1,716,372,178     $     120,518,850     $     127,334,712     $     292,329,689     $     312,977,367  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
$ (31,380,582   $ 2,972,900     $ (98,026   $ 712,733     $ 440,553     $ 35,668,802  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  147  

 


Hartford Multi-Strategy Funds

Statements of Changes in Net Assets – (continued)

 

 

 

     The Hartford Growth
Allocation Fund
    Hartford Moderate
Allocation Fund
 
     For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31, 2017
    For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31, 2017
 

Operations:

 

Net investment income (loss)

   $ 9,860,511     $ 3,238,502     $ 8,936,639     $ 3,558,718  

Net realized gain (loss) on investments, other financial instruments and foreign currency transactions

     38,403,052       64,320,805       19,680,251       33,464,921  

Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions

     (28,789,751     55,127,641       (19,594,836     31,140,975  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     19,473,812       122,686,948       9,022,054       68,164,614  
  

 

 

   

 

 

   

 

 

   

 

 

 

Distributions to Shareholders:

 

From net investment income

 

Class A

     (11,718,445     (2,159,813     (8,796,169     (3,247,300

Class B

                        

Class C

     (2,249,137           (1,850,246     (169,122

Class I

     (300,459     (57,320     (262,104     (95,654

Class R3

     (234,716     (13,223     (519,925     (139,506

Class R4

     (246,007     (52,512     (201,409     (68,158

Class R5

     (144,172     (38,687     (186,089     (81,472

Class R6

                        

Class Y

                        

Class F

     (306           (331      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net investment income

     (14,893,242     (2,321,555     (11,816,273     (3,801,212
  

 

 

   

 

 

   

 

 

   

 

 

 

From net realized gain on investments

 

Class A

                 (7,097,453      

Class B

                        

Class C

                 (2,100,292      

Class I

                 (193,211      

Class R3

                 (483,580      

Class R4

                 (164,016      

Class R5

                 (136,759      

Class R6

                        

Class Y

                        

Class F

                 (234      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total from net realized gain on investments

                 (10,175,545      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total distributions

     (14,893,242     (2,321,555     (21,991,818     (3,801,212
  

 

 

   

 

 

   

 

 

   

 

 

 

Capital Share Transactions:

 

Sold

     22,057,185       47,456,569       15,745,025       33,703,969  

Issued on reinvestment of distributions

     14,636,532       2,285,692       21,643,392       3,737,369  

Redeemed

     (67,775,821     (193,328,384     (47,719,247     (139,793,975
  

 

 

   

 

 

   

 

 

   

 

 

 

Net increase (decrease) from capital share transactions

     (31,082,104     (143,586,123     (10,330,830     (102,352,637
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     (26,501,534     (23,220,730     (23,300,594     (37,989,235
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Assets:

 

Beginning of period

     682,624,379       705,845,109       475,725,066       513,714,301  
  

 

 

   

 

 

   

 

 

   

 

 

 

End of period

   $     656,122,845     $      682,624,379     $     452,424,472     $      475,725,066  
  

 

 

   

 

 

   

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

   $ (1,825,007   $ 3,207,724     $ (2,231,493   $ 648,141  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  148  

 


Hartford Multi-Strategy Funds

Statements of Changes in Net Assets – (continued)

 

 

 

Hartford Multi-Asset
Income Fund
 
For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Year Ended
October 31, 2017
 
 
$ 1,334,907     $ 2,855,841  

 

924,812

 

    318,623  

 

(470,763

    2,614,297  

 

 

   

 

 

 
  1,788,956       5,788,761  

 

 

   

 

 

 
 
 
  (386,875     (428,371
         
  (214,470     (192,115
  (433,006     (562,058
  (70,026     (82,400
  (71,250     (85,986
  (73,023     (90,017
         
  (852,321     (1,310,046
  (13,726     (7,485

 

 

   

 

 

 
  (2,114,697     (2,758,478

 

 

   

 

 

 
 
         
         
         
         
         
         
         
         
         
         

 

 

   

 

 

 
         

 

 

   

 

 

 
  (2,114,697     (2,758,478

 

 

   

 

 

 
 
  13,235,985       11,918,392  
  2,073,387       2,727,999  
  (7,835,083     (24,887,322

 

 

   

 

 

 
  7,474,289       (10,240,931

 

 

   

 

 

 
  7,148,548       (7,210,648

 

 

   

 

 

 
 
  64,798,890       72,009,538  

 

 

   

 

 

 
$     71,947,438     $      64,798,890  

 

 

   

 

 

 
$ 4,335     $ 784,125  

 

 

   

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  149  

 


Hartford Multi-Strategy Funds

Financial Highlights

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Balanced Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   23.53     $   0.16     $   0.13     $   0.29     $   (0.15   $   —     $   —     $   (0.15   $   23.67       1.24 %(5)    $   614,561       1.08 %(6)      1.08 %(6)      1.36 %(6)      15

C

    23.53       0.08       0.12       0.20       (0.07                 (0.07     23.66       0.83 (5)      169,982       1.80 (6)      1.79 (6)      0.64 (6)      15  

I

    23.53       0.20       0.12       0.32       (0.19                 (0.19     23.66       1.36 (5)      50,665       0.76 (6)      0.76 (6)      1.68 (6)      15  

R3

    23.77       0.13       0.13       0.26       (0.12                 (0.12     23.91       1.08 (5)      2,410       1.41 (6)      1.36 (6)      1.07 (6)      15  

R4

    23.82       0.16       0.13       0.29       (0.15                 (0.15     23.96       1.22 (5)      1,715       1.10 (6)      1.08 (6)      1.35 (6)      15  

R5

    23.85       0.20       0.13       0.33       (0.19                 (0.19     23.99       1.37 (5)      142       0.80 (6)      0.78 (6)      1.64 (6)      15  

R6(7)

    24.62       0.07       (0.58 )(10)      (0.51     (0.11                 (0.11     24.00       1.41 (5)      10       0.62 (6)      0.62 (6)      1.69 (6)      15  

Y

    23.86       0.21       0.12       0.33       (0.19                 (0.19     24.00       1.40 (5)      15,884       0.71 (6)      0.71 (6)      1.71 (6)      15  

F

    23.52       0.21       0.12       0.33       (0.20                 (0.20     23.65       1.40 (5)      92,015       0.68 (6)      0.68 (6)      1.74 (6)      15  

For the Year Ended October 31, 2017

 

 

A

  $ 20.76     $ 0.31     $ 2.74     $ 3.05     $ (0.28   $     $     $ (0.28   $ 23.53       14.76   $ 628,048       1.11     1.10     1.37     34

C

    20.76       0.15       2.74       2.89       (0.12                 (0.12     23.53       13.95       168,686       1.82       1.81       0.67       34  

I

    20.76       0.36       2.74       3.10       (0.33                 (0.33     23.53       15.02       52,216       0.88       0.88       1.61       34  

R3

    20.97       0.25       2.76       3.01       (0.21                 (0.21     23.77       14.40       2,412       1.45       1.40       1.11       34  

R4

    21.02       0.30       2.78       3.08       (0.28                 (0.28     23.82       14.75       1,464       1.15       1.10       1.32       34  

R5

    21.04       0.38       2.77       3.15       (0.34                 (0.34     23.85       15.09       139       0.87       0.80       1.71       34  

Y

    21.05       0.38       2.79       3.17       (0.36                 (0.36     23.86       15.16       12,753       0.75       0.75       1.68       34  

F(8)

    22.21       0.20       1.39       1.59       (0.28                 (0.28     23.52       7.23 (5)      69,874       0.72 (6)      0.72 (6)      1.25 (6)      34  

For the Year Ended October 31, 2016

 

 

A

  $ 20.87     $ 0.30     $ (0.01 )(10)    $ 0.29     $ (0.40   $     $     $ (0.40   $ 20.76       1.43   $ 601,415       1.15     1.15 %(11)      1.43     26

B

    20.78       0.12       (0.02 )(10)      0.10       (0.20                 (0.20     20.68       0.50       2,228       2.39       2.05 (11)      0.59       26  

C

    20.87       0.15       (12)      0.15       (0.26                 (0.26     20.76       0.74       161,160       1.85       1.85 (11)      0.73       26  

I

    20.86       0.33       0.04       0.37       (0.47                 (0.47     20.76       1.80       31,260       0.85       0.85 (11)      1.59       26  

R3

    21.09       0.24       0.01       0.25       (0.37                 (0.37     20.97       1.18       3,174       1.47       1.41 (11)      1.13       26  

R4

    21.13       0.31       (12)      0.31       (0.42                 (0.42     21.02       1.47       683       1.18       1.11 (11)      1.47       26  

R5

    21.14       0.36       0.02       0.38       (0.48                 (0.48     21.04       1.81       242       0.88       0.81 (11)      1.74       26  

Y

    21.15       0.39       (12)      0.39       (0.49                 (0.49     21.05       1.87       7,044       0.75       0.75 (11)      1.87       26  

For the Year Ended October 31, 2015

 

 

A

  $ 20.54     $ 0.25     $ 0.33     $ 0.58     $ (0.25   $     $     $ (0.25   $ 20.87       2.84   $ 607,698       1.15     1.15     1.20     22

B

    20.42       0.07       0.33       0.40       (0.04                 (0.04     20.78       1.98       5,246       2.27       1.99       0.35       22  

C

    20.54       0.11       0.33       0.44       (0.11                 (0.11     20.87       2.15       153,455       1.84       1.84       0.52       22  

I(13)

    21.08       0.19       (0.24     (0.05     (0.17                 (0.17     20.86       (0.19 )(5)      7,436       0.86 (6)      0.86 (6)      1.59 (6)      22  

R3

    20.75       0.20       0.34       0.54       (0.20                 (0.20     21.09       2.62       1,361       1.49       1.40       0.97       22  

R4

    20.78       0.26       0.34       0.60       (0.25                 (0.25     21.13       2.90       594       1.16       1.10       1.25       22  

R5

    20.80       0.33       0.33       0.66       (0.32                 (0.32     21.14       3.19       164       0.87       0.80       1.56       22  

Y

    20.82       0.35       0.31       0.66       (0.33                 (0.33     21.15       3.22       7,600       0.74       0.74       1.65       22  

For the Year Ended October 31, 2014

 

 

A

  $ 18.62     $ 0.23     $ 1.92     $ 2.15     $ (0.23   $     $     $ (0.23   $ 20.54       11.60   $ 585,217       1.17     1.17     1.17     39

B

    18.50       0.06       1.91       1.97       (0.05                 (0.05     20.42       10.64       8,635       2.27       2.04       0.33       39  

C

    18.63       0.09       1.92       2.01       (0.10                 (0.10     20.54       10.82       126,773       1.86       1.86       0.47       39  

R3

    18.81       0.18       1.94       2.12       (0.18                 (0.18     20.75       11.32       593       1.50       1.40       0.93       39  

R4

    18.83       0.24       1.95       2.19       (0.24                 (0.24     20.78       11.67       786       1.16       1.10       1.22       39  

R5

    18.85       0.30       1.95       2.25       (0.30                 (0.30     20.80       12.02       157       0.86       0.80       1.53       39  

Y

    18.87       0.32       1.95       2.27       (0.32                 (0.32     20.82       12.08       2,147       0.74       0.74       1.59       39  

 

The accompanying notes are an integral part of these financial statements.

 

 

  150  

 


Hartford Multi-Strategy Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Balanced Fund - (continued)  

For the Year Ended October 31, 2013

 

 

A

  $   16.06     $   0.22     $   2.56     $   2.78     $   (0.22   $     $   —     $   (0.22   $   18.62       17.40   $ 542,452       1.21     1.18     1.24     27

B

    15.94       0.07       2.54       2.61       (0.05                 (0.05     18.50       16.43       12,206       2.27       2.04       0.42       27  

C

    16.07       0.09       2.57       2.66       (0.10                 (0.10     18.63       16.58       100,230       1.89       1.89       0.52       27  

R3

    16.23       0.17       2.59       2.76       (0.18                 (0.18     18.81       17.11       641       1.51       1.40       0.98       27  

R4

    16.23       0.24       2.59       2.83       (0.23                 (0.23     18.83       17.55       531       1.15       1.10       1.35       27  

R5

    16.26       0.28       2.59       2.87       (0.28                 (0.28     18.85       17.81       140       0.86       0.80       1.62       27  

Y

    16.27       0.30       2.59       2.89       (0.29                 (0.29     18.87       17.92       1,979       0.74       0.74       1.69       27  
The Hartford Balanced Income Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $ 14.80     $ 0.19     $ (0.34   $ (0.15   $ (0.18   $ (0.43   $     $ (0.61   $ 14.04       (1.12 )%(5)    $ 3,230,069       0.91 %(6)      0.91 %(6)      2.60 %(6)      22

C

    14.59       0.13       (0.33     (0.20     (0.13     (0.43           (0.56     13.83       (1.50 )(5)      3,638,359       1.66 (6)      1.66 (6)      1.85 (6)      22  

I

    14.80       0.21       (0.34     (0.13     (0.20     (0.43           (0.63     14.04       (1.00 )(5)      3,405,664       0.65 (6)      0.65 (6)      2.85 (6)      22  

R3

    14.84       0.16       (0.33     (0.17     (0.16     (0.43           (0.59     14.08       (1.28 )(5)      223,966       1.28 (6)      1.25 (6)      2.25 (6)      22  

R4

    14.85       0.18       (0.33     (0.15     (0.18     (0.43           (0.61     14.09       (1.14 )(5)      106,690       0.99 (6)      0.95 (6)      2.55 (6)      22  

R5

    14.87       0.20       (0.33     (0.13     (0.20     (0.43           (0.63     14.11       (1.00 )(5)      52,101       0.68 (6)      0.68 (6)      2.82 (6)      22  

R6

    14.94       0.21       (0.34     (0.13     (0.20     (0.43           (0.63     14.18       (0.95 )(5)      77,067       0.58 (6)      0.58 (6)      2.91 (6)      22  

Y

    14.94       0.21       (0.34     (0.13     (0.20     (0.43           (0.63     14.18       (0.98 )(5)      127,058       0.62 (6)      0.62 (6)      2.89 (6)      22  

F

    14.80       0.21       (0.33     (0.12     (0.20     (0.43           (0.63     14.05       (0.89 )(5)      1,381,419       0.58 (6)      0.58 (6)      2.92 (6)      22  

For the Year Ended October 31, 2017

 

 

A

  $ 13.80     $ 0.37     $ 1.14     $ 1.51     $ (0.36   $   (0.15   $     $ (0.51   $ 14.80       11.16   $   3,297,181       0.92     0.92     2.63     39

C

    13.61       0.26       1.12       1.38       (0.25     (0.15           (0.40     14.59       10.37       3,657,126       1.66       1.66       1.89       39  

I

    13.80       0.41       1.13       1.54       (0.39     (0.15           (0.54     14.80       11.41       3,351,891       0.69       0.69       2.86       39  

R3

    13.84       0.33       1.13       1.46       (0.31     (0.15           (0.46     14.84       10.79       222,526       1.30       1.24       2.30       39  

R4

    13.85       0.37       1.13       1.50       (0.35     (0.15           (0.50     14.85       11.10       109,315       1.00       0.94       2.61       39  

R5

    13.86       0.41       1.14       1.55       (0.39     (0.15           (0.54     14.87       11.44       45,300       0.70       0.69       2.85       39  

R6

    13.93       0.42       1.14       1.56       (0.40     (0.15           (0.55     14.94       11.48       31,234       0.60       0.60       2.89       39  

Y

    13.93       0.42       1.14       1.56       (0.40     (0.15           (0.55     14.94       11.46       124,655       0.62       0.62       2.91       39  

F(8)

    14.20       0.24       0.66       0.90       (0.30                 (0.30     14.80       6.41 (5)      1,126,948       0.60 (6)      0.60 (6)      2.47 (6)      39  

For the Year Ended October 31, 2016

 

 

A

  $ 13.41     $ 0.37     $ 0.57     $ 0.94     $ (0.33   $ (0.22   $     $ (0.55   $ 13.80       7.29   $ 3,076,342       0.96     0.96 %(14)      2.73     36

B

    13.37       0.37       0.57       0.94       (0.32     (0.22           (0.54     13.77       7.30       6,529       1.08       1.00 (14)      2.74       36  

C

    13.24       0.26       0.57       0.83       (0.24     (0.22           (0.46     13.61       6.48       3,171,408       1.69       1.69 (14)      1.99       36  

I

    13.41       0.40       0.58       0.98       (0.37     (0.22           (0.59     13.80       7.57       2,290,723       0.70       0.70 (14)      2.95       36  

R3

    13.45       0.33       0.58       0.91       (0.30     (0.22           (0.52     13.84       6.98       174,319       1.32       1.25 (14)      2.43       36  

R4

    13.45       0.37       0.59       0.96       (0.34     (0.22           (0.56     13.85       7.36       106,451       1.02       0.95 (14)      2.71       36  

R5

    13.47       0.40       0.58       0.98       (0.37     (0.22           (0.59     13.86       7.53       31,698       0.72       0.70 (14)      2.97       36  

R6

    13.53       0.41       0.59       1.00       (0.38     (0.22           (0.60     13.93       7.65       9,636       0.62       0.62 (14)      3.04       36  

Y

    13.53       0.41       0.59       1.00       (0.38     (0.22           (0.60     13.93       7.65       86,177       0.62       0.62 (14)      3.00       36  

 

The accompanying notes are an integral part of these financial statements.

 

 

  151  

 


Hartford Multi-Strategy Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Balanced Income Fund - (continued)  

For the Year Ended October 31, 2015

 

 

A

  $ 13.72     $ 0.33     $ (0.10   $ 0.23     $ (0.33   $ (0.21   $     $ (0.54   $   13.41       1.77   $ 2,635,923       0.95     0.95     2.48     39

B

    13.69       0.35       (0.14     0.21       (0.32     (0.21           (0.53     13.37       1.63       12,811       1.06       0.99       2.56       39  

C

    13.56       0.25       (0.12     0.13       (0.24     (0.21           (0.45     13.24       1.01       2,414,291       1.69       1.69       1.84       39  

I

    13.72       0.38       (0.11     0.27       (0.37     (0.21           (0.58     13.41       2.04       1,274,683       0.69       0.69       2.85       39  

R3

    13.77       0.31       (0.13     0.18       (0.29     (0.21           (0.50     13.45       1.40       127,608       1.31       1.24       2.30       39  

R4

    13.77       0.35       (0.13     0.22       (0.33     (0.21           (0.54     13.45       1.70       66,468       1.01       0.94       2.60       39  

R5

    13.78       0.38       (0.11     0.27       (0.37     (0.21           (0.58     13.47       2.03       22,907       0.71       0.69       2.84       39  

R6

    13.90       0.33       (0.12     0.21       (0.37     (0.21           (0.58     13.53       1.65 (5)      6,072       0.67 (6)      0.64 (6)      2.50 (6)      39  

Y

    13.84       0.40       (0.12     0.28       (0.38     (0.21           (0.59     13.53       2.10       32,808       0.61       0.61       2.92       39  

For the Year Ended October 31, 2014

 

 

A

  $ 13.05     $ 0.34     $ 0.83     $ 1.17     $ (0.32   $ (0.18   $     $ (0.50   $ 13.72       9.19   $ 2,317,429       0.97     0.97     2.56     40

B

    13.01       0.34       0.84       1.18       (0.32     (0.18           (0.50     13.69       9.25       18,846       1.07       0.99       2.56       40  

C

    12.91       0.24       0.82       1.06       (0.23     (0.18           (0.41     13.56       8.39       1,884,930       1.70       1.70       1.81       40  

I

    13.05       0.38       0.83       1.21       (0.36     (0.18           (0.54     13.72       9.47       1,031,554       0.70       0.70       2.80       40  

R3

    13.10       0.30       0.84       1.14       (0.29     (0.18           (0.47     13.77       8.90       106,894       1.32       1.24       2.26       40  

R4

    13.10       0.35       0.83       1.18       (0.33     (0.18           (0.51     13.77       9.19       54,196       1.02       0.94       2.58       40  

R5

    13.11       0.38       0.83       1.21       (0.36     (0.18           (0.54     13.78       9.44       13,069       0.73       0.69       2.83       40  

Y

    13.16       0.39       0.84       1.23       (0.37     (0.18           (0.55     13.84       9.55       24,484       0.62       0.62       2.89       40  

For the Year Ended October 31, 2013

 

 

A

  $ 12.24     $ 0.32     $ 0.94     $ 1.26     $ (0.30   $ (0.15   $     $ (0.45   $ 13.05       10.57   $ 1,879,401       0.99     0.96     2.53     32

B

    12.20       0.32       0.94       1.26       (0.30     (0.15           (0.45     13.01       10.60       20,966       1.10       0.96       2.55       32  

C

    12.13       0.22       0.93       1.15       (0.22     (0.15           (0.37     12.91       9.70       1,326,973       1.72       1.70       1.78       32  

I

    12.24       0.35       0.94       1.29       (0.33     (0.15           (0.48     13.05       10.84       598,310       0.73       0.71       2.77       32  

R3

    12.29       0.29       0.94       1.23       (0.27     (0.15           (0.42     13.10       10.27       59,155       1.33       1.22       2.26       32  

R4

    12.28       0.32       0.95       1.27       (0.30     (0.15           (0.45     13.10       10.64       37,128       1.03       0.91       2.55       32  

R5

    12.29       0.36       0.94       1.30       (0.33     (0.15           (0.48     13.11       10.90       9,269       0.73       0.69       2.80       32  

Y

    12.34       0.36       0.95       1.31       (0.34     (0.15           (0.49     13.16       10.91       14,384       0.63       0.62       2.81       32  
The Hartford Checks and Balances Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

       

A

  $   10.45     $   0.12     $   0.06     $   0.18     $   (0.32   $   (0.95   $   —     $   (1.27   $   9.36       1.57 %(5)    $   1,238,794       0.38 %(6)      0.38 %(6)      2.49 %(6)      9

C

    10.38       0.08       0.06       0.14       (0.28     (0.95           (1.23     9.29       1.19 (5)      279,453       1.15 (6)      1.15 (6)      1.74 (6)      9  

I

    10.47       0.13       0.05       0.18       (0.33     (0.95           (1.28     9.37       1.59 (5)      57,404       0.13 (6)      0.13 (6)      2.75 (6)      9  

R3

    10.41       0.10       0.06       0.16       (0.30     (0.95           (1.25     9.32       1.38 (5)      15,979       0.75 (6)      0.75 (6)      2.13 (6)      9  

R4

    10.42       0.12       0.05       0.17       (0.31     (0.95           (1.26     9.33       1.54 (5)      5,596       0.45 (6)      0.45 (6)      2.41 (6)      9  

R5

    10.47       0.13       0.05       0.18       (0.33     (0.95           (1.28     9.37       1.59 (5)      1,877       0.15 (6)      0.15 (6)      2.75 (6)      9  

F

    10.46       0.11       0.08       0.19       (0.33     (0.95           (1.28     9.37       1.73 (5)      463       0.04 (6)      0.04 (6)      2.20 (6)      9  

For the Year Ended October 31, 2017

 

 

A

  $ 9.85     $ 0.14     $ 1.28     $ 1.42     $ (0.13   $ (0.69   $     $ (0.82   $ 10.45       15.27   $ 1,326,959       0.38     0.38     1.44     3

C

    9.78       0.07       1.27       1.34       (0.05     (0.69           (0.74     10.38       14.46       303,378       1.13       1.13       0.70       3  

I

    9.86       0.16       1.29       1.45       (0.15     (0.69           (0.84     10.47       15.63       58,494       0.16       0.16       1.63       3  

R3

    9.81       0.10       1.28       1.38       (0.09     (0.69           (0.78     10.41       14.89       18,645       0.75       0.75       1.04       3  

R4

    9.82       0.13       1.28       1.41       (0.12     (0.69           (0.81     10.42       15.24       5,372       0.45       0.45       1.35       3  

R5

    9.86       0.20       1.25       1.45       (0.15     (0.69           (0.84     10.47       15.66       2,082       0.14       0.14       1.99       3  

F(8)

    9.86       0.11       0.60       0.71       (0.11                 (0.11     10.46       7.27 (5)      1,441       0.04 (6)      0.04 (6)      1.57 (6)      3  

 

The accompanying notes are an integral part of these financial statements.

 

 

  152  

 


Hartford Multi-Strategy Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Checks and Balances Fund - (continued)  

For the Year Ended October 31, 2016

 

 

A

  $ 10.81     $ 0.14     $ 0.11     $ 0.25     $ (0.19   $   (1.02   $     $ (1.21   $ 9.85       2.78   $   1,386,748       0.41     0.41     1.46     8

B

    10.76       0.07       0.09       0.16       (0.09     (1.02           (1.11     9.81       1.93       32,027       1.21       1.21       0.72       8  

C

    10.75       0.07       0.09       0.16       (0.11     (1.02           (1.13     9.78       1.94       321,436       1.16       1.16       0.71       8  

I

    10.83       0.17       0.09       0.26       (0.21     (1.02           (1.23     9.86       2.97       39,557       0.19       0.19       1.69       8  

R3

    10.78       0.10       0.10       0.20       (0.15     (1.02           (1.17     9.81       2.35       14,554       0.77       0.77       1.05       8  

R4

    10.79       0.13       0.10       0.23       (0.18     (1.02           (1.20     9.82       2.64       4,457       0.47       0.47       1.38       8  

R5

    10.82       0.16       0.11       0.27       (0.21     (1.02           (1.23     9.86       3.04       4,893       0.16       0.16       1.69       8  

For the Year Ended October 31, 2015

 

 

A

  $ 11.89     $ 0.14     $ 0.11     $ 0.25     $ (0.43   $ (0.90   $     $ (1.33   $ 10.81       2.38   $ 1,443,659       0.39     0.39     1.26     7

B

    11.83       0.07       0.10       0.17       (0.34     (0.90           (1.24     10.76       1.64       87,066       1.20       1.20       0.64       7  

C

    11.83       0.05       0.12       0.17       (0.35     (0.90           (1.25     10.75       1.64       351,257       1.14       1.14       0.47       7  

I

    11.90       0.21       0.07       0.28       (0.45     (0.90           (1.35     10.83       2.64       36,770       0.16       0.16       1.93       7  

R3

    11.86       0.08       0.13       0.21       (0.39     (0.90           (1.29     10.78       2.03       13,247       0.75       0.75       0.73       7  

R4

    11.87       0.12       0.13       0.25       (0.43     (0.90           (1.33     10.79       2.33       4,652       0.45       0.45       1.13       7  

R5

    11.90       0.15       0.13       0.28       (0.46     (0.90           (1.36     10.82       2.65       5,150       0.14       0.14       1.37       7  

For the Year Ended October 31, 2014

 

 

A

  $ 11.75     $ 0.14     $ 1.07     $ 1.21     $ (0.21   $ (0.86   $     $ (1.07   $ 11.89       11.07   $ 1,404,632       0.39     0.39     1.25     15

B

    11.64       0.05       1.05       1.10       (0.05     (0.86           (0.91     11.83       10.09       108,791       1.19       1.19       0.46       15  

C

    11.65       0.06       1.04       1.10       (0.06     (0.86           (0.92     11.83       10.17       334,810       1.14       1.14       0.50       15  

I

    11.78       0.18       1.06       1.24       (0.26     (0.86           (1.12     11.90       11.35       34,269       0.14       0.14       1.53       15  

R3

    11.69       0.10       1.06       1.16       (0.13     (0.86           (0.99     11.86       10.70       10,635       0.75       0.75       0.88       15  

R4

    11.73       0.13       1.07       1.20       (0.20     (0.86           (1.06     11.87       11.06       3,932       0.45       0.45       1.14       15  

R5

    11.78       0.17       1.07       1.24       (0.26     (0.86           (1.12     11.90       11.34       163       0.15       0.15       1.48       15  

For the Year Ended October 31, 2013

 

 

A

  $ 9.92     $ 0.16     $ 1.88     $ 2.04     $ (0.18   $ (0.03   $     $ (0.21   $ 11.75       20.89   $ 1,354,101       0.41     0.41     1.51     12

B

    9.88       0.08       1.86       1.94       (0.15     (0.03           (0.18     11.64       20.01       117,550       1.21       1.21       0.72       12  

C

    9.89       0.08       1.87       1.95       (0.16     (0.03           (0.19     11.65       20.00       308,250       1.16       1.16       0.76       12  

I

    9.93       0.18       1.88       2.06       (0.18     (0.03           (0.21     11.78       21.15       29,305       0.15       0.15       1.70       12  

R3

    9.90       0.13       1.86       1.99       (0.17     (0.03           (0.20     11.69       20.43       10,875       0.75       0.75       1.19       12  

R4

    9.91       0.16       1.86       2.02       (0.17     (0.03           (0.20     11.73       20.79       1,535       0.46       0.46       1.46       12  

R5

    9.93       0.19       1.87       2.06       (0.18     (0.03           (0.21     11.78       21.16       144       0.15       0.15       1.74       12  
The Hartford Conservative Allocation Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

       

A

  $   10.60     $   0.23     $   (0.14   $   0.09     $   (0.31   $   —     $   —     $   (0.31   $   10.38       0.77 %(5)    $   82,979       0.61 %(6)      0.60 %(6)      4.48 %(6)      15

C

    10.41       0.19       (0.14     0.05       (0.22                 (0.22     10.24       0.49 (5)      24,897       1.40 (6)      1.35 (6)      3.72 (6)      15  

I

    10.63       0.25       (0.15     0.10       (0.35                 (0.35     10.38       0.88 (5)      1,497       0.36 (6)      0.35 (6)      4.84 (6)      15  

R3

    10.57       0.23       (0.15     0.08       (0.28                 (0.28     10.37       0.76 (5)      6,225       0.96 (6)      0.85 (6)      4.47 (6)      15  

R4

    10.61       0.24       (0.15     0.09       (0.32                 (0.32     10.38       0.85 (5)      2,854       0.66 (6)      0.55 (6)      4.59 (6)      15  

R5

    10.66       0.24       (0.14     0.10       (0.35                 (0.35     10.41       0.94 (5)      2,057       0.35 (6)      0.25 (6)      4.54 (6)      15  

F

    10.63       0.25       (0.14     0.11       (0.35                 (0.35     10.39       1.03 (5)      11       0.25 (6)      0.25 (6)      4.79 (6)      15  

 

The accompanying notes are an integral part of these financial statements.

 

 

  153  

 


Hartford Multi-Strategy Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Conservative Allocation Fund - (continued)  

For the Year Ended October 31, 2017

 

 

A

  $ 9.81     $ 0.13     $ 0.79     $ 0.92     $ (0.13   $     $     $ (0.13   $ 10.60       9.51   $ 86,987       0.58     0.55     1.24     17 %(16) 

C

    9.62       0.05       0.79       0.84       (0.05                 (0.05     10.41       8.80       26,424       1.33       1.30       0.49       17  

I

    9.83       0.15       0.81       0.96       (0.16                 (0.16     10.63       9.92       1,835       0.29       0.27       1.47       17  

R3

    9.79       0.10       0.79       0.89       (0.11                 (0.11     10.57       9.21       7,135       0.94       0.80       1.02       17  

R4

    9.82       0.13       0.80       0.93       (0.14                 (0.14     10.61       9.57       2,693       0.64       0.50       1.25       17  

R5

    9.86       0.16       0.81       0.97       (0.17                 (0.17     10.66       9.99       2,251       0.34       0.20       1.58       17  

F(8)

    10.03       0.08       0.52       0.60                               10.63       5.98 (5)      11       0.23 (6)      0.20 (6)      1.22 (6)      17  

For the Year Ended October 31, 2016

 

 

A

  $ 9.85     $ 0.09     $ 0.02     $ 0.11     $ (0.03   $ (0.12   $     $ (0.15   $ 9.81       1.26   $ 95,802       0.60     0.54     0.90     80

B

    9.73       0.02       0.02       0.04       (0.02     (0.12           (0.14     9.63       0.44       1,416       1.49       1.29       0.16       80  

C

    9.73       0.01       0.01       0.02       (0.01     (0.12           (0.13     9.62       0.34       31,115       1.34       1.29       0.15       80  

I

    9.86       0.11       0.02       0.13       (0.04     (0.12           (0.16     9.83       1.45       1,087       0.32       0.27       1.18       80  

R3

    9.85       0.06       0.03       0.09       (0.03     (0.12           (0.15     9.79       0.99       8,561       0.94       0.79       0.64       80  

R4

    9.86       0.09       0.03       0.12       (0.04     (0.12           (0.16     9.82       1.28       2,340       0.64       0.49       0.94       80  

R5

    9.88       0.12       0.02       0.14       (0.04     (0.12           (0.16     9.86       1.56       2,231       0.34       0.19       1.25       80  

For the Year Ended October 31, 2015

 

 

A

  $ 10.78     $ 0.10     $ (0.42   $   (0.32   $   (0.15   $   (0.46   $   —     $   (0.61   $ 9.85       (3.01 )%    $ 108,907       0.60     0.60     0.98     15

B

    10.72       0.04       (0.44     (0.40     (0.13     (0.46           (0.59     9.73       (3.83     3,371       1.47       1.41       0.41       15  

C

    10.71       0.02       (0.41     (0.39     (0.13     (0.46           (0.59     9.73       (3.70     37,732       1.34       1.34       0.22       15  

I

    10.77       0.16       (0.45     (0.29     (0.16     (0.46           (0.62     9.86       (2.74     1,064       0.31       0.31       1.53       15  

R3

    10.81       0.07       (0.43     (0.36     (0.14     (0.46           (0.60     9.85       (3.36     8,256       0.94       0.91       0.72       15  

R4

    10.79       0.10       (0.42     (0.32     (0.15     (0.46           (0.61     9.86       (3.02     2,461       0.65       0.61       0.94       15  

R5

    10.79       0.14       (0.43     (0.29     (0.16     (0.46           (0.62     9.88       (2.73     2,504       0.34       0.31       1.37       15  

For the Year Ended October 31, 2014

 

 

A

  $   11.05     $ 0.07     $   0.09     $ 0.16     $ (0.09   $ (0.34   $     $ (0.43   $   10.78       1.50   $   134,286       0.59     0.59     0.64     27

B

    10.99         (0.01     0.08       0.07             (0.34           (0.34     10.72       0.71       6,872       1.43       1.40       (0.13     27  

C

    10.98       (0.01     0.08       0.07             (0.34           (0.34     10.71       0.71       46,745       1.34       1.34       (0.09     27  

I

    11.06       0.10       0.08       0.18       (0.13     (0.34           (0.47     10.77       1.76       1,829       0.32       0.32       0.91       27  

R3

    11.06       0.03       0.09       0.12       (0.03     (0.34           (0.37     10.81       1.17       10,141       0.94       0.90       0.31       27  

R4

    11.04       0.07       0.08       0.15       (0.06     (0.34           (0.40     10.79       1.45       4,806       0.64       0.60       0.65       27  

R5

    11.08       0.10       0.08       0.18       (0.13     (0.34           (0.47     10.79       1.74       3,585       0.34       0.30       0.92       27  

For the Year Ended October 31, 2013

 

 

A

  $ 11.35     $ 0.10     $ 0.15     $ 0.25     $ (0.32   $ (0.23   $     $ (0.55   $ 11.05       2.26   $ 147,617       0.58     0.58     0.93     22

B

    11.33       0.03       0.13       0.16       (0.27     (0.23           (0.50     10.99       1.42       11,240       1.40       1.40       0.27       22  

C

    11.32       0.02       0.15       0.17       (0.28     (0.23           (0.51     10.98       1.51       53,554       1.32       1.32       0.17       22  

I

    11.34       0.12       0.16       0.28       (0.33     (0.23           (0.56     11.06       2.60       1,397       0.30       0.30       1.13       22  

R3

    11.37       0.05       0.17       0.22       (0.30     (0.23           (0.53     11.06       1.99       10,496       0.93       0.93       0.48       22  

R4

    11.33       0.12       0.13       0.25       (0.31     (0.23           (0.54     11.04       2.29       7,620       0.62       0.62       1.08       22  

R5

    11.36       0.15       0.13       0.28       (0.33     (0.23           (0.56     11.08       2.57       3,378       0.32       0.32       1.35       22  

 

The accompanying notes are an integral part of these financial statements.

 

 

  154  

 


Hartford Multi-Strategy Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Global All-Asset Fund (consolidated)  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

       

A

  $   12.05     $   0.08     $   (0.05   $   0.03     $   (1.47   $   —     $   —     $   (1.47   $   10.61       0.14 %(5)    $   97,363       1.29 %(6)      1.15 %(6)      1.37 %(6)      29

C

    11.84       0.03       (0.03           (1.38                 (1.38     10.46       (0.17 )(5)      53,936       2.03 (6)      1.90 (6)      0.62 (6)      29  

I

    12.11       0.09       (0.03     0.06       (1.51                 (1.51     10.66       0.35 (5)      47,408       0.99 (6)      0.88 (6)      1.66 (6)      29  

R3

    12.02       0.06       (0.04     0.02       (1.44                 (1.44     10.60       (0.06 )(5)      1,862       1.62 (6)      1.46 (6)      1.06 (6)      29  

R4

    12.19       0.08       (0.03     0.05       (1.48                 (1.48     10.76       0.27 (5)      619       1.33 (6)      1.17 (6)      1.34 (6)      29  

R5

    12.03       0.10       (0.04     0.06       (1.51                 (1.51     10.58       0.38 (5)      65       0.98 (6)      0.84 (6)      1.85 (6)      29  

R6(7)

    10.76       0.04       (0.14     (0.10                             10.66       (0.65 )(5)      10       0.84 (6)      0.68 (6)      2.28 (6)      29  

Y

    12.13       0.10       (0.05     0.05       (1.52                 (1.52     10.66       0.30 (5)      26,769       0.95 (6)      0.81 (6)      1.73 (6)      29  

F

    12.11       0.10       (0.04     0.06       (1.51                 (1.51     10.66       0.41 (5)      64,297       0.90 (6)      0.79 (6)      1.74 (6)      29  

For the Year Ended October 31, 2017

 

 

A

  $ 10.51     $ 0.13     $ 1.58     $ 1.71     $ (0.17   $     $     $ (0.17   $ 12.05       16.56   $ 106,091       1.31     1.19     1.14     70

C

    10.33       0.04       1.55       1.59       (0.08                 (0.08     11.84       15.54       60,062       2.04       1.94       0.39       70  

I

    10.57       0.16       1.58       1.74       (0.20                 (0.20     12.11       16.81       49,849       1.01       0.93       1.40       70  

R3

    10.50       0.09       1.58       1.67       (0.15                 (0.15     12.02       16.19       2,014       1.65       1.49       0.85       70  

R4

    10.65       0.13       1.59       1.72       (0.18                 (0.18     12.19       16.40       1,369       1.35       1.19       1.15       70  

R5

    10.51       0.17       1.58       1.75       (0.23                 (0.23     12.03       16.85       12       1.08       0.89       1.51       70  

Y

    10.59       0.15       1.60       1.75       (0.21                 (0.21     12.13       16.89       29,902       0.94       0.84       1.40       70  

F(8)

    10.87       0.13       1.11       1.24                               12.11       11.41 (5)      63,679       0.93 (6)      0.84 (6)      1.65 (6)      70  

For the Year Ended October 31, 2016

 

A

  $ 10.95     $ 0.12     $ 0.15     $ 0.27     $     $ (0.71   $     $ (0.71   $ 10.51       2.85   $ 120,010       1.47     1.27 %(9)      1.18     95

C

    10.85       0.04       0.15       0.19             (0.71           (0.71     10.33       2.09       71,094       2.19       2.02 (9)      0.43       95  

I

    10.98       0.15       0.15       0.30             (0.71           (0.71     10.57       3.12       47,856       1.17       1.02 (9)      1.43       95  

R3

    10.97       0.09       0.15       0.24             (0.71           (0.71     10.50       2.55       1,879       1.79       1.52 (9)      0.93       95  

R4

    11.08       0.13       0.15       0.28             (0.71           (0.71     10.65       2.91       1,103       1.49       1.22 (9)      1.28       95  

R5

    10.98       0.09       0.15       0.24             (0.71           (0.71     10.51       2.64       11       1.17       0.97 (9)      0.86       95  

Y

    10.99       0.16       0.15       0.31             (0.71           (0.71     10.59       3.22       89,901       1.07       0.92 (9)      1.61       95  

For the Year Ended October 31, 2015

 

A

  $ 12.68     $ 0.08     $ (0.08   $     $ (0.31   $   (1.42   $     $ (1.73   $ 10.95       0.33   $ 162,691       1.46     1.25     0.68     63

C

    12.56             (0.07     (0.07     (0.22     (1.42           (1.64     10.85       (0.31     99,973       2.18       2.00       (0.02     63  

I

    12.72       0.10       (0.07     0.03       (0.35     (1.42           (1.77     10.98       0.58       70,837       1.15       1.00       0.88       63  

R3

    12.67       0.05       (0.07     (0.02     (0.26     (1.42           (1.68     10.97       0.16       2,385       1.78       1.50       0.43       63  

R4

    12.80       0.10       (0.08     0.02       (0.32     (1.42           (1.74     11.08       0.51       1,381       1.49       1.20       0.85       63  

R5

    12.72       0.13       (0.10     0.03       (0.35     (1.42           (1.77     10.98       0.61       624       1.16       0.95       1.12       63  

Y

    12.72       0.13       (0.08     0.05       (0.36     (1.42           (1.78     10.99       0.76       29,736       1.07       0.90       1.12       63  

For the Year Ended October 31, 2014

 

A

  $ 12.34     $ 0.11     $ 0.40     $ 0.51     $ (0.13   $ (0.04   $     $ (0.17   $ 12.68       4.18   $   206,595       1.40     1.25     0.85     75

C

    12.23       0.01       0.39       0.40       (0.03     (0.04           (0.07     12.56       3.30       130,260       2.13       2.00       0.10       75  

I

    12.38       0.14       0.40       0.54       (0.16     (0.04           (0.20     12.72       4.43       117,499       1.10       0.98       1.11       75  

R3

    12.34       0.08       0.39       0.47       (0.10     (0.04           (0.14     12.67       3.86       3,340       1.73       1.50       0.61       75  

R4

    12.47       0.11       0.41       0.52       (0.15     (0.04           (0.19     12.80       4.18       1,363       1.44       1.20       0.90       75  

R5

    12.38       0.14       0.41       0.55       (0.17     (0.04           (0.21     12.72       4.49       2,730       1.12       0.95       1.14       75  

Y

    12.38       0.15       0.41       0.56       (0.18     (0.04           (0.22     12.72       4.54       31,145       1.02       0.90       1.18       75  

 

The accompanying notes are an integral part of these financial statements.

 

 

  155  

 


Hartford Multi-Strategy Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Global All-Asset Fund (consolidated) - (continued)  

For the Year Ended October 31, 2013

 

A

  $ 11.30     $ 0.08     $ 1.25     $ 1.33     $ (0.29   $     $     $ (0.29   $ 12.34       12.02   $ 264,437       1.37     1.22     0.72     47

C

    11.18             1.24       1.24       (0.19                 (0.19     12.23       11.26       150,191       2.11       1.97       (0.03     47  

I

    11.33       0.12       1.25       1.37       (0.32                 (0.32     12.38       12.37       134,853       1.08       0.96       0.99       47  

R3

    11.29       0.05       1.26       1.31       (0.26                 (0.26     12.34       11.78       3,504       1.70       1.47       0.45       47  

R4

    11.39       0.07       1.29       1.36       (0.28                 (0.28     12.47       12.16       1,906       1.42       1.18       0.57       47  

R5

    11.34       0.12       1.25       1.37       (0.33                 (0.33     12.38       12.30       2,615       1.09       0.93       0.99       47  

Y

    11.34       0.12       1.25       1.37       (0.33                 (0.33     12.38       12.36       48,035       0.99       0.88       1.04       47  
The Hartford Growth Allocation Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

A

  $   12.32     $   0.19     $   0.17     $   0.36     $   (0.29   $     $     $ (0.29   $ 12.39       2.94 %(5)    $ 485,099       0.54 %(6)      0.54 %(6)      3.07 %(6)      19

C

    12.07       0.14       0.17       0.31       (0.20                 (0.20     12.18       2.54 (5)      132,947       1.30 (6)      1.29 (6)      2.33 (6)      19  

I

    12.27       0.21       0.16       0.37       (0.33                 (0.33     12.31       3.03 (5)      11,334       0.23 (6)      0.23 (6)      3.35 (6)      19  

R3

    12.02       0.17       0.16       0.33       (0.25                 (0.25     12.10       2.74 (5)      11,204       0.86 (6)      0.86 (6)      2.73 (6)      19  

R4

    12.25       0.20       0.16       0.36       (0.29                 (0.29     12.32       2.91 (5)      9,520       0.56 (6)      0.56 (6)      3.17 (6)      19  

R5

    12.35       0.20       0.18       0.38       (0.33                 (0.33     12.40       3.04 (5)      6,007       0.26 (6)      0.26 (6)      3.18 (6)      19  

F

    12.28       0.21       0.17       0.38       (0.34                 (0.34     12.32       3.08 (5)      11       0.15 (6)      0.15 (6)      3.43 (6)      19  

For the Year Ended October 31, 2017

 

A

  $ 10.35     $ 0.07     $ 1.95     $ 2.02     $ (0.05   $     $     $ (0.05   $ 12.32       19.54   $ 503,042       0.53     0.52     0.63     11 %(17) 

C

    10.17       (0.01     1.91       1.90                               12.07       18.68       140,855       1.27       1.27       (0.10     11  

I

    10.31       0.10       1.94       2.04       (0.08                 (0.08     12.27       19.91       10,468       0.22       0.22       0.87       11  

R3

    10.09       0.03       1.91       1.94       (0.01                 (0.01     12.02       19.26       11,840       0.86       0.86       0.29       11  

R4

    10.29       0.07       1.94       2.01       (0.05                 (0.05     12.25       19.56       10,699       0.55       0.55       0.64       11  

R5

    10.37       0.10       1.96       2.06       (0.08                 (0.08     12.35       19.98       5,709       0.25       0.25       0.86       11  

F(8)

    11.07       0.04       1.17       1.21                               12.28       10.93 (5)      11       0.15 (6)      0.15 (6)      0.47 (6)      11  

For the Year Ended October 31, 2016

 

A

  $ 11.25     $ 0.04     $ (0.21   $ (0.17   $ (0.16   $   (0.57   $   —     $   (0.73   $ 10.35       (1.38 )%    $   507,111       0.57     0.57     0.37     98

B

    11.10       (0.04     (0.22     (0.26     (0.02     (0.57           (0.59     10.25       (2.31     7,399       1.51       1.47       (0.41     98  

C

    11.06       (0.04     (0.20     (0.24     (0.08     (0.57           (0.65     10.17       (2.12     154,929       1.30       1.30       (0.36     98  

I

    11.21       0.06       (0.19     (0.13     (0.20     (0.57           (0.77     10.31       (1.02     7,490       0.26       0.26       0.63       98  

R3

    10.98             (0.20     (0.20     (0.12     (0.57           (0.69     10.09       (1.68     12,110       0.88       0.88       0.05       98  

R4

    11.19       0.04       (0.21     (0.17     (0.16     (0.57           (0.73     10.29       (1.40     11,769       0.58       0.58       0.36       98  

R5

    11.27       0.07       (0.21     (0.14     (0.19     (0.57           (0.76     10.37       (1.06     5,037       0.28       0.28       0.67       98  

For the Year Ended October 31, 2015

 

A

  $ 15.10     $ 0.14     $ (0.41   $ (0.27   $ (0.34   $ (3.24   $     $ (3.58   $   11.25       (1.57 )%    $ 582,205       0.57     0.55     1.19     14

B

    14.91       0.11       (0.48     (0.37     (0.20     (3.24           (3.44     11.10       (2.45     21,236       1.47       1.39       0.89       14  

C

    14.90       0.06       (0.41     (0.35     (0.25     (3.24           (3.49     11.06       (2.26     183,173       1.30       1.29       0.55       14  

I

    15.06       0.39       (0.62     (0.23     (0.38     (3.24           (3.62     11.21       (1.23     8,310       0.25       0.23       3.33       14  

R3

    14.83       0.13       (0.43     (0.30     (0.31     (3.24           (3.55     10.98       (1.91     14,233       0.89       0.84       1.08       14  

R4

    15.04       0.14       (0.41     (0.27     (0.34     (3.24           (3.58     11.19       (1.60     14,014       0.59       0.54       1.18       14  

R5

    15.13       0.17       (0.41     (0.24     (0.38     (3.24           (3.62     11.27       (1.35     5,681       0.29       0.24       1.43       14  

 

The accompanying notes are an integral part of these financial statements.

 

 

  156  

 


Hartford Multi-Strategy Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
The Hartford Growth Allocation Fund - (continued)  

For the Year Ended October 31, 2014

 

A

  $   14.27     $ 0.10     $ 0.81     $ 0.91     $ (0.08   $     $     $ (0.08   $ 15.10       6.40   $ 628,969       0.57     0.56     0.66     103

B

    14.13         (0.01     0.79       0.78                               14.91       5.52       40,575       1.42       1.42       (0.07     103  

C

    14.11       (0.01     0.80       0.79                               14.90       5.60       209,438       1.30       1.29       (0.06     103  

I

    14.23       0.14       0.82       0.96       (0.13                 (0.13     15.06       6.74       6,553       0.25       0.24       0.92       103  

R3

    14.02       0.05       0.80       0.85       (0.04                 (0.04     14.83       6.09       19,608       0.87       0.87       0.36       103  

R4

    14.22       0.10       0.81       0.91       (0.09                 (0.09     15.04       6.39       16,704       0.57       0.57       0.67       103  

R5

    14.29       0.14       0.82       0.96       (0.12                 (0.12     15.13       6.75       6,485       0.27       0.27       0.96       103  

For the Year Ended October 31, 2013

 

 

A

  $ 12.21     $ 0.13     $   2.26     $ 2.39     $ (0.33   $     $     $ (0.33   $ 14.27       20.02   $ 610,007       0.59     0.59     0.97     20

B

    12.09       0.04       2.22       2.26       (0.22                 (0.22     14.13       19.00       64,592       1.42       1.42       0.35       20  

C

    12.08       0.04       2.24       2.28       (0.25                 (0.25     14.11       19.17       212,687       1.32       1.32       0.28       20  

I

    12.17       0.15       2.28       2.43       (0.37                 (0.37     14.23       20.46       4,648       0.27       0.27       1.18       20  

R3

    12.01       0.09       2.23       2.32       (0.31                 (0.31     14.02       19.71       19,453       0.88       0.88       0.71       20  

R4

    12.15       0.14       2.25       2.39       (0.32                 (0.32     14.22       20.11       17,221       0.58       0.58       1.07       20  

R5

    12.22       0.19       2.25       2.44       (0.37                 (0.37     14.29       20.44       6,569       0.28       0.28       1.48       20  
Hartford Moderate Allocation Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

       

A

  $ 12.42     $ 0.24     $ 0.01     $ 0.25     $ (0.33   $ (0.27   $     $ (0.60   $   12.07       1.99 %(5)    $ 317,170       0.53 %(6)      0.53 %(6)      4.00 %(6)      16

C

    12.16       0.19             0.19       (0.23     (0.27           (0.50     11.85       1.58 (5)      91,757       1.29 (6)      1.28 (6)      3.24 (6)      16  

I

    12.48       0.25       0.01       0.26       (0.36     (0.27           (0.63     12.11       2.12 (5)      8,910       0.28 (6)      0.28 (6)      4.16 (6)      16  

R3

    12.23       0.22             0.22       (0.29     (0.27           (0.56     11.89       1.76 (5)      21,023       0.87 (6)      0.87 (6)      3.74 (6)      16  

R4

    12.41       0.24             0.24       (0.32     (0.27           (0.59     12.06       1.95 (5)      7,347       0.57 (6)      0.57 (6)      4.02 (6)      16  

R5

    12.48       0.26             0.26       (0.36     (0.27           (0.63     12.11       2.07 (5)      6,207       0.27 (6)      0.27 (6)      4.27 (6)      16  

F

    12.48       0.26       0.01       0.27       (0.37     (0.27           (0.64     12.11       2.18 (5)      11       0.16 (6)      0.16 (6)      4.31 (6)      16  

For the Year Ended October 31, 2017

 

 

A

  $ 10.90     $ 0.10     $ 1.52     $ 1.62     $ (0.10   $     $     $ (0.10   $ 12.42       15.02   $ 333,803       0.52     0.51     0.89     14 %(18) 

C

    10.66       0.02       1.50       1.52       (0.02                 (0.02     12.16       14.25       96,532       1.26       1.25       0.17       14  

I

    10.95       0.13       1.54       1.67       (0.14                 (0.14     12.48       15.40       9,319       0.23       0.23       1.13       14  

R3

    10.73       0.06       1.51       1.57       (0.07                 (0.07     12.23       14.70       22,023       0.87       0.87       0.53       14  

R4

    10.89       0.09       1.53       1.62       (0.10                 (0.10     12.41       15.00       7,528       0.57       0.57       0.82       14  

R5

    10.95       0.13       1.54       1.67       (0.14                 (0.14     12.48       15.38       6,508       0.26       0.26       1.13       14  

F(8)

    11.48       0.06       0.94       1.00                               12.48       8.71 (5)      11       0.16 (6)      0.16 (6)      0.69 (6)      14  

For the Year Ended October 31, 2016

 

 

A

  $ 11.69     $ 0.06     $ (0.07   $   (0.01   $   (0.05   $   (0.73   $   —     $   (0.78   $ 10.90       0.14   $   354,058       0.55     0.55     0.57     81

B

    11.53       (0.03     (0.08     (0.11     (0.03     (0.73           (0.76     10.66       (0.83     4,395       1.47       1.46       (0.26     81  

C

    11.52       (0.02     (0.08     (0.10     (0.03     (0.73           (0.76     10.66       (0.70     110,316       1.28       1.28       (0.16     81  

I

    11.72       0.10       (0.08     0.02       (0.06     (0.73           (0.79     10.95       0.41       8,123       0.25       0.25       0.90       81  

R3

    11.55       0.02       (0.07     (0.05     (0.04     (0.73           (0.77     10.73       (0.22     22,354       0.88       0.88       0.21       81  

R4

    11.69       0.06       (0.08     (0.02     (0.05     (0.73           (0.78     10.89       0.03       7,884       0.58       0.58       0.52       81  

R5

    11.72       0.09       (0.07     0.02       (0.06     (0.73           (0.79     10.95       0.38       6,584       0.28       0.28       0.81       81  

 

The accompanying notes are an integral part of these financial statements.

 

 

  157  

 


Hartford Multi-Strategy Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
Hartford Moderate Allocation Fund - (continued)  

For the Year Ended October 31, 2015

 

 

A

  $   13.16     $   0.11     $   (0.36   $   (0.25   $   (0.23   $   (0.99   $   —     $   (1.22   $   11.69       (1.88 )%    $   412,907       0.55     0.55     0.88     16

B

    13.06       0.05       (0.38     (0.33     (0.21     (0.99           (1.20     11.53       (2.64     12,812       1.43       1.40       0.39       16  

C

    13.05       0.03       (0.36     (0.33     (0.21     (0.99           (1.20     11.52       (2.59     135,008       1.29       1.29       0.23       16  

I

    13.16       0.17       (0.38     (0.21     (0.24     (0.99           (1.23     11.72       (1.56     9,269       0.24       0.24       1.42       16  

R3

    13.04       0.11       (0.39     (0.28     (0.22     (0.99           (1.21     11.55       (2.17     24,956       0.89       0.89       0.91       16  

R4

    13.16       0.10       (0.35     (0.25     (0.23     (0.99           (1.22     11.69       (1.91     9,198       0.59       0.59       0.86       16  

R5

    13.17       0.13       (0.35     (0.22     (0.24     (0.99           (1.23     11.72       (1.65     8,166       0.29       0.29       1.09       16  

For the Year Ended October 31, 2014

 

 

A

  $ 12.86     $ 0.09     $ 0.36     $ 0.45     $ (0.13   $ (0.02   $     $ (0.15   $ 13.16       3.54   $ 462,724       0.55     0.55     0.69     28

B

    12.75       (0.01     0.34       0.33             (0.02           (0.02     13.06       2.62       25,234       1.39       1.39       (0.06     28  

C

    12.74       (0.01     0.37       0.36       (0.03     (0.02           (0.05     13.05       2.79       164,473       1.28       1.28       (0.04     28  

I

    12.88       0.13       0.37       0.50       (0.20     (0.02           (0.22     13.16       3.87       11,868       0.24       0.24       0.95       28  

R3

    12.74       0.04       0.35       0.39       (0.07     (0.02           (0.09     13.04       3.11       38,607       0.88       0.88       0.34       28  

R4

    12.86       0.08       0.36       0.44       (0.12     (0.02           (0.14     13.16       3.44       22,195       0.58       0.58       0.64       28  

R5

    12.89       0.13       0.36       0.49       (0.19     (0.02           (0.21     13.17       3.79       9,133       0.28       0.28       0.97       28  

For the Year Ended October 31, 2013

 

 

A

  $ 12.00     $ 0.12     $ 1.07     $ 1.19     $ (0.33   $     $     $ (0.33   $ 12.86       10.13   $ 484,156       0.55     0.55     1.01     21

B

    11.93       0.05       1.04       1.09       (0.27                 (0.27     12.75       9.31       42,407       1.37       1.37       0.38       21  

C

    11.93       0.03       1.06       1.09       (0.28                 (0.28     12.74       9.34       174,647       1.28       1.28       0.27       21  

I

    11.99       0.14       1.10       1.24       (0.35                 (0.35     12.88       10.53       9,649       0.24       0.24       1.18       21  

R3

    11.90       0.08       1.07       1.15       (0.31                 (0.31     12.74       9.87       41,503       0.88       0.88       0.65       21  

R4

    11.99       0.17       1.02       1.19       (0.32                 (0.32     12.86       10.18       22,776       0.58       0.58       1.36       21  

R5

    12.00       0.17       1.07       1.24       (0.35                 (0.35     12.89       10.53       10,161       0.28       0.28       1.37       21  
Hartford Multi-Asset Income Fund  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

       

A

  $ 9.46     $ 0.19     $ 0.07     $ 0.26     $ (0.30   $     $     $ (0.30   $ 9.42       2.81 %(5)    $ 12,796       1.19 %(6)      0.80 %(6)      4.03 %(6)      38

C

    9.47       0.16       0.06       0.22       (0.27                 (0.27     9.42       2.36 (5)      8,487       1.98 (6)      1.44 (6)      3.39 (6)      38  

I

    9.46       0.19       0.07       0.26       (0.31                 (0.31     9.41       2.77 (5)      16,879       0.97 (6)      0.70 (6)      4.15 (6)      38  

R3

    9.47       0.19       0.06       0.25       (0.30                 (0.30     9.42       2.67 (5)      2,257       1.60 (6)      0.86 (6)      3.98 (6)      38  

R4

    9.46       0.19       0.07       0.26       (0.30                 (0.30     9.42       2.81 (5)      2,272       1.30 (6)      0.80 (6)      4.03 (6)      38  

R5

    9.46       0.19       0.07       0.26       (0.31                 (0.31     9.41       2.76 (5)      2,287       1.00 (6)      0.73 (6)      4.10 (6)      38  

Y

    9.46       0.20       0.06       0.26       (0.31                 (0.31     9.41       2.81 (5)      26,563       0.89 (6)      0.63 (6)      4.20 (6)      38  

F

    9.46       0.20       0.06       0.26       (0.31                 (0.31     9.41       2.82 (5)      406       0.89 (6)      0.63 (6)      4.20 (6)      38  

For the Year Ended October 31, 2017

 

 

A

  $ 9.04     $ 0.39     $ 0.41     $ 0.80     $ (0.38   $     $     $ (0.38   $ 9.46       9.06   $ 11,877       1.26     0.95     4.26     85

C

    9.04       0.34       0.41       0.75       (0.32                 (0.32     9.47       8.42       6,972       2.05       1.58       3.65       85  

I

    9.04       0.41       0.41       0.82       (0.40                 (0.40     9.46       9.22       13,310       1.07       0.83       4.40       85  

R3

    9.04       0.38       0.41       0.79       (0.36                 (0.36     9.47       8.95       2,197       1.68       1.12       4.11       85  

R4

    9.04       0.39       0.41       0.80       (0.38                 (0.38     9.46       9.00       2,211       1.38       1.00       4.22       85  

R5

    9.04       0.40       0.41       0.81       (0.39                 (0.39     9.46       9.18       2,225       1.08       0.87       4.36       85  

Y

    9.04       0.40       0.42       0.82       (0.40                 (0.40     9.46       9.29       25,587       0.98       0.79       4.40       85  

F(8)

    9.21       0.28       0.24       0.52       (0.27                 (0.27     9.46       5.72 (5)      419       0.97 (6)      0.66 (6)      4.48 (6)      85  

 

The accompanying notes are an integral part of these financial statements.

 

 

  158  

 


Hartford Multi-Strategy Funds

Financial Highlights – (continued)

 

 

 

    — Selected Per-Share Data(1) —     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Invest-
ment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Returns
of
Capital
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Invest-
ment
Income
(Loss)
to
Average
Net
Assets(4)
    Portfolio
Turnover
 
Hartford Multi-Asset Income Fund - (continued)  

For the Year Ended October 31, 2016

 

 

A

  $ 9.14     $ 0.43     $ (0.06   $ 0.37     $ (0.38   $     $ (0.09   $ (0.47   $ 9.04       4.31   $ 13,352       1.37     1.13 %(19)      4.88     80

C

    9.14       0.36       (0.06     0.30       (0.32           (0.08     (0.40     9.04       3.49       4,659       2.07       1.88 (19)      4.06       80  

I

    9.14       0.44       (0.05     0.39       (0.40           (0.09     (0.49     9.04       4.46       12,530       1.10       0.87 (19)      4.91       80  

R3

    9.14       0.40       (0.06     0.34       (0.36           (0.08     (0.44     9.04       3.87       2,018       1.72       1.43 (19)      4.51       80  

R4

    9.14       0.43       (0.04     0.37       (0.38           (0.09     (0.47     9.04       4.19       2,028       1.42       1.13 (19)      4.81       80  

R5

    9.14       0.44       (0.05     0.39       (0.40           (0.09     (0.49     9.04       4.40       2,038       1.12       0.94 (19)      5.00       80  

Y

    9.15       0.45       (0.06     0.39       (0.41           (0.09     (0.50     9.04       4.55       35,383       1.02       0.84 (19)      5.06       80  

For the Year Ended October 31, 2015

 

 

A

  $ 9.95     $ 0.38     $ (0.72   $   (0.34   $   (0.43   $   —     $   (0.04   $   (0.47   $   9.14       (3.55 )%    $ 12,061       1.22     1.12     3.98     86

C

    9.94       0.31       (0.72     (0.41     (0.36           (0.03     (0.39     9.14       (4.18     4,426       1.94       1.87       3.27       86  

I

    9.95       0.41       (0.73     (0.32     (0.45           (0.04     (0.49     9.14       (3.18     2,891       0.92       0.85       4.33       86  

R3

    9.95       0.36       (0.73     (0.37     (0.40           (0.04     (0.44     9.14       (3.75     1,936       1.60       1.42       3.73       86  

R4

    9.95       0.39       (0.73     (0.34     (0.43           (0.04     (0.47     9.14       (3.45     1,945       1.30       1.12       4.03       86  

R5

    9.95       0.40       (0.73     (0.33     (0.44           (0.04     (0.48     9.14       (3.27     1,950       1.00       0.93       4.22       86  

Y

    9.95       0.41       (0.72     (0.31     (0.45           (0.04     (0.49     9.15       (3.17       108,112       0.90       0.83       4.26       86  

For the Period Ended October 31, 2014

 

A(20)

  $   10.00     $   0.18     $   (0.10   $ 0.08     $ (0.13   $     $     $ (0.13   $ 9.95       0.80 %(5)    $ 10,514       1.17 %(6)      1.12 %(6)      3.37 %(6)      26 %(5) 

C(20)

    10.00       0.14       (0.10     0.04       (0.10                 (0.10     9.94       0.37 (5)      4,350       1.93 (6)      1.87 (6)      2.68 (6)      26 (5) 

I(20)

    10.00       0.18       (0.09     0.09       (0.14                 (0.14     9.95       0.92 (5)      2,238       0.93 (6)      0.87 (6)      3.49 (6)      26 (5) 

R3(20)

    10.00       0.16       (0.09     0.07       (0.12                 (0.12     9.95       0.64 (5)      2,012       1.62 (6)      1.42 (6)      2.93 (6)      26 (5) 

R4(20)

    10.00       0.17       (0.09     0.08       (0.13                 (0.13     9.95       0.78 (5)      2,016       1.32 (6)      1.12 (6)      3.23 (6)      26 (5) 

R5(20)

    10.00       0.18       (0.09     0.09       (0.14                 (0.14     9.95       0.88 (5)      2,017       1.02 (6)      0.93 (6)      3.42 (6)      26 (5) 

Y(20)

    10.00       0.20       (0.10     0.10       (0.15                 (0.15     9.95       0.93 (5)      118,437       0.88 (6)      0.83 (6)      3.74 (6)      26 (5) 

 

(1)  Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.
(2)  Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.
(3)  Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).
(4)  Ratios do not include expenses of the Underlying Funds and/or ETFs/ETNs, if applicable.
(5)  Not annualized.
(6)  Annualized.
(7)  Commenced operations on February 28, 2018.
(8)  Commenced operations on February 28, 2017.
(9)  Excluding the expenses not subject to cap, the ratios would have been 1.25%, 2.00%, 1.00%, 1.50%, 1.20%, 0.95% and 0.90% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(10)  Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the Fund and the amount and timing of per-share net realized and unrealized gain (loss) on such shares.
(11)  Excluding the expenses not subject to cap, the ratios would have been 1.14%, 2.04%, 1.84%, 0.84%, 1.40%, 1.10%, 0.80% and 0.74% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(12)  Per share amount is less than $0.005.
(13)  Commenced operations on March 31, 2015.
(14)  Excluding the expenses not subject to cap, the ratios would have been 0.95%, 0.99%, 1.68%, 0.69%, 1.24%, 0.94%, 0.69%, 0.61% and 0.61% for Class A, Class B, Class C, Class I, Class R3, Class R4, Class R5, Class R6 and Class Y, respectively.
(15)  Commenced operations on November 7, 2014.
(16)  Excludes transactions related to the change of investments of share classes from Class Y to Class F; including these transactions the portfolio turnover rate would have been 115%, for the year ended October 31, 2017.

 

The accompanying notes are an integral part of these financial statements.

 

 

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Hartford Multi-Strategy Funds

Financial Highlights – (continued)

 

 

 

(17)  Excludes transactions related to the change of investments of share classes from Class Y to Class F; including these transactions the portfolio turnover rate would have been 110%, for the year ended October 31, 2017.
(18)  Excludes transactions related to the change of investments of share classes from Class Y to Class F; including these transactions the portfolio turnover rate would have been 113%, for the year ended October 31, 2017.
(19)  Excluding the expenses not subject to cap, the ratios would have been 1.12%, 1.87%, 0.87%, 1.42%, 1.12%, 0.93% and 0.83% for Class A, Class C, Class I, Class R3, Class R4, Class R5 and Class Y, respectively.
(20)  Commenced operations on April 30, 2014.

 

The accompanying notes are an integral part of these financial statements.

 

 

  160  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements

April 30, 2018 (Unaudited)

 

 

 

1. Organization:

The Hartford Mutual Funds, Inc. (the “Company”) is an open-end registered management investment company comprised of forty-three series, as of April 30, 2018. Financial statements for the series of the Company listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.

The Hartford Mutual Funds, Inc.:

The Hartford Balanced Fund (the “Balanced Fund”)

The Hartford Balanced Income Fund (the “Balanced Income Fund”)

The Hartford Checks and Balances Fund (the “Checks and Balances Fund”)

The Hartford Conservative Allocation Fund (the “Conservative Allocation Fund”)

The Hartford Global All-Asset Fund (the “Global All-Asset Fund”)

The Hartford Growth Allocation Fund (the “Growth Allocation Fund”)

Hartford Moderate Allocation Fund (the “Moderate Allocation Fund”)

Hartford Multi-Asset Income Fund (the “Multi-Asset Income Fund”)

The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. The Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). Each Fund is a diversified open-end management investment company. Each Fund applies specialized accounting and reporting standards under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies”.

Each Fund has registered for sale Class A, Class T, Class C, Class I, Class R3, Class R4, Class R5 and Class F shares. As of April 30, 2018, Class T shares have not commenced operations. Balanced Fund, Balanced Income Fund and Global All-Asset Fund have registered for sale Class R6 shares. Class R6 shares commenced operations on February 28, 2018 for Balanced Fund and Global All-Asset Fund. Also, each Fund, except Checks and Balances Fund, Conservative Allocation Fund, Growth Allocation Fund and Moderate Allocation Fund, has registered for sale Class Y shares . Each Fund’s Class A shares are sold with a front-end sales charge of up to 5.50%, except Multi-Asset Income Fund for which Class A shares are sold with a front-end sales charge of up to 4.50%. Class T shares of each Fund have a front-end sales charge of up to 2.50%. Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Classes I, R3, R4, R5, R6, Y and F shares are sold without a sales charge.

Each of Conservative Allocation Fund, Growth Allocation Fund and Moderate Allocation Fund, as a “fund of funds,” invested the majority of its assets in affiliated Hartford Funds (“Affiliated Investment Companies” or “Underlying Funds”) during the period ended April 30, 2018. The Checks and Balances Fund, as a “fund of funds”, invested in Class F shares of the following Affiliated Investment Companies during the period ended April 30, 2018: The Hartford Capital Appreciation Fund, The Hartford Dividend and Growth Fund and The Hartford Total Return Bond Fund.

 

2. Significant Accounting Policies:

The significant accounting policies of the Affiliated Investment Companies are outlined in the shareholder reports for such funds, available (1) without charge, upon request, by calling 888-843-7824 and (2) on www.hartfordfunds.com/prospectuses.html.

The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

 

  a) Determination of Net Asset Value – The net asset value (“NAV”) of each class of each Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”). Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.

 

  b)

Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally

 

 

  161  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

  determined on the basis of last reported trade prices or official close price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers, or independent pricing services. If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of the Company. Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. In addition, prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Company’s Board of Directors in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.

Fixed income investments (other than short-term obligations and senior floating rate interests), non-exchange-traded derivatives and centrally cleared swaps held by a Fund are normally valued on the basis of quotes obtained from brokers and dealers or independent pricing services in accordance with procedures established by the Company’s Board of Directors. Prices obtained from independent pricing services use information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Senior floating rate interests generally trade in over-the-counter (“OTC”) markets and are priced through an independent pricing service utilizing independent market quotations from loan dealers or financial institutions. Generally, a Fund may use fair valuation in regard to fixed income positions when the Fund holds defaulted or distressed investments or investments in a company in which a reorganization is pending. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

Exchange-traded options, futures and options on futures are valued at the settlement price or last trade price determined by the relevant exchange as of the NYSE Close. If a last trade price is not available, the value will be the mean of the bid and ask prices as of the NYSE Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the bid price as of the NYSE Close. In the case of options privately negotiated in the OTC market (“OTC options”) and such instruments that do not trade on an exchange, values may be supplied by a pricing service using a formula or other objective method that may take into consideration the style, direction, expiration, strike price, notional value and volatility or other special adjustments.

Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the NYSE is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.

Investments in open-end mutual funds are valued at the respective NAV of each open-end mutual fund as determined as of the NYSE Close on the Valuation Date. Such open-end mutual funds may use fair value pricing as disclosed in their prospectuses.

Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.

Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with procedures established by the Company’s Board of Directors.

 

 

  162  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:

 

    Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange-traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange-traded funds, rights and warrants.
    Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange-traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.
    Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.

The Board of Directors of the Company generally reviews and approves the “Procedures for Valuation of Portfolio Investments” at least once a year. These procedures define how investments are to be valued, including the formation and activities of a Valuation Committee. The Valuation Committee 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 a Fund’s sub-adviser, as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board of Directors of the Company. The Audit Committee receives quarterly written reports which include details of all fair-valued investments, including the reason for the fair valuation, and an indication, when possible, of the accuracy of the valuation by disclosing the next available reliable public price quotation or the disposition price of such investments (the “lookback” test). The Board of Directors of the Company then must consider for ratification all of the fair value determinations made during the previous quarter.

Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.

For additional information, refer to the Fair Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.

 

 

  163  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Hartford Multi-Asset Income Fund Level 3 Holdings on April 30, 2018

Quantitative Information about Level 3 Fair Value Measurements:

 

Security Type / Valuation Technique*

    

Unobservable Input

     Input Value(s)
Range
       Fair Value at
April 30, 2018
 

Equity Linked Note

              

Broker Quote

    

Offered Quote

       $44.42 to $223.38        $ 8,896,065  

Credit Default Swap

              

Cost

    

Trade Price

       $100           

Corporate Bond

              

Cost

    

Trade Price

                 
              

 

 

 

Total

               $ 8,896,065  
              

 

 

 

 

  * The Valuation Committee may consider applying appropriate valuation methodologies, which may include, but are not limited to: valuation through use of a “proxy” investment or index, discount from market value of a similar freely traded investment, a discount or premium which may consider market or regulatory sentiment (or other subjective determinations, inputs or factors not otherwise quantifiable), and any other appropriate method.

 

  c) Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost.

Trade date for senior floating rate interests purchased in the primary loan market is considered the date on which the loan allocations are determined. Trade date for senior floating rate interests purchased in the secondary loan market is the date on which the transaction is entered into.

Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts, inflation adjustments and additional principal received in-kind in lieu of cash, is accrued on a daily basis. Paydown gains and losses on mortgage related and other asset backed securities are included in interest income in the Statements of Operations, as applicable. Income and capital gain distributions from the Underlying Funds are accrued on the ex-dividend date.

 

  d) Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. A Fund may also be subject to taxes withheld on foreign dividends from securities in which the Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net realized gain on investments in these securities, if applicable.

 

  e) Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.

A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.

Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.

 

  f) Joint Trading Account – A Fund may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements.

 

 

  164  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

  g) Fund Share Valuation and Dividend Distributions to Shareholders – Orders for each Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of each Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(a)). The NAV is determined separately for each class of shares of a Fund by dividing the Fund’s net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by a Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class of the Fund. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of each Fund.

Orders for the purchase of a Fund’s shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Funds are not open for business, are priced at the next determined NAV.

Dividends are declared pursuant to a policy adopted by the Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of Balanced Fund, Balanced Income Fund and Checks and Balances Fund is to pay dividends from net investment income, if any, quarterly and realized gains, if any, at least once a year. The policy of Conservative Allocation Fund, Global All-Asset Fund, Growth Allocation Fund and Moderate Allocation Fund is to pay dividends from net investment income and realized gains, if any; at least once a year. Normally, dividends from net investment income of Multi-Asset Income Fund are declared and paid monthly and dividends from realized gains, if any, are paid at least once a year.

Long-term capital gains distributions received from Underlying Funds, if applicable, are distributed at least annually, when required. Unless shareholders specify otherwise, all dividends and distributions from a Fund will be automatically reinvested in additional full or fractional shares of the Fund.

Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).

 

  h) Basis for Consolidation – The Global All-Asset Fund may invest up to 25% of its total assets in a wholly-owned subsidiary of the Global All-Asset Fund (the “Subsidiary”). The Subsidiary is organized under the laws of the Cayman Islands and is consolidated in the Global All-Asset Fund’s financial statements. All intercompany balances, revenues, and expenses have been eliminated in consolidation. The Subsidiary acts as an investment vehicle in order to enter into certain investments (primarily commodities) for the Global All-Asset Fund consistent with the investment objectives and policies specified in the Prospectus and Statement of Additional Information.

 

3. Securities and Other Investments:

 

  a) Illiquid and Restricted Investments – Each Fund is permitted to invest up to 15% of its net assets in illiquid investments. Illiquid investments are those that may not be sold or disposed of in the ordinary course of business within seven days, at approximately the price used to determine a Fund’s NAV. A Fund may not be able to sell illiquid investments when its sub-adviser considers it desirable to do so or may have to sell such investments at a price that is lower than the price that could be obtained if the investments were more liquid. A sale of illiquid investments may require more time and may result in higher dealer discounts and other selling expenses than does the sale of those that are liquid. Illiquid investments also may be more difficult to value due to the unavailability of reliable market quotations for such investments, and an investment in them may have an adverse impact on a Fund’s NAV. Each Fund may also purchase certain investments that can only be resold to certain qualified investors and may be determined to be liquid pursuant to policies and guidelines established by the Company’s Board of Directors. See each Fund’s Schedule of Investments, if applicable, for illiquid or restricted investments as of April 30, 2018.

 

  b) Investments Purchased on a When-Issued or Delayed-Delivery Basis – Delivery and payment for investments that have been purchased by a Fund on a forward commitment, or when-issued or delayed-delivery basis, take place beyond the customary settlement period. A Fund may dispose of or renegotiate a delayed-delivery transaction after it is entered into, and may sell delayed-delivery investments before they are delivered, which may result in a realized gain or loss. During this period, such investments are subject to market fluctuations, and a Fund identifies investments segregated in its records with a value at least equal to the amount of the commitment. See each Fund’s Schedule of Investments, if applicable, for when-issued or delayed-delivery investments as of April 30, 2018.

 

 

  165  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

In connection with a Fund’s ability to purchase investments on a when-issued or forward commitment basis, the Fund may enter into to-be announced (“TBA”) commitments. TBA commitments are forward agreements for the purchase or sale of mortgage-backed securities for a fixed price, with payment and delivery on an agreed-upon future settlement date. The specific securities to be delivered are not identified at the trade date; however, delivered securities must meet specified terms, including issuer, rate and mortgage terms. Although a Fund may enter into TBA commitments with the intention of acquiring or delivering securities for its portfolio, the Fund can extend the settlement date, roll the transaction, or dispose of a commitment prior to settlement if deemed appropriate to do so. If the TBA commitment is closed through the acquisition of an offsetting TBA commitment, a Fund realizes a gain or loss. In a TBA roll transaction, a Fund generally purchases or sells the initial TBA commitment prior to the agreed upon settlement date and enters into a new TBA commitment for future delivery or receipt of the mortgage backed securities. TBA commitments involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date. These transactions are excluded from a Fund’s portfolio turnover rate. See each Fund’s Schedule of Investments, if applicable, for TBA commitments as of April 30, 2018.

 

  c) Senior Floating Rate Interests – Certain Funds may invest in senior floating rate interests. Senior floating rate interests generally hold the most senior position in the capital structure of a business entity (the “Borrower”), are typically secured by specific collateral and have a claim on the assets and/or stock of the Borrower that is senior to that held by subordinated debtholders and stockholders of the Borrower. Senior floating rate interests are typically structured and administered by a financial institution that acts as the agent of the lenders participating in the senior floating rate interest. A Fund may invest in multiple series or tranches of a senior floating rate interest, which may have varying terms and carry different associated risks. A Fund may also enter into unfunded loan commitments, which are contractual obligations for future funding. Unfunded loan commitments may include revolving credit facilities, which may obligate the Fund to supply additional cash to the borrower on demand. Unfunded loan commitments represent a future obligation in full. A Fund may receive a commitment fee based on the undrawn portion of the underlying line of credit portion of a senior floating rate interest. In certain circumstances, a Fund may receive various fees upon the restructure of a senior floating rate interest by a borrower. Fees earned/paid may be recorded as a component of income or realized gain/loss in the Statements of Operations.

Senior floating rate interests are typically rated below-investment-grade, which suggests they are more likely to default and generally pay higher interest rates than investment-grade loans. A default could lead to non-payment of income, which would result in a reduction of income to a Fund, and there can be no assurance that the liquidation of any collateral would satisfy the Borrower’s obligation in the event of non-payment of scheduled interest or principal payments, or that such collateral could be readily liquidated. See each Fund’s Schedule of Investments, if applicable, for outstanding senior floating rate interests as of April 30, 2018.

 

  d) Inflation Indexed Bonds – A Fund may invest in inflation indexed bonds. Inflation indexed bonds are fixed income investments whose principal value is periodically adjusted to the rate of inflation. The interest rate on these bonds is generally fixed at issuance at a rate lower than typical bonds. Over the life of an inflation indexed bond, however, interest will be paid based on a principal value, which is adjusted for inflation. Any increase or decrease in the principal amount of an inflation indexed bond will be included as interest income on the Statements of Operations, even though investors do not receive the principal amount until maturity. See each Fund’s Schedule of Investments, if applicable, for inflation indexed bonds as of April 30, 2018.

 

  e) Mortgage-Related and Other Asset-Backed Securities – A Fund may invest in mortgage-related and other asset-backed securities. These securities include mortgage pass-through securities, collateralized mortgage obligations, commercial mortgage-backed securities, stripped mortgage-backed securities, asset-backed securities, collateralized debt obligations and other securities that directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property. Mortgage related securities are created from pools of residential or commercial mortgage loans, including mortgage loans made by savings and loan institutions, mortgage bankers, commercial banks and others. Asset-backed securities are created from many types of assets, including auto loans, credit card receivables, home equity loans, and student loans. These securities provide a monthly payment that consists of both interest and principal payments. Interest payments may be determined by fixed or adjustable rates. The rate of prepayments on underlying mortgages will affect the price and volatility of a mortgage-related security, and may have the effect of shortening or extending the effective duration of the security relative to what was anticipated at the time of purchase. The timely payment of principal and interest of certain mortgage-related securities is guaranteed by the full faith and credit of the United States Government. Mortgage related and other asset-backed securities created and guaranteed by non-governmental issuers, including government-sponsored corporations, may be supported by various forms of insurance or guarantees, but there can be no assurance that the private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. See each Fund’s Schedule of Investments, if applicable, for mortgage-related and other asset-backed securities as of April 30, 2018.

 

 

  166  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

  f) Equity Linked Securities – Certain Funds may invest in hybrid equity securities, which usually convert into common stock at a date predetermined by the issuer. These securities generally offer a higher dividend yield than that of the common stock to which the security is linked. These instruments are issued by a company other than the one to which the security is linked and carry the credit of the issuer, not that of the underlying common stock. The securities’ appreciation is limited based on a predetermined final cap price at the date of the conversion. Risks of investing in these securities include, but are not limited to, a set time to capture the yield advantage, limited appreciation potential, decline in value of the underlying stock, and failure of the issuer to pay dividends or to deliver common stock at maturity. See each Fund’s Schedule of Investments, if applicable, for equity linked securities as of April 30, 2018.

 

4. Financial Derivative Instruments:

The following disclosures contain information on how and why a Fund may use derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.

 

  a) Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.

Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.

During the six-month period ended April 30, 2018, Balanced Income Fund, Global All-Asset Fund and Multi-Asset Income Fund had used Foreign Currency Contracts.

 

  b) Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund may use futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.

During the six-month period ended April 30, 2018, Balanced Fund, Balanced Income Fund, Global All-Asset Fund, and Multi-Asset Income Fund had used Futures Contracts.

 

  c)

Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or on a specific date. Option contracts are either OTC options or executed in a registered exchange (“exchange-traded options”). A Fund may write (sell) covered call and put options on futures, swaps (“swaptions”), securities, commodities or currencies. “Covered” means that so long as a Fund is obligated as the writer of an option, it will own either the underlying investments or currency or an option to purchase the same underlying investments or currency having an expiration date of the covered option and an exercise price equal to or less than the exercise price of the covered option, or will segregate or earmark cash or other liquid investments having, for written call options, a value equal to the greater of the exercise price or the market value of the underlying instrument and, for written put

 

 

  167  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

  options, a value equal to the exercise price. Writing put options may increase a Fund’s exposure to the underlying instrument. Writing call options may decrease a Fund’s exposure to the underlying instrument. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options that are exercised or closed are added to the proceeds or offset amounts paid on the underlying futures, swap, investment or currency transaction to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing call options may increase a Fund’s exposure to the underlying instrument. Purchasing put options may decrease a Fund’s exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund’s Statements of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into OTC options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements.

During the six-month period ended April 30, 2018, Global All-Asset Fund and Multi-Asset Income Fund had used Options Contracts.

 

  d) Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified, future intervals. Swap contracts are either privately negotiated in the over-the-counter market (“OTC swaps”) or cleared through a central counterparty or derivatives clearing organization (“centrally cleared swaps”). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency.

Swaps are valued based on custom valuations furnished by an independent pricing service. Swaps for which prices are not available from an independent pricing service are valued in accordance with procedures established by the Company’s Board of Directors. Changes in market value, if any, are reflected as a component of net changes in unrealized appreciation or depreciation on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable for the change in value (“variation margin”) on the Statements of Assets and Liabilities. Realized gains or losses on centrally cleared swaps are recorded upon the termination of the swap. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap contract to compensate for differences between the stated terms of the swap contract and prevailing market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). These upfront premiums are recorded as realized gains or losses on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations.

Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors).

A Fund’s maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract’s remaining life, and current market value, to the extent that amount is positive. The risk is mitigated by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed

 

 

  168  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances.

Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy.

Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A “buyer” of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the occurrence of certain events. The “seller” of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A “seller’s” exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract.

Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract.

During the six-month period ended April 30, 2018, Balanced Income Fund, Global All-Asset Fund and Multi-Asset Income Fund had used Credit Default Swap Contracts.

Interest Rate Swap Contracts – Certain Funds are subject to interest rate risk exposure in the normal course of pursuing its investment objectives. A Fund may use interest rate swaps to hedge interest rate and duration risk across a portfolio at particular duration points to maintain its ability to generate income at prevailing market rates. In a typical interest rate swap, one party agrees to make regular payments equal to a floating interest rate, based on a specified interest rate or benchmark (e.g. London Interbank Offered Rate (“LIBOR”)), multiplied by a notional amount, in return for payments equal to a fixed rate multiplied by the same amount, for a specific period of time. The net interest received or paid on interest rate swap contracts is recorded as a realized gain or loss. Interest rate swaps are marked to market daily and the change, if any, is recorded as an unrealized gain or loss in the Statements of Operations. When the interest rate swap contract is terminated early, a Fund records a realized gain or loss equal to the difference between the current market value and the upfront premium or cost.

If an interest rate swap contract provides for payments in different currencies, the parties might agree to exchange the notional amount as well. Interest rate swaps may also depend on other prices or rates, such as the value of an index. The risks of interest rate swaps include changes in market conditions which will affect the value of the contract or the cash flows and the possible inability of the counterparty to fulfill its obligations under the contract. A Fund’s maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from the counterparty over the contract’s remaining life, to the extent that amount is positive.

During the six-month period ended April 30, 2018, Global All-Asset Fund and Multi-Asset Income Fund had used Interest Rate Swap Contracts.

 

 

  169  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Total Return Swap Contracts – Certain Funds may invest in total return swap contracts in pursuit of the Fund’s investment objective or for hedging purposes. An investment in a total return swap allows a Fund to gain or mitigate exposure to underlying reference assets. Total return swap contracts involve commitments where cash flows are exchanged based on the price of underlying reference assets and based on a fixed or variable interest rate. One party receives payments based on the price appreciation or depreciation of the underlying reference asset, in exchange for paying to or receiving from the counterparty seller an agreed-upon interest rate. A variable interest rate may be correlated to a base rate, such as the LIBOR, and is adjusted each reset period, which is defined at the beginning of the contract. Therefore, if interest rates increase over the term of the swap contract, the party paying the rate may be required to pay a higher rate at each swap reset date.

Total return swap contracts on indices involve commitments to pay interest in exchange for a market-linked return. One party pays out the total return of a specific reference asset, which may be an equity, index, or bond, and in return receives a regular stream of payments. To the extent the total return of the security or index underlying the transaction exceeds or falls short of the offsetting interest rate obligation, a Fund will receive a payment from or make a payment to the counterparty. If the Fund is a payer in a total return swap, it may be subject to unlimited losses. They are also subject to counterparty risk. If the counterparty fails to meet its obligations, the Fund may lose money.

During the six-month period ended April 30, 2018, Global All-Asset Fund and Multi-Asset Income Fund had used Total Return Swap Contracts.

 

  f) Additional Derivative Instrument Information:

Balanced Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Unrealized appreciation on futures contracts

   $     63,525      $     —      $     —      $     —      $     —      $     —      $     63,525  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 63,525      $      $      $      $      $      $ 63,525  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on futures contracts(1)

   $ 2,658      $      $      $      $      $      $ 2,658  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 2,658      $      $      $      $      $      $ 2,658  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

Net realized gain (loss) on futures contracts(1)

   $     63,330      $     —      $     —      $     —      $     —      $     —      $     63,330  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 63,330      $      $      $      $      $      $ 63,330  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of futures contracts(1)

   $ 52,951      $      $      $      $      $      $ 52,951  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 52,951      $      $      $      $      $      $ 52,951  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Futures Contracts Long at Number of Contracts

     5  

Futures Contracts Short at Number of Contracts

     (66

 

 

  170  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Balanced Income Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Unrealized appreciation on futures contracts(1)

   $     8,103,232      $      $      $      $      $      $ 8,103,232  

Unrealized appreciation on foreign currency contracts

            2,075,879                                    2,075,879  

Unrealized appreciation on swap contracts(2)

                       12,218                             12,218  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 8,103,232      $     2,075,879      $ 12,218      $     —      $     —      $     —      $     10,191,329  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on futures contracts(1)

   $ 5,244,378      $      $      $      $      $      $ 5,244,378  

Unrealized depreciation on foreign currency contracts

            293,695                                    293,695  

Unrealized depreciation on swap contracts(2)

                   24,448                             24,448  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 5,244,378      $ 293,695      $ 24,448      $      $      $      $ 5,562,521  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
    Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

Net realized gain (loss) on futures contracts

   $ 12,051,334     $     $     $      $      $      $ 12,051,334  

Net realized gain (loss) on swap contracts

                 (505,358                          (505,358

Net realized gain (loss) on foreign currency contracts

           (1,674,913                                (1,674,913
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 12,051,334     $     (1,674,913   $ (505,358   $      $      $      $ 9,871,063  
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of futures contracts

   $ (2,123,128   $     $     $      $      $      $ (2,123,128

Net change in unrealized appreciation (depreciation) of swap contracts

                 172,795                            172,795  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           513,269                                  513,269  
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (2,123,128   $ 513,269     $     172,795     $     —      $     —      $     —      $     (1,437,064
  

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts or
Face Amount
 

Futures Contracts Long at Number of Contracts

     7,745  

Futures Contracts Short at Number of Contracts

     (9,187

Swap Contracts at Notional Amount

   $ 36,022,342  

Foreign Currency Contracts Purchased at Contract Amount

   $ 28,532,543  

Foreign Currency Contracts Sold at Contract Amount

   $     81,868,291  

 

 

  171  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Global All-Asset Fund (consolidated)

Fair Value of Derivative Instruments on the (consolidated) Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Investments in securities, at value (purchased options), market value

   $ 300,395      $ 80,992      $      $ 10,893      $      $      $ 392,280  

Unrealized appreciation on futures contracts(1)

     250,621                      489,678        55,195               795,494  

Unrealized appreciation on foreign currency contracts

            2,242,346                                    2,242,346  

Unrealized appreciation on swap contracts(2)

     88,734               212,269        154                      301,157  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 639,750      $ 2,323,338      $     212,269      $     500,725      $ 55,195      $      $ 3,731,277  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on futures contracts(1)

   $ 183,177      $      $      $ 678,963      $     211,375      $     —      $     1,073,515  

Unrealized depreciation on foreign currency contracts

            2,138,758                                    2,138,758  

Written options, market value

     19,692        53,130               31,081                      103,903  

Unrealized depreciation on swap contracts(2)

                   64,396        3,715                      68,111  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     202,869      $     2,191,888      $ 64,396      $ 713,759      $ 211,375      $      $ 3,384,287  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
     Equity
Contracts
    Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

Net realized gain (loss) on purchased options contracts

   $ 15,214     $ 27,028     $      $ 2,259,128     $      $     —      $ 2,301,370  

Net realized gain (loss) on futures contracts

     (1,262,117                      (1,136,039         24,465               (2,373,691

Net realized gain (loss) on written options contracts

     (21,269     35,822              (945,417                   (930,864

Net realized gain (loss) on swap contracts

     (879,921           85,157        215,133                     (579,631

Net realized gain (loss) on foreign currency contracts

           (2,540,549                                (2,540,549
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     (2,148,093   $     (2,477,699   $     85,157      $ 392,805     $ 24,465      $      $     (4,123,365
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of investments in purchased options contracts

   $ (1,470   $ (71,892   $      $     (380,071   $      $      $ (453,433

Net change in unrealized appreciation (depreciation) of futures contracts

     311,103                    827,438       118,691                   1,257,232  

Net change in unrealized appreciation (depreciation) of written options contracts

     11,417       11,237              (69,935                   (47,281

Net change in unrealized appreciation (depreciation) of swap contracts

     82,139             11,048        12,063                     105,250  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           188,249                                  188,249  
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     403,189     $     127,594     $     11,048      $ 389,495     $     118,691      $     —      $ 1,050,017  
  

 

 

   

 

 

   

 

 

    

 

 

   

 

 

    

 

 

    

 

 

 

 

 

  172  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Global All-Asset Fund (consolidated) – (continued)

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts or
Face Amount
 

Purchased Options Contracts at Number of Contracts

     23,940,241  

Futures Contracts Long at Number of Contracts

     826  

Futures Contracts Short at Number of Contracts

     (180

Written Options Contracts at Number of Contracts

     (11,156,487

Swap Contracts at Notional Amount

   $ 33,709,286  

Foreign Currency Contracts Purchased at Contract Amount

   $     106,346,331  

Foreign Currency Contracts Sold at Contract Amount

   $ 168,034,311  

Multi-Asset Income Fund

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

 

Investments in securities, at value (purchased options), market value

   $ 31,461      $      $      $ 207,531      $      $      $ 238,992  

Unrealized appreciation on futures
contracts(1)

                          405,304                      405,304  

Unrealized appreciation on foreign currency contracts

            152,974                                    152,974  

Unrealized appreciation on swap contracts(2)

     51,294               72,096                             123,390  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     82,755      $     152,974      $     72,096      $     612,835      $     —      $     —      $     920,660  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities:

 

Unrealized depreciation on futures
contracts(1)

   $ 45,402      $      $      $ 30,968      $      $      $ 76,370  

Unrealized depreciation on foreign currency contracts

            4,601                                    4,601  

Written options, market value

                          24,445                      24,445  

Unrealized depreciation on swap contracts(2)

                   80,557        20,282                      100,839  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 45,402      $ 4,601      $ 80,557      $ 75,695      $      $      $ 206,255  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  173  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Multi-Asset Income Fund – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
    Foreign
Exchange
Contracts
    Credit
Contracts
    Equity
Contracts
    Commodity
Contracts
     Other
Contracts
     Total  

Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:

 

Net realized gain (loss) on purchased options contracts

   $     $     $     $ 519,845     $      $      $ 519,845  

Net realized gain (loss) on futures contracts

     (7,241                 (1,141,171                   (1,148,412

Net realized gain (loss) on written options contracts

     39,170                   25,305                     64,475  

Net realized gain (loss) on swap contracts

     15,424             (49,688     506,201                     471,937  

Net realized gain (loss) on foreign currency contracts

           (147,611                               (147,611
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     47,353     $ (147,611   $ (49,688   $ (89,820   $     —      $     —      $ (239,766
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of investments in purchased options contracts

   $ (4,749   $     $     $ (162,512   $      $      $ (167,261

Net change in unrealized appreciation (depreciation) of futures contracts

     23,030                   739,995                     763,025  

Net change in unrealized appreciation (depreciation) of written options contracts

                       150,730                     150,730  

Net change in unrealized appreciation (depreciation) of swap contracts

     35,595             22,833       (20,282                   38,146  

Net change in unrealized appreciation (depreciation) of foreign currency contracts

           70,727                                 70,727  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Total

   $     53,876     $     70,727     $     22,833     $     707,931     $     —      $     —      $     855,367  
  

 

 

   

 

 

   

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Purchased Options Contracts at Number of Contracts

     1,129,167  

Futures Contracts Long at Number of Contracts

     325  

Futures Contracts Short at Number of Contracts

     (208

Written Options Contracts at Number of Contracts

     (1,264,570

Swap Contracts at Notional Amount

   $     21,116,785  

Foreign Currency Contracts Purchased at Contract Amount

   $ 1,319,283  

Foreign Currency Contracts Sold at Contract Amount

   $ 7,101,499  

 

  (1) Amount represents the cumulative appreciation (depreciation) on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statements of Assets and Liabilities.
  (2) Amount represents the cumulative appreciation (depreciation) on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation (depreciation) on OTC swap contracts, if applicable.

 

  g) Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to the Fund, against any liabilities or payment obligations of the Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.

 

 

  174  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

The following tables present the Funds’ derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by the Funds as of April 30, 2018:

Balanced Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Futures contracts

   $ 63,525     $     (2,658
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     63,525       (2,658
  

 

 

   

 

 

 

Derivatives not subject to a MNA

         (63,525     2,658  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     $  
  

 

 

   

 

 

 

Balanced Income Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 2,075,879     $ (293,695

Futures contracts

     8,103,232           (5,244,378

Swap contracts

     12,218       (24,448
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

         10,191,329       (5,562,521
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (8,115,450     5,268,826  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 2,075,879     $ (293,695
  

 

 

   

 

 

 

Balanced Income Fund

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
    Net Amount
of Assets
 

Banc of America Securities LLC

   $ 145,165      $     $      $ (90,000   $ 55,165  

Barclays

     311,858        (60,497                  251,361  

BNP Paribas Securities Services

     257        (257                   

Citibank NA

     85,058        (85,058                   

Deutsche Bank Securities, Inc.

     1,340,398                     (70,000         1,270,398  

Goldman Sachs & Co.

     95,925        (22,322                  73,603  

HSBC Bank USA

     49,560        (11,364                  38,196  

Morgan Stanley

     27,520                           27,520  

State Street Global Markets LLC

     20,138                           20,138  
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     2,075,879      $     (179,498   $     —      $     (160,000   $ 1,736,381  
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

 

 

 

  175  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Balanced Income Fund – (continued)

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Australia and New Zealand Banking Group

   $ (19,707   $      $      $      $ (19,707

Barclays

     (60,497     60,497                       

BNP Paribas Securities Services

     (38,684     257                      (38,427

Citibank NA

     (104,373     85,058                      (19,315

Credit Suisse First Boston Corp.

     (1,886                          (1,886

Goldman Sachs & Co.

     (22,322     22,322                       

HSBC Bank USA

     (11,364     11,364                       

RBC Dominion Securities, Inc.

     (7,982                          (7,982

UBS AG

     (26,880                          (26,880
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (293,695   $     179,498      $     —      $     —      $     (114,197
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

Global All-Asset Fund (consolidated)

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 2,242,346     $ (2,138,758

Futures contracts

     795,494       (1,073,515

Purchased options

     104,354       (35,808

Swap contracts

     301,157       (68,111

Written options

           (103,903
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     3,443,351       (3,420,095
  

 

 

   

 

 

 

Derivatives not subject to a MNA

         (1,100,526     1,087,078  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $ 2,342,825     $     (2,333,017
  

 

 

   

 

 

 

Global All-Asset Fund (consolidated)

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
    Net Amount
of Assets
 

Australia and New Zealand Banking Group

   $ 28,132      $ (19,742   $      $     $ 8,390  

Banc of America Securities LLC

         284,919             (199,368         —                  85,551  

Bank of Montreal

     1,300        (90                  1,210  

Barclays

     671,979        (489,992                (181,987      

BNP Paribas Securities Services

     173,205        (22,344                      150,861  

Canadian Imperial Bank of Commerce

     695        (695                   

Citibank NA

     184,011        (107,994                  76,017  

Commonwealth Bank of Australia

     52,260        (2,676                  49,584  

Credit Suisse First Boston Corp.

     2,392        (386                  2,006  

Deutsche Bank Securities, Inc.

     88,083        (88,083                   

Goldman Sachs & Co.

     215,142        (170,586                  44,556  

HSBC Bank USA

     53,778        (53,778                   

JP Morgan Chase & Co.

     287,745        (287,745                   

 

 

  176  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Global All-Asset Fund (consolidated) – (continued)

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
    Net Amount
of Assets
 

Morgan Stanley

   $ 164,001      $ (164,001   $      $     $  

Nomura International

     6,935        (2,359                  4,576  

RBC Dominion Securities, Inc.

     980        (188                  792  

Standard Chartered Bank

     6,925        (3,791                  3,134  

State Street Global Markets LLC

     93,463        (26,797                  66,666  

Toronto-Dominion Bank

     20,593        (14,251                  6,342  

UBS AG

     6,287        (6,287                   
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     2,342,825      $     (1,661,153   $     —      $     (181,987   $     499,685  
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Australia and New Zealand Banking Group

   $ (19,742   $ 19,742      $      $      $  

Banc of America Securities LLC

     (199,368     199,368                       

Bank of Montreal

     (90     90                       

Barclays

     (489,992     489,992                       

BNP Paribas Securities Services

     (22,344     22,344                       

Canadian Imperial Bank of Commerce

     (3,276     695                      (2,581

Citibank NA

     (107,994     107,994                       

Commonwealth Bank of Australia

     (2,676     2,676                       

Credit Suisse First Boston Corp.

     (386     386                       

Deutsche Bank Securities, Inc.

     (88,459     88,083                      (376

Goldman Sachs & Co.

     (170,586     170,586                       

HSBC Bank USA

     (56,700     53,778                      (2,922

JP Morgan Chase & Co.

     (326,448     287,745                      (38,703

Merrill Lynch International

     (10,151                          (10,151

Morgan Stanley

     (776,738     164,001                      (612,737

Nomura International

     (2,359     2,359                       

RBC Dominion Securities, Inc.

     (188     188                       

Societe Generale

     (954                          (954

Standard Chartered Bank

     (3,791     3,791                       

State Street Global Markets LLC

     (26,797     26,797                       

Toronto-Dominion Bank

     (14,251     14,251                       

UBS AG

     (9,727     6,287                      (3,440
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (2,333,017   $     1,661,153      $     —      $     —      $     (671,864
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

 

  177  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Multi-Asset Income Fund

 

Derivative Financial Instruments:

   Assets     Liabilities  

Foreign currency contracts

   $ 152,974     $ (4,601

Futures contracts

     406,682       (76,370

Purchased options

     207,531       (4,749

Swap contracts

     123,390       (100,839

Written options

           (24,445
  

 

 

   

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     890,577       (211,004
  

 

 

   

 

 

 

Derivatives not subject to a MNA

     (546,641     107,897  
  

 

 

   

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     343,936     $     (103,107
  

 

 

   

 

 

 

Multi-Asset Income Fund

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available
for Offset
    Non-cash
Collateral
Received*
     Cash
Collateral
Received*
    Net Amount
of Assets
 

Australia and New Zealand Banking Group

   $ 15,610      $ (57   $      $     $ 15,553  

Banc of America Securities LLC

     12,767                           12,767  

Barclays

     89,043        (400                  88,643  

BNP Paribas Securities Services

     4,097        (246                  3,851  

Citibank NA

     8,591        (960                  7,631  

Credit Suisse First Boston Corp.

     883        (883                   

Credit Suisse International

     1,440        (1,440                   

Deutsche Bank Securities, Inc.

     19,625        (4,124                  15,501  

Goldman Sachs & Co.

     145,150        (45,221                  99,929  

HSBC Bank USA

     6,222        (60                  6,162  

JP Morgan Chase & Co.

     3,283        (3,283                   

Morgan Stanley

     25,560        (17,540            (8,020      

National Australia Bank Limited

     2,453                           2,453  

State Street Global Markets LLC

     6,302                           6,302  

Toronto-Dominion Bank

     2,910        (1,279                  1,631  
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     343,936      $     (75,493   $     —      $     (8,020   $     260,423  
  

 

 

    

 

 

   

 

 

    

 

 

   

 

 

 

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Australia and New Zealand Banking Group

   $ (57   $ 57      $      $      $  

Barclays

         (400         400            —            —            —  

BNP Paribas Securities Services

     (246     246                       

Citibank NA

     (960     960                       

Credit Suisse First Boston Corp.

     (902     883                      (19

 

 

  178  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Multi-Asset Income Fund – (continued)

 

Counterparty

   Gross Amount
of Liabilities
    Financial
Instruments
and Derivatives
Available
for Offset
     Non-cash
Collateral
Pledged*
     Cash
Collateral
Pledged*
     Net Amount
of Liabilities
 

Credit Suisse International

   $ (14,517   $ 1,440      $ —        $ —        $ (13,077

Deutsche Bank Securities, Inc.

     (4,124     4,124        —          —           

Goldman Sachs & Co.

     (45,221     45,221        —          —           

HSBC Bank USA

     (60     60        —          —           

JP Morgan Chase & Co.

     (17,475     3,283        —          —          (14,192

Morgan Stanley

     (17,540     17,540        —          —           

RBC Dominion Securities, Inc.

     (62            —          —          (62

Standard Chartered Bank

     (264            —          —          (264

Toronto-Dominion Bank

     (1,279     1,279        —          —           
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     (103,107   $     75,493      $     —        $     —        $     (27,614
  

 

 

   

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

5. Principal Risks:

A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks.

The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s Schedule of Investments.

Certain Funds are exposed to the risks of the Underlying Funds and/or exchange-traded funds (“ETFs”) in direct proportion to the amount of assets those Funds allocate to each Underlying Fund and/or ETF. The market values of the Underlying Funds and/or ETFs may decline due to general market conditions which are not specifically related to a particular company in which the Underlying Fund and/or ETF invested, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities in which the Underlying Funds and/or ETFs invest may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry.

Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage backed securities,

 

 

  179  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

senior floating rate interests and certain asset backed securities. For certain asset backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

 

6. Federal Income Taxes:

 

  a) Each Fund intends to continue to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2018. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

 

  b) Capital Loss Carryforward – On December 22, 2010, the Regulated Investment Company Modernization Act of 2010 (the “Act”) was enacted, which made changes to the capital loss carryforward rules. The changes are effective for taxable years beginning after the date of enactment. Under the Act, funds are permitted to carry forward capital losses for an unlimited period. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years, which carry an expiration date. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital loss carryforwards retain their character as either short-term or long-term capital losses rather than being considered all short-term as permitted under prior regulation.

At October 31, 2017 (tax year end), each Fund’s capital loss carryforwards for U.S. federal income tax purposes were as follows:

 

Fund

   Perpetual
Short-Term
Capital Loss
Carryforward
     Perpetual
Long-Term
Capital Loss
Carryforward
 

Conservative Allocation Fund

   $      $ 7,817,237  

Global All-Asset Fund (consolidated)

         9,819,914        6,550,974  

Growth Allocation Fund

                36,967,644  

Multi-Asset Income Fund

     9,942,296        6,811,132  

The Balanced Fund, Balanced Income Fund, Checks and Balances Fund and Moderate Allocation Fund had no capital loss carryforward for U.S. federal income tax purposes as of October 31, 2017.

During the year ended October 31, 2017, the Balanced Fund, Conservative Allocation Fund, Growth Allocation Fund and Moderate Allocation Fund utilized prior year capital loss carryforwards of $52,965,744, $5,720,788, $63,300,127 and $21,554,420, respectively.

During the year ended October 31, 2017, the Balanced Fund and Growth Allocation Fund had expired $11,938,266 and $6,775,989 of prior year capital loss carryforwards, respectively.

 

 

  180  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

  c) Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at April 30, 2018 was substantially the same for book purposes. The net unrealized appreciation/(depreciation) on investments, which consists of gross unrealized appreciation and depreciation, is disclosed below:

 

Fund

   Tax Cost      Gross
Unrealized
Appreciation
     Gross
Unrealized
Depreciation
    Net Unrealized
Appreciation
(Depreciation)
 

Balanced Fund

   $ 806,783,143      $     163,459,414      $ (25,698,149   $ 137,761,265  

Balanced Income Fund

         11,687,652,108        837,997,617            (333,748,155         504,249,462  

Checks and Balances Fund

     1,618,373,624               (17,947,472     (17,947,472

Conservative Allocation Fund

     119,622,037        3,113,710        (2,183,749     929,961  

Global All-Asset Fund (consolidated)

     275,975,126        34,375,724        (13,848,162     20,527,562  

Growth Allocation Fund

     622,726,422        40,342,660        (6,205,331     34,137,329  

Moderate Allocation Fund

     437,945,668        21,029,293        (6,408,805     14,620,488  

Multi-Asset Income Fund

     74,329,415        4,082,509        (2,447,847     1,634,662  

 

7. Expenses:

 

  a) Investment Management Agreement – Hartford Funds Management Company, LLC (“HFMC”) serves as each Fund’s investment manager pursuant to an Investment Management Agreement with the Company. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of each Fund, except Checks and Balances Fund, Conservative Allocation Fund, Growth Allocation Fund and Moderate Allocation Fund, in accordance with the Fund’s investment objective and policies. Each Fund, except Checks and Balances Fund, pays a fee to HFMC under the Investment Management Agreement. With respect to Balanced Fund, Balanced Income Fund, Global All-Asset Fund, and Multi-Asset Income Fund, HFMC pays a sub-advisory fee to Wellington Management out of its advisory fee. HFMC is responsible for the day-to-day management of Checks and Balances Fund, Conservative Allocation Fund, Growth Allocation Fund and Moderate Allocation Fund.

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2018; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:

 

Fund

  

Management Fee Rates

Balanced Fund

  

0.5900% on first $500 million and;

  

0.5500% on next $250 million and;

  

0.5000% on next $250 million and;

  

0.4750% on next $4 billion and;

  

0.4725% on next $5 billion and;

  

0.4700% over $10 billion

Balanced Income Fund

  

0.7000% on first $250 million and;

  

0.6300% on next $250 million and;

  

0.6000% on next $500 million and;

  

0.5700% on next $1.5 billion and;

  

0.5500% on next $2.5 billion and;

  

0.5300% on next $5 billion and;

  

0.4500% on next $2 billion and;

  

0.3900% over $12 billion

Checks and Balances Fund

  

N/A

 

 

  181  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fund

  

Management Fee Rates

Conservative Allocation Fund

  

0.1000% on first $500 million and;

  

0.0950% on next $500 million and;

  

0.0900% on next $1.5 billion and;

  

0.0800% on next $2.5 billion and;

  

0.0700% on next $2.5 billion and;

  

0.0600% on next $2.5 billion and;

  

0.0500% over $10 billion

Global All-Asset Fund

  

0.7000% on first $250 million and;

  

0.6500% on next $250 million and;

  

0.6000% on next $500 million and;

  

0.5800% on next $1.5 billion and;

  

0.5600% on next $2.5 billion and;

  

0.5500% over $5 billion

Growth Allocation Fund

  

0.1000% on first $500 million and;

  

0.0950% on next $500 million and;

  

0.0900% on next $1.5 billion and;

  

0.0800% on next $2.5 billion and;

  

0.0700% on next $2.5 billion and;

  

0.0600% on next $2.5 billion and;

  

0.0500% over $10 billion

Moderate Allocation Fund

  

0.1000% on first $500 million and;

  

0.0950% on next $500 million and;

  

0.0900% on next $1.5 billion and;

  

0.0800% on next $2.5 billion and;

  

0.0700% on next $2.5 billion and;

  

0.0600% on next $2.5 billion and;

  

0.0500% over $10 billion

Multi-Asset Income Fund

  

0.5600% on first $250 million and;

  

0.5100% on next $250 million and;

  

0.4900% on next $500 million and;

  

0.4700% on next $1.5 billion and;

  

0.4650% on next $2.5 billion and;

  

0.4625% on next $5 billion and;

  

0.4600% over $10 billion

Prior to March 1, 2018, the following Funds paid the following rates to HFMC for management fees rendered:

 

Fund

  

Management Fee Rates

Balanced Fund

  

0.6900% on first $500 million and;

  

0.6250% on next $500 million and;

  

0.5750% on next $4 billion and;

  

0.5725% on next $5 billion and;

  

0.5700% over $10 billion

Balanced Income Fund*

  

0.7000% on first $250 million and;

  

0.6300% on next $250 million and;

  

0.6000% on next $500 million and;

  

0.5700% on next $1.5 billion and;

  

0.5500% on next $2.5 billion and;

  

0.5150% on next $5 billion and;

  

0.5000% over $15 billion

 

 

  182  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fund

  

Management Fee Rates

Global All-Asset Fund

  

0.8000% on first $250 million and;

  

0.7500% on next $250 million and;

  

0.7000% on next $500 million and;

  

0.6800% on next $1.5 billion and;

  

0.6600% on next $2.5 billion and;

  

0.6500% over $5 billion

Multi-Asset Income Fund

  

0.6000% on first $250 million and;

  

0.5500% on next $250 million and;

  

0.5300% on next $500 million and;

  

0.5100% on next $1.5 billion and;

  

0.5050% on next $2.5 billion and;

  

0.5025% on next $5 billion and;

  

0.5000% over $10 billion

 

  * From November 1, 2017 through February 28, 2018.

The Global All-Asset Fund’s Cayman Subsidiary (the “Subsidiary”) pays HFMC a management fee at the annual rate of 0.55% of average daily net assets attributable to Subsidiary. HFMC has contractually agreed to waive the management fee it receives from the Global All-Asset Fund in an amount equal to the management fee paid to it by the Subsidiary. This waiver will remain in effect for as long as the Investment Manager’s agreement with the Subsidiary is in place.

 

  b) Accounting Services Agreement – Pursuant to the Fund Accounting Agreement between HFMC and the Company, on behalf of each Fund, HFMC provides accounting services to each Fund and receives monthly compensation based on each Fund’s average daily net assets at the rates set forth below. Each Fund’s accounting services fees are accrued daily and paid monthly.

 

Fund

  

Accounting Services Fee Rates

Balanced Fund

  

0.018% on first $3.5 billion and;

  

0.014% on next $3.5 billion and;

  

0.010% over $7 billion

Balanced Income Fund

  

0.022% on first $3.5 billion and;

  

0.018% on next $3.5 billion and;

  

0.015% over $7 billion

Checks and Balances Fund

  

0.014% on first $3.5 billion and;

  

0.012% on next $3.5 billion and;

  

0.010% over $7 billion

Conservative Allocation Fund

  

0.014% on first $3.5 billion and;

  

0.012% on next $3.5 billion and;

  

0.010% over $7 billion

Global All-Asset Fund

  

0.022% on first $3.5 billion and;

  

0.018% on next $3.5 billion and;

  

0.015% over $7 billion

Growth Allocation Fund

  

0.014% on first $3.5 billion and;

  

0.012% on next $3.5 billion and;

  

0.010% over $7 billion

Moderate Allocation Fund

  

0.014% on first $3.5 billion and;

  

0.012% on next $3.5 billion and;

  

0.010% over $7 billion

 

 

  183  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fund

  

Accounting Services Fee Rates

Multi-Asset Income Fund

  

0.022% on first $3.5 billion and;

  

0.018% on next $3.5 billion and;

  

0.015% over $7 billion

HFMC has delegated certain accounting and administrative services functions to State Street Bank and Trust Company (“State Street”). The costs and expenses of such delegation are borne by HFMC, not by the Funds, and HFMC compensates State Street for its services out of its own resources.

 

  c) Operating Expenses – Allocable expenses incurred by the Company are allocated to each series within the Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of April 30, 2018, HFMC contractually limited the total operating expenses of each of the following Funds through February 28, 2019 as follows:

 

    Expense Limit as a Percentage of Average Daily Net Assets  

Fund

  Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Conservative Allocation Fund(1)

    1.19     1.94     0.94     1.44     1.14     0.84     N/A       N/A       0.84

Global All-Asset Fund(2)

    1.19     1.94     0.89     1.41     1.11     0.81     0.69     0.75     0.69

Multi-Asset Income Fund(3)

    1.05     1.80     0.75     1.31     1.01     0.71     N/A       0.65     0.59

 

  (1)  HFMC has contractually agreed to reimburse expenses (exclusive of taxes, interest expenses, brokerage commissions and extraordinary expenses) to the extent necessary to maintain total annual fund operating expenses as provided.
  (2)  HFMC has contractually agreed to reimburse expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses, dividend and interest expenses on short sales and extraordinary expenses) to the extent necessary to maintain total annual fund operating expenses as provided.
  (3)  HFMC has contractually agreed to reimburse expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses) to the extent necessary to maintain total annual fund operating expenses as provided.

From November 1, 2017 through February 28, 2018, HFMC contractually limited the total operating expenses of each of the following Funds as follows:

 

     Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Balanced Fund(1)

     1.18     N/A       0.93     1.40     1.10     0.80     N/A       N/A       0.78

Balanced Income Fund(1)

     0.99     1.74     0.74     1.24     0.94     0.69     0.64     0.64     0.64

Checks and Balances Fund(2)

     1.25     2.00     1.00     1.40     1.10     0.80     N/A       N/A       0.90

Global All-Asset Fund(3)

     1.19     1.94     0.94     1.49     1.19     0.89     N/A       0.84     0.84

Growth Allocation Fund(2)

     1.50     2.25     1.25     1.70     1.40     1.10     N/A       N/A       1.15

Moderate Allocation Fund(2)

     1.40     2.15     1.15     1.65     1.35     1.05     N/A       N/A       1.05

Multi-Asset Income Fund(1)

     1.05     1.80     0.75     1.35     1.05     0.75     N/A       0.70     0.65

 

  (1)  HFMC had contractually agreed to reimburse expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses) to the extent necessary to maintain total annual fund operating expenses as provided.
  (2)  HFMC had contractually agreed to reimburse expenses (exclusive of taxes, interest expenses, brokerage commissions and extraordinary expenses) to the extent necessary to maintain total annual fund operating expenses as provided.
  (3)  HFMC had contractually agreed to reimburse expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses, dividend and interest expenses on short sales and extraordinary expenses) to the extent necessary to maintain total annual fund operating expenses as provided.

 

  d) Fees Paid Indirectly – Certain Funds have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of a Fund’s expenses. In addition, the Funds’ custodian bank has agreed to reduce its fees when a Fund maintains cash on deposit in a non-interest-bearing custody account. For the six-month period ended April 30, 2018, these amounts, if any, are included in the Statements of Operations.

 

 

  184  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Balanced Fund

     1.08     1.79     0.76     1.36     1.08     0.78     0.62     0.71     0.68

Balanced Income Fund

     0.91     1.66     0.65     1.25     0.95     0.68     0.58     0.62     0.58

Checks and Balances Fund

     0.38     1.15     0.13     0.75     0.45     0.15                 0.04

Conservative Allocation Fund

     0.60     1.35     0.35     0.85     0.55     0.25                 0.25

Global All-Asset Fund (consolidated)

     1.15     1.90     0.88     1.46     1.17     0.84     0.68     0.81     0.79

Growth Allocation Fund

     0.54     1.29     0.23     0.86     0.56     0.26                 0.15

Moderate Allocation Fund

     0.53     1.28     0.28     0.87     0.57     0.27                 0.16

Multi-Asset Income Fund

     0.80     1.44     0.70     0.86     0.80     0.73           0.63     0.63

 

  e) Sales Charges and Distribution and Service Plan for Class A, T, C, R3 and R4 shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of each Fund. For the six-month period ended April 30, 2018, HFD received front-end sales charges and contingent deferred sales charges for each Fund as follows:

 

Fund

   Front-end
Sales Charges
     Contingent Deferred
Sales Charges
 

Balanced Fund

   $     571,818      $ 6,046  

Balanced Income Fund

     5,828,618            247,667  

Checks and Balances Fund

     742,746        9,037  

Conservative Allocation Fund

     44,285        661  

Global All-Asset Fund (consolidated)

     42,973        652  

Growth Allocation Fund

     278,937        7,009  

Moderate Allocation Fund

     158,847        4,462  

Multi-Asset Income Fund

     21,632        603  

The Board of Directors of the Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for each of Class A, T, C, R3 and R4 shares. Under a Plan, Class A, Class T, Class C, Class R3 and Class R4 shares of a Fund, as applicable, bear distribution and/or service fees paid to HFD, some of which may be paid to select broker-dealers. Pursuant to the Class A Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class A shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class T Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class T shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. As of April 30, 2018, Class T shares have not commenced operations. Pursuant to the Class C Plan, a Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, a Fund may pay HFD a fee of up to 0.50% of the average daily net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, a Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used for shareholder account servicing activities. Each Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the Company’s Board of Directors may determine.

 

 

  185  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

  f) Other Related Party Transactions – Certain officers of the Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended April 30, 2018, a portion of the Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to each Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below.

 

Fund

   CCO Compensation
Paid by Fund
 

Balanced Fund

   $ 1,578  

Balanced Income Fund

         20,280  

Checks and Balances Fund

     2,760  

Conservative Allocation Fund

     205  

Global All Asset Fund

     497  

Growth Allocation Fund

     1,119  

Moderate Allocation Fund

     771  

Multi-Asset Income Fund

     109  

Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to each Fund. Each Fund pays HASCO a transfer agency fee payable monthly based on the lesser of (i) the costs of providing or overseeing transfer agency services provided to each share class of such Fund or (ii) a Specified Amount (as defined below). Such fee is intended to compensate HASCO for: (i) fees payable by HASCO to DST Asset Manager Solutions, Inc. (“DST”) (and any other designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and DST (or between HASCO and any other designated sub-agent, as applicable); (ii) sub-transfer agency fees payable by HASCO to financial intermediaries, according to the agreed-upon terms between HASCO and the financial intermediaries, provided that such payments are within certain limits approved by the Company’s Board of Directors; (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin.

 

Share Class

   Specified Amount
(as a percentage
average daily
net assets)
 

Class A

     0.25

Class C

     0.25

Class I

     0.20

Class Y

     0.06

Class R3

     0.02

Class R4

     0.02

Class R5

     0.02

Class R6

     0.004 %* 

Class F

     0.004 %* 

 

  * For the period November 1, 2017 through February 28, 2018, the Specified Amount for Class R6 and Class F was equal to 0.00% of average daily net assets.

Pursuant to a sub-transfer agency agreement between HASCO and DST, HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to DST. Each Fund does not pay any fee directly to DST; rather, HASCO makes all such payments to DST. The accrued amount shown in the Statements of Operations reflects the amounts charged by HASCO. These fees are accrued daily and paid monthly.

 

 

  186  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

For the six-month period ended April 30, 2018, the effective rate of compensation paid to HASCO for transfer agency services as a percentage of each Class’ average daily net assets is as follows:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Balanced Fund

     0.15     0.11     0.07     0.02     0.02     0.02     0.00     0.03     0.00

Balanced Income Fund

     0.08     0.08     0.07     0.00     0.00     0.00     0.00     0.04     0.00

Checks and Balances Fund

     0.09     0.11     0.09     0.01     0.01     0.01                 0.00

Conservative Allocation Fund

     0.12     0.15     0.12     0.01     0.01     0.01                 0.00

Global All-Asset Fund (consolidated)

     0.14     0.12     0.09     0.02     0.02     0.02     0.00     0.05     0.00

Growth Allocation Fund

     0.14     0.15     0.08     0.01     0.01     0.00                 0.00

Moderate Allocation Fund

     0.12     0.12     0.11     0.01     0.01     0.01                 0.00

Multi-Asset Income Fund

     0.05     0.09     0.08     0.01     0.01     0.01           0.00     0.00

Administrative services fees for third-party recordkeeping services are payable as a percentage of net assets in the amount of up to 0.20%, 0.15% and 0.10% for Classes R3, R4 and R5 shares, respectively. The total administrative services fees are shown on the Statements of Operations. These fees are accrued daily and paid monthly.

 

8. Securities Lending:

A Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one third (33 1/3%) of the value of its total assets. If a Fund security is on loan, under the lending agreement, the borrower is required to deposit cash or liquid securities as collateral at least equal to 100% of the market value of the loaned securities; cash collateral is invested for the benefit of the Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned.

A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the risk that the principal value of the collateral invested may decline; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; and (vi) the risk that any efforts to restrict the securities for purposes of voting may not be effective. These events could also trigger adverse tax consequences for the Fund.

At April 30, 2018, the following Funds had securities on loan at value, cash collateral and non-cash collateral as follows:

 

Fund

   Market Value of
Securities on Loan
     Cash
Collateral
     Non-Cash
Collateral(1)
 

Balanced Income Fund

   $     17,740,897      $     18,142,583      $  

Global All-Asset Fund (consolidated)

     2,804,583        2,786,687            920,826 (2) 

Multi-Asset Income Fund

     3,597,554        3,689,988         

 

  (1)  These securities are held for the benefit of the Fund at the Fund’s custodian. The Fund cannot repledge or resell this collateral. As such, collateral is excluded from the Statement of Assets and Liabilities.
  (2)  U.S. Treasury Securities

 

 

  187  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

The following table reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of April 30, 2018.

Balanced Income Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Corporate Bonds

   $ 15,084,219      $      $      $      $ 15,084,219  

Foreign Government Obligations

     3,058,364                             3,058,364  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 18,142,583      $      $      $      $ 18,142,583  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     18,142,583      $     —      $     —      $     —      $     18,142,583  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 18,142,583  
  

 

 

 

 

  (1) Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand.

Global All-Asset Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $     2,786,687      $     —      $     —      $     —      $     2,786,687  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $ 2,786,687      $      $      $      $ 2,786,687  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 2,786,687  
  

 

 

 

 

  (1) Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand.

Multi-Asset Income Fund

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $ 15      $      $      $      $ 15  

Convertible Bonds

     3,620                             3,620  

Exchange-Traded Funds

     3,686,353                             3,686,353  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 3,689,988      $      $      $      $ 3,689,988  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     3,689,988      $     —      $     —      $     —      $     3,689,988  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 3,689,988  
  

 

 

 

 

  (1) Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand.

 

 

  188  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

9. Affiliate Holdings:

As of April 30, 2018, affiliates of The Hartford had ownership of shares in each Fund as follows:

Percentage of a Class:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y      Class F  

Balanced Fund

                                         100             

Balanced Income Fund

                                                       

Checks and Balances Fund

                                                       

Conservative Allocation Fund

                                                      100

Global All-Asset Fund (consolidated)

                                   19     100             

Growth Allocation Fund

                                                      100

Moderate Allocation Fund

                                                      100

Multi-Asset Income Fund

     53     26     14     100     100     100                  99

Percentage of Fund by Class:

                   

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y      Class F  

Balanced Fund

                                                       

Balanced Income Fund

                                                       

Checks and Balances Fund

                                                       

Conservative Allocation Fund

                                                       

Global All-Asset Fund (consolidated)

                                                       

Growth Allocation Fund

                                                       

Moderate Allocation Fund

                                                       

Multi-Asset Income Fund

     9     3     3     3     3     3                  37

 

  * Percentage rounds to zero.

As of April 30, 2018, affiliated funds of funds in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of their shares from these affiliated funds of funds. Affiliated funds of funds owned shares in the Funds listed below as follows:

 

Fund

   Percentage of
Fund(1)
 

Global All-Asset Fund (consolidated)

     20

 

  (1)  As of April 30, 2018, the affiliated funds of funds were invested in Class F shares.

 

 

  189  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

10. Affiliate Fund Transactions:

A summary of affiliate fund transactions for the Checks and Balances Fund, Conservative Allocation Fund, Growth Allocation Fund and Moderate Allocation Fund for the period ended April 30, 2018 follows:

Checks and Balances Fund

 

Affiliated Investment

Companies

  Beginning
Value as of
October 31,
2017
    Purchases at
Cost
    Proceeds from
Sales
    Net Realized
Gain/(Loss) on
Sales
    Change in
Unrealized
Appreciation/
Depreciation
    Ending Value
as of
April 30,
2018
    Shares as
of
April 30,
2018
    Dividend
Income
    Capital Gain
Distributions
 

The Hartford Capital Appreciation Fund, Class F

  $ 576,668,240     $ 76,735,750     $ 66,805,828     $ 2,484,392     $ (55,159,706   $ 533,922,848       14,046,905     $ 5,938,999     $ 70,796,751  

The Hartford Dividend and Growth Fund, Class F

    574,682,646       59,025,526       56,793,985       2,755,292       (47,128,844     532,540,635       21,183,001       5,361,822       53,663,705  

The Hartford Total Return Bond Fund, Class F

    566,383,925       12,682,276       24,478,456       (364,919     (20,260,157     533,962,669       52,972,487       12,682,276        
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  $     1,717,734,811     $     148,443,552     $     148,078,269     $     4,874,765     $     (122,548,707   $     1,600,426,152       88,202,393     $     23,983,097     $     124,460,456  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Conservative Allocation Fund

 

Affiliated Investment

Companies

  Beginning
Value as of
October 31,
2017
    Purchases
at
Cost
    Proceeds from
Sales
    Net Realized
Gain/(Loss) on
Sales
    Change in
Unrealized
Appreciation/
Depreciation
    Ending Value
as of
April 30,
2018
    Shares as
of
April 30,
2018
    Dividend
Income
    Capital Gain
Distributions
 

Hartford Core Equity Fund, Class F

  $     10,180,232     $ 380,328     $     2,194,947     $     297,164     $ (4,968   $     8,657,809       295,488     $     122,488     $     257,840  

Hartford Multifactor Developed Markets ex-US ETF

          570,224                   (1,448     568,776       19,310              

Hartford Multifactor US Equity ETF

      1,841,424                   (18,414     1,823,010       58,580              

Hartford Quality Value Fund, Class F

          4,786,030       49,645       810       (135,385     4,601,810       232,063       36,395       92,781  

Hartford Real Total Return Fund, Class F

    5,110,387       424,478       1,339,098       37,325       (512,009     3,721,083       466,886       424,478        

Hartford Schroders Emerging Markets Multi-Sector Bond Fund, Class F

              4,704,631       6,346       13           (220,049     4,478,249       470,899       105,154       33,999  

Hartford Schroders International Multi-Cap Value Fund, Class F

    3,824,837       124,184       273,484       27,032       11,575       3,714,144       361,298       49,748       41,786  

Hartford Small Cap Core Fund, Class F

    2,550,369       168,609       1,409,054       78,710       (153,618     1,235,016       90,544       10,487       106,547  

The Hartford Equity Income Fund, Class F

    10,174,434       604,180       2,829,575       161,456       (635,908     7,474,587       385,288       105,386       498,794  

The Hartford Global All-Asset Fund, Class F

    6,366,521       791,151       1,450,588       (26,311     (717,527     4,963,246       465,595       791,151        

The Hartford Global Real Asset Fund, Class F

    2,550,559       139,519       221,439       10,150       63,433       2,542,222       263,170       90,003        

The Hartford Growth Opportunities Fund, Class F

    2,571,595       205,067       286,026       46,363       (99,017     2,437,982       52,216             201,066  

The Hartford Inflation Plus Fund, Class F

    5,084,739       259,029       110,120       (4,396     (261,380     4,967,872       469,553       237,255        

The Hartford International Opportunities Fund, Class F

    5,108,282       294,116       952,755       123,930       (268,437     4,305,136       255,953       83,170       175,686  

The Hartford International Small Company Fund, Class F

    1,280,888       117,449       578,970       73,941       (120,626     772,682       46,268       20,837       78,159  

The Hartford MidCap Fund, Class F

    7,649,332       266,893       4,234,692       664,218       (463,208     3,882,543       121,863             224,951  

The Hartford Quality Bond Fund, Class F

    17,832,769       275,868       145,326       562       (430,233     17,533,640       1,803,872       228,443        

The Hartford Short Duration Fund, Class F

    10,190,805       166,772       2,155,420       (8,015     (111,002     8,083,140       828,191       118,998        

The Hartford Strategic Income Fund, Class F

    11,440,663       432,255       2,852,960       60,509       (406,167     8,674,300       1,000,496       383,876        

 

 

  190  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Conservative Allocation Fund – (continued)

 

Affiliated Investment

Companies

  Beginning
Value as of
October 31,
2017
    Purchases at
Cost
    Proceeds from
Sales
    Net Realized
Gain/(Loss) on
Sales
    Change in
Unrealized
Appreciation/
Depreciation
    Ending Value
as of
April 30,
2018
    Shares as
of
April 30,
2018
    Dividend
Income
    Capital Gain
Distributions
 

The Hartford Total Return Bond Fund, Class F

  $ 14,016,742     $ 1,627,233     $ 242,993     $ (1,842   $ (556,799   $ 14,842,341       1,472,454     $ 340,916     $  

The Hartford World Bond Fund, Class F

    11,451,579       11,933       660,252       16,340       81,971       10,901,571       1,028,450       3,183        
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  $     127,384,733     $     18,191,373     $     21,993,690     $     1,557,959     $     (4,959,216   $     120,181,159           10,188,437     $     3,151,968     $     1,711,609  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Growth Allocation Fund

 

Affiliated Investment

Companies

  Beginning
Value as of
October 31,
2017
    Purchases at
Cost
    Proceeds from
Sales
    Net Realized
Gain/(Loss) on
Sales
    Change in
Unrealized
Appreciation/
Depreciation
    Ending Value
as of
April 30,
2018
    Shares as
of
April 30,
2018
    Dividend
Income
    Capital Gain
Distributions
 

Hartford Core Equity Fund, Class F

  $     109,905,787     $ 4,115,104     $ 6,774,066     $ 822,890     $ 1,823,103     $     109,892,818       3,750,608     $     1,325,302     $     2,789,804  

Hartford Multifactor Developed Markets (ex-US) ETF

          6,269,514                   (15,923     6,253,591       212,310              

Hartford Multifactor US Equity ETF

              20,879,549                   (325,723     20,553,826       660,470       21,462        

Hartford Quality Value Fund, Class F

          51,154,365       230,986       3,562           (1,891,243     49,035,698       2,472,804       295,402       753,061  

Hartford Real Total Return Fund, Class F

    20,139,460       1,518,453       6,663,642       181,023       (1,864,142     13,311,152       1,670,157       1,518,453        

Hartford Schroders Emerging Markets Multi-Sector Bond Fund, Class F

          14,269,328       253,656       (8,608     (712,970     13,294,094       1,397,907       412,067       182,916  

Hartford Schroders International Multi-Cap Value Fund, Class F

    40,881,292       4,549,977                   429,448       45,860,717       4,461,159       582,787       487,175  

Hartford Small Cap Core Fund, Class F

    54,558,972       2,621,196           23,382,914           1,642,909       (2,965,256     32,474,907       2,380,858       321,246       2,299,950  

The Hartford Equity Income Fund, Class F

    75,052,659       4,543,702       1,780,837       171,314       (4,359,617     73,627,221       3,795,218       833,335       3,710,367  

The Hartford Global All-Asset Fund, Class F

    27,467,767       3,396,810       662,362       17,150       (3,297,670     26,921,695       2,525,487       3,396,807        

The Hartford Global Real Asset Fund, Class F

    27,335,358       1,243,440       2,197,592       124,002       685,142       27,190,350       2,814,736       968,145        

The Hartford Growth Opportunities Fund, Class F

    62,462,933       4,848,284       32,550,094       4,346,929       (5,652,993     33,455,059       716,536             4,848,284  

The Hartford International Opportunities Fund, Class F

    61,824,474       3,125,899       7,257,125       751,325       (2,854,910     55,589,663       3,304,974       1,004,346       2,121,553  

The Hartford International Small Company Fund, Class F

    34,568,592       2,664,581       16,447,597       2,179,839       (3,331,801     19,633,614       1,175,666       560,861       2,103,720  

The Hartford MidCap Fund, Class F

    89,355,582       3,052,062       35,181,031       5,616,985       (3,205,236     59,638,362       1,871,888             3,052,061  

The Hartford Quality Bond Fund, Class F

    26,462,698       1,182,346                   (662,189     26,982,855       2,776,014       349,491        

The Hartford Short Duration Fund, Class F

    13,393,439       501,589                   (180,201     13,714,827       1,405,208       180,057        

 

 

  191  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Growth Allocation Fund – (continued)

 

Affiliated Investment

Companies

  Beginning
Value as of
October 31,
2017
    Purchases at
Cost
    Proceeds from
Sales
    Net Realized
Gain/(Loss) on
Sales
    Change in
Unrealized
Appreciation/
Depreciation
    Ending Value
as of
April 30,
2018
    Shares as
of
April 30,
2018
    Dividend
Income
    Capital Gain
Distributions
 

The Hartford Strategic Income Fund, Class F

  $ 19,986,180     $ 423,669     $ 13,281,165     $ 196,957     $ (573,128   $ 6,752,513       778,837     $ 423,669     $  

The Hartford World Bond Fund, Class F

    19,792,435       668,295       315,901       7,884       165,558       20,318,271       1,916,818       5,708        
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  $     683,187,628     $     131,028,163     $     146,978,968     $     16,054,161     $     (28,789,751   $     654,501,233           40,087,655     $     12,199,138     $     22,348,891  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Moderate Allocation Fund

 

Affiliated Investment

Companies

  Beginning
Value as of
October 31,
2017
    Purchases at
Cost
    Proceeds from
Sales
    Net Realized
Gain/(Loss) on
Sales
    Change in
Unrealized
Appreciation/
Depreciation
    Ending Value
as of
April 30,
2018
    Shares as
of
April 30,
2018
    Dividend
Income
    Capital Gain
Distributions
 

Hartford Core Equity Fund, Class F

  $     67,108,862     $ 2,478,585     $     10,949,299     $     1,301,596     $ 336,671     $     60,276,415       2,057,216     $ 798,248     $     1,680,337  

Hartford Multifactor Developed Markets ex-US ETF

          2,152,146                   (5,465     2,146,681       72,880              

Hartford Multifactor US Equity ETF

          9,452,625                   (96,708     9,355,917       300,640              

Hartford Real Total Return Fund, Class F

    18,991,847       1,582,105       4,933,680       136,245           (1,907,378     13,869,139       1,740,168           1,582,104        

Hartford Schroders Emerging Markets Multi-Sector Bond Fund, Class F

              13,203,722       37,427       74       (628,792     12,537,577       1,318,357       325,123       126,535  

Hartford Schroders International Multi-Cap Value Fund, Class F

    19,097,111       492,237       213,727       20,605       171,722       19,567,948       1,903,497       248,203       207,483  

Hartford Small Cap Core Fund, Class F

    28,644,736       1,344,490       14,797,267       990,771       (1,660,922     14,521,808       1,064,649       152,057       1,192,433  

The Hartford Equity Income Fund, Class F

    42,893,533       2,559,016       1,640,873       155,819       (2,500,591     41,466,904       2,137,469       469,335       2,089,681  

The Hartford Global All-Asset Fund, Class F

    23,982,018       2,948,869       397,479       36,747       (2,886,179     23,683,976       2,221,761       2,948,869        

The Hartford Global Real Asset Fund, Class F

    14,341,785       588,523       459,354       27,025       410,080       14,908,059       1,543,277       501,965        

The Hartford Growth Opportunities Fund, Class F

    24,216,171       1,870,614       11,068,300       1,513,622       (1,991,701     14,540,406       311,424             1,870,615  

The Hartford Inflation Plus Fund, Class F

    9,382,288       548,520       1,525       5       (495,550     9,433,738       891,658       442,383        

The Hartford International Opportunities Fund, Class F

    38,469,501       1,934,327       3,419,347       368,041       (1,671,126     35,681,396       2,121,367       620,007       1,309,686  

The Hartford International Small Company Fund, Class F

    14,474,276       1,105,988       5,319,887       689,563       (1,211,381     9,738,559       583,147       232,797       873,191  

The Hartford MidCap Fund, Class F

    43,196,944       1,470,647       19,061,753       3,005,928       (1,869,476     26,742,290       839,369             1,470,647  

The Hartford Quality Bond Fund, Class F

    42,135,594       1,061,902       142,240       619       (1,030,976     42,024,899       4,323,549       546,363        

The Hartford Quality Value Fund, Class F

          23,866,650       183,632       2,893       (870,036     22,815,875       1,150,574       135,672       345,867  

The Hartford Short Duration Fund, Class F

    9,431,883       218,548       29,501       (30     (125,217     9,495,683       972,918       124,989        

The Hartford Strategic Income Fund, Class F

    32,797,337       987,647       13,532,327       183,104       (1,073,241     19,362,520       2,233,278       987,647        

 

 

  192  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Moderate Allocation Fund – (continued)

 

Affiliated Investment

Companies

  Beginning
Value as of
October 31,
2017
    Purchases at
Cost
    Proceeds from
Sales
    Net Realized
Gain/(Loss) on
Sales
    Change in
Unrealized
Appreciation/
Depreciation
    Ending Value
as of
April 30,
2018
    Shares as
of
April 30,
2018
    Dividend
Income
    Capital Gain
Distributions
 

The Hartford Total Return Bond Fund, Class F

  $ 14,079,129     $ 5,330,494     $ 74,892     $ 1,088     $ (695,972   $ 18,639,847       1,849,191     $ 415,960     $  

The Hartford World Bond Fund, Class F

    33,004,630       149,319       3,106,237       80,061       207,402       30,335,175       2,861,809       9,249        
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
  $     476,247,645     $     75,346,974     $     89,368,747     $     8,513,776     $     (19,594,836   $     451,144,812           32,498,198     $     10,540,971     $     11,166,475  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

 

11. Investment Transactions:

For the six-month period ended April 30, 2018, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:

 

Fund

   Cost of Purchases
Excluding U.S.
Government
Obligations
     Sales Proceeds
Excluding U.S.
Government
Obligations
 

Balanced Fund

   $ 137,903,155      $ 115,350,350  

Balanced Income Fund

         3,319,786,182            2,584,686,736  

Checks and Balances Fund

     148,443,552        148,078,269  

Conservative Allocation Fund

     18,191,373        21,993,690  

Global All-Asset Fund (consolidated)

     75,406,067        112,445,178  

Growth Allocation Fund

     131,028,163        146,978,968  

Moderate Allocation Fund

     75,346,974        89,368,747  

Multi-Asset Income Fund

     20,014,650        18,860,212  

Fund

   Cost of Purchases
For U.S.
Government
Obligations
     Sales Proceeds
For U.S.
Government
Obligations
 

Balanced Fund

   $     15,692,710      $     23,322,701  

Balanced Income Fund

     57,887,185        68,256,015  

Checks and Balances Fund

             

Conservative Allocation Fund

             

Global All-Asset Fund (consolidated)

     4,315,796        4,974,914  

Growth Allocation Fund

             

Moderate Allocation Fund

             

Multi-Asset Income Fund

     2,352,217        1,973,895  

 

Fund

   Total Cost of
Purchases
     Total Sales
Proceeds
 

Balanced Fund

   $ 153,595,865      $ 138,673,051  

Balanced Income Fund

         3,377,673,367            2,652,942,751  

Checks and Balances Fund

     148,443,552        148,078,269  

Conservative Allocation Fund

     18,191,373        21,993,690  

Global All-Asset Fund (consolidated)

     79,721,863        117,420,092  

Growth Allocation Fund

     131,028,163        146,978,968  

Moderate Allocation Fund

     75,346,974        89,368,747  

Multi-Asset Income Fund

     22,366,867        20,834,107  

 

 

  193  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

12. Capital Share Transactions:

The following information is for the six-month period ended April 30, 2018, and the year ended October 31, 2017:

 

Balanced Fund  
     For the Six-Month
Period Ended
April 30, 2018
     For the Year Ended
October 31, 2017
 
     Shares      Amount      Shares      Amount  

Class A

           

Shares Sold

     1,337,101      $ 32,281,660        2,710,628      $ 60,195,271  

Shares Issued for Reinvested Dividends

     163,787        3,908,893        333,574        7,434,317  

Shares Redeemed

     (2,220,755      (53,616,297      (5,365,412          (118,713,800

Shares converted (from) Class B into Class A

                   42,210        936,699  
  

 

 

    

 

 

    

 

 

    

 

 

 

Net Increase (Decrease)

     (719,867          (17,425,744      (2,279,000      (50,147,513
  

 

 

    

 

 

    

 

 

    

 

 

 

Class B(1)

           

Shares Sold

          $        2,256      $ 50,124  

Shares Issued for Reinvested Dividends

                   42        922  

Shares Redeemed

                   (67,676      (1,500,024

Shares converted (from) Class B into Class A

                   (42,355      (936,699
  

 

 

    

 

 

    

 

 

    

 

 

 

Net Increase (Decrease)

                   (107,733      (2,385,677
  

 

 

    

 

 

    

 

 

    

 

 

 

Class C

           

Shares Sold

     558,283      $ 13,500,432        1,152,914      $ 25,504,218  

Shares Issued for Reinvested Dividends

     19,056        454,340        37,591        837,890  

Shares Redeemed

     (563,206      (13,576,172      (1,784,681      (39,568,241
  

 

 

    

 

 

    

 

 

    

 

 

 

Net Increase (Decrease)

     14,133        378,600        (594,176      (13,226,133
  

 

 

    

 

 

    

 

 

    

 

 

 

Class I

           

Shares Sold

     581,272      $ 13,942,146        4,157,550      $ 91,784,159  

Shares Issued for Reinvested Dividends

     15,764        376,276        41,424        923,735  

Shares Redeemed

     (675,056      (16,321,758      (3,485,719      (78,730,591
  

 

 

    

 

 

    

 

 

    

 

 

 

Net Increase (Decrease)

     (78,020      (2,003,336      713,255        13,977,303  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R3

           

Shares Sold

     11,211      $ 275,107        36,488      $ 802,750  

Shares Issued for Reinvested Dividends

     471        11,360        1,136        25,427  

Shares Redeemed

     (12,341      (304,379      (87,516      (1,955,382
  

 

 

    

 

 

    

 

 

    

 

 

 

Net Increase (Decrease)

     (659      (17,912      (49,892      (1,127,205
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R4

           

Shares Sold

     11,979      $ 296,905        46,371      $ 1,037,733  

Shares Issued for Reinvested Dividends

     401        9,676        649        14,751  

Shares Redeemed

     (2,232      (55,661      (18,082      (421,812
  

 

 

    

 

 

    

 

 

    

 

 

 

Net Increase (Decrease)

     10,148        250,920        28,938        630,672  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class R5

           

Shares Sold

     678      $ 16,514        3,180      $ 71,499  

Shares Issued for Reinvested Dividends

     46        1,107        113        2,541  

Shares Redeemed

     (618      (15,397      (8,958      (202,783
  

 

 

    

 

 

    

 

 

    

 

 

 

Net Increase (Decrease)

     106        2,224        (5,665      (128,743
  

 

 

    

 

 

    

 

 

    

 

 

 

 

 

  194  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Balanced Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2018
     For the Year Ended
October 31, 2017
 
     Shares      Amount      Shares      Amount  

Class R6(2)

           

Shares Sold

     406      $ 10,000             $  

Shares Issued for Reinvested Dividends

     2        43                
  

 

 

    

 

 

    

 

 

    

 

 

 

Net Increase (Decrease)

     408        10,043                
  

 

 

    

 

 

    

 

 

    

 

 

 

Class Y

           

Shares Sold

     163,137      $ 4,004,051        275,099      $ 6,254,104  

Shares Issued for Reinvested Dividends

     4,975        120,218        6,673        151,452  

Shares Redeemed

     (40,699      (987,405      (81,956      (1,846,897
  

 

 

    

 

 

    

 

 

    

 

 

 

Net Increase (Decrease)

     127,413        3,136,864        199,816        4,558,659  
  

 

 

    

 

 

    

 

 

    

 

 

 

Class F(3)

           

Shares Sold

     1,206,680      $ 29,154,973        3,061,670      $ 69,560,331  

Shares Issued for Reinvested Dividends

     29,106        693,295        10,813        250,092  

Shares Redeemed

     (316,338      (7,639,053      (101,678      (2,355,559
  

 

 

    

 

 

    

 

 

    

 

 

 

Net Increase (Decrease)

     919,448            22,209,215        2,970,805            67,454,864  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total Net Increase (Decrease)

     273,110      $ 6,540,874        876,348      $ 19,606,227  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

  (1) Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2) Inception date of class was February 28, 2018.
  (3) Inception date of class was February 28, 2017.

 

Balanced Income Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     21,751,587     $      316,569,461       55,849,826     $      792,589,987  

Shares Issued for Reinvested Dividends

     9,198,784       133,893,819       7,753,873       109,320,326  

Shares Redeemed

     (23,687,068     (344,275,511     (63,785,486     (903,089,092

Shares converted (from) Class B into Class A

                 49,687       705,825  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     7,263,303       106,187,769       (132,100     (472,954
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       20,079     $ 281,496  

Shares Issued for Reinvested Dividends

                 9,027       125,456  

Shares Redeemed

                 (453,573     (6,432,069

Shares converted (from) Class B into Class A

                 (49,775     (705,825
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (474,242     (6,730,942
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     26,237,800     $     375,996,563       62,088,463     $     868,162,727  

Shares Issued for Reinvested Dividends

     9,157,978       131,552,223       6,421,244       89,155,610  

Shares Redeemed

     (23,041,092     (329,230,674     (50,788,009     (712,568,633
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     12,354,686       178,318,112       17,721,698       244,749,704  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  195  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Balanced Income Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended October 31,
2017
 
     Shares      Amount     Shares     Amount  

Class I

         

Shares Sold

     42,636,710      $ 621,147,681       177,455,753     $ 2,510,893,054  

Shares Issued for Reinvested Dividends

     8,366,354        121,762,345       7,220,669       102,019,756  

Shares Redeemed

     (34,935,646      (506,306,647     (124,186,986     (1,777,200,299
  

 

 

    

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     16,067,418        236,603,379       60,489,436       835,712,511  
  

 

 

    

 

 

   

 

 

   

 

 

 

Class R3

         

Shares Sold

     1,537,642      $ 22,408,556       4,257,465     $ 60,475,744  

Shares Issued for Reinvested Dividends

     610,128        8,912,855       443,013       6,267,247  

Shares Redeemed

     (1,235,959      (17,986,784     (2,301,405     (32,849,396
  

 

 

    

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     911,811        13,334,627       2,399,073       33,893,595  
  

 

 

    

 

 

   

 

 

   

 

 

 

Class R4

         

Shares Sold

     1,089,363      $ 15,864,838       2,729,542     $ 38,622,683  

Shares Issued for Reinvested Dividends

     301,611        4,409,212       253,034       3,580,253  

Shares Redeemed

     (1,180,436      (17,199,748     (3,309,402     (46,615,718
  

 

 

    

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     210,538        3,074,302       (326,826     (4,412,782
  

 

 

    

 

 

   

 

 

   

 

 

 

Class R5

         

Shares Sold

     1,024,958      $ 14,730,342       1,270,706     $ 18,036,403  

Shares Issued for Reinvested Dividends

     132,010        1,931,098       103,215       1,465,598  

Shares Redeemed

     (510,848      (7,410,768     (613,777     (8,770,210
  

 

 

    

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     646,120        9,250,672       760,144       10,731,791  
  

 

 

    

 

 

   

 

 

   

 

 

 

Class R6

         

Shares Sold

     3,477,976      $ 51,849,507       2,072,374     $ 29,696,025  

Shares Issued for Reinvested Dividends

     193,945        2,847,302       47,953       689,040  

Shares Redeemed

     (328,637      (4,802,506     (721,821     (10,375,104
  

 

 

    

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     3,343,284        49,894,303       1,398,506       20,009,961  
  

 

 

    

 

 

   

 

 

   

 

 

 

Class Y

         

Shares Sold

     1,906,048      $ 28,005,371       6,866,906     $ 98,856,609  

Shares Issued for Reinvested Dividends

     373,004        5,483,939       255,362       3,643,214  

Shares Redeemed

     (1,663,034      (24,325,424     (4,967,610     (70,801,957
  

 

 

    

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     616,018        9,163,886       2,154,658       31,697,866  
  

 

 

    

 

 

   

 

 

   

 

 

 

Class F(2)

         

Shares Sold

     24,267,951      $ 353,130,906       77,328,045     $ 1,114,526,163  

Shares Issued for Reinvested Dividends

     3,662,778        53,290,011       495,817       7,249,798  

Shares Redeemed

     (5,701,868      (82,604,679     (1,699,627     (24,883,220
  

 

 

    

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     22,228,861        323,816,238       76,124,235       1,096,892,741  
  

 

 

    

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     63,642,039      $     929,643,288       160,114,582     $     2,262,071,491  
  

 

 

    

 

 

   

 

 

   

 

 

 

 

  (1) Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2) Inception date of class was February 28, 2017.

 

 

  196  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

Checks and Balances Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     3,523,076     $ 34,153,809       10,994,175     $ 109,199,367  

Shares Issued for Reinvested Dividends

     16,478,674       159,376,760       11,567,449       110,476,211  

Shares Redeemed

     (14,591,037         (142,607,161     (36,842,819     (366,173,646

Shares converted (from) Class B into Class A

                 429,071       4,240,310  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     5,410,713       50,923,408       (13,852,124         (142,257,758
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       4,078     $ 39,341  

Shares Issued for Reinvested Dividends

                 209,508       1,977,631  

Shares Redeemed

                 (3,048,874     (30,112,666

Shares converted (from) Class B into Class A

                 (430,934     (4,240,310
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (3,266,222     (32,336,004
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     1,049,154     $ 10,177,604       2,007,292     $ 19,819,604  

Shares Issued for Reinvested Dividends

     3,668,064       35,256,166       2,436,346       22,979,876  

Shares Redeemed

     (3,853,775     (37,339,188     (8,077,828     (79,907,798
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     863,443       8,094,582       (3,634,190     (37,108,318
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     1,012,335     $ 9,883,922       2,900,940     $ 29,037,809  

Shares Issued for Reinvested Dividends

     716,341       6,938,163       352,722       3,385,025  

Shares Redeemed

     (1,193,476     (11,575,755     (1,675,303     (16,732,609
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     535,200       5,246,330       1,578,359       15,690,225  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     90,866     $ 883,200       469,612     $ 4,667,384  

Shares Issued for Reinvested Dividends

     226,075       2,178,480       123,675       1,174,635  

Shares Redeemed

     (393,188     (3,812,899     (285,601     (2,847,265
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (76,247     (751,219     307,686       2,994,754  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     28,108     $ 273,703       83,209     $ 818,595  

Shares Issued for Reinvested Dividends

     69,550       670,544       38,100       362,929  

Shares Redeemed

     (13,251     (130,590     (59,509     (590,302
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     84,407       813,657       61,800       591,222  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     214,947     $ 2,142,098       19,134     $ 188,847  

Shares Issued for Reinvested Dividends

     34,568       335,301       40,334       384,678  

Shares Redeemed

     (248,211     (2,386,912     (356,798     (3,404,835
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     1,304       90,487       (297,330     (2,831,310
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  197  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Checks and Balances Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class F(2)

        

Shares Sold

     5,340     $ 53,708       138,501     $ 1,398,847  

Shares Issued for Reinvested Dividends

     15,183       147,695       500       5,165  

Shares Redeemed

     (108,785     (1,063,004     (1,293     (13,423
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (88,262     (861,601     137,708       1,390,589  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     6,730,558     $     63,555,644       (18,964,313   $     (193,866,600
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1) Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2) Inception date of class was February 28, 2017.

 

Conservative Allocation Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares      Amount     Shares     Amount  

Class A

         

Shares Sold

     411,862      $ 4,333,629       1,280,277     $ 12,942,875  

Shares Issued for Reinvested Dividends

     239,137        2,498,986       120,782       1,180,038  

Shares Redeemed

     (858,619          (9,027,025     (2,987,799         (30,149,508

Shares converted (from) Class B into Class A

                  21,821       220,942  
  

 

 

    

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (207,620      (2,194,410     (1,564,919     (15,805,653
  

 

 

    

 

 

   

 

 

   

 

 

 

Class B(1)

         

Shares Sold

          $       175     $ 1,713  

Shares Redeemed

                  (125,126     (1,251,654

Shares converted (from) Class B into Class A

                  (22,028     (220,942
  

 

 

    

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                  (146,979     (1,470,883
  

 

 

    

 

 

   

 

 

   

 

 

 

Class C

         

Shares Sold

     101,998      $ 1,053,547       575,086     $ 5,729,978  

Shares Issued for Reinvested Dividends

     51,671        533,765       15,994       154,501  

Shares Redeemed

     (259,389      (2,692,079     (1,286,163     (12,956,371
  

 

 

    

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (105,720      (1,104,767     (695,083     (7,071,892
  

 

 

    

 

 

   

 

 

   

 

 

 

Class I

         

Shares Sold

     29,511      $ 309,264       154,174     $ 1,570,817  

Shares Issued for Reinvested Dividends

     4,857        50,753       1,991       19,448  

Shares Redeemed

     (62,833      (659,968     (94,154     (967,765
  

 

 

    

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (28,465      (299,951     62,011       622,500  
  

 

 

    

 

 

   

 

 

   

 

 

 

Class R3

         

Shares Sold

     42,777      $ 449,759       85,561     $ 860,392  

Shares Issued for Reinvested Dividends

     18,111        189,259       10,047       98,160  

Shares Redeemed

     (135,209      (1,427,173     (295,698     (3,007,163
  

 

 

    

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (74,321      (788,155     (200,090     (2,048,611
  

 

 

    

 

 

   

 

 

   

 

 

 

 

 

  198  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Conservative Allocation Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares      Amount     Shares     Amount  

Class R4

         

Shares Sold

     67,544      $ 705,946       84,615     $ 853,470  

Shares Issued for Reinvested Dividends

     7,995        83,543       3,075       30,074  

Shares Redeemed

     (54,354      (567,242     (72,305     (725,775
  

 

 

    

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     21,185        222,247       15,385       157,769  
  

 

 

    

 

 

   

 

 

   

 

 

 

Class R5

         

Shares Sold

     23,386      $ 246,937       26,935     $ 273,714  

Shares Issued for Reinvested Dividends

     6,115        64,019       3,966       38,830  

Shares Redeemed

     (43,191      (461,726     (45,973     (472,103
  

 

 

    

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (13,690      (150,770     (15,072     (159,559
  

 

 

    

 

 

   

 

 

   

 

 

 

Class F(2)

         

Shares Sold

          $       997     $ 10,000  

Shares Issued for Reinvested Dividends

     34        351              
  

 

 

    

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     34        351       997       10,000  
  

 

 

    

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (408,597    $     (4,315,455     (2,543,750   $     (25,766,329
  

 

 

    

 

 

   

 

 

   

 

 

 

 

  (1) Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2) Commenced operations on February 28, 2017.

 

Global All-Asset Fund (consolidated)  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     230,248     $ 2,527,740       373,191     $ 4,183,577  

Shares Issued for Reinvested Dividends

     1,145,602            12,292,306       174,055       1,811,915  

Shares Redeemed

     (1,006,575     (11,258,501     (3,155,689     (34,719,600
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     369,275       3,561,545       (2,608,443         (28,724,108
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     267,469     $ 2,911,016       231,696     $ 2,538,562  

Shares Issued for Reinvested Dividends

     554,910       5,882,041       43,669       449,793  

Shares Redeemed

     (737,519     (8,159,628     (2,088,815     (22,630,075
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     84,860       633,429       (1,813,450     (19,641,720
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     1,010,929     $ 11,107,232       1,480,458     $ 16,650,810  

Shares Issued for Reinvested Dividends

     345,265       3,715,049       53,789       561,556  

Shares Redeemed

     (1,023,794     (11,445,922     (1,944,550     (21,644,484
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     332,400       3,376,359       (410,303     (4,432,118
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  199  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Global All-Asset Fund (consolidated)  
     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class R3

        

Shares Sold

     11,535     $ 127,329       23,484     $ 264,861  

Shares Issued for Reinvested Dividends

     22,201       238,211       2,469       25,727  

Shares Redeemed

     (25,623     (285,463     (37,447     (414,643
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     8,113       80,077       (11,494     (124,055
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     13,985     $ 156,338       23,126     $ 265,338  

Shares Issued for Reinvested Dividends

     6,293       68,404       773       8,147  

Shares Redeemed

     (74,932     (828,228     (15,259     (172,842
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (54,654     (603,486     8,640       100,643  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     4,968     $ 52,356           $  

Shares Issued for Reinvested Dividends

     145       1,551       21       228  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     5,113       53,907       21       228  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6(1)

        

Shares Sold

     929     $ 10,000           $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     929       10,000              
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     89,783     $ 966,756       98,291     $ 1,084,008  

Shares Issued for Reinvested Dividends

     293,012       3,155,740       163,400       1,707,526  

Shares Redeemed

     (337,742     (3,666,072     (6,287,238     (69,438,805
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     45,053       456,424       (6,025,547     (66,647,271
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

        

Shares Sold

     380,821     $ 4,147,553       5,901,790     $ 65,414,902  

Shares Issued for Reinvested Dividends

     728,115       7,834,513              

Shares Redeemed

     (332,212     (3,694,034     (644,409     (7,461,266
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     776,724       8,288,032       5,257,381       57,953,636  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     1,567,813     $     15,856,287       (5,603,195   $     (61,514,765
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Inception date of class was February 28, 2018.
  (2)  Inception date of class was February 28, 2017.

 

 

  200  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Growth Allocation Fund

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     1,079,578     $ 13,508,787       2,780,150     $ 31,485,894  

Shares Issued for Reinvested Dividends

     929,184       11,512,588       199,666       2,134,449  

Shares Redeemed

     (3,672,957     (45,941,650     (11,414,758     (128,337,872

Shares converted (from) Class B into Class A

                 255,094       2,855,654  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,664,195     (20,920,275     (8,179,848     (91,861,875
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       1,805     $ 19,205  

Shares Redeemed

                 (465,821     (5,200,137

Shares converted (from) Class B into Class A

                 (257,562     (2,855,654
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (721,578     (8,036,586
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     296,248     $ 3,634,546       608,514     $ 6,736,162  

Shares Issued for Reinvested Dividends

     182,505       2,230,210              

Shares Redeemed

     (1,231,047     (15,170,745     (4,174,293     (46,202,552
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (752,294     (9,305,989     (3,565,779     (39,466,390
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     250,379     $ 3,113,109       588,108     $ 6,649,801  

Shares Issued for Reinvested Dividends

     21,881       269,350       4,420       46,942  

Shares Redeemed

     (205,145     (2,557,137     (466,129     (5,234,834
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     67,115       825,322       126,399       1,461,909  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     32,661     $ 398,283       92,332     $ 1,016,876  

Shares Issued for Reinvested Dividends

     19,315       233,899       1,262       13,195  

Shares Redeemed

     (111,188     (1,345,301     (308,137     (3,391,987
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (59,212     (713,119     (214,543     (2,361,916
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     40,463     $ 502,476       76,186     $ 858,078  

Shares Issued for Reinvested Dividends

     19,968       246,007       4,931       52,419  

Shares Redeemed

     (160,907     (1,985,496     (351,332     (3,949,880
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (100,476     (1,237,013     (270,215     (3,039,383
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     72,613     $ 899,984       59,945     $ 680,553  

Shares Issued for Reinvested Dividends

     11,636       144,172       3,619       38,687  

Shares Redeemed

     (62,068     (775,492     (86,775     (1,011,122
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     22,181       268,664       (23,211     (291,882
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

        

Shares Sold

         $       903     $ 10,000  

Shares Issued for Reinvested Dividends

     25       306              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     25       306       903       10,000  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (2,486,856   $     (31,082,104     (12,847,872   $     (143,586,123
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2)  Inception date of class was February 28, 2017.

 

 

  201  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Moderate Allocation Fund

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     842,252     $ 10,338,547       1,801,060     $ 20,935,992  

Shares Issued for Reinvested Dividends

     1,281,470       15,648,876       289,046       3,199,746  

Shares Redeemed

     (2,715,124     (33,329,490     (7,794,121     (90,013,439

Shares converted (from) Class B into Class A

                 83,450       969,634  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (591,402     (7,342,067     (5,620,565     (64,908,067
  

 

 

   

 

 

   

 

 

   

 

 

 

Class B(1)

        

Shares Sold

         $       11,356     $ 123,479  

Shares Redeemed

                 (338,749     (3,827,205

Shares converted (from) Class B into Class A

                 (85,047     (969,634
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

                 (412,440     (4,673,360
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     167,859     $ 2,033,935       297,509     $ 3,374,935  

Shares Issued for Reinvested Dividends

     324,626       3,893,584       14,919       162,620  

Shares Redeemed

     (688,142     (8,309,061     (2,719,824     (30,887,980
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (195,657     (2,381,542     (2,407,396     (27,350,425
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     99,965     $ 1,239,695       355,431     $ 4,143,855  

Shares Issued for Reinvested Dividends

     33,452       409,758       7,762       86,081  

Shares Redeemed

     (144,226     (1,788,731     (358,342     (4,130,701
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (10,809     (139,278     4,851       99,235  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

     118,126     $ 1,431,686       257,485     $ 2,955,042  

Shares Issued for Reinvested Dividends

     83,314       1,002,335       12,756       139,292  

Shares Redeemed

     (234,591     (2,828,069     (552,333     (6,307,467
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (33,151     (394,048     (282,092     (3,213,133
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     38,441     $ 470,918       111,184     $ 1,291,704  

Shares Issued for Reinvested Dividends

     29,948       365,425       6,163       68,158  

Shares Redeemed

     (65,739     (794,523     (234,705     (2,717,878
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     2,650       41,820       (117,358     (1,358,016
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

     18,810     $ 230,244       74,251     $ 868,962  

Shares Issued for Reinvested Dividends

     26,358       322,848       7,340       81,472  

Shares Redeemed

     (54,218     (669,373     (161,314     (1,909,305
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (9,050     (116,281     (79,723     (958,871
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(2)

        

Shares Sold

         $       871     $ 10,000  

Shares Issued for Reinvested Dividends

     46       566              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     46       566       871       10,000  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     (837,373   $     (10,330,830     (8,913,852   $     (102,352,637
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Any remaining Class B shares converted to Class A shares on September 19, 2017.
  (2)  Inception date of class was February 28, 2017.

 

 

  202  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Multi-Asset Income Fund

 

     For the Six-Month
Period Ended
April 30, 2018
    For the Year Ended
October 31, 2017
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     149,065     $     1,406,566       320,494     $ 2,969,030  

Shares Issued for Reinvested Dividends

     40,913       384,036       46,049       424,615  

Shares Redeemed

     (86,218     (811,702     (588,165         (5,278,704
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     103,760       978,900       (221,622     (1,885,059
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     193,191     $ 1,823,093       292,218     $ 2,703,711  

Shares Issued for Reinvested Dividends

     22,065       207,259       19,868       183,422  

Shares Redeemed

     (51,068     (482,026     (91,011     (840,917
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     164,188       1,548,326       221,075       2,046,216  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     1,032,504     $ 9,756,326       583,280     $ 5,429,194  

Shares Issued for Reinvested Dividends

     44,237       415,231       59,979       552,703  

Shares Redeemed

     (690,578         (6,530,141     (622,103     (5,805,715
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     386,163       3,641,416       21,156       176,182  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Issued for Reinvested Dividends

     7,452     $ 70,026       8,935     $ 82,401  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     7,452       70,026       8,935       82,401  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Issued for Reinvested Dividends

     7,587     $ 71,250       9,330     $ 85,986  
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     7,587       71,250       9,330       85,986  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Issued for Reinvested Dividends

     7,779     $ 73,023       9,769     $ 90,017  

Shares Redeemed

     (1     (11            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     7,778       73,012       9,769       90,017  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class Y

        

Shares Sold

     26,539     $ 250,000       43,703     $ 405,000  

Shares Issued for Reinvested Dividends

     90,790       852,321       142,421       1,308,559  

Shares Redeemed

     (44     (411     (1,394,445     (12,961,986
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     117,285       1,101,910       (1,208,321     (11,248,427
  

 

 

   

 

 

   

 

 

   

 

 

 

Class F(1)

        

Shares Sold

         $       44,253     $ 411,457  

Shares Issued for Reinvested Dividends

     26       241       32       296  

Shares Redeemed

     (1,144     (10,792            
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     (1,118     (10,551     44,285       411,753  
  

 

 

   

 

 

   

 

 

   

 

 

 

Total Net Increase (Decrease)

     793,095     $ 7,474,289       (1,115,393   $     (10,240,931
  

 

 

   

 

 

   

 

 

   

 

 

 

 

  (1)  Inception date of class was February 28, 2017.

 

 

  203  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

13. Line of Credit:

Each Fund participates in a committed line of credit pursuant to a credit agreement. Each Fund may borrow under the line of credit for temporary or emergency purposes. The Funds (together with certain other Hartford Funds) may borrow up to $400 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges a commitment fee, which is allocated to each of the funds participating in the line of credit based on average net assets of the funds. During the six-month period ended April 30, 2018, none of the Funds had borrowings under this facility.

 

14. Pending Legal Proceedings:

On February 25, 2011, Jennifer L. Kasilag, Louis Mellinger, Judith M. Menendez, Jacqueline M. Robinson, and Linda A. Russell filed a derivative lawsuit against Hartford Investment Financial Services, LLC (“HIFSCO”) (now known as Hartford Funds Distributors, LLC) on behalf of six Hartford retail mutual funds in the United States District Court for the District of New Jersey, alleging that HIFSCO received excessive advisory and distribution fees in violation of its statutory fiduciary duty under Section 36(b) of the 1940 Act when serving as investment manager and principal underwriter, respectively, to the Hartford retail mutual funds. Although this action was purportedly filed on behalf of certain of the Hartford Funds, none of the Hartford Funds is itself a defendant to the suit. HIFSCO moved to dismiss and, in September 2011, the motion was granted in part and denied in part, with leave to amend the complaint. In November 2011, plaintiffs filed an amended complaint on behalf of certain Hartford retail mutual funds, The Hartford Global Health Fund (now known as The Hartford Healthcare Fund), The Hartford Conservative Allocation Fund, The Hartford Growth Opportunities Fund, The Hartford Inflation Plus Fund, The Hartford Advisers Fund (now known as The Hartford Balanced Fund), and The Hartford Capital Appreciation Fund. Plaintiffs seek to rescind the investment management agreements and distribution plans between HIFSCO and these funds and to recover the total fees charged thereunder or, in the alternative, to recover any improper compensation HIFSCO received, in addition to lost earnings.

HIFSCO filed a partial motion to dismiss the amended complaint and, in December 2012, the court dismissed without prejudice the claims regarding distribution fees and denied the motion with respect to the advisory fees claims. In March 2014, the plaintiffs filed a new complaint that, among other things, added as new plaintiffs The Hartford Floating Rate Fund and The Hartford Small Company Fund and named as a defendant Hartford Funds Management Company, LLC (“HFMC”), which assumed the role as investment manager to the funds as of January 2013. In June 2015, HFMC and HIFSCO moved for summary judgment, and plaintiffs cross-moved for partial summary judgment with respect to The Hartford Capital Appreciation Fund. In March 2016, the court, in large part, denied summary judgment for all parties. The court granted judgment for HFMC and HIFSCO with respect to all claims made by The Hartford Small Company Fund and certain claims made by The Hartford Floating Rate Fund. The court further ruled that the appropriate measure of damages on the surviving claims is the difference, if any, between the actual advisory fees paid through trial and those that could have been paid under the applicable legal standard. A bench trial on the issue of liability was held in November 2016. On February 28, 2017, the court granted judgment for HIFSCO and HFMC as to all claims. On March 23, 2017, plaintiffs appealed to the United States Court of Appeals for the Third Circuit.

No accrual for litigation relating to this matter has been recorded in the financial statements of the Funds because the Funds are not party to the suit.

 

15. Indemnifications:

Under the Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, the Company, on behalf of the Funds, may enter into contracts that contain a variety of indemnifications. The Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

 

16. Recent Accounting Pronouncement:

In August 2016, Financial Accounting Standards Board (“FASB”) issued Accounting Standards Update No. 2016-15, “Statement of Cash Flows (Topic 230), a consensus of the FASB’s Emerging Issues Task Force” (“ASU 2016-15”). The guidance is intended to reduce diversity in practice in how certain transactions are classified in the statement of cash flows. The issues addressed in ASU 2016-15 are: debt prepayment or debt extinguishment costs, settlement of zero-coupon debt instruments, contingent consideration payments made after

 

 

  204  

 


Hartford Multi-Strategy Funds

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

a business combination, proceeds from the settlement of insurance claims, proceeds from the settlement of corporate-owned life insurance policies, including bank-owned life insurance policies, distributions received from equity method investments, beneficial interests in securitization transactions; and, separately identifiable cash flows and application of the predominance principle. The guidance is effective for interim and annual reporting periods beginning after December 15, 2017. Management is currently evaluating the implication, if any, of additional disclosure and its impact on the Funds’ financial statements.

In November 2016, FASB issued Accounting Standards Update No. 2016-18, “Statement of Cash Flows (Topic 230), Restricted Cash, a consensus of the FASB’s Emerging Issues Task Force” (“ASU 2016-18”). The guidance requires that a statement of cash flows explain the change during the period in the total of cash, cash equivalents, and amounts generally described as restricted cash or restricted cash equivalents. Therefore, amounts generally described as restricted cash and restricted cash equivalents should be included with cash and cash equivalents when reconciling the beginning-of-period and end-of-period total amounts shown on the statement of cash flows. The amendments in ASU 2016-18 do not provide a definition of restricted cash or restricted cash equivalents. The guidance is required to be presented for interim and annual reporting periods beginning after December 15, 2017. Management is currently evaluating the implication, if any, of additional disclosure and its impact on the Funds’ financial statements.

 

17. Subsequent Events:

In connection with the preparation of the financial statements of the Funds as of and for the six-month period ended April 30, 2018, events and transactions subsequent to April 30, 2018, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure. The following subsequent events requiring financial statement adjustment or disclosure have been identified.

Karen H. Grimes, CFA announced her plan to retire and withdraw from the partnership of Wellington Management Group LLP, the ultimate holding company of Wellington Management Company LLP, as of December 31, 2018. Accordingly, she will no longer serve as a portfolio manager to the Balanced Income Fund as of December 31, 2018. It is anticipated that Ms. Grimes’ portfolio manager responsibilities will transition to the Balanced Income Fund’s other portfolio managers by December 31, 2018.

Effective July 1, 2018, Lutz-Peter Wilke, CFA will become a portfolio manager of the Balanced Fund and as of the same date, Karen H. Grimes, CFA and Adam H. Illfelder, CFA will no longer serve as portfolio managers. Michael E. Stack, CFA and Loren L. Moran, CFA will continue to serve as portfolio managers. Effective as of the same date, certain changes are being made to the Balanced Fund’s principal investment strategy.

Effective on or after July 10, 2018, the Checks and Balances Fund expects to begin investing in Hartford Total Return Bond ETF as an additional Underlying Fund.

Effective July 31, 2018, the Multi-Asset Income Fund is changing its benchmarks as well as its blended benchmark because HFMC believes that these benchmarks better reflect the Multi-Asset Income Fund’s investment strategy. Effective July 31, 2018, the Fund’s new benchmarks will be the Bloomberg Barclays U.S. Aggregate Bond Index and the S&P 500 Index and its new blended benchmark will be as follows: 55% Bloomberg Barclays U.S. Aggregate Bond Index/ 45% S&P 500 Index. At the same time, the Multi-Asset Income Fund is making certain changes to its equity/fixed income allocation bands.

Effective October 1, 2018, Class C shares automatically convert to Class A shares of the same Fund after ten years provided that the Fund or the financial intermediary has records verifying that the Class C shares have been held for at least ten years. Effective October 1, 2018, Class C shares held in an account directly through the Funds’ transfer agent for which no financial intermediary is specified or Hartford Funds Distributors, LLC is listed as the dealer of record will periodically be converted to Class A shares. Effective October 1, 2018, each Fund no longer accepts direct purchases of Class C shares by accounts for which no broker-dealer or other financial intermediary is specified. Any such direct purchase received by the Funds’ transfer agent for Class C shares for such accounts will automatically be invested in Class A shares.

For more information on the above referenced changes, please see the Funds’ most recent prospectus.

 

 

  205  

 


Hartford Multi-Strategy Funds

 

 

 

HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2)  on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund files a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Each Fund’s Forms N-Q are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov. The Form N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

 

 

  206  

 


THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

CUSTOMER PRIVACY NOTICE

The Hartford Financial Services Group, Inc. and Affiliates*

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

a) our insurance companies;

b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

a) market our products; or

b) market our services;

to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

a) independent agents;

b) brokerage firms;

c) insurance companies;

d) administrators; and

e) service providers;

who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

a) taking surveys;

b) marketing our products or services; or

c) offering financial products or services under a joint agreement between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages You visit through the use of:

a) cookies;

b) pixel tagging; or

c) other technologies;

and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

a) “opt-out;” or

b) “opt-in;”

as required by law.

We only disclose Personal Health Information with:

a) your authorization; or

b) as otherwise allowed or required by law.

Our employees have access to Personal Information in the course of doing their jobs, such as:

a) underwriting policies;

b) paying claims;

c) developing new products; or

d) advising customers of our products and services.

We use manual and electronic security procedures to maintain:

a) the confidentiality; and

b) the integrity of;

Personal Information that we have. We use these procedures to guard against unauthorized access.

Some techniques we use to protect Personal Information include:

a) secured files;

b) user authentication;

c) encryption;

 


 

 

d) firewall technology; and

e) the use of detection software.

We are responsible for and must:

a) identify information to be protected;

b) provide an adequate level of protection for that data;

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes: a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

 

If you have any questions or comments about this privacy notice, please feel free to contact us at The Hartford – Law Department, Privacy Law, One Hartford Plaza, Hartford, CT 06155, or at CorporatePrivacyOffice@thehartford.com.

This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates (including the following as of March 2018), to the extent required by the Gramm-Leach-Bliley Act and implementing regulations.

1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; American Maturity Life Insurance Company; Business Management Group, Inc.; Cervus Claim Solutions, LLC; First State Insurance Company; Fountain Investors I LLC; Fountain Investors II LLC; Fountain Investors III LLC; Fountain Investors IV LLC; FP R, LLC; FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Financial Services, LLC; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Group Benefits Holding Company; Hartford Holdings, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Insurance, Ltd.; Hartford Integrated Technologies, Inc.; Hartford International Life Reassurance Corporation; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life and Annuity Insurance Company; Hartford Life Insurance Company; Hartford Life, Inc.; Hartford Life International Holding Company; Hartford Life, Ltd.; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford Management, Ltd.; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Securities Distribution Company, Inc.; Hartford Specialty Insurance Services of Texas, LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Hartford-Comprehensive Employee Benefit Service Company; Heritage Holdings, Inc.; Heritage Reinsurance Company, Ltd.; HIMCO Distribution Services Company; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lanidex R, LLC; Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; New Ocean Insurance Co., Ltd.; Northern Homelands Company; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd.; The Hartford International Asset Management Company Limited; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company.

Revised March 2018


 

 

 

This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges and expenses of a Fund. This and other important information is contained in a Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.

The Funds are distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Funds’ investment manager. The Hartford Balanced Fund, The Hartford Balanced Income Fund, The Hartford Global All-Asset Fund and Hartford Multi-Asset Income Fund are sub-advised by Wellington Management Company LLP (Wellington). HFD and HFMC are not affiliated with Wellington.

MFSAR-MS18 6/18    206766    Printed in U.S.A.

 

LOGO


LOGO

 

 


LOGO

A MESSAGE FROM THE PRESIDENT

Dear Shareholders:

Thank you for investing in Hartford Funds. The following is the Funds’ Semi-Annual Report, covering the period from November 1, 2017 through April 30, 2018.

Market Review

 

While U.S. stocks, as measured by the S&P 500 Index (the “Index”),1 saw a 21.8% return as of 2017 year end, U.S. equities have experienced a nearly flat return of 0.4% along with increased volatility year-to-date as of April 30.

The Index has experienced more than 20 days with swings of 1% or more this year, compared to eight days for all of 2017. Rising interest rates, inflation anxiety, and concerns surrounding U.S. tariffs and trade policies have contributed to the return of volatility.

In the six-month period that ended April 30, 2018, the U.S. Federal Reserve (Fed) continued its cycle of interest-rate increases by raising rates twice, each time by 0.25%. As of the end of April, short-term rates range from 1.5% to 1.75%. At the time of this writing, expectations were for a continued gradual increase throughout 2018. Central banks overseas are also expected to begin removing accommodative policies by raising interest rates, which may impact global markets.

Going forward, politics both at home and abroad are likely to continue playing a key role in driving market movements. In December, the first significant overhaul of the U.S. tax code in more than 30 years was signed into law. Geopolitical tensions continue to persist around U.S. engagement with Syria and North Korea, heightening market uncertainty. In Europe, uncertainty remains with respect to Britain’s “Brexit” undertaking to leave the European Union, which could influence markets or cause an uptick in volatility.

We encourage you to maintain a strong relationship with your financial advisor, who can help guide you through shifting markets confidently. He or she can help you proactively build a portfolio that takes market uncertainty into account, along with your unique investment goals and risk tolerances. Your financial advisor can help you find a fit within our family of funds as you work toward those goals.

Thank you again for investing in Hartford Funds. For the most up-to-date information on our funds, please take advantage of all the resources available at hartfordfunds.com.

 

LOGO

James Davey

President

Hartford Funds

 

1  S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks. The index is unmanaged and not available for direct investment. Past performance is not indicative of future results.


Table of Contents

 

Hartford Global Impact Fund   

Fund Performance and Summary

     2  

Expense Example

     4  

Financial Statements:

  

Statement of Assets and Liabilities

     5  

Statement of Operations

     6  

Statement of Changes in Net Assets

     7  

Financial Highlights

     8  

Notes to Financial Statements

     9  
Global Impact Master Portfolio   

Financial Statements:

  

Schedule of Investments

     18  

Statement of Assets and Liabilities

     21  

Statement of Operations

     22  

Statement of Changes in Net Assets

     23  

Financial Highlights

     24  

Notes to Financial Statements

     25  
Additional Information regarding the Hartford Global Impact Fund and Global Impact Master Portfolio   

How to Obtain a Copy of the Fund’s and Master Portfolio’s Proxy Voting Policies and Voting Records

     35  

Quarterly Portfolio Holdings Information

     35  


Fund Performance and Summary

Hartford Global Impact Fund inception 02/28/2017

 

(advised by Hartford Funds Management Company, LLC (“HFMC” or the “Investment Manager”))   Investment objective – The Fund seeks long-term capital appreciation.

 

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in Class A, which includes a sales charge. Growth results in classes other than Class A will vary from what is seen above due to differences in the expenses charged to those share classes.

 

Average Annual Total Returns (as of 4/30/18)

 

      6 Months1      1 Year      Since
Inception1,4
 

Global Impact Fund A2

     5.13%        19.05%        18.80%  

Global Impact Fund A3

     -0.65%        12.50%        13.18%  

Global Impact Fund C2

     4.72%        18.21%        17.88%  

Global Impact Fund C3

     3.72%        17.21%        17.88%  

Global Impact Fund I2

     5.36%        19.62%        19.28%  

Global Impact Fund R32

     5.28%        19.22%        18.94%  

Global Impact Fund R42

     5.17%        19.21%        18.93%  

Global Impact Fund R52

     5.33%        19.48%        19.16%  

Global Impact Fund R62

     5.41%        19.67%        19.33%  

Global Impact Fund Y2

     5.34%        19.49%        19.17%  

Global Impact Fund F2

     5.46%        19.64%        19.30%  

MSCI All Country World Index (Net)

     3.56%        14.16%        14.70%  

 

1  Not Annualized
2  Without sales charge
3  With sales charge
4  Inception: 2/28/2017

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

The initial investment in Class A shares reflects the maximum sales charge of 5.50% and returns for Class C shares reflect a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase.

Total returns presented above were calculated using the Fund’s net asset value available to shareholders for sale or redemption of Fund shares on 4/30/18, which may exclude investment transactions as of this date. All share class returns assume the reinvestment of all distributions at net asset value and the deduction of all fund expenses.

MSCI All Country World Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across developed markets and emerging markets countries.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption of Fund shares.

Performance information may reflect historical or current expense waivers/reimbursements without which performance would have been lower. For information on current expense waivers/reimbursements, please see the prospectus.

 

 

 

  2  

 


Hartford Global Impact Fund

Fund Performance and Summary – (continued)

April 30, 2018 (Unaudited)

 

 

 

Operating Expenses*

 

      Net      Gross  

Global Impact Fund Class A

     1.21%        5.13%  

Global Impact Fund Class C

     1.96%        5.88%  

Global Impact Fund Class I

     0.91%        4.66%  

Global Impact Fund Class R3

     1.43%        5.35%  

Global Impact Fund Class R4

     1.13%        5.05%  

Global Impact Fund Class R5

     0.83%        4.75%  

Global Impact Fund Class R6

     0.71%        4.64%  

Global Impact Fund Class Y

     0.77%        4.69%  

Global Impact Fund Class F

     0.71%        4.64%  

 

* Expenses as shown in the Fund’s most recent prospectus. Gross expenses do not reflect contractual expense reimbursement arrangements. Net expenses reflect such arrangements in instances when they reduce the Fund’s gross expenses. These arrangements remain in effect until 2/28/19 unless the Fund’s Board of Directors approves an earlier termination. Expenses shown include acquired fund fees and expenses. Expenses shown include the expenses of the Fund and its allocated share of the Global Impact Master Portfolio (“Master Portfolio”) in which the Fund invests. Actual expenses may be higher or lower. Please see accompanying Financial Highlights for expense ratios for the period ended 4/30/18.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee the Fund will achieve its stated objective. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. •Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. •Small-cap securities can have greater risks and volatility than large-cap securities. •Investing in companies that seek to address major social and environmental challenges may cause the Fund to forego certain investment opportunities and underperform funds that do not have a similar focus. •By investing in cash and money market investments, the Fund may lose the benefit of market upswings. •The Fund invests in a master portfolio so it is subject to master-feeder structure risk. Other feeder funds may invest in the master portfolio. A large-scale redemption by another feeder fund may increase the proportionate share of the costs of the master portfolio borne by the remaining feeder fund shareholders, including the Fund.

The Fund invests all of its assets in the Global Impact Master Portfolio, the investment breakdown of which is shown below.

Composition by Country in the Global Impact Master Portfolio

as of April 30, 2018

 

Country    Percentage of
Net Assets
 

Australia

     2.3

Bangladesh

     3.0  

Brazil

     7.0  

China

     4.6  

Denmark

     1.8  

France

     2.8  

Germany

     1.5  

Hong Kong

     2.9  

India

     8.3  

Israel

     1.3  

Japan

     2.1  

Kenya

     3.3  

Luxembourg

     1.4  

Netherlands

     4.6  

South Africa

     1.2  

South Korea

     1.7  

Spain

     2.3  

Switzerland

     1.2  

United Kingdom

     7.9  

United States

     38.5  

Short-Term Investments

     2.5  

Other Assets & Liabilities

     (2.2
  

 

 

 

Total

     100.0
  

 

 

 

The table above is based on Bloomberg’s country of risk classifications. For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

Composition by Sector in the Global Impact Master Portfolio

as of April 30, 2018

 

Sector    Percentage of
Net Assets
 

Equity Securities

  

Consumer Discretionary

     12.7

Consumer Staples

     3.4  

Financials

     7.5  

Health Care

     16.2  

Industrials

     14.9  

Information Technology

     20.1  

Real Estate

     2.4  

Telecommunication Services

     7.7  

Utilities

     14.8  
  

 

 

 

Total

     99.7
  

 

 

 

Short-Term Investments

     2.5  

Other Assets & Liabilities

     (2.2
  

 

 

 

Total

     100.0
  

 

 

 

A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

 

 

 

  3  

 


Hartford Global Impact Fund

Expense Examples (Unaudited)

 

 

 

Your Fund’s Expenses

As a shareholder of the Fund, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchase payments, if any, and contingent deferred sales charges (CDSC), if any, and (2) ongoing costs, including investment management fees, distribution and/or service (12b-1) fees, if any, and other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in the Fund and to compare these costs with the ongoing costs of investing in other mutual funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of November 1, 2017 through April 30, 2018. To the extent the Fund was subject to acquired fund fees and expenses during the period, acquired fund fees and expenses are not included in the annualized expense ratios below.

Actual Expenses

The first set of columns of the table below provides information about actual account values and actual expenses. You may use this information, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the line under the heading entitled “Expenses Paid During Period” to estimate the expenses you paid on your account during this period.

Hypothetical Example for Comparison Purposes

The second set of columns of the table below provides information about hypothetical account values and hypothetical expenses based on the Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in the Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads) and CDSC. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher. Expenses for a class of the Fund are equal to the class’s annualized expense ratio multiplied by average account value over the period, multiplied by 181/365 (to reflect the one-half year period).

Hartford Global Impact Fund(1)

 

    Actual Return     Hypothetical (5% return before expenses)                    
     Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Beginning
Account
Value
November 1,
2017
    Ending
Account
Value
April 30,
2018
    Expenses paid
during the period
November 1, 2017
through
April  30,
2018
    Annualized
expense
ratio
    Days in
the
current
1/2 year
    Days in
the full
year
 

Class A

  $     1,000.00     $     1,051.30     $     6.21     $     1,000.00     $     1,018.75     $     6.11       1.22     181       365  

Class C

  $ 1,000.00     $ 1,047.20     $ 9.95     $ 1,000.00     $ 1,015.08     $ 9.79       1.96     181       365  

Class I

  $ 1,000.00     $ 1,053.60     $ 4.23     $ 1,000.00     $ 1,020.68     $ 4.16       0.83     181       365  

Class R3

  $ 1,000.00     $ 1,052.80     $ 5.29     $ 1,000.00     $ 1,019.64     $ 5.21       1.04     181       365  

Class R4

  $ 1,000.00     $ 1,051.70     $ 5.49     $ 1,000.00     $ 1,019.44     $ 5.41       1.08     181       365  

Class R5

  $ 1,000.00     $ 1,053.30     $ 4.53     $ 1,000.00     $ 1,020.38     $ 4.46       0.89     181       365  

Class R6

  $ 1,000.00     $ 1,054.10     $ 4.02     $ 1,000.00     $ 1,020.88     $ 3.96       0.79     181       365  

Class Y

  $ 1,000.00     $ 1,053.40     $ 4.28     $ 1,000.00     $ 1,020.63     $ 4.21       0.84     181       365  

Class F

  $ 1,000.00     $ 1,054.60     $ 4.02     $ 1,000.00     $ 1,020.88     $ 3.96       0.79     181       365  

 

(1) Includes the Fund’s allocated share of the Master Portfolio’s expenses.

 

 

  4  

 


Hartford Global Impact Fund

Statement of Assets and Liabilities

April 30, 2018 (Unaudited)

 

 

 

     Hartford
Global Impact
Fund
 

Assets:

  

Investments in the Master Portfolio, at market value

   $ 29,627,118  

Receivables:

  

Fund shares sold

     50,277  

Other assets

     108,436  
  

 

 

 

Total assets

     29,785,831  
  

 

 

 

Liabilities:

  

Payables:

  

Transfer agent fees

     123  

Accounting services fees

     1,085  

Fund administration fees

     1,808  

Distribution fees

     28  

Accrued expenses

     11,752  
  

 

 

 

Total liabilities

     14,796  
  

 

 

 

Net assets

   $ 29,771,035  
  

 

 

 

Summary of Net Assets:

  

Capital stock and paid-in-capital

   $ 27,338,883  

Undistributed (distributions in excess of) net investment income

     77,846  

Accumulated net realized gain (loss) allocated from the Master Portfolio

     1,968,682  

Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency allocated from the Master Portfolio

     385,624  
  

 

 

 

Net assets

   $ 29,771,035  
  

 

 

 

Shares authorized

         175,000,000  
  

 

 

 

Par value

   $ 0.0010  
  

 

 

 

Class A:  Net asset value per share

   $ 11.87  
  

 

 

 

         Maximum offering price per share

   $ 12.56  
  

 

 

 

         Shares outstanding

     26,403  
  

 

 

 

         Net Assets

   $ 313,462  
  

 

 

 

Class C:  Net asset value per share

   $ 11.71  
  

 

 

 

         Shares outstanding

     1,697  
  

 

 

 

         Net Assets

   $ 19,873  
  

 

 

 

Class I:  Net asset value per share

   $ 11.80  
  

 

 

 

         Shares outstanding

     125,984  
  

 

 

 

         Net Assets

   $ 1,486,118  
  

 

 

 

Class R3:  Net asset value per share

   $ 11.74  
  

 

 

 

         Shares outstanding

     1,043  
  

 

 

 

         Net Assets

   $ 12,239  
  

 

 

 

Class R4:  Net asset value per share

   $ 11.84  
  

 

 

 

         Shares outstanding

     1,817  
  

 

 

 

         Net Assets

   $ 21,513  
  

 

 

 

Class R5:  Net asset value per share

   $ 11.74  
  

 

 

 

         Shares outstanding

     1,045  
  

 

 

 

         Net Assets

   $ 12,271  
  

 

 

 

Class R6:  Net asset value per share

   $ 11.75  
  

 

 

 

         Shares outstanding

     1,046  
  

 

 

 

         Net Assets

   $ 12,285  
  

 

 

 

Class Y:  Net asset value per share

   $ 11.73  
  

 

 

 

         Shares outstanding

     2,022  
  

 

 

 

         Net Assets

   $ 23,724  
  

 

 

 

Class F:  Net asset value per share

   $ 11.91  
  

 

 

 

         Shares outstanding

     2,340,761  
  

 

 

 

         Net Assets

   $ 27,869,550  
  

 

 

 

Cost of investments in Master Portfolio

   $ 29,226,575  

 

The accompanying notes are an integral part of these financial statements.

 

 

  5  

 


Hartford Global Impact Fund

Statement of Operations

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

     Hartford
Global Impact
Fund
 

Investment Income:

  

Dividends allocated from Master Portfolio

   $ 199,481  

Interest allocated from Master Portfolio

     970  

Securities lending allocated from Master Portfolio

     7,408  

Less: Foreign tax withheld allocated from Master Portfolio

     (13,028

Expenses allocated from Master Portfolio

     (142,800
  

 

 

 

Total investment income allocated from Master Portfolio

     52,031  
  

 

 

 

Expenses:

  

Administrative services fees

  

Class R3

     12  

Class R4

     15  

Class R5

     6  

Transfer agent fees

  

Class A

     219  

Class C

     22  

Class I

     182  

Class R3

     1  

Class R4

     2  

Class R5

     1  

Class Y

     5  

Class F

     7  

Distribution fees

  

Class A

     272  

Class C

     92  

Class R3

     30  

Class R4

     24  

Custodian fees

     614  

Registration and filing fees

     87,374  

Accounting services fees

     5,951  

Fund administration fees

     9,917  

Audit fees

     8,581  

Other expenses

     29,015  
  

 

 

 

Total expenses (before waivers and fees paid indirectly)

     142,342  

Expense waivers

     (168,099

Distribution fee reimbursements

     (59
  

 

 

 

Total waivers and fees paid indirectly

     (168,158
  

 

 

 

Total expenses (reimbursements), net

     (25,816
  

 

 

 

Net Investment Income (Loss)

     77,847  
  

 

 

 

Net Realized Gain (Loss) on Investments and Foreign Currency Transactions:

  

Net realized gain (loss) on investments allocated from Master Portfolio

     2,055,346  

Less: Foreign taxes paid on realized capital gains

     (59,023

Net realized gain (loss) on other foreign currency transactions allocated from Master Portfolio

     568  
  

 

 

 

Net Realized Gain (Loss) on Investments and Foreign Currency Transactions

            1,996,891  
  

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments and Foreign Currency Transactions:

  

Net unrealized appreciation (depreciation) of investments allocated from Master Portfolio

     (603,406

Net unrealized appreciation (depreciation) of foreign currency contracts allocated from Master Portfolio

     15,613  

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies allocated from Master Portfolio

     (741
  

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments and Foreign Currency Transactions

     (588,534
  

 

 

 

Net Gain (Loss) on Investments and Foreign Currency Transactions

     1,408,357  
  

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $ 1,486,204  
  

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  6  

 


Hartford Global Impact Fund

Statement of Changes in Net Assets

 

 

 

     Hartford Global
Impact Fund
 
     For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Period Ended
October 31,
2017(1)
 

Operations:

    

Net investment income (loss)

   $ 77,847     $ 92,390  

Net realized gain (loss) on investments and foreign currency transactions

     1,996,891       777,510  

Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions

     (588,534     974,158  
  

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     1,486,204       1,844,058  
  

 

 

   

 

 

 

Distributions to Shareholders:

    

From net investment income

    

Class C

     (75      

Class I

     (13,700      

Class R3

     (151      

Class R4

     (81      

Class R5

     (179      

Class R6

     (188      

Class Y

     (190      

Class F

     (45,135      
  

 

 

   

 

 

 

Total from net investment income

     (59,699      
  

 

 

   

 

 

 

From net realized gain on investments

    

Class A

     (5,706      

Class C

     (499      

Class I

     (36,426      

Class R3

     (350      

Class R4

     (605      

Class R5

     (350      

Class R6

     (350      

Class Y

     (350      

Class F

     (793,775      
  

 

 

   

 

 

 

Total from net realized gain on investments

     (838,411      
  

 

 

   

 

 

 

Total distributions

     (898,110      
  

 

 

   

 

 

 

Capital Share Transactions:

    

Sold

     409,733       26,441,087  

Issued on reinvestment of distributions

     887,214        

Redeemed

     (6,516     (400,052

Other Capital

     7,417        
  

 

 

   

 

 

 

Net increase from capital share transactions

     1,297,848       26,041,035  
  

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     1,885,942       27,885,093  
  

 

 

   

 

 

 

Net Assets:

    

Beginning of period

     27,885,093        
  

 

 

   

 

 

 

End of period

   $     29,771,035     $     27,885,093  
  

 

 

   

 

 

 

Undistributed (distributions in excess of) net investment income

   $ 77,846     $ 59,698  
  

 

 

   

 

 

 

(1)   Commenced operations on February 28, 2017.

    

 

The accompanying notes are an integral part of these financial statements.

 

 

  7  

 


Hartford Global Impact Fund

Financial Highlights

 

 

 

    — Selected Per-Share Data(1)     — Ratios and Supplemental Data —  

Class

  Net Asset
Value at
Beginning
of Period
    Net
Investment
Income
(Loss)
    Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
    Total from
Investment
Operations
    Dividends
from Net
Investment
Income
    Distributions
from
Capital
Gains
    Total
Dividends
and
Distributions
    Net
Asset
Value at
End of
Period
    Total
Return(2)
    Net
Assets at
End of
Period
(000s)
    Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
    Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
    Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
    Portfolio
Turnover(5)
 
Hartford Global Impact Fund                  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

               

A

  $ 11.63     $ 0.01     $ 0.58     $ 0.59     $     $   (0.35   $   (0.35   $ 11.87       5.13 %(6)    $ 313       2.39 %(7)      1.22 %(7)      0.18 %(7)      45

C

    11.57         (0.04     0.58       0.54         (0.05     (0.35     (0.40       11.71       4.72 (6)      20       3.18 (7)      1.96 (7)      (0.64 )(7)      45  

I

    11.66       0.03       0.59       0.62       (0.13     (0.35     (0.48     11.80       5.36 (6)      1,486       1.97 (7)      0.83 (7)      0.52 (7)      45  

R3

    11.63       0.02       0.59       0.61       (0.15     (0.35     (0.50     11.74       5.28 (6)      12       2.66 (7)      1.04 (7)      0.28 (7)      45  

R4

    11.64       0.02       0.58       0.60       (0.05     (0.35     (0.40     11.84       5.17 (6)      22       2.36 (7)      1.08 (7)      0.28 (7)      45  

R5

    11.65       0.02       0.59       0.61       (0.17     (0.35     (0.52     11.74       5.33 (6)      12       2.05 (7)      0.89 (7)      0.41 (7)      45  

R6

    11.66       0.03       0.59       0.62       (0.18     (0.35     (0.53     11.75       5.41 (6)      12       1.94 (7)      0.79 (7)      0.52 (7)      45  

Y

    11.65       0.03       0.58       0.61       (0.18     (0.35     (0.53     11.73       5.34 (6)      24       1.99 (7)      0.84 (7)      0.39 (7)      45  

F

    11.66       0.03       0.59       0.62       (0.02     (0.35     (0.37     11.91       5.46 (6)      27,870       1.94 (7)      0.79 (7)      0.53 (7)      45  

For the Period Ended October 31, 2017(8)

 

         

A

  $   10.00     $   0.06     $   1.57     $   1.63     $     $     $     $ 11.63       16.30 %(6)    $ 140       5.13 %(7)      1.19 %(7)      0.76 %(7)      50

C

    10.00       0.01       1.56       1.57                         11.57       15.70 (6)      16       5.94 (7)      2.00 (7)      0.11 (7)      50  

I

    10.00       0.09       1.57       1.66                         11.66       16.60 (6)      1,214       4.76 (7)      0.86 (7)      1.26 (7)      50  

R3

    10.00       0.07       1.56       1.63                         11.63       16.30 (6)      12       5.54 (7)      1.22 (7)      0.93 (7)      50  

R4

    10.00       0.07       1.57       1.64                         11.64       16.40 (6)      12       5.24 (7)      1.12 (7)      1.01 (7)      50  

R5

    10.00       0.09       1.56       1.65                         11.65       16.50 (6)      12       4.94 (7)      0.95 (7)      1.19 (7)      50  

R6

    10.00       0.09       1.57       1.66                         11.66       16.60 (6)      12       4.84 (7)      0.85 (7)      1.29 (7)      50  

Y

    10.00       0.12       1.53       1.65                         11.65       16.50 (6)      12       4.79 (7)      0.90 (7)      1.63 (7)      50  

F

    10.00       0.10       1.56       1.66                         11.66       16.50 (6)        26,456       4.74 (7)      0.85 (7)      1.28 (7)      50  

 

(1)  Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.
(2)  Assumes initial investment at net asset value at the beginning of each period, reinvestment of all distributions, the complete redemption of the investment at net asset value at the end of each period and no sales charge. Total return would be reduced if sales charges were taken into account.
(3)  Includes the Fund’s share of the Master Portfolio’s allocated expenses.
(4)  Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).
(5)  The portfolio turnover of the Fund is reflective of the portfolio turnover of the Master Portfolio.
(6)  Not annualized.
(7)  Annualized.
(8)  Commenced operations on February 28, 2017.

 

The accompanying notes are an integral part of these financial statements.

 

 

  8  

 


Hartford Global Impact Fund

Notes to Financial Statements

April 30, 2018 (Unaudited)

 

 

 

1. Organization:

Hartford Global Impact Fund (the “Fund”) is a series of The Hartford Mutual Funds, Inc. (the “Company”). The Company is an open-end registered management investment company comprised of forty-three series as of April 30, 2018.

The Fund operates as a “feeder fund,’’ which means it invests all of its investable assets in the Global Impact Master Portfolio (the “Master Portfolio”). As of April 30, 2018, the Fund owned approximately 85.0% of the Master Portfolio. The Master Portfolio is a series of Hartford Funds Master Fund. The Fund has the same investment objective and limitations as the Master Portfolio in which it invests. The Fund does not buy investment securities directly. The Master Portfolio, on the other hand, invests directly in portfolio securities. The performance of the Fund is affected by the performance of the Master Portfolio. The financial statements of the Master Portfolio, including its Schedule of Investments, are attached to this report and should be read in conjunction with the Fund’s financial statements.

The assets of the Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. The Company is organized under the laws of the State of Maryland and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). The Fund is a diversified open-end management investment company. The Fund applies specialized accounting and reporting standards under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies”.

The Fund has registered for sale Class A, Class T, Class C, Class I, Class R3, Class R4, Class R5, Class R6, Class Y and Class F shares. As of April 30, 2018, Class T shares have not commenced operations. Class A shares are sold with a front-end sales charge of up to 5.50%. Class T shares have a front-end sales charge of up to 2.50%. Class C shares are sold with a contingent deferred sales charge of up to 1.00% on shares redeemed within twelve months of purchase. Classes I, R3, R4, R5, R6, Y and F shares are sold without a sales charge.

 

2. Significant Accounting Policies:

The following is a summary of significant accounting policies of the Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

 

  a) Investment Valuation – An 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.

 

  b) Determination of Net Asset Value – The per share net asset value (“NAV”) of each class of the Fund’s shares is determined as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”). Information that becomes known to the Fund after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.

 

  c) Fund Share Valuation and Dividend Distributions to Shareholders – Orders for the Fund’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of the Fund’s shares is determined as of the close of business on each business day of the Exchange (see Note 2(b)). The NAV is determined separately for each class of shares of the Fund by dividing the Fund’s net assets attributable to that class by the number of shares of the class outstanding. Each class of shares offered by the Fund has equal rights as to assets and voting privileges (except that shareholders of a class have exclusive voting rights regarding any matter relating solely to that class of shares). Income and non-class specific expenses are allocated daily to each class on the basis of the relative net assets of the class of the Fund. Realized and unrealized gains and losses are allocated daily based on the relative net assets of each class of shares of the Fund.

Disclosure about the classification of fair value measurements is included in a table following the Master Portfolio’s Investment portfolio.

Orders for the purchase of the Fund’s shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Fund is not open for business, are priced at the next determined NAV.

 

 

  9  

 


Hartford Global Impact Fund

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Dividends are declared pursuant to a policy adopted by the Company’s Board of Directors. Dividends and/or distributions to shareholders are recorded on ex-date. The Fund declares and pays dividends annually from net investment income. Net realized gains, if any, are distributed at least annually. Distributions from net realized gains for book purposes may include short-term capital gains, which are included as ordinary income for tax purposes.

 

3. Principal Risks:

Because the Fund invests in the Master Portfolio, the Fund is subject to risks related to the master-feeder structure. Other “feeder” funds may also invest in the Master Portfolio. As shareholders of the Master Portfolio, feeder funds, including the Fund, vote on matters pertaining to the Master Portfolio. Feeder funds with a greater pro rata ownership of the Master Portfolio could have effective voting control of the operations of the Master Portfolio. Also, a large-scale redemption by another feeder fund may increase the proportionate share of the costs of the Master Portfolio borne by the remaining feeder fund shareholders, including the Fund. The risks described below are some of the risks that the Fund is exposed to through its investment in the Master Portfolio.

The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of the Master Portfolio’s exposure to market risk is the market value of the investments held as shown in the Master Portfolio’s schedule of investments.

Certain investments held by the Master Portfolio expose the Master Portfolio to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage backed securities, senior floating rate interests and certain asset backed securities. For certain asset backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets. Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. The Master Portfolio may be exposed to counterparty risk, or the risk that an institution or other entity with which the Master Portfolio has unsettled or open transactions will default.

 

4. Federal Income Taxes:

 

  a)

The Fund intends to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders. The Fund

 

 

  10  

 


Hartford Global Impact Fund

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

  intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2018. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

 

  b) Net Investment Income (Loss), Net Realized Gains (Losses) and Distributions – Net investment income (loss) and net realized gains (losses) may differ for financial statement and tax purposes primarily because of losses deferred due to wash sale adjustments and short-term capital gain adjustments. The character of distributions made during the period from net investment income or net realized gains may differ from their ultimate characterization for federal income tax purposes. Also, due to the timing of dividend distributions, the fiscal year in which amounts are distributed may differ from the year that the income or realized gains (losses) were recorded by the Fund.

 

  c) Capital Loss Carryforward – On December 22, 2010, the Regulated Investment Company Modernization Act of 2010 (the “Act”) was enacted, which made changes to the capital loss carryforward rules. The changes are effective for taxable years beginning after the date of enactment. Under the Act, funds are permitted to carry forward capital losses for an unlimited period. However, any losses incurred during those future taxable years will be required to be utilized prior to the losses incurred in pre-enactment taxable years, which carry an expiration date. As a result of this ordering rule, pre-enactment capital loss carryforwards may be more likely to expire unused. Additionally, post-enactment capital loss carryforwards retain their character as either short-term or long-term capital losses rather than being considered all short-term as permitted under prior regulation.

 

5. Expenses:

 

  a) Investment Management Agreement – Hartford Funds Management Company, LLC (“HFMC”) serves as the Fund’s investment manager. The Company, on behalf of the Fund, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for the Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of the Fund. Wellington Management Company LLP (“Wellington Management”) serves as the Master Portfolio’s sub-adviser and performs daily investment of the assets for the Master Portfolio.

The Fund has a management fee rate of 0% so long as the Fund invests all (or substantially all) of its assets in the Master Portfolio under a master-feeder structure, pursuant to the Investment Management Agreement. If, or to the extent, that the Fund were to no longer invest all (or substantially all) of its assets in the Master Portfolio, the Fund’s management fee rate would be as follows:

 

Management Fee Rate

0.6200% on first $500 million and;

0.6000% on next $500 million and;

0.5800% on next $1.5 billion and;

0.5750% on next $2.5 billion and;

0.5700% over $5 billion

The Master Portfolio pays a monthly management fee to HFMC as set forth below:

 

Management Fee Rate

0.6200% on first $500 million and;

0.6000% on next $500 million and;

0.5800% on next $1.5 billion and;

0.5750% on next $2.5 billion and;

0.5700% over $5 billion

 

 

  11  

 


Hartford Global Impact Fund

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Prior to March 1, 2018, the management fee set forth in the investment management agreement with respect to the Fund if, or to the extent, that the Fund were to no longer invest all (or substantially all) of its assets in the Master Portfolio was as follows:

 

Management Fee Rate

0.7500% on first $500 million and;

0.7000% on next $500 million and;

0.6800% on next $1.5 billion and;

0.6750% on next $2.5 billion and;

0.6700% over $5 billion

Prior to March 1, 2018, the Master Portfolio paid a monthly management fee to HFMC as set forth below:

 

Management Fee Rate

0.7500% on first $500 million and;

0.7000% on next $500 million and;

0.6800% on next $1.5 billion and;

0.6750% on next $2.5 billion and;

0.6700% over $5 billion

 

  b) Accounting Services Agreement – HFMC provides the Hartford Global Impact Fund with accounting services pursuant to a fund accounting agreement by and between The Hartford Mutual Funds, Inc., on behalf of the Hartford Global Impact Fund, and HFMC. In consideration of services rendered and expenses assumed pursuant to this agreement, the Hartford Global Impact Fund pays HFMC a flat fee of $52,000 per year. HFMC has delegated certain accounting and administrative service functions to State Street Bank and Trust Company. The costs and expenses of such delegation are borne by HFMC, not by the Hartford Global Impact Fund.

 

  c) Operating Expenses – Allocable expenses incurred by the Company are allocated to each series within the Company, and allocated to classes within each such series, in proportion to the average daily net assets of such series and classes, except where allocation of certain expenses is more fairly made directly to a Fund or to specific classes within a Fund. As of April 30, 2018, HFMC contractually limited the total operating expenses of the Fund (including expenses allocated from the Master Portfolio) (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses) through February 28, 2019 as follows:

 

     Expense Limit as a Percentage of Average Daily Net Assets  

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Hartford Global Impact Fund

     1.19     1.94     0.89     1.41     1.11     0.81     0.69     0.75     0.69

 

  d) Fees Paid Indirectly – The Fund has entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc. to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of the Fund’s expenses. In addition, the Fund’s custodian bank has agreed to reduce its fees when the Fund maintains cash on deposit in a non-interest-bearing custody account. For the six-month period ended April 30, 2018, these amounts, if any, are included in the Statements of Operations.

The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. The annualized expense ratio after waivers reflecting the reduction for fees paid indirectly for the period is as follows:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Hartford Global Impact Fund

     1.22     1.96     0.83     1.04     1.08     0.89     0.79     0.84     0.79

 

  e) Sales Charges and Distribution and Service Plan for Class A, T, C, R3 and R4 Shares – Hartford Funds Distributors, LLC (“HFD”), an indirect subsidiary of The Hartford, is the principal underwriter and distributor of the Fund. For the six-month period ended April 30, 2018, HFD did not receive any front-end sales charges or contingent deferred sales charges with respect to the Fund.

The Board of Directors of the Company has approved the adoption of a separate distribution plan (each a “Plan”) pursuant to Rule 12b-1 under the 1940 Act for each of Class A, T, C, R3 and R4 shares. Under a Plan, Class A, Class T, Class C, Class R3 and Class R4 shares of the Fund, as applicable, bear distribution and/or service fees paid to HFD, some of which may be paid to select broker-dealers. Pursuant to the Class A Plan, the Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable

 

 

  12  

 


Hartford Global Impact Fund

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

to Class A shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. Pursuant to the Class T Plan, the Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class T shares for distribution financing activities and shareholder account servicing activities. The entire amount of the fee may be used for shareholder servicing expenses and/or distribution expenses. As of April 30, 2018, Class T shares have not commenced operations. Pursuant to the Class C Plan, the Fund may pay HFD a fee of up to 1.00% of the average daily net assets attributable to Class C shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. The Class C Plan also provides that HFD will receive all contingent deferred sales charges attributable to Class C shares. Pursuant to the Class R3 Plan, the Fund may pay HFD a fee of up to 0.50% of the average daily net assets attributable to Class R3 shares for distribution financing activities, and up to 0.25% may be used for shareholder account servicing activities. Pursuant to the Class R4 Plan, the Fund may pay HFD a fee of up to 0.25% of the average daily net assets attributable to Class R4 shares for distribution financing activities. The entire amount of the fee may be used for shareholder account servicing activities. The Fund’s 12b-1 fees are accrued daily and paid monthly or at such other intervals as the Company’s Board of Directors may determine.

 

  f) Other Related Party Transactions – Certain officers of the Company are directors and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended April 30, 2018, a portion of the Company’s Chief Compliance Officer’s (“CCO”) compensation was paid by all of the investment companies in the Hartford fund complex. The portion allocated to the Fund, as represented in other expenses on the Statements of Operations, is outlined in the table below.

 

Fund

   CCO Compensation
Paid by Fund
 

Hartford Global Impact Fund

   $     49  

Hartford Administrative Services Company (“HASCO”), an indirect subsidiary of The Hartford, provides transfer agent services to the Fund. The Fund pays HASCO a transfer agency fee payable monthly based on the lesser of (i) the costs of providing or overseeing transfer agency services provided to each share class of the Fund or (ii) a Specified Amount (as defined below). Such fee is intended to compensate HASCO for: (i) fees payable by HASCO to DST Asset Manager Solutions, Inc. (“DST”) (and any other designated sub-agent) according to the agreed-upon fee schedule under the sub-transfer agency agreement between HASCO and DST (or between HASCO and any other designated sub-agent, as applicable); (ii) sub-transfer agency fees payable by HASCO to financial intermediaries, according to the agreed-upon terms between HASCO and the financial intermediaries, provided that such payments are within certain limits approved by the Company’s Board of Directors; (iii) certain expenses that HASCO’s parent company, Hartford Funds Management Group, Inc., allocates to HASCO that relate to HASCO’s transfer agency services provided to the Fund; and (iv) a target profit margin. HASCO has delegated certain transfer agent, dividend disbursing agent and shareholder servicing agent functions to DST. The Fund does not pay any fee directly to DST; rather, HASCO makes all such payments to DST. The accrued amount shown can be found in the Statement of Operations reflects the amounts charged by HASCO. These fees are accrued daily and paid monthly.

 

Share Class

   Specified Amount
(as a percentage
average daily net
assets)
 

Class A

     0.25

Class C

     0.25

Class I

     0.20

Class Y

     0.06

Class R3

     0.02

Class R4

     0.02

Class R5

     0.02

Class R6

     0.004 %* 

Class F

     0.004 %* 

 

  * For the period November 1, 2017 through February 28, 2018, the Specified Amount for Class R6 and Class F was equal to 0.00% of average daily net assets.

 

 

  13  

 


Hartford Global Impact Fund

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

For the six-month period ended April 30, 2018, the effective rate of compensation paid to HASCO for transfer agency services as a percentage of each Class’ average daily net assets is as follows:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Hartford Global Impact Fund

     0.20     0.24     0.03     0.02     0.02     0.02     0.00     0.05     0.00

Administrative services fees for third-party recordkeeping services are payable as a percentage of net assets in the amount of up to 0.20%, 0.15% and 0.10% for Classes R3, R4 and R5 shares, respectively. The total administrative services fees are shown on the Statements of Operations. These fees are accrued daily and paid monthly.

 

6. Affiliate Holdings:

As of April 30, 2018, affiliates of The Hartford had ownership of shares in the Fund as follows:

Percentage of Class:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Hartford Global Impact Fund

     4     61     39     100     57     100     100     52     50

Percentage of Fund:

 

Fund

   Class A     Class C     Class I     Class R3     Class R4     Class R5     Class R6     Class Y     Class F  

Hartford Global Impact Fund

     %*      %*      2     %*      %*      %*      %*      %*      47

 

  * Percentage rounds to zero.

 

7. Security Transactions and Income Recognition:

Securities transactions are recorded on a trade date basis in the Master Portfolio. Realized gains or losses in the Master Portfolio are recorded on the basis of identified cost.

Interest income is accrued daily based on the effective interest method by the Master Portfolio. To the extent debt obligations are placed on non-accrual status, any related interest income may be reduced by writing off interest receivables when the collection of all or a portion of interest has become doubtful based on consistently applied procedures. If the issuer subsequently resumes interest payments or when the collectability of interest is reasonably assured, the debt obligation is removed from non-accrual status.

Dividend income in the Master Portfolio is recognized on the ex-dividend date, except for certain dividends from foreign securities which are recorded as soon as the custodian verifies the ex-dividend date.

Income from foreign securities in the Master Portfolio is recorded net of foreign taxes withheld where recovery of such taxes is not assured.

The Fund records daily its proportionate share of the Master Portfolio’s interest and dividend income, expenses and realized and unrealized gains or losses.

 

 

  14  

 


Hartford Global Impact Fund

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

8. Capital Share Transactions:

The following information is for the six-month period ended April 30, 2018, and the period ended October 31, 2017:

 

Hartford Global Impact Fund  
     For the Six-Month
Period Ended
April 30, 2018
    For the Period Ended
October 31, 2017(1)
 
     Shares     Amount     Shares     Amount  

Class A

        

Shares Sold

     13,832     $ 166,009       12,082     $ 133,398  

Shares Issued for Reinvested Dividends

     490       5,706              

Shares Redeemed

                 (1     (10

Other Capital

           67              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     14,322       171,782       12,081       133,388  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class C

        

Shares Sold

     268     $ 3,300       1,380     $ 14,010  

Shares Issued for Reinvested Dividends

     50       575              

Shares Redeemed

                 (1     (10

Other Capital

           5              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     318       3,880       1,379       14,000  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class I

        

Shares Sold

     18,078     $     219,885       111,880     $     1,163,260  

Shares Issued for Reinvested Dividends

     4,283       50,126              

Shares Redeemed

     (542     (6,516     (7,715     (84,613

Other Capital

           368              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     21,819       263,863       104,165       1,078,647  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R3

        

Shares Sold

         $       1,001     $ 10,010  

Shares Issued for Reinvested Dividends

     43       501              

Shares Redeemed

                 (1     (10

Other Capital

           3              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     43       504       1,000       10,000  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R4

        

Shares Sold

     758     $ 8,914       1,001     $ 10,010  

Shares Issued for Reinvested Dividends

     59       686              

Shares Redeemed

                 (1     (10

Other Capital

           6              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     817       9,606       1,000       10,000  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R5

        

Shares Sold

         $       1,001     $ 10,010  

Shares Issued for Reinvested Dividends

     45       528              

Shares Redeemed

                 (1     (10

Other Capital

           3              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     45       531       1,000       10,000  
  

 

 

   

 

 

   

 

 

   

 

 

 

Class R6

        

Shares Sold

         $       1,001     $ 10,010  

Shares Issued for Reinvested Dividends

     46       538              

Shares Redeemed

                 (1     (10

Other Capital

           3              
  

 

 

   

 

 

   

 

 

   

 

 

 

Net Increase (Decrease)

     46       541       1,000       10,000  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

 

  15  

 


Hartford Global Impact Fund

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Hartford Global Impact Fund – (continued)  
     For the Six-Month
Period Ended
April 30, 2018
     For the Period Ended
October 31, 2017(1)
 
     Shares      Amount      Shares     Amount  

Class Y

          

Shares Sold

     976      $ 11,625        30,558     $ 310,010  

Shares Issued for Reinvested Dividends

     46        540               

Shares Redeemed

                   (29,558     (315,379

Other Capital

            6               
  

 

 

    

 

 

    

 

 

   

 

 

 

Net Increase (Decrease)

     1,022        12,171        1,000       (5,369
  

 

 

    

 

 

    

 

 

   

 

 

 

Class F

          

Shares Sold

          $        2,269,934     $ 24,780,369  

Shares Issued for Reinvested Dividends

     70,827        828,014               

Other Capital

            6,956               
  

 

 

    

 

 

    

 

 

   

 

 

 

Net Increase (Decrease)

     70,827        834,970        2,269,934       24,780,369  
  

 

 

    

 

 

    

 

 

   

 

 

 

Total Net Increase (Decrease)

     109,259      $     1,297,848        2,392,559     $     26,041,035  
  

 

 

    

 

 

    

 

 

   

 

 

 

(1)   Commenced operations on February 28, 2017.

    

 

9. Indemnifications:

Under the Company’s organizational documents, the Company shall indemnify its officers and directors to the full extent required or permitted under Maryland General Corporation Law and federal securities laws. In addition, the Company, on behalf of the Fund, may enter into contracts that contain a variety of indemnifications. The Company’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Company has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

 

10. Pending Legal Proceedings:

On February 25, 2011, Jennifer L. Kasilag, Louis Mellinger, Judith M. Menendez, Jacqueline M. Robinson, and Linda A. Russell filed a derivative lawsuit against Hartford Investment Financial Services, LLC (“HIFSCO”) (now known as Hartford Funds Distributors, LLC) on behalf of six Hartford retail mutual funds in the United States District Court for the District of New Jersey, alleging that HIFSCO received excessive advisory and distribution fees in violation of its statutory fiduciary duty under Section 36(b) of the 1940 Act when serving as investment manager and principal underwriter, respectively, to the Hartford retail mutual funds. Although this action was purportedly filed on behalf of certain of the Hartford Funds, none of the Hartford Funds is itself a defendant to the suit. HIFSCO moved to dismiss and, in September 2011, the motion was granted in part and denied in part, with leave to amend the complaint. In November 2011, plaintiffs filed an amended complaint on behalf of certain Hartford retail mutual funds, The Hartford Global Health Fund (now known as The Hartford Healthcare Fund), The Hartford Conservative Allocation Fund, The Hartford Growth Opportunities Fund, The Hartford Inflation Plus Fund, The Hartford Advisers Fund (now known as The Hartford Balanced Fund), and The Hartford Capital Appreciation Fund. Plaintiffs seek to rescind the investment management agreements and distribution plans between HIFSCO and these funds and to recover the total fees charged thereunder or, in the alternative, to recover any improper compensation HIFSCO received, in addition to lost earnings.

HIFSCO filed a partial motion to dismiss the amended complaint and, in December 2012, the court dismissed without prejudice the claims regarding distribution fees and denied the motion with respect to the advisory fees claims. In March 2014, the plaintiffs filed a new complaint that, among other things, added as new plaintiffs The Hartford Floating Rate Fund and The Hartford Small Company Fund and named as a defendant Hartford Funds Management Company, LLC (“HFMC”), which assumed the role as investment manager to the funds as of January 2013. In June 2015, HFMC and HIFSCO moved for summary judgment, and plaintiffs cross-moved for partial summary judgment with respect to The Hartford Capital Appreciation Fund. In March 2016, the court, in large part, denied summary judgment for all parties. The court granted judgment for HFMC and HIFSCO with respect to all claims made by The Hartford Small Company Fund and certain claims made by The Hartford Floating Rate Fund. The court further ruled that the appropriate measure of damages on the surviving

 

 

  16  

 


Hartford Global Impact Fund

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

claims is the difference, if any, between the actual advisory fees paid through trial and those that could have been paid under the applicable legal standard. A bench trial on the issue of liability was held in November 2016. On February 28, 2017, the court granted judgment for HIFSCO and HFMC as to all claims. On March 23, 2017, plaintiffs appealed to the United States Court of Appeals for the Third Circuit.

No accrual for litigation relating to this matter has been recorded in the financial statements of the Fund because the Fund is not party to the suit.

 

11. Subsequent Events:

In connection with the preparation of the financial statements of the Fund as of and for the six-month period ended April 30, 2018, events and transactions subsequent to April 30, 2018, through the date the financial statements were issued have been evaluated by the Fund’s management for possible adjustment and/or disclosure. The following subsequent events requiring financial statement adjustment or disclosure have been identified.

Effective October 1, 2018, Class C shares automatically convert to Class A shares after ten years provided that the Fund or the financial intermediary has records verifying that the Class C shares have been held for at least ten years. Effective October 1, 2018, Class C shares held in an account directly through the Fund’s transfer agent for which no financial intermediary is specified or Hartford Funds Distributors, LLC is listed as the dealer of record will periodically be converted to Class A shares. Effective October 1, 2018, the Fund no longer accepts direct purchases of Class C shares by accounts for which no broker-dealer or other financial intermediary is specified. Any such direct purchase received by the Fund’s transfer agent for Class C shares for such accounts will automatically be invested in Class A shares. For more information on the above referenced changes, please see the Fund’s most recent prospectus.

 

 

  17  

 


Global Impact Master Portfolio

Schedule of Investments

April 30, 2018 (Unaudited)

 

 

 

Shares or Principal Amount   Market Value  
COMMON STOCKS - 99.7%      
      Australia - 2.3%  
  55,247    

SEEK Ltd.

  $ 803,614  
   

 

 

 
      Bangladesh - 3.0%      
  185,825    

GrameenPhone Ltd.

    1,051,050  
   

 

 

 
      Brazil - 7.0%  
  201,775    

Kroton Educacional S.A.

    806,939  
  186,030    

MRV Engenharia e Participacoes S.A.

    796,543  
  25,208    

Pagseguro Digital Ltd. Class A*

    837,662  
   

 

 

 
      2,441,144  
   

 

 

 
      China - 4.6%  
  2,956,995    

CT Environmental Group Ltd.

    449,911  
  1,661,330    

Huaneng Renewables Corp. Ltd. Class H

    737,801  
  24,505    

Sunny Optical Technology Group Co., Ltd.

    399,863  
   

 

 

 
      1,587,575  
   

 

 

 
      Denmark - 1.8%  
  9,909    

Vestas Wind Systems A/S

    641,031  
   

 

 

 
      France - 2.8%  
  11,365    

Kaufman & Broad S.A.

    598,730  
  25,512    

Suez

    367,923  
   

 

 

 
      966,653  
   

 

 

 
      Germany - 1.5%  
  4,680    

LEG Immobilien AG

    539,619  
   

 

 

 
      Hong Kong - 2.9%  
  1,230,600    

Canvest Environmental Protection Group Co., Ltd.

    682,741  
  350,200    

China Water Affairs Group Ltd.

    332,357  
   

 

 

 
      1,015,098  
   

 

 

 
      India - 8.3%  
  29,969    

Bharat Financial Inclusion Ltd.*

    519,952  
  47,117    

Indiabulls Housing Finance Ltd.

    918,208  
  45,787    

Repco Home Finance Ltd.

    440,099  
  29,822    

Shriram Transport Finance Co., Ltd.

    716,574  
  195,869    

Vakrangee Ltd.

    292,233  
   

 

 

 
      2,887,066  
   

 

 

 
      Israel - 1.3%  
  25,145    

Teva Pharmaceutical Industries Ltd.

    452,828  
   

 

 

 
      Japan - 2.1%  
  6,258    

Eisai Co., Ltd.

    419,718  
  9,708    

Katitas Co., Ltd.*

    312,272  
   

 

 

 
      731,990  
   

 

 

 
      Kenya - 3.3%  
  4,060,115    

Safaricom plc

    1,144,374  
   

 

 

 
      Luxembourg - 1.4%  
  7,274    

Millicom International Cellular S.A.

    481,820  
   

 

 

 
      Netherlands - 4.6%  
  21,625    

Basic-Fit N.V.*(1)

    651,553  
  13,902    

Koninklijke Philips N.V.

    588,419  
  11,926    

Philips Lighting N.V.(1)

    362,691  
   

 

 

 
      1,602,663  
   

 

 

 
      South Africa - 1.2%  
  50,729    

Net 1 UEPS Technologies, Inc.*

    418,007  
   

 

 

 
      South Korea - 1.7%  
  3,450    

Samsung SDI Co., Ltd.

    587,465  
   

 

 

 
      Spain - 2.3%  
  9,533    

Acciona S.A.

    797,400  
   

 

 

 
      Switzerland - 1.2%      
  5,474    

Landis+Gyr Group AG*(2)

  $ 411,422  
   

 

 

 
Shares or Principal Amount   Market Value  
COMMON STOCKS - 99.7% - (continued)      
      United Kingdom - 7.9%      
  32,242    

Genus plc

  $ 1,115,052  
  12,868    

Hikma Pharmaceuticals plc

    226,894  
  134,849    

PureCircle Ltd.*

    712,883  
  102,780    

Sophos Group plc(1)

    701,805  
   

 

 

 
      2,756,634  
   

 

 

 
      United States - 38.5%      
  23,921    

Advanced Drainage Systems, Inc.

    602,809  
  6,567    

Aimmune Therapeutics, Inc.*

    203,840  
  4,480    

Alkermes plc*

    198,330  
  2,578    

athenahealth, Inc.*

    315,728  
  20,644    

Avangrid, Inc.

    1,088,145  
  2,874    

Bright Horizons Family Solutions, Inc.*

    272,685  
  14,981    

Clean Harbors, Inc.*

    686,130  
  42,082    

Covanta Holding Corp.

    627,022  
  2,425    

First Solar, Inc.*

    171,957  
  4,367    

Global Blood Therapeutics, Inc.*

    192,803  
  86,201    

Invitae Corp.*

    476,691  
  9,766    

Itron, Inc.*

    638,696  
  21,874    

Johnson Controls International plc

    740,872  
  62,925    

Laureate Education, Inc. Class A*

    888,501  
  42,669    

Nuance Communications, Inc.*

    628,088  
  37,585    

Pattern Energy Group, Inc.

    683,295  
  15,674    

Rapid7, Inc.*

    442,634  
  18,985    

Sprouts Farmers Market, Inc.*

    475,194  
  10,394    

Square, Inc. Class A*

    492,052  
  25,622    

Stratasys Ltd.*

    491,174  
  4,353    

Teladoc, Inc.*(2)

    187,179  
  1,459    

Tesla, Inc.*(2)

    428,800  
  1,528    

Thermo Fisher Scientific, Inc.

    321,415  
  6,702    

Ubiquiti Networks, Inc.*(2)

    477,584  
  5,670    

Watts Water Technologies, Inc. Class A

    422,415  
  4,682    

Xylem, Inc.

    341,318  
  11,233    

Zoetis, Inc.

    937,731  
   

 

 

 
      13,433,088  
   

 

 

 
 

Total Common Stocks
(cost $34,497,734)

  $ 34,750,541  
   

 

 

 
 

Total Long-Term Investments
(cost $34,497,734)

  $ 34,750,541  
   

 

 

 
SHORT-TERM INVESTMENTS - 2.5%      
      Securities Lending Collateral - 2.5%      
  44,290    

Citibank NA DDCA,
1.50%, 5/1/2018(3)

  $ 44,290  
  471,333    

Goldman Sachs Financial Sq, Government Institutional Fund,
1.60%(3)

    471,333  
  370,177    

Invesco Government & Agency Portfolio,
1.60%(3)

    370,177  
   

 

 

 
      885,800  
   

 

 

 
 

Total Short-Term Investments
(cost $885,800)

  $ 885,800  
   

 

 

 
 

Total Investments
(cost $35,383,534)

    102.2    $ 35,636,341  
 

Other Assets and Liabilities

    (2.2 )%       (767,513
   

 

 

    

 

 

 
 

Total Net Assets

    100.0    $ 34,868,828  
   

 

 

    

 

 

 
 

 

The accompanying notes are an integral part of these financial statements.

 

 

  18  

 


Global Impact Master Portfolio

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

 

     Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Trustees 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.

 

* 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 to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At April 30, 2018, the aggregate value of these securities was $1,716,049, which represented 4.9% of total net assets.

 

(2)  Represents entire or partial securities on loan. See Note 9 in the accompanying Notes to Financial Statements for securities lending information.

 

(3) Current yield as of period end.

 

Foreign Currency Contracts Outstanding at April 30, 2018  
Amount and Description of
Currency to be Purchased
   Amount and Description of
Currency to be Sold
   Counterparty      Settlement
Date
     Appreciation      Depreciation  
    1,043,849   USD        69,750,000   INR      SCB        10/23/18      $     18,378      $     —  
               

 

 

    

 

 

 

 

  See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Counterparty Abbreviations:

SCB

   Standard Chartered Bank
Currency Abbreviations:

INR

   Indian Rupee

USD

   United States Dollar
Other Abbreviations:

DDCA

   Dollars on Deposit in Custody Account

 

The accompanying notes are an integral part of these financial statements.

 

 

  19  

 


Global Impact Master Portfolio

Schedule of Investments – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2018 in valuing the Master Portfolio’s investments.

 

     Total      Level 1(1)      Level 2(1)      Level 3(1)  

Assets

           

Common Stocks

           

Australia

   $ 803,614      $      $ 803,614      $  

Bangladesh

     1,051,050        1,051,050                

Brazil

     2,441,144        2,441,144                

China

     1,587,575               1,587,575         

Denmark

     641,031               641,031         

France

     966,653               966,653         

Germany

     539,619               539,619         

Hong Kong

     1,015,098               1,015,098         

India

     2,887,066               2,887,066         

Israel

     452,828               452,828         

Japan

     731,990               731,990         

Kenya

     1,144,374               1,144,374         

Luxembourg

     481,820               481,820         

Netherlands

     1,602,663        651,553        951,110         

South Africa

     418,007        418,007                

South Korea

     587,465               587,465         

Spain

     797,400               797,400         

Switzerland

     411,422               411,422         

United Kingdom

     2,756,634        712,883        2,043,751         

United States

     13,433,088        13,433,088                

Short-Term Investments

     885,800        885,800                

Foreign Currency Contracts(2)

     18,378               18,378         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     35,654,719      $     19,593,525      $     16,061,194      $     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)  For the six-month period ended April 30, 2018, investments valued at $2,314,144 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 accompanying notes are an integral part of these financial statements.

 

 

  20  

 


Global Impact Master Portfolio

Statement of Assets and Liabilities

April 30, 2018 (Unaudited)

 

 

 

     Global Impact
Master Portfolio
 

Assets:

  

Investments in securities, at market value(1)

   $ 35,636,341  

Foreign currency

     30,926  

Unrealized appreciation on foreign currency contracts

     18,378  

Receivables:

  

Investment securities sold

     357,054  

Dividends and interest

     31,967  

Securities lending income

     8,126  

Other assets

     150  
  

 

 

 

Total assets

     36,082,942  
  

 

 

 

Liabilities:

  

Bank overdraft

     74,501  

Obligation to return securities lending collateral

     885,800  

Payables:

  

Investment securities purchased

     207,492  

Investment management fees

     18,028  

Accounting services fees

     523  

Foreign taxes

     18,229  

Accrued expenses

     9,541  
  

 

 

 

Total liabilities

     1,214,114  
  

 

 

 

Net assets

   $     34,868,828  
  

 

 

 

Cost of investments

   $     35,383,534  

Cost of foreign currency

   $ 31,127  

(1) Includes Investment in securities on loan, at value

   $ 1,114,734  

 

The accompanying notes are an integral part of these financial statements.

 

 

  21  

 


Global Impact Master Portfolio

Statement of Operations

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

 

 

     Global Impact
Master Portfolio
 

Investment Income:

  

Dividends

   $ 231,384  

Interest

     1,120  

Securities lending

     8,720  

Less: Foreign tax withheld

     (15,353
  

 

 

 

Total investment income, net

     225,871  
  

 

 

 

Expenses:

  

Investment management fees

     117,967  

Custodian fees

     1,574  

Accounting services fees

     3,016  

Trustees expenses

     312  

Audit fees

     13,487  

Other expenses

     27,126  
  

 

 

 

Total expenses (before waivers)

     163,482  

Commission recapture

     (77
  

 

 

 

Total waivers and fees paid indirectly

     (77
  

 

 

 

Total expenses, net

     163,405  
  

 

 

 

Net Investment Income (Loss)

     62,466  
  

 

 

 

Net Realized Gain (Loss) on Investments and Foreign Currency Transactions:

  

Net realized gain (loss) on investments

     2,381,752  

Less: Foreign taxes paid on realized capital gains

     (66,264

Net realized gain (loss) on other foreign currency transactions

     180  
  

 

 

 

Net Realized Gain (Loss) on Investments and Foreign Currency Transactions

     2,315,668  
  

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments and Foreign Currency Transactions:

  

Net unrealized appreciation (depreciation) of investments

     (748,041

Net unrealized appreciation (depreciation) of foreign currency contracts

     18,378  

Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies

     (794
  

 

 

 

Net Changes in Unrealized Appreciation (Depreciation) of Investments and Foreign Currency Transactions

     (730,457
  

 

 

 

Net Gain (Loss) on Investments and Foreign Currency Transactions

     1,585,211  
  

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

   $     1,647,677  
  

 

 

 

 

The accompanying notes are an integral part of these financial statements.

 

 

  22  

 


Global Impact Master Portfolio

Statement of Changes in Net Assets

 

 

 

     Global Impact
Master Portfolio
 
     For the
Six-Month
Period Ended
April 30, 2018
(Unaudited)
    For the
Period Ended
October 31,
2017(1)
 

Operations:

    

Net investment income (loss)

   $ 62,466     $ 32,611  

Net realized gain (loss) on investments and foreign currency transactions

     2,315,668       784,026  

Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions

     (730,457     983,049  
  

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets Resulting from Operations

     1,647,677       1,799,686  
  

 

 

   

 

 

 

Capital Transactions:

    

Contributions

     5,716,526       26,374,938  

Withdrawals

     (379,150     (290,849
  

 

 

   

 

 

 

Net increase from capital share transactions

     5,337,376       26,084,089  
  

 

 

   

 

 

 

Net Increase (Decrease) in Net Assets

     6,985,053       27,883,775  
  

 

 

   

 

 

 

Net Assets:

    

Beginning of period

     27,883,775        
  

 

 

   

 

 

 

End of period

   $     34,868,828     $     27,883,775  
  

 

 

   

 

 

 

(1)   Commenced operations on February 28, 2017.

    

 

The accompanying notes are an integral part of these financial statements.

 

 

  23  

 


Global Impact Master Portfolio

Financial Highlights

 

 

 

     — Ratios and Supplemental Data —  
     Total
Return
     Net Assets
at End
of Period
(000s)
     Ratio of
Expenses
to Average
Net Assets
Before
Adjustments(1)
     Ratio of
Expenses
to Average
Net Assets
After
Adjustments(1)
     Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
     Portfolio
Turnover
 
Global Impact Master Portfolio  

For the Six-Month Period Ended April 30, 2018 (Unaudited)

 

     5.28 %(2)     $   34,869        0.98 %(3)       0.98 %(3)       0.37 %(3)       45

For the Period Ended October 31, 2017(4)

 

     15.21 %(2)     $ 27,884        1.73 %(3)       1.73 %(3)       0.46 %(3)       50

 

(1)  Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).
(2)  Not annualized.
(3)  Annualized.
(4)  Commenced operations on February 28, 2017.

 

The accompanying notes are an integral part of these financial statements.

 

 

  24  

 


Global Impact Master Portfolio

Notes to Financial Statements

April 30, 2018 (Unaudited)

 

 

 

1. Organization:

Global Impact Master Portfolio (the “Master Portfolio”), a series of the Hartford Funds Master Fund (the “Trust”), was organized under the laws of the State of Delaware as a statutory trust on October 25, 2016. The offering of the Master Portfolio’s shares are registered under the Investment Company Act of 1940, as amended (the “1940 Act”). Beneficial interests in the Master Portfolio are not registered under the Securities Act of 1933, as amended (the “1933 Act”), because such interests are issued solely in private placement transactions that do not involve any “public offering” within the meaning of Section 4(a)(2) of the 1933 Act. Investments in the Master Portfolio may only be made by “accredited investors” within the meaning of Regulation D under the 1933 Act.

The Master Portfolio is a diversified open-end management investment company and applies specialized accounting and reporting standards under Accounting Standards Codification Topic 946, “Financial Services – Investment Companies”. The Master Portfolio operates as a “Master Fund” in a master/feeder structure which enables the feeder funds to pool their assets with other investors in the Master Portfolio, if any.

As of April 30, 2018, the Master Portfolio has affiliated funds, Hartford Global Impact Fund and Hartford Global Impact NextShares Fund (collectively, the “Feeder Funds”), with a significant ownership percentage of the Master Portfolio’s net assets. Investment activities of the Feeder Funds could have a material impact on the Master Portfolio. As of April 30, 2018, the Hartford Global Impact Fund and Hartford Global Impact NextShares Fund owned approximately 85.0% and 15.0%, respectively, of the Master Portfolio.

 

2. Significant Accounting Policies:

The following is a summary of significant accounting policies of the Master Portfolio used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

 

  a) Investment Valuation and Fair Value Measurements – All investments are valued as of the close of regular trading (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the New York Stock Exchange (the “Exchange”) is open (“Valuation Date”), although the Master Portfolio may deviate from this calculation time under unusual or unexpected circumstances. Portfolio securities and other assets held in the Master Portfolio’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of last reported trade prices or official close price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers, or independent pricing services. If market prices are not readily available or are deemed unreliable, the Master Portfolio will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Trustees of the Trust. Market prices are considered not readily available where there is an absence of current or reliable market based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close that materially affect the values of the Master Portfolio’s portfolio holdings or assets.

In addition, market prices are considered not readily available when, due to extraordinary circumstances, the 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 of the Trust in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Master Portfolio. The value of the foreign securities or other instruments in which the Master Portfolio invests may change on days when a shareholder will not be able to purchase or redeem shares of the Master Portfolio. Fair value pricing is subjective in nature and the use of fair value pricing by the Master Portfolio may cause the net asset value (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.

 

 

  25  

 


Global Impact Master Portfolio

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Fixed income investments (other than short-term obligations and senior floating rate interests), non-exchange-traded derivatives and centrally cleared swaps held by the Master Portfolio are normally valued on the basis of quotes obtained from brokers and dealers or independent pricing services in accordance with procedures established by the Trust’s Board of Trustees. Prices obtained from independent pricing services use information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Senior floating rate interests generally trade in over-the-counter (“OTC”) markets and are priced through an independent pricing service utilizing independent market quotations from loan dealers or financial institutions. Generally, the Master Portfolio may use fair valuation in regard to fixed income positions when the Master Portfolio holds defaulted or distressed investments or investments in a company in which a reorganization is pending. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

Exchange-traded options, futures and options on futures are valued at the settlement price or last trade price determined by the relevant exchange as of the NYSE Close. If a last trade price is not available, the value will be the mean of the bid and ask prices as of the NYSE Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the bid price as of the NYSE Close. In the case of options privately negotiated in the over-the-counter market (“OTC options”) and such instruments that do not trade on an exchange, values may be supplied by a pricing service using a formula or other objective method that may take into consideration the style, direction, expiration, strike price, notional value and volatility or other special adjustments.

Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of the Master Portfolio’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the NYSE is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of the Master Portfolio.

Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.

Investments in open-end mutual funds are valued at the respective NAV of each open-end mutual fund as determined as of the NYSE Close on the Valuation Date. Such open-end mutual funds may use fair value pricing as disclosed in their prospectuses.

Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with procedures established by the Trust’s Board of Trustees.

U.S. GAAP defines fair value as the price that the Master Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of the Master Portfolio’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:

 

    Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange-traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange-traded funds, rights and warrants.
    Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange-traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.
   

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,

 

 

  26  

 


Global Impact Master Portfolio

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

  and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.

The Board of Trustees of the Trust generally reviews and approves the “Procedures for Valuation of 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 is responsible for determining in good faith the fair value of investments when the value cannot be obtained from primary pricing services or alternative sources or if the valuation of an investment as provided by the primary pricing service or alternative source is believed not to reflect the investment’s fair value as of the Valuation Date. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of the Master Portfolio’s sub-adviser, as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board of Trustees of the Trust. The Audit Committee receives quarterly written reports which include details of all fair-valued investments, including the reason for the fair valuation, and an indication, when possible, of the accuracy of the valuation by disclosing the next available reliable public price quotation or the disposition price of such investments (the “lookback” test). The Board of Trustees of the Trust then must consider for ratification all of the fair value determinations made during the previous quarter.

Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.

For additional information, refer to the Fair Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows the Master Portfolio’s Schedule of Investments.

 

  b) Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost.

Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, the Master Portfolio will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts, inflation adjustments and additional principal received in-kind in lieu of cash, is accrued on a daily basis.

The Master Portfolio makes a daily allocation of its net investment income and realized and unrealized gains and losses from securities, futures and foreign currency transactions to its investors in proportion to their investment in the Master Portfolio.

 

  c) Taxes – The Master Portfolio may be subject to taxes imposed on realized gains on securities of certain foreign countries in which the Master Portfolio invests. The Master Portfolio may also be subject to taxes withheld on foreign dividends from securities in which the Master Portfolio invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net realized gain on investments in these securities, if applicable.

 

  d) Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.

The Master Portfolio does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.

Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.

 

 

  27  

 


Global Impact Master Portfolio

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

  e) Joint Trading Account – The Master Portfolio may invest cash balances into a joint trading account that may be invested in one or more repurchase agreements.

 

  f) Master Portfolio Share Valuation – Orders for the Master Portfolio’s shares are executed in accordance with the investment instructions of the shareholders. The NAV of the Master Portfolio’s shares is determined as of the close of business on each business day of the Exchange (See Note 2(a)). The NAV is determined by dividing the Master Portfolio’s net assets by the number of shares outstanding.

Orders for the purchase of the Master Portfolio’s shares received prior to the close of the Exchange on any day the Exchange is open for business are priced at the NAV determined as of the close of the Exchange. Orders received after the close of the Exchange, or on a day on which the Exchange and/or the Master Portfolio is not open for business, are priced at the next determined NAV.

 

3. Securities and Other Investments:

 

  a) Illiquid and Restricted Investments – The Master Portfolio is permitted to invest up to 15% of its net assets in illiquid investments. Illiquid investments are those that may not be sold or disposed of in the ordinary course of business within seven days, at approximately the price used to determine the Master Portfolio’s NAV. The Master Portfolio may not be able to sell illiquid investments when its sub-adviser considers it desirable to do so or may have to sell such investments at a price that is lower than the price that could be obtained if the investments were more liquid. A sale of illiquid investments may require more time and may result in higher dealer discounts and other selling expenses than does the sale of those that are liquid. Illiquid investments also may be more difficult to value due to the unavailability of reliable market quotations for such investments, and an investment in them may have an adverse impact on the Master Portfolio’s NAV. The Master Portfolio may also purchase certain restricted investments that can only be resold to certain qualified investors and may be determined to be liquid pursuant to policies and guidelines established by the Trust’s Board of Trustees. See the Master Portfolio’s Schedule of Investments, if applicable, for illiquid or restricted investments as of April 30, 2018.

 

4. Financial Derivative Instruments:

The following disclosures contain information on how and why the Master Portfolio may use derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect the Master Portfolio’s financial position and results of operations. The location and fair value amounts of these instruments on the Statement of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statement of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedule of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statement of Operations.

 

  a) Foreign Currency Contracts – The Master Portfolio may enter into foreign currency contracts that obligate the Master Portfolio to purchase or sell currencies at specified future dates. Foreign currency contracts may be used to hedge the currency exposure associated with some or all of the Master Portfolio’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by the Master Portfolio as an unrealized gain or loss. The Master Portfolio will record a realized gain or loss when the foreign currency contract is settled.

Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statement of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. The Master Portfolio, as shown on the Schedule of Investments, had outstanding foreign currency contracts as of April 30, 2018.

 

 

 

  28  

 


Global Impact Master Portfolio

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

  b) Additional Derivative Instrument Information:

Global Impact Master Portfolio

Fair Value of Derivative Instruments on the Statement of Assets and Liabilities as of April 30, 2018:

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Assets:

                    

Unrealized appreciation on foreign currency contracts

   $      $     18,378      $      $      $      $      $     18,378  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $ 18,378      $     —      $     —      $     —      $     —      $ 18,378  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

The Effect of Derivative Instruments on the Statement of Operations for the period ended April 30, 2018

 

     Risk Exposure Category  
     Interest Rate
Contracts
     Foreign
Exchange
Contracts
     Credit
Contracts
     Equity
Contracts
     Commodity
Contracts
     Other
Contracts
     Total  

Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:

 

Net change in unrealized appreciation (depreciation) of foreign currency contracts

   $      $     18,378      $      $      $      $      $     18,378  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     —      $ 18,378      $     —      $     —      $     —      $     —      $ 18,378  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

For the period ended April 30, 2018, the average amount or number per contract outstanding for each derivative type was as follows:

 

Derivative Description

   Average Notional
Par, Contracts
or Face Amount
 

Foreign Currency Contracts Sold at Contract Amount

   $     1,043,849  

 

  c) Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and the Master Portfolio’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of the Master Portfolio, or liabilities or payment obligations of the clearing brokers to the Master Portfolio, against any liabilities or payment obligations of the Master Portfolio to the clearing brokers. The Master Portfolio is required to deposit financial collateral (including cash collateral) at the Master Portfolio’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy. The following tables present the Master Portfolio’s derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statement of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by the Master Portfolio as of April 30, 2018:

Global Impact Master Portfolio

 

Derivative Financial Instruments:

   Assets      Liabilities  

Foreign currency contracts

   $ 18,378      $  
  

 

 

    

 

 

 

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities

     18,378         
  

 

 

    

 

 

 

Derivatives not subject to a MNA

             
  

 

 

    

 

 

 

Total gross amount of assets and liabilities subject to MNA or similar agreements

   $     18,378      $     —  
  

 

 

    

 

 

 

 

 

  29  

 


Global Impact Master Portfolio

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

Global Impact Master Portfolio

 

Counterparty

   Gross Amount
of Assets
     Financial
Instruments
and Derivatives
Available for
Offset
     Non-cash
Collateral
Received*
     Cash
Collateral
Received*
     Net Amount
of Assets
 

Standard Chartered Bank

   $     18,378      $     —      $     —      $     —      $     18,378  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

 

  * In some instances, the actual collateral received and/or pledged may be more than the amount shown.

 

6. Principal Risks:

The Master Portfolio’s investments expose it to various types of risks associated with financial instruments and the markets. The Master Portfolio may be exposed to the risks described below. The Master Portfolio’s prospectus provides details of its principal risks.

The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of the Master Portfolio’s exposure to market risk is the market value of the investments held as shown in the Master Portfolio’s schedule of investments.

Certain investments held by the Master Portfolio expose the Master Portfolio to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage backed securities, senior floating rate interests and certain asset backed securities. For certain asset backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of the funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. The Master Portfolio may be exposed to counterparty risk, or the risk that an institution or other entity with which the Master Portfolio has unsettled or open transactions will default.

A non-accredited investor may not directly purchase an interest in the Master Portfolio, but instead may purchase shares in one or more investment companies that invest all of their assets in the Master Portfolio (each, a “feeder fund”). Therefore, the Master Portfolio is also

 

 

  30  

 


Global Impact Master Portfolio

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

subject to risks related to the master-feeder structure. As shareholders of the Master Portfolio, feeder funds vote on matters pertaining to the Master Portfolio. Feeder funds with a greater pro rata ownership in the Master Portfolio could have effective voting control of the operations of the Master Portfolio. Also, a large-scale redemption by one feeder fund may increase the proportionate share of the costs of the Master Portfolio borne by the remaining feeder funds.

 

7. Federal Income Taxes:

The Master Portfolio is considered a partnership under the Internal Revenue Code, as amended. Therefore, no federal income tax provision is necessary.

Any income, realized and unrealized gain or loss is deemed to pass down to the feeder funds and other investors in the Master Portfolio, if any, daily.

As of April 30, 2018, the Master Portfolio had no uncertain tax positions that would require financial statement recognition, de-recognition, or disclosure.

Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes and the net unrealized appreciation/(depreciation) on investments, which consists of gross unrealized appreciation and depreciation at April 30, 2018, is disclosed below:

 

Fund

   Tax Cost      Gross
Unrealized
Appreciation
     Gross
Unrealized
Depreciation
     Net Unrealized
Appreciation
 

Global Impact Master Portfolio

   $     35,383,534      $     2,587,001      $     2,315,816      $     271,185  

 

8. Expenses:

 

  a) Investment Management Agreement – HFMC serves as the Master Portfolio’s investment manager. The Trust, on behalf of the Master Portfolio, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC is responsible for the management of the Master Portfolio and supervises the activities of the Master Portfolio’s sub-adviser. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of the Master Portfolio. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement and Wellington Management performs the daily investment of the assets of the Master Portfolio in accordance with the Master Portfolio’s investment objective and policies. The Master Portfolio pays a fee to HFMC, a portion of which may be used to compensate Wellington Management.

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of April 30, 2018; the rates are accrued daily and paid monthly based on the Master Portfolio’s average daily net assets, at the following annual rates:

 

Management Fee Rates

0.6200% on first $500 million and;

0.6000% on next $500 million and;

0.5800% on next $1.5 billion and;

0.5750% on next $2.5 billion and;

0.5700% over $5 billion

Prior to March 1, 2018, the Master Portfolio paid the following rates to HFMC for Investment Management services rendered:

 

Management Fee Rates

0.7500% on first $500 million and;

0.7000% on next $500 million and;

0.6800% on next $1.5 billion and;

0.6750% on next $2.5 billion and;

0.6700% over $5 billion

 

 

  31  

 


Global Impact Master Portfolio

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

  b) Accounting Services Agreement – HFMC provides the Master Portfolio with accounting services pursuant to a fund accounting agreement by and between Hartford Funds Master Fund, on behalf of the Master Portfolio, and HFMC. In consideration of services rendered and expenses assumed pursuant to this agreement, the Master Portfolio pays HFMC a flat fee of $50,000 per year plus an accounting services fee calculated at the following annual rate based on its average daily net assets shown below. HFMC has delegated certain accounting and administrative service functions to State Street Bank and Trust Company. The costs and expenses of such delegation are borne by HFMC, not by the Master Portfolio.

 

Average Daily Net Assets

  

Annual Fee

First $3.5 billion

  

0.018%

Next $3.5 billion

  

0.014%

Over $7.0 billion

  

0.010%

 

9. Securities Lending:

The Master Portfolio may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one third (33 13%) of the value of its total assets. If the Master Portfolio security is on loan, under the lending agreement, the borrower is required to deposit cash or liquid securities as collateral at least equal to 100% of the market value of the loaned securities; cash collateral is invested for the benefit of the Master Portfolio by the Master Portfolio’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned.

The Master Portfolio is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Master Portfolio’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the risk that the principal value of the collateral invested may decline; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; and (vi) the risk that any efforts to restrict the securities for purposes of voting may not be effective. These events could also trigger adverse tax consequences for the Master Portfolio.

At April 30, 2018, the Master Portfolio had securities on loan at value, cash collateral and non-cash collateral as follows:

 

Fund

   Market Value of
Securities on Loan
     Cash
Collateral
     Non-Cash
Collateral(1)
 

Global Impact Master Portfolio

   $     1,114,734      $     885,800      $     260,747 (2) 

 

  (1)  These securities are held for the benefit of the Master Portfolio at the Master Portfolio’s custodian. The Master Portfolio cannot repledge or resell this collateral. As such, collateral is excluded from the Statement of Assets and Liabilities.
  (2)  U.S. Government securities.

The following table reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of April 30, 2018.

Global Impact Master Portfolio

Certain Transfers Accounted for as Secured Borrowings

Remaining Contractual Maturity of the Agreements

 

     Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $ 885,800      $      $      $      $ 885,800  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total Borrowings

   $     885,800      $     —      $     —      $     —      $     885,800  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Gross amount of recognized liabilities for securities lending transactions

 

   $ 885,800  
  

 

 

 

 

  (1)  Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand.

 

 

  32  

 


Global Impact Master Portfolio

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

 

10. Commitments and Contingencies

In the normal course of business, the Master Portfolio enters into contracts that contain a variety of representations and warranties which provide general indemnifications. The Master Portfolio’s maximum exposure under these arrangements is unknown, as this would involve future claims that may be made against the Master Portfolio that have not yet occurred. However, based on experience and knowledge of management, the Master Portfolio expects the risk of loss to be remote.

 

11. Investment Transactions:

For the six-month period ended April 30, 2018, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:

 

Fund

   Cost of Purchases      Sales Proceeds  

Global Impact Master Portfolio

   $     20,215,478      $     14,873,207  

 

12. Line of Credit:

The Master Portfolio participates in a committed line of credit pursuant to a credit agreement. The Master Portfolio may borrow under the line of credit for temporary or emergency purposes. The Master Portfolio (together with certain other Hartford Funds) may borrow up to $400 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. The interest rate on borrowings varies depending on the nature of the loan. The facility also charges a commitment fee, which is allocated to each of the funds participating in the line of credit based on average net assets of the funds. During the six-month period ended April 30, 2018, the Master Portfolio did not have borrowings under this facility.

 

13. Indemnifications:

Under the Trust’s organizational documents, the Trust shall indemnify its officers and trustees to the full extent required or permitted under Delaware Law and federal securities laws. In addition, the Trust, on behalf of the Master Portfolio, may enter into contracts that contain a variety of indemnifications. The Trust’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Trust has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

 

14. Pending Legal Proceedings:

On February 25, 2011, Jennifer L. Kasilag, Louis Mellinger, Judith M. Menendez, Jacqueline M. Robinson, and Linda A. Russell filed a derivative lawsuit against Hartford Investment Financial Services, LLC (“HIFSCO”) (now known as Hartford Funds Distributors, LLC) on behalf of six Hartford retail mutual funds in the United States District Court for the District of New Jersey, alleging that HIFSCO received excessive advisory and distribution fees in violation of its statutory fiduciary duty under Section 36(b) of the 1940 Act when serving as investment manager and principal underwriter, respectively, to the Hartford retail mutual funds. Although this action was purportedly filed on behalf of certain of the Hartford Funds, none of the Hartford Funds is itself a defendant to the suit. HIFSCO moved to dismiss and, in September 2011, the motion was granted in part and denied in part, with leave to amend the complaint. In November 2011, plaintiffs filed an amended complaint on behalf of certain Hartford retail mutual funds, The Hartford Global Health Fund (now known as The Hartford Healthcare Fund), The Hartford Conservative Allocation Fund, The Hartford Growth Opportunities Fund, The Hartford Inflation Plus Fund, The Hartford Advisers Fund (now known as The Hartford Balanced Fund), and The Hartford Capital Appreciation Fund. Plaintiffs seek to rescind the investment management agreements and distribution plans between HIFSCO and these funds and to recover the total fees charged thereunder or, in the alternative, to recover any improper compensation HIFSCO received, in addition to lost earnings.

HIFSCO filed a partial motion to dismiss the amended complaint and, in December 2012, the court dismissed without prejudice the claims regarding distribution fees and denied the motion with respect to the advisory fees claims. In March 2014, the plaintiffs filed a new complaint that, among other things, added as new plaintiffs The Hartford Floating Rate Fund and The Hartford Small Company Fund and named as a defendant Hartford Funds Management Company, LLC (“HFMC”), which assumed the role as investment manager to the funds as of January 2013. In June 2015, HFMC and HIFSCO moved for summary judgment, and plaintiffs cross-moved for partial summary judgment with respect to The Hartford Capital Appreciation Fund. In March 2016, the court, in large part, denied summary judgment for all parties. The court granted judgment for HFMC and HIFSCO with respect to all claims made by The Hartford Small Company Fund and certain claims made by The Hartford Floating Rate Fund. The court further ruled that the appropriate measure of damages on the surviving

 

 

  33  

 


Global Impact Master Portfolio

Notes to Financial Statements – (continued)

April 30, 2018 (Unaudited)

 

 

 

claims is the difference, if any, between the actual advisory fees paid through trial and those that could have been paid under the applicable legal standard. A bench trial on the issue of liability was held in November 2016. On February 28, 2017, the court granted judgment for HIFSCO and HFMC as to all claims. On March 23, 2017, plaintiffs appealed to the United States Court of Appeals for the Third Circuit.

No accrual for litigation relating to this matter has been recorded in the financial statements of the Master Portfolio because the Master Portfolio is not party to the suit.

 

15. Subsequent Events:

Management has evaluated all subsequent transactions and events through the date on which this statement was issued and has determined that no additional items require adjustment to or disclosure in this financial statement.

 

 

  34  

 


Additional Information regarding the Hartford Global Impact Fund and Global Impact Master Portfolio

 

 

 

HOW TO OBTAIN A COPY OF THE FUND’S AND MASTER PORTFOLIO’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that the Fund and the Master Portfolio use to determine how to vote proxies relating to portfolio securities and information about how the Fund and the Master Portfolio voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

The Fund and the Master Portfolio file a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. The Fund’s and the Master Portfolio’s Forms N-Q are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov. The Form N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

 

 

  35  

 


THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

CUSTOMER PRIVACY NOTICE

The Hartford Financial Services Group, Inc. and Affiliates*

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

a) our insurance companies;

b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

a) market our products; or

b) market our services;

to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

a) independent agents;

b) brokerage firms;

c) insurance companies;

d) administrators; and

e) service providers;

who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

a) taking surveys;

b) marketing our products or services; or

c) offering financial products or services under a joint agreement between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages You visit through the use of:

a) cookies;

b) pixel tagging; or

c) other technologies;

and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

a) “opt-out;” or

b) “opt-in;”

as required by law.

We only disclose Personal Health Information with:

a) your authorization; or

b) as otherwise allowed or required by law.

Our employees have access to Personal Information in the course of doing their jobs, such as:

a) underwriting policies;

b) paying claims;

c) developing new products; or

d) advising customers of our products and services.

We use manual and electronic security procedures to maintain:

a) the confidentiality; and

b) the integrity of;

Personal Information that we have. We use these procedures to guard against unauthorized access.

Some techniques we use to protect Personal Information include:

a) secured files;

b) user authentication;

c) encryption;

 


 

 

d) firewall technology; and

e) the use of detection software.

We are responsible for and must:

a) identify information to be protected;

b) provide an adequate level of protection for that data;

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes: a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

 

If you have any questions or comments about this privacy notice, please feel free to contact us at The Hartford – Law Department, Privacy Law, One Hartford Plaza, Hartford, CT 06155, or at CorporatePrivacyOffice@thehartford.com.

This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates (including the following as of March 2018), to the extent required by the Gramm-Leach-Bliley Act and implementing regulations.

1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; American Maturity Life Insurance Company; Business Management Group, Inc.; Cervus Claim Solutions, LLC; First State Insurance Company; Fountain Investors I LLC; Fountain Investors II LLC; Fountain Investors III LLC; Fountain Investors IV LLC; FP R, LLC; FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Financial Services, LLC; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Group Benefits Holding Company; Hartford Holdings, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Insurance, Ltd.; Hartford Integrated Technologies, Inc.; Hartford International Life Reassurance Corporation; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life and Annuity Insurance Company; Hartford Life Insurance Company; Hartford Life, Inc.; Hartford Life International Holding Company; Hartford Life, Ltd.; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford Management, Ltd.; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Securities Distribution Company, Inc.; Hartford Specialty Insurance Services of Texas, LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Hartford-Comprehensive Employee Benefit Service Company; Heritage Holdings, Inc.; Heritage Reinsurance Company, Ltd.; HIMCO Distribution Services Company; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lanidex R, LLC; Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; New Ocean Insurance Co., Ltd.; Northern Homelands Company; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd.; The Hartford International Asset Management Company Limited; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company.

Revised March 2018


 

 

 

This report is submitted for the general information of the shareholders of the Hartford Global Impact Fund (the “Fund”). It is not authorized for distribution to persons who are not shareholders of the Fund unless preceded or accompanied by a current prospectus. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

Investors should carefully consider the investment objectives, risks, charges and expenses of the Fund. This and other important information is contained in the Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.

The Fund is distributed by Hartford Funds Distributors, LLC (HFD), Member FINRA. Hartford Funds Management Company, LLC (HFMC) is the Fund’s investment manager.

MFSAR-GI18     6/18    206761    Printed in U.S.A.

 

LOGO


Item 2. Code of Ethics.

Not applicable to this semi-annual filing.

Item 3. Audit Committee Financial Expert.

Not applicable to this semi-annual filing.

Item 4. Principal Accountant Fees and Services.

Not applicable to this semi-annual filing.

Item 5. Audit Committee of Listed Registrants.

Not applicable.

Item 6. Investments.

 

  (a) The Schedule of Investments in securities of unaffiliated issuers as of the close of the reporting period is included as part of the semi-annual report filed under Item 1 of this form.
  (b) Not applicable.

Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

Not applicable.

Item 8. Portfolio Managers of Closed-End Management Investment Companies.

Not applicable.

Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.

Not applicable.

Item 10. Submission of Matters to a Vote of Security Holders.

There have been no material changes to the procedures by which shareholders may recommend nominees to the registrant’s board of directors since the registrant last provided disclosure in response to this requirement.

Item 11. Controls and Procedures.

 

  (a)

The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are generally effective to provide reasonable assurance, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by


  Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)).

 

  (b) There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the registrant’s second fiscal quarter of the period covered by this report that have materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.

Not applicable.

Item 13. Exhibits.

 

  (a)(1)    Not applicable.
  (a)(2)    Separate certifications for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)) and Section 302 of the Sarbanes-Oxley Act of 2002 are attached hereto.
  (a)(3)    Not applicable
  (a)(4)    Not applicable
  (b)    Certifications pursuant to Rule 30a-2(b) under the 1940 Act and Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto.

 


SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

 

  THE HARTFORD MUTUAL FUNDS, INC.
Date: July 9, 2018   By:   /s/ James E. Davey
    James E. Davey
    President and Chief Executive Officer

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

 

Date: July 9, 2018   By:   /s/ James E. Davey
    James E. Davey
    President and Chief Executive Officer
Date: July 9, 2018   By:   /s/ Amy N. Furlong
    Amy N. Furlong
    Treasurer
   

(Principal Financial Officer and Principal

Accounting Officer)