N-Q 1 d626866dnq.htm THE HARTFORD MUTUAL FUNDS INC. The Hartford Mutual Funds Inc.

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number: 811-07589

THE HARTFORD MUTUAL FUNDS, INC.

(Exact name of registrant as specified in charter)

690 Lee Road, Wayne, PA 19087

(Address of Principal Executive Offices) (Zip Code)

Thomas R. Phillips, Esq.

Hartford Funds Management Company, LLC

690 Lee Road

Wayne, PA 19087

(Name and Address of Agent for Service)

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

Date of fiscal year end: October 31

Date of reporting period: July 31, 2018

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

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


Item 1. Schedule of Investments.


 

The Hartford Balanced Fund

    

Schedule of Investments

July 31, 2018 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Common Stocks - 62.5%

 

  

Automobiles & Components - 0.6%

 

59,974   

Daimler AG

   $ 4,151,049  
13,158   

Renault S.A.

     1,156,314  
     

 

 

 
        5,307,363  
     

 

 

 
  

Banks - 7.3%

 

44,364   

Aareal Bank AG

     2,038,780  
43,161   

ABN Amro Group N.V.(1)

     1,194,522  
485,340   

Bank of America Corp.

     14,987,299  
62,209   

BNP Paribas S.A.

     4,035,486  
195,390   

Citigroup, Inc.

     14,046,587  
268,162   

ING Groep N.V.

     4,099,325  
804,273   

Intesa Sanpaolo S.p.A.

     2,464,804  
157,740   

JP Morgan Chase & Co.

     18,132,213  
56,830   

PNC Financial Services Group, Inc.

     8,230,689  
55,406   

Societe Generale S.A.

     2,470,995  
     

 

 

 
                71,700,700  
     

 

 

 
  

Capital Goods - 1.9%

 

70,633   

Bouygues S.A.

     3,101,807  
54,900   

Caterpillar, Inc.

     7,894,620  
77,680   

Ingersoll-Rand plc

     7,652,257  
     

 

 

 
        18,648,684  
     

 

 

 
  

Commercial & Professional Services - 0.2%

 

32,799   

Randstad N.V.

     2,075,786  
     

 

 

 
  

Consumer Durables & Apparel - 0.9%

 

120,780   

Newell Brands, Inc.

     3,163,228  
73,170   

NIKE, Inc. Class B

     5,627,505  
     

 

 

 
        8,790,733  
     

 

 

 
  

Consumer Services - 1.3%

 

91,593   

Hilton Worldwide Holdings, Inc.

     7,204,705  
103,120   

Norwegian Cruise Line Holdings Ltd.*

     5,159,094  
     

 

 

 
        12,363,799  
     

 

 

 
  

Energy - 10.9%

 

155,122   

BP plc ADR

     6,994,451  
106,250   

Chevron Corp.

     13,416,187  
101,521   

ConocoPhillips

     7,326,770  
206,874   

Eni S.p.A.

     3,982,022  
191,545   

Eni S.p.A. ADR

     7,405,130  
73,140   

EOG Resources, Inc.

     9,430,672  
179,506   

Equinor ASA ADR

     4,749,729  
65,970   

Exxon Mobil Corp.

     5,377,215  
124,600   

Halliburton Co.

     5,285,532  
56,290   

Occidental Petroleum Corp.

     4,724,420  
28,670   

Pioneer Natural Resources Co.

     5,426,371  
97,878   

Repsol S.A.

     1,941,407  
102,159   

Royal Dutch Shell plc Class A, ADR

     6,984,611  
105,550   

Schlumberger Ltd.

     7,126,736  
171,820   

Suncor Energy, Inc.

     7,240,495  
62,904   

Total S.A.

     4,102,932  
77,590   

Total S.A. ADR

     5,062,747  
     

 

 

 
        106,577,427  
     

 

 

 
  

Food & Staples Retailing - 0.1%

 

18,372   

Kesko Oyj Class B

     1,031,744  
     

 

 

 
  

Health Care Equipment & Services - 4.8%

 

172,260   

Boston Scientific Corp.*

     5,789,659  
168,310   

Koninklijke Philips N.V.

     7,388,733  
135,092   

Medtronic plc

     12,189,351  
58,560   

UnitedHealth Group, Inc.

     14,828,563  


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

56,930   

Universal Health Services, Inc. Class B

   $ 6,951,153  
     

 

 

 
                47,147,459  
     

 

 

 
  

Insurance - 1.6%

 

186,362   

Aegon N.V.

     1,228,506  
30,214   

Ageas

     1,620,533  
20,004   

ASR Nederland N.V.

     894,909  
157,514   

AXA S.A.

     3,968,906  
67,109   

CNP Assurances

     1,567,141  
371,716   

Mapfre S.A.

     1,166,576  
37,466   

NN Group N.V.

     1,655,141  
84,463   

Unum Group

     3,355,715  
     

 

 

 
        15,457,427  
     

 

 

 
  

Materials - 0.2%

 

53,981   

UPM-Kymmene Oyj

     1,914,848  
     

 

 

 
  

Media - 2.0%

 

345,480   

Comcast Corp. Class A

     12,361,274  
259,100   

Viacom, Inc. Class B

     7,526,855  
     

 

 

 
        19,888,129  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 7.6%

 

50,610   

Allergan plc

     9,316,795  
211,520   

AstraZeneca plc ADR

     8,276,778  
181,600   

Bristol-Myers Squibb Co.

     10,669,000  
53,860   

Eisai Co., Ltd.

     4,636,923  
118,600   

Eli Lilly & Co.

     11,718,866  
40,740   

Nektar Therapeutics*

     2,142,924  
118,958   

Novartis AG

     9,983,159  
33,456   

Roche Holding AG

     8,218,343  
48,082   

Sanofi

     4,182,956  
30,990   

Vertex Pharmaceuticals, Inc.*

     5,424,799  
     

 

 

 
        74,570,543  
     

 

 

 
  

Real Estate - 0.6%

 

163,853   

Castellum AB

     2,955,600  
9,151   

Gecina S.A. REIT

     1,558,814  
40,598   

Klepierre S.A. REIT

     1,528,964  
     

 

 

 
        6,043,378  
     

 

 

 
  

Retailing - 1.9%

 

2,006,600   

Allstar Co.*(1)(2)(3)(4)

     1,023,366  
3,250   

Booking Holdings, Inc.*

     6,593,340  
100,470   

TJX Cos., Inc.

     9,771,712  
13,296   

Tory Burch LLC*(1)(2)(3)(4)

     773,827  
     

 

 

 
        18,162,245  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 1.2%

 

189,670   

Intel Corp.

     9,123,127  
335,891   

Taiwan Semiconductor Manufacturing Co., Ltd.

     2,685,686  
     

 

 

 
        11,808,813  
     

 

 

 
  

Software & Services - 10.9%

 

20,505   

Adobe Systems, Inc.*

     5,017,163  
12,771   

Alibaba Group Holding Ltd. ADR*

     2,391,114  
41,700   

Alliance Data Systems Corp.

     9,377,496  
21,342   

Alphabet, Inc. Class C*

     25,978,763  
120,317   

Cognizant Technology Solutions Corp. Class A

     9,805,835  
39,625   

Electronic Arts, Inc.*

     5,101,719  
328,485   

Microsoft Corp.

     34,845,689  
480,000   

Nexon Co., Ltd.*

     6,916,162  
47,511   

Tencent Holdings Ltd.

     2,162,433  
24,800   

WEX, Inc.*

     4,707,536  
     

 

 

 
        106,303,910  
     

 

 

 
  

Technology Hardware & Equipment - 4.2%

 

103,100   

Apple, Inc.

     19,618,899  
213,256   

Catcher Technology Co., Ltd.

     2,626,790  


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

221,892   

Cisco Systems, Inc.

   $ 9,383,813  
121,920   

NetApp, Inc.

     9,451,238  
     

 

 

 
                41,080,740  
     

 

 

 
  

Telecommunication Services - 0.8%

 

231,256   

Orange S.A.

     3,940,996  
4,325   

Swisscom AG

     2,030,568  
334,775   

Telia Co. AB

     1,608,865  
     

 

 

 
        7,580,429  
     

 

 

 
  

Transportation - 1.5%

 

12,897   

Aena SME S.A.(1)

     2,341,766  
84,130   

Union Pacific Corp.

     12,610,246  
     

 

 

 
        14,952,012  
     

 

 

 
  

Utilities - 2.0%

 

68,998   

Endesa S.A.

     1,595,550  
149,119   

Italgas S.p.A.

     857,721  
42,287   

Naturgy Energy Group S.A.

     1,145,505  
95,280   

NextEra Energy, Inc.

     15,963,211  
     

 

 

 
        19,561,987  
     

 

 

 
  

Total Common Stocks
(cost $477,460,645)

   $ 610,968,156  
     

 

 

 

Asset & Commercial Mortgage Backed Securities - 3.7%

 

  

Asset-Backed - Automobile - 0.7%

 

  

AmeriCredit Automobile Receivables Trust

 

        $         35,063   

1.51%, 05/18/2020

     35,011  
84,959   

1.65%, 09/18/2020

     84,723  
  

ARI Fleet Lease Trust

 

101,567   

1.91%, 04/15/2026(1)

     100,977  
260,000   

2.55%, 10/15/2026(1)

     258,482  
260,000   

Canadian Pacer Auto Receivables Trust
2.05%, 03/19/2021(1)

     257,444  
  

Chesapeake Funding LLC

 

435,155   

1.91%, 08/15/2029(1)

     429,721  
305,541   

1 mo. USD LIBOR + 0.45%, 2.52%, 05/15/2029(1)(5)

     305,568  
338,974   

1 mo. USD LIBOR + 1.000%, 3.07%, 06/15/2028(1)(5)

     340,090  
  

Enterprise Fleet Financing LLC

 

289,233   

1.97%, 01/20/2023(1)

     286,945  
430,000   

2.13%, 05/22/2023(1)

     425,583  
  

First Investors Auto Owner Trust

 

42,463   

1.69%, 04/15/2021(1)

     42,317  
81,722   

1.86%, 10/15/2021(1)

     81,328  
278,769   

2.00%, 03/15/2022(1)

     277,113  
41,365   

2.39%, 11/16/2020(1)

     41,348  
890,000   

Hyundai Auto Lease Securitization Trust
2.55%, 08/17/2020(1)

     888,173  
515,000   

Mercedes-Benz Master Owner Trust
1 mo. USD LIBOR + 0.300%, 2.37%, 05/16/2021(1)(5)

     515,677  
260,000   

OneMain Direct Auto Receivables Trust
2.31%, 12/14/2021(1)

     258,096  
  

Securitized Term Auto Receivables Trust

 

315,550   

1.52%, 03/25/2020(1)

     314,121  
395,181   

1.89%, 08/25/2020(1)

     393,290  
215,000   

2.04%, 04/26/2021(1)

     212,056  
508,063   

United Auto Credit Securitization Trust
2.40%, 11/12/2019(1)

     507,583  
  

Westlake Automobile Receivables Trust

 

69,393   

1.78%, 04/15/2020(1)

     69,322  
918,725   

2.24%, 12/15/2020(1)

     915,811  
244,443   

Wheels SPV LLC
1.88%, 04/20/2026(1)

     242,241  
     

 

 

 
        7,283,020  
     

 

 

 


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

Asset-Backed - Finance & Insurance - 2.0%

 

        $    1,009,339   

Ajax Mortgage Loan Trust
3.16%, 09/25/2056(1)(6)

   $ 987,321  
         745,000   

ALM VI Ltd.
3 mo. USD LIBOR + 1.400%, 3.75%, 07/15/2026(1)(5)

     744,092  
1,345,000   

Atlas Senior Loan Fund Ltd.
3 mo. USD LIBOR + 1.300%, 3.64%, 01/16/2030(1)(5)

               1,341,050  
507,289   

Bayview Koitere Fund Trust
3.50%, 07/28/2057(1)(6)

     503,714  
  

Bayview Opportunity Master Fund Trust

 

243,526   

3.50%, 01/28/2055(1)(6)

     242,120  
327,795   

3.50%, 06/28/2057(1)(6)

     325,813  
227,155   

4.00%, 11/28/2053(1)(6)

     228,291  
279,461   

4.00%, 10/28/2064(1)(6)

     280,662  
650,000   

BlueMountain CLO Ltd.
3 mo. USD LIBOR + 1.600%, 3.94%, 10/15/2026(1)(5)

     649,340  
1,500,000   

CIFC Funding Ltd.
3 mo. USD LIBOR + 1.050%, 3.16%, 04/24/2030(1)(5)

     1,491,507  
  

Ford Credit Floorplan Master Owner Trust

 

990,000   

1.75%, 07/15/2021

     978,288  
100,000   

2.09%, 03/15/2022(1)

     98,457  
  

GreatAmerica Leasing Receivables Funding LLC

 

330,000   

2.36%, 01/20/2023(1)

     325,065  
190,000   

2.60%, 06/15/2021(1)

     188,259  
160,000   

2.83%, 06/17/2024(1)

     158,111  
  

KKR CLO Ltd.

 

1,055,000   

3 mo. USD LIBOR + 1.340%, 3.68%, 04/15/2029(1)(5)

     1,058,434  
605,000   

3 mo. USD LIBOR + 1.490%, 3.84%, 01/20/2029(1)(5)

     606,950  
  

Madison Park Funding Ltd.

 

855,000   

3 mo. USD LIBOR + 0.750%, 3.09%, 04/15/2029(1)(5)

     843,898  
1,300,000   

3 mo. USD LIBOR + 1.120%, 3.47%, 07/20/2026(1)(5)

     1,300,256  
1,090,000   

Magnetite VII Ltd.
3 mo. USD LIBOR + 0.800%, 3.14%, 01/15/2028(1)(5)

     1,077,408  
  

MMAF Equipment Finance LLC

 

104,847   

1.73%, 05/18/2020(1)

     104,559  
240,000   

2.21%, 10/17/2022(1)

     235,205  
295,000   

2.21%, 12/15/2032(1)

     282,759  
  

Nationstar HECM Loan Trust

 

88,379   

1.97%, 05/25/2027(1)

     88,158  
109,552   

2.04%, 09/25/2027(1)(6)

     109,125  
201,218   

2.76%, 02/25/2028(1)(2)(3)(4)(6)

     201,218  
885,000   

Octagon Loan Funding Ltd.
3 mo. USD LIBOR + 1.140%, 3.47%, 11/18/2026(1)(5)

     884,635  
  

OneMain Financial Issuance Trust

 

136,000   

2.37%, 09/14/2032(1)

     133,248  
120,000   

3.66%, 02/20/2029(1)

     120,645  
143,571   

4.10%, 03/20/2028(1)

     144,366  
310,000   

SBA Tower Trust
2.90%, 10/15/2044(1)(7)

     307,906  
406,112   

SoFi Consumer Loan Program LLC
2.93%, 04/26/2027(1)

     405,687  
  

Springleaf Funding Trust

 

330,000   

2.90%, 11/15/2029(1)

     328,787  
213,375   

3.16%, 11/15/2024(1)

     213,262  
170,000   

3.48%, 05/15/2028(1)

     169,997  
600,000   

SPS Servicer Advance Receivables Trust
2.53%, 11/16/2048(1)

     601,969  
  

Towd Point Mortgage Trust

 

376,835   

2.75%, 10/25/2056(1)(6)

     369,190  
131,575   

2.75%, 04/25/2057(1)(6)

     128,979  
438,718   

2.75%, 06/25/2057(1)(6)

     426,942  
166,368   

3.00%, 01/25/2058(1)(6)

     163,247  
328,625   

Vantage Data Centers Issuer LLC
4.07%, 02/16/2043(1)

     327,486  


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $       190,000   

Volvo Financial Equipment LLC
1.92%, 03/15/2021(1)

   $ 188,217  
     

 

 

 
                19,364,623  
     

 

 

 
  

Asset-Backed - Rec Vehicle Loan - 0.1%

 

745,000   

OneMain Direct Auto Receivables Trust
3.43%, 12/16/2024(1)

     744,830  
     

 

 

 
  

Commercial Mortgage - Backed Securities - 0.6%

 

365,000   

CD Commercial Mortgage Trust
3.51%, 05/10/2050(6)

     358,493  
95,000   

Citigroup Commercial Mortgage Trust
3.82%, 11/10/2048

     95,799  
525,000   

Commercial Mortgage Trust
3.18%, 02/10/2048

     512,610  
  

CSAIL Commercial Mortgage Trust

 

950,000   

3.50%, 06/15/2057

     938,096  
1,000,000   

3.51%, 04/15/2050

     993,166  
785,000   

CSMC Trust
2.76%, 04/05/2033(1)

     772,052  
  

FREMF Mortgage Trust

 

95,000   

3.15%, 04/25/2046(1)(6)

     94,790  
150,000   

3.36%, 05/25/2045(1)(6)

     150,138  
215,000   

5.50%, 04/25/2020(1)(6)

     222,140  
210,000   

JP Morgan Chase Commercial Mortgage Securities Trust
3.91%, 01/15/2049

     212,677  
900,000   

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

     880,943  
400,000   

SFAVE Commercial Mortgage Securities Trust
4.14%, 01/05/2043(1)(6)

     384,380  
     

 

 

 
        5,615,284  
     

 

 

 
  

Whole Loan Collateral CMO - 0.3%

 

185,989   

Angel Oak Mortgage Trust LLC
2.71%, 11/25/2047(1)(6)

     184,503  
345,187   

COLT Mortgage Loan Trust
2.93%, 02/25/2048(1)(6)

     343,589  
  

Deephaven Residential Mortgage Trust

 

206,059   

2.45%, 06/25/2047(1)(6)

     203,501  
200,131   

2.58%, 10/25/2047(1)(6)

     198,619  
77,453   

2.73%, 12/26/2046(1)(6)

     77,080  
326,947   

2.98%, 12/25/2057(1)(6)

     324,586  
161,212   

Finance of America Structured Securities Trust
2.32%, 11/25/2027(1)(6)

     160,965  
317,630   

MetLife Securitization Trust
3.00%, 04/25/2055(1)(6)

     311,104  
  

Mill City Mortgage Loan Trust

 

110,812   

2.50%, 04/25/2057(1)(6)

     108,216  
368,013   

2.75%, 01/25/2061(1)(6)

     359,927  
409,776   

New Residential Mortgage Loan Trust
4.00%, 04/25/2057(1)(6)

     412,054  
256,037   

Towd Point Mortgage Trust
2.25%, 04/25/2056(1)(6)

     249,788  
90,000   

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

     90,929  
     

 

 

 
        3,024,861  
     

 

 

 
  

Total Asset & Commercial Mortgage Backed Securities
(cost $36,630,967)

   $ 36,032,618  
     

 

 

 

Corporate Bonds - 22.0%

 

  

Aerospace/Defense - 0.2%

 

600,000   

BAE Systems Holdings, Inc.
3.85%, 12/15/2025(1)

     593,026  
970,000   

General Dynamics Corp.
2.88%, 05/11/2020

     968,643  
  

Lockheed Martin Corp.

 

115,000   

2.50%, 11/23/2020

     113,512  


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $       400,000   

4.07%, 12/15/2042

   $ 392,810  
140,000   

4.50%, 05/15/2036

     147,025  
135,000   

4.85%, 09/15/2041

     143,704  
     

 

 

 
                  2,358,720  
     

 

 

 
  

Agriculture - 0.4%

 

  

Altria Group, Inc.

 

140,000   

4.50%, 05/02/2043

     135,042  
420,000   

4.75%, 05/05/2021

     436,479  
1,305,000   

BAT Capital Corp.
3.56%, 08/15/2027(1)

     1,234,133  
  

BAT International Finance plc

 

160,000   

2.75%, 06/15/2020(1)

     158,473  
565,000   

3.25%, 06/07/2022(1)

     553,611  
65,000   

3.50%, 06/15/2022(1)

     64,357  
1,250,000   

Imperial Brands Finance plc
3.75%, 07/21/2022(1)

     1,240,353  
  

Philip Morris International, Inc.

 

300,000   

2.63%, 03/06/2023

     287,923  
80,000   

4.88%, 11/15/2043

     83,612  
     

 

 

 
        4,193,983  
     

 

 

 
  

Airlines - 0.1%

 

529,523   

Continental Airlines, Inc.
5.98%, 10/19/2023

     558,911  
390,493   

Southwest Airlines Co.
6.15%, 02/01/2024

     412,494  
70,000   

United Airlines Class B Pass Through Trust
4.60%, 09/01/2027

     70,030  
     

 

 

 
        1,041,435  
     

 

 

 
  

Apparel - 0.1%

 

825,000   

Hanesbrands, Inc.
4.63%, 05/15/2024(1)

     802,312  
     

 

 

 
  

Auto Manufacturers - 0.6%

 

  

Daimler Finance North America LLC

 

600,000   

2.20%, 05/05/2020(1)

     588,534  
580,000   

2.30%, 02/12/2021(1)

     563,405  
1,725,000   

Fiat Chrysler Automobiles N.V.
4.50%, 04/15/2020

     1,746,563  
205,000   

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

     197,767  
1,675,000   

Ford Motor Credit Co. LLC
3.10%, 05/04/2023

     1,587,649  
  

General Motors Financial Co., Inc.

 

1,375,000   

3.70%, 05/09/2023

     1,346,746  
335,000   

3.95%, 04/13/2024

     328,035  
     

 

 

 
        6,358,699  
     

 

 

 
  

Auto Parts & Equipment - 0.0%

 

475,000   

Goodyear Tire & Rubber Co.
5.00%, 05/31/2026

     442,937  
     

 

 

 
  

Beverages - 0.2%

 

  

Anheuser-Busch InBev Finance, Inc.

 

370,000   

3.65%, 02/01/2026

     363,239  
105,000   

4.70%, 02/01/2036

     108,445  
270,000   

4.90%, 02/01/2046

     281,769  
  

Anheuser-Busch InBev Worldwide, Inc.

 

540,000   

3.50%, 01/12/2024

     538,103  
115,000   

3.75%, 07/15/2042

     102,564  
105,000   

4.38%, 04/15/2038

     104,174  
  

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

 

100,000   

2.38%, 11/26/2018

     100,009  
250,000   

3.88%, 11/26/2023

     251,750  
  

Molson Coors Brewing Co.

 

180,000   

3.50%, 05/01/2022

     178,948  


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $         40,000   

5.00%, 05/01/2042

   $ 40,947  
     

 

 

 
                  2,069,948  
     

 

 

 
  

Biotechnology - 0.2%

 

1,425,000   

Amgen, Inc.
2.65%, 05/11/2022

     1,384,953  
320,000   

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

     318,543  
  

Celgene Corp.

 

55,000   

2.25%, 05/15/2019

     54,776  
180,000   

3.55%, 08/15/2022

     179,206  
375,000   

3.63%, 05/15/2024

     369,123  
120,000   

Gilead Sciences, Inc.
2.55%, 09/01/2020

     118,745  
     

 

 

 
        2,425,346  
     

 

 

 
  

Chemicals - 0.4%

 

1,350,000   

CF Industries, Inc.
3.45%, 06/01/2023(8)

     1,292,625  
1,120,000   

CNAC HK Synbridge Co., Ltd.
5.00%, 05/05/2020

     1,129,263  
425,000   

LYB International Finance B.V.
3.50%, 03/02/2027

     402,738  
800,000   

Nutrien Ltd.
3.15%, 10/01/2022

     778,262  
425,000   

Olin Corp.
5.13%, 09/15/2027

     416,500  
     

 

 

 
        4,019,388  
     

 

 

 
  

Commercial Banks - 4.7%

 

  

Banco Santander S.A.

 

400,000   

3.13%, 02/23/2023

     382,456  
400,000   

3.85%, 04/12/2023

     395,723  
  

Bank of America Corp.

 

740,000   

2.63%, 10/19/2020

     731,442  
1,181,000   

3 mo. USD LIBOR + 1.040%, 3.42%, 12/20/2028(5)

     1,110,646  
450,000   

3 mo. USD LIBOR + 1.370%, 3.59%, 07/21/2028(5)

     427,975  
635,000   

4.00%, 04/01/2024

     640,896  
750,000   

4.20%, 08/26/2024

     753,513  
  

Bank of New York Mellon Corp.

 

440,000   

2.15%, 02/24/2020

     434,588  
200,000   

3.00%, 02/24/2025

     192,404  
700,000   

Banque Federative du Credit Mutuel S.A.
2.75%, 10/15/2020(1)

     690,222  
815,000   

Barclays plc
3.20%, 08/10/2021

     798,746  
695,000   

BB&T Corp.
3.20%, 09/03/2021

     691,259  
  

BNP Paribas S.A.

 

425,000   

2.40%, 12/12/2018

     424,810  
390,000   

2.95%, 05/23/2022(1)

     379,334  
405,000   

3.38%, 01/09/2025(1)

     384,478  
935,000   

3.50%, 11/16/2027(1)

     874,541  
  

BPCE S.A.

 

375,000   

2.50%, 12/10/2018

     374,861  
250,000   

3.00%, 05/22/2022(1)

     242,380  
800,000   

3.50%, 10/23/2027(1)

     739,710  
725,000   

5.15%, 07/21/2024(1)

     741,492  
1,200,000   

5.70%, 10/22/2023(1)

     1,255,226  
  

Capital One Financial Corp.

 

615,000   

3.75%, 04/24/2024

     603,716  
165,000   

4.20%, 10/29/2025

     161,706  
  

Citigroup, Inc.

 

255,000   

2.50%, 07/29/2019

     254,245  
1,000,000   

3 mo. USD LIBOR + 0.950%, 2.88%, 07/24/2023(5)

     966,720  
170,000   

3 mo. USD LIBOR + 1.151%, 3.52%, 10/27/2028(5)

     160,029  
925,000   

4.45%, 09/29/2027

     914,496  


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $       108,000   

5.30%, 05/06/2044

   $            112,592  
59,000   

8.13%, 07/15/2039

     85,341  
500,000   

Citizens Bank NA
2.55%, 05/13/2021

     486,671  
675,000   

Compass Bank
2.75%, 09/29/2019

     671,429  
  

Credit Agricole S.A.

 

360,000   

3.25%, 10/04/2024(1)

     340,876  
250,000   

3.75%, 04/24/2023(1)

     245,966  
500,000   

4.38%, 03/17/2025(1)

     489,825  
  

Credit Suisse AG

 

250,000   

2.30%, 05/28/2019

     249,104  
335,000   

3.63%, 09/09/2024

     331,353  
  

Credit Suisse Group AG

 

850,000   

3.57%, 01/09/2023(1)

     837,151  
250,000   

3 mo. USD LIBOR + 1.410%, 3.87%, 01/12/2029(1)(5)

     239,224  
950,000   

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

     945,430  
  

Deutsche Bank AG

 

700,000   

2.70%, 07/13/2020

     684,096  
425,000   

3.15%, 01/22/2021

     414,890  
670,000   

4.25%, 10/14/2021

     669,222  
250,000   

Discover Bank
3.10%, 06/04/2020

     248,887  
450,000   

Fifth Third Bancorp
2.88%, 10/01/2021

     443,031  
  

Goldman Sachs Group, Inc.

 

530,000   

3 mo. USD LIBOR + 1.201%, 3.27%, 09/29/2025(5)

     506,332  
1,325,000   

4.25%, 10/21/2025

     1,316,103  
470,000   

6.25%, 02/01/2041

     567,040  
  

HSBC Holdings plc

 

290,000   

3.40%, 03/08/2021

     290,014  
1,755,000   

3.60%, 05/25/2023

     1,744,499  
200,000   

3 mo. USD LIBOR + 1.546%, 4.04%, 03/13/2028(5)

     196,274  
225,000   

3 mo. USD LIBOR + 1.535%, 4.58%, 06/19/2029(5)

     228,391  
  

Huntington National Bank

 

535,000   

2.20%, 11/06/2018

     534,757  
580,000   

2.40%, 04/01/2020

     571,628  
720,000   

ING Groep N.V.
3.95%, 03/29/2027

     708,401  
  

JP Morgan Chase & Co.

 

650,000   

3.25%, 09/23/2022

     645,493  
180,000   

3.38%, 05/01/2023

     175,883  
230,000   

5.40%, 01/06/2042

     258,555  
100,000   

6.30%, 04/23/2019

     102,610  
550,000   

Korea Development Bank
2.50%, 03/11/2020

     542,227  
100,000   

Macquarie Bank Ltd.
2.40%, 01/21/2020(1)

     98,624  
920,000   

Macquarie Group Ltd.
3 mo. USD LIBOR + 1.330%, 4.15%, 03/27/2024(1)(5)

     912,508  
  

Morgan Stanley

 

425,000   

2.50%, 01/24/2019

     424,977  
320,000   

3.13%, 07/27/2026

     298,613  
550,000   

3.63%, 01/20/2027

     528,367  
875,000   

3.70%, 10/23/2024

     865,541  
575,000   

4.10%, 05/22/2023

     577,569  
550,000   

5.75%, 01/25/2021

     579,885  
125,000   

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

     128,942  
1,795,000   

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

     1,723,738  
625,000   

PNC Bank NA
3.10%, 10/25/2027

     590,276  
  

Santander Holdings USA, Inc.

 

205,000   

3.40%, 01/18/2023

     198,551  


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $    1,095,000   

3.70%, 03/28/2022

   $           1,086,691  
640,000   

Santander UK plc
2.50%, 03/14/2019

     639,538  
575,000   

Skandinaviska Enskilda Banken AB
2.45%, 05/27/2020(1)

     566,561  
615,000   

Societe Generale S.A.
3.25%, 01/12/2022(1)

     601,309  
200,000   

SunTrust Bank
3.30%, 05/15/2026

     188,234  
410,000   

Synchrony Bank
3.65%, 05/24/2021

     406,094  
165,000   

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

     165,574  
540,000   

UBS AG
2.20%, 06/08/2020(1)

     529,123  
  

UBS Group Funding Switzerland AG

 

785,000   

2.95%, 09/24/2020(1)

     777,360  
550,000   

3.00%, 04/15/2021(1)

     543,218  
1,794,000   

Wells Fargo & Co.
4.48%, 01/16/2024

     1,833,868  
     

 

 

 
        45,876,070  
     

 

 

 
  

Commercial Services - 0.6%

 

725,000   

Avis Budget Car Rental LLC / Avis Budget Finance, Inc.
5.50%, 04/01/2023(8)

     714,125  
  

Catholic Health Initiatives

 

155,000   

2.60%, 08/01/2018

     155,000  
597,000   

2.95%, 11/01/2022

     576,328  
70,000   

4.35%, 11/01/2042

     65,299  
  

ERAC USA Finance LLC

 

140,000   

2.35%, 10/15/2019(1)

     138,750  
510,000   

4.50%, 08/16/2021(1)

     523,488  
550,000   

5.63%, 03/15/2042(1)

     599,998  
775,000   

Service Corp. International
5.38%, 05/15/2024

     784,688  
730,000   

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

     733,359  
1,350,000   

United Rentals North America, Inc.
5.75%, 11/15/2024

     1,380,375  
     

 

 

 
        5,671,410  
     

 

 

 
  

Construction Materials - 0.0%

 

475,000   

American Woodmark Corp.
4.88%, 03/15/2026(1)

     452,437  
     

 

 

 
  

Distribution/Wholesale - 0.1%

 

525,000   

American Builders & Contractors Supply Co., Inc.
5.88%, 05/15/2026(1)

     523,031  
     

 

 

 
  

Diversified Financial Services - 0.7%

 

  

Capital One Bank USA NA

 

345,000   

2.15%, 11/21/2018

     344,610  
700,000   

3.38%, 02/15/2023

     682,250  
575,000   

CDP Financial, Inc.
4.40%, 11/25/2019(1)

     586,508  
655,000   

LeasePlan Corp. N.V.
2.88%, 01/22/2019(1)

     654,087  
1,525,000   

Navient Corp.
5.50%, 01/25/2023

     1,490,687  
1,575,000   

Springleaf Finance Corp.
6.00%, 06/01/2020

     1,622,250  
  

Synchrony Financial

 

130,000   

2.60%, 01/15/2019

     129,843  
490,000   

2.70%, 02/03/2020

     483,595  
400,000   

3.00%, 08/15/2019

     399,408  
     

 

 

 
        6,393,238  
     

 

 

 


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

Electric - 2.1%

 

        $    1,410,000   

American Electric Power Co., Inc.
3.20%, 11/13/2027

   $           1,314,276  
335,000   

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

     340,472  
1,230,000   

Cleveland Electric Illuminating Co.
3.50%, 04/01/2028(1)

     1,168,171  
  

Dominion Energy, Inc.

 

559,000   

3.63%, 12/01/2024

     544,438  
510,000   

4.10%, 04/01/2021(7)

     516,473  
320,000   

2.96%, 07/01/2019(7)

     320,179  
275,000   

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

     341,258  
  

Duke Energy Corp.

 

105,000   

2.65%, 09/01/2026

     95,324  
550,000   

3.05%, 08/15/2022

     540,386  
2,025,000   

Dynegy, Inc.
7.63%, 11/01/2024

     2,169,889  
  

Electricite de France S.A.

 

85,000   

4.88%, 01/22/2044(1)

     85,756  
525,000   

10 year USD Swap + 3.041%, 5.63%, 01/22/2024(1)(5)(9)

     519,487  
110,000   

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

     107,363  
190,000   

Entergy Corp.
2.95%, 09/01/2026

     174,206  
360,000   

Eversource Energy
2.90%, 10/01/2024

     340,984  
505,000   

Fortis, Inc.
3.06%, 10/04/2026

     462,593  
425,000   

Indianapolis Power and Light Co.
6.60%, 06/01/2037(1)

     536,598  
205,000   

Infraestructura Energetica Nova S.A.B. de C.V.
4.88%, 01/14/2048(1)

     178,862  
555,000   

NextEra Energy Capital Holdings, Inc.
3.55%, 05/01/2027

     535,468  
550,000   

NRG Energy, Inc.
6.63%, 01/15/2027

     566,500  
550,000   

Oglethorpe Power Corp.
5.25%, 09/01/2050

     590,146  
  

Oncor Electric Delivery Co. LLC

 

115,000   

2.95%, 04/01/2025

     110,022  
340,000   

4.10%, 06/01/2022

     347,598  
  

Pacific Gas & Electric Co.

 

135,000   

3.85%, 11/15/2023

     132,617  
17,000   

4.30%, 03/15/2045

     15,518  
20,000   

4.75%, 02/15/2044

     19,207  
380,000   

5.13%, 11/15/2043

     379,529  
475,000   

5.40%, 01/15/2040

     487,265  
346,000   

5.80%, 03/01/2037

     369,144  
100,000   

6.05%, 03/01/2034

     110,181  
85,000   

6.25%, 03/01/2039

     94,947  
20,000   

6.35%, 02/15/2038

     21,933  
  

SCANA Corp.

 

631,000   

4.13%, 02/01/2022

     623,400  
1,085,000   

4.75%, 05/15/2021(8)

     1,094,473  
1,110,000   

6.25%, 04/01/2020

     1,142,301  
  

South Carolina Electric & Gas Co.

 

50,000   

4.35%, 02/01/2042

     48,375  
105,000   

4.60%, 06/15/2043

     105,387  
370,000   

6.05%, 01/15/2038

     420,805  
750,000   

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

     841,838  
  

Southern Co.

 

575,000   

2.75%, 06/15/2020

     569,992  
605,000   

2.95%, 07/01/2023

     586,392  


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

State Grid Overseas Investment Ltd.

 

        $       380,000   

2.75%, 05/07/2019(1)

   $ 378,700  
520,000   

2.75%, 05/04/2022(1)

     503,101  
520,000   

3.50%, 05/04/2027(1)(8)

     496,247  
     

 

 

 
                20,347,801  
     

 

 

 
  

Electrical Components & Equipment - 0.1%

 

600,000   

WESCO Distribution, Inc.
5.38%, 06/15/2024

     589,500  
     

 

 

 
  

Engineering & Construction - 0.1%

 

505,000   

Mexico City Airport Trust
5.50%, 07/31/2047(1)

     453,116  
  

SBA Tower Trust

 

355,000   

2.88%, 07/10/2046(1)

     347,041  
300,000   

3.45%, 03/15/2048(1)

     295,964  
     

 

 

 
        1,096,121  
     

 

 

 
  

Food - 0.6%

 

  

Kraft Heinz Foods Co.

 

840,000   

3.00%, 06/01/2026

     769,848  
485,000   

4.00%, 06/15/2023

     486,778  
520,000   

4.38%, 06/01/2046

     462,306  
  

Kroger Co.

 

125,000   

3.30%, 01/15/2021

     125,180  
780,000   

4.00%, 02/01/2024

     779,918  
975,000   

Post Holdings, Inc.
5.00%, 08/15/2026(1)

     918,937  
510,000   

Sigma Alimentos S.A. de C.V.
4.13%, 05/02/2026(1)

     501,024  
550,000   

Sigma Holdco B.V.
7.88%, 05/15/2026(1)

     506,000  
1,100,000   

TreeHouse Foods, Inc.
4.88%, 03/15/2022

     1,100,330  
     

 

 

 
        5,650,321  
     

 

 

 
  

Food Service - 0.0%

 

425,000   

Aramark Services, Inc.
5.00%, 02/01/2028(1)

     409,997  
     

 

 

 
  

Forest Products & Paper - 0.1%

 

750,000   

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

     744,263  
     

 

 

 
  

Gas - 0.1%

 

125,000   

Boston Gas Co.
3.15%, 08/01/2027(1)

     117,781  
359,000   

CenterPoint Energy Resources Corp.
4.50%, 01/15/2021

     366,257  
560,000   

KeySpan Gas East Corp.
2.74%, 08/15/2026(1)

     515,794  
     

 

 

 
        999,832  
     

 

 

 
  

Healthcare-Products - 0.1%

 

  

Medtronic, Inc.

 

110,000   

2.50%, 03/15/2020

     109,188  
405,000   

3.15%, 03/15/2022

     402,733  
245,000   

3.50%, 03/15/2025

     244,013  
65,000   

3.63%, 03/15/2024

     65,255  
     

 

 

 
        821,189  
     

 

 

 
  

Healthcare-Services - 1.0%

 

495,000   

Aetna, Inc.
2.80%, 06/15/2023

     474,238  
  

Anthem, Inc.

 

631,000   

3.30%, 01/15/2023

     621,043  
130,000   

4.10%, 03/01/2028

     128,028  
175,000   

4.38%, 12/01/2047

     166,491  
225,000   

4.65%, 08/15/2044

     220,960  
40,000   

Ascension Health
4.85%, 11/15/2053

     44,588  


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $       305,000   

Catholic Health Initiatives
4.20%, 08/01/2023

   $              309,884  
  

Dignity Health

 

35,000   

2.64%, 11/01/2019

     34,954  
214,000   

3.81%, 11/01/2024

     212,437  
552,000   

4.50%, 11/01/2042

     524,868  
1,375,000   

Envision Healthcare Corp.
5.63%, 07/15/2022

     1,405,937  
1,700,000   

HCA, Inc.
7.50%, 02/15/2022

     1,867,875  
715,000   

Humana, Inc.
2.90%, 12/15/2022

     691,442  
120,000   

Kaiser Foundation Hospitals
3.50%, 04/01/2022

     120,841  
80,000   

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

     81,161  
565,000   

Mercy Health
3.56%, 08/01/2027

     546,211  
185,000   

Providence St Joseph Health Obligated Group
3.93%, 10/01/2048

     175,036  
720,000   

SSM Health Care Corp.
3.82%, 06/01/2027

     711,227  
85,000   

Stanford Health Care
3.80%, 11/15/2048

     80,615  
  

UnitedHealth Group, Inc.

 

220,000   

3.35%, 07/15/2022

     220,390  
340,000   

3.75%, 07/15/2025

     341,474  
380,000   

3.85%, 06/15/2028

     382,763  
     

 

 

 
        9,362,463  
     

 

 

 
  

Household Products - 0.1%

 

668,664   

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

     722,414  
     

 

 

 
  

Insurance - 0.4%

 

415,000   

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

     406,212  
  

Chubb INA Holdings, Inc.

 

120,000   

2.30%, 11/03/2020

     117,903  
185,000   

3.35%, 05/15/2024

     182,479  
115,000   

Five Corners Funding Trust
4.42%, 11/15/2023(1)

     118,281  
515,000   

Jackson National Life Global Funding
3.25%, 01/30/2024(1)

     501,963  
100,000   

Liberty Mutual Group, Inc.
4.25%, 06/15/2023(1)

     101,148  
165,000   

Loews Corp.
2.63%, 05/15/2023

     157,952  
  

MetLife, Inc.

 

485,000   

3.60%, 04/10/2024

     483,185  
160,000   

4.88%, 11/13/2043

     169,366  
  

Prudential Financial, Inc.

 

200,000   

3.50%, 05/15/2024

     199,106  
300,000   

4.50%, 11/15/2020

     308,152  
100,000   

Teachers Insurance & Annuity Association of America
4.90%, 09/15/2044(1)

     105,723  
645,000   

Trinity Acquisition plc
4.40%, 03/15/2026

     640,423  
     

 

 

 
        3,491,893  
     

 

 

 
  

Internet - 0.3%

 

  

Alibaba Group Holding Ltd.

 

370,000   

3.40%, 12/06/2027

     346,683  
1,030,000   

3.60%, 11/28/2024

     1,016,207  
  

Amazon.com, Inc.

 

285,000   

2.50%, 11/29/2022

     276,983  
195,000   

4.25%, 08/22/2057

     197,068  


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $       530,000   

4.80%, 12/05/2034

   $ 586,434  
100,000   

4.95%, 12/05/2044

     113,202  
445,000   

Tencent Holdings Ltd.
3.60%, 01/19/2028(1)

     424,388  
     

 

 

 
                  2,960,965  
     

 

 

 
  

Iron/Steel - 0.2%

 

975,000   

AK Steel Corp.
7.00%, 03/15/2027(8)

     925,031  
750,000   

Steel Dynamics, Inc.
5.50%, 10/01/2024

     765,938  
     

 

 

 
        1,690,969  
     

 

 

 
  

IT Services - 0.1%

 

  

Apple, Inc.

 

25,000   

2.45%, 08/04/2026

     23,081  
300,000   

2.85%, 05/06/2021

     299,171  
225,000   

3.00%, 02/09/2024

     221,382  
170,000   

3.25%, 02/23/2026

     166,812  
270,000   

3.45%, 05/06/2024

     271,378  
35,000   

4.45%, 05/06/2044

     37,098  
     

 

 

 
        1,018,922  
     

 

 

 
  

Lodging - 0.3%

 

1,050,000   

Boyd Gaming Corp.
6.38%, 04/01/2026

     1,073,625  
475,000   

Hilton Domestic Operating Co., Inc.
5.13%, 05/01/2026(1)

     475,000  
450,000   

Marriott International, Inc.
2.88%, 03/01/2021

     443,100  
1,025,000   

Wyndham Hotels & Resorts, Inc.
5.38%, 04/15/2026(1)

     1,023,719  
     

 

 

 
        3,015,444  
     

 

 

 
  

Machinery-Construction & Mining - 0.1%

 

400,000   

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

     396,041  
170,000   

Caterpillar, Inc.
3.40%, 05/15/2024

     169,672  
     

 

 

 
        565,713  
     

 

 

 
  

Media - 1.2%

 

  

21st Century Fox America, Inc.

 

180,000   

4.00%, 10/01/2023

     182,767  
220,000   

4.50%, 02/15/2021

     225,798  
300,000   

4.75%, 09/15/2044

     320,283  
1,450,000   

Altice France S.A.
6.00%, 05/15/2022(1)

     1,494,515  
  

CCO Holdings LLC / CCO Holdings Capital Corp.

 

825,000   

5.00%, 02/01/2028(1)

     774,984  
450,000   

5.13%, 05/01/2023(1)

     448,875  
  

Charter Communications Operating LLC / Charter Communications Operating Capital

 

210,000   

5.38%, 05/01/2047

     201,744  
65,000   

6.48%, 10/23/2045

     70,919  
  

Comcast Corp.

 

450,000   

3.13%, 07/15/2022

     443,668  
158,000   

4.05%, 11/01/2052

     142,052  
450,000   

4.40%, 08/15/2035

     444,442  
34,000   

6.40%, 05/15/2038

     40,966  
  

Cox Communications, Inc.

 

35,000   

4.60%, 08/15/2047(1)

     32,219  
920,000   

4.80%, 02/01/2035(1)

     858,886  
600,000   

CSC Holdings LLC
5.25%, 06/01/2024

     577,500  
750,000   

DISH DBS Corp.
5.88%, 07/15/2022

     701,250  
200,000   

Sinclair Television Group, Inc.
5.38%, 04/01/2021

     201,250  


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

Sky plc

 

        $       200,000   

2.63%, 09/16/2019(1)

   $ 198,444  
920,000   

3.75%, 09/16/2024(1)

     913,252  
  

Time Warner Cable LLC

 

80,000   

6.55%, 05/01/2037

     87,776  
60,000   

7.30%, 07/01/2038

     69,497  
106,000   

8.25%, 04/01/2019

     109,542  
5,000   

8.75%, 02/14/2019

     5,153  
30,000   

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

     34,839  
725,000   

Unitymedia GmbH
6.13%, 01/15/2025(1)

     753,928  
575,000   

Univision Communications, Inc.
5.13%, 02/15/2025(1)

     533,313  
  

Viacom, Inc.

 

145,000   

3.88%, 12/15/2021

     145,387  
875,000   

4.25%, 09/01/2023

     878,523  
950,000   

Warner Media LLC
3.60%, 07/15/2025

     914,208  
     

 

 

 
                11,805,980  
     

 

 

 
  

Metal Fabricate/Hardware - 0.0%

 

475,000   

Novelis Corp.
5.88%, 09/30/2026(1)

     455,406  
     

 

 

 
  

Mining - 0.2%

 

850,000   

Alcoa Nederland Holding B.V.
6.13%, 05/15/2028(1)

     875,500  
725,000   

Glencore Finance Canada Ltd.
4.25%, 10/25/2022(1)

     725,254  
     

 

 

 
        1,600,754  
     

 

 

 
  

Miscellaneous Manufacturing - 0.1%

 

850,000   

Siemens Financieringsmaatschappij N.V.
3.13%, 03/16/2024(1)

     828,511  
     

 

 

 
  

Oil & Gas - 1.4%

 

495,000   

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

     509,831  
450,000   

BG Energy Capital plc
4.00%, 10/15/2021(1)

     455,841  
  

BP Capital Markets plc

 

130,000   

3.25%, 05/06/2022

     129,509  
570,000   

3.81%, 02/10/2024

     576,481  
25,000   

3.99%, 09/26/2023

     25,514  
575,000   

4.75%, 03/10/2019

     582,316  
  

ConocoPhillips Co.

 

15,000   

4.30%, 11/15/2044

     15,488  
40,000   

4.95%, 03/15/2026

     43,078  
  

Equinor ASA

 

70,000   

2.25%, 11/08/2019

     69,418  
30,000   

2.45%, 01/17/2023

     28,882  
95,000   

2.75%, 11/10/2021

     93,545  
355,000   

2.90%, 11/08/2020

     353,930  
35,000   

3.25%, 11/10/2024

     34,463  
5,000   

3.70%, 03/01/2024

     5,050  
265,000   

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

     261,506  
3,700,000   

Petrobras Global Finance B.V.
6.00%, 01/27/2028(10)

     3,500,940  
  

Petroleos Mexicanos

 

80,000   

5.38%, 03/13/2022

     82,160  
1,300,000   

5.50%, 01/21/2021

     1,339,130  
3,000,000   

5.50%, 06/27/2044

     2,484,900  
75,000   

6.35%, 02/12/2048(1)

     66,656  
1,100,000   

6.75%, 09/21/2047

     1,018,941  
755,000   

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

     799,933  


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $       200,000   

Shell International Finance B.V.
4.38%, 03/25/2020

   $ 204,809  
890,000   

Sinopec Group Overseas Development Ltd.
2.50%, 04/28/2020(1)

     876,016  
30,000   

Statoil ASA
2.65%, 01/15/2024

     28,773  
325,000   

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

     316,365  
     

 

 

 
                13,903,475  
     

 

 

 
  

Oil & Gas Services - 0.0%

 

250,000   

Schlumberger Holdings Corp.
3.00%, 12/21/2020(1)

     248,676  
     

 

 

 
  

Packaging & Containers - 0.2%

 

775,000   

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.
4.25%, 09/15/2022(1)

     761,437  
485,000   

Crown Americas LLC / Crown Americas Capital Corp. V
4.25%, 09/30/2026

     438,775  
725,000   

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
5.13%, 07/15/2023(1)

     720,940  
     

 

 

 
        1,921,152  
     

 

 

 
  

Pharmaceuticals - 1.1%

 

  

Allergan Funding SCS

 

300,000   

3.00%, 03/12/2020

     298,769  
450,000   

3.45%, 03/15/2022

     444,912  
975,000   

3.80%, 03/15/2025

     956,623  
340,000   

4.55%, 03/15/2035

     331,597  
125,000   

4.85%, 06/15/2044

     123,289  
  

Allergan Sales LLC

 

121,000   

4.88%, 02/15/2021(1)

     124,743  
225,000   

5.00%, 12/15/2021(1)

     233,664  
575,000   

Bausch Health Cos., Inc.
6.13%, 04/15/2025(1)

     539,063  
515,000   

Bayer U.S. Finance LLC
4.25%, 12/15/2025(1)

     520,802  
  

Cardinal Health, Inc.

 

195,000   

2.40%, 11/15/2019

     193,128  
230,000   

3.08%, 06/15/2024

     217,319  
730,000   

3.50%, 11/15/2024

     702,561  
200,000   

4.50%, 11/15/2044

     182,277  
1,035,000   

CVS Health Corp.
4.10%, 03/25/2025

     1,034,846  
705,000   

EMD Finance LLC
2.95%, 03/19/2022(1)

     688,880  
315,000   

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

     313,271  
  

McKesson Corp.

 

25,000   

2.85%, 03/15/2023

     23,855  
535,000   

3.80%, 03/15/2024

     528,969  
  

Merck & Co., Inc.

 

430,000   

2.75%, 02/10/2025

     414,201  
315,000   

2.80%, 05/18/2023

     308,393  
125,000   

4.15%, 05/18/2043

     129,550  
105,000   

Mylan N.V.
3.95%, 06/15/2026

     101,082  
  

Mylan, Inc.

 

460,000   

4.55%, 04/15/2028(1)

     453,372  
195,000   

5.20%, 04/15/2048(1)

     191,893  
225,000   

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

     216,015  
1,865,000   

Teva Pharmaceutical Finance Netherlands B.V.
2.80%, 07/21/2023

     1,685,429  
     

 

 

 
        10,958,503  
     

 

 

 


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

Pipelines - 0.6%

 

        $           95,000   

Andeavor Logistics L.P. / Tesoro Logistics Finance Corp.
3.50%, 12/01/2022

   $ 93,359  
400,000   

Columbia Pipeline Group, Inc.
4.50%, 06/01/2025

     401,046  
340,000   

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

     344,284  
214,000   

Energy Transfer Partners L.P.
7.60%, 02/01/2024

     240,206  
250,000   

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

     249,570  
1,010,000   

EQT Midstream Partners L.P.
4.75%, 07/15/2023

               1,016,982  
  

Kinder Morgan Energy Partners L.P.

 

419,000   

4.25%, 09/01/2024

     422,350  
275,000   

4.30%, 05/01/2024

     277,778  
750,000   

MPLX L.P.
4.00%, 03/15/2028

     725,867  
977,000   

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

     942,684  
  

Sunoco Logistics Partners Operations L.P.

 

300,000   

3.90%, 07/15/2026

     284,610  
130,000   

4.40%, 04/01/2021

     132,115  
400,000   

5.35%, 05/15/2045

     378,629  
780,000   

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

     773,579  
     

 

 

 
        6,283,059  
     

 

 

 
  

Real Estate - 0.1%

 

650,000   

WEA Finance LLC / Westfield UK & Europe Finance plc
2.70%, 09/17/2019(1)

     647,208  
     

 

 

 
  

Real Estate Investment Trusts - 0.7%

 

  

American Tower Corp.

 

450,000   

3.45%, 09/15/2021

     448,760  
150,000   

4.40%, 02/15/2026

     150,110  
240,000   

5.00%, 02/15/2024

     250,418  
150,000   

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

     150,986  
785,000   

Brandywine Operating Partnership L.P.
3.95%, 11/15/2027

     745,856  
  

Crown Castle International Corp.

 

265,000   

3.65%, 09/01/2027

     248,857  
215,000   

3.80%, 02/15/2028

     204,458  
425,000   

DDR Corp.
4.63%, 07/15/2022

     434,465  
2,450,000   

Equinix, Inc.
5.38%, 01/01/2022

     2,532,687  
670,000   

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

     654,723  
600,000   

MGM Growth Properties Operating Partnership L.P. / MGP Finance Co-Issuer, Inc.
5.63%, 05/01/2024

     613,500  
345,000   

Scentre Group Trust
2.38%, 11/05/2019(1)

     340,543  
600,000   

Starwood Property Trust, Inc.
4.75%, 03/15/2025(1)

     592,500  
     

 

 

 
        7,367,863  
     

 

 

 
  

Retail - 0.4%

 

525,000   

Beacon Roofing Supply, Inc.
4.88%, 11/01/2025(1)

     489,064  
  

CVS Health Corp.

 

450,000   

3.88%, 07/20/2025

     443,193  
695,000   

4.00%, 12/05/2023

     696,029  
160,000   

4.88%, 07/20/2035

     162,515  
215,000   

5.13%, 07/20/2045

     223,705  


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $         600,000   

KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC
5.00%, 06/01/2024(1)

   $ 594,000  
450,000   

L Brands, Inc.
5.25%, 02/01/2028(8)

     396,000  
600,000   

Lowe’s Cos., Inc.
4.63%, 04/15/2020

     612,740  
     

 

 

 
                  3,617,246  
     

 

 

 
  

Semiconductors - 0.2%

 

570,000   

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

     551,464  
345,000   

Microchip Technology, Inc.
3.92%, 06/01/2021(1)

     345,685  
1,575,000   

NXP B.V. / NXP Funding LLC
4.13%, 06/15/2020(1)

     1,580,906  
     

 

 

 
        2,478,055  
     

 

 

 
  

Software - 0.5%

 

1,750,000   

First Data Corp.
7.00%, 12/01/2023(1)

     1,830,938  
  

Microsoft Corp.

 

475,000   

2.40%, 08/08/2026

     440,302  
610,000   

2.88%, 02/06/2024

     597,851  
365,000   

3.70%, 08/08/2046

     354,486  
915,000   

Oracle Corp.
3.25%, 11/15/2027

     887,457  
475,000   

Western Digital Corp.
4.75%, 02/15/2026

     466,984  
     

 

 

 
        4,578,018  
     

 

 

 
  

Telecommunications - 1.0%

 

775,000   

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

     757,962  
  

AT&T, Inc.

 

65,000   

3.95%, 01/15/2025

     64,021  
500,000   

4.10%, 02/15/2028(1)

     481,862  
460,000   

4.45%, 04/01/2024

     468,805  
215,000   

4.75%, 05/15/2046

     197,134  
3,000   

5.35%, 09/01/2040

     2,975  
875,000   

CenturyLink, Inc.
5.80%, 03/15/2022

     873,906  
325,000   

Embarq Corp.
8.00%, 06/01/2036

     305,500  
165,000   

GTP Acquisition Partners I LLC
2.35%, 06/15/2045(1)

     161,810  
425,000   

Nokia Oyj
4.38%, 06/12/2027

     402,645  
  

Orange S.A.

 

650,000   

4.13%, 09/14/2021

     662,937  
200,000   

9.00%, 03/01/2031

     278,764  
1,275,000   

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

     1,227,187  
835,000   

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
4.74%, 03/20/2025(1)

     828,737  
875,000   

Telecom Italia Capital S.A.
6.00%, 09/30/2034

     859,687  
  

Verizon Communications, Inc.

 

450,000   

2.95%, 03/15/2022

     441,761  
45,000   

3.45%, 03/15/2021

     45,056  
1,266,000   

4.52%, 09/15/2048

     1,210,314  
175,000   

4.67%, 03/15/2055

     164,592  
130,000   

4.75%, 11/01/2041

     127,712  
93,000   

4.81%, 03/15/2039

     93,714  
     

 

 

 
        9,657,081  
     

 

 

 


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

   Toys/Games/Hobbies - 0.1%

 

        $         525,000   

Mattel, Inc.
6.75%, 12/31/2025(1)

   $ 508,594  
     

 

 

 
   Transportation - 0.2%

 

  

FedEx Corp.

 

80,000   

2.70%, 04/15/2023

     77,039  
280,000   

4.90%, 01/15/2034

     295,486  
300,000   

5.10%, 01/15/2044

     319,702  
  

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

 

405,000   

3.20%, 07/15/2020(1)

     402,702  
400,000   

3.38%, 02/01/2022(1)

     393,890  
730,000   

3.95%, 03/10/2025(1)

     721,250  
     

 

 

 
     2,210,069  
     

 

 

 
   Water - 0.0%

 

240,000   

American Water Capital Corp.
2.95%, 09/01/2027

     227,014  
     

 

 

 
  

Total Corporate Bonds
(cost $218,218,028)

   $       215,413,425  
     

 

 

 

Foreign Government Obligations - 1.6%

 

   Hungary - 0.3%

 

HUF 894,000,000   

Hungary Government Bond
3.00%, 10/27/2027

     3,199,484  
     

 

 

 
   Japan - 0.1%

 

  

Japan Bank for International Cooperation

 

$         510,000   

2.13%, 06/01/2020

     502,355  
776,000   

2.13%, 07/21/2020

     762,646  
     

 

 

 
     1,265,001  
     

 

 

 
   Mexico - 0.0%

 

222,000   

Mexico Government International Bond
4.00%, 10/02/2023

     222,832  
     

 

 

 
   Qatar - 0.4%

 

  

Qatar Government International Bond

 

2,320,000   

2.38%, 06/02/2021(1)

     2,250,400  
565,000   

3.88%, 04/23/2023(1)

     567,090  
270,000   

5.10%, 04/23/2048(1)

     275,746  
660,000   

5.25%, 01/20/2020(1)

     678,975  
     

 

 

 
     3,772,211  
     

 

 

 
   Romania - 0.3%

 

RON     9,500,000   

Romania Government Bond
5.80%, 07/26/2027

     2,550,059  
     

 

 

 
   Saudi Arabia - 0.1%

 

  

Saudi Government International Bond

 

$         265,000   

2.38%, 10/26/2021(1)

     254,861  
660,000   

2.88%, 03/04/2023(1)

     633,996  
350,000   

4.00%, 04/17/2025(1)

     349,747  
     

 

 

 
     1,238,604  
     

 

 

 
   South Africa - 0.3%

 

ZAR   36,700,000   

Republic of South Africa Government Bond
8.75%, 02/28/2048

     2,587,326  
     

 

 

 
  

South Korea - 0.1%

 

$         680,000   

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

     672,847  
     

 

 

 
  

Total Foreign Government Obligations
(cost $15,416,992)

   $ 15,508,364  
     

 

 

 

Municipal Bonds - 1.0%

 

   General - 0.4%

 

  

Chicago, IL, Transit Auth

 

475,000   

6.30%, 12/01/2021

     499,058  
600,000   

6.90%, 12/01/2040

     775,686  


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $         140,000   

City of Sacramento, CA
6.42%, 08/01/2023

   $              157,923  
  

Kansas, Development FA

 

395,000   

4.93%, 04/15/2045

     427,090  
280,000   

5.37%, 05/01/2026

     298,326  
125,000   

New Jersey State, Econ DA
3.88%, 06/15/2019

     125,814  
1,020,000   

New York State Urban Development Corp.
2.10%, 03/15/2022

     999,692  
240,000   

San Jose Redev. Agcy. Successor Agcy.
3.38%, 08/01/2034

     227,028  
     

 

 

 
        3,510,617  
     

 

 

 
  

General Obligation - 0.3%

 

  

California State, GO Taxable

 

525,000   

7.35%, 11/01/2039

     743,636  
130,000   

7.55%, 04/01/2039

     191,886  
130,000   

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

     160,694  
1,475,000   

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

     1,431,768  
840,000   

State of Connecticut, GO
2.99%, 01/15/2023

     817,715  
     

 

 

 
        3,345,699  
     

 

 

 
  

Medical - 0.1%

 

  

University of California, Regents MedCenter Pooled Rev

 

150,000   

6.55%, 05/15/2048

     200,236  
190,000   

6.58%, 05/15/2049

     252,195  
     

 

 

 
        452,431  
     

 

 

 
  

Power - 0.0%

 

100,000   

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

     100,346  
     

 

 

 
  

Transportation - 0.2%

 

350,000   

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

     432,190  
255,000   

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

     323,575  
  

New York and New Jersey PA, Taxable Rev

 

140,000   

4.81%, 10/15/2065

     154,686  
185,000   

5.86%, 12/01/2024

     210,582  
115,000   

6.04%, 12/01/2029

     137,755  
285,000   

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

     401,397  
     

 

 

 
        1,660,185  
     

 

 

 
  

Utility - Electric - 0.0%

 

305,000   

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

     382,812  
     

 

 

 
  

Total Municipal Bonds
(cost $8,917,260)

   $ 9,452,090  
     

 

 

 

U.S. Government Agencies - 0.1%

 

  

Mortgage-Backed Agencies - 0.1%

 

  

FHLMC - 0.0%

 

$           34,081   

FHLMC

   $ 34,896  
     

 

 

 
  

FNMA - 0.0%

 

14,299   

4.50%, 04/01/2041

     14,985  
418,268   

1 mo. USD LIBOR + 0.400%, 2.49%, 10/25/2024(5)

     418,928  
     

 

 

 
        433,913  
     

 

 

 
  

GNMA - 0.1%

 

1,860   

6.00%, 06/20/2024

     1,990  
714   

6.00%, 11/20/2023

     765  
1,078   

6.00%, 12/20/2023

     1,165  
190   

6.00%, 01/20/2024

     204  


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $             677   

6.00%, 02/20/2024

   $ 725  
8,066   

6.00%, 04/20/2028

     8,830  
20,157   

6.00%, 07/20/2028

     22,057  
21,200   

6.00%, 08/20/2028

     23,214  
149   

6.00%, 02/20/2026

     159  
703   

6.00%, 02/20/2027

     753  
185   

6.00%, 01/20/2028

     198  
5,656   

6.00%, 02/20/2028

     6,067  
21,331   

6.00%, 03/20/2029

     23,373  
22,725   

6.00%, 09/20/2029

     24,805  
3,401   

6.00%, 06/20/2030

     3,646  
22,743   

6.00%, 04/20/2030

     24,382  
5,392   

6.00%, 10/15/2028

     5,849  
3,102   

6.00%, 06/15/2028

     3,391  
25,547   

6.00%, 11/15/2028

     27,744  
2,322   

6.00%, 08/15/2034

     2,526  
19   

6.50%, 04/15/2026

     21  
9,310   

6.50%, 06/15/2029

     10,219  
31,045   

6.50%, 03/15/2028

     34,078  
4,302   

6.50%, 05/15/2028

     4,722  
16,082   

6.50%, 07/15/2028

     17,653  
916   

6.50%, 12/15/2028

     1,005  
7,492   

6.50%, 05/15/2029

     8,238  
11,066   

6.50%, 10/15/2028

     12,153  
13,397   

6.50%, 04/15/2029

     14,705  
14,089   

6.50%, 01/15/2029

     15,466  
11,241   

6.50%, 02/15/2029

     12,338  
86,020   

6.50%, 03/15/2029

     94,423  
14,784   

6.50%, 02/15/2035

     16,418  
46,900   

7.00%, 11/15/2033

     53,017  
33,205   

7.00%, 11/15/2031

     36,421  
174,056   

7.00%, 11/15/2032

     200,226  
16,597   

7.00%, 05/15/2033

     18,729  
31,233   

7.00%, 07/15/2033

     34,932  
21,601   

7.00%, 03/15/2032

     23,765  
4,882   

7.00%, 01/15/2033

     5,533  
9,165   

8.00%, 08/15/2030

     9,423  
3,224   

8.00%, 04/15/2030

     3,426  
7,185   

8.00%, 05/15/2030

     7,270  
1,988   

8.00%, 12/15/2029

     2,013  
618   

8.00%, 07/15/2030

     657  
75,387   

8.00%, 02/15/2031

     79,927  
13,341   

8.00%, 11/15/2030

     14,007  
     

 

 

 
        912,628  
     

 

 

 
  

Total U.S. Government Agencies
(cost $1,296,694)

   $ 1,381,437  
     

 

 

 

U.S. Government Securities - 7.8%

 

  

U.S. Treasury Securities - 7.8%

 

  

U.S. Treasury Bonds - 3.3%

 

$     5,720,000   

2.50%, 02/15/2045

   $           5,116,272  
390,000   

2.50%, 02/15/2046

     347,694  
745,000   

2.50%, 05/15/2046

     663,661  
865,000   

2.75%, 11/15/2042

     816,479  
3,395,000   

2.75%, 08/15/2047

     3,176,977  
3,437,000   

2.75%, 11/15/2047

     3,215,340  
4,275,000   

2.88%, 05/15/2043

     4,123,371  
625,000   

2.88%, 08/15/2045

     601,001  
5,600,000   

2.88%, 11/15/2046

     5,377,094  
500,000   

3.00%, 11/15/2044

     492,559  
5,000   

3.00%, 02/15/2047

     4,921  
1,715,000   

3.00%, 05/15/2047

     1,686,796  
500,000   

3.00%, 02/15/2048

     491,895  
2,167,500   

3.13%, 02/15/2043

     2,184,518  
2,685,000   

3.13%, 08/15/2044(11)

     2,705,452  
235,000   

3.13%, 05/15/2048

     236,909  


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$     1,430,000   

3.38%, 05/15/2044

         $ 1,504,517  
           

 

 

 
              32,745,456  
           

 

 

 
  

U.S. Treasury Notes - 4.5%

 

9,065,213   

0.38%, 01/15/2027(12)

           8,708,583  
3,334,811   

0.50%, 01/15/2028(12)

           3,222,434  
410,000   

1.25%, 03/31/2021

           394,289  
6,335,000   

1.38%, 08/31/2020

           6,166,974  
2,220,000   

1.38%, 01/31/2021

           2,147,243  
1,790,000   

1.50%, 04/15/2020

           1,756,018  
2,345,000   

1.50%, 03/31/2023

           2,208,422  
4,810,000   

1.63%, 07/31/2019

           4,769,979  
7,515,000   

1.75%, 09/30/2019

           7,449,831  
2,700,000   

1.88%, 03/31/2022

           2,612,566  
2,525,000   

2.13%, 12/31/2022

           2,450,828  
200,000   

2.25%, 03/31/2020

           198,727  
1,445,000   

2.75%, 02/15/2028

           1,419,092  
        

 

 

 
              43,504,986  
        

 

 

 
  

Total U.S. Government Securities
(cost $77,343,974)

 

      $ 76,250,442  
        

 

 

 
  

Total Long-Term Investments
(cost $835,284,560)

         $       965,006,532  
        

 

 

 

Short-Term Investments - 0.8%

 

  

Other Investment Pools & Funds - 0.5%

 

4,257,293   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,1.82%(13)

 

        4,257,293  
        

 

 

 
  

Securities Lending Collateral - 0.3%

 

152,832   

Citibank NA DDCA, 1.91%, 08/01/2018(13)

 

        152,832  
1,571,239   

Goldman Sachs Financial Sq, Government Institutional Fund, 1.82%(13)

 

        1,571,239  
629,388   

Invesco Government & Agency Portfolio, 1.81%(13)

 

        629,388  
324,428   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.82%(13)

 

        324,428  
378,756   

Western Asset Institutional Government Class A Fund, 1.76%(13)

 

        378,756  
        

 

 

 
              3,056,643  
        

 

 

 
  

Total Short-Term Investments
(cost $7,313,936)

 

      $ 7,313,936  
        

 

 

 
  

Total Investments
(cost $842,598,496)

        99.5%      $ 972,320,468  
  

Other Assets and Liabilities

        0.5%        4,932,195  
        

 

 

    

 

 

 
  

Total Net Assets

        100.0%      $ 977,252,663  
        

 

 

    

 

 

 

 

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)

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 July 31, 2018, the aggregate value of these securities was $99,063,105, which represented 10.1% of total net assets.

(2)

Investment valued using significant unobservable inputs.


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

(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 July 31, 2018, the aggregate value of these securities was $1,998,411, which represented 0.2% of total net assets.

(4)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2018, the aggregate fair value of these securities was $1,998,411, 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.

(5)

Variable rate securities; the rate reported is the coupon rate in effect at July 31, 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)

Represents entire or partial securities on loan. See Note 2 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)

This security was 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 this security 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 this security outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, this holding is determined to be liquid. At July 31, 2018, the aggregate value of this security was $3,500,940, which represented 0.4% of total net assets.

(11)

This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

(12)

The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

(13)

Current yield as of period end.

 

Futures Contracts Outstanding at July 31, 2018  
Description   

    Number of    

    Contracts    

             Expiration Date             

Current

Notional

Amount

    

Value and
Unrealized

Appreciation/

    (Depreciation)    

 

Long position contracts:

 

U.S. Treasury 5-Year Note Future

     158        09/28/2018      $             17,873,750        (38,938

U.S. Treasury 10-Year Note Future

     7        09/19/2018        835,953      $ (341
           

 

 

 

Total

 

   $ (39,279
           

 

 

 

Short position contracts:

 

U.S. Treasury 10-Year Ultra Future

     98        09/19/2018      $ 12,456,719      $ 137,789  

U.S. Treasury Ultra Bond Future

     3        09/19/2018        470,718        244  
           

 

 

 

Total

 

   $ 138,033  
           

 

 

 
           
           

 

 

 

Total futures contracts

 

   $ 98,754  
           

 

 

 

 

Foreign Currency Contracts Outstanding at July 31, 2018  
Amount and Description
of Currency to be
Purchased
    Amount and Description
of Currency to be
Sold
  Counterparty   Settlement
Date
    Appreciation       Depreciation    

 

 

 
  5,363,868       USD       5,305,000     CHF   UBS   08/31/18   $     $ (8,066)    
  76,004,477       USD       64,828,000     EUR   SSG   08/31/18     17,638       —     
  1,958,743       USD       1,670,000     EUR   GSC   08/31/18     1,286       —     
  14,286,407       USD       10,870,000     GBP   CBK   08/31/18           (29)    
  3,180,846       USD       884,705,000     HUF   CBK   08/31/18           (51,198)    
  4,782,748       USD       39,010,000     NOK   MSC   08/31/18           (6,253)    
  2,644,763       USD       10,484,000     RON   DEUT   08/31/18           (2,946)    
  2,536,102       USD       22,260,000     SEK   BCLY   08/31/18           (1,651)    
  2,635,540       USD       34,960,000     ZAR   BOA   08/31/18           (8,279)    

 

 

 
    Total               $ 18,924     $ (78,422)    

 

 

 

 

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


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

    

Counterparty Abbreviations:

    
BCLY   

Barclays

  
BOA   

Banc of America Securities LLC

  
CBK   

Citibank NA

  
DEUT   

Deutsche Bank Securities, Inc.

  
GSC   

Goldman Sachs & Co.

  
MSC   

Morgan Stanley

  
SSG   

State Street Global Markets LLC

  
UBS   

UBS AG

  

Currency Abbreviations:

    
CHF   

Swiss Franc

  
EUR   

Euro

  
GBP   

British Pound

  
HUF   

Hungarian Forint

  
NOK   

Norwegian Krone

  
RON   

New Romanian Leu

  
SEK   

Swedish Krona

  
USD   

United States Dollar

  
ZAR   

South African Rand

  

Other Abbreviations:

    
ADR   

American Depositary Receipt

  
CD   

Certificate of Deposit

  
CLO   

Collateralized Loan Obligation

  
CMO   

Collateralized Mortgage Obligation

  
DDCA   

Dollars on Deposit in Custody Account

  
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

  
REIT   

Real Estate Investment Trust

  

Municipal Abbreviations:

    
DA   

Development Authority

  
FA   

Finance Authority

  
GO   

General Obligation

  
PA   

Port Authority

  
Rev   

Revenue

  


 

  The Hartford Balanced Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

        

Common Stocks

        

Automobiles & Components

   $ 5,307,363     $     $ 5,307,363     $  

Banks

     71,700,700       55,396,788       16,303,912        

Capital Goods

     18,648,684       15,546,877       3,101,807        

Commercial & Professional Services

     2,075,786             2,075,786        

Consumer Durables & Apparel

     8,790,733       8,790,733              

Consumer Services

     12,363,799       12,363,799              

Energy

     106,577,427       96,551,066       10,026,361        

Food & Staples Retailing

     1,031,744             1,031,744        

Health Care Equipment & Services

     47,147,459       39,758,726       7,388,733        

Insurance

     15,457,427       3,355,715       12,101,712        

Materials

     1,914,848             1,914,848        

Media

     19,888,129       19,888,129              

Pharmaceuticals, Biotechnology & Life Sciences

     74,570,543       47,549,162       27,021,381        

Real Estate

     6,043,378             6,043,378        

Retailing

     18,162,245       16,365,052             1,797,193  

Semiconductors & Semiconductor Equipment

     11,808,813       9,123,127       2,685,686        

Software & Services

     106,303,910       97,225,315       9,078,595        

Technology Hardware & Equipment

     41,080,740       38,453,950       2,626,790        

Telecommunication Services

     7,580,429             7,580,429        

Transportation

     14,952,012       12,610,246       2,341,766        

Utilities

     19,561,987       15,963,211       3,598,776        

Asset & Commercial Mortgage Backed Securities

     36,032,618             35,831,400       201,218  

Corporate Bonds

     215,413,425             215,413,425        

Foreign Government Obligations

     15,508,364             15,508,364        

Municipal Bonds

     9,452,090             9,452,090        

U.S. Government Agencies

     1,381,437             1,381,437        

U.S. Government Securities

     76,250,442             76,250,442        

Short-Term Investments

     7,313,936       7,313,936              

Foreign Currency Contracts(2)

     18,924             18,924        

Futures Contracts(2)

     138,033       138,033              
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

   $       972,477,425     $       496,393,865     $       474,085,149     $       1,998,411  
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (78,422   $     $ (78,422   $  

Futures Contracts(2)

     (39,279     (39,279            
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

   $ (117,701   $ (39,279   $ (78,422   $  
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(1) For the period ended July 31, 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 period ended July 31, 2018 is not presented.


 

The Hartford Balanced Income Fund

    

Schedule of Investments

July 31, 2018 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 46.9%

 

  

Automobiles & Components - 0.2%

 

225,872   

Cie Generale des Etablissements Michelin SCA

   $           29,005,891  
     

 

 

 
  

Banks - 5.8%

 

440,490   

Bank of Nova Scotia

     26,099,032  
1,358,111   

BB&T Corp.

     69,005,620  
2,470,559   

JP Morgan Chase & Co.

     283,990,757  
406,337   

M&T Bank Corp.

     70,438,519  
535,232   

PNC Financial Services Group, Inc.

     77,517,651  
1,291,302   

US Bancorp

     68,451,919  
2,004,807   

Wells Fargo & Co.

     114,855,393  
     

 

 

 
        710,358,891  
     

 

 

 
  

Capital Goods - 2.6%

 

212,957   

3M Co.

     45,215,030  
6,641,734   

BAE Systems plc

     56,855,418  
430,499   

Caterpillar, Inc.

     61,905,756  
1,166,779   

Eaton Corp. plc

     97,041,009  
190,289   

Lockheed Martin Corp.

     62,053,243  
     

 

 

 
        323,070,456  
     

 

 

 
  

Consumer Services - 0.2%

 

172,397   

McDonald’s Corp.

     27,159,423  
     

 

 

 
  

Diversified Financials - 0.6%

 

55,199   

BlackRock, Inc.

     27,751,849  
1,552,935   

Invesco Ltd.

     41,913,716  
     

 

 

 
        69,665,565  
     

 

 

 
  

Energy - 6.8%

 

2,039,979   

Canadian Natural Resources Ltd.

     74,744,831  
1,219,233   

Chevron Corp.

     153,952,551  
1,321,875   

Exxon Mobil Corp.

     107,746,031  
3,544,675   

Kinder Morgan, Inc.

     63,024,322  
318,921   

Marathon Petroleum Corp.

     25,778,384  
730,018   

Occidental Petroleum Corp.

     61,270,411  
310,791   

Phillips 66

     38,332,962  
961,997   

Schlumberger Ltd.

     64,954,037  
3,978,739   

Suncor Energy, Inc.

     167,664,061  
1,866,585   

TransCanada Corp.

     83,955,789  
     

 

 

 
        841,423,379  
     

 

 

 
  

Food & Staples Retailing - 0.5%

 

942,070   

Sysco Corp.

     63,316,525  
     

 

 

 
  

Food, Beverage & Tobacco - 3.1%

 

1,017,968   

British American Tobacco plc

     55,959,990  
856,596   

Coca-Cola Co.

     39,943,072  
799,188   

Kraft Heinz Co.

     48,151,077  
437,901   

Nestle S.A.

     35,686,018  
438,002   

PepsiCo., Inc.

     50,370,230  
1,728,438   

Philip Morris International, Inc.

     149,164,199  
     

 

 

 
        379,274,586  
     

 

 

 
  

Health Care Equipment & Services - 1.4%

 

1,441,398   

Koninklijke Philips N.V.

     63,276,719  
1,145,143   

Medtronic plc

     103,326,253  
     

 

 

 
        166,602,972  
     

 

 

 
  

Household & Personal Products - 1.4%

 

617,341   

Procter & Gamble Co.

     49,930,540  
2,058,861   

Unilever N.V.

     118,302,153  
     

 

 

 
        168,232,693  
     

 

 

 
  

Insurance - 2.7%

 

953,265   

American International Group, Inc.

     52,629,761  
405,235   

Chubb Ltd.

     56,619,434  
2,470,936   

MetLife, Inc.

     113,020,613  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

886,568   

Principal Financial Group, Inc.

   $           51,491,869  
482,397   

Travelers Cos., Inc.

     62,779,146  
     

 

 

 
        336,540,823  
     

 

 

 
  

Materials - 2.3%

 

1,894,303   

DowDuPont, Inc.

     130,271,218  
1,141,488   

International Paper Co.

     61,332,150  
267,589   

LyondellBasell Industries N.V. Class A

     29,646,185  
1,068,420   

Nutrien Ltd.

     57,919,048  
     

 

 

 
        279,168,601  
     

 

 

 
  

Media - 0.9%

 

2,944,219   

Comcast Corp. Class A

     105,344,156  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 6.5%

 

1,338,603   

Bristol-Myers Squibb Co.

     78,642,926  
1,393,829   

Eli Lilly & Co.

     137,724,244  
1,116,155   

Johnson & Johnson

     147,912,861  
1,520,043   

Merck & Co., Inc.

     100,125,232  
974,418   

Novartis AG

     81,774,823  
4,648,043   

Pfizer, Inc.

     185,596,357  
256,571   

Roche Holding AG

     63,025,720  
     

 

 

 
        794,802,163  
     

 

 

 
  

Real Estate - 0.6%

 

674,198   

Crown Castle International Corp. REIT

     74,721,364  
     

 

 

 
  

Retailing - 0.5%

 

288,637   

Home Depot, Inc.

     57,011,580  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 3.0%

 

1,225,373   

Analog Devices, Inc.

     117,807,360  
49,931   

Broadcom, Inc.

     11,073,198  
2,532,239   

Intel Corp.

     121,800,696  
946,672   

Maxim Integrated Products, Inc.

     57,879,526  
888,228   

QUALCOMM, Inc.

     56,926,533  
     

 

 

 
        365,487,313  
     

 

 

 
  

Technology Hardware & Equipment - 1.2%

 

3,632,660   

Cisco Systems, Inc.

     153,625,191  
     

 

 

 
  

Telecommunication Services - 1.7%

 

1,261,141   

BCE, Inc.

     53,592,555  
3,043,425   

Verizon Communications, Inc.

     157,162,467  
     

 

 

 
        210,755,022  
     

 

 

 
  

Transportation - 1.0%

 

820,095   

Union Pacific Corp.

     122,924,040  
     

 

 

 
  

Utilities - 3.9%

 

890,444   

American Electric Power Co., Inc.

     63,346,186  
1,308,345   

Dominion Energy, Inc.

     93,821,420  
615,629   

Duke Energy Corp.

     50,247,639  
339,446   

Edison International

     22,617,287  
1,116,029   

Eversource Energy

     67,765,281  
449,040   

NextEra Energy, Inc.

     75,232,162  
559,479   

Sempra Energy

     64,670,178  
3,799,308   

TCEH Corp.*(1)(2)(3)

     4  
1,015,232   

Xcel Energy, Inc.

     47,573,771  
     

 

 

 
        485,273,928  
     

 

 

 
  

Total Common Stocks
(cost $4,920,135,619)

   $ 5,763,764,562  
     

 

 

 

Preferred Stocks - 0.0%

 

  

Diversified Financials - 0.0%

 

29,500   

GMAC Capital Trust Class 2
3 mo. USD LIBOR + 5.785%, 8.13%(4)

     783,815  
     

 

 

 
  

Total Preferred Stocks
(cost $773,012)

   $ 783,815  
     

 

 

 


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

Asset & Commercial Mortgage Backed Securities - 0.6%

 

  

Asset-Backed - Home Equity - 0.1%

 

  

GSAA Home Equity Trust

 

        $         1,578,621   

1 mo. USD LIBOR + 0.080%, 2.14%, 02/25/2037(2)(4)

   $ 828,874  
1,009,183   

1 mo. USD LIBOR + 0.090%, 2.15%, 12/25/2036(2)(4)

     489,692  
1,977,987   

1 mo. USD LIBOR + 0.180%, 2.24%, 11/25/2036(2)(4)

     975,777  
3,420,000   

Morgan Stanley Asset Backed Securities Capital I, Inc. Trust
1 mo. USD LIBOR + 1.250%, 3.31%, 07/25/2037(2)(4)

     3,173,306  
1,229,842   

Renaissance Home Equity Loan Trust
6.12%, 11/25/2036(2)(5)

     766,051  
1,995,000   

Soundview Home Loan Trust
1 mo. USD LIBOR + 0.250%, 2.31%, 11/25/2036(2)(4)

     1,792,321  
     

 

 

 
        8,026,021  
     

 

 

 
  

Commercial Mortgage - Backed Securities - 0.2%

 

14,999,000   

BBCMS Mortgage Trust
1 mo. USD LIBOR + 0.850%, 2.92%, 08/15/2036(4)(6)

     14,998,877  
1,130,000   

Commercial Mortgage Pass-Through Certificates
4.76%, 10/15/2045(2)(6)(7)

     956,978  
  

Commercial Mortgage Trust

 

815,000   

4.26%, 07/10/2045(2)(6)(7)

     697,399  
380,000   

4.32%, 12/10/2045(6)(7)

     347,061  
7,730,000   

GS Mortgage Securities Corp. Trust
1 mo. USD LIBOR + 0.700%, 2.77%, 07/15/2032(4)(6)

     7,729,989  
855,000   

GS Mortgage Securities Trust
4.75%, 11/10/2045(6)(7)

     814,640  
850,000   

JP Morgan Chase Commercial Mortgage Securities Trust
5.41%, 08/15/2046(6)(7)

     832,737  
     

 

 

 
                  26,377,681  
     

 

 

 
  

Whole Loan Collateral CMO - 0.3%

 

  

Alternative Loan Trust

 

155,955   

1 mo. USD LIBOR + 0.320%, 2.38%, 11/25/2035(4)

     140,158  
1,455,632   

1 mo. USD LIBOR + 0.450%, 2.51%, 04/25/2035(4)

     1,339,567  
2,453,795   

1 mo. USD LIBOR + 0.540%, 2.60%, 01/25/2036(4)

     2,362,414  
4,420,637   

12 mo. USD MTA + 1.350%, 3.00%, 08/25/2035(4)

     3,929,010  
701,412   

5.75%, 05/25/2036

     527,560  
158,787   

6.00%, 05/25/2036

     129,299  
777,526   

6.00%, 12/25/2036

     543,669  
649,062   

Banc of America Funding Trust
5.77%, 05/25/2037(7)

     641,408  
527,290   

Bear Stearns Adjustable Rate Mortgage Trust
1 year USD CMT + 2.300%, 3.52%, 10/25/2035(4)

     533,654  
  

Bear Stearns Alt-A Trust

 

1,248,851   

1 mo. USD LIBOR + 0.320%, 2.38%, 08/25/2036(4)

     1,303,928  
1,026,710   

1 mo. USD LIBOR + 0.480%, 2.54%, 02/25/2036(4)

     974,619  
1,439,518   

Bear Stearns Mortgage Funding Trust
1 mo. USD LIBOR + 0.180%, 2.24%, 10/25/2036(4)

     1,346,744  
451,775   

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

     433,275  
  

CHL Mortgage Pass-Through Trust

 

1,298,561   

1 mo. USD LIBOR + 0.680%, 2.74%, 03/25/2035(4)

     1,197,784  
2,313,472   

3.34%, 11/20/2035(7)

     2,109,003  
358,852   

3.48%, 09/25/2047(7)

     335,906  
450,495   

3.61%, 03/20/2036(7)

     413,346  
314,263   

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

     306,142  
  

Fannie Mae Connecticut Avenue Securities

 

1,088,878   

1 mo. USD LIBOR + 4.900%, 6.96%, 11/25/2024(4)

     1,245,625  
527,000   

1 mo. USD LIBOR + 6.000%, 8.06%, 09/25/2028(4)

     622,814  
1,793,738   

GreenPoint Mortgage Funding Trust
12 mo. USD MTA + 1.400%, 3.05%, 10/25/2045(4)

     1,531,169  
1,210,579   

GSR Mortgage Loan Trust
3.73%, 01/25/2036(7)

     1,196,483  
3,011,185   

HarborView Mortgage Loan Trust
1 mo. USD LIBOR + 1.000%, 3.06%, 10/25/2037(4)

     2,460,487  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $         2,697,017   

IndyMac IMSC Mortgage Loan Trust
1 mo. USD LIBOR + 0.150%, 2.21%, 03/25/2047(4)

   $ 2,150,456  
  

JP Morgan Mortgage Trust

 

2,161,604   

3.58%, 05/25/2036(7)

     2,151,091  
170,933   

3.84%, 04/25/2037(7)

     163,152  
572,146   

Residential Funding Mortgage Securities, Inc.
6.00%, 07/25/2037

     542,072  
1,834,996   

Structured Asset Mortgage Investments Trust
1 mo. USD LIBOR + 0.230%, 2.29%, 02/25/2036(4)

     1,656,007  
600,032   

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

     578,494  
  

Wells Fargo Mortgage Backed Securities Trust

 

2,754,897   

4.06%, 04/25/2036(7)

     2,798,111  
405,408   

4.13%, 09/25/2036(7)

     404,758  
     

 

 

 
        36,068,205  
     

 

 

 
  

Whole Loan Collateral PAC - 0.0%

 

404,375   

Alternative Loan Trust
1 mo. USD LIBOR + 0.500%, 2.56%, 12/25/2035(4)

     300,752  
     

 

 

 
  

Total Asset & Commercial Mortgage Backed Securities
(cost $67,742,345)

   $           70,772,659  
     

 

 

 

Corporate Bonds - 44.0%

 

  

Aerospace/Defense - 0.8%

 

4,085,000   

BAE Systems Holdings, Inc.
3.80%, 10/07/2024(6)

     4,057,489  
4,220,000   

BAE Systems plc
4.75%, 10/11/2021(6)

     4,356,563  
  

DAE Funding LLC

 

670,000   

4.50%, 08/01/2022(6)

     659,950  
1,365,000   

5.00%, 08/01/2024(6)

     1,341,113  
1,065,000   

Embraer S.A.
5.15%, 06/15/2022

     1,094,298  
10,000,000   

L3 Technologies, Inc.
4.40%, 06/15/2028

     10,104,005  
6,650,000   

3.85%, 06/15/2023

     6,619,576  
  

Lockheed Martin Corp.

 

250,000   

3.10%, 01/15/2023

     246,264  
11,120,000   

3.55%, 01/15/2026

     11,031,043  
5,800,000   

3.60%, 03/01/2035

     5,480,345  
9,588,000   

4.09%, 09/15/2052

     9,202,159  
6,025,000   

4.50%, 05/15/2036

     6,327,334  
260,000   

Northrop Grumman Corp.
2.93%, 01/15/2025

     247,904  
2,435,000   

Raytheon Co.
4.70%, 12/15/2041

     2,682,698  
  

United Technologies Corp.

 

17,820,000   

2.80%, 05/04/2024

     16,902,355  
5,000,000   

3.75%, 11/01/2046

     4,488,956  
3,465,000   

4.05%, 05/04/2047(8)

     3,282,858  
1,925,000   

4.50%, 06/01/2042

     1,934,027  
1,890,000   

6.13%, 07/15/2038

     2,208,102  
     

 

 

 
        92,267,039  
     

 

 

 
  

Agriculture - 0.7%

 

  

Altria Group, Inc.

 

9,750,000   

2.85%, 08/09/2022

     9,524,886  
7,205,000   

3.88%, 09/16/2046

     6,487,746  
1,560,000   

4.25%, 08/09/2042

     1,479,871  
7,210,000   

5.38%, 01/31/2044

     7,928,088  
  

BAT Capital Corp.

 

255,000   

2.30%, 08/14/2020(6)

     250,116  
11,760,000   

3.22%, 08/15/2024(6)

     11,232,009  
13,225,000   

4.39%, 08/15/2037(6)

     12,678,147  
  

Imperial Brands Finance plc

 

2,350,000   

2.95%, 07/21/2020(6)

     2,325,526  
9,400,000   

3.50%, 02/11/2023(6)

     9,177,302  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $         6,090,000   

3.75%, 07/21/2022(6)

   $ 6,042,998  
  

Philip Morris International, Inc.

 

245,000   

3.60%, 11/15/2023

     243,776  
1,230,000   

4.13%, 03/04/2043

     1,164,917  
4,545,000   

4.25%, 11/10/2044

     4,403,660  
4,680,000   

4.50%, 03/20/2042

     4,669,504  
  

Reynolds American, Inc.

 

8,500,000   

5.85%, 08/15/2045

     9,550,916  
1,535,000   

6.15%, 09/15/2043

     1,763,167  
     

 

 

 
                  88,922,629  
     

 

 

 
  

Airlines - 0.0%

 

2,692   

Continental Airlines, Inc.
6.90%, 10/19/2023

     2,783  
     

 

 

 
  

Apparel - 0.1%

 

  

NIKE, Inc.

 

5,000,000   

3.38%, 11/01/2046

     4,381,078  
1,940,000   

3.63%, 05/01/2043

     1,804,918  
     

 

 

 
        6,185,996  
     

 

 

 
  

Auto Manufacturers - 0.2%

 

  

Ford Motor Co.

 

5,110,000   

4.75%, 01/15/2043

     4,421,418  
3,065,000   

5.29%, 12/08/2046

     2,831,386  
250,000   

Ford Motor Credit Co. LLC
3.81%, 01/09/2024

     242,108  
  

General Motors Co.

 

5,015,000   

5.15%, 04/01/2038

     4,819,265  
5,315,000   

5.20%, 04/01/2045

     4,979,464  
4,850,000   

6.25%, 10/02/2043

     5,062,747  
  

General Motors Financial Co., Inc.

 

250,000   

3.55%, 04/09/2021

     249,560  
4,545,000   

4.35%, 01/17/2027

     4,415,550  
850,000   

Tesla, Inc.
5.30%, 08/15/2025(6)(8)

     752,250  
     

 

 

 
        27,773,748  
     

 

 

 
  

Auto Parts & Equipment - 0.0%

 

1,500,000   

Goodyear Tire & Rubber Co.
5.00%, 05/31/2026(8)

     1,398,750  
265,000   

Nemak S.A.B. de C.V.
4.75%, 01/23/2025(6)

     256,388  
     

 

 

 
        1,655,138  
     

 

 

 
  

Beverages - 1.2%

 

  

Anheuser-Busch InBev Finance, Inc.

 

18,540,000   

3.30%, 02/01/2023

     18,412,624  
7,875,000   

3.65%, 02/01/2026

     7,731,098  
9,105,000   

4.70%, 02/01/2036

     9,403,743  
13,355,000   

4.90%, 02/01/2046

     13,937,120  
  

Anheuser-Busch InBev Worldwide, Inc.

 

4,960,000   

3.75%, 07/15/2042

     4,423,614  
7,095,000   

4.38%, 04/15/2038

     7,039,208  
15,155,000   

4.75%, 04/15/2058

     15,252,166  
  

Constellation Brands, Inc.

 

46,850,000   

2.00%, 11/07/2019

     46,239,076  
2,165,000   

2.70%, 05/09/2022

     2,093,411  
3,680,000   

3.20%, 02/15/2023

     3,591,902  
12,280,000   

3.60%, 02/15/2028

     11,619,548  
605,000   

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

     619,324  
1,060,000   

PepsiCo, Inc.
3.45%, 10/06/2046

     962,834  
     

 

 

 
        141,325,668  
     

 

 

 
  

Biotechnology - 0.3%

 

  

Amgen, Inc.

 


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $         5,035,000   

3.63%, 05/22/2024

   $             5,027,529  
7,500,000   

4.56%, 06/15/2048

     7,531,687  
  

Celgene Corp.

 

13,430,000   

2.88%, 02/19/2021

     13,205,747  
255,000   

3.25%, 02/20/2023

     249,476  
7,940,000   

4.35%, 11/15/2047

     7,289,733  
3,365,000   

4.63%, 05/15/2044

     3,218,738  
1,375,000   

Gilead Sciences, Inc.
4.60%, 09/01/2035

     1,437,454  
645,000   

Sotera Health Topco, Inc. (8.13% Cash, 8.88% PIK)
8.13%, 11/01/2021(6)(9)

     652,127  
     

 

 

 
        38,612,491  
     

 

 

 
  

Chemicals - 0.5%

 

  

CF Industries, Inc.

 

265,000   

3.45%, 06/01/2023

     253,738  
1,865,000   

4.95%, 06/01/2043

     1,575,925  
  

Chemours Co.

 

1,730,000   

6.63%, 05/15/2023

     1,812,175  
2,260,000   

7.00%, 05/15/2025

     2,418,200  
245,000   

LYB International Finance B.V.
4.00%, 07/15/2023

     245,940  
2,305,000   

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

     2,155,599  
  

Methanex Corp.

 

3,855,000   

3.25%, 12/15/2019

     3,836,607  
10,545,000   

4.25%, 12/01/2024

     10,296,269  
1,445,000   

5.65%, 12/01/2044

     1,374,511  
  

NOVA Chemicals Corp.

 

510,000   

4.88%, 06/01/2024(6)

     492,634  
260,000   

5.25%, 06/01/2027(6)

     243,357  
  

Nutrien Ltd.

 

250,000   

3.50%, 06/01/2023

     244,056  
240,000   

4.88%, 03/30/2020

     245,137  
200,000   

OCI N.V.
6.63%, 04/15/2023(6)

     204,310  
  

OCP S.A.

 

3,175,000   

4.50%, 10/22/2025(10)

     3,108,293  
1,395,000   

5.63%, 04/25/2024(10)

     1,456,427  
514,000   

6.88%, 04/25/2044

     567,277  
260,000   

Olin Corp.
5.00%, 02/01/2030

     245,700  
  

Sherwin-Williams Co.

 

6,500,000   

2.75%, 06/01/2022

     6,304,596  
3,790,000   

3.13%, 06/01/2024

     3,641,152  
950,000   

4.55%, 08/01/2045

     923,519  
  

Syngenta Finance N.V.

 

13,840,000   

4.44%, 04/24/2023(6)

     13,801,086  
8,555,000   

4.89%, 04/24/2025(6)

     8,514,588  
260,000   

Yingde Gases Investment Ltd.
6.25%, 01/19/2023(10)

     247,075  
     

 

 

 
        64,208,171  
     

 

 

 
  

Coal - 0.1%

 

2,770,000   

Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp.
12.00%, 11/01/2021(2)

     2,839,250  
4,380,000   

Foresight Energy LLC / Foresight Energy Finance Corp.
11.50%, 04/01/2023(2)(6)

     3,909,150  
4,860,000   

Peabody Energy Corp.
6.38%, 03/31/2025(6)

     5,175,900  
2,905,000   

Warrior Met Coal, Inc.
8.00%, 11/01/2024(6)

     3,003,044  
     

 

 

 
        14,927,344  
     

 

 

 
  

Commercial Banks - 11.8%

 

  

Banco Bilbao Vizcaya Argentaria S.A.

 


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $         4,400,000   

5 year USD Swap + 3.870%, 6.13%, 11/16/2027(4)(8)(11)

   $           4,048,000  
EUR             400,000   

5 year EUR Swap + 6.604%, 6.75%, 02/18/2020(4)(10)(11)

     492,296  
1,600,000   

5 year EUR Swap + 9.177%, 8.88%, 04/14/2021(4)(10)(11)

     2,122,761  
3,600,000   

Banco de Sabadell S.A.
5 year EUR Swap + 6.414%, 6.50%, 05/18/2022(4)(10)(11)

     4,349,631  
  

Banco do Brasil S.A.

 

$            845,000   

4.63%, 01/15/2025(6)

     805,285  
465,000   

4.88%, 04/19/2023(6)

     457,421  
  

Banco Santander S.A.

 

7,000,000   

3.80%, 02/23/2028

     6,499,731  
15,200,000   

4.38%, 04/12/2028

     14,826,211  
  

Bank of America Corp.

 

23,260,000   

2.50%, 10/21/2022

     22,271,835  
21,850,000   

3 mo. USD LIBOR + 0.930%, 2.82%, 07/21/2023(4)

     21,125,476  
3,993,000   

3.00%, 12/20/2023(7)

     3,875,379  
15,270,000   

3 mo. USD LIBOR + 1.090%, 3.09%, 10/01/2025(4)

     14,541,575  
7,500,000   

3 mo. USD LIBOR + 1.160%, 3.12%, 01/20/2023(4)

     7,359,708  
9,905,000   

3 mo. USD LIBOR + 1.000%, 3.34%, 04/24/2023(4)

     10,029,189  
15,020,000   

3 mo. USD LIBOR + 0.810%, 3.37%, 01/23/2026(4)

     14,481,270  
1,584,000   

3 mo. USD LIBOR + 1.040%, 3.42%, 12/20/2028(4)

     1,489,639  
9,280,000   

3 mo. USD LIBOR + 1.512%, 3.71%, 04/24/2028(4)

     8,957,881  
9,550,000   

3 mo. USD LIBOR + 1.575%, 3.82%, 01/20/2028(4)

     9,289,235  
10,170,000   

3 mo. USD LIBOR + 0.940%, 3.86%, 07/23/2024(4)

     10,184,563  
4,000,000   

3 mo. USD LIBOR + 1.070%, 3.97%, 03/05/2029(4)

     3,922,234  
11,895,000   

4.00%, 01/22/2025

     11,744,917  
4,260,000   

4.10%, 07/24/2023

     4,337,842  
2,450,000   

4.20%, 08/26/2024

     2,461,477  
15,000,000   

3 mo. USD LIBOR + 1.814%, 4.24%, 04/24/2038(4)

     14,774,156  
1,760,000   

5.00%, 01/21/2044

     1,892,278  
9,525,000   

7.75%, 05/14/2038

     13,078,066  
  

Bank of New York Mellon Corp.

 

15,645,000   

2.20%, 08/16/2023

     14,705,480  
12,525,000   

3 mo. USD LIBOR + 0.634%, 2.66%, 05/16/2023(4)

     12,137,269  
8,855,000   

3 mo. USD LIBOR + 1.050%, 3.39%, 10/30/2023(4)

     9,015,944  
8,650,000   

Barclays Bank plc
2.65%, 01/11/2021

     8,479,543  
2,455,000   

Barclays plc
3.68%, 01/10/2023

     2,391,338  
  

BBVA Bancomer S.A.

 

255,000   

4.38%, 04/10/2024(6)

     257,168  
925,000   

1 year USD CMT + 2.650%, 5.13%, 01/18/2033(4)(6)

     860,953  
  

BNP Paribas S.A.

 

8,145,000   

2.95%, 05/23/2022(6)

     7,922,245  
16,380,000   

3.38%, 01/09/2025(6)

     15,549,997  
255,000   

3.50%, 03/01/2023(6)

     249,844  
10,260,000   

3.80%, 01/10/2024(6)

     10,077,069  
940,000   

5 year USD Swap + 2.838%, 5.13%, 11/15/2027(4)(6)(11)

     835,425  
955,000   

5 year USD Swap + 6.314%, 7.63%, 03/30/2021(4)(6)(8)(11)

     1,017,075  
20,880,000   

BPCE S.A.
2.75%, 01/11/2023(6)

     20,027,598  
  

Capital One Financial Corp.

 

255,000   

2.50%, 05/12/2020

     251,634  
5,135,000   

3.05%, 03/09/2022

     5,025,216  
20,235,000   

3.75%, 07/28/2026

     19,024,260  
10,305,000   

Capital One NA
2.35%, 01/31/2020

     10,182,379  
  

Citigroup, Inc.

 

9,875,000   

2.40%, 02/18/2020

     9,774,865  
18,765,000   

2.45%, 01/10/2020

     18,586,257  
10,150,000   

2.65%, 10/26/2020

     10,011,829  
5,130,000   

2.70%, 03/30/2021

     5,040,434  
5,290,000   

2.90%, 12/08/2021

     5,172,758  
11,755,000   

3 mo. USD LIBOR + 0.722%, 3.14%, 01/24/2023(4)

     11,523,037  
8,945,000   

3.20%, 10/21/2026

     8,371,673  
14,050,000   

3 mo. USD LIBOR + 1.100%, 3.42%, 05/17/2024(4)

     14,162,976  
13,815,000   

3 mo. USD LIBOR + 1.151%, 3.52%, 10/27/2028(4)

     13,004,718  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $       10,375,000   

3 mo. USD LIBOR + 1.390%, 3.67%, 07/24/2028(4)

   $           9,900,582  
11,330,000   

3 mo. USD LIBOR + 1.563%, 3.89%, 01/10/2028(4)

     11,006,379  
10,155,000   

3 mo. USD LIBOR + 1.192%, 4.08%, 04/23/2029(4)

     10,009,814  
5,600,000   

4.13%, 07/25/2028

     5,394,440  
7,440,000   

4.30%, 11/20/2026

     7,288,622  
8,145,000   

4.45%, 09/29/2027

     8,052,513  
2,585,000   

4.60%, 03/09/2026

     2,600,636  
1,124,000   

4.65%, 07/30/2045

     1,144,739  
5,165,000   

4.65%, 07/23/2048

     5,254,037  
5,440,000   

4.75%, 05/18/2046

     5,349,715  
6,375,000   

Cooperatieve Rabobank UA
3.75%, 07/21/2026

     6,046,120  
  

Credit Agricole S.A.

 

2,900,000   

3.75%, 04/24/2023(6)

     2,853,211  
25,695,000   

5 year USD Swap +1.644%, 4.00%, 01/10/2033(4)(6)

     23,782,314  
890,000   

5 year USD Swap + 4.898%, 7.88%, 01/23/2024(4)(6)(11)

     946,871  
1,030,000   

5 year USD Swap + 6.185%, 8.13%, 12/23/2025(4)(6)(11)

     1,130,425  
  

Credit Suisse Group AG

 

9,580,000   

3 mo. USD LIBOR + 1.200%, 3.00%, 12/14/2023(4)(6)

     9,177,604  
1,770,000   

3 mo. USD LIBOR + 1.410%, 3.87%, 01/12/2029(4)(6)

     1,693,709  
9,725,000   

4.21%, 06/12/2024(6)(7)

     9,733,071  
14,435,000   

4.28%, 01/09/2028(6)

     14,286,358  
3,780,000   

5 year USD Swap + 3.455%, 6.25%, 12/18/2024(4)(10)(11)

     3,794,175  
  

Credit Suisse Group Funding Guernsey Ltd.

 

5,870,000   

3.13%, 12/10/2020

     5,819,693  
10,410,000   

3.80%, 09/15/2022

     10,359,927  
  

Discover Bank

 

7,220,000   

3.35%, 02/06/2023

     7,032,722  
6,520,000   

4.20%, 08/08/2023

     6,580,990  
2,780,000   

Fifth Third Bancorp
4.30%, 01/16/2024

     2,816,690  
19,000,000   

Fifth Third Bank
3.95%, 07/28/2025

     19,062,607  
3,070,000   

Freedom Mortgage Corp.
8.13%, 11/15/2024(6)

     2,993,250  
  

Goldman Sachs Group, Inc.

 

18,720,000   

2.35%, 11/15/2021

     18,068,774  
8,940,000   

2.60%, 04/23/2020

     8,849,877  
14,755,000   

2.60%, 12/27/2020

     14,535,010  
6,470,000   

2.75%, 09/15/2020

     6,408,029  
9,635,000   

3 mo. USD LIBOR + 0.821%, 2.88%, 10/31/2022(4)

     9,425,276  
14,300,000   

3 mo. USD LIBOR + 0.990%, 2.91%, 07/24/2023(4)

     13,807,295  
18,660,000   

3 mo. USD LIBOR + 1.201%, 3.27%, 09/29/2025(4)

     17,826,697  
6,345,000   

3.50%, 01/23/2025

     6,143,007  
9,820,000   

3.50%, 11/16/2026

     9,319,168  
8,605,000   

3 mo. USD LIBOR + 1.510%, 3.69%, 06/05/2028(4)

     8,200,220  
6,800,000   

3.85%, 01/26/2027

     6,606,433  
6,425,000   

3 mo. USD LIBOR + 1.600%, 3.92%, 11/29/2023(4)

     6,674,162  
3,315,000   

4.00%, 03/03/2024

     3,335,515  
5,545,000   

3 mo. USD LIBOR + 1.301%, 4.22%, 05/01/2029(4)

     5,472,328  
5,525,000   

4.75%, 10/21/2045

     5,628,060  
2,625,000   

4.80%, 07/08/2044

     2,706,692  
1,835,000   

5.15%, 05/22/2045

     1,902,036  
21,760,000   

3 mo. USD LIBOR + 1.373%, 4.02%, 10/31/2038(4)

     20,462,808  
  

HSBC Holdings plc

 

5,300,000   

2.65%, 01/05/2022

     5,136,139  
11,530,000   

3 mo. USD LIBOR + 0.923%, 3.03%, 11/22/2023(4)

     11,121,568  
6,035,000   

3 mo. USD LIBOR + 1.055%, 3.26%, 03/13/2023(4)

     5,932,357  
15,055,000   

3.60%, 05/25/2023

     14,964,915  
7,655,000   

4.25%, 03/14/2024

     7,640,720  
6,360,000   

4.25%, 08/18/2025

     6,267,330  
4,755,000   

4.30%, 03/08/2026

     4,803,805  
13,125,000   

3 mo. USD LIBOR + 1.535%, 4.58%, 06/19/2029(4)

     13,322,806  
1,000,000   

6.50%, 09/15/2037

     1,208,890  
4,440,000   

6.80%, 06/01/2038

     5,558,190  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $         1,205,000   

Industrial & Commercial Bank of China Ltd.
4.88%, 09/21/2025(10)

   $           1,224,989  
  

Intesa Sanpaolo S.p.A.

 

13,270,000   

3.13%, 07/14/2022(6)

     12,367,044  
5,155,000   

3.38%, 01/12/2023(6)

     4,793,288  
8,135,000   

3.88%, 01/12/2028(6)

     7,054,363  
780,000   

5 year USD Swap + 5.462%, 7.70%, 09/17/2025(4)(6)(8)(11)

     744,900  
  

JP Morgan Chase & Co.

 

6,700,000   

2.55%, 10/29/2020

     6,606,955  
4,640,000   

2.70%, 05/18/2023

     4,463,992  
22,475,000   

2.97%, 01/15/2023

     21,916,410  
13,440,000   

3 mo. USD LIBOR + 1.155%, 3.22%, 03/01/2025(4)

     12,980,718  
2,280,000   

3.25%, 09/23/2022

     2,264,189  
19,950,000   

3.30%, 04/01/2026

     19,154,847  
13,675,000   

3 mo. USD LIBOR + 0.945%, 3.51%, 01/23/2029(4)

     12,990,768  
8,000,000   

3 mo. USD LIBOR + 1.230%, 3.57%, 10/24/2023(4)

     8,170,400  
19,130,000   

3 mo. USD LIBOR + 0.890%, 3.80%, 07/23/2024(4)

     19,124,873  
25,290,000   

3 mo. USD LIBOR + 1.360%, 3.88%, 07/24/2038(4)

     23,699,446  
3,500,000   

3 mo. USD LIBOR + 1.380%, 3.96%, 11/15/2048(4)

     3,227,731  
14,055,000   

3 mo. USD LIBOR + 1.580%, 4.26%, 02/22/2048(4)

     13,629,226  
12,645,000   

JPMorgan Chase Bank NA
3 mo. USD LIBOR + 0.280%, 2.60%, 02/01/2021(4)

     12,534,395  
  

Morgan Stanley

 

4,670,000   

2.50%, 01/24/2019

     4,669,746  
10,505,000   

2.50%, 04/21/2021

     10,247,606  
13,795,000   

2.63%, 11/17/2021

     13,425,786  
8,000,000   

2.65%, 01/27/2020

     7,950,379  
19,430,000   

2.75%, 05/19/2022

     18,860,325  
3,200,000   

3.13%, 01/23/2023

     3,128,645  
8,790,000   

3.13%, 07/27/2026

     8,202,513  
3,490,000   

3 mo. USD LIBOR + 0.800%, 3.16%, 02/14/2020(4)

     3,499,947  
22,110,000   

3 mo. USD LIBOR + 1.340%, 3.59%, 07/22/2028(4)

     21,021,044  
8,040,000   

3.63%, 01/20/2027

     7,723,759  
9,230,000   

3.70%, 10/23/2024

     9,130,218  
7,115,000   

3 mo. USD LIBOR + 0.847%, 3.74%, 04/24/2024(4)

     7,076,129  
7,125,000   

3 mo. USD LIBOR + 1.400%, 3.74%, 10/24/2023(4)

     7,312,786  
6,320,000   

3.95%, 04/23/2027

     6,086,633  
9,690,000   

4.00%, 07/23/2025

     9,698,636  
2,300,000   

4.35%, 09/08/2026

     2,285,963  
15,480,000   

4.38%, 01/22/2047

     15,306,611  
5,825,000   

3 mo. USD LIBOR + 1.431%, 4.46%, 04/22/2039(4)

     5,837,159  
  

PNC Bank NA

 

255,000   

2.50%, 01/22/2021

     250,387  
7,465,000   

2.70%, 11/01/2022

     7,180,818  
4,310,000   

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

     4,302,583  
  

Royal Bank of Scotland Group plc

 

255,000   

3.88%, 09/12/2023

     249,819  
1,000,000   

3 mo. USD LIBOR + 2.320%, 4.65%, 09/30/2027(4)(11)

     954,500  
  

Santander Holdings USA, Inc.

 

6,970,000   

3.40%, 01/18/2023

     6,750,748  
8,145,000   

3.70%, 03/28/2022

     8,083,193  
8,700,000   

Santander UK Group Holdings plc
3.57%, 01/10/2023

     8,522,489  
1,055,000   

Societe Generale S.A.
5 year USD Swap + 6.394%, 8.25%, 11/29/2018(4)(10)(11)

     1,070,464  
11,800,000   

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

     11,462,226  
265,000   

Synchrony Bank
3.00%, 06/15/2022

     253,144  
310,000   

Turkiye Vakiflar Bankasi TAO
5.75%, 01/30/2023(6)

     269,725  
11,470,000   

UBS AG
2.45%, 12/01/2020(6)

     11,217,660  
26,500,000   

UBS Group Funding Switzerland AG
2.65%, 02/01/2022(6)

     25,595,381  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $         1,980,000   

UniCredit S.p.A.
5 year USD Swap + 5.180%, 8.00%, 06/03/2024(4)(10)(11)

   $ 1,909,995  
2,850,000   

Wachovia Corp.
5.50%, 08/01/2035

     3,090,224  
  

Wells Fargo & Co.

 

17,500,000   

2.10%, 07/26/2021

     16,873,880  
14,455,000   

2.63%, 07/22/2022

     13,955,154  
12,285,000   

3.00%, 10/23/2026

     11,419,603  
11,735,000   

3.07%, 01/24/2023

     11,460,067  
9,965,000   

3.45%, 02/13/2023

     9,770,361  
7,100,000   

3 mo. USD LIBOR + 1.230%, 3.57%, 10/31/2023(4)

     7,257,679  
4,080,000   

4.13%, 08/15/2023

     4,101,222  
5,025,000   

4.40%, 06/14/2046

     4,804,221  
3,690,000   

4.65%, 11/04/2044

     3,623,246  
9,105,000   

4.75%, 12/07/2046

     9,164,292  
3,556,000   

4.90%, 11/17/2045

     3,643,197  
1,475,000   

5.38%, 11/02/2043

     1,608,620  
7,023,000   

5.61%, 01/15/2044

     7,903,600  
  

Wells Fargo Bank NA

 

10,000,000   

2.60%, 01/15/2021

     9,826,721  
11,750,000   

3.33%, 07/23/2021(7)

     11,759,950  
     

 

 

 
            1,445,263,949  
     

 

 

 
  

Commercial Services - 0.4%

 

727,000   

ACE Cash Express, Inc.
12.00%, 12/15/2022(6)

     770,620  
  

APX Group, Inc.

 

1,775,000   

7.63%, 09/01/2023(8)

     1,603,446  
2,025,000   

7.88%, 12/01/2022(8)

     2,040,188  
255,000   

Atento Luxco S.A.
6.13%, 08/10/2022(6)(8)

     251,430  
  

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

 

3,665,000   

5.25%, 03/15/2025(6)(8)

     3,371,800  
2,195,000   

5.50%, 04/01/2023(8)

     2,162,075  
2,445,000   

Brand Industrial Services, Inc.
8.50%, 07/15/2025(6)

     2,493,900  
3,735,000   

ERAC USA Finance LLC
5.63%, 03/15/2042(6)

     4,074,535  
2,510,000   

Garda World Security Corp.
8.75%, 05/15/2025(6)

     2,522,550  
1,169,000   

Herc Rentals, Inc.
7.50%, 06/01/2022(6)

     1,233,295  
495,000   

IHS Markit Ltd.
4.75%, 02/15/2025(6)

     495,619  
  

Moody’s Corp.

 

16,195,000   

2.63%, 01/15/2023

     15,537,879  
6,230,000   

2.75%, 12/15/2021

     6,088,953  
775,000   

Service Corp. International
4.63%, 12/15/2027

     736,250  
245,000   

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

     246,127  
1,675,000   

United Rentals North America, Inc.
5.88%, 09/15/2026

     1,700,125  
     

 

 

 
        45,328,792  
     

 

 

 
  

Construction Materials - 0.0%

 

495,000   

Boise Cascade Co.
5.63%, 09/01/2024(6)

     496,267  
245,000   

Johnson Controls International plc
3.75%, 12/01/2021

     245,948  
3,105,000   

Standard Industries, Inc.
5.38%, 11/15/2024(6)

     3,074,882  
     

 

 

 
        3,817,097  
     

 

 

 
  

Diversified Financial Services - 1.4%

 

  

AIG Global Funding

 

9,020,000   

2.15%, 07/02/2020(6)

     8,822,933  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $         5,000,000   

2.70%, 12/15/2021(6)

   $           4,878,893  
260,000   

Aircastle Ltd.
4.13%, 05/01/2024

     252,525  
  

American Express Co.

 

6,705,000   

2.50%, 08/01/2022

     6,447,173  
5,127,000   

2.65%, 12/02/2022

     4,933,187  
15,895,000   

3.00%, 10/30/2024

     15,214,217  
10,600,000   

3.40%, 02/27/2023

     10,516,694  
8,010,000   

American Express Credit Corp.
2.70%, 03/03/2022

     7,824,217  
6,700,000   

BlackRock, Inc.
3.20%, 03/15/2027

     6,475,877  
3,560,000   

Cboe Global Markets, Inc.
3.65%, 01/12/2027

     3,436,937  
1,170,000   

Fly Leasing Ltd.
5.25%, 10/15/2024

     1,102,725  
11,609,000   

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

     11,310,837  
2,565,000   

goeasy Ltd.
7.88%, 11/01/2022(6)

     2,693,532  
11,565,000   

IHS Markit Ltd.
4.13%, 08/01/2023

     11,547,652  
240,000   

Intercontinental Exchange, Inc.
4.00%, 10/15/2023

     244,078  
399,000   

MassMutual Global Funding II
2.10%, 08/02/2018(6)

     399,000  
  

Nasdaq, Inc.

 

12,925,000   

3.85%, 06/30/2026

     12,516,639  
10,455,000   

4.25%, 06/01/2024

     10,550,212  
  

National Rural Utilities Cooperative Finance Corp.

 

6,625,000   

3.25%, 11/01/2025

     6,434,536  
245,000   

3.40%, 11/15/2023

     244,579  
1,765,000   

Nationstar Mortgage LLC / Nationstar Capital Corp.
6.50%, 08/01/2018

     1,765,000  
  

Navient Corp.

 

1,767,000   

5.50%, 01/25/2023

     1,727,243  
365,000   

5.63%, 08/01/2033

     312,075  
240,000   

5.88%, 03/25/2021

     243,600  
2,081,000   

5.88%, 10/25/2024

     2,013,367  
1,665,000   

6.13%, 03/25/2024

     1,640,025  
1,816,000   

6.50%, 06/15/2022

     1,854,590  
1,422,000   

7.25%, 09/25/2023

     1,489,545  
  

Springleaf Finance Corp.

 

830,000   

5.25%, 12/15/2019

     843,488  
1,250,000   

6.13%, 05/15/2022

     1,278,125  
255,000   

6.88%, 03/15/2025

     258,825  
1,610,000   

7.75%, 10/01/2021

     1,738,800  
2,815,000   

8.25%, 12/15/2020

     3,047,237  
5,825,000   

Synchrony Financial
4.50%, 07/23/2025

     5,647,372  
3,810,000   

Tempo Acquisition LLC / Tempo Acquisition Finance Corp.
6.75%, 06/01/2025(6)

     3,683,127  
400,000   

Turkiye Sinai Kalkinma Bankasi AS
5.50%, 01/16/2023(10)

     341,691  
2,890,000   

Vantiv LLC / Vanity Issuer Corp.
4.38%, 11/15/2025(6)

     2,734,662  
  

Visa, Inc.

 

8,665,000   

3.15%, 12/14/2025

     8,426,921  
2,000,000   

4.15%, 12/14/2035

     2,099,493  
3,635,000   

4.30%, 12/14/2045

     3,848,389  
     

 

 

 
        170,840,018  
     

 

 

 
  

Electric - 3.1%

 

  

Abu Dhabi National Energy Co. PJSC

 

785,000   

3.63%, 01/12/2023(10)

     778,491  
255,000   

4.38%, 04/23/2025(6)

     256,543  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $            300,000   

4.38%, 06/22/2026(10)

   $              300,184  
285,000   

4.88%, 04/23/2030(6)

     290,010  
527,000   

5.88%, 12/13/2021(10)

     562,615  
4,430,000   

AEP Texas, Inc.
3.80%, 10/01/2047

     4,114,683  
2,565,000   

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

     2,459,423  
  

AES Corp.

 

4,395,000   

4.00%, 03/15/2021

     4,389,506  
4,100,000   

5.13%, 09/01/2027

     4,141,000  
13,090,000   

Alabama Power Co.
2.45%, 03/30/2022

     12,667,302  
5,210,000   

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

     5,228,460  
  

Berkshire Hathaway Energy Co.

 

15,710,000   

3.25%, 04/15/2028

     14,959,061  
245,000   

3.75%, 11/15/2023

     247,341  
500,000   

5.95%, 05/15/2037

     607,841  
6,740,000   

CenterPoint Energy, Inc.
2.50%, 09/01/2022

     6,468,430  
  

Centrais Electricas Brasileiras S.A.

 

1,155,000   

5.75%, 10/27/2021(10)

     1,162,623  
150,000   

6.88%, 07/30/2019(10)

     153,939  
4,840,000   

Cleco Corporate Holdings LLC
3.74%, 05/01/2026

     4,544,902  
240,000   

Comision Federal de Electricidad
4.88%, 01/15/2024(6)

     245,400  
  

Commonwealth Edison Co.

 

605,000   

3.65%, 06/15/2046

     555,745  
620,000   

4.35%, 11/15/2045

     639,020  
  

Consolidated Edison Co. of New York, Inc.

 

1,195,000   

4.50%, 12/01/2045

     1,228,248  
5,050,000   

4.50%, 05/15/2058

     5,149,426  
5,875,000   

4.63%, 12/01/2054

     6,011,107  
  

Dominion Energy, Inc.

 

250,000   

2.50%, 12/01/2019

     248,562  
11,710,000   

3.90%, 10/01/2025

     11,571,000  
5,145,000   

4.25%, 06/01/2028

     5,201,093  
2,185,000   

4.70%, 12/01/2044

     2,203,781  
3,390,000   

7.00%, 06/15/2038

     4,294,384  
  

DTE Energy Co.

 

4,150,000   

3.80%, 03/15/2027

     4,089,653  
245,000   

3.85%, 12/01/2023

     244,878  
  

Duke Energy Carolinas LLC

 

3,225,000   

2.50%, 03/15/2023

     3,097,267  
9,845,000   

2.95%, 12/01/2026

     9,360,254  
3,270,000   

3.75%, 06/01/2045

     3,057,990  
3,305,000   

3.88%, 03/15/2046

     3,167,847  
3,000,000   

5.30%, 02/15/2040

     3,468,792  
  

Duke Energy Corp.

 

250,000   

3.55%, 09/15/2021

     251,823  
2,935,000   

3.75%, 04/15/2024

     2,932,052  
3,000,000   

3.95%, 10/15/2023

     3,028,065  
  

Duke Energy Progress LLC

 

2,060,000   

4.10%, 05/15/2042

     2,047,706  
1,940,000   

4.15%, 12/01/2044

     1,948,453  
6,845,000   

4.20%, 08/15/2045

     6,851,467  
2,730,000   

4.38%, 03/30/2044

     2,813,524  
214,000   

Edison International
2.95%, 03/15/2023

     205,889  
  

Emera U.S. Finance L.P.

 

255,000   

2.70%, 06/15/2021

     248,887  
1,755,000   

4.75%, 06/15/2046

     1,745,780  
26,350,000   

Enel Finance International N.V.
3.50%, 04/06/2028(6)

     23,872,162  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

Entergy Corp.

 

        $         1,930,000   

2.95%, 09/01/2026

   $           1,769,567  
245,000   

4.00%, 07/15/2022

     248,993  
2,775,000   

Eversource Energy
2.80%, 05/01/2023

     2,673,218  
2,105,000   

Exelon Corp.
3.40%, 04/15/2026

     2,012,073  
9,580,000   

FirstEnergy Corp.
7.38%, 11/15/2031

     12,401,044  
  

FirstEnergy Transmission LLC

 

7,260,000   

4.35%, 01/15/2025(6)

     7,293,305  
2,790,000   

5.45%, 07/15/2044(6)

     3,094,136  
  

Fortis, Inc.

 

4,960,000   

2.10%, 10/04/2021

     4,723,812  
7,060,000   

3.06%, 10/04/2026

     6,467,148  
4,570,000   

Georgia Power Co.
2.40%, 04/01/2021

     4,450,915  
  

Infraestructura Energetica Nova S.A.B. de C.V.

 

4,400,000   

3.75%, 01/14/2028(6)

     3,972,100  
5,460,000   

4.88%, 01/14/2048(6)

     4,763,850  
7,155,000   

IPALCO Enterprises, Inc.
3.70%, 09/01/2024

     6,904,502  
955,000   

Israel Electric Corp. Ltd.
4.25%, 08/14/2028(6)(10)

     932,504  
  

ITC Holdings Corp.

 

7,280,000   

2.70%, 11/15/2022

     6,993,359  
6,355,000   

3.25%, 06/30/2026

     5,967,962  
255,000   

Kansas City Power & Light Co.
3.15%, 03/15/2023

     247,666  
4,400,000   

Mid-Atlantic Interstate Transmission LLC
4.10%, 05/15/2028(6)

     4,401,343  
2,598,000   

MidAmerican Energy Co.
4.40%, 10/15/2044

     2,678,044  
930,000   

Minejesa Capital B.V.
4.63%, 08/10/2030(10)

     872,617  
255,000   

NextEra Energy Capital Holdings, Inc.
2.80%, 01/15/2023

     245,672  
270,000   

NextEra Energy Operating Partners L.P.
4.50%, 09/15/2027(6)

     254,137  
  

Oncor Electric Delivery Co. LLC

 

5,666,000   

2.95%, 04/01/2025

     5,420,750  
3,915,000   

4.10%, 06/01/2022

     4,002,493  
  

Pacific Gas & Electric Co.

 

12,005,000   

2.95%, 03/01/2026

     10,838,192  
5,575,000   

3.30%, 12/01/2027

     5,101,076  
2,195,000   

3.40%, 08/15/2024

     2,090,145  
6,000,000   

3.50%, 06/15/2025

     5,680,709  
2,143,000   

3.75%, 02/15/2024

     2,091,300  
656,000   

3.75%, 08/15/2042

     564,600  
260,000   

3.85%, 11/15/2023

     255,411  
2,999,000   

4.30%, 03/15/2045

     2,737,557  
251,000   

4.45%, 04/15/2042

     232,726  
2,400,000   

6.05%, 03/01/2034

     2,644,344  
3,500,000   

PacifiCorp
4.10%, 02/01/2042

     3,466,641  
7,975,000   

Pennsylvania Electric Co.
3.25%, 03/15/2028(6)

     7,400,996  
  

Perusahaan Listrik Negara PT

 

850,000   

5.45%, 05/21/2028(6)

     883,364  
980,000   

6.15%, 05/21/2048(6)

     1,044,737  
2,700,000   

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

     2,685,532  
250,000   

PPL Capital Funding, Inc.
3.40%, 06/01/2023

     244,417  
1,930,000   

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

     1,804,182  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $            230,000   

Puget Energy, Inc.
5.63%, 07/15/2022

   $ 243,324  
4,770,000   

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

               4,798,695  
  

SCANA Corp.

 

5,000,000   

4.13%, 02/01/2022

     4,939,777  
240,000   

4.75%, 05/15/2021

     242,095  
9,647,000   

Sierra Pacific Power Co.
2.60%, 05/01/2026

     8,880,400  
  

South Carolina Electric & Gas Co.

 

5,745,000   

4.10%, 06/15/2046

     5,239,739  
1,930,000   

5.30%, 05/15/2033

     2,046,783  
  

Southern California Edison Co.

 

565,000   

3.70%, 08/01/2025

     564,178  
353,000   

3.90%, 03/15/2043

     330,716  
131,000   

4.00%, 04/01/2047

     125,406  
6,361,000   

4.13%, 03/01/2048

     6,168,184  
1,300,000   

5.55%, 01/15/2037

     1,459,185  
220,000   

6.00%, 01/15/2034

     254,289  
1,010,000   

6.05%, 03/15/2039

     1,210,281  
  

Southern Co.

 

20,545,000   

2.75%, 06/15/2020

     20,366,051  
4,055,000   

2.95%, 07/01/2023

     3,930,280  
5,005,000   

4.40%, 07/01/2046

     5,001,244  
250,000   

Southwestern Public Service Co.
3.30%, 06/15/2024

     244,837  
  

Star Energy Geothermal Wayang Windu Ltd.

 

600,000   

6.75%, 04/24/2033(6)

     572,778  
200,000   

6.75%, 04/24/2033(10)

     190,926  
3,050,000   

State Grid Overseas Investment Ltd.
4.25%, 05/02/2028(6)

     3,070,892  
     

 

 

 
     385,549,808  
     

 

 

 
  

Electrical Components & Equipment - 0.0%

 

EUR         1,955,000   

Energizer Gamma Acquisition B.V.
4.63%, 07/15/2026(6)

     2,334,201  
     

 

 

 
  

Electronics - 0.0%

 

$            250,000   

Avnet, Inc.
3.75%, 12/01/2021

     248,319  
250,000   

Keysight Technologies, Inc.
3.30%, 10/30/2019

     249,044  
     

 

 

 
     497,363  
     

 

 

 
  

Energy-Alternate Sources - 0.0%

 

800,000   

Azure Power Energy Ltd.
5.50%, 11/03/2022(10)

     768,992  
  

Greenko Dutch B.V.

 

265,000   

4.88%, 07/24/2022(10)

     256,865  
640,000   

5.25%, 07/24/2024(10)

     609,600  
     

 

 

 
     1,635,457  
     

 

 

 
  

Engineering & Construction - 0.2%

 

  

Mexico City Airport Trust

 

8,305,000   

3.88%, 04/30/2028(6)

     7,590,770  
8,295,000   

4.25%, 10/31/2026(6)

     7,894,766  
  

SBA Tower Trust

 

11,750,000   

3.17%, 04/09/2047(6)

     11,504,036  
2,705,000   

3.45%, 03/15/2048(6)

     2,668,605  
     

 

 

 
     29,658,177  
     

 

 

 
  

Entertainment - 0.2%

 

3,030,000   

Caesars Resort Collection LLC / CRC Finco, Inc.
5.25%, 10/15/2025(6)

     2,916,375  
7,101,000   

Discovery Communications LLC
2.80%, 06/15/2020(6)

     7,007,239  
2,045,000   

Eldorado Resorts, Inc.
6.00%, 04/01/2025

     2,065,450  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $            235,000   

GLP Capital L.P. / GLP Financing II, Inc.
5.38%, 11/01/2023

   $ 242,638  
3,060,000   

Jacobs Entertainment, Inc.
7.88%, 02/01/2024(6)

     3,197,700  
4,885,000   

Penn National Gaming, Inc.
5.63%, 01/15/2027(6)

     4,610,316  
3,015,000   

Pinnacle Entertainment, Inc.
5.63%, 05/01/2024

     3,158,212  
     

 

 

 
                23,197,930  
     

 

 

 
  

Environmental Control - 0.1%

 

1,975,000   

Clean Harbors, Inc.
5.13%, 06/01/2021

     1,979,937  
6,550,000   

Republic Services, Inc.
3.55%, 06/01/2022

     6,570,185  
3,440,000   

Tervita Escrow Corp.
7.63%, 12/01/2021(6)

     3,553,004  
260,000   

Waste Management, Inc.
2.40%, 05/15/2023

     247,638  
1,170,000   

Waste Pro USA, Inc.
5.50%, 02/15/2026(6)

     1,117,350  
     

 

 

 
        13,468,114  
     

 

 

 
  

Food - 0.6%

 

6,705,000   

Danone S.A.
2.59%, 11/02/2023(6)

     6,323,723  
9,390,000   

JM Smucker Co.
3.38%, 12/15/2027

     8,784,998  
  

Kraft Heinz Foods Co.

 

10,830,000   

3.00%, 06/01/2026

     9,925,543  
4,115,000   

3.95%, 07/15/2025

     4,037,188  
18,780,000   

4.00%, 06/15/2023

     18,848,859  
8,460,000   

4.38%, 06/01/2046

     7,521,364  
1,870,000   

5.00%, 07/15/2035

     1,856,520  
265,000   

Minerva Luxembourg S.A.
6.50%, 09/20/2026(6)

     246,781  
  

Post Holdings, Inc.

 

4,175,000   

5.00%, 08/15/2026(6)

     3,934,938  
1,320,000   

5.63%, 01/15/2028(6)

     1,257,300  
1,820,000   

5.75%, 03/01/2027(6)

     1,769,950  
270,000   

Sigma Alimentos S.A. de C.V.
4.13%, 05/02/2026(6)

     265,248  
  

Sysco Corp.

 

3,140,000   

3.30%, 07/15/2026

     2,998,635  
960,000   

4.50%, 04/01/2046

     954,275  
  

TreeHouse Foods, Inc.

 

2,340,000   

4.88%, 03/15/2022

     2,340,702  
605,000   

6.00%, 02/15/2024(6)(8)

     605,000  
     

 

 

 
        71,671,024  
     

 

 

 
  

Food Service - 0.0%

 

260,000   

Aramark Services, Inc.
4.75%, 06/01/2026

     252,850  
505,000   

Arcos Dorados Holdings, Inc.
5.88%, 04/04/2027(6)

     489,850  
     

 

 

 
        742,700  
     

 

 

 
  

Forest Products & Paper - 0.1%

 

250,000   

Fibria Overseas Finance Ltd.
5.25%, 05/12/2024

     256,562  
  

International Paper Co.

 

6,035,000   

3.65%, 06/15/2024

     5,988,837  
5,345,000   

4.40%, 08/15/2047

     4,994,107  
1,869,000   

5.00%, 09/15/2035

     1,898,596  
745,000   

7.30%, 11/15/2039

     950,074  
     

 

 

 
        14,088,176  
     

 

 

 


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

Gas - 0.3%

 

        $            250,000   

AmeriGas Partners L.P. / AmeriGas Finance Corp.
5.63%, 05/20/2024

   $ 246,250  
6,310,000   

CenterPoint Energy Resources Corp.
4.50%, 01/15/2021

     6,437,555  
20,000,000   

NiSource, Inc.
2.65%, 11/17/2022

     19,180,297  
  

Sempra Energy

 

8,750,000   

2.40%, 02/01/2020

     8,645,784  
250,000   

2.85%, 11/15/2020

     246,444  
265,000   

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

     248,313  
     

 

 

 
                35,004,643  
     

 

 

 
  

Healthcare-Products - 0.9%

 

  

Abbott Laboratories

 

5,905,000   

2.90%, 11/30/2021

     5,824,597  
6,550,000   

4.75%, 11/30/2036

     7,031,536  
  

Becton Dickinson and Co.

 

23,605,000   

2.89%, 06/06/2022

     22,919,668  
18,325,000   

3.36%, 06/06/2024

     17,677,048  
  

Boston Scientific Corp.

 

7,000,000   

3.38%, 05/15/2022

     6,919,849  
18,305,000   

4.00%, 03/01/2028

     18,079,622  
4,975,000   

Covidien International Finance S.A.
4.20%, 06/15/2020

     5,068,710  
11,038,000   

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

     11,610,711  
4,720,000   

Sotera Health Holdings LLC
6.50%, 05/15/2023(6)

     4,790,800  
4,690,000   

Stryker Corp.
4.63%, 03/15/2046

     4,831,153  
4,055,000   

Thermo Fisher Scientific, Inc.
3.00%, 04/15/2023

     3,934,115  
250,000   

Zimmer Biomet Holdings, Inc.
3.15%, 04/01/2022

     245,648  
     

 

 

 
        108,933,457  
     

 

 

 
  

Healthcare-Services - 1.2%

 

10,560,000   

Aetna, Inc.
2.80%, 06/15/2023

     10,117,087  
  

Anthem, Inc.

 

4,760,000   

3.13%, 05/15/2022

     4,690,527  
3,100,000   

3.30%, 01/15/2023

     3,051,084  
3,175,000   

3.50%, 08/15/2024

     3,094,484  
18,420,000   

3.65%, 12/01/2027

     17,551,734  
6,335,000   

4.38%, 12/01/2047

     6,026,963  
2,795,000   

4.55%, 03/01/2048

     2,747,621  
3,315,000   

4.63%, 05/15/2042

     3,260,255  
  

Cigna Corp.

 

3,445,000   

3.05%, 10/15/2027

     3,133,839  
4,305,000   

3.25%, 04/15/2025

     4,085,499  
8,070,000   

3.88%, 10/15/2047

     6,980,578  
245,000   

4.00%, 02/15/2022

     248,783  
2,060,000   

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

     2,159,787  
  

Envision Healthcare Corp.

 

38,000   

5.13%, 07/01/2022(6)

     38,356  
214,000   

5.63%, 07/15/2022

     218,815  
3,335,000   

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

     3,472,569  
  

HCA, Inc.

 

255,000   

5.00%, 03/15/2024

     258,825  
4,115,000   

5.38%, 02/01/2025

     4,166,437  
2,125,000   

5.88%, 05/01/2023

     2,223,281  
1,627,000   

7.50%, 11/15/2095

     1,598,527  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

Humana, Inc.

 

        $         5,895,000   

2.50%, 12/15/2020

   $           5,774,550  
3,555,000   

3.85%, 10/01/2024

     3,543,347  
14,570,000   

3.95%, 03/15/2027

     14,379,057  
245,000   

Laboratory Corp. of America Holdings
4.00%, 11/01/2023

     247,012  
250,000   

Tenet Healthcare Corp.
4.38%, 10/01/2021

     249,062  
  

UnitedHealth Group, Inc.

 

13,110,000   

3.15%, 06/15/2021

     13,115,223  
10,000,000   

3.50%, 06/15/2023

     10,030,732  
9,685,000   

4.63%, 07/15/2035

     10,358,253  
1,981,000   

6.88%, 02/15/2038

     2,645,277  
4,445,000   

West Street Merger Sub, Inc.
6.38%, 09/01/2025(6)

     4,322,762  
     

 

 

 
     143,790,326  
     

 

 

 
  

Holding Companies-Diversified - 0.0%

 

250,000   

Alfa S.A.B. de C.V.
5.25%, 03/25/2024(6)

     257,753  
     

 

 

 
  

Home Builders - 0.1%

 

2,970,000   

AV Homes, Inc.
6.63%, 05/15/2022

     3,059,100  
  

Beazer Homes USA, Inc.

 

830,000   

5.88%, 10/15/2027(8)

     728,325  
865,000   

6.75%, 03/15/2025

     813,100  
1,950,000   

8.75%, 03/15/2022

     2,070,997  
  

KB Home

 

1,450,000   

7.00%, 12/15/2021

     1,528,126  
1,586,000   

8.00%, 03/15/2020

     1,685,125  
245,000   

Lennar Corp.
4.75%, 11/15/2022

     245,000  
  

M/I Homes, Inc.

 

750,000   

5.63%, 08/01/2025

     703,350  
2,440,000   

6.75%, 01/15/2021

     2,494,900  
245,000   

PulteGroup, Inc.
5.50%, 03/01/2026

     241,634  
     

 

 

 
     13,569,657  
     

 

 

 
  

Household Products - 0.0%

 

3,480,000   

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

     1,844,400  
     

 

 

 
  

Household Products/Wares - 0.1%

 

EUR         2,380,000   

Diamond (BC) B.V.
5.63%, 08/15/2025(6)

     2,561,188  
  

S.C. Johnson & Son, Inc.

 

$         2,520,000   

4.00%, 05/15/2043(6)

     2,441,202  
1,840,000   

4.75%, 10/15/2046(6)

     2,000,221  
     

 

 

 
     7,002,611  
     

 

 

 
  

Insurance - 1.5%

 

1,905,000   

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

     2,628,900  
  

American International Group, Inc.

 

4,345,000   

3.88%, 01/15/2035

     3,962,643  
5,180,000   

4.70%, 07/10/2035

     5,164,343  
  

Aon plc

 

4,775,000   

3.50%, 06/14/2024

     4,643,853  
5,480,000   

3.88%, 12/15/2025

     5,421,493  
2,300,000   

4.25%, 12/12/2042

     2,113,935  
11,664,000   

4.75%, 05/15/2045

     11,774,580  
  

AXA Equitable Holdings, Inc.

 

3,345,000   

3.90%, 04/20/2023(6)

     3,324,985  
15,770,000   

4.35%, 04/20/2028(6)

     15,433,639  
3,460,000   

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

     3,585,897  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $         9,800,000   

CNA Financial Corp.
3.45%, 08/15/2027

   $         9,032,175  
  

Genworth Holdings, Inc.

 

205,000   

4.80%, 02/15/2024

     181,425  
900,000   

4.90%, 08/15/2023

     814,500  
770,000   

7.20%, 02/15/2021

     800,338  
1,250,000   

7.63%, 09/24/2021

     1,300,000  
65,000   

7.70%, 06/15/2020(8)

     67,275  
255,000   

Loews Corp.
2.63%, 05/15/2023

     244,107  
  

Marsh & McLennan Cos., Inc.

 

7,485,000   

2.75%, 01/30/2022

     7,300,263  
1,635,000   

3.75%, 03/14/2026

     1,631,557  
3,900,000   

4.05%, 10/15/2023

     3,953,669  
1,008,000   

Massachusetts Mutual Life Insurance Co.
8.88%, 06/01/2039(6)

     1,566,027  
8,334,000   

MassMutual Global Funding II
2.50%, 04/13/2022(6)

     8,101,940  
2,010,000   

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

     2,056,073  
  

Metropolitan Life Global Funding I

 

7,020,000   

1.75%, 09/19/2019(6)

     6,925,029  
15,080,000   

2.40%, 01/08/2021(6)

     14,771,362  
13,735,000   

3.00%, 09/19/2027(6)

     12,788,843  
700,000   

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

     721,665  
4,940,000   

Nationwide Mutual Insurance Co.
9.38%, 08/15/2039(6)

     7,674,823  
  

New York Life Global Funding

 

14,915,000   

1.95%, 09/28/2020(6)

     14,521,795  
14,205,000   

3.00%, 01/10/2028(6)

     13,303,027  
1,605,000   

Radian Group, Inc.
4.50%, 10/01/2024

     1,556,850  
3,170,000   

Trinity Acquisition plc
4.40%, 03/15/2026

     3,147,504  
4,230,000   

USIS Merger Sub, Inc.
6.88%, 05/01/2025(6)

     4,177,125  
10,435,000   

Willis North America, Inc.
3.60%, 05/15/2024

     10,168,399  
     

 

 

 
        184,860,039  
     

 

 

 
  

Internet - 0.7%

 

  

Alibaba Group Holding Ltd.

 

5,085,000   

2.80%, 06/06/2023

     4,905,059  
18,635,000   

3.40%, 12/06/2027

     17,460,634  
10,585,000   

4.00%, 12/06/2037

     9,915,762  
8,675,000   

4.20%, 12/06/2047

     8,136,685  
  

Amazon.com, Inc.

 

2,910,000   

2.80%, 08/22/2024

     2,811,185  
13,385,000   

3.88%, 08/22/2037

     13,318,568  
5,935,000   

4.05%, 08/22/2047

     5,850,353  
5,535,000   

4.95%, 12/05/2044

     6,265,754  
250,000   

Symantec Corp.
3.95%, 06/15/2022

     244,382  
  

Tencent Holdings Ltd.

 

14,930,000   

3.60%, 01/19/2028(6)

     14,238,441  
5,230,000   

3.93%, 01/19/2038(6)

     4,848,197  
235,000   

Zayo Group LLC / Zayo Capital, Inc.
6.38%, 05/15/2025

     243,225  
     

 

 

 
        88,238,245  
     

 

 

 
  

Iron/Steel - 0.4%

 

200,000   

ABJA Investment Co. Pte Ltd.
4.45%, 07/24/2023(10)

     190,102  
  

AK Steel Corp.

 

265,000   

6.38%, 10/15/2025

     244,463  
2,230,000   

7.00%, 03/15/2027(8)

     2,115,712  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $         1,375,000   

7.63%, 10/01/2021

   $           1,399,063  
8,070,000   

ArcelorMittal
6.13%, 06/01/2025(8)

     8,741,424  
720,000   

Gerdau Trade, Inc.
4.88%, 10/24/2027(6)

     688,507  
250,000   

GTL Trade Finance, Inc.
5.89%, 04/29/2024(6)

     258,438  
870,000   

JSW Steel Ltd.
5.25%, 04/13/2022(10)

     870,000  
  

Steel Dynamics, Inc.

 

3,430,000   

4.13%, 09/15/2025

     3,279,937  
665,000   

5.13%, 10/01/2021

     672,481  
1,770,000   

5.50%, 10/01/2024

     1,807,613  
  

Vale Overseas Ltd.

 

250,000   

4.38%, 01/11/2022

     254,500  
12,350,000   

6.25%, 08/10/2026

     13,585,000  
3,670,000   

6.88%, 11/21/2036

     4,265,274  
6,415,000   

6.88%, 11/10/2039

     7,553,662  
     

 

 

 
        45,926,176  
     

 

 

 
  

IT Services - 0.4%

 

  

Apple, Inc.

 

8,650,000   

2.90%, 09/12/2027

     8,186,068  
3,865,000   

3.85%, 08/04/2046

     3,732,059  
2,895,000   

4.25%, 02/09/2047

     2,972,733  
3,990,000   

4.38%, 05/13/2045

     4,179,390  
1,120,000   

4.45%, 05/06/2044

     1,187,121  
9,180,000   

4.65%, 02/23/2046

     10,016,321  
245,000   

DXC Technology Co.
4.45%, 09/18/2022

     249,925  
  

Hewlett Packard Enterprise Co.

 

235,000   

4.90%, 10/15/2025

     240,356  
12,545,000   

6.35%, 10/15/2045

     12,837,015  
     

 

 

 
        43,600,988  
     

 

 

 
  

Lodging - 0.1%

 

2,480,000   

Boyd Gaming Corp.
6.38%, 04/01/2026

     2,535,800  
770,000   

Caesars Entertainment Corp.
5.00%, 10/01/2024

     1,383,236  
3,895,000   

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

     3,982,637  
255,000   

Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp.
4.63%, 04/01/2025

     248,625  
2,720,000   

Jack Ohio Finance LLC / Jack Ohio Finance Corp.
6.75%, 11/15/2021(6)

     2,808,400  
2,185,000   

Station Casinos LLC
5.00%, 10/01/2025(6)

     2,081,212  
3,105,000   

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.
5.88%, 05/15/2025(6)

     2,930,344  
     

 

 

 
        15,970,254  
     

 

 

 
  

Machinery-Construction & Mining - 0.2%

 

2,365,000   

BlueLine Rental Finance Corp. / BlueLine Rental LLC
9.25%, 03/15/2024(6)

     2,498,031  
23,095,000   

Caterpillar Financial Services Corp.
2.55%, 11/29/2022

     22,387,383  
     

 

 

 
        24,885,414  
     

 

 

 
  

Machinery-Diversified - 0.1%

 

3,270,000   

Cloud Crane LLC
10.13%, 08/01/2024(6)

     3,531,600  
245,000   

CNH Industrial Capital LLC
4.38%, 11/06/2020

     248,210  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$         6,730,000   

John Deere Capital Corp.
2.35%, 01/08/2021

   $           6,627,179  
     

 

 

 
        10,406,989  
     

 

 

 
  

Media - 2.6%

 

  

21st Century Fox America, Inc.

 

5,595,000   

3.38%, 11/15/2026

     5,421,143  
240,000   

4.00%, 10/01/2023

     243,690  
3,890,000   

4.95%, 10/15/2045

     4,247,181  
1,177,000   

5.40%, 10/01/2043

     1,352,211  
3,197,000   

6.40%, 12/15/2035

     3,996,586  
520,000   

6.65%, 11/15/2037

     678,045  
  

Altice France S.A.

 

2,545,000   

7.38%, 05/01/2026(6)

     2,516,369  
4,370,000   

8.13%, 02/01/2027(6)

     4,463,299  
2,040,000   

Altice Luxembourg S.A.
7.75%, 05/15/2022(6)

     2,029,800  
240,000   

Belo Corp.
7.25%, 09/15/2027

     245,400  
  

CBS Corp.

 

16,685,000   

2.90%, 06/01/2023(6)

     15,837,819  
1,140,000   

2.90%, 01/15/2027

     1,018,462  
9,920,000   

3.50%, 01/15/2025

     9,469,006  
  

CCO Holdings LLC / CCO Holdings Capital Corp.

 

1,695,000   

5.13%, 05/01/2023(6)

     1,690,763  
1,600,000   

5.25%, 09/30/2022

     1,616,000  
2,510,000   

5.75%, 09/01/2023

     2,541,375  
205,000   

5.75%, 01/15/2024

     207,050  
1,550,000   

5.75%, 02/15/2026(6)

     1,540,313  
3,030,000   

Cequel Communications Holdings I LLC / Cequel Capital Corp.
5.13%, 12/15/2021(6)

     3,027,697  
  

Charter Communications Operating LLC / Charter Communications Operating Capital

 

5,455,000   

3.58%, 07/23/2020

     5,460,101  
11,845,000   

4.20%, 03/15/2028

     11,318,885  
6,605,000   

4.46%, 07/23/2022

     6,714,778  
2,135,000   

4.91%, 07/23/2025

     2,172,076  
17,150,000   

5.38%, 05/01/2047

     16,475,757  
3,000,000   

5.75%, 04/01/2048

     3,011,716  
8,613,000   

6.48%, 10/23/2045

     9,397,264  
  

Comcast Corp.

 

9,280,000   

3.20%, 07/15/2036

     7,944,945  
8,755,000   

3.40%, 07/15/2046

     7,223,045  
3,678,000   

4.05%, 11/01/2052

     3,306,760  
4,530,000   

4.40%, 08/15/2035

     4,474,050  
5,000,000   

4.60%, 08/15/2045

     4,938,980  
975,000   

5.65%, 06/15/2035

     1,093,674  
446,000   

7.05%, 03/15/2033

     566,127  
  

Cox Communications, Inc.

 

11,590,000   

3.15%, 08/15/2024(6)

     10,989,792  
10,479,000   

4.50%, 06/30/2043(6)

     8,972,763  
2,286,000   

4.70%, 12/15/2042(6)

     2,021,300  
7,875,000   

4.80%, 02/01/2035(6)

     7,351,875  
2,604,000   

6.45%, 12/01/2036(6)

     2,866,773  
265,000   

CSC Holdings LLC
5.38%, 02/01/2028(6)

     249,686  
  

Discovery Communications LLC

 

6,087,000   

3.95%, 06/15/2025(6)

     5,972,395  
480,000   

4.38%, 06/15/2021

     490,035  
6,880,000   

5.20%, 09/20/2047

     6,774,320  
  

DISH DBS Corp.

 

1,160,000   

5.00%, 03/15/2023(8)

     1,003,400  
1,225,000   

5.88%, 07/15/2022

     1,145,375  
2,535,000   

6.75%, 06/01/2021

     2,548,435  
1,260,000   

7.88%, 09/01/2019

     1,305,675  
270,000   

Globo Comunicacao e Participacoes S.A.
4.84%, 06/08/2025(10)

     258,188  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

Gray Television, Inc.

 

        $         2,160,000   

5.13%, 10/15/2024(6)(8)

   $           2,073,600  
630,000   

5.88%, 07/15/2026(6)

     615,825  
2,350,000   

Liberty Interactive LLC
8.25%, 02/01/2030

     2,508,766  
335,000   

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

     344,213  
  

Sinclair Television Group, Inc.

 

570,000   

5.13%, 02/15/2027(6)(8)

     528,675  
925,000   

5.88%, 03/15/2026(6)

     911,703  
995,000   

6.13%, 10/01/2022

     1,012,413  
16,875,000   

Sky plc
3.13%, 11/26/2022(6)

     16,535,723  
  

TEGNA, Inc.

 

2,305,000   

4.88%, 09/15/2021(6)

     2,296,356  
1,285,000   

5.50%, 09/15/2024(6)

     1,291,425  
1,980,000   

6.38%, 10/15/2023

     2,044,350  
  

Time Warner Cable LLC

 

540,000   

4.00%, 09/01/2021

     541,755  
1,875,000   

4.50%, 09/15/2042

     1,603,043  
1,300,000   

5.50%, 09/01/2041

     1,261,370  
10,340,000   

5.88%, 11/15/2040

     10,341,575  
2,825,000   

6.75%, 06/15/2039

     3,124,114  
535,000   

8.75%, 02/14/2019

     551,352  
1,565,000   

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

     1,966,655  
4,795,000   

8.38%, 03/15/2023

     5,568,431  
2,735,000   

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

     2,748,675  
  

Viacom, Inc.

 

21,620,000   

4.25%, 09/01/2023

     21,707,051  
8,170,000   

4.38%, 03/15/2043

     7,159,799  
12,350,000   

4.85%, 12/15/2034

     11,612,094  
255,000   

3 mo. USD LIBOR + 3.895%, 5.88%, 02/28/2057(4)

     248,370  
1,565,000   

Videotron Ltd.
5.00%, 07/15/2022

     1,595,518  
  

Virgin Media Secured Finance plc

 

260,000   

5.25%, 01/15/2026(10)

     244,400  
250,000   

5.50%, 01/15/2025(6)

     243,438  
  

Warner Media LLC

 

10,175,000   

3.60%, 07/15/2025

     9,791,652  
245,000   

4.05%, 12/15/2023

     245,037  
6,545,000   

5.35%, 12/15/2043

     6,524,258  
5,545,000   

3.88%, 01/15/2026

     5,366,626  
1,740,000   

WMG Acquisition Corp.
5.50%, 04/15/2026(6)

     1,722,600  
260,000   

Ziggo Secured Finance B.V.
5.50%, 01/15/2027(6)

     247,650  
     

 

 

 
        322,768,891  
     

 

 

 
  

Metal Fabricate/Hardware - 0.0%

 

  

Novelis Corp.

 

1,045,000   

5.88%, 09/30/2026(6)

     1,001,894  
2,810,000   

6.25%, 08/15/2024(6)

     2,817,025  
630,000   

TriMas Corp.
4.88%, 10/15/2025(6)

     603,225  
     

 

 

 
        4,422,144  
     

 

 

 
  

Mining - 0.6%

 

1,115,000   

Alcoa Nederland Holding B.V.
6.13%, 05/15/2028(6)

     1,148,450  
  

Anglo American Capital plc

 

3,555,000   

3.75%, 04/10/2022(6)

     3,503,737  
6,711,000   

4.13%, 09/27/2022(6)

     6,714,286  
3,300,000   

4.50%, 03/15/2028(6)

     3,147,435  
3,160,000   

4.75%, 04/10/2027(6)

     3,074,787  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$         4,015,000   

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

   $           4,444,728  
1,825,000   

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

     2,075,162  
260,000   

Cia Brasileira de Aluminio
4.75%, 06/17/2024(6)

     252,083  
2,640,000   

Constellium N.V.
5.88%, 02/15/2026(6)

     2,600,400  
  

Corp. Nacional del Cobre de Chile

 

3,580,000   

3.63%, 08/01/2027(6)

     3,404,007  
245,000   

4.50%, 08/13/2023(6)

     250,105  
  

First Quantum Minerals Ltd.

 

255,000   

6.88%, 03/01/2026(6)

     248,306  
1,410,000   

7.00%, 02/15/2021(6)

     1,424,100  
290,000   

7.25%, 04/01/2023(6)

     291,087  
1,010,000   

7.50%, 04/01/2025(6)

     1,016,312  
  

Freeport-McMoRan, Inc.

 

530,000   

4.55%, 11/14/2024

     512,444  
1,115,000   

5.40%, 11/14/2034

     1,023,012  
  

Glencore Finance Canada Ltd.

 

330,000   

5.55%, 10/25/2042(6)

     324,486  
5,030,000   

6.00%, 11/15/2041(6)

     5,176,672  
12,640,000   

Glencore Funding LLC
4.00%, 03/27/2027(6)

     11,893,826  
7,000,000   

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

     6,975,762  
1,940,000   

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

     1,983,650  
  

New Gold, Inc.

 

155,000   

6.25%, 11/15/2022(6)

     146,087  
1,530,000   

6.38%, 05/15/2025(6)

     1,392,300  
3,080,000   

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

     3,113,556  
7,768,000   

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

     8,557,928  
1,140,000   

Teck Resources Ltd.
5.20%, 03/01/2042

     1,043,100  
     

 

 

 
        75,737,808  
     

 

 

 
  

Miscellaneous Manufacturing - 0.2%

 

3,405,000   

Bombardier, Inc.
6.13%, 01/15/2023(6)

     3,460,331  
13,030,000   

Ingersoll-Rand Global Holding Co., Ltd.
2.90%, 02/21/2021

     12,896,181  
8,600,000   

Siemens Financieringsmaatschappij N.V.
3.13%, 03/16/2024(6)

     8,382,578  
     

 

 

 
        24,739,090  
     

 

 

 
  

Office/Business Equipment - 0.1%

 

1,495,000   

CDW LLC / CDW Finance Corp.
5.00%, 09/01/2023

     1,509,950  
  

Pitney Bowes, Inc.

 

570,000   

4.63%, 03/15/2024(8)

     508,013  
6,225,000   

4.70%, 04/01/2023

     5,586,937  
     

 

 

 
        7,604,900  
     

 

 

 
  

Oil & Gas - 1.8%

 

  

Anadarko Petroleum Corp.

 

1,875,000   

3.45%, 07/15/2024

     1,819,058  
1,250,000   

4.50%, 07/15/2044

     1,190,846  
4,475,000   

6.45%, 09/15/2036

     5,242,502  
7,041,000   

6.60%, 03/15/2046

     8,674,143  
17,090,000   

Andeavor
3.80%, 04/01/2028

     16,335,206  
3,865,000   

BG Energy Capital plc
4.00%, 10/15/2021(6)

     3,915,166  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $         4,230,000   

Blue Racer Midstream LLC / Blue Racer Finance Corp.
6.13%, 11/15/2022(6)

   $           4,284,144  
  

BP Capital Markets plc

 

8,835,000   

3.22%, 11/28/2023

     8,685,581  
2,840,000   

3.81%, 02/10/2024

     2,872,290  
2,855,000   

California Resources Corp.
8.00%, 12/15/2022(6)(8)

     2,555,225  
  

Canadian Natural Resources Ltd.

 

2,080,000   

2.95%, 01/15/2023

     2,009,864  
13,400,000   

3.85%, 06/01/2027

     13,070,565  
4,626,000   

3.90%, 02/01/2025

     4,588,767  
3,610,000   

CNOOC Finance 2013 Ltd.
3.00%, 05/09/2023

     3,469,589  
  

Continental Resources, Inc.

 

1,570,000   

3.80%, 06/01/2024

     1,542,238  
391,000   

4.50%, 04/15/2023

     397,812  
553,000   

5.00%, 09/15/2022

     561,155  
  

Devon Energy Corp.

 

1,390,000   

5.00%, 06/15/2045

     1,436,727  
3,695,000   

5.60%, 07/15/2041

     4,026,706  
1,695,000   

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

     1,816,192  
245,000   

EnCana Corp.
3.90%, 11/15/2021

     246,697  
2,055,000   

Energen Corp.
4.63%, 09/01/2021

     2,049,862  
705,000   

Ensco plc
5.75%, 10/01/2044

     512,888  
3,075,000   

EOG Resources, Inc.
3.90%, 04/01/2035

     3,010,213  
255,000   

EQT Corp.
3.00%, 10/01/2022

     245,298  
  

Gazprom OAO Via Gaz Capital S.A.

 

495,000   

3.85%, 02/06/2020(10)

     495,000  
1,625,000   

9.25%, 04/23/2019(10)

     1,688,674  
  

Hess Corp.

 

260,000   

3.50%, 07/15/2024

     247,370  
16,940,000   

4.30%, 04/01/2027

     16,587,520  
1,445,000   

6.00%, 01/15/2040

     1,513,272  
1,325,000   

7.30%, 08/15/2031

     1,548,279  
700,000   

7.88%, 10/01/2029

     852,024  
870,000   

Hunt Oil Co. of Peru LLC Sucursal Del Peru
6.38%, 06/01/2028(6)

     906,975  
200,000   

Indika Energy Capital II Pte
6.88%, 04/10/2022

     202,220  
1,455,000   

Jagged Peak Energy LLC
5.88%, 05/01/2026(6)

     1,429,537  
1,320,000   

KazMunayGas National Co. JSC
6.38%, 10/24/2048(6)

     1,379,928  
3,470,000   

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

     3,955,303  
  

MEG Energy Corp.

 

2,360,000   

6.38%, 01/30/2023(6)

     2,129,900  
1,485,000   

6.50%, 01/15/2025(6)

     1,460,869  
690,000   

7.00%, 03/31/2024(6)

     623,588  
2,020,000   

Noble Energy, Inc.
8.00%, 04/01/2027

     2,423,502  
  

Petrobras Global Finance B.V.

 

270,000   

4.38%, 05/20/2023

     260,145  
4,760,000   

5.75%, 02/01/2029

     4,367,300  
1,655,000   

6.00%, 01/27/2028(10)

     1,565,961  
109,000   

6.13%, 01/17/2022

     113,000  
  

Petroleos Mexicanos

 

3,245,000   

5.35%, 02/12/2028(10)

     3,031,803  
1,467,000   

6.35%, 02/12/2048(6)

     1,303,796  
3,965,000   

6.50%, 03/13/2027

     4,024,475  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $         3,790,000   

6.75%, 09/21/2047

   $           3,510,715  
110,000   

6.88%, 08/04/2026

     114,950  
10,155,000   

Phillips 66
3.90%, 03/15/2028

     10,008,898  
1,001,000   

Pioneer Natural Resources Co.
7.20%, 01/15/2028

     1,188,905  
  

QEP Resources, Inc.

 

4,270,000   

5.25%, 05/01/2023

     4,205,950  
435,000   

5.63%, 03/01/2026(8)

     418,688  
230,000   

6.80%, 03/01/2020

     240,350  
265,000   

Range Resources Corp.
5.00%, 03/15/2023

     254,069  
250,000   

Reliance Holding USA, Inc.
5.40%, 02/14/2022(6)(8)

     259,568  
1,330,000   

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

     990,850  
  

Shell International Finance B.V.

 

4,735,000   

4.38%, 05/11/2045

     4,958,106  
3,250,000   

4.55%, 08/12/2043

     3,487,454  
240,000   

Sinopec Group Overseas Development Ltd.
4.38%, 10/17/2023(6)

     244,902  
  

SM Energy Co.

 

2,550,000   

5.00%, 01/15/2024

     2,454,375  
355,000   

6.13%, 11/15/2022(8)

     363,875  
325,000   

Southwestern Energy Co.
6.20%, 01/23/2025

     320,531  
  

State Oil Co. of the Azerbaijan Republic

 

725,000   

4.75%, 03/13/2023(10)

     721,317  
420,000   

6.95%, 03/18/2030(2)(10)

     453,852  
4,520,000   

Statoil ASA
2.65%, 01/15/2024

     4,335,150  
  

Suncor Energy, Inc.

 

5,000,000   

3.60%, 12/01/2024

     4,932,299  
4,235,000   

4.00%, 11/15/2047

     4,041,985  
260,000   

Sunoco L.P. / Sunoco Finance Corp.
4.88%, 01/15/2023(6)

     255,507  
  

Transocean, Inc.

 

675,000   

6.80%, 03/15/2038

     563,625  
200,000   

7.50%, 04/15/2031(8)

     187,500  
795,000   

9.35%, 12/15/2041(2)

     793,013  
1,366,000   

Tullow Oil plc
6.25%, 04/15/2022(6)

     1,355,755  
  

Valero Energy Corp.

 

3,998,000   

3.40%, 09/15/2026

     3,820,099  
6,465,000   

4.35%, 06/01/2028

     6,527,475  
844,000   

4.90%, 03/15/2045

     873,175  
1,380,000   

6.63%, 06/15/2037

     1,683,763  
2,705,000   

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.
8.75%, 04/15/2023(6)

     2,502,125  
  

WPX Energy, Inc.

 

1,275,000   

5.25%, 09/15/2024

     1,267,031  
410,000   

5.75%, 06/01/2026

     411,025  
894,000   

6.00%, 01/15/2022

     927,525  
1,240,000   

8.25%, 08/01/2023

     1,402,812  
  

YPF S.A.

 

1,017,000   

6.95%, 07/21/2027(6)

     906,401  
1,025,000   

7.00%, 12/15/2047(6)

     821,230  
925,000   

8.50%, 07/28/2025(10)

     925,000  
1,030,000   

8.75%, 04/04/2024(6)

     1,038,961  
     

 

 

 
        220,437,986  
     

 

 

 
  

Oil & Gas Services - 0.0%

 

250,000   

Halliburton Co.
3.50%, 08/01/2023

     249,167  
216,750   

Transocean Phoenix 2 Ltd.
7.75%, 10/15/2024(6)

     230,297  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

Weatherford International Ltd.

 

        $            445,000   

5.95%, 04/15/2042

   $ 330,412  
1,180,000   

6.50%, 08/01/2036

     926,300  
800,000   

7.00%, 03/15/2038(2)

     646,000  
     

 

 

 
                  2,382,176  
     

 

 

 
  

Packaging & Containers - 0.2%

 

3,780,000   

ARD Finance S.A. (7.88% PIK)
7.13%, 09/15/2023(9)

     3,817,800  
370,000   

ARD Securities Finance S.a.r.l. (8.75% Cash, 8.75% PIK)
8.75%, 01/31/2023(6)(9)

     370,000  
  

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

 

725,000   

6.00%, 02/15/2025(6)

     707,781  
570,000   

7.25%, 05/15/2024(6)

     594,225  
255,000   

Ball Corp.
4.00%, 11/15/2023

     247,988  
2,470,000   

Berry Global, Inc.
6.00%, 10/15/2022

     2,525,575  
2,055,000   

Crown Americas LLC / Crown Americas Capital Corp.
4.75%, 02/01/2026(6)

     1,931,700  
2,855,000   

Flex Acquisition Co., Inc.
6.88%, 01/15/2025(6)

     2,776,487  
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)

     2,471,787  
655,000   

OI European Group B.V.
4.00%, 03/15/2023(6)

     618,975  
  

Owens-Brockway Glass Container, Inc.

 

1,610,000   

5.88%, 08/15/2023(6)

     1,634,150  
2,710,000   

6.38%, 08/15/2025(6)

     2,777,750  
845,000   

Plastipak Holdings, Inc.
6.25%, 10/15/2025(6)

     775,288  
  

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

 

3,240,000   

5.13%, 07/15/2023(6)

     3,221,856  
1,155,000   

7.00%, 07/15/2024(6)

     1,169,438  
     

 

 

 
        26,130,650  
     

 

 

 
  

Pharmaceuticals - 2.1%

 

4,245,000   

Abbott Laboratories
2.55%, 03/15/2022

     4,121,138  
260,000   

AbbVie, Inc.
2.85%, 05/14/2023

     250,118  
  

Allergan Funding SCS

 

12,945,000   

3.45%, 03/15/2022

     12,798,639  
10,000,000   

3.80%, 03/15/2025

     9,811,517  
15,125,000   

AstraZeneca plc
3.38%, 11/16/2025

     14,647,280  
  

Bausch Health Cos., Inc.

 

4,800,000   

5.50%, 03/01/2023(6)

     4,548,000  
6,510,000   

5.88%, 05/15/2023(6)

     6,252,855  
1,970,000   

6.13%, 04/15/2025(6)

     1,846,875  
245,000   

6.50%, 03/15/2022(6)

     255,462  
255,000   

7.00%, 03/15/2024(6)

     270,364  
360,000   

9.00%, 12/15/2025(6)

     381,312  
1,310,000   

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

     1,290,892  
  

Bayer U.S. Finance LLC

 

270,000   

2.85%, 04/15/2025(6)

     248,498  
2,900,000   

4.20%, 07/15/2034(6)

     2,752,931  
9,260,000   

4.38%, 12/15/2028(6)

     9,358,252  
7,820,000   

4.25%, 12/15/2025(6)

     7,908,098  
  

Cardinal Health, Inc.

 

255,000   

2.62%, 06/15/2022

     243,792  
5,365,000   

3.41%, 06/15/2027

     4,942,711  
4,505,000   

3.50%, 11/15/2024

     4,335,669  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $         1,495,000   

4.37%, 06/15/2047

   $           1,328,513  
535,000   

Catalent Pharma Solutions, Inc.
4.88%, 01/15/2026(6)

     524,300  
  

CVS Health Corp.

 

21,820,000   

3.13%, 03/09/2020

     21,814,139  
17,840,000   

4.10%, 03/25/2025

     17,837,343  
6,500,000   

4.30%, 03/25/2028

     6,480,670  
11,570,000   

4.78%, 03/25/2038

     11,660,008  
14,680,000   

5.05%, 03/25/2048

     15,212,846  
265,000   

Endo Dac / Endo Finance LLC / Endo Finco, Inc.
5.88%, 10/15/2024(6)(8)

     261,105  
3,555,000   

6.00%, 07/15/2023(6)

     3,021,750  
3,505,000   

6.00%, 02/01/2025(6)

     2,812,763  
10,000,000   

GlaxoSmithKline Capital, Inc.
3.63%, 05/15/2025

     10,015,997  
8,515,000   

GlaxoSmithKline Capital, plc.
3.13%, 05/14/2021

     8,516,993  
6,420,000   

Johnson & Johnson
3.63%, 03/03/2037

     6,268,031  
260,000   

McKesson Corp.
2.85%, 03/15/2023

     248,087  
4,040,000   

Merck & Co., Inc.
3.70%, 02/10/2045

     3,917,467  
  

Mylan N.V.

 

2,655,000   

3.75%, 12/15/2020

     2,662,968  
7,445,000   

5.25%, 06/15/2046

     7,393,671  
  

Mylan, Inc.

 

6,700,000   

4.55%, 04/15/2028(6)

     6,603,462  
7,080,000   

5.20%, 04/15/2048(6)

     6,967,193  
250,000   

Perrigo Finance Unlimited Co.
3.50%, 03/15/2021

     247,962  
  

Pfizer, Inc.

 

4,525,000   

4.00%, 12/15/2036

     4,534,687  
1,000,000   

4.30%, 06/15/2043

     1,031,914  
1,450,000   

7.20%, 03/15/2039

     2,034,383  
  

Shire Acquisitions Investments Ireland DAC

 

19,145,000   

2.40%, 09/23/2021

     18,452,714  
2,580,000   

3.20%, 09/23/2026

     2,384,177  
1,775,000   

Teva Pharmaceutical Finance IV LLC
2.25%, 03/18/2020

     1,721,805  
910,000   

Teva Pharmaceutical Finance Netherlands B.V.
3.15%, 10/01/2026

     773,375  
285,000   

2.80%, 07/21/2023

     257,559  
255,000   

Zoetis, Inc.
3.25%, 02/01/2023

     250,908  
     

 

 

 
        251,501,193  
     

 

 

 
  

Pipelines - 2.0%

 

1,355,000   

Abu Dhabi Crude Oil Pipeline LLC
3.65%, 11/02/2029(6)

     1,297,347  
  

Andeavor Logistics L.P. / Tesoro Logistics Finance Corp.

 

4,600,000   

3.50%, 12/01/2022

     4,520,548  
8,795,000   

4.25%, 12/01/2027

     8,642,611  
  

DCP Midstream Operating L.P.

 

260,000   

3.88%, 03/15/2023

     252,850  
55,000   

5.38%, 07/15/2025

     56,169  
  

Enbridge, Inc.

 

3,175,000   

3.70%, 07/15/2027

     3,070,105  
255,000   

3 mo. USD LIBOR + 3.641%, 6.25%, 03/01/2078(4)

     249,008  
  

Energy Transfer Equity L.P.

 

70,000   

4.25%, 03/15/2023

     68,075  
2,225,000   

5.50%, 06/01/2027

     2,280,625  
425,000   

7.50%, 10/15/2020

     453,687  
  

Energy Transfer Partners L.P.

 

9,125,000   

4.20%, 09/15/2023

     9,137,743  
2,275,000   

4.90%, 03/15/2035

     2,138,217  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $         2,785,000   

5.15%, 03/15/2045

   $          2,572,611  
940,000   

6.05%, 06/01/2041

     970,366  
265,000   

7.50%, 07/01/2038

     308,947  
  

Enterprise Products Operating LLC

 

125,000   

3.70%, 02/15/2026

     123,238  
730,000   

4.45%, 02/15/2043

     709,381  
1,516,000   

4.85%, 08/15/2042

     1,556,009  
3,310,000   

4.85%, 03/15/2044

     3,400,389  
1,025,000   

5.10%, 02/15/2045

     1,083,964  
1,300,000   

5.95%, 02/01/2041

     1,502,317  
  

EQT Midstream Partners L.P.

 

12,740,000   

4.75%, 07/15/2023

     12,828,075  
7,190,000   

5.50%, 07/15/2028

     7,343,629  
  

Kinder Morgan Energy Partners L.P.

 

1,930,000   

4.25%, 09/01/2024

     1,945,432  
1,475,000   

4.30%, 05/01/2024

     1,489,897  
3,155,000   

5.80%, 03/15/2035

     3,362,128  
  

Kinder Morgan, Inc.

 

925,000   

5.05%, 02/15/2046

     915,507  
380,000   

5.30%, 12/01/2034

     387,874  
382,000   

5.55%, 06/01/2045

     402,672  
  

MPLX L.P.

 

5,980,000   

4.50%, 04/15/2038

     5,680,808  
6,900,000   

4.90%, 04/15/2058

     6,405,632  
255,000   

NuStar Logistics L.P.
4.75%, 02/01/2022

     249,900  
3,110,000   

Peru LNG Srl
5.38%, 03/22/2030(6)

     3,168,157  
255,000   

Plains All American Pipeline L.P.
3.85%, 10/15/2023

     250,955  
  

Sabine Pass Liquefaction LLC

 

5,670,000   

5.00%, 03/15/2027

     5,850,873  
14,845,000   

5.63%, 03/01/2025

     15,914,196  
4,850,000   

5.88%, 06/30/2026

     5,274,663  
1,394,000   

Southern Gas Corridor CJSC
6.88%, 03/24/2026(6)

     1,532,926  
  

Spectra Energy Partners L.P.

 

6,450,000   

3.38%, 10/15/2026

     6,048,185  
705,000   

4.50%, 03/15/2045

     664,881  
  

Sunoco Logistics Partners Operations L.P.

 

5,100,000   

5.30%, 04/01/2044

     4,805,985  
4,630,000   

5.35%, 05/15/2045

     4,382,628  
14,465,000   

TC PipeLines L.P.
3.90%, 05/25/2027

     13,660,836  
  

Texas Eastern Transmission L.P.

 

255,000   

2.80%, 10/15/2022(6)

     244,219  
6,195,000   

3.50%, 01/15/2028(6)

     5,829,193  
  

TransCanada PipeLines Ltd.

 

11,675,000   

4.25%, 05/15/2028

     11,822,377  
1,080,000   

6.20%, 10/15/2037

     1,275,443  
1,600,000   

Transcontinental Gas Pipe Line Co. LLC
4.00%, 03/15/2028(6)

     1,575,320  
  

Valero Energy Partners L.P.

 

17,545,000   

4.38%, 12/15/2026

     17,454,270  
8,795,000   

4.50%, 03/15/2028

     8,716,554  
  

Western Gas Partners L.P.

 

5,980,000   

4.50%, 03/01/2028

     5,840,612  
12,220,000   

5.30%, 03/01/2048

     11,702,111  
  

Williams Partners L.P.

 

17,260,000   

3.75%, 06/15/2027

     16,635,648  
1,160,000   

4.30%, 03/04/2024

     1,169,959  
5,155,000   

4.50%, 11/15/2023

     5,267,769  
970,000   

5.40%, 03/04/2044

     997,334  
2,750,000   

6.30%, 04/15/2040

     3,153,982  
     

 

 

 
        238,644,837  
     

 

 

 


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

Real Estate - 0.0%

 

        $            260,000   

Country Garden Holdings Co., Ltd.
4.75%, 01/17/2023(10)

   $ 239,676  
255,000   

Longfor Group Holdings Ltd.
3.88%, 07/13/2022(10)

     244,582  
1,470,000   

Shimao Property Holdings Ltd.
4.75%, 07/03/2022(10)

     1,400,668  
     

 

 

 
                 1,884,926  
     

 

 

 
  

Real Estate Investment Trusts - 0.4%

 

12,510,000   

American Tower Corp.
2.25%, 01/15/2022

     11,973,021  
245,000   

Boston Properties L.P.
3.85%, 02/01/2023

     246,218  
260,000   

Brixmor Operating Partnership L.P.
3.25%, 09/15/2023

     248,673  
  

Crown Castle International Corp.

 

22,815,000   

3.15%, 07/15/2023

     21,904,060  
13,000,000   

3.20%, 09/01/2024

     12,354,724  
605,000   

3.70%, 06/15/2026

     572,458  
240,000   

HCP, Inc.
4.25%, 11/15/2023

     240,838  
255,000   

Iron Mountain US Holdings, Inc.
5.38%, 06/01/2026(6)

     242,569  
265,000   

Iron Mountain, Inc.
5.25%, 03/15/2028(6)

     245,125  
255,000   

Kimco Realty Corp.
3.13%, 06/01/2023

     244,475  
240,000   

Realty Income Corp.
4.65%, 08/01/2023

     247,928  
245,000   

Simon Property Group L.P.
3.75%, 02/01/2024

     245,437  
250,000   

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

     244,991  
245,000   

VEREIT Operating Partnership L.P.
4.60%, 02/06/2024

     245,305  
     

 

 

 
        49,255,822  
     

 

 

 
  

Retail - 1.0%

 

6,890,000   

1011778 BC ULC / New Red Finance, Inc.
5.00%, 10/15/2025(6)

     6,605,788  
4,115,000   

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

     4,088,885  
1,675,000   

Beacon Roofing Supply, Inc.
4.88%, 11/01/2025(6)

     1,560,346  
619,000   

CEC Entertainment, Inc.
8.00%, 02/15/2022(2)

     547,815  
  

CVS Health Corp.

 

6,460,000   

2.13%, 06/01/2021

     6,237,039  
5,330,000   

2.75%, 12/01/2022

     5,114,881  
9,435,000   

5.13%, 07/20/2045

     9,817,017  
  

CVS Pass-Through Trust

 

12,626   

6.04%, 12/10/2028

     13,405  
28,080   

6.94%, 01/10/2030

     31,272  
  

Ferrellgas L.P. / Ferrellgas Finance Corp.

 

466,000   

6.50%, 05/01/2021

     425,225  
1,470,000   

6.75%, 01/15/2022(8)

     1,315,650  
1,112,000   

6.75%, 06/15/2023(8)

     961,880  
  

Home Depot, Inc.

 

7,787,000   

3.50%, 09/15/2056

     6,871,280  
7,230,000   

4.25%, 04/01/2046

     7,463,149  
1,265,000   

4.88%, 02/15/2044

     1,411,237  
2,050,000   

5.88%, 12/16/2036

     2,525,024  
  

L Brands, Inc.

 

250,000   

5.25%, 02/01/2028(8)

     220,000  
240,000   

5.63%, 02/15/2022

     244,500  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

Lowe’s Cos., Inc.

 

        $         4,715,000   

3.70%, 04/15/2046

   $           4,321,206  
5,365,000   

4.05%, 05/03/2047

     5,237,080  
  

McDonald’s Corp.

 

7,180,000   

4.45%, 03/01/2047

     7,236,349  
9,030,000   

4.60%, 05/26/2045

     9,272,883  
5,000,000   

6.30%, 10/15/2037

     6,126,966  
1,568,000   

Party City Holdings, Inc.
6.13%, 08/15/2023(6)(8)

     1,571,920  
1,720,000   

PetSmart, Inc.
5.88%, 06/01/2025(6)

     1,350,200  
250,000   

QVC, Inc.
3.13%, 04/01/2019

     249,977  
2,500,000   

Staples, Inc.
8.50%, 09/15/2025(6)

     2,350,000  
5,670,000   

United Rentals North America, Inc.
4.88%, 01/15/2028

     5,296,234  
255,000   

Walgreen Co.
3.10%, 09/15/2022

     249,454  
4,935,000   

Walgreens Boots Alliance, Inc.
3.45%, 06/01/2026

     4,673,183  
2,050,000   

Walmart, Inc.
3.63%, 12/15/2047

     1,947,337  
18,625,000   

3.40%, 06/26/2023

     18,717,842  
     

 

 

 
        124,055,024  
     

 

 

 
  

Semiconductors - 0.8%

 

255,000   

Analog Devices, Inc.
3.13%, 12/05/2023

     246,506  
  

Broadcom Corp. / Broadcom Cayman Finance Ltd.

 

19,480,000   

2.38%, 01/15/2020

     19,206,867  
15,060,000   

2.65%, 01/15/2023

     14,133,587  
30,235,000   

3.63%, 01/15/2024

     29,251,760  
10,455,000   

3.88%, 01/15/2027

     9,804,987  
900,000   

Entegris, Inc.
4.63%, 02/10/2026(6)

     852,750  
  

Intel Corp.

 

4,480,000   

2.88%, 05/11/2024

     4,357,218  
3,468,000   

3.73%, 12/08/2047

     3,331,324  
1,700,000   

4.10%, 05/19/2046

     1,715,572  
12,790,000   

Microchip Technology, Inc.
4.33%, 06/01/2023(6)

     12,785,646  
3,165,000   

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

     3,271,819  
  

Sensata Technologies B.V.

 

1,020,000   

5.00%, 10/01/2025(6)

     1,020,000  
1,475,000   

5.63%, 11/01/2024(6)

     1,530,312  
     

 

 

 
        101,508,348  
     

 

 

 
  

Software - 1.1%

 

1,786,000   

Camelot Finance S.A.
7.88%, 10/15/2024(6)

     1,772,605  
90,000   

CDK Global, Inc.
5.88%, 06/15/2026

     92,250  
1,675,000   

Change Healthcare Holdings LLC / Change Healthcare Finance, Inc.
5.75%, 03/01/2025(6)

     1,620,562  
  

Fidelity National Information Services, Inc.

 

12,215,000   

3.00%, 08/15/2026

     11,316,202  
250,000   

3.50%, 04/15/2023

     247,570  
5,390,000   

4.50%, 08/15/2046

     5,075,690  
  

First Data Corp.

 

2,490,000   

5.38%, 08/15/2023(6)

     2,524,237  
1,495,000   

5.75%, 01/15/2024(6)

     1,528,937  
2,180,000   

7.00%, 12/01/2023(6)

     2,280,825  
510,000   

Infor Software Parent LLC (7.13% Cash, 7.88% PIK)
7.13%, 05/01/2021(6)(9)

     515,100  
  

Infor U.S., Inc.

 

155,000   

5.75%, 08/15/2020(6)

     157,131  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $         4,223,000   

6.50%, 05/15/2022

   $           4,275,787  
213,000   

IQVIA, Inc.
5.00%, 10/15/2026(6)

     212,297  
  

Microsoft Corp.

 

1,115,000   

3.30%, 02/06/2027

     1,101,182  
6,350,000   

3.45%, 08/08/2036

     6,116,076  
3,805,000   

3.50%, 02/12/2035

     3,703,386  
1,400,000   

3.70%, 08/08/2046

     1,359,672  
1,980,000   

3.75%, 02/12/2045

     1,945,969  
6,750,000   

3.95%, 08/08/2056

     6,737,986  
3,065,000   

4.10%, 02/06/2037

     3,214,457  
5,190,000   

4.25%, 02/06/2047

     5,509,960  
6,030,000   

4.45%, 11/03/2045

     6,596,674  
775,000   

4.75%, 11/03/2055

     883,475  
240,000   

Open Text Corp.
5.88%, 06/01/2026(6)

     246,000  
  

Oracle Corp.

 

8,000,000   

2.65%, 07/15/2026

     7,476,671  
10,835,000   

2.95%, 11/15/2024

     10,501,764  
2,100,000   

3.85%, 07/15/2036

     2,048,725  
10,105,000   

3.90%, 05/15/2035

     9,977,381  
5,835,000   

4.00%, 11/15/2047

     5,674,486  
4,300,000   

6.50%, 04/15/2038

     5,572,576  
  

salesforce.com, Inc.

 

10,935,000   

3.25%, 04/11/2023

     10,906,763  
6,400,000   

3.70%, 04/11/2028

     6,422,846  
10,185,000   

Western Digital Corp.
4.75%, 02/15/2026

     10,013,128  
1,300,000   

Workday, Inc.
0.25%, 10/01/2022(6)

     1,371,014  
     

 

 

 
        138,999,384  
     

 

 

 
  

Telecommunications - 2.4%

 

  

Altice Financing S.A.

 

1,715,000   

6.63%, 02/15/2023(6)

     1,734,294  
2,380,000   

7.50%, 05/15/2026(6)

     2,317,168  
255,000   

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

     249,394  
  

AT&T, Inc.

 

4,135,000   

3.80%, 03/01/2024

     4,094,659  
25,505,000   

4.10%, 02/15/2028(6)

     24,579,804  
3,335,000   

4.13%, 02/17/2026

     3,292,326  
9,925,000   

4.25%, 03/01/2027

     9,821,564  
21,745,000   

4.30%, 02/15/2030(6)

     20,792,793  
1,265,000   

4.50%, 05/15/2035

     1,183,369  
1,735,000   

4.55%, 03/09/2049

     1,529,015  
315,000   

5.15%, 03/15/2042

     303,607  
270,000   

Axtel S.A.B. de C.V.
6.38%, 11/14/2024(6)

     264,938  
245,000   

Bharti Airtel International Netherlands B.V.
5.13%, 03/11/2023(6)

     245,043  
  

CenturyLink, Inc.

 

4,151,000   

5.63%, 04/01/2025(8)

     3,964,205  
250,000   

5.80%, 03/15/2022

     249,688  
639,000   

7.50%, 04/01/2024(8)

     667,761  
  

Cisco Systems, Inc.

 

2,360,000   

5.50%, 01/15/2040

     2,858,061  
3,322,000   

5.90%, 02/15/2039

     4,165,840  
735,000   

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

     995,106  
1,230,000   

Frontier Communications Corp.
8.50%, 04/01/2026(6)

     1,180,800  
250,000   

Juniper Networks, Inc.
3.30%, 06/15/2020

     249,623  
2,380,000   

Nokia Oyj
4.38%, 06/12/2027

     2,254,812  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

Oztel Holdings SPC Ltd.

 

        $            255,000   

5.63%, 10/24/2023(10)

   $              256,211  
700,000   

6.63%, 04/24/2028(6)

     693,875  
260,000   

Proven Glory Capital, Ltd.
3.25%, 02/21/2022(10)

     249,921  
1,090,000   

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

     1,049,125  
250,000   

Sprint Communications, Inc.
6.00%, 11/15/2022

     252,735  
  

Sprint Corp.

 

6,038,000   

7.13%, 06/15/2024

     6,200,271  
1,955,000   

7.63%, 02/15/2025

     2,044,207  
4,802,000   

7.88%, 09/15/2023

     5,126,135  
  

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

 

350,000   

4.74%, 03/20/2025(6)

     347,375  
12,065,000   

5.15%, 09/20/2029(6)

     11,974,512  
265,000   

T-Mobile USA, Inc.
4.75%, 02/01/2028

     245,708  
200,000   

TBG Global Pte Ltd.
5.25%, 02/10/2022(10)

     197,000  
13,395,000   

Telecom Italia S.p.A.
5.30%, 05/30/2024(6)

     13,428,487  
  

Telefonica Emisiones SAU

 

8,850,000   

4.10%, 03/08/2027

     8,653,168  
4,590,000   

4.67%, 03/06/2038

     4,405,894  
7,690,000   

4.90%, 03/06/2048

     7,491,453  
4,500,000   

5.21%, 03/08/2047

     4,559,865  
11,630,000   

5.46%, 02/16/2021

     12,180,586  
2,875,000   

7.05%, 06/20/2036

     3,511,380  
265,000   

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

     248,999  
  

Verizon Communications, Inc.

 

250,000   

3.13%, 03/16/2022

     247,033  
5,000,000   

4.13%, 08/15/2046

     4,513,778  
13,965,000   

4.50%, 08/10/2033

     13,852,172  
12,547,000   

4.52%, 09/15/2048

     11,995,110  
8,643,000   

4.67%, 03/15/2055

     8,128,955  
5,670,000   

4.81%, 03/15/2039

     5,713,508  
14,159,000   

4.86%, 08/21/2046

     14,177,331  
10,355,000   

5.01%, 04/15/2049

     10,526,965  
1,610,000   

5.01%, 08/21/2054

     1,602,266  
13,425,000   

5.25%, 03/16/2037

     14,397,530  
  

Vodafone Group plc

 

29,560,000   

3.75%, 01/16/2024

     29,285,358  
7,110,000   

4.38%, 05/30/2028

     7,117,076  
4,955,000   

5.25%, 05/30/2048

     5,147,764  
     

 

 

 
        296,815,623  
     

 

 

 
  

Textiles - 0.0%

 

3,180,000   

Eagle Intermediate Global Holding B.V./Ruyi US Finance LLC
7.50%, 05/01/2025(6)

     3,164,100  
     

 

 

 
  

Transportation - 0.9%

 

  

Burlington Northern Santa Fe LLC

 

245,000   

3.85%, 09/01/2023

     248,380  
8,215,000   

4.55%, 09/01/2044

     8,670,923  
1,415,000   

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

     1,458,401  
  

CSX Corp.

 

7,315,000   

2.60%, 11/01/2026

     6,703,901  
12,415,000   

3.25%, 06/01/2027

     11,837,582  
1,000,000   

4.75%, 05/30/2042

     1,038,183  
  

Delta Air Lines, Inc.

 

8,840,000   

3.63%, 03/15/2022

     8,779,405  
12,980,000   

3.80%, 04/19/2023

     12,798,125  
  

FedEx Corp.

 

4,900,000   

3.88%, 08/01/2042

     4,475,795  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $         6,000,000   

4.05%, 02/15/2048

   $           5,539,443  
895,000   

4.10%, 02/01/2045

     833,569  
6,480,000   

4.40%, 01/15/2047

     6,313,015  
1,640,000   

4.55%, 04/01/2046

     1,623,821  
3,160,000   

4.75%, 11/15/2045

     3,224,563  
255,000   

Kansas City Southern
3.00%, 05/15/2023

     243,987  
  

Norfolk Southern Corp.

 

255,000   

2.90%, 02/15/2023

     248,940  
3,734,000   

4.65%, 01/15/2046

     3,937,240  
  

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

 

6,745,000   

3.40%, 11/15/2026(6)

     6,304,943  
9,895,000   

4.88%, 07/11/2022(6)

     10,218,355  
  

Rumo Luxembourg S.a.r.l.

 

566,000   

5.88%, 01/18/2025(6)

     543,360  
250,000   

7.38%, 02/09/2024(6)

     259,250  
EUR            340,000   

Russian Railways via RZD Capital plc
4.60%, 03/06/2023(10)

     445,620  
  

Union Pacific Corp.

 

$         1,970,000   

4.38%, 11/15/2065

     1,872,665  
10,385,000   

4.80%, 09/10/2058

     10,799,371  
     

 

 

 
     108,418,837  
     

 

 

 
  

Trucking & Leasing - 0.0%

 

350,000   

Aviation Capital Group LLC
3.88%, 05/01/2023(6)

     346,850  
     

 

 

 
  

Total Corporate Bonds
(cost $5,517,463,896)

   $ 5,407,083,354  
     

 

 

 

Foreign Government Obligations - 4.8%

 

  

Angola - 0.0%

 

  

Angolan Government International Bond

 

825,000   

8.25%, 05/09/2028(6)

     854,865  
785,000   

9.38%, 05/08/2048(6)

     831,585  
245,000   

9.38%, 05/08/2048(10)

     259,539  
     

 

 

 
     1,945,989  
     

 

 

 
  

Argentina - 0.5%

 

  

Argentine Republic Government International Bond

 

EUR         8,585,000   

2.26%, 12/31/2038

     6,148,807  
$       12,430,000   

2.50%, 12/31/2038

     7,489,075  
EUR            550,000   

3.38%, 01/15/2023

     585,581  
6,995,000   

5.25%, 01/15/2028

     7,151,836  
$1,655,000   

5.88%, 01/11/2028

     1,394,338  
1,000,000   

6.25%, 04/22/2019

     1,006,010  
3,350,000   

6.88%, 04/22/2021

     3,356,700  
13,090,000   

6.88%, 01/26/2027

     11,911,900  
8,265,000   

6.88%, 01/11/2048

     6,479,843  
7,200,000   

7.50%, 04/22/2026

     6,858,000  
320,000   

7.63%, 04/22/2046

     271,363  
EUR         1,527,475   

7.82%, 12/31/2033

     1,775,793  
$         4,409,410   

8.28%, 12/31/2033

     4,100,751  
596,000   

Autonomous City of Buenos Aires Argentina
8.95%, 02/19/2021(6)

     608,933  
  

City of Buenos Aires Argentina

 

1,350,000   

7.50%, 06/01/2027(6)

     1,233,630  
310,000   

8.95%, 02/19/2021(10)

     316,727  
1,065,000   

Provincia de Buenos Aires
7.88%, 06/15/2027(6)

     942,536  
  

Provincia de Cordoba

 

425,000   

7.13%, 06/10/2021(6)

     410,129  
1,630,000   

7.13%, 08/01/2027

     1,332,541  
1,365,000   

7.45%, 09/01/2024(10)

     1,216,570  
     

 

 

 
     64,591,063  
     

 

 

 


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

Armenia - 0.0%

 

        $         1,935,000   

Republic of Armenia International Bond
7.15%, 03/26/2025(2)(10)

   $             2,092,703  
     

 

 

 
  

Azerbaijan - 0.1%

 

  

Republic of Azerbaijan International Bond

 

1,370,000   

3.50%, 09/01/2032(6)

     1,167,911  
4,455,000   

3.50%, 09/01/2032(10)

     3,797,843  
6,670,000   

4.75%, 03/18/2024(10)

     6,679,712  
275,000   

5.13%, 09/01/2029(10)

     267,437  
2,650,000   

Southern Gas Corridor CJSC
6.88%, 03/24/2026(10)

     2,914,099  
     

 

 

 
     14,827,002  
     

 

 

 
  

Brazil - 0.1%

 

BRL         6,138,000   

Brazil Letras do Tesouro Nacional
9.02%, 07/01/2020

     1,401,396  
  

Brazil Minas SPE via State of Minas Gerais

 

$335,000   

5.33%, 02/15/2028(6)

     326,886  
1,195,000   

5.33%, 02/15/2028(10)

     1,166,057  
BRL         4,411,781   

Brazil Notas do Tesouro Nacional
6.00%, 08/15/2050(12)

     1,218,509  
  

Brazilian Government International Bond

 

$         1,902,000   

4.63%, 01/13/2028

     1,783,125  
4,094,000   

5.00%, 01/27/2045

     3,469,665  
2,325,000   

5.63%, 02/21/2047

     2,133,188  
     

 

 

 
     11,498,826  
     

 

 

 
  

Bulgaria - 0.0%

 

EUR         1,301,000   

Bulgaria Government International Bond
3.13%, 03/26/2035(10)

     1,643,791  
     

 

 

 
  

Cayman Islands - 0.0%

 

$         2,775,000   

KSA Sukuk Ltd.
2.89%, 04/20/2022(6)

     2,695,358  
     

 

 

 
  

Colombia - 0.1%

 

  

Colombia Government International Bond

 

10,615,000   

3.88%, 04/25/2027

     10,349,625  
5,310,000   

5.00%, 06/15/2045

     5,283,450  
COP  1,450,000,000   

7.75%, 04/14/2021

     526,374  
10,000,000   

9.85%, 06/28/2027

     4,370  
4,303,113,653   

Colombian TES
3.30%, 03/17/2027(12)

     1,496,257  
     

 

 

 
     17,660,076  
     

 

 

 
  

Croatia - 0.3%

 

  

Croatia Government International Bond

 

EUR         3,545,000   

2.75%, 01/27/2030(10)

     4,159,141  
4,575,000   

3.00%, 03/11/2025(10)

     5,787,420  
3,385,000   

3.00%, 03/20/2027(10)

     4,174,132  
$            735,000   

5.50%, 04/04/2023(10)

     782,011  
8,515,000   

6.00%, 01/26/2024(10)

     9,278,796  
3,795,000   

6.38%, 03/24/2021(10)

     4,041,675  
1,750,000   

6.63%, 07/14/2020(10)

     1,846,145  
     

 

 

 
     30,069,320  
     

 

 

 
  

Dominican Republic - 0.1%

 

  

Dominican Republic International Bond

 

1,400,000   

5.50%, 01/27/2025(6)

     1,404,550  
2,780,000   

5.88%, 04/18/2024(10)

     2,857,923  
705,000   

6.88%, 01/29/2026(6)

     754,639  
1,327,000   

7.45%, 04/30/2044(10)

     1,436,478  
     

 

 

 
     6,453,590  
     

 

 

 
  

Egypt - 0.0%

 

  

Egypt Government International Bond

 

EUR            135,000   

4.75%, 04/16/2026(6)

     154,649  
1,100,000   

5.58%, 02/21/2023(6)

     1,091,057  
200,000   

5.58%, 02/21/2023(10)

     198,374  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

EUR            450,000   

5.63%, 04/16/2030(6)

   $ 506,467  
225,000   

5.63%, 04/16/2030(10)

     253,234  
$         1,020,000   

7.90%, 02/21/2048(6)

     1,012,313  
     

 

 

 
     3,216,094  
     

 

 

 
  

Ghana - 0.1%

 

  

Ghana Government International Bond

 

1,670,000   

7.63%, 05/16/2029(6)

     1,725,224  
1,985,000   

8.13%, 01/18/2026(10)

     2,139,246  
1,350,000   

8.63%, 06/16/2049(6)

     1,399,399  
975,000   

8.63%, 06/16/2049(10)

     1,010,677  
380,000   

10.75%, 10/14/2030(6)

     491,458  
     

 

 

 
     6,766,004  
     

 

 

 
  

Greece - 0.0%

 

  

Hellenic Republic Government Bond

 

EUR         1,015,000   

3.50%, 01/30/2023(10)

     1,211,530  
1,440,000   

4.38%, 08/01/2022(6)(10)

     1,774,961  
     

 

 

 
     2,986,491  
     

 

 

 
  

Honduras - 0.0%

 

$            710,000   

Honduras Government International Bond
6.25%, 01/19/2027(2)(6)

     729,355  
     

 

 

 
  

Hungary - 0.3%

 

  

Hungary Government International Bond

 

6,546,000   

5.38%, 02/21/2023

     6,971,490  
9,414,000   

5.75%, 11/22/2023

     10,249,492  
14,560,000   

6.38%, 03/29/2021

     15,615,600  
     

 

 

 
     32,836,582  
     

 

 

 
  

Indonesia - 0.3%

 

  

Indonesia Government International Bond

 

1,965,000   

3.85%, 07/18/2027(6)

     1,897,223  
1,255,000   

4.35%, 01/08/2027(10)

     1,257,598  
810,000   

4.75%, 01/08/2026(10)

     833,112  
530,000   

4.75%, 07/18/2047(6)

     521,961  
7,165,000   

5.13%, 01/15/2045(10)

     7,337,261  
600,000   

5.25%, 01/08/2047(6)

     628,184  
3,370,000   

5.25%, 01/08/2047(10)

     3,528,302  
2,285,000   

5.38%, 10/17/2023(10)

     2,419,477  
2,856,000   

6.63%, 02/17/2037(10)

     3,402,173  
900,000   

6.75%, 01/15/2044(10)

     1,104,916  
3,162,000   

7.75%, 01/17/2038(10)

     4,218,636  
5,262,000   

8.50%, 10/12/2035(10)

     7,323,599  
  

Perusahaan Penerbit SBSN Indonesia III

 

886,000   

4.15%, 03/29/2027(6)

     864,957  
478,000   

4.15%, 03/29/2027(10)

     466,648  
     

 

 

 
     35,804,047  
     

 

 

 
  

Israel - 0.0%

 

1,395,000   

Israel Government International Bond
4.13%, 01/17/2048

     1,352,076  
     

 

 

 
  

Ivory Coast - 0.1%

 

  

Ivory Coast Government International Bond

 

EUR         1,540,000   

5.25%, 03/22/2030(6)

     1,750,495  
$            510,000   

5.38%, 07/23/2024(10)

     490,865  
97,125   

5.75%, 12/31/2032(10)

     92,638  
2,145,000   

6.13%, 06/15/2033(6)

     1,970,067  
1,505,000   

6.13%, 06/15/2033(10)

     1,382,261  
2,740,000   

6.38%, 03/03/2028(10)

     2,664,946  
EUR         1,000,000   

6.63%, 03/22/2048(6)

   $           1,137,485  
     

 

 

 
     9,488,757  
     

 

 

 
  

Kenya - 0.0%

 

  

Kenya Government International Bond

 

$            850,000   

7.25%, 02/28/2028(6)

     859,562  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

    $            685,000   

8.25%, 02/28/2048(6)

   $            691,845  
     

 

 

 
     1,551,407  
     

 

 

 
  

Mexico - 0.3%

 

  

Mexico Government International Bond

 

1,820,000   

4.35%, 01/15/2047

     1,623,440  
2,260,000   

4.60%, 01/23/2046

     2,073,550  
23,932,000   

4.75%, 03/08/2044

     22,460,182  
2,653,000   

5.55%, 01/21/2045

     2,795,599  
2,138,000   

6.05%, 01/11/2040

     2,351,800  
     

 

 

 
     31,304,571  
     

 

 

 
  

Morocco - 0.0%

 

  

Morocco Government International Bond

 

EUR            870,000   

3.50%, 06/19/2024(10)

     1,124,703  
$            356,000   

5.50%, 12/11/2042(10)

     379,450  
     

 

 

 
     1,504,153  
     

 

 

 
  

Nigeria - 0.1%

 

  

Nigeria Government International Bond

 

1,551,000   

6.50%, 11/28/2027(6)

     1,515,792  
660,000   

7.14%, 02/23/2030(6)

     657,274  
455,000   

7.63%, 11/28/2047(6)

     438,379  
575,000   

7.70%, 02/23/2038(6)

     568,882  
926,000   

7.88%, 02/16/2032(6)

     954,984  
1,755,000   

7.88%, 02/16/2032(10)

     1,809,932  
     

 

 

 
     5,945,243  
     

 

 

 
  

Oman - 0.0%

 

  

Oman Government International Bond

 

290,000   

4.13%, 01/17/2023(6)

     281,408  
1,090,000   

6.50%, 03/08/2047(10)

     1,016,913  
2,655,000   

6.75%, 01/17/2048(6)

     2,528,750  
     

 

 

 
     3,827,071  
     

 

 

 
  

Panama - 0.0%

 

1,545,000   

Panama Government International Bond
4.50%, 04/16/2050

     1,521,825  
     

 

 

 
  

Paraguay - 0.0%

 

  

Paraguay Government International Bond

 

465,000   

4.70%, 03/27/2027(6)

     469,650  
645,000   

5.60%, 03/13/2048(6)

     655,965  
     

 

 

 
     1,125,615  
     

 

 

 
  

Qatar - 0.3%

 

  

Qatar Government International Bond

 

7,215,000   

2.38%, 06/02/2021(10)

     6,998,550  
1,670,000   

3.88%, 04/23/2023(6)

     1,676,179  
685,000   

4.50%, 04/23/2028(6)

     698,755  
23,165,000   

5.10%, 04/23/2048(6)

     23,657,951  
8,125,000   

Qatari Diar Finance Co.
5.00%, 07/21/2020(10)

     8,343,887  
     

 

 

 
     41,375,322  
     

 

 

 
  

Romania - 0.1%

 

  

Romanian Government International Bond

 

EUR            795,000   

2.50%, 02/08/2030(6)

     896,631  
370,000   

3.38%, 02/08/2038(6)

     416,403  
4,522,000   

3.88%, 10/29/2035(10)

     5,479,483  
$             926,000   

5.13%, 06/15/2048(6)

     931,112  
     

 

 

 
     7,723,629  
     

 

 

 
  

Russia - 0.4%

 

RUB     184,110,000   

Russian Federal Bond - OFZ
8.50%, 09/17/2031

     3,142,973  
  

Russian Foreign Bond - Eurobond

 

2,200,000   

4.25%, 06/23/2027(6)

     2,144,239  
2,600,000   

4.25%, 06/23/2027(10)

     2,534,100  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$         4,000,000   

4.38%, 03/21/2029(6)

   $           3,911,240  
2,800,000   

4.38%, 03/21/2029(10)

     2,737,868  
4,400,000   

4.75%, 05/27/2026(10)

     4,460,500  
3,600,000   

4.88%, 09/16/2023(10)

     3,753,000  
8,800,000   

5.00%, 04/29/2020(10)

     9,026,441  
4,600,000   

5.25%, 06/23/2047(6)

     4,565,500  
12,400,000   

5.25%, 06/23/2047(10)

     12,307,000  
5,000,000   

5.63%, 04/04/2042(10)

     5,362,560  
600,000   

5.88%, 09/16/2043(10)

     664,426  
     

 

 

 
     54,609,847  
     

 

 

 
  

Saudi Arabia - 0.2%

 

  

Saudi Government International Bond

 

1,165,000   

2.38%, 10/26/2021(6)

     1,120,427  
3,000,000   

2.88%, 03/04/2023(6)

     2,881,800  
920,000   

4.00%, 04/17/2025(6)

     919,334  
10,490,000   

4.50%, 04/17/2030(6)

     10,577,487  
500,000   

4.63%, 10/04/2047(6)

     476,680  
6,595,000   

5.00%, 04/17/2049(6)

     6,503,329  
     

 

 

 
     22,479,057  
     

 

 

 
  

Senegal - 0.1%

 

  

Senegal Government International Bond

 

EUR            480,000   

4.75%, 03/13/2028(6)

     548,008  
$            485,000   

6.25%, 07/30/2024(10)

     491,693  
1,035,000   

6.25%, 05/23/2033(6)

     975,566  
2,150,000   

6.25%, 05/23/2033(10)

     2,026,539  
973,000   

6.75%, 03/13/2048(6)

     880,662  
1,480,000   

6.75%, 03/13/2048(10)

     1,339,548  
     

 

 

 
     6,262,016  
     

 

 

 
  

Serbia - 0.0%

 

2,535,000   

Serbia International Bond
7.25%, 09/28/2021(10)

     2,772,656  
     

 

 

 
  

South Africa - 0.1%

 

  

Republic of South Africa Government Bond

 

ZAR       30,415,000   

6.25%, 03/31/2036

     1,709,396  
23,625,000   

8.00%, 01/31/2030

     1,669,801  
  

Republic of South Africa Government International Bond

 

$         5,750,000   

4.30%, 10/12/2028

     5,229,590  
6,345,000   

4.85%, 09/27/2027

     6,112,938  
660,000   

5.00%, 10/12/2046

     578,926  
1,010,000   

5.88%, 06/22/2030

     1,021,070  
615,000   

6.30%, 06/22/2048

     612,392  
     

 

 

 
     16,934,113  
     

 

 

 
  

Sri Lanka - 0.1%

 

  

Sri Lanka Government International Bond

 

1,670,000   

6.20%, 05/11/2027(6)

     1,605,620  
4,285,000   

6.20%, 05/11/2027(10)

     4,119,809  
360,000   

6.75%, 04/18/2028(6)

     356,050  
761,000   

6.83%, 07/18/2026(6)

     762,938  
805,000   

6.83%, 07/18/2026(10)

     807,050  
3,375,000   

6.85%, 11/03/2025(10)

     3,400,346  
     

 

 

 
     11,051,813  
     

 

 

 
  

Supranational - 0.0%

 

MXN     154,000,000   

International Finance Corp.
0.00%, 02/22/2038(13)

     1,674,043  
     

 

 

 
  

Tunisia - 0.0%

 

  

Banque Centrale de Tunisie International Bond

 

EUR         2,540,000   

5.63%, 02/17/2024(10)

     3,007,656  
$            460,000   

5.75%, 01/30/2025(10)

     419,290  
     

 

 

 
     3,426,946  
     

 

 

 
  

Turkey - 0.5%

 

  

Turkey Government International Bond

 


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $         3,020,000   

3.25%, 03/23/2023

   $           2,635,741  
3,430,000   

4.88%, 10/09/2026

     2,944,360  
11,840,000   

4.88%, 04/16/2043

     8,559,610  
1,400,000   

5.13%, 02/17/2028

     1,200,990  
5,144,000   

5.63%, 03/30/2021

     5,067,766  
14,100,000   

5.75%, 03/22/2024

     13,332,396  
3,705,000   

5.75%, 05/11/2047

     2,889,604  
6,890,000   

6.00%, 03/25/2027

     6,325,709  
11,325,000   

6.00%, 01/14/2041

     9,332,253  
1,620,000   

6.63%, 02/17/2045

     1,409,027  
438,000   

6.88%, 03/17/2036

     402,258  
3,225,000   

7.00%, 06/05/2020

     3,276,600  
3,372,000   

7.38%, 02/05/2025

     3,429,223  
     

 

 

 
        60,805,537  
     

 

 

 
  

Ukraine - 0.2%

 

  

Ukraine Government International Bond

 

3,840,000   

7.38%, 09/25/2032(6)

     3,483,940  
3,540,000   

7.38%, 09/25/2032(10)

     3,211,757  
1,260,000   

7.75%, 09/01/2020(10)

     1,285,200  
1,502,000   

7.75%, 09/01/2021(6)

     1,532,430  
540,000   

7.75%, 09/01/2021(10)

     550,940  
1,120,000   

7.75%, 09/01/2022(6)

     1,135,546  
550,000   

7.75%, 09/01/2022(10)

     557,634  
620,000   

7.75%, 09/01/2023(6)

     623,900  
1,580,000   

7.75%, 09/01/2023(10)

     1,589,938  
1,485,000   

7.75%, 09/01/2025(10)

     1,453,444  
620,000   

7.75%, 09/01/2026(6)

     599,106  
510,000   

7.75%, 09/01/2026(10)

     492,813  
6,165,000   

7.75%, 09/01/2027(10)

     5,901,631  
     

 

 

 
        22,418,279  
     

 

 

 
  

United Arab Emirates - 0.3%

 

  

Abu Dhabi Government International Bond

 

6,105,000   

2.50%, 10/11/2022(6)

     5,864,768  
11,410,000   

3.13%, 10/11/2027(6)

     10,745,254  
12,710,000   

4.13%, 10/11/2047(6)

     12,046,767  
2,070,000   

4.13%, 10/11/2047(10)

     1,961,983  
     

 

 

 
        30,618,772  
     

 

 

 
  

Venezuela - 0.1%

 

  

Venezuela Government International Bond

 

345,000   

6.00%, 12/09/2020(10)

     90,563  
1,015,000   

7.00%, 12/01/2018(10)

     274,050  
3,170,000   

7.00%, 03/31/2038(10)

     842,269  
5,285,000   

7.65%, 04/21/2025(10)

     1,404,224  
4,765,000   

7.75%, 10/13/2019(10)

     1,266,061  
11,205,000   

8.25%, 10/13/2024

     3,053,362  
11,937,200   

9.00%, 05/07/2023(10)

     3,207,526  
12,825,000   

9.25%, 05/07/2028(10)

     3,381,952  
     

 

 

 
        13,520,007  
     

 

 

 
  

Total Foreign Government Obligations
(cost $620,531,784)

   $ 589,109,046  
     

 

 

 

Municipal Bonds - 0.1%

 

  

Development - 0.0%

 

1,020,000   

California State, GO Taxable
7.60%, 11/01/2040

     1,533,886  
     

 

 

 
  

General Obligation - 0.1%

 

2,795,000   

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

     4,125,560  
     

 

 

 
  

Transportation - 0.0%

 

$         1,850,000   

Port Auth of New York & New Jersey
4.46%, 10/01/2062

   $ 1,945,515  
     

 

 

 
  

Total Municipal Bonds
(cost $6,873,425)

   $ 7,604,961  
     

 

 

 


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

Senior Floating Rate Interests - 0.2%(14)

 

  

Commercial Services - 0.0%

 

$         1,565,000   

Blackhawk Network Holdings, Inc.
1 mo. USD LIBOR + 3.000%, 5.07%, 06/15/2025

   $           1,567,614  
     

 

 

 
  

Diversified Financial Services - 0.0%

 

2,079,788   

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 02/28/2025

     2,072,633  
546,673   

SS&C Technologies Holdings Europe S.a.r.l.
1 mo. USD LIBOR + 2.500%, 4.58%, 04/16/2025

     548,040  
     

 

 

 
        2,620,673  
     

 

 

 
  

Food - 0.0%

 

540,000   

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%, 4.83%, 03/31/2025

     539,325  
     

 

 

 
  

Healthcare-Services - 0.0%

 

1,936,547   

Syneos Health, Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 08/01/2024

     1,934,726  
     

 

 

 
  

Household Products - 0.0%

 

855,700   

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%, 5.08%, 09/06/2024

     837,516  
     

 

 

 
  

Insurance - 0.1%

 

3,120,000   

Asurion LLC
1 mo. USD LIBOR + 3.000%, 0.00%, 11/03/2024(15)

     3,114,977  
389,025   

Genworth Financial, Inc.
1 mo. USD LIBOR + 4.500%, 6.58%, 03/07/2023

     396,078  
1,705,000   

Hub International Ltd.
2 mo. USD LIBOR + 3.000%, 5.34%, 04/25/2025

     1,703,295  
     

 

 

 
        5,214,350  
     

 

 

 
  

Internet - 0.0%

 

1,030,705   

Lands’ End, Inc.
1 mo. USD LIBOR + 3.250%, 5.32%, 04/04/2021

     990,332  
     

 

 

 
  

IT Services - 0.0%

 

1,185,000   

Trans Union LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 06/19/2025

     1,185,747  
     

 

 

 
  

Leisure Time - 0.0%

 

3,626,775   

Golden Entertainment, Inc.
1 mo. USD LIBOR + 3.000%, 5.08%, 10/20/2024

     3,622,241  
     

 

 

 
  

Machinery-Diversified - 0.0%

 

1,212,989   

Gardner Denver, Inc.
3 mo. USD LIBOR + 2.750%, 4.83%, 07/30/2024

     1,215,196  
     

 

 

 
  

Media - 0.1%

 

3,107,213   

PSAV Holdings LLC
3 mo. USD LIBOR + 3.250%, 5.44%, 03/01/2025

     3,081,982  
3,090,806   

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 08/17/2024

     3,102,396  
     

 

 

 
        6,184,378  
     

 

 

 
  

Semiconductors - 0.0%

 

1,300,000   

Microchip Technology, Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 05/29/2025

     1,302,600  
     

 

 

 
  

Software - 0.0%

 

1,425,189   

SS&C Technologies, Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 04/16/2025

     1,428,752  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $28,666,936)

   $ 28,643,450  
     

 

 

 

U.S. Government Securities - 0.4%

 

  

U.S. Treasury Securities - 0.4%

 

  

U.S. Treasury Bonds - 0.2%

 

$       20,000,000   

U.S. Treasury Bonds
4.38%, 02/15/2038

   $ 23,975,781  
  

U.S. Treasury Notes - 0.2%

 

25,360,000   

2.63%, 05/15/2021

     25,264,900  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $         6,310,000   

2.75%, 05/31/2023

   $ 6,284,119  
     

 

 

 
        31,549,019  
     

 

 

 
        55,524,800  
     

 

 

 
  

Total U.S. Government Securities
(cost $56,032,801)

   $ 55,524,800  
     

 

 

 

Convertible Bonds - 0.1%

 

  

Commercial Services - 0.0%

 

1,200,000   

Cardtronics, Inc.
1.00%, 12/01/2020(2)

     1,124,875  
     

 

 

 
  

Media - 0.0%

 

1,620,000   

DISH Network Corp.
3.38%, 08/15/2026

     1,471,697  
     

 

 

 
  

Oil & Gas - 0.0%

 

1,415,000   

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

     1,840  
     

 

 

 
  

Semiconductors - 0.0%

 

  

Microchip Technology, Inc.

 

40,000   

1.63%, 02/15/2025

     71,959  
963,000   

1.63%, 02/15/2027

     1,146,871  
1,004,000   

2.25%, 02/15/2037(2)

     1,223,137  
     

 

 

 
        2,441,967  
     

 

 

 
  

Software - 0.1%

 

2,226,000   

Western Digital Corp.
1.50%, 02/01/2024(6)

     2,178,490  
1,034,000   

Servicenow, Inc.
0.00%, 06/01/2022(2)(13)

     1,420,685  
     

 

 

 
        3,599,175  
     

 

 

 
  

Total Convertible Bonds
(cost $9,930,021)

   $ 8,639,554  
     

 

 

 

Escrows - 0.0%

 

  

Energy - 0.0%

 

93,317   

Vistra Energy Corp.(2)

     58,790  
     

 

 

 
  

Utilities - 0.0%

 

1,750,000   

Texas Competitive Electric Holdings Co. LLC(1)(2)(3)

      
     

 

 

 
  

Total Escrows
(cost $—)

   $ 58,790  
     

 

 

 
  

Total Long-Term Investments
(cost $11,228,149,839)

   $ 11,931,984,991  
     

 

 

 
Short-Term Investments - 2.6%

 

  

Other Investment Pools & Funds - 2.3%

 

282,375,030   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.82%(16)

     282,375,030  
     

 

 

 
        282,375,030  
     

 

 

 
  

Securities Lending Collateral - 0.3%

 

1,974,744   

Citibank NA DDCA, 1.91%, 08/01/2018(16)

     1,974,744  
20,301,975   

Goldman Sachs Financial Sq, Government Institutional Fund, 1.82%(16)

     20,301,975  
8,132,317   

Invesco Government & Agency Portfolio, 1.81%(16)

     8,132,317  
4,191,937   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.82%(16)

     4,191,937  
4,893,907   

Western Asset Institutional Government Class A Fund, 1.76%(16)

   $ 4,893,907  
     

 

 

 
        39,494,880  
     

 

 

 
  

Total Short-Term Investments
(cost $321,869,910)

   $ 321,869,910  
     

 

 

 


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

Total Investments
(cost $11,550,019,749)

        99.7%      $ 12,253,854,901  
  

Other Assets and Liabilities

        0.3%        35,764,238  
        

 

 

    

 

 

 
   Total Net Assets         100.0%      $   12,289,619,139  
        

 

 

    

 

 

 

 

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 July 31, 2018, the aggregate value of these securities was $25,519,027, which represented 0.2% of total net assets.

(3)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 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.

(4)

Variable rate securities; the rate reported is the coupon rate in effect at July 31, 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 July 31, 2018, the aggregate value of these securities was $1,185,268,525, which represented 9.6% 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)

Represents entire or partial securities on loan. See Note 2 for securities lending information.

(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)

These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At July 31, 2018, the aggregate value of these securities was $250,118,165, which represented 2.0% of total net assets.

(11)

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

(12)

The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

(13)

Security is a zero-coupon bond.

(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 July 31, 2018.

(15)

Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

(16)

Current yield as of period end.


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

Futures Contracts Outstanding at July 31, 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

     713        09/28/2018      $ 150,710,375      $ (247,102

U.S. Treasury 5-Year Note Future

     6,965        09/28/2018        787,915,625        (1,716,933

U.S. Treasury Long Bond Future

     866        09/19/2018        123,810,937        317,341  
           

 

 

 

Total

            $ (1,646,694
           

 

 

 

Short position contracts:

           

Euro-BOBL Future

     52        09/06/2018      $ 8,002,704      $                 9,455  

Euro-BUXL 30-Year Bond Future

     31        09/06/2018        6,365,473        (16,693

Euro-Bund Future

     144        09/06/2018        27,207,873        (56,671

U.S. Treasury 10-Year Note Future

     8,921        09/19/2018            1,065,362,547        (2,085,706

U.S. Treasury Ultra Bond Future

     438        09/19/2018        68,724,937        (478,376
           

 

 

 

Total

            $ (2,627,991
           

 

 

 

           
           

 

 

 

Total futures contracts

            $ (4,274,685
           

 

 

 

 

Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 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        420,000        (5.00%)       06/20/23        Quarterly      $       22,970      $         30,982      $ 8,012  
                

 

 

    

 

 

    

 

 

 
                      
                

 

 

    

 

 

    

 

 

 

Total

                 $ 22,970      $ 30,982      $ 8,012  
                

 

 

    

 

 

    

 

 

 

 

(a)

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

 

Foreign Currency Contracts Outstanding at July 31, 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     1,480,177       USD     BCLY   09/20/18   $     $ (9,812)     
  50,960,000     EGP     2,662,487       USD     CBK   01/08/19     47,863       —     
  1,569,000     EUR     1,830,373       USD     JPM   09/19/18     11,191       —     
  300,000     EUR     350,309       USD     BCLY   09/19/18     1,807       —     
  193,000     EUR     225,165       USD     GSC   09/19/18     1,362       —     
  236,000     EUR     275,957       USD     CIBC   09/19/18     1,041       —     
  51,000     EUR     59,821       USD     CIBC   09/19/18     39       —    
  56,000     EUR     65,737       USD     CSFB   09/19/18           (9)    
  224,000     EUR     262,942       USD     CSFB   09/19/18           (29)    
  251,000     EUR     295,240       USD     MSC   09/19/18           (637)    
  41,413,000,000     IDR     2,947,545       USD     BCLY   09/19/18           (92,598)    
  4,973,000     PEN     1,514,312       USD     BCLY   09/19/18     2,286       —     
  4,972,000     PEN     1,516,640       USD     BCLY   09/19/18           (347)    
  5,353,000     PLN     1,470,427       USD     UBS   09/19/18           (4,671)    
  5,352,000     PLN     1,481,276       USD     UBS   09/19/18           (15,794)    
  17,940,000     RUB     283,306       USD     JPM   09/19/18     2,292       —     
  1,534,215     USD     2,020,000       AUD     BNP   09/19/18     33,155       —     
  2,702,038     USD     9,997,000       BRL     JPM   09/05/18     49,804       —     
  1,492,540     USD     1,940,000       CAD     GSC   09/19/18           (64)    
  1,419,203     USD     937,100,000       CLP     HSBC   09/20/18           (51,161)    
  1,523,031     USD     4,371,100,000       COP     BCLY   09/19/18     14,072       —     
  534,809     USD     1,534,903,000       COP     BCLY   09/19/18     4,941       —     


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  12,326,635     USD     10,514,000       EUR     SSG   08/31/18   $ 2,861     $ —     
  26,440,795     USD     22,227,000       EUR     JPM   09/19/18     352,557       —     
  26,299,942     USD     22,227,000       EUR     UBS   09/19/18     211,704       —     
  652,016     USD     549,000       EUR     MSC   09/19/18     7,644       —     
  200,720     USD     169,000       EUR     BMO   09/19/18     2,361       —     
  1,341,551     USD     1,141,000       EUR     GSC   09/19/18     2,339       —     
  424,907     USD     362,000       EUR     JPM   09/19/18     21       —     
  1,162,475     USD     994,000       EUR     BCLY   09/19/18           (4,201)    
  1,938,957     USD     1,657,000       EUR     BCLY   09/19/18           (5,895)    
  21,029     USD     16,000       GBP     CBK   08/31/18           —     
  1,459,324     USD     30,567,000       MXN     BCLY   09/19/18           (167,220)    
  1,553,908     USD     2,205,000       NZD     SCB   09/19/18     51,068       —     
  972,091     USD     61,232,000       RUB     HSBC   09/19/18           (2,701)    
  962,503     USD     61,233,000       RUB     BCLY   09/19/18           (12,304)    
  1,618,271     USD     21,650,000       ZAR     BCLY   09/19/18           (15,251)    
  1,603,546     USD     21,649,000       ZAR     BCLY   09/19/18           (29,900)    

 

 

 
  Total                 $             800,408     $         (412,594)    

 

 

 

 

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

 

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

Barclays

  
BMO   

Bank of Montreal

  
BNP   

BNP Paribas Securities Services

  
CBK   

Citibank NA

  
CSFB   

Credit Suisse First Boston Corp.

  
GSC   

Goldman Sachs & Co.

  
HSBC   

HSBC Bank USA

  
JPM   

JP Morgan Chase & Co.

  
MSC   

Morgan Stanley

  
SCB   

Standard Chartered Bank

  
SSG   

State Street Global Markets LLC

  
UBS   

UBS AG

  
Currency Abbreviations:     
AUD   

Australian Dollar

  
BRL   

Brazilian Real

  
CAD   

Canadian Dollar

  
CLP   

Chilean Peso

  
COP   

Colombian Peso

  
EGP   

Egyptian Pound

  
EUR   

Euro

  
GBP   

British Pound

  
IDR   

Indonesian Rupiah

  
MXN   

Mexican Peso

  
NZD   

New Zealand Dollar

  
PEN   

Peruvian Sol

  
PLN   

Polish Zloty

  
RUB   

Russian Ruble

  
USD   

United States Dollar

  
ZAR   

South African Rand

  
Index Abbreviations:     
CDX.NA.HY   

Credit Derivatives North American High Yield

  
CMT   

Constant Maturity Treasury Index

  
MTA   

Monthly Treasury Average Index

  
Other Abbreviations:     
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

  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

MTN   

Medium Term Note

  
PAC   

Planned Amortization Class

  
PJSC   

Private Joint Stock Company

  
REIT   

Real Estate Investment Trust

  
Municipal Abbreviations:     
GO   

General Obligation

  


 

  The Hartford Balanced Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Automobiles & Components

   $ 29,005,891      $      $ 29,005,891      $  

Banks

     710,358,891        710,358,891                

Capital Goods

     323,070,456        266,215,038        56,855,418         

Consumer Services

     27,159,423        27,159,423                

Diversified Financials

     69,665,565        69,665,565                

Energy

     841,423,379        841,423,379                

Food & Staples Retailing

     63,316,525        63,316,525                

Food, Beverage & Tobacco

     379,274,586        287,628,578        91,646,008         

Health Care Equipment & Services

     166,602,972        103,326,253        63,276,719         

Household & Personal Products

     168,232,693        168,232,693                

Insurance

     336,540,823        336,540,823                

Materials

     279,168,601        279,168,601                

Media

     105,344,156        105,344,156                

Pharmaceuticals, Biotechnology & Life Sciences

     794,802,163        650,001,620        144,800,543         

Real Estate

     74,721,364        74,721,364                

Retailing

     57,011,580        57,011,580                

Semiconductors & Semiconductor Equipment

     365,487,313        365,487,313                

Technology Hardware & Equipment

     153,625,191        153,625,191                

Telecommunication Services

     210,755,022        210,755,022                

Transportation

     122,924,040        122,924,040                

Utilities

     485,273,928        485,273,924               4  

Preferred Stocks

     783,815        783,815                

Asset & Commercial Mortgage Backed Securities

     70,772,659               70,772,659         

Corporate Bonds

     5,407,083,354               5,407,083,354         

Foreign Government Obligations

     589,109,046               589,109,046         

Municipal Bonds

     7,604,961               7,604,961         

Senior Floating Rate Interests

     28,643,450               28,643,450         

U.S. Government Securities

     55,524,800               55,524,800         

Convertible Bonds

     8,639,554               8,639,554         

Escrows

     58,790               58,790         

Short-Term Investments

     321,869,910        321,869,910                

Foreign Currency Contracts(2)

     800,408               800,408         

Futures Contracts(2)

     326,796        326,796                

Swaps - Credit Default(2)

     8,012               8,012         
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $   12,254,990,117      $   5,701,160,500      $   6,553,829,613      $ 4  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $ (412,594)      $      $ (412,594)      $  

Futures Contracts(2)

     (4,601,481)        (4,601,481)                
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $ (5,014,075)      $ (4,601,481)      $ (412,594)      $                 —  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

(1) For the period ended July 31, 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 period ended July 31, 2018 is not presented.


 

The Hartford Capital Appreciation Fund

    

Schedule of Investments

July 31, 2018 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 94.9%

 

  

Automobiles & Components - 1.6%

 

505,266   

Aptiv plc

   $         49,551,436  
187,200   

Ferrari N.V.

     24,845,766  
566,242   

General Motors Co.

     21,466,234  
289,012   

Magna International, Inc.

     17,604,882  
363,178   

Valeo S.A.

     17,796,198  
     

 

 

 
        131,264,516  
     

 

 

 
  

Banks - 4.0%

 

2,763,872   

Bank of America Corp.

     85,348,367  
519,372   

Citizens Financial Group, Inc.

     20,660,618  
232,800   

First Republic Bank

     23,014,608  
608,162   

HDFC Bank Ltd.(1)(2)(3)

     18,975,621  
17,600   

HDFC Bank Ltd. ADR

     1,818,784  
2,662,272   

KeyCorp.

     55,561,617  
453,534   

PNC Financial Services Group, Inc.

     65,685,329  
568,910   

Sumitomo Mitsui Financial Group, Inc.

     22,578,746  
302,922   

SunTrust Banks, Inc.

     21,831,589  
     

 

 

 
        315,475,279  
     

 

 

 
  

Capital Goods - 4.7%

 

526,780   

AerCap Holdings N.V.*

     29,568,161  
178,186   

Airbus SE

     22,053,927  
312,060   

General Dynamics Corp.

     62,337,106  
2,519,524   

General Electric Co.

     34,341,112  
806,800   

Harry’s, Inc.(1)(2)(3)(4)

     10,891,800  
286,510   

Ingersoll-Rand plc

     28,224,100  
601,600   

Komatsu Ltd.

     17,776,136  
143,525   

L3 Technologies, Inc.

     30,777,501  
120,817   

Lockheed Martin Corp.

     39,398,424  
148,292   

Northrop Grumman Corp.

     44,560,263  
123,478   

Rockwell Automation, Inc.

     23,159,534  
229,021   

Safran S.A.

     28,399,458  
     

 

 

 
        371,487,522  
     

 

 

 
  

Commercial & Professional Services - 2.5%

 

164,655   

CoStar Group, Inc.*

     68,471,782  
568,331   

IHS Markit Ltd.*

     30,138,593  
100,074   

Intertek Group plc

     7,719,942  
4,595   

Klarna Holding AB*(1)(2)(3)(4)

     661,061  
734,251   

Republic Services, Inc.

     53,218,513  
303,936   

TransUnion

     22,004,966  
230,556   

Waste Connections, Inc.

     17,893,451  
     

 

 

 
        200,108,308  
     

 

 

 
  

Consumer Durables & Apparel - 3.7%

 

1,813,955   

NIKE, Inc. Class B

     139,511,279  
450,620   

Sony Corp.

     24,219,388  
514,017   

Tapestry, Inc.

     24,220,481  
1,068,797   

Under Armour, Inc. Class A*(5)

     21,343,876  
2,683,131   

Under Armour, Inc. Class C*(5)

     50,281,875  
351,562   

VF Corp.

     32,368,313  
     

 

 

 
        291,945,212  
     

 

 

 
  

Consumer Services - 4.4%

 

168,989   

Chipotle Mexican Grill, Inc.*

     73,283,770  
96,633   

Domino’s Pizza, Inc.

     25,381,624  
5,654,566   

DraftKings, Inc.*(1)(2)(3)(4)

     10,517,493  
967,010   

Hilton Worldwide Holdings, Inc.

     76,065,006  
1,121,559   

Las Vegas Sands Corp.

     80,640,092  
266,489   

McDonald’s Corp.

     41,982,677  
268,688   

New Oriental Education & Technology Group, Inc. ADR

     23,117,915  
172,542   

Royal Caribbean Cruises Ltd.

     19,455,836  
     

 

 

 
        350,444,413  
     

 

 

 


 

The Hartford Capital Appreciation Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Diversified Financials - 5.1%

 

1,165,747   

American Express Co.

   $       116,015,141  
60,500   

BlackRock, Inc.

     30,416,980  
78,975   

Goldman Sachs Group, Inc.

     18,751,034  
414,512   

Intercontinental Exchange, Inc.

     30,636,582  
1,359,070   

J2 Acquisition Ltd.*(4)

     12,598,579  
1,087,552   

Morgan Stanley

     54,986,629  
2,668,912   

SLM Corp.*

     30,132,016  
429,854   

State Street Corp.

     37,960,407  
844,019   

TD Ameritrade Holding Corp.

     48,235,686  
1,625,336   

UBS Group AG*

     26,714,733  
     

 

 

 
        406,447,787  
     

 

 

 
  

Energy - 2.6%

 

266,442   

Diamondback Energy, Inc.

     35,157,022  
437,247   

EOG Resources, Inc.

     56,378,628  
631,031   

Halliburton Co.

     26,768,335  
535,838   

Noble Energy, Inc.

     19,338,393  
568,331   

Total S.A.

     37,069,562  
1,939,013   

WPX Energy, Inc.*

     36,395,274  
     

 

 

 
        211,107,214  
     

 

 

 
  

Food & Staples Retailing - 1.4%

 

281,186   

Costco Wholesale Corp.

     61,498,190  
540,837   

Walmart, Inc.

     48,258,886  
     

 

 

 
        109,757,076  
     

 

 

 
  

Food, Beverage & Tobacco - 3.0%

 

764,092   

Altria Group, Inc.

     44,836,919  
1,197,851   

Coca-Cola Co.

     55,855,792  
1,644,435   

Diageo plc

     60,330,140  
437,079   

PepsiCo., Inc.

     50,264,085  
2,016,005   

Treasury Wine Estates Ltd.

     27,607,012  
     

 

 

 
        238,893,948  
     

 

 

 
  

Health Care Equipment & Services - 6.9%

 

187,841   

Aetna, Inc.

     35,387,366  
100,751   

Align Technology, Inc.*

     35,932,844  
922,126   

Baxter International, Inc.

     66,808,029  
114,079   

Becton Dickinson and Co.

     28,561,959  
379,256   

Danaher Corp.

     38,904,080  
315,142   

Edwards Lifesciences Corp.*

     44,891,978  
269,456   

Haemonetics Corp.*

     26,309,684  
448,797   

Insulet Corp.*

     37,321,959  
53,913   

Koninklijke Philips N.V.

     2,366,756  
1,084,004   

Medtronic plc

     97,809,681  
314,143   

Stryker Corp.

     51,283,845  
63,369   

Teleflex, Inc.

     17,281,360  
253,036   

UnitedHealth Group, Inc.

     64,073,776  
     

 

 

 
        546,933,317  
     

 

 

 
  

Household & Personal Products - 1.0%

 

196,516   

Clorox Co.

     26,563,068  
817,790   

Colgate-Palmolive Co.

     54,800,108  
     

 

 

 
        81,363,176  
     

 

 

 
  

Insurance - 4.3%

 

956,370   

Aflac, Inc.

     44,509,460  
330,647   

American International Group, Inc.

     18,255,021  
508,843   

Arthur J Gallagher & Co.

     36,305,948  
488,144   

Chubb Ltd.

     68,203,480  
350,293   

Lincoln National Corp.

     23,854,953  
527,813   

Marsh & McLennan Cos., Inc.

     43,998,492  
2,072,500   

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

     19,293,481  
410,800   

Tokio Marine Holdings, Inc.

     19,544,189  
537,892   

Unum Group

     21,370,449  


 

The Hartford Capital Appreciation Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

278,543   

Willis Towers Watson plc

   $           44,405,325  
     

 

 

 
        339,740,798  
     

 

 

 
  

Materials - 5.1%

 

946,385   

Anglo American plc

     21,422,205  
826,656   

CF Industries Holdings, Inc.

     36,720,060  
307,214   

Eastman Chemical Co.

     31,833,515  
1,151,648   

Freeport-McMoRan, Inc.

     19,002,192  
484,799   

International Paper Co.

     26,048,250  
754,414   

Mosaic Co.

     22,715,406  
391,707   

Nucor Corp.

     26,216,950  
502,367   

Packaging Corp. of America

     56,717,234  
555,997   

Praxair, Inc.

     93,129,497  
990,116   

Steel Dynamics, Inc.

     46,624,562  
252,820   

Vulcan Materials Co.

     28,315,840  
     

 

 

 
        408,745,711  
     

 

 

 
  

Media - 0.1%

 

190,013   

DISH Network Corp. Class A*

     5,996,810  
558,005   

Ocean Outdoor Ltd.*(1)(2)(3)(4)

     5,342,898  
     

 

 

 
        11,339,708  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 5.7%

 

281,059   

Agilent Technologies, Inc.

     18,561,136  
337,330   

Alkermes plc*

     14,791,921  
201,359   

Alnylam Pharmaceuticals, Inc.*

     19,129,105  
87,474   

BeiGene Ltd. ADR*(5)

     16,590,319  
1,601,006   

Bristol-Myers Squibb Co.

     94,059,102  
542,571   

Exact Sciences Corp.*

     31,713,275  
118,400   

Heron Therapeutics, Inc.*

     4,434,080  
396,187   

Ionis Pharmaceuticals, Inc.*

     17,305,448  
444,615   

Johnson & Johnson

     58,920,380  
906,723   

Merck & Co., Inc.

     59,725,844  
29,863   

Mettler-Toledo International, Inc.*

     17,694,126  
1,522,797   

Pfizer, Inc.

     60,805,284  
158,750   

TESARO, Inc.*(5)

     5,529,263  
135,872   

Thermo Fisher Scientific, Inc.

     31,866,060  
     

 

 

 
        451,125,343  
     

 

 

 
  

Real Estate - 3.8%

 

783,921   

American Tower Corp. REIT

     116,208,449  
233,462   

AvalonBay Communities, Inc. REIT

     41,287,755  
1,869,565   

DDR Corp. REIT

     25,613,041  
532,495   

Public Storage REIT

     115,993,386  
55,763   

WeWork Companies, Inc. Class A, REIT*(1)(2)(3)(4)

     3,480,726  
     

 

 

 
        302,583,357  
     

 

 

 
  

Retailing - 4.5%

 

22,168   

Booking Holdings, Inc.*

     44,972,665  
252,235   

CarMax, Inc.*

     18,836,910  
508,125   

Dollar Tree, Inc.*

     46,381,650  
161,556   

Expedia Group, Inc.

     21,622,655  
879,469   

Floor & Decor Holdings, Inc. Class A*

     41,994,645  
128,682   

Home Depot, Inc.

     25,417,269  
722,202   

Industria de Diseno Textil S.A.

     23,667,002  
10,615   

JAND, Inc. Class A*(1)(2)(3)(4)

     145,956  
135,010   

Lowe’s Cos., Inc.

     13,411,893  
788,435   

TJX Cos., Inc.

     76,683,188  
316,327   

Tory Burch LLC*(1)(2)(3)(4)

     18,410,213  
214,383   

Wayfair, Inc. Class A*

     23,329,158  
     

 

 

 
        354,873,204  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 4.6%

 

257,159   

Ams AG*(5)

     18,501,023  
311,982   

Analog Devices, Inc.

     29,993,949  
115,255   

Broadcom, Inc.

     25,560,101  
246,465   

KLA-Tencor Corp.

     28,939,920  
273,706   

Microchip Technology, Inc.

     25,572,352  


 

The Hartford Capital Appreciation Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

1,606,531   

Micron Technology, Inc.*

   $         84,808,772  
28,168   

NVIDIA Corp.

     6,897,216  
574,684   

NXP Semiconductors N.V.*

     54,790,373  
363,877   

QUALCOMM, Inc.

     23,320,877  
2,721,490   

Taiwan Semiconductor Manufacturing Co., Ltd.

     21,760,237  
987,777   

Teradyne, Inc.

     42,721,355  
     

 

 

 
        362,866,175  
     

 

 

 
  

Software & Services - 16.4%

 

138,075   

2U, Inc.*

     10,446,754  
324,442   

Accenture plc Class A

     51,693,344  
154,484   

Adobe Systems, Inc.*

     37,799,145  
278,661   

Alibaba Group Holding Ltd. ADR*

     52,173,699  
142,610   

Alliance Data Systems Corp.

     32,070,137  
23,371   

Alphabet, Inc. Class A*

     28,681,359  
103,936   

Alphabet, Inc. Class C*

     126,517,135  
282,848   

Atlassian Corp. plc Class A*

     20,481,024  
308,635   

Delivery Hero SE*(4)

     17,528,041  
132,472   

Facebook, Inc. Class A*

     22,862,018  
245,386   

FleetCor Technologies, Inc.*

     53,248,762  
35,851   

ForeScout Technologies, Inc.*

     1,217,500  
744,545   

Genpact Ltd.

     22,619,277  
402,394   

Global Payments, Inc.

     45,297,492  
565,450   

Guidewire Software, Inc.*

     48,741,790  
1,777,449   

Just Eat plc*

     18,476,095  
873,073   

Microsoft Corp.

     92,615,584  
704,096   

PayPal Holdings, Inc.*

     57,834,445  
635,012   

salesforce.com, Inc.*

     87,091,896  
383,578   

ServiceNow, Inc.*

     67,494,385  
275,641   

Shopify, Inc. Class A*

     38,096,343  
372,166   

Spotify Technology S.A.*

     68,043,110  
811,781   

SS&C Technologies Holdings, Inc.

     43,081,218  
481,500   

Tencent Holdings Ltd.

     21,915,167  
416,822   

Trade Desk, Inc. Class A*(5)

     35,146,431  
388,438   

Verint Systems, Inc.*

     17,440,866  
155,152   

VeriSign, Inc.*

     22,532,725  
357,046   

Visa, Inc. Class A

     48,822,470  
383,629   

Wix.com Ltd.*

     36,444,755  
362,379   

Workday, Inc. Class A*

     44,942,244  
536,623   

Yandex N.V. Class A*

     19,296,963  
302,650   

Zillow Group, Inc. Class A*

     17,060,380  
     

 

 

 
        1,307,712,554  
     

 

 

 
  

Technology Hardware & Equipment - 2.5%

 

409,966   

Apple, Inc.

     78,012,430  
259,605   

CDW Corp.

     21,830,184  
1,733,024   

Flex Ltd.*

     24,193,015  
479,442   

Samsung Electronics Co., Ltd.

     19,901,747  
630,252   

TE Connectivity Ltd.

     58,972,680  
     

 

 

 
        202,910,056  
     

 

 

 
  

Telecommunication Services - 1.8%

 

1,836,398   

AT&T, Inc.

     58,709,644  
260,405   

SoftBank Group Corp.

     21,749,597  
1,283,522   

Verizon Communications, Inc.

     66,281,076  
     

 

 

 
        146,740,317  
     

 

 

 
  

Transportation - 4.0%

 

1,205,496   

Canadian National Railway Co.

     107,608,253  
1,330,245   

CSX Corp.

     94,021,716  
477,919   

Union Pacific Corp.

     71,635,279  
409,475   

United Parcel Service, Inc. Class B

     49,091,958  
     

 

 

 
        322,357,206  
     

 

 

 
  

Utilities - 1.2%

 

373,109   

Dominion Energy, Inc.

     26,755,646  
548,587   

NRG Energy, Inc.

     17,373,750  


 

The Hartford Capital Appreciation Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

1,074,471   

Southern Co.

   $         52,219,291  
     

 

 

 
        96,348,687  
     

 

 

 
  

Total Common Stocks
(cost $6,932,471,711)

   $ 7,562,570,884  
     

 

 

 

Preferred Stocks - 2.6%

 

  

Commercial & Professional Services - 0.0%

 

33,739   

Rubicon Global Holdings LLC Class C *(1)(2)(3)(4)

     1,012,170  
     

 

 

 
  

Consumer Services - 0.0%

 

10,074   

Airbnb, Inc. Class E *(1)(2)(3)(4)

     1,127,079  
     

 

 

 
  

Diversified Financials - 0.1%

 

348,919   

Social Finance, Inc. Class F (1)(2)(3)(4)

     5,840,904  
     

 

 

 
  

Health Care Equipment & Services - 0.1%

 

956,830   

Moderna Therapeutics, Inc. Class E (1)(2)(3)(4)

     9,625,710  
     

 

 

 
  

Real Estate - 1.1%

 

762,484   

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

     47,594,251  
599,094   

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

     37,395,448  
     

 

 

 
        84,989,699  
     

 

 

 
  

Retailing - 0.2%

 

448,670   

Coupang LLC *(1)(2)(3)(4)

     2,233,075  
278,194   

Honest Co. *(1)(2)(3)(4)

     9,839,722  
23,702   

JAND, Inc. Class D *(1)(2)(3)(4)

     333,250  
     

 

 

 
        12,406,047  
     

 

 

 
  

Software & Services - 0.9%

 

12,259   

Dropbox, Inc. Class C
01/2014(1)(2)(3)(4)(6)

     319,066  
566,622   

Essence Group Holdings Corp. Class 3 *(1)(2)(3)(4)

     1,410,889  
77,707   

Lookout, Inc. Class F *(1)(2)(3)(4)

     658,955  
95,031   

MarkLogic Corp. Class F *(1)(2)(3)(4)

     941,757  
2,286,050   

Pinterest, Inc. Class G *(1)(2)(3)(4)

     14,584,999  
47,064   

Sharecare Class B2 (1)(2)(3)(4)

     12,904,008  
1,025,459   

Uber Technologies, Inc. Class D *(1)(2)(3)(4)

     41,018,360  
153,438   

Zuora, Inc. Class F
01/2015*(1)(2)(3)(4)(6)

     3,615,372  
     

 

 

 
        75,453,406  
     

 

 

 
  

Technology Hardware & Equipment - 0.2%

 

5,362,869   

Rethink Robotics, Inc. (1)(2)(3)(4)

     12,709,999  
     

 

 

 
  

Total Preferred Stocks
(cost $111,935,823)

   $ 203,165,014  
     

 

 

 

Convertible Preferred Stocks - 0.0%

 

  

Retailing - 0.0%

 

28,025   

Honest Co. Class C *(1)(2)(3)(4)

     855,323  
     

 

 

 
  

Total Convertible Preferred Stocks
(cost $758,281)

   $ 855,323  
     

 

 

 

Escrows - 0.0%

 

  

Capital Goods - 0.0%

 

372,334   

Lithium Technology Corp., Escrow*(1)(2)(3)(4)

     111,700  
     

 

 

 
  

Consumer Durables & Apparel - 0.0%

 

83,332   

One Kings Lane, Inc., Escrow*(1)(2)(3)(4)

     15,000  
     

 

 

 
  

Software & Services - 0.0%

 

143,626   

Birst, Inc. Earn Out Escrow*(1)(2)(3)(4)

      
143,626   

Birst, Inc. Escrow*(1)(2)(3)(4)

     27,289  
58,205   

Veracode, Inc. Escrow*(1)(2)(3)(4)

     233,984  
     

 

 

 
        261,273  
     

 

 

 
  

Telecommunication Services - 0.0%

 

12,218   

Docusign Earnout, Escrow*(1)(2)(3)(4)

     27,491  
     

 

 

 
  

Total Escrows
(cost $—)

   $ 415,464  
     

 

 

 


 

The Hartford Capital Appreciation Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Warrants - 0.1%

 

  

Diversified Financials - 0.0%

 

1,365,300   

J2 Acquisition Ltd. Expires 09/07/2027*

 

      $           614,385  
           

 

 

 
  

Real Estate - 0.1%

 

2,134,270   

Vinhomes JSC Expires 05/23/2028*(1)

 

        10,110,809  
           

 

 

 
  

Total Warrants
(cost $10,941,491)

 

      $ 10,725,194  
           

 

 

 

Closed End Funds - 0.6%

 

  

Other Investment Pools & Funds - 0.6%

 

609,700   

Altaba, Inc.*

 

        44,782,465  
           

 

 

 
  

Total Closed Funds
(cost $39,613,794)

 

      $ 44,782,465  
           

 

 

 
  

Total Long-Term Investments
(cost $7,095,721,100)

         $ 7,822,514,344  
           

 

 

 

Short-Term Investments - 1.9%

 

  

Other Investment Pools & Funds - 1.4%

 

115,865,935   

Fidelity Institutional Government Fund, Institutional Class, 1.79%(7)

 

        115,865,935  
           

 

 

 
  

Securities Lending Collateral - 0.5%

 

2,026,733   

Citibank NA DDCA, 1.91%, 08/01/2018(7)

 

        2,026,733  
20,836,465   

Goldman Sachs Financial Sq, Government Institutional Fund, 1.82%(7)

 

        20,836,465  
8,346,416   

Invesco Government & Agency Portfolio, 1.81%(7)

 

        8,346,416  
4,302,299   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.82%(7)

 

        4,302,299  
5,022,748   

Western Asset Institutional Government Class A Fund, 1.76%(7)

 

        5,022,748  
           

 

 

 
              40,534,661  
           

 

 

 
  

Total Short-Term Investments
(cost $156,400,596)

 

      $ 156,400,596  
           

 

 

 
  

Total Investments
(cost $7,252,121,696)

        100.1%      $ 7,978,914,940  
  

Other Assets and Liabilities

        (0.1)%        (10,747,085
        

 

 

    

 

 

 
  

Total Net Assets

        100.0%      $ 7,968,167,855  
        

 

 

    

 

 

 

 

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)

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 July 31, 2018, the aggregate value of these securities was $282,972,378, which represented 3.6% of total net assets.

(2)

Investment valued using significant unobservable inputs.

(3)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2018, the aggregate fair value of these securities was $272,861,569, which represented 3.4% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.


 

The Hartford Capital Appreciation Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

(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 July 31, 2018, the aggregate value of these securities was $284,012,568, which represented 3.6% of total net assets.

(5)

Represents entire or partial securities on loan. See Note 2 for securities lending information.

(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. Class C Preferred      12,259         $ 351,252      $ 319,066  

01/2015

   Zuora, Inc. Class F Preferred      153,438           1,165,914        3,615,372  
           

 

 

    

 

 

 
            $ 1,517,166      $ 3,934,438  
           

 

 

    

 

 

 

 

(7)

Current yield as of period end.

 

Futures Contracts Outstanding at July 31, 2018  
Description    Number
of
Contracts
         Expiration Date          Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

S&P 500 (E-Mini) Future

     726        09/21/2018      $         102,260,730      $         2,345,575    
           

 

 

 
           
           

 

 

 

Total futures contracts

 

   $ 2,345,575    
           

 

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

ADR   

American Depositary Receipt

DDCA   

Dollars on Deposit in Custody Account

JSC   

Joint Stock Company

REIT   

Real Estate Investment Trust


 

The Hartford Capital Appreciation Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Automobiles & Components

   $ 131,264,516      $ 88,622,552      $ 42,641,964      $  

Banks

     315,475,279        273,920,912        22,578,746        18,975,621  

Capital Goods

     371,487,522        292,366,201        68,229,521        10,891,800  

Commercial & Professional Services

     200,108,308        191,727,305        7,719,942        661,061  

Consumer Durables & Apparel

     291,945,212        267,725,824        24,219,388         

Consumer Services

     350,444,413        339,926,920               10,517,493  

Diversified Financials

     406,447,787        379,733,054        26,714,733         

Energy

     211,107,214        174,037,652        37,069,562         

Food & Staples Retailing

     109,757,076        109,757,076                

Food, Beverage & Tobacco

     238,893,948        150,956,796        87,937,152         

Health Care Equipment & Services

     546,933,317        544,566,561        2,366,756         

Household & Personal Products

     81,363,176        81,363,176                

Insurance

     339,740,798        300,903,128        38,837,670         

Materials

     408,745,711        387,323,506        21,422,205         

Media

     11,339,708        5,996,810               5,342,898  

Pharmaceuticals, Biotechnology & Life Sciences

     451,125,343        451,125,343                

Real Estate

     302,583,357        299,102,631               3,480,726  

Retailing

     354,873,204        312,650,033        23,667,002        18,556,169  

Semiconductors & Semiconductor Equipment

     362,866,175        322,604,915        40,261,260         

Software & Services

     1,307,712,554        1,249,793,251        57,919,303         

Technology Hardware & Equipment

     202,910,056        183,008,309        19,901,747         

Telecommunication Services

     146,740,317        124,990,720        21,749,597         

Transportation

     322,357,206        322,357,206                

Utilities

     96,348,687        96,348,687                

Preferred Stocks

     203,165,014                      203,165,014  

Convertible Preferred Stocks

     855,323                      855,323  

Escrows

     415,464                      415,464  

Warrants

     10,725,194        614,385        10,110,809         

Closed End Funds

     44,782,465        44,782,465                

Short-Term Investments

     156,400,596        156,400,596                

Futures Contracts(2)

     2,345,575        2,345,575                
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $   7,981,260,515      $   7,155,051,589      $     553,347,357      $   272,861,569  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

(1) For the period ended July 31, 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 there were no transfers in and out of Level 3.

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

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

     20,611,457          -          -          -          20,611,457  

Sales

     (5,814,036)          -          (34,055,545)          -          (39,869,581)  

Accrued discounts/(premiums)

     -          -          -          -          -  

Total realized gain/(loss)

     (20,394,465)          -          16,289,628          -          (4,104,837)  

Net change in unrealized appreciation/(depreciation)

     26,767,073          -          (17,389,103)          -          9,377,970  

Transfers into Level 3

     4,132,444          -          -          -          4,132,444  

Transfers out of Level 3

     -          -          -          -          -  
  

 

 

 

Ending balance

       $ 68,453,372        $   404,976        $ 203,147,898        $     855,323        $   272,861,569  
  

 

 

 

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at July 31, 2018 was $(14,442,621).


 

The Hartford Checks and Balances Fund

    

Schedule of Investments

July 31, 2018 (Unaudited)

 

Shares or Principal Amount

           

Market Value

 

Affiliated Investment Companies - 100.1%

 

  

Domestic Equity Funds - 67.2%

 

13,312,914   

The Hartford Capital Appreciation Fund, Class F

 

      $       540,238,038  
20,769,292   

The Hartford Dividend and Growth Fund, Class F

 

        551,424,693  
           

 

 

 
  

Total Domestic Equity Funds
(cost $1,033,624,924)

 

      $ 1,091,662,731  
           

 

 

 
  

Taxable Fixed Income Funds - 32.9%

 

647,172   

Hartford Total Return Bond ETF

 

        25,230,000  
50,490,244   

The Hartford Total Return Bond Fund, Class F

 

        508,436,760  
           

 

 

 
  

Total Taxable Fixed Income Funds
(cost $545,800,580)

 

      $ 533,666,760  
           

 

 

 
  

Total Affiliated Investment Companies
(cost $1,579,425,504)

 

      $ 1,625,329,491  
           

 

 

 
  

Total Long-Term Investments
(cost $1,579,425,504)

         $ 1,625,329,491  
           

 

 

 
  

Total Investments
(cost $1,579,425,504)

        100.1%      $ 1,625,329,491  
  

Other Assets and Liabilities

        (0.1)%        (879,722)  
        

 

 

    

 

 

 
  

Total Net Assets

        100.0%      $ 1,624,449,769  
        

 

 

    

 

 

 

 

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.

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

ETF   

Exchange-Traded Fund


 

The Hartford Checks and Balances Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Affiliated Investment Companies

   $     1,625,329,491      $     1,625,329,491      $                   —      $                   —  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $ 1,625,329,491      $ 1,625,329,491      $      $  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

 

(1) 

For the period ended July 31, 2018, there were no transfers between any levels.


 

The Hartford Conservative Allocation Fund

    

Schedule of Investments

July 31, 2018 (Unaudited)

 

Shares or Principal Amount

           

Market Value

 

Affiliated Investment Companies - 99.8%

 

  

Alternative Funds - 4.0%

 

307,598   

Hartford Real Total Return Fund, Class F

 

      $           2,445,402  
258,904   

The Hartford Global Real Asset Fund, Class F

 

        2,495,838  
           

 

 

 
  

Total Alternative Funds
(cost $5,036,724)

 

      $ 4,941,240  
           

 

 

 
  

Domestic Equity Funds - 24.9%

 

274,562   

Hartford Core Equity Fund, Class F

 

        8,577,311  
94,040   

Hartford Multifactor US Equity ETF

 

        3,054,165  
238,141   

Hartford Quality Value Fund, Class F

 

        4,965,238  
81,698   

Hartford Small Cap Core Fund, Class F

 

        1,218,941  
365,899   

The Hartford Equity Income Fund, Class F

 

        7,457,030  
45,854   

The Hartford Growth Opportunities Fund, Class F

 

        2,349,115  
88,527   

The Hartford MidCap Fund, Class F

 

        3,008,162  
           

 

 

 
  

Total Domestic Equity Funds
(cost $27,373,517)

 

      $ 30,629,962  
           

 

 

 
  

International/Global Equity Funds - 7.5%

 

39,900   

Hartford Multifactor Developed Markets ex-US ETF

 

        1,158,696  
374,059   

Hartford Schroders International Multi-Cap Value Fund, Class F

 

        3,736,845  
260,469   

The Hartford International Opportunities Fund, Class F

 

        4,339,410  
           

 

 

 
  

Total International/Global Equity Funds
(cost $8,814,382)

 

      $ 9,234,951  
           

 

 

 
  

Multi-Strategy Funds - 4.0%

 

459,927   

The Hartford Global All-Asset Fund, Class F

 

        4,939,621  
           

 

 

 
  

Total Multi-Strategy Funds
(cost $5,061,756)

 

      $ 4,939,621  
           

 

 

 
  

Taxable Fixed Income Funds - 59.4%

 

578,491   

Hartford Schroders Emerging Markets Multi-Sector Bond Fund, Class F

 

        5,264,267  
491,345   

The Hartford Inflation Plus Fund, Class F

 

        5,222,999  
1,903,566   

The Hartford Quality Bond Fund, Class F

 

        18,464,592  
921,486   

The Hartford Short Duration Fund, Class F

 

        8,975,270  
1,006,252   

The Hartford Strategic Income Fund, Class F

 

        8,673,895  
1,535,416   

The Hartford Total Return Bond Fund, Class F

 

        15,461,642  
1,036,703   

The Hartford World Bond Fund, Class F

 

        11,113,461  
           

 

 

 
  

Total Taxable Fixed Income Funds
(cost $74,514,607)

 

      $ 73,176,126  
           

 

 

 
  

Total Affiliated Investment Companies
(cost $120,800,986)

 

      $ 122,921,900  
           

 

 

 
  

Total Long-Term Investments
(cost $120,800,986)

         $ 122,921,900  
           

 

 

 

Short-Term Investments - 0.3%

 

  

Other Investment Pools & Funds - 0.3%

 

364,880   

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class, 1.82%(1)

 

        364,880  
           

 

 

 
  

Total Short-Term Investments
(cost $364,880)

 

      $ 364,880  
           

 

 

 
  

Total Investments
(cost $121,165,866)

        100.1%      $ 123,286,780  
  

Other Assets and Liabilities

        (0.1)%        (77,250)  
        

 

 

    

 

 

 
  

Total Net Assets

        100.0%      $ 123,209,530  
        

 

 

    

 

 

 

 

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.


 

The Hartford Conservative Allocation Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

ETF   

Exchange-Traded Fund


 

The Hartford Conservative Allocation Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Affiliated Investment Companies

   $ 122,921,900      $ 122,921,900      $      $  

Short-Term Investments

     364,880        364,880                
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $     123,286,780      $     123,286,780      $                   —      $                   —  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

 

(1)

 For the period ended July 31, 2018, there were no transfers between any levels.


 

Hartford Core Equity Fund

    

Schedule of Investments

July 31, 2018 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 98.2%

 

  

Banks - 8.9%

 

3,252,897   

Bank of America Corp.

   $       100,449,459  
1,032,969   

Fifth Third Bancorp

     30,565,553  
885,057   

JP Morgan Chase & Co.

     101,737,302  
547,509   

PNC Financial Services Group, Inc.

     79,295,729  
     

 

 

 
        312,048,043  
     

 

 

 
  

Capital Goods - 6.6%

 

486,779   

AMETEK, Inc.

     37,871,406  
191,176   

Boeing Co.

     68,116,009  
519,241   

Fortune Brands Home & Security, Inc.

     30,115,978  
126,072   

General Dynamics Corp.

     25,184,143  
252,919   

Illinois Tool Works, Inc.

     36,250,880  
197,850   

Snap-on, Inc.

     33,553,381  
     

 

 

 
        231,091,797  
     

 

 

 
  

Commercial & Professional Services - 2.4%

 

177,060   

Equifax, Inc.

     22,221,030  
487,683   

IHS Markit Ltd.*

     25,861,829  
500,066   

Republic Services, Inc.

     36,244,784  
     

 

 

 
        84,327,643  
     

 

 

 
  

Consumer Durables & Apparel - 3.0%

 

739,773   

NIKE, Inc. Class B

     56,895,941  
506,557   

VF Corp.

     46,638,703  
     

 

 

 
        103,534,644  
     

 

 

 
  

Consumer Services - 3.1%

 

854,088   

Aramark

     34,342,879  
350,100   

Hilton Worldwide Holdings, Inc.

     27,538,866  
292,273   

McDonald’s Corp.

     46,044,688  
     

 

 

 
        107,926,433  
     

 

 

 
  

Diversified Financials - 2.2%

 

345,011   

American Express Co.

     34,335,495  
438,517   

Capital One Financial Corp.

     41,360,923  
     

 

 

 
        75,696,418  
     

 

 

 
  

Energy - 2.8%

 

584,787   

Continental Resources, Inc.*

     37,350,346  
479,833   

EOG Resources, Inc.

     61,869,667  
     

 

 

 
        99,220,013  
     

 

 

 
  

Food & Staples Retailing - 3.1%

 

245,802   

Costco Wholesale Corp.

     53,759,355  
612,035   

Walmart, Inc.

     54,611,883  
     

 

 

 
        108,371,238  
     

 

 

 
  

Food, Beverage & Tobacco - 2.0%

 

163,861   

Constellation Brands, Inc. Class A

     34,448,498  
623,111   

Monster Beverage Corp.*

     37,399,122  
     

 

 

 
        71,847,620  
     

 

 

 
  

Health Care Equipment & Services - 10.8%

 

652,175   

Abbott Laboratories

     42,743,549  
162,375   

Anthem, Inc.

     41,080,875  
772,816   

Baxter International, Inc.

     55,990,519  
306,503   

Danaher Corp.

     31,441,078  
754,876   

Hologic, Inc.*

     32,391,729  
228,890   

Laboratory Corp. of America Holdings*

     40,133,573  
579,382   

Medtronic plc

     52,277,638  
329,731   

UnitedHealth Group, Inc.

     83,494,484  
     

 

 

 
        379,553,445  
     

 

 

 
  

Household & Personal Products - 2.1%

 

722,093   

Colgate-Palmolive Co.

     48,387,452  


 

Hartford Core Equity Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

184,990   

Estee Lauder Cos., Inc. Class A

   $          24,962,551  
     

 

 

 
        73,350,003  
     

 

 

 
  

Insurance - 3.7%

 

485,244   

Allstate Corp.

     46,156,409  
493,048   

Athene Holding Ltd. Class A*

     22,616,112  
447,484   

Chubb Ltd.

     62,522,465  
     

 

 

 
        131,294,986  
     

 

 

 
  

Materials - 2.2%

 

495,279   

DowDuPont, Inc.

     34,060,337  
299,868   

Ecolab, Inc.

     42,191,427  
     

 

 

 
        76,251,764  
     

 

 

 
  

Media - 1.6%

 

1,550,405   

Comcast Corp. Class A

     55,473,491  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 6.3%

 

185,583   

Allergan plc

     34,163,975  
589,731   

Bristol-Myers Squibb Co.

     34,646,696  
554,311   

Eli Lilly & Co.

     54,771,470  
734,136   

Merck & Co., Inc.

     48,357,538  
212,080   

Thermo Fisher Scientific, Inc.

     49,739,122  
     

 

 

 
        221,678,801  
     

 

 

 
  

Retailing - 4.3%

 

23,288   

Booking Holdings, Inc.*

     47,244,831  
593,359   

Dollar Tree, Inc.*

     54,161,810  
494,865   

TJX Cos., Inc.

     48,130,570  
     

 

 

 
        149,537,211  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 2.3%

 

594,789   

Micron Technology, Inc.*

     31,398,911  
961,802   

ON Semiconductor Corp.*

     21,207,734  
625,362   

Teradyne, Inc.

     27,046,907  
     

 

 

 
        79,653,552  
     

 

 

 
  

Software & Services - 17.5%

 

84,847   

Alphabet, Inc. Class A*

     104,125,935  
20,222   

Alphabet, Inc. Class C*

     24,615,432  
737,986   

eBay, Inc.*

     24,685,632  
270,331   

Facebook, Inc. Class A*

     46,653,724  
689,667   

GoDaddy, Inc. Class A*

     50,773,285  
584,626   

Leidos Holdings, Inc.

     40,000,111  
524,011   

Mastercard, Inc. Class A

     103,754,178  
894,664   

Microsoft Corp.

     94,905,957  
294,922   

salesforce.com, Inc.*

     40,448,552  
507,831   

SS&C Technologies Holdings, Inc.

     26,950,591  
350,581   

Total System Services, Inc.

     32,092,185  
197,218   

Workday, Inc. Class A*

     24,458,976  
     

 

 

 
        613,464,558  
     

 

 

 
  

Technology Hardware & Equipment - 4.8%

 

376,272   

Apple, Inc.

     71,600,799  
287,967   

CDW Corp.

     24,215,145  
320,784   

Motorola Solutions, Inc.

     38,911,099  
424,761   

NetApp, Inc.

     32,927,473  
     

 

 

 
        167,654,516  
     

 

 

 
  

Telecommunication Services - 1.6%

 

1,110,570   

Verizon Communications, Inc.

     57,349,835  
     

 

 

 
  

Transportation - 2.2%

 

180,124   

FedEx Corp.

     44,287,088  
197,744   

Norfolk Southern Corp.

     33,418,736  
     

 

 

 
        77,705,824  
     

 

 

 
  

Utilities - 4.7%

 

747,895   

American Electric Power Co., Inc.

     53,205,250  
429,120   

NextEra Energy, Inc.

     71,894,765  


 

Hartford Core Equity Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

483,555   

Pinnacle West Capital Corp.

 

      $ 38,892,329  
           

 

 

 
              163,992,344  
           

 

 

 
  

Total Common Stocks
(cost $2,701,836,637)

 

      $     3,441,024,179  
           

 

 

 
  

Total Long-Term Investments
(cost $2,701,836,637)

         $ 3,441,024,179  
           

 

 

 

Short-Term Investments - 1.5%

 

  

Other Investment Pools & Funds - 1.5%

 

53,554,151   

Fidelity Institutional Government Fund, Institutional Class, 1.79%(1)

 

        53,554,151  
           

 

 

 
  

Total Short-Term Investments
(cost $53,554,151)

 

      $ 53,554,151  
           

 

 

 
  

Total Investments
(cost $2,755,390,788)

        99.7%      $ 3,494,578,330  
  

Other Assets and Liabilities

        0.3%        10,470,691  
        

 

 

    

 

 

 
  

Total Net Assets

        100.0%      $ 3,505,049,021  
        

 

 

    

 

 

 

 

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.

 

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


 

Hartford Core Equity Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Banks

   $ 312,048,043      $ 312,048,043      $      $  

Capital Goods

     231,091,797        231,091,797                

Commercial & Professional Services

     84,327,643        84,327,643                

Consumer Durables & Apparel

     103,534,644        103,534,644                

Consumer Services

     107,926,433        107,926,433                

Diversified Financials

     75,696,418        75,696,418                

Energy

     99,220,013        99,220,013                

Food & Staples Retailing

     108,371,238        108,371,238                

Food, Beverage & Tobacco

     71,847,620        71,847,620                

Health Care Equipment & Services

     379,553,445        379,553,445                

Household & Personal Products

     73,350,003        73,350,003                

Insurance

     131,294,986        131,294,986                

Materials

     76,251,764        76,251,764                

Media

     55,473,491        55,473,491                

Pharmaceuticals, Biotechnology & Life Sciences

     221,678,801        221,678,801                

Retailing

     149,537,211        149,537,211                

Semiconductors & Semiconductor Equipment

     79,653,552        79,653,552                

Software & Services

     613,464,558        613,464,558                

Technology Hardware & Equipment

     167,654,516        167,654,516                

Telecommunication Services

     57,349,835        57,349,835                

Transportation

     77,705,824        77,705,824                

Utilities

     163,992,344        163,992,344                

Short-Term Investments

     53,554,151        53,554,151                
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $     3,494,578,330      $     3,494,578,330      $                     —      $                     —  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

(1) For the period ended July 31, 2018, there were no transfers between any levels.


 

The Hartford Dividend and Growth Fund

    

Schedule of Investments

July 31, 2018 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 97.1%

 

  

Banks - 10.8%

 

9,694,196   

Bank of America Corp.

   $       299,356,772  
1,058,567   

Bank of Nova Scotia

     62,720,095  
1,390,665   

Citigroup, Inc.

     99,974,907  
2,626,443   

JP Morgan Chase & Co.

     301,909,623  
1,181,025   

PNC Financial Services Group, Inc.

     171,047,851  
     

 

 

 
        935,009,248  
     

 

 

 
  

Capital Goods - 4.2%

 

1,280,803   

ABB Ltd. ADR

     29,484,085  
139,373   

Caterpillar, Inc.

     20,041,837  
605,592   

Eaton Corp. plc

     50,367,087  
439,276   

Honeywell International, Inc.

     70,130,413  
2,100,433   

Johnson Controls International plc

     78,787,242  
121,828   

Lockheed Martin Corp.

     39,728,111  
535,381   

United Technologies Corp.

     72,672,617  
     

 

 

 
        361,211,392  
     

 

 

 
  

Consumer Services - 0.9%

 

991,494   

Hilton Worldwide Holdings, Inc.

     77,990,918  
     

 

 

 
  

Diversified Financials - 3.1%

 

157,007   

BlackRock, Inc.

     78,936,839  
1,202,061   

Intercontinental Exchange, Inc.

     88,844,329  
888,776   

Northern Trust Corp.

     97,072,115  
     

 

 

 
        264,853,283  
     

 

 

 
  

Energy - 9.5%

 

1,040,403   

BP plc ADR

     46,911,771  
1,013,651   

Canadian Natural Resources Ltd.

     37,140,173  
1,740,376   

Chevron Corp.

     219,757,278  
1,554,960   

ConocoPhillips

     112,221,463  
1,579,746   

Halliburton Co.

     67,012,825  
1,927,833   

Hess Corp.

     126,523,680  
2,875,893   

Suncor Energy, Inc.

     121,190,131  
1,401,958   

Total S.A. ADR

     91,477,759  
     

 

 

 
        822,235,080  
     

 

 

 
  

Food & Staples Retailing - 2.1%

 

278,453   

Costco Wholesale Corp.

     60,900,456  
1,015,025   

Sysco Corp.

     68,219,830  
614,558   

Walmart, Inc.

     54,837,010  
     

 

 

 
        183,957,296  
     

 

 

 
  

Food, Beverage & Tobacco - 2.3%

 

1,028,834   

PepsiCo., Inc.

     118,315,910  
902,850   

Philip Morris International, Inc.

     77,915,955  
     

 

 

 
        196,231,865  
     

 

 

 
  

Health Care Equipment & Services - 5.3%

 

947,231   

Abbott Laboratories

     62,081,520  
734,683   

Cardinal Health, Inc.

     36,697,416  
1,215,798   

CVS Health Corp.

     78,856,658  
1,420,319   

Medtronic plc

     128,155,383  
425,026   

UnitedHealth Group, Inc.

     107,625,084  
350,348   

Universal Health Services, Inc. Class B

     42,777,491  
     

 

 

 
        456,193,552  
     

 

 

 
  

Household & Personal Products - 0.7%

 

1,137,560   

Unilever N.V.

     65,364,198  
     

 

 

 
  

Insurance - 7.6%

 

1,512,054   

American International Group, Inc.

     83,480,501  
113,963   

Brighthouse Financial, Inc.*

     4,949,413  
1,234,827   

Chubb Ltd.

     172,530,028  
882,170   

Marsh & McLennan Cos., Inc.

     73,537,691  
1,279,773   

MetLife, Inc.

     58,536,817  


 

The Hartford Dividend and Growth Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

1,507,194   

Principal Financial Group, Inc.

   $         87,537,828  
1,718,893   

Prudential Financial, Inc.

     173,453,493  
     

 

 

 
        654,025,771  
     

 

 

 
  

Materials - 5.0%

 

1,316,619   

Ball Corp.

     51,308,642  
1,864,114   

BHP Billiton plc ADR

     86,233,914  
307,033   

Celanese Corp. Class A

     36,263,668  
460,638   

CRH plc ADR

     15,795,277  
257,996   

DowDuPont, Inc.

     17,742,385  
572,576   

FMC Corp.

     51,463,131  
1,864,188   

International Paper Co.

     100,162,821  
697,856   

PPG Industries, Inc.

     77,224,745  
     

 

 

 
        436,194,583  
     

 

 

 
  

Media - 2.7%

 

820,506   

CBS Corp. Class B

     43,216,051  
5,336,985   

Comcast Corp. Class A

     190,957,323  
     

 

 

 
        234,173,374  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 8.3%

 

3,763,591   

AstraZeneca plc ADR

     147,269,316  
2,871,544   

Bristol-Myers Squibb Co.

     168,703,210  
981,189   

Eli Lilly & Co.

     96,951,285  
1,938,865   

Merck & Co., Inc.

     127,713,037  
417,850   

Novartis AG ADR

     35,057,615  
3,510,449   

Pfizer, Inc.

     140,172,229  
     

 

 

 
        715,866,692  
     

 

 

 
  

Real Estate - 2.5%

 

485,891   

American Tower Corp. REIT

     72,028,482  
169,234   

Boston Properties, Inc. REIT

     21,243,944  
1,456,144   

Invitation Homes, Inc. REIT

     33,651,488  
486,281   

Simon Property Group, Inc. REIT

     85,687,575  
     

 

 

 
        212,611,489  
     

 

 

 
  

Retailing - 2.6%

 

361,052   

Expedia Group, Inc.

     48,323,200  
228,249   

Home Depot, Inc.

     45,083,743  
602,913   

Lowe’s Cos., Inc.

     59,893,377  
745,631   

TJX Cos., Inc.

     72,520,071  
     

 

 

 
        225,820,391  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 4.0%

 

3,288,334   

Intel Corp.

     158,168,865  
485,628   

KLA-Tencor Corp.

     57,022,440  
1,017,882   

QUALCOMM, Inc.

     65,236,057  
603,140   

Texas Instruments, Inc.

     67,141,545  
     

 

 

 
        347,568,907  
     

 

 

 
  

Software & Services - 9.6%

 

384,719   

Accenture plc Class A

     61,297,278  
157,961   

Alliance Data Systems Corp.

     35,522,270  
196,489   

Alphabet, Inc. Class A*

     241,135,231  
2,128,650   

eBay, Inc.*

     71,203,342  
395,570   

International Business Machines Corp.

     57,329,960  
3,415,588   

Microsoft Corp.

     362,325,575  
     

 

 

 
        828,813,656  
     

 

 

 
  

Technology Hardware & Equipment - 4.6%

 

567,875   

Apple, Inc.

     108,060,934  
2,469,443   

Cisco Systems, Inc.

     104,432,744  
3,644,571   

HP, Inc.

     84,116,699  
823,787   

Motorola Solutions, Inc.

     99,925,363  
     

 

 

 
        396,535,740  
     

 

 

 
  

Telecommunication Services - 3.1%

 

1,290,407   

AT&T, Inc.

     41,254,312  


 

The Hartford Dividend and Growth Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

4,425,096   

Verizon Communications, Inc.

 

      $       228,511,957  
           

 

 

 
              269,766,269  
           

 

 

 
  

Transportation - 3.5%

 

306,325   

Canadian Pacific Railway Ltd.

 

        60,756,500  
904,168   

Delta Air Lines, Inc.

 

        49,204,823  
624,975   

Union Pacific Corp.

 

        93,677,503  
860,725   

United Parcel Service, Inc. Class B

 

        103,192,320  
           

 

 

 
              306,831,146  
           

 

 

 
  

Utilities - 4.7%

 

1,535,243   

Dominion Energy, Inc.

 

        110,092,276  
1,296,590   

Edison International

 

        86,391,792  
1,882,618   

Exelon Corp.

 

        80,011,265  
766,338   

NextEra Energy, Inc.

 

        128,392,268  
           

 

 

 
              404,887,601  
           

 

 

 
  

Total Common Stocks
(cost $5,952,970,500)

 

      $ 8,396,142,451  
           

 

 

 
  

Total Long-Term Investments
(cost $5,952,970,500)

         $ 8,396,142,451  
           

 

 

 

Short-Term Investments - 2.6%

 

  

Other Investment Pools & Funds - 2.6%

 

228,127,471   

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class, 1.82%(1)

 

        228,127,471  
           

 

 

 
  

Total Short-Term Investments
(cost $228,127,471)

 

      $ 228,127,471  
           

 

 

 
  

Total Investments
(cost $6,181,097,971)

        99.7%      $ 8,624,269,922  
  

Other Assets and Liabilities

        0.3%        22,444,002  
        

 

 

    

 

 

 
  

Total Net Assets

        100.0%      $ 8,646,713,924  
        

 

 

    

 

 

 

 

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.

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)
Other Abbreviations:
ADR      American Depositary Receipt
REIT      Real Estate Investment Trust


 

The Hartford Dividend and Growth Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Banks

   $ 935,009,248      $ 935,009,248      $      $  

Capital Goods

     361,211,392        361,211,392                

Consumer Services

     77,990,918        77,990,918                

Diversified Financials

     264,853,283        264,853,283                

Energy

     822,235,080        822,235,080                

Food & Staples Retailing

     183,957,296        183,957,296                

Food, Beverage & Tobacco

     196,231,865        196,231,865                

Health Care Equipment & Services

     456,193,552        456,193,552                

Household & Personal Products

     65,364,198        65,364,198                

Insurance

     654,025,771        654,025,771                

Materials

     436,194,583        436,194,583                

Media

     234,173,374        234,173,374                

Pharmaceuticals, Biotechnology & Life Sciences

     715,866,692        715,866,692                

Real Estate

     212,611,489        212,611,489                

Retailing

     225,820,391        225,820,391                

Semiconductors & Semiconductor Equipment

     347,568,907        347,568,907                

Software & Services

     828,813,656        828,813,656                

Technology Hardware & Equipment

     396,535,740        396,535,740                

Telecommunication Services

     269,766,269        269,766,269                

Transportation

     306,831,146        306,831,146                

Utilities

     404,887,601        404,887,601                

Short-Term Investments

     228,127,471        228,127,471                
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $   8,624,269,922      $   8,624,269,922      $                     —      $                     —  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

 

(1)

 For the period ended July 31, 2018, there were no transfers between any levels.


 

Hartford Emerging Markets Equity Fund

    

Schedule of Investments

July 31, 2018 (Unaudited)

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 87.4%

 

  

Brazil - 4.2%

 

70,754   

Banco do Brasil S.A.

   $              612,662  
28,501   

Cyrela Brazil Realty S.A. Empreendimentos e Participacoes

     88,010  
105,540   

Estacio Participacoes S.A.

     729,695  
53,259   

IRB Brasil Resseguros S.A.

     757,742  
34,386   

JBS S.A.

     82,637  
19,205   

SLC Agricola S.A.

     270,680  
32,168   

Sul America S.A.

     189,153  
28,998   

Suzano Papel e Celulose S.A.

     344,193  
28,951   

Telefonica Brasil S.A. ADR

     319,619  
67,857   

TIM Participacoes S.A. ADR

     1,114,212  
157,047   

Vale S.A.

     2,294,636  
     

 

 

 
        6,803,239  
     

 

 

 
  

Cayman Islands - 0.5%

 

84,555   

Chlitina Holding Ltd.

     769,652  
     

 

 

 
  

Chile - 0.4%

 

91,494   

Empresas CMPC S.A.

     370,182  
22,118   

Empresas COPEC S.A.

     354,966  
     

 

 

 
        725,148  
     

 

 

 
  

China - 22.0%

 

2,299   

51job, Inc. ADR*

     210,979  
79,656   

Agile Group Holdings Ltd.

     122,991  
2,904,670   

Agricultural Bank of China Ltd. Class H

     1,411,537  
21,074   

Alibaba Group Holding Ltd. ADR*

     3,945,685  
103,120   

Anhui Conch Cement Co., Ltd. Class H

     663,185  
13,317   

Autohome, Inc. ADR

     1,288,420  
4,685   

Baidu, Inc. ADR*

     1,158,038  
160,300   

Bank of Beijing Co., Ltd. Class A

     140,121  
2,527,068   

Bank of China Ltd. Class H

     1,193,828  
2,774,874   

Bank of Communications Co., Ltd. Class H

     2,008,821  
193,349   

China CITIC Bank Corp. Ltd. Class H

     124,444  
2,131,161   

China Construction Bank Corp. Class H

     1,948,483  
75,373   

China Everbright Bank Co., Ltd. Class H

     33,153  
304,258   

China Huarong Asset Management Co. Ltd. Class H(1)

     77,612  
20,515   

China International Travel Service Corp. Ltd. Class A

     211,597  
191,042   

China Oriental Group Co., Ltd.

     166,157  
2,285,754   

China Petroleum & Chemical Corp. Class H

     2,197,163  
834,340   

China Telecom Corp. Ltd. Class H

     394,603  
218,500   

Chongqing Rural Commercial Bank Co., Ltd. Class H

     133,870  
808,431   

CNOOC Ltd.

     1,354,403  
99,593   

CSPC Pharmaceutical Group Ltd.

     261,090  
322,482   

Daqin Railway Co., Ltd. Class A

     423,747  
7,278   

Daqo New Energy Corp. ADR*

     256,695  
839,159   

Dongfeng Motor Group Co., Ltd. Class H

     843,708  
39,558   

Fangda Carbon New Material Co., Ltd. Class A

     147,808  
165,846   

Fosun International Ltd.

     304,072  
34,817   

Gree Electric Appliances, Inc. of Zhuhai Class A*

     226,158  
149,181   

Guangzhou Baiyunshan Pharmaceutical Holdings Co., Ltd. Class H

     635,650  
45,389   

Hua Hong Semiconductor Ltd.(1)

     159,961  
497,195   

Huaxia Bank Co., Ltd. Class A

     555,098  
6,482   

Huazhu Group Ltd. ADR

     259,345  
1,423,985   

Industrial & Commercial Bank of China Ltd. Class H

     1,058,254  
169,944   

Industrial Bank Co., Ltd. Class A

     386,131  
6,827   

Jiangsu Yanghe Brewery Joint-Stock Co., Ltd. Class A

     128,564  
29,887   

On-Bright Electronics, Inc.

     277,284  
427,443   

PetroChina Co., Ltd. Class H

     325,517  
178,816   

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

     1,664,648  
420,051   

Sinopec Shanghai Petrochemical Co., Ltd. Class H

     252,570  
13,567   

TAL Education Group ADR*

     434,008  
122,802   

Tencent Holdings Ltd.

     5,589,255  
158,612   

Tianneng Power International Ltd.

     218,689  
142,331   

Tingyi Cayman Islands Holding Corp.

     328,942  


 

Hartford Emerging Markets Equity Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

336,225   

Weichai Power Co., Ltd. Class H

   $ 411,349  
64,438   

YiChang HEC ChangJiang Pharmaceutical Co., Ltd. Class H(1)

     313,991  
88,635   

Yihai International Holding Ltd.

     201,361  
9,364   

YY, Inc. ADR*

     873,006  
     

 

 

 
                35,321,991  
     

 

 

 
  

Colombia - 0.3%

 

26,735   

Ecopetrol S.A. ADR

     571,327  
     

 

 

 
  

Czech Republic - 0.5%

 

29,048   

CEZ AS

     762,828  
     

 

 

 
  

Greece - 0.1%

 

8,038   

Motor Oil Hellas Corinth Refineries S.A.

     170,690  
     

 

 

 
  

Hong Kong - 5.2%

 

345,361   

China Mobile Ltd.

     3,119,789  
631,499   

China Resources Cement Holdings Ltd.

     721,945  
94,903   

China Resources Land Ltd.

     347,980  
127,051   

China Water Affairs Group Ltd.

     166,772  
920,284   

CITIC Ltd.

     1,304,485  
114,981   

Kingboard Chemical Holdings Ltd.

     402,367  
725,715   

Kingboard Laminates Holdings Ltd.

     870,938  
266,974   

Lee & Man Paper Manufacturing Ltd.

     260,134  
427,297   

Shenzhen Investment Ltd.

     154,197  
51,497   

Shimao Property Holdings Ltd.

     146,459  
640,330   

Sino Biopharmaceutical Ltd.

     877,010  
     

 

 

 
        8,372,076  
     

 

 

 
  

Hungary - 0.3%

 

21,756   

MOL Hungarian Oil & Gas plc

     213,163  
5,431   

OTP Bank Nyrt

     204,282  
     

 

 

 
        417,445  
     

 

 

 
  

India - 9.4%

 

66,861   

Bata India Ltd.

     887,550  
43,581   

Bharat Forge Ltd.

     407,957  
218,928   

GAIL India Ltd.

     1,199,260  
12,731   

Graphite India Ltd.

     188,830  
25,717   

Gujarat Narmada Valley Fertilizers & Chemicals Ltd.

     156,926  
70,860   

HCL Technologies Ltd.

     998,255  
3,581   

HEG Ltd.

     225,256  
48,188   

Hexaware Technologies Ltd.

     327,672  
455,760   

Indian Oil Corp. Ltd.

     1,096,427  
82,559   

Indraprastha Gas Ltd.

     366,670  
62,141   

Infosys Ltd.

     1,234,104  
149,152   

JSW Steel Ltd.

     720,506  
38,938   

Jubilant Foodworks Ltd.

     799,435  
47,637   

Jubilant Life Sciences Ltd.

     514,226  
48,436   

KPIT Technologies Ltd.

     210,408  
60,704   

Mindtree Ltd.

     826,965  
43,875   

NIIT Technologies Ltd.

     786,970  
465,324   

Oil & Natural Gas Corp. Ltd.

     1,124,282  
57,465   

Phillips Carbon Black Ltd.

     214,528  
472,228   

Power Finance Corp. Ltd.

     602,375  
12,312   

Radico Khaitan Ltd.

     78,757  
17,792   

Rajesh Exports Ltd.

     147,346  
45,440   

Reliance Infrastructure Ltd.

     265,222  
135,714   

Rural Electrification Corp. Ltd.

     232,062  
5,300   

Shriram Transport Finance Co., Ltd.

     106,974  
65,492   

Tata Global Beverages Ltd.

     236,451  
55,621   

Tech Mahindra Ltd.

     552,810  
16,645   

Titan Co., Ltd.

     221,677  
39,459   

Wipro Ltd.

     159,151  
45,820   

Wipro Ltd. ADR

     231,849  
     

 

 

 
        15,120,901  
     

 

 

 
  

Indonesia - 1.5%

 

2,318,592   

Adaro Energy Tbk PT

     306,782  


 

Hartford Emerging Markets Equity Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

832,894   

Bank Negara Indonesia Persero Tbk PT

   $ 428,301  
3,685,762   

Bank Rakyat Indonesia Persero Tbk PT

     785,285  
796,285   

Bukit Asam Tbk PT

     247,855  
731,375   

Erajaya Swasembada Tbk PT

     158,407  
47,210   

Gudang Garam Tbk PT

     246,260  
117,692   

United Tractors Tbk PT

     288,335  
     

 

 

 
                  2,461,225  
     

 

 

 
  

Malaysia - 2.0%

 

401,981   

AirAsia Group Bhd

     352,852  
330,217   

Genting Bhd

     711,390  
259,809   

Hartalega Holdings Bhd

     393,663  
122,830   

Malaysia Airports Holdings Bhd

     279,881  
176,424   

MISC Bhd

     290,326  
7,346   

Nestle Malaysia Bhd

     266,733  
283,605   

Petronas Chemicals Group Bhd

     623,730  
397,852   

Sime Darby Bhd

     247,431  
     

 

 

 
        3,166,006  
     

 

 

 
  

Mexico - 3.7%

 

1,061,422   

America Movil S.A.B. de C.V. Class L

     908,354  
576,287   

Fibra Uno Administracion S.A. de C.V. REIT

     832,378  
213,910   

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

     1,492,042  
7,357   

Grupo Televisa S.A.B. ADR

     146,257  
892,853   

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

     2,606,545  
     

 

 

 
        5,985,576  
     

 

 

 
  

Philippines - 0.0%

 

334,326   

Megaworld Corp.

     29,245  
     

 

 

 
  

Poland - 0.5%

 

10,872   

Jastrzebska Spolka Weglowa S.A.*

     234,652  
243   

LPP S.A.

     596,760  
     

 

 

 
        831,412  
     

 

 

 
  

Qatar - 0.2%

 

31,012   

Barwa Real Estate Co.

     309,183  
     

 

 

 
  

Russia - 1.7%

 

145,061   

Gazprom PJSC ADR

     650,541  
7,084   

LUKOIL PJSC ADR

     508,144  
6,938   

Novolipetsk Steel PJSC GDR

     179,294  
65,034   

Sberbank of Russia PJSC ADR

     914,870  
10,660   

Severstal PJSC GDR

     173,947  
35,457   

Surgutneftegas OJSC ADR

     162,335  
2,248   

Tatneft PJSC ADR

     154,964  
     

 

 

 
        2,744,095  
     

 

 

 
  

Singapore - 0.3%

 

343,323   

IGG, Inc.

     444,907  
     

 

 

 
  

South Africa - 5.8%

 

33,907   

Barloworld Ltd.

     326,357  
32,608   

Clicks Group Ltd.

     478,587  
60,053   

Exxaro Resources Ltd.

     591,731  
339,370   

Growthpoint Properties Ltd. REIT

     673,972  
13,654   

Kumba Iron Ore Ltd.

     302,085  
46,873   

Mondi Ltd.

     1,284,307  
111,576   

MTN Group Ltd.

     970,639  
7,644   

Naspers Ltd. Class N

     1,881,713  
291,621   

RMB Holdings Ltd.

     1,822,767  
59,125   

Standard Bank Group Ltd.

     914,233  
     

 

 

 
        9,246,391  
     

 

 

 
  

South Korea - 12.5%

 

48,344   

BNK Financial Group, Inc.

     387,683  
1,555   

DB Insurance Co., Ltd.

     89,682  
22,941   

Hana Financial Group, Inc.

     922,403  
11,642   

Hanwha Corp.

     335,042  
1,597   

Hotel Shilla Co., Ltd.

     142,804  


 

Hartford Emerging Markets Equity Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

32,378   

Industrial Bank of Korea

   $ 453,608  
37,882   

KB Financial Group, Inc.

               1,820,739  
11,161   

Kia Motors Corp.

     316,421  
14,834   

Korea Gas Corp.*

     773,033  
78,469   

KT Corp. ADR

     1,075,025  
3,529   

LG Corp.

     237,889  
4,686   

LG Electronics, Inc.

     314,093  
1,481   

Lotte Chemical Corp.

     476,973  
2,839   

POSCO

     835,561  
2,970   

Samsung Card Co., Ltd.

     94,066  
147,078   

Samsung Electronics Co., Ltd.

     6,105,241  
12,320   

Shinhan Financial Group Co., Ltd.

     480,595  
2,604   

Shinsegae International, Inc.

     401,912  
2,711   

Shinsegae, Inc.

     804,518  
28,146   

SK Hynix, Inc.

     2,175,415  
5,282   

SK Telecom Co., Ltd.

     1,180,473  
40,275   

Woori Bank

     608,754  
     

 

 

 
        20,031,930  
     

 

 

 
  

Taiwan - 12.2%

 

280,679   

Asia Cement Corp.

     374,895  
48,273   

Asustek Computer, Inc.

     416,132  
382,373   

AU Optronics Corp.

     165,488  
557,304   

Cathay Financial Holding Co., Ltd.

     961,125  
196,262   

Chailease Holding Co., Ltd.

     642,301  
515,363   

China Life Insurance Co., Ltd.

     545,915  
908,319   

CTBC Financial Holding Co., Ltd.

     616,287  
492,890   

Formosa Chemicals & Fibre Corp.

     1,944,517  
724,023   

Fubon Financial Holding Co., Ltd.

     1,201,185  
245,894   

Gigabyte Technology Co., Ltd.

     495,021  
51,673   

Globalwafers Co., Ltd.

     874,736  
375,969   

HannStar Display Corp.

     110,084  
8,796   

Hiwin Technologies Corp.

     86,348  
217,569   

Micro-Star International Co., Ltd.

     748,315  
304,286   

Nanya Technology Corp.

     782,873  
118,577   

Pou Chen Corp.

     130,439  
364,704   

Radiant Opto-Electronics Corp.

     771,251  
1,635,905   

Shin Kong Financial Holding Co., Ltd.

     621,451  
468,141   

SinoPac Financial Holdings Co., Ltd.

     176,084  
288,560   

Taiwan Cement Corp.

     371,323  
396,402   

Taiwan Semiconductor Manufacturing Co., Ltd.

     3,169,514  
51,670   

TCI Co., Ltd.

     981,499  
440,548   

Uni-President Enterprises Corp.

     1,165,334  
1,077,816   

United Microelectronics Corp.

     617,244  
19,170   

Walsin Technology Corp.

     218,318  
35,467   

Yageo Corp.

     907,847  
1,015,067   

Yuanta Financial Holding Co., Ltd.

     468,240  
     

 

 

 
        19,563,766  
     

 

 

 
  

Thailand - 2.6%

 

31,100   

Bangkok Bank PCL

     194,571  
101,709   

CP ALL PCL

     230,045  
145,866   

Krung Thai Bank PCL

     83,302  
404,240   

Krungthai Card PCL

     349,321  
183,702   

PTT Exploration & Production PCL

     761,974  
267,477   

PTT Global Chemical PCL

     657,236  
722,520   

PTT PCL

     1,107,560  
1,703,329   

Quality Houses PCL

     178,166  
31,853   

Siam Cement PCL

     431,161  
59,168   

Tisco Financial Group PCL

     138,717  
     

 

 

 
        4,132,053  
     

 

 

 
  

Turkey - 1.0%

 

128,219   

Eregli Demir ve Celik Fabrikalari T.A.S.

     287,730  
37,927   

Ford Otomotiv Sanayi A.S.

     455,025  
156,836   

Haci Omer Sabanci Holding A.S.

     270,763  
15,186   

TAV Havalimanlari Holding A.S.

     89,656  


 

Hartford Emerging Markets Equity Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

70,035   

Tekfen Holding A.S.

 

      $ 277,381  
67,311   

Turkiye Is Bankasi A.S. Class C

 

        69,616  
179,058   

Turkiye Vakiflar Bankasi TAO Class D

 

        150,061  
           

 

 

 
              1,600,232  
           

 

 

 
  

United Arab Emirates - 0.5%

 

1,111,538   

Aldar Properties PJSC

 

        615,115  
45,665   

First Abu Dhabi Bank PJSC

 

        169,076  
           

 

 

 
              784,191  
           

 

 

 
  

Total Common Stocks
(cost $134,976,100)

 

      $ 140,365,509  
           

 

 

 

Preferred Stocks - 2.6%

 

  

Brazil - 2.6%

 

75,700   

Banco do Estado do Rio Grande do Sul S.A. Class B, 4.34%

 

        317,257  
36,200   

Itau Unibanco Holding S.A.

 

        434,018  
708,821   

Itausa - Investimentos Itau S.A.

 

        1,967,846  
286,500   

Petroleo Brasileiro S.A.

 

        1,505,283  
           

 

 

 
              4,224,404  
           

 

 

 
  

Total Preferred Stocks
(cost $5,204,894)

 

      $ 4,224,404  
           

 

 

 

Warrants - 0.0%

 

  

Thailand - 0.0%

 

89,713   

Thaifoods Group PCL Expires 05/18/2020*

 

        2,400  
           

 

 

 
  

Total Warrants
(cost $—)

 

      $ 2,400  
           

 

 

 
  

Total Long-Term Investments
(cost $140,180,994)

         $     144,592,313  
           

 

 

 

Short-Term Investments - 3.6%

 

  

Other Investment Pools & Funds - 3.6%

 

5,796,131   

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class, 1.82%(2)

 

        5,796,131  
           

 

 

 
  

Total Short-Term Investments
(cost $5,796,131)

 

      $ 5,796,131  
           

 

 

 
  

Total Investments
(cost $145,977,125)

        93.6%      $ 150,388,444  
  

Other Assets and Liabilities

        6.4%        10,219,911  
        

 

 

    

 

 

 
  

Total Net Assets

        100.0%      $ 160,608,355  
        

 

 

    

 

 

 

 

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 July 31, 2018, the aggregate value of these securities was $551,564, which represented 0.3% of total net assets.

(2)

Current yield as of period end.


 

Hartford Emerging Markets Equity Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Futures Contracts Outstanding at July 31, 2018  
Description    Number
of
Contracts
     Expiration
Date
     Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

           

MSCI Emerging Market Index Future

     68        09/21/2018      $         3,727,420      $                 84,611  
           

 

 

 
           
           

 

 

 

Total futures contracts

            $ 84,611  
           

 

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Index Abbreviations:

MSCI   

Morgan Stanley Capital International

Other Abbreviations:

ADR   

American Depositary Receipt

GDR   

Global Depositary Receipt

MTN   

Medium Term Note

OJSC   

Open Joint Stock Company

PJSC   

Private Joint Stock Company

REIT   

Real Estate Investment Trust


 

Hartford Emerging Markets Equity Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

 

Brazil

   $ 6,803,239      $ 6,803,239      $      $  

Cayman Islands

     769,652               769,652         

Chile

     725,148        725,148                

China

     35,321,991        8,755,118        26,566,873         

Colombia

     571,327        571,327                

Czech Republic

     762,828               762,828         

Greece

     170,690        170,690                

Hong Kong

     8,372,076               8,372,076         

Hungary

     417,445               417,445         

India

     15,120,901        231,849        14,889,052         

Indonesia

     2,461,225               2,461,225         

Malaysia

     3,166,006        266,733        2,899,273         

Mexico

     5,985,576        5,985,576                

Philippines

     29,245               29,245         

Poland

     831,412               831,412         

Qatar

     309,183        309,183                

Russia

     2,744,095               2,744,095         

Singapore

     444,907               444,907         

South Africa

     9,246,391        673,972        8,572,419         

South Korea

     20,031,930        1,075,025        18,956,905         

Taiwan

     19,563,766               19,563,766         

Thailand

     4,132,053        3,506,321        625,732         

Turkey

     1,600,232               1,600,232         

United Arab Emirates

     784,191        169,076        615,115         

Preferred Stocks

     4,224,404        4,224,404                

Warrants

     2,400        2,400                

Short-Term Investments

     5,796,131        5,796,131                

Futures Contracts(2)

     84,611        84,611                
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $       150,473,055      $       39,350,803      $     111,122,252      $                     —  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

 

(1)

For the period ended July 31, 2018, investments valued at $992,796 were transferred from Level 1 to Level 2 due to the application of a fair valuation model factor; investments valued at $258,081 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation model factor; and there were no transfers in and out of Level 3.

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

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


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments

July 31, 2018 (Unaudited)

 

Shares or Principal Amount

   Market Value  

Corporate Bonds - 24.2%

  
  

Argentina - 0.6%

 

    $         250,000   

Cia Latinoamericana de Infraestructura & Servicios S.A.
9.50%, 07/20/2023(1)(10)

   $              197,500  
50,000   

IRSA Propiedades Comerciales S.A.
8.75%, 03/23/2023(1)(10)

     50,122  
150,000   

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

     140,625  
150,000   

Rio Energy S.A. / UGEN S.A. / UENSA S.A.
6.88%, 02/01/2025(1)

     124,050  
250,000   

Transportadora de Gas del Sur S.A.
6.75%, 05/02/2025(1)

     234,925  
300,000   

YPF S.A.
8.75%, 04/04/2024(1)

     302,610  
     

 

 

 
        1,049,832  
     

 

 

 
  

Austria - 0.2%

 

400,000   

JBS Investments GmbH
7.75%, 10/28/2020(2)

     410,060  
     

 

 

 
  

Azerbaijan - 0.5%

 

600,000   

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

     659,796  
260,000   

State Oil Co. of the Azerbaijan Republic
6.95%, 03/18/2030(2)(10)

     280,956  
     

 

 

 
        940,752  
     

 

 

 
  

Bermuda - 0.1%

 

275,000   

Ooredoo International Finance Ltd.
3.25%, 02/21/2023(2)

     268,215  
     

 

 

 
  

Brazil - 0.8%

 

  

Banco do Brasil S.A.

 

250,000   

4.88%, 04/19/2023(1)

     245,925  
270,000   

5.88%, 01/26/2022(2)

     276,210  
  

Globo Comunicacao e Participacoes S.A.

 

400,000   

5.13%, 03/31/2027(2)

     377,004  
200,000   

5.13%, 03/31/2027(1)

     188,502  
255,000   

Itau Unibanco Holding S.A.
5 year CMT Swap + 3.981%, 6.13%, 12/12/2022(1)(3)(4)

     244,481  
     

 

 

 
        1,332,122  
     

 

 

 
  

British Virgin Islands - 2.1%

 

200,000   

Gerdau Trade, Inc.
4.88%, 10/24/2027(1)

     191,252  
470,000   

HLP Finance Ltd.
4.75%, 06/25/2022(2)

     481,255  
  

Sinopec Group Overseas Development Ltd.

 

200,000   

2.50%, 09/13/2022(2)

     190,004  
875,000   

2.50%, 09/13/2022(1)

     831,267  
325,000   

3.25%, 09/13/2027(1)

     302,747  
615,000   

SmarTone Finance Ltd.
3.88%, 04/08/2023(2)(10)

     603,550  
450,000   

Star Energy Geothermal Wayang Windu Ltd.
6.75%, 04/24/2033(1)

     429,583  
240,000   

State Grid Overseas Investment Ltd.
3.50%, 05/04/2027(1)(5)

     229,037  
  

Yingde Gases Investment Ltd.

 

200,000   

6.25%, 01/19/2023(1)

     190,058  
200,000   

6.25%, 01/19/2023(2)

     190,058  
     

 

 

 
        3,638,811  
     

 

 

 
  

British Virgin Islands - 0.1%

 

120,000   

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

     116,400  
     

 

 

 


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Canada - 0.1%

 

        $            200,000   

Frontera Energy Corp.
9.70%, 06/25/2023(1)

   $ 208,500  
     

 

 

 
  

Cayman Islands - 3.7%

 

2,000,000   

ADCB Finance Cayman Ltd.
4.00%, 03/29/2023(1)

             2,003,200  
400,000   

Alpha Star Holding Ltd.
6.25%, 04/20/2022(2)

     382,816  
  HKD        2,000,000   

China Evergrande Group
4.25%, 02/14/2023(2)(10)

     227,416  
        $            266,000   

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

     252,825  
245,000   

Comcel Trust via Comunicaciones Celulares S.A.
6.88%, 02/06/2024(2)

     254,205  
405,000   

CSN Islands XI Corp.
6.88%, 09/21/2019(2)

     404,498  
525,000   

ICD Funding Ltd.
4.63%, 05/21/2024(2)

     518,851  
300,000   

KWG Property Holding Ltd.
8.98%, 01/14/2019(2)

     304,501  
200,000   

Ooredoo Tamweel Ltd.
3.04%, 12/03/2018

     199,928  
200,000   

Semiconductor Manufacturing International Corp.
4.13%, 10/07/2019(2)

     199,804  
  

Shimao Property Holdings Ltd.

 

200,000   

4.75%, 07/03/2022(2)

     190,567  
500,000   

5.20%, 01/30/2025(2)

     459,510  
575,000   

SPARC EM SPC Panama Metro Line 2 SP
0.00%, 12/05/2022(2)(6)

     524,544  
250,000   

Vale Overseas Ltd.
8.25%, 01/17/2034

     319,062  
200,000   

Yuzhou Properties Co., Ltd.
6.00%, 10/25/2023(2)(10)

     176,099  
     

 

 

 
     6,417,826  
     

 

 

 
  

Chile - 0.6%

 

400,000   

Corp. Nacional del Cobre de Chile
5.63%, 09/21/2035(1)

     443,407  
334,775   

Empresa Electrica Angamos S.A.
4.88%, 05/25/2029(2)

     327,145  
275,000   

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

     267,720  
     

 

 

 
     1,038,272  
     

 

 

 
  

China - 0.2%

 

  

Industrial & Commercial Bank of China Ltd.

 

225,000   

4.88%, 09/21/2025(1)

     228,732  
200,000   

4.88%, 09/21/2025(2)

     203,318  
     

 

 

 
     432,050  
     

 

 

 
  

Colombia - 0.6%

 

  

Banco de Bogota S.A.

 

200,000   

6.25%, 05/12/2026(1)

     211,380  
200,000   

6.25%, 05/12/2026(2)

     211,250  
  

Ecopetrol S.A.

 

250,000   

5.38%, 06/26/2026

     259,675  
195,000   

5.88%, 09/18/2023

     208,943  
COP    280,000,000   

Empresa de Telecomunicaciones de Bogota
7.00%, 01/17/2023(1)(10)

     80,750  
     

 

 

 
     971,998  
     

 

 

 
  

Costa Rica - 0.2%

 

        $            400,000   

Banco Nacional de Costa Rica
5.88%, 04/25/2021(2)

     410,000  
     

 

 

 


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Dominican Republic - 0.1%

 

        $            200,000   

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

   $ 209,000  
     

 

 

 
  

Free of Tax - 0.4%

 

    ZAR     31,030,000   

European Investment Bank
0.00%, 10/18/2032(6)

     666,199  
     

 

 

 
  

Hong Kong - 0.3%

 

        $            200,000   

ICBIL Finance Co., Ltd.
3.00%, 04/05/2020(2)

     199,915  
300,000   

Nanyang Commercial Bank, Ltd.
5 year USD CMT + 3.205%, 5.00%, 06/02/2022(2)(3)(4)

     275,667  
     

 

 

 
     475,582  
     

 

 

 
  

India - 1.2%

 

300,000   

Axis Bank Ltd.
3.00%, 08/08/2022(1)

     285,643  
425,000   

ICICI Bank Ltd.
3.80%, 12/14/2027(1)

     387,941  
230,000   

Indian Oil Corp. Ltd.
5.75%, 08/01/2023(2)

     242,256  
240,000   

JSW Steel Ltd.
5.25%, 04/13/2022(2)

     240,000  
230,000   

NTPC Ltd.
4.38%, 11/26/2024(2)

     227,268  
  

Reliance Industries Ltd.

 

400,000   

3.67%, 11/30/2027(1)

     369,361  
275,000   

4.88%, 02/10/2045(1)

     267,123  
     

 

 

 
             2,019,592  
     

 

 

 
  

Indonesia - 0.6%

 

    IDR   2,620,000,000   

Jasa Marga Persero Tbk PT
7.50%, 12/11/2020(1)

     173,480  
  

Perusahaan Listrik Negara PT

 

        $            250,000   

4.13%, 05/15/2027(1)

     237,879  
200,000   

5.45%, 05/21/2028(1)

     207,850  
215,000   

6.15%, 05/21/2048(1)

     229,202  
    IDR   2,040,000,000   

Wijaya Karya Persero Tbk PT
7.70%, 01/31/2021(1)

     134,567  
     

 

 

 
     982,978  
     

 

 

 
  

Ireland - 0.5%

 

        $            100,000   

AK Transneft OJSC Via TransCapitalInvest Ltd.
8.70%, 08/07/2018(2)

     100,030  
  

Eurotorg LLC Via Bonitron DAC

 

200,000   

8.75%, 10/30/2022(1)

     199,940  
200,000   

8.75%, 10/30/2022(2)

     199,940  
    GBP           225,000   

Russian Railways Via RZD Capital plc
7.49%, 03/25/2031(2)

     367,058  
     

 

 

 
     866,968  
     

 

 

 
  

Israel - 0.4%

 

        $            525,000   

Israel Chemicals Ltd.
6.38%, 05/31/2038(1)(2)

     523,687  
200,000   

Israel Electric Corp. Ltd.
4.25%, 08/14/2028(1)(2)

     195,289  
     

 

 

 
     718,976  
     

 

 

 
  

Jersey - 0.2%

 

400,000   

West China Cement Ltd.
6.50%, 09/11/2019(2)

     401,220  
     

 

 

 
  

Luxembourg - 1.2%

 

200,000   

Aegea Finance S.a.r.l.
5.75%, 10/10/2024(1)

     192,000  
300,000   

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

     295,800  
    ZAR           475,000   

European Investment Bank
0.00%, 12/31/2018(6)

     34,989  


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

        $            325,000   

Kernel Holding S.A.
8.75%, 01/31/2022(1)

   $ 333,125  
200,000   

Millicom International Cellular S.A.
5.13%, 01/15/2028(1)

     188,980  
250,000   

Minerva Luxembourg S.A.
6.50%, 09/20/2026(2)

     232,813  
255,000   

Rede D’or Finance S.a.r.l
4.95%, 01/17/2028(1)

     233,325  
  

Rumo Luxembourg S.a.r.l.

 

200,000   

5.88%, 01/18/2025(1)

     192,000  
352,000   

7.38%, 02/09/2024(1)

     365,024  
     

 

 

 
             2,068,056  
     

 

 

 
  

Mauritius - 0.2%

 

200,000   

Azure Power Energy Ltd.
5.50%, 11/03/2022(2)

     192,248  
200,000   

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

     199,782  
     

 

 

 
     392,030  
     

 

 

 
  

Mexico - 0.8%

 

275,000   

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

     268,954  
265,000   

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

     255,725  
235,000   

BBVA Bancomer S.A.
1 year USD CMT + 2.650%, 5.13%, 01/18/2033(1)(4)

     218,729  
  

Grupo Bimbo S.A.B. de C.V.

 

200,000   

3.88%, 06/27/2024

     197,871  
200,000   

4.70%, 11/10/2047(1)

     186,850  
EUR            125,000   

Sigma Alimentos S.A. de C.V.
2.63%, 02/07/2024(1)

     151,662  
$             200,000   

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

     201,000  
     

 

 

 
     1,480,791  
     

 

 

 
  

Morocco - 0.2%

 

275,000   

OCP S.A.
4.50%, 10/22/2025(2)

     269,222  
     

 

 

 
  

Netherlands - 2.1%

 

250,000   

First Bank of Nigeria Ltd. Via FBN Finance Co. B.V.
USSW2 + 6.488%, 8.00%, 07/23/2021(2)(4)(10)

     247,125  
  

Greenko Dutch B.V.

 

250,000   

5.25%, 07/24/2024(2)

     238,125  
200,000   

5.25%, 07/24/2024(1)

     190,500  
240,000   

ICTSI Treasury B.V.
5.88%, 09/17/2025(2)

     249,146  
200,000   

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

     204,676  
225,000   

Majapahit Holding B.V.
7.88%, 06/29/2037(2)

     285,187  
460,000   

Metinvest B.V.
7.75%, 04/23/2023(1)

     445,018  
260,000   

Minejesa Capital B.V.
4.63%, 08/10/2030(2)

     243,957  
330,000   

Myriad International Holdings B.V.
5.50%, 07/21/2025(2)

     345,794  
395,000   

Nostrum Oil & Gas Finance B.V.
7.00%, 02/16/2025(1)

     347,797  
  

Petrobras Global Finance B.V.

 

225,000   

5.75%, 02/01/2029

     206,438  
90,000   

7.38%, 01/17/2027

     93,600  
500,000   

Teva Pharmaceutical Finance Netherlands III B.V.
6.75%, 03/01/2028(5)

     533,388  
     

 

 

 
     3,630,751  
     

 

 

 


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Nigeria - 0.3%

 

$         300,000   

Access Bank plc
10.50%, 10/19/2021(1)(10)

   $ 314,970  
200,000   

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

     202,000  
     

 

 

 
        516,970  
     

 

 

 
  

Peru - 0.7%

 

295,000   

Cerro del Aguila S.A.
4.13%, 08/16/2027(1)

     276,931  
210,000   

Hunt Oil Co. of Peru LLC Sucursal Del Peru
6.38%, 06/01/2028(1)

     218,925  
445,000   

Peru LNG Srl
5.38%, 03/22/2030(1)

     453,322  
270,000   

SAN Miguel Industrias Pet S.A.
4.50%, 09/18/2022(1)

     266,625  
     

 

 

 
                1,215,803  
     

 

 

 
  

Philippines - 0.1%

 

240,000   

SM Investments Corp.
4.88%, 06/10/2024(2)

     240,737  
     

 

 

 
  

Singapore - 0.8%

 

200,000   

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

     191,060  
265,000   

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

     267,941  
  

STATS ChipPAC Pte Ltd.

 

260,000   

8.50%, 11/24/2020(1)

     264,875  
200,000   

8.50%, 11/24/2020(2)

     203,750  
390,000   

United Overseas Bank Ltd.
5 year USD Swap + 1.995%, 3.75%, 09/19/2024(2)(4)

     389,820  
     

 

 

 
        1,317,446  
     

 

 

 
  

South Africa - 0.3%

 

  

Eskom Holdings SOC Ltd.

 

250,000   

5.75%, 01/26/2021(2)

     246,562  
225,000   

6.75%, 08/06/2023(2)

     220,514  
     

 

 

 
        467,076  
     

 

 

 
  

South Korea - 0.8%

 

250,000   

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

     241,250  
280,000   

Industrial Bank of Korea
5 year USD CMT + 2.085%, 3.90%, 07/31/2022(1)(3)(4)

     260,399  
325,000   

Shinhan Bank Co., Ltd.
3.75%, 09/20/2027(1)

     300,266  
520,000   

Woori Bank Subordinated
5.13%, 08/06/2028

     517,648  
     

 

 

 
        1,319,563  
     

 

 

 
  

Thailand - 0.1%

 

225,000   

Krung Thai Bank PCL
5 year USD CMT + 3.535%, 5.20%, 12/26/2024(2)(4)

     227,577  
  

Turkey - 0.6%

 

  

Coca-Cola Icecek AS

 

275,000   

4.22%, 09/19/2024(1)

     253,677  
200,000   

4.75%, 10/01/2018(2)

     199,800  
300,000   

Turkcell Iletisim Hizmetleri AS
5.80%, 04/11/2028(2)

     265,875  
310,000   

Turkiye Vakiflar Bankasi TAO
5.75%, 01/30/2023(1)

     269,725  
     

 

 

 
        989,077  
     

 

 

 
  

United Arab Emirates - 1.4%

 

  

Abu Dhabi National Energy Co. PJSC

 

380,000   

4.88%, 04/23/2030(1)

     386,680  
200,000   

6.50%, 10/27/2036(1)

     239,059  


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

$           255,000   

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

   $ 255,587  
420,000   

Emirates SembCorp Water and Power Co. PJSC
4.45%, 08/01/2035(1)

     397,947  
825,000   

NBK SPC Ltd.
2.75%, 05/30/2022(2)

     792,247  
  

Oztel Holdings SPC Ltd.

 

200,000   

5.63%, 10/24/2023(1)

     200,950  
250,000   

6.63%, 04/24/2028(1)

     247,813  
     

 

 

 
             2,520,283  
     

 

 

 
  

United Kingdom - 0.6%

 

ZAR           550,000   

European Bank for Reconstruction & Development
0.00%, 12/31/2020(6)

     34,779  
$           270,000   

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

     280,116  
200,000   

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

     195,500  
505,000   

Tullow Oil plc
7.00%, 03/01/2025(1)

     491,744  
     

 

 

 
     1,002,139  
     

 

 

 
  

United States - 0.5%

 

275,000   

CNOOC Finance USA LLC
3.50%, 05/05/2025

     264,839  
505,000   

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

     602,197  
     

 

 

 
     867,036  
     

 

 

 
  

Total Corporate Bonds
(cost $42,937,536)

   $ 42,099,910  
     

 

 

 

Foreign Government Obligations - 68.8%

 

  

Angola - 0.1%

 

200,000   

Angolan Government International Bond
9.38%, 05/08/2048(1)

     211,869  
     

 

 

 
  

Argentina - 1.8%

 

ARS        1,471,568   

Argentina Bonos Adjusted Certificate
4.00%, 03/06/2020(7)

     56,530  
  

Argentine Bonos del Tesoro

 

5,840,763   

15.50%, 10/17/2026

     184,670  
8,645,000   

16.00%, 10/17/2023

     273,819  
8,610,000   

18.20%, 10/03/2021

     256,695  
  

Argentine Republic Government International Bond

 

$             35,000   

5.88%, 01/11/2028

     29,487  
150,000   

6.88%, 01/26/2027

     136,500  
  

Bonos De La Nacion Argentina En Moneda Dua

 

1,242,860   

4.50%, 06/21/2019

     1,291,580  
490,000   

4.50%, 02/13/2020

     504,210  
    ARS        3,970,000   

City of Buenos Aires Argentina
BADLAR + 3.250%, 37.70%, 03/29/2024(4)(10)

     115,470  
$           150,000   

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

     146,251  
185,000   

Provincia de Cordoba
7.13%, 08/01/2027

     151,239  
     

 

 

 
     3,146,451  
     

 

 

 
  

Bahrain - 0.1%

 

155,000   

Bahrain Government International Bond
5.50%, 03/31/2020(2)

     153,844  
     

 

 

 
  

Brazil - 5.3%

 

  

Banco Nacional de Desenvolvimento Economico e Social

 

EUR           100,000   

3.63%, 01/21/2019(2)

     118,414  
$           275,000   

4.00%, 04/14/2019(2)

     275,820  
BRL        5,720,000   

Brazil Letras do Tesouro Nacional
0.00%, 01/01/2022(6)

     1,108,209  


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Brazil Notas do Tesouro Nacional

 

6,081,000   

10.00%, 01/01/2021

   $ 1,656,869  
22,130,000   

10.00%, 01/01/2023

     5,856,643  
498,000   

10.00%, 01/01/2027

     125,726  
585,000   

10.00%, 01/01/2029

     146,066  
     

 

 

 
             9,287,747  
     

 

 

 
  

Chile - 1.9%

 

  

Bonos de la Tesoreria de la Republica en pesos

  
CLP      435,000,000   

4.70%, 09/01/2030(1)(2)

     674,819  
595,000,000   

4.50%, 03/01/2026

     930,456  
600,000,000   

5.00%, 03/01/2035

     933,459  
465,000,000   

6.00%, 01/01/2043

     801,192  
     

 

 

 
     3,339,926  
     

 

 

 
  

Colombia - 3.3%

 

  

Colombian TES

 

COP      963,170,537   

3.00%, 03/25/2033(7)

     305,745  
2,180,763,480   

4.75%, 02/23/2023(7)

     817,562  
798,315,203   

4.75%, 04/04/2035(7)

     309,193  
35,400,000   

6.00%, 04/28/2028

     11,524  
2,745,400,000   

7.00%, 05/04/2022

     987,757  
1,102,400,000   

7.00%, 06/30/2032

     372,861  
3,653,300,000   

7.50%, 08/26/2026

     1,324,954  
1,732,700,000   

7.75%, 09/18/2030

     634,246  
2,310,600,000   

10.00%, 07/24/2024

     944,878  
     

 

 

 
     5,708,720  
     

 

 

 
  

Croatia - 0.1%

 

EUR             225,000   

Croatia Government International Bond
2.75%, 01/27/2030(2)

     263,979  
     

 

 

 
  

Czech Republic - 1.9%

 

  

Czech Republic Government Bond

 

CZK          5,270,000   

0.25%, 02/10/2027

     207,104  
24,000,000   

1.00%, 06/26/2026(2)

     1,013,411  
13,700,000   

2.50%, 08/25/2028(2)

     643,259  
31,890,000   

2.75%, 07/23/2029

     1,512,940  
     

 

 

 
     3,376,714  
     

 

 

 
  

Dominican Republic - 0.1%

 

DOP          8,450,000   

Dominican Republic International Bond
8.90%, 02/15/2023(1)

     172,272  
     

 

 

 
  

Egypt - 0.2%

 

  

Egypt Government International Bond

 

$              200,000   

5.58%, 02/21/2023(1)

     198,374  
200,000   

6.59%, 02/21/2028(1)

     195,903  
     

 

 

 
     394,277  
     

 

 

 
  

Ghana - 1.1%

 

  

Ghana Government Bond

 

GHS          1,770,000   

18.25%, 07/25/2022(10)

     370,676  
180,000   

21.00%, 03/23/2020(10)

     38,951  
2,775,000   

21.50%, 03/09/2020(10)

     605,959  
185,000   

24.00%, 11/23/2020(10)

     42,632  
100,000   

24.50%, 06/21/2021(10)

     23,698  
1,900,000   

24.75%, 07/19/2021(10)

     455,509  
1,835,000   

Ghana Treasury Note
21.00%, 01/07/2019(10)

     388,476  
     

 

 

 
     1,925,901  
     

 

 

 
  

Hungary - 4.4%

 

  

Hungary Government Bond

 

    HUF       184,010,000   

1.75%, 10/26/2022

     661,220  
62,610,000   

2.50%, 10/27/2021

     234,606  
525,700,000   

2.75%, 12/22/2026

     1,864,301  
244,510,000   

3.00%, 06/26/2024

     915,348  
253,600,000   

3.00%, 10/27/2027

     907,594  
191,010,000   

5.50%, 06/24/2025

     818,084  


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

130,950,000   

6.00%, 11/24/2023

   $ 565,672  
145,490,000   

7.00%, 06/24/2022

     629,089  
255,590,000   

7.50%, 11/12/2020

     1,063,274  
     

 

 

 
             7,659,188  
     

 

 

 
  

Indonesia - 4.5%

 

  

Indonesia Treasury Bond

 

IDR   2,578,000,000   

5.63%, 05/15/2023

     164,120  
13,323,000,000   

6.13%, 05/15/2028

     819,983  
20,748,000,000   

6.63%, 05/15/2033

     1,250,348  
13,717,000,000   

7.50%, 08/15/2032

     897,771  
11,102,000,000   

7.50%, 05/15/2038

     721,784  
9,750,000,000   

8.25%, 06/15/2032

     680,243  
9,079,000,000   

8.25%, 05/15/2036

     626,926  
6,032,000,000   

8.38%, 03/15/2024

     428,205  
9,652,000,000   

8.38%, 03/15/2034

     669,044  
16,136,000,000   

8.75%, 05/15/2031

     1,167,162  
4,545,000,000   

8.75%, 02/15/2044

     325,975  
900,000,000   

9.00%, 03/15/2029

     66,382  
     

 

 

 
     7,817,943  
     

 

 

 
  

Ivory Coast - 0.1%

 

EUR            210,000   

Ivory Coast Government International Bond
5.25%, 03/22/2030(1)

     238,704  
     

 

 

 
  

Kazakhstan - 0.2%

 

125,000   

KazAgro National Management Holding JSC
3.26%, 05/22/2019(2)

     148,917  
$           275,000   

4.63%, 05/24/2023(2)

     268,125  
     

 

 

 
     417,042  
     

 

 

 
  

Malaysia - 1.9%

 

  

Malaysia Government Bond

 

MYR        7,640,000   

3.58%, 09/28/2018

     1,880,235  
2,900,000   

3.65%, 10/31/2019

     715,051  
1,570,000   

3.76%, 04/20/2023

     385,911  
1,080,000   

3.90%, 11/16/2027

     260,794  
580,000   

4.76%, 04/07/2037

     142,286  
     

 

 

 
     3,384,277  
     

 

 

 
  

Mexico - 8.4%

 

  

Mexican Bonos

 

MXN    116,619,900   

6.50%, 06/09/2022

     5,984,875  
40,998,100   

7.50%, 06/03/2027

     2,162,537  
15,487,900   

7.75%, 05/29/2031

     827,115  
33,860,200   

7.75%, 11/23/2034

     1,800,730  
9,247,400   

7.75%, 11/13/2042

     489,288  
5,116,900   

8.00%, 12/07/2023

     277,612  
4,819,600   

8.00%, 11/07/2047

     262,028  
8,436,600   

8.50%, 05/31/2029

     476,246  
5,810,100   

8.50%, 11/18/2038

     331,371  
17,553,700   

10.00%, 12/05/2024

     1,047,905  
15,325,900   

10.00%, 11/20/2036

     992,743  
132,287   

Mexican Udibonos
4.50%, 12/04/2025(7)

     7,554  
     

 

 

 
     14,660,004  
     

 

 

 
  

Mongolia - 0.2%

 

$           375,000   

Trade & Development Bank of Mongolia LLC
9.38%, 05/19/2020(2)(10)

     398,663  
     

 

 

 
  

Netherlands - 0.2%

 

289,063   

Republic of Angola Via Northern Lights III B.V.
7.00%, 08/17/2019(2)(10)

     292,773  
     

 

 

 
  

Pakistan - 0.2%

 

$           275,000   

Pakistan Government International Bond
7.25%, 04/15/2019(2)

     278,108  
     

 

 

 


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Poland - 1.8%

 

  

Republic of Poland Government Bond

 

PLN          525,000   

1.75%, 07/25/2021

   $ 142,961  
300,000   

2.00%, 04/25/2021

     82,406  
3,030,000   

2.50%, 07/25/2027

     786,953  
2,975,000   

3.25%, 07/25/2025

     830,691  
4,000,000   

5.75%, 10/25/2021

     1,225,381  
     

 

 

 
             3,068,392  
     

 

 

 
  

Qatar - 0.7%

 

  

Qatar Government International Bond

 

$           200,000   

2.38%, 06/02/2021(2)

     194,000  
290,000   

5.10%, 04/23/2048(1)

     296,171  
705,000   

Qatari Diar Finance Co.
5.00%, 07/21/2020(2)

     723,993  
     

 

 

 
     1,214,164  
     

 

 

 
  

Romania - 1.3%

 

  

Romania Government Bond

 

RON       3,300,000   

3.25%, 04/29/2024

     769,478  
2,430,000   

5.80%, 07/26/2027

     652,278  
3,190,000   

5.85%, 04/26/2023

     846,326  
     

 

 

 
     2,268,082  
     

 

 

 
  

Russia - 9.2%

 

  

Russian Federal Bond - OFZ

 

RUB     47,695,000   

6.50%, 11/24/2021(8)

     752,539  
3,640,000   

6.50%, 02/28/2024

     55,760  
68,360,000   

7.00%, 12/15/2021

     1,083,945  
143,480,000   

7.10%, 10/16/2024

     2,253,008  
189,805,000   

7.40%, 12/07/2022

     3,041,346  
112,210,000   

7.70%, 03/23/2033

     1,794,426  
294,765,000   

7.75%, 09/16/2026

     4,769,226  
35,145,000   

8.50%, 09/17/2031

     599,966  
30,680,294   

Russian Federal Inflation Linked Bond
2.50%, 08/16/2023(7)

     487,280  
22,217,699   

Russian Federal Inflation Linked Bond - OFZ
2.50%, 02/02/2028(7)

     340,173  
  

Russian Foreign Bond - Eurobond

 

$           600,000   

5.25%, 06/23/2047(2)

     595,500  
200,000   

5.25%, 06/23/2047(1)

     198,500  
     

 

 

 
     15,971,669  
     

 

 

 
  

Saudi Arabia - 0.4%

 

  

Saudi Government International Bond

 

200,000   

2.88%, 03/04/2023(1)

     192,120  
225,000   

4.50%, 04/17/2030(1)

     226,877  
275,000   

4.63%, 10/04/2047(1)

     262,174  
     

 

 

 
     681,171  
     

 

 

 
  

Senegal - 0.2%

 

275,000   

Senegal Government International Bond
6.25%, 07/30/2024(2)

     278,795  
     

 

 

 
  

South Africa - 7.4%

 

  

Republic of South Africa Government Bond

 

ZAR     10,375,000   

7.00%, 02/28/2031

     666,900  
18,600,000   

7.25%, 01/15/2020

     1,410,026  
26,690,000   

8.00%, 01/31/2030

     1,886,433  
27,620,000   

8.25%, 03/31/2032

     1,951,964  
2,805,000   

8.75%, 01/31/2044

     198,147  
10,665,000   

8.88%, 02/28/2035

     780,226  
37,484,000   

9.00%, 01/31/2040

     2,732,337  
38,535,000   

10.50%, 12/21/2026

     3,249,026  
     

 

 

 
     12,875,059  
     

 

 

 


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

South Korea - 0.6%

 

IDR  14,600,000,000   

Export-Import Bank of Korea
7.25%, 12/07/2024(2)

   $ 962,264  
     

 

 

 
  

Sri Lanka - 0.4%

 

  

Sri Lanka Government International Bond

 

$           375,000   

6.25%, 07/27/2021(2)

     382,524  
295,000   

6.75%, 04/18/2028(1)

     291,763  
     

 

 

 
     674,287  
     

 

 

 
  

Supranational - 3.2%

 

  

European Bank for Reconstruction & Development

 

IDR    5,800,000,000   

5.60%, 01/30/2025

     360,831  
9,850,000,000   

6.25%, 07/25/2022(10)

     649,950  
4,958,900,000   

6.45%, 12/13/2022

     329,103  
5,240,000,000   

Inter-American Development Bank
7.88%, 03/14/2023

     366,295  
MXN         8,800,000   

International Bank for Reconstruction & Development
0.00%, 05/25/2033(6)(10)

     137,162  
  

International Finance Corp.

 

12,500,000   

0.00%, 01/20/2037(2)(6)

     141,983  
56,800,000   

0.00%, 02/22/2038(6)

     617,439  
45,100,000   

0.00%, 03/23/2038(6)

     458,508  
43,440,000   

7.50%, 01/18/2028

             2,200,697  
7,100,000   

7.75%, 01/18/2030

     368,106  
     

 

 

 
     5,630,074  
     

 

 

 
  

Thailand - 1.8%

 

  

Thailand Government Bond

 

THB          5,639,452   

1.20%, 07/14/2021(2)(7)

     169,939  
9,229,235   

1.25%, 03/12/2028(2)(7)

     260,677  
35,165,000   

1.88%, 06/17/2022

     1,048,866  
5,775,000   

3.40%, 06/17/2036

     178,566  
10,000,000   

3.78%, 06/25/2032

     326,440  
28,995,000   

3.85%, 12/12/2025

     949,556  
5,784,000   

4.88%, 06/22/2029

     205,975  
     

 

 

 
     3,140,019  
     

 

 

 
  

Tunisia - 0.2%

 

$           300,000   

Banque Centrale de Tunisie International Bond
5.75%, 01/30/2025(2)

     273,450  
     

 

 

 
  

Turkey - 4.1%

 

  

Turkey Government Bond

 

TRY            775,000   

8.50%, 09/14/2022

     108,568  
1,245,000   

8.80%, 09/27/2023

     169,353  
3,345,000   

9.20%, 09/22/2021

     514,772  
935,000   

9.50%, 01/12/2022

     141,897  
4,600,000   

10.40%, 03/27/2019

     887,219  
2,185,000   

10.40%, 03/20/2024

     314,746  
3,285,000   

10.50%, 08/11/2027

     446,848  
3,425,000   

10.60%, 02/11/2026

     477,713  
8,340,000   

10.70%, 02/17/2021

     1,384,215  
3,900,000   

10.70%, 08/17/2022

     595,828  
7,925,000   

11.00%, 03/02/2022

     1,246,955  
4,100,000   

11.00%, 02/24/2027

     573,525  
$           325,000   

Turkey Government International Bond
5.75%, 05/11/2047

     253,474  
     

 

 

 
     7,115,113  
     

 

 

 
  

Ukraine - 0.1%

 

250,000   

Ukraine Government International Bond
7.75%, 09/01/2019(2)

     254,580  
     

 

 

 
  

United Arab Emirates - 0.4%

 

$           725,000   

Abu Dhabi Government International Bond
4.13%, 10/11/2047(1)

     687,168  
     

 

 

 
  

Uruguay - 1.0%

 

  

Uruguay Government International Bond

 


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

UYU          563,417   

4.00%, 07/10/2030(7)

 

   $ 19,539  
12,635,738   

4.38%, 12/15/2028(7)

 

     443,505  
34,375,000   

8.50%, 03/15/2028(2)

 

     982,545  
10,933,000   

9.88%, 06/20/2022(2)

 

     355,121  
        

 

 

 
     1,800,710  
        

 

 

 
  

Total Foreign Government Obligations
(cost $130,128,871)

 

   $ 120,023,399  
        

 

 

 
  

Total Long-Term Investments
(cost $173,066,407)

 

   $ 162,123,309  
        

 

 

 

Short-Term Investments - 6.5%

 

  

Foreign Government Obligations - 1.8%

 

ARS       9,625,000   

Argentina Treasury Bill
0.00%, 10/12/2018(9)

 

     367,762  
CZK     63,000,000   

Czech Republic Ministry of Finance Bill
0.50%, 12/14/2018(9)

 

     2,873,238  
        

 

 

 
     3,241,000  
        

 

 

 
  

Other Investment Pools & Funds - 3.2%

 

5,508,650   

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class, 1.82%(9)

 

     5,508,650  
        

 

 

 
  

Securities Lending Collateral - 0.3%

 

24,299   

Citibank NA DDCA, 1.91%, 08/01/2018(9)

 

     24,299  
249,810   

Goldman Sachs Financial Sq, Government Institutional Fund, 1.82%(9)

 

     249,810  
100,066   

Invesco Government & Agency Portfolio, 1.81%(9)

 

     100,066  
51,580   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.82%(9)

 

     51,580  
60,218   

Western Asset Institutional Government Class A Fund, 1.76%(9)

 

     60,218  
        

 

 

 
     485,973  
        

 

 

 
  

U.S. Treasury - 1.2%

 

  

U.S. Treasury Bills - 1.2%

 

$        700,000   

0.92%, 08/02/2018(9)

 

     699,965  
350,000   

0.93%, 08/02/2018(9)

 

     349,982  
1,000,000   

1.97%, 10/25/2018(9)

 

     995,381  
        

 

 

 
     2,045,328  
        

 

 

 
  

Total Short-Term Investments
(cost $11,564,641)

 

   $ 11,280,951  
        

 

 

 
  

Total Investments Excluding Purchased Options
(cost $184,631,048)

     99.5%      $ 173,404,260  
  

Total Purchased Options
(cost $1,227,273)

     0.6%      $ 1,080,515  
     

 

 

    

 

 

 
  

Total Investments
(cost $185,858,321)

     100.1%      $ 174,484,775  
  

Other Assets and Liabilities

     (0.1)%        (150,704)  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $     174,334,071  
     

 

 

    

 

 

 

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 July 31, 2018, the aggregate value of these securities was $26,468,676, which represented 15.2% of total net assets.


 

The Hartford Emerging Markets Local Debt Fund

 

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

(2)

These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At July 31, 2018, the aggregate value of these securities was $26,040,168, which represented 14.9% 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 July 31, 2018.

(5)

Represents entire or partial securities on loan. See Note 2 for securities lending information.

(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.

(10)

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 July 31, 2018, the aggregate value of these securities was $5,698,407, which represented 3.3% of total net assets.

 

OTC Option Contracts Outstanding at July 31, 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(1)

    MSC       0.75 AUD       08/01/18               3,925,000 AUD       3,925,000     $ 242     $ 47,758     $ (47,516

NZD Call/USD Put(1)

    MSC       0.70 NZD       08/01/18       2,805,000 NZD       2,805,000             33,059       (33,059

USD Call/BRL Put(1)

    DEUT       3.80 BRL per USD       04/05/19       4,086,000 USD       4,086,000       230,213       94,591       135,622  

USD Call/CNH Put(1)

    MSC       6.78 USD       09/26/18       2,579,000 USD       2,579,000       31,709       12,599       19,110  

USD Call/HUF Put(1)

    MSC       270.76 USD       10/30/18       1,953,000 USD       1,953,000       43,837       19,413       24,424  

USD Call/KRW Put(1)

    MSC       1,121.40 USD       12/13/18       3,517,000 USD       3,517,000       53,596       36,313       17,283  

USD Call/KRW Put(1)

    MSC       1,126.00 USD       11/19/18       3,677,000 USD       3,677,000       44,999       38,792       6,207  

USD Call/KRW Put(1)

    MSC       1,178.80 USD       01/14/19       3,701,000 USD       3,701,000       24,249       39,157       (14,908

USD Call/MXN Put(1)

    BCLY       22.86 MXN per USD       08/15/18       3,606,000 USD       3,606,000       4       51,999       (51,995
         

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

 

      29,849,000     $ 428,849     $ 373,681     $ 55,168  
         

 

 

   

 

 

   

 

 

   

 

 

 

Puts

 

AUD Put/USD Call(1)

    MSC       0.75 AUD       08/01/18       3,925,000 AUD       3,925,000     $ 24,918     $ 47,758     $ (22,840

EUR Put/CZK Call(1)

    HSBC       26.00 CZK per EUR       03/21/19       940,000 EUR       940,000       22,514       22,917       (403

EUR Put/PLN Call(1)

    BCLY       4.28 PLN per EUR       09/20/18       2,500,000 EUR       2,500,000       21,545       44,841       (23,296

NZD Put/USD Call(1)

    MSC       0.70 NZD       08/01/18       2,805,000 NZD       2,805,000       51,282       33,058       18,224  

USD Put/BRL Call(1)

    MSC       3.71 USD       08/16/18       1,835,000 USD       1,835,000       10,529       50,460       (39,931

USD Put/BRL Call(1)

    DEUT       3.31 BRL per USD       08/06/18       2,579,000 USD       2,579,000             93,566       (93,566

USD Put/MXN Call(1)

    DEUT       19.25 USD       10/10/18       873,000 USD       873,000       30,998       23,248       7,750  

USD Put/MXN Call(1)

    MSC       19.38 USD       11/14/18       6,143,000 USD       6,143,000       252,729       191,551       61,178  

USD Put/MXN Call(1)

    BCLY       17.42 MXN per USD       08/15/18       1,803,000 USD       1,803,000       114       31,084       (30,970

USD Put/MXN Call(1)

    BOA       17.09 MXN per USD       09/25/18       3,086,000 USD       3,086,000       1,922       12,498       (10,576

USD Put/PHP Call(1)

    BCLY       52.93 PHP per USD       10/17/18       2,064,000 USD       2,064,000       12,795       31,063       (18,268

USD Put/RUB Call(1)

    BCLY       63.55 USD       01/10/19       3,678,000 USD       3,678,000       124,085       128,620       (4,535

USD Put/RUB Call(1)

    MSC       55.87 RUB per USD       09/19/18       821,000 USD       821,000       74       9,483       (9,409
         

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

            33,052,000     $ 553,505     $ 720,147     $ (166,642)  
         

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

 

        62,901,000     $ 982,354     $ 1,093,828     $ (111,474
         

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

 

Calls

 

USD Call/BRL Put

    DEUT       4.33 USD       04/05/19       (4,086,000) USD       (4,086,000   $ (80,993   $ (99,208   $ 18,215  

USD Call/CNH Put

    MSC       6.63 USD       09/26/18       (2,579,000) USD       (2,579,000     (70,319     (29,259     (41,060

USD Call/KRW Pat

    MSC       1,157.00 USD       08/22/18       (3,677,000) USD       (3,677,000     (1,912     (14,693     12,781  
         

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

 

    (10,342,000   $ (153,224   $ (143,160)     $ (10,064)  
         

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

 

           

Puts

 

EUR Put/CZK Call

    HSBC       24.00 CZK per EUR     03/21/19       (940,000) EUR       (940,000   $ (1,113   $ (7,114   $ 6,001  

EUR Put/PLN Call

    BCLY       4.18 PLN per EUR       09/20/18       (2,500,000) EUR       (2,500,000     (2,964     (16,449     13,485  

USD Put/BRL Call

    MSC       3.55 USD       08/16/18       (1,835,000) USD       (1,835,000     (475     (17,717     17,242  

USD Put/BRL Call

    DEUT       3.57 USD       04/05/19       (4,086,000) USD       (4,086,000     (77,765     (73,303     (4,462

USD Put/BRL Call

    DEUT       3.13 BRL per USD       08/06/18       (2,579,000) USD       (2,579,000           (31,128     31,128  

USD Put/HUF Call

    MSC       249.26 USD       10/30/18       (1,953,000) USD       (1,953,000     (1,611     (16,200     14,589  

USD Put/KRW Call

    MSC       1,033.70 USD       12/13/18       (3,517,000) USD       (3,517,000     (5,441     (27,222     21,781  


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

USD Put/KRW Call

  MSC     1,078.86 USD       01/14/19       (3,701,000) USD       (3,701,000   $ (40,526   $ (34,345   $ (6,181

USD Put/MXN Call

  DEUT     18.44 USD       10/10/18       (1,746,000) USD       (1,746,000     (22,075     (16,081     (5,994

USD Put/MXN Call

  MSC     18.42 USD       11/14/18       (12,286,000) USD       (12,286,000     (181,612     (130,010     (51,602

USD Put/PHP Call

  BCLY     51.67 PHP per USD       10/17/18       (2,064,000) USD       (2,064,000     (1,893     (10,795     8,902  

USD Put/RUB Call

  BCLY     60.14 USD       01/10/19       (7,355,000) USD       (7,355,000     (76,815     (81,162     4,347  
         

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

            (44,562,000   $ (412,290   $ (461,526   $     49,236  
         

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

 

        (54,904,000   $ (565,514   $ (604,686   $ 39,172  
         

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)

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 July 31, 2018, the aggregate value of these securities was $982,354, which represented 0.6% of total net assets.

 

        OTC Swaption Contracts Outstanding at July 31, 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(1)   CBK     2.12     Receive       08/12/19       KRW 3,103,640,000       3,103,640,000     $ 25,783     $ 66,723     $ (40,940
Puts

 

   
3 months KRW-CD-KSDA-Interest Rate Swap Expiring on 08/13/2029(1)   CBK     2.12     Pay       08/12/19       KRW 3,103,640,000       3,103,640,000     $ 72,378     $ 66,723     $ 5,655  

 

 

Total purchased swaption contracts

 

      6,207,280,000     $ 98,161     $ 133,446     $ (35,285
           

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)

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 July 31, 2018, the aggregate value of these securities was $98,161, which represented 0.1% of total net assets.

 

    Futures Contracts Outstanding at July 31, 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      09/28/2018    $ 3,382,000      $ (5,529 )   

U.S. Treasury 5-Year Note Future

     102      09/28/2018      11,538,750        (27,715 )   
           

 

 

 

Total

 

   $ (33,244 )   
           

 

 

 

Short position contracts:

 

Euro-Bund Future

     16      09/06/2018    $ 3,023,097      $ (17,237

Long Gilt Future

     2      09/26/2018      322,047        (2,628

U.S. Treasury 10-Year Note Future

     54      09/19/2018              6,448,781        1,311  

U.S. Treasury Long Bond Future

     23      09/19/2018      3,288,282        2,626  
           

 

 

 

Total

 

   $ (15,928
           

 

 

 
           
           

 

 

 

Total futures contracts

 

   $ (49,172
           

 

 

 

 

        OTC Credit Default Swap Contracts Outstanding at July 31, 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:

 

                

CDX.EM.27

     GSC        USD 1,210,000        (1.00 %)      06/20/23        Quarterly      $ 86,058      $      $ 59,498      $ (26,560
                

 

 

    

 

 

    

 

 

    

 

 

 
                         
                

 

 

    

 

 

    

 

 

    

 

 

 

Total traded indices

                 $ 86,058      $      $ 59,498      $ (26,560
                

 

 

    

 

 

    

 

 

    

 

 

 
                         
                

 

 

    

 

 

    

 

 

    

 

 

 

Total OTC contracts

                 $ 86,058      $      $ 59,498      $ (26,560
                

 

 

    

 

 

    

 

 

    

 

 

 


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

July 31, 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.

 

Cross Currency Swap Contracts Outstanding at July 31, 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 15.55% based on the notional amount of currency delivered     09/19/23     GSC     USD 2,600,745       TRY 11,875,000     $ 11,342     $     $   189,822     $ 178,480  
Fixed Rate equal to 15.55% based on the notional amount of currency delivered   Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered     09/19/23     GSC     TRY 11,875,000       USD 2,600,745             (11,342     (378,054)       (366,712
Fixed Rate equal to 13.58% based on the notional amount of currency delivered   Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered     09/19/28     GSC     TRY 6,515,000       USD 1,426,851             (6,223     (104,142)       (97,919
Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered   Fixed Rate equal to 13.58% based on the notional amount of currency delivered     09/19/28     GSC     USD 1,426,851       TRY 6,515,000       6,223             223,816       217,593  
Fixed Rate equal to 13.51% based on the notional amount of currency delivered   Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency deliveredVariable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered     09/19/28     GSC     TRY 660,000       USD 144,928             (1,011     (10,931)       (9,920
Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered   Fixed Rate equal to 13.51% based on the notional amount of currency delivered     09/19/28     GSC     USD 144,928       TRY 660,000       1,011             23,524       22,513  
Fixed Rate equal to 14.69% based on the notional amount of currency delivered   Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered     09/19/28     BNP     TRY 3,115,000       USD 646,266       604             (13,842)       (14,446


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered   Fixed Rate equal to 14.69% based on the notional amount of currency delivered     09/19/28     BNP     USD 646,266       TRY 3,115,000     $ —       $ (604   $ 38,721     $ 39,325  
Fixed Rate equal to 14.88% based on the notional amount of currency delivered   Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered     09/19/28     CBK     TRY 3,110,000       USD 645,228       2,338             (13,820)       (16,158
Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered   Fixed Rate equal to 14.88% based on the notional amount of currency delivered     09/19/28     CBK     USD 645,228       TRY 3,110,000             (2,338     33,121       35,459  
Fixed Rate equal to 14.75% based on the notional amount of currency delivered   Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered     09/19/28     CBK     TRY 3,115,000       USD 648,958             (351     (16,535)       (16,184
Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered   Fixed Rate equal to 14.75% based on the notional amount of currency deliveredFixed Rate equal to 12.32% based on the notional amount of currency delivered     09/19/28     CBK     USD 648,958       TRY 3,115,000       351             39,662       39,311  
Fixed Rate equal to 14.74% based on the notional amount of currency delivered   Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered     09/19/28     BNP     TRY 3,110,000       USD 643,213       2,618             (11,805)       (14,423
Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered   Fixed Rate equal to 14.74% based on the notional amount of currency delivered     09/19/28     BNP     USD 643,213       TRY 3,110,000             (2,618     35,187       37,805  
Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered   Fixed Rate equal to 17.32% based on the notional amount of currency delivered     09/19/23     BNP     USD 1,034,855       TRY 4,988,000             (967     22,166       23,133  
Fixed Rate equal to 17.32% 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     09/19/23     BNP     TRY 4,988,000       USD 1,034,855       967           $ (47,529)     $ (48,496


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered   Fixed Rate equal to 17.49% based on the notional amount of currency delivered     09/19/23       CBK       USD 1,034,855       TRY 4,988,000       $     $ (3,749   $ 22,166     $ 25,915  
Fixed Rate equal to 17.49% based on the notional amount of currency delivered   Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered     09/19/23       CBK       TRY 4,988,000       USD 1,034,855       3,749             (42,361)       (46,110
Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered   Fixed Rate equal to 17.37% based on the notional amount of currency delivered     09/19/23       BNP       USD 1,031,416       TRY 4,987,000             (4,198     18,930       23,128  
Fixed Rate equal to 17.37% based on the notional amount of currency delivered   Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered     09/19/23       BNP       TRY 4,987,000       USD 1,031,416       4,198             (42,768)       (46,966
Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered   Fixed Rate equal to 17.28% based on the notional amount of currency delivered     09/19/23       CBK       USD 1,038,958       TRY 4,987,000       562             26,472       25,910  
Fixed Rate equal to 17.28% based on the notional amount of currency delivered  

Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency

delivered

    09/19/23       CBK       TRY 4,987,000       USD 1,038,958             (562     (53,046)       (52,484
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

          $     33,963       $    (33,963     $    (61,246)       $    (61,246
           

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)

At the maturity date, the notional amount of the currency received will be exchanged back for the notional amount of the currency delivered.

 

        OTC Interest Rate Swap Contracts Outstanding at July 31, 2018

 

 

Counter-

party

  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)
 

BOA

  2.30% Fixed   3M KRW KSDA
    KRW  2,508,775,000       09/19/23           Quarterly     $ —      $ —      $ (14,672   $ (14,672

CBK

  4.46% Fixed   CLICP Camara
Promedio A      
    CLP       252,635,000       09/20/28           Semi-Annual       —        —        (2,373     (2,373

CBK

  4.48% Fixed   CLICP Camara
Promedio A      
    CLP       252,740,000       09/20/28           Semi-Annual       —        —        (3,024     (3,024

DEUT

  4.45% Fixed   CLICP Camara
Promedio A      
    CLP       174,460,000       09/20/28           Semi-Annual       —        —        (1,527     (1,527

DEUT

  NDFPREDI   8.55% Fixed          BRL           6,036,944       01/03/22           Maturity       —        —        (49,595     (49,595

GSC

  3M KRW KSDA   2.22% Fixed          KRW      663,280,000       09/19/28           Quarterly       —        —        (1,406     (1,406

GSC

  3M KRW KSDA   2.21% Fixed          KRW      663,280,000       09/19/28           Quarterly       —        —        (1,777     (1,777

GSC

  3M KRW KSDA   2.21% Fixed          KRW   1,326,565,000       09/19/28           Quarterly       —        —        (3,554     (3,554

GSC

  3.05% Fixed   CLICP Camara
Promedio A      
    CLP    3,897,510,000       09/20/19           Maturity       —        —        (3,529     (3,529

GSC

  4.44% Fixed   CLICP Camara
Promedio A      
    CLP        173,020,000       09/20/28           Semi-Annual       —        —        (1,181     (1,181

GSC

  4.47% Fixed   CLICP Camara
Promedio A      
    CLP        352,855,000       09/20/28           Semi-Annual       —        —        (3,768     (3,768

MSC

  4.47% Fixed   CLICP Camara
Promedio A      
    CLP        225,665,000       09/20/28           Semi-Annual       —        —        (2,671     (2,671
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

        $ —      $ —      $ (89,077   $ (89,077
           

 

 

   

 

 

   

 

 

   

 

 

 


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

        Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 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      $      $     $ (1,457   $ (1,457

1 Mo. MXN TIIE

   7.82% Fixed     MXN        20,300,000        01/03/22        Lunar                     5,219       5,219  

1 Mo. MXN TIIE

   7.94% Fixed     MXN        10,075,000        01/05/22        Lunar                     692       692  

1 Mo. MXN TIIE

   7.84% Fixed     MXN        10,075,000        01/07/22        Lunar                     2,326       2,326  

1 Mo. MXN TIIE

   7.29% Fixed     MXN        13,625,000        05/05/22        Lunar                     16,622       16,622  

1 Mo. MXN TIIE

   6.84% Fixed     MXN        9,850,000        07/14/22        Lunar                     20,401       20,401  

2.14% Fixed

   6M CZK PRIBOR     CZK        21,350,000        09/19/28        Annual                     7,511       7,511  

6M CZK PRIBOR

   1.98% Fixed     CZK        85,900,000        09/19/23        Semi-Annual                     (38,531     (38,531

0.40% Fixed

   6M EUR EURIBOR
    EUR        1,650,000        09/19/23        Annual               (3,106     (2,595     511  

6M EUR EURIBOR

   1.00% Fixed     EUR        825,000        09/19/28        Semi-Annual        2,048              1,422       (626

2.60% Fixed

   6M PLN WIBOR     PLN        7,365,000        09/19/23        Annual                     (8,671     (8,671

2.60% Fixed

   6M PLN WIBOR     PLN        15,560,000        09/19/23        Annual                     (18,022     (18,022

6M PLN WIBOR

   2.03% Fixed     PLN        27,825,000        09/19/20        Semi-Annual                     6,707       6,707  

6M PLN WIBOR

   2.67% Fixed     PLN        3,775,000        09/19/25        Semi-Annual                     (3,383     (3,383

6M PLN WIBOR

   3.09% Fixed     PLN        4,699,000        09/19/28        Semi-Annual                     14,305       14,305  

6M PLN WIBOR

   3.10% Fixed     PLN        1,426,000        09/19/28        Semi-Annual                     4,392       4,392  
                

 

 

    

 

 

   

 

 

   

 

 

 

Total

 

         $ 2,048      $ (3,106   $ 6,938     $ 7,996  
                

 

 

    

 

 

   

 

 

   

 

 

 

OTC Total Return Swap Contracts Outstanding at July 31, 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       524,095             08/02/18       Quarterly     $     $     $ 18,744     $ 18,744  
Nigeria Treasury Bills     JPM           USD       189,700       (0.03 %)      03/18/19       Quarterly                   9,830       9,830  

Nigeria Treasury Bills

    HSBC           USD       535,319       (1.00 %)      04/04/19       Quarterly                          
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

              $     $     $ 28,574     $ 28,574  
             

 

 

   

 

 

   

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at July 31, 2018

 

 
Amount and Description
of Currency to be
Purchased
   Amount and Description
of Currency to be
Sold
   Counterparty    Settlement
Date
       Appreciation          Depreciation  

1,100,000

     AUD        812,335        USD    GSC      09/19/18      $              5,074      $  

1,140,000

     AUD        842,869        USD    GSC      09/19/18        4,264         

975,000

     AUD        721,164        USD    JPM      09/19/18        3,358         

995,000

     AUD        736,238        USD    GSC      09/19/18        3,145         

340,000

     AUD        249,666        USD    GSC      09/19/18        2,987         

570,000

     AUD        421,540        USD    MSC      09/19/18        2,027         

640,000

     AUD        474,633        USD    GSC      09/19/18        950         

350,000

     AUD        259,229        USD    GSC      09/19/18        856         

980,000

     AUD        727,586        USD    MSC      09/19/18        651         

835,000

     AUD        620,257        USD    MSC      09/19/18        230         

1,065,000

     AUD        792,196        USD    GSC      09/19/18               (796

790,000

     AUD        588,857        USD    GSC      09/19/18               (1,809

800,000

     AUD        609,445        USD    MSC      09/19/18               (14,966

2,041,000

     AUD        1,550,164        USD    BNP      09/19/18               (33,499

7,178,000

     BRL        1,847,334        USD    MSC      09/05/18        57,011         

3,020,000

     BRL        774,319        USD    BCLY      09/05/18        26,896         

1,630,000

     BRL        416,667        USD    CBK      09/05/18        15,777         

1,655,000

     BRL        424,904        USD    BNP      09/05/18        14,173         

1,155,000

     BRL        298,913        USD    GSC      09/05/18        7,512         

3,620,000

     BRL        956,053        USD    GSC      09/05/18        4,344         


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

1,155,000

     BRL        302,491        USD    UBS      09/05/18      $ 3,934      $  

290,000

     BRL        74,935        USD    DEUT      09/05/18        2,002         

2,910,000

     BRL        770,861        USD    SCB      09/05/18        1,171         

133,000

     BRL        34,142        USD    BNP      09/05/18        1,143         

132,000

     BRL        33,922        USD    GSC      09/05/18        1,098         

1,230,000

     BRL        326,173        USD    GSC      09/05/18        149         

825,000

     BRL        218,920        USD    BNP      09/05/18               (45

60,420,000

     BRL        16,435,450        USD    SCB      09/05/18               (405,842

3,140,000

     BRL        892,679        USD    DEUT      10/26/18               (63,349

935,000

     BRL        240,731        USD    DEUT      04/09/19        2,521         

5,961,000

     BRL        1,738,408        USD    DEUT      04/09/19               (187,578

115,300,000

     CLP        180,246        USD    GSC      09/20/18        666         

113,200,000

     CLP        177,585        USD    GSC      09/20/18        32         

1,084,044,000

     CLP        1,712,279        USD    BCLY      09/20/18               (11,351

1,045,000

     CNH        158,039        USD    MSC      08/08/18               (4,590

4,120,000

     CNH        621,812        USD    BNP      09/19/18               (17,106

4,913,000

     CNH        748,534        USD    MSC      09/19/18               (27,437

12,295,000

     CNH        1,915,307        USD    GSC      09/19/18               (110,731

3,640,300,000

     COP        1,236,099        USD    GSC      09/19/18        20,579         

966,500,000

     COP        329,031        USD    GSC      09/19/18        4,617         

1,078,100,000

     COP        372,787        USD    GSC      09/19/18               (613

1,164,500,000

     COP        402,663        USD    SCB      09/19/18               (662

245,800,000

     COP        85,884        USD    UBS      09/19/18               (1,031

1,807,300,000

     COP        625,017        USD    BCLY      09/19/18               (1,114

14,764,560,000

     COP        5,144,446        USD    BCLY      09/19/18               (47,532

178,300,000

     CZK        8,065,319        USD    CBK      09/19/18        103,241         

5,750,000

     CZK        257,755        USD    DEUT      09/19/18        5,673         

3,780,000

     CZK        169,342        USD    GSC      09/19/18        3,833         

6,270,000

     CZK        283,543        USD    BOA      09/19/18        3,708         

5,030,000

     CZK        227,403        USD    JPM      09/19/18        3,039         

1,110,000

     CZK        49,976        USD    DEUT      09/19/18        877         

1,080,000

     CZK        49,087        USD    GSC      09/19/18        392         

4,130,000

     CZK        189,163        USD    UBS      09/19/18        47         

91,300,000

     CZK        4,189,034        USD    MSC      09/19/18               (6,255

91,300,000

     CZK        4,216,311        USD    JPM      09/19/18               (33,532

5,424,000

     CZK        228,413        USD    JPM      03/25/19        22,511         

64,230,000

     CZK        3,029,717        USD    MSC      09/26/19               (30,590

64,220,000

     CZK        3,044,323        USD    GSC      09/26/19               (45,663

1,943,000

     EGP        97,736        USD    GSC      08/02/18        10,923         

1,943,000

     EGP        108,606        USD    DEUT      08/02/18        53         

9,430,000

     EGP        488,728        USD    GSC      09/18/18        30,817         

6,050,000

     EGP        313,553        USD    GSC      09/18/18        19,771         

4,730,000

     EGP        243,877        USD    GSC      09/18/18        16,722         

8,850,000

     EGP        480,978        USD    GSC      09/19/18        6,450         

13,960,000

     EGP        711,156        USD    GSC      12/17/18        36,127         

28,210,000

     EGP        1,473,877        USD    CBK      01/08/19        26,496         

2,027,000

     EUR        2,358,820        USD    GSC      09/19/18        20,307         

868,000

     EUR        1,014,136        USD    GSC      09/19/18        4,652         

1,158,000

     EUR        1,356,226        USD    BNP      09/19/18        2,939         

345,000

     EUR        402,654        USD    MSC      09/19/18        2,279         

20,000

     EUR        23,515        USD    GSC      09/19/18               (41

226,000

     EUR        265,702        USD    BOA      09/19/18               (441

108,000

     EUR        127,524        USD    DEUT      09/19/18               (762

481,000

     EUR        565,846        USD    GSC      09/19/18               (1,287

1,152,000

     EUR        1,366,087        USD    GSC      09/19/18               (13,963

1,510,000

     EUR        1,786,697        USD    UBS      09/19/18               (14,382

1,509,000

     EUR        1,795,076        USD    JPM      09/19/18               (23,935

832,000

     EUR        1,036,299        USD    BCLY      09/24/18               (59,417

201,000

     EUR        227,037        USD    HSBC      03/25/19        12,595         

231,635,000

     HUF        910,694        USD    MSC      09/05/18               (64,209

78,600,000

     HUF        278,339        USD    GSC      09/19/18        9,148         

136,500,000

     HUF        491,961        USD    CBK      09/19/18        7,301         

100,768,000

     HUF        363,071        USD    GSC      09/19/18        5,498         

119,525,000

     HUF        433,664        USD    CBK      09/19/18        3,510         

51,538,000

     HUF        185,679        USD    CSFB      09/19/18        2,826         

20,800,000

     HUF        73,937        USD    DEUT      09/19/18        2,141         


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

30,600,000

     HUF        111,873        USD    GSC      09/19/18      $ 49      $  

15,400,000

     HUF        56,397        USD    UBS      09/19/18               (70

219,200,000

     HUF        808,975        USD    GSC      09/19/18               (7,230

219,200,000

     HUF        809,035        USD    GSC      09/19/18               (7,290

435,700,000

     HUF        1,616,566        USD    GSC      09/19/18               (22,950

233,508,000

     HUF        901,575        USD    MSC      11/05/18               (44,849

6,077,000,000

     IDR        413,317        USD    UBS      09/19/18        5,622         

8,084,000,000

     IDR        555,246        USD    BCLY      09/19/18        2,052         

800,000,000

     IDR        55,134        USD    DEUT      09/19/18        16         

4,088,000,000

     IDR        281,931        USD    CSFB      09/19/18               (111

716,000,000

     IDR        49,516        USD    UBS      09/19/18               (156

3,769,000,000

     IDR        260,200        USD    DEUT      09/19/18               (371

6,543,000,000

     IDR        452,302        USD    UBS      09/19/18               (1,238

5,484,000,000

     IDR        381,124        USD    BNP      09/19/18               (3,066

13,756,000,000

     IDR        978,239        USD    UBS      09/19/18               (29,922

13,454,000,000

     IDR        957,580        USD    JPM      09/19/18               (30,083

14,581,000,000

     IDR        1,038,015        USD    BNP      09/19/18               (32,824

16,506,000,000

     IDR        1,174,470        USD    CSFB      09/19/18               (36,572

104,110,947,000

     IDR        7,410,032        USD    BCLY      09/19/18               (232,788

37,320,000

     INR        540,556        USD    SCB      09/19/18        307         

61,836,000

     INR        904,617        USD    BCLY      09/19/18               (8,453

14,191,000

     INR        204,835        USD    SCB      10/19/18        93         

32,906,000

     INR        490,768        USD    BCLY      10/19/18               (15,582

35,834,000

     INR        514,118        USD    BNP      12/03/18        564         

35,779,000

     INR        516,441        USD    CSFB      12/03/18               (2,549

38,952,000

     INR        570,307        USD    BNP      12/03/18               (10,842

392,850,000

     KRW        347,954        USD    GSC      09/19/18        3,624         

778,560,000

     KRW        694,616        USD    GSC      09/19/18        2,149         

322,907,000

     KRW        288,023        USD    MSC      09/19/18        959         

390,390,000

     KRW        349,655        USD    DEUT      09/19/18               (280

200,799,000

     KRW        186,750        USD    MSC      09/19/18               (7,047

3,174,195,000

     KRW        2,858,991        USD    MSC      09/19/18               (18,277

1,685,705,000

     KRW        1,573,367        USD    MSC      12/17/18               (59,732

1,910,364,000

     KRW        1,707,588        USD    MSC      01/16/19        9,958         

34,113,000

     KZT        100,126        USD    CBK      09/19/18               (2,924

39,797,000

     KZT        116,570        USD    CBK      09/19/18               (3,172

39,797,000

     KZT        116,792        USD    CBK      09/19/18               (3,394

32,181,000

     KZT        95,210        USD    CBK      09/19/18               (3,513

32,181,000

     KZT        95,535        USD    CBK      09/19/18               (3,838

36,472,000

     KZT        108,001        USD    CBK      09/19/18               (4,078

5,470,000

     MXN        286,455        USD    MSC      08/02/18        6,940         

6,085,000

     MXN        319,589        USD    DEUT      08/02/18        6,793         

43,899,000

     MXN        2,126,220        USD    CBK      08/06/18        226,856         

5,280,000

     MXN        272,833        USD    MSC      08/06/18        10,186         

30,825,000

     MXN        1,627,938        USD    MSC      08/17/18        21,011         

2,663,000

     MXN        129,294        USD    CBK      08/17/18        13,160         

22,990,000

     MXN        1,105,138        USD    BNP      09/19/18        118,216         

16,190,000

     MXN        773,556        USD    BNP      09/19/18        87,954         

11,010,000

     MXN        524,993        USD    CBK      09/19/18        60,876         

15,900,000

     MXN        785,949        USD    RBS      09/19/18        60,129         

11,250,000

     MXN        543,553        USD    JPM      09/19/18        55,087         

11,930,000

     MXN        585,613        USD    BCLY      09/19/18        49,211         

11,440,000

     MXN        574,890        USD    JPM      09/19/18        33,860         

9,900,000

     MXN        495,942        USD    GSC      09/19/18        30,861         

9,470,000

     MXN        487,143        USD    BOA      09/19/18        16,779         

23,210,000

     MXN        1,221,254        USD    HSBC      09/19/18        13,807         

2,570,000

     MXN        127,512        USD    UBS      09/19/18        9,244         

870,000

     MXN        43,795        USD    BNP      09/19/18        2,500         

6,160,000

     MXN        327,572        USD    JPM      09/19/18        217         

5,190,000

     MXN        276,245        USD    DEUT      09/19/18               (72

2,921,000

     MXN        156,258        USD    RBC      09/19/18               (824

45,830,000

     MXN        2,384,805        USD    MSC      09/24/18        52,084         

72,970,000

     MXN        3,583,548        USD    BNP      10/18/18        280,142         

72,970,000

     MXN        3,609,249        USD    GSC      10/18/18        254,441         

830,000

     MYR        204,660        USD    UBS      08/10/18               (543


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

1,940,000

     MYR        478,717        USD    UBS      08/10/18      $      $ (1,624

1,873,000

     MYR        462,926        USD    BCLY      08/10/18               (2,310

1,280,000

     MYR        317,342        USD    UBS      08/10/18               (2,559

9,713,000

     MYR        2,406,823        USD    UBS      08/10/18               (18,161

37,554,000

     NGN        102,958        USD    GSC      09/19/18               (1,496

143,216,000

     NGN        374,421        USD    JPM      10/09/18        9,181         

1,190,000

     NZD        804,455        USD    GSC      09/19/18        6,601         

580,000

     NZD        393,065        USD    GSC      09/19/18        2,240         

205,000

     NZD        139,385        USD    GSC      09/19/18        335         

585,000

     NZD        402,478        USD    GSC      09/19/18               (3,766

660,000

     NZD        458,300        USD    RBS      09/19/18               (8,470

672,000

     NZD        473,572        USD    SCB      09/19/18               (15,563

9,763,000

     PEN        2,972,899        USD    BCLY      09/19/18        4,488         

885,000

     PEN        267,997        USD    BCLY      09/19/18        1,898         

615,000

     PEN        186,862        USD    GSC      09/19/18        692         

465,000

     PEN        141,729        USD    GSC      09/19/18        80         

9,763,000

     PEN        2,978,068        USD    BCLY      09/19/18               (681

114,750,000

     PHP        2,139,661        USD    UBS      09/19/18        16,180         

3,341,000

     PLN        896,458        USD    SSG      09/19/18        18,373         

3,165,000

     PLN        856,272        USD    CBK      09/19/18        10,367         

1,495,000

     PLN        401,621        USD    BOA      09/19/18        7,740         

755,000

     PLN        200,658        USD    GSC      09/19/18        6,076         

1,165,000

     PLN        314,324        USD    BNP      09/19/18        4,676         

365,000

     PLN        97,459        USD    DEUT      09/19/18        2,485         

1,045,000

     PLN        285,920        USD    UBS      09/19/18        222         

18,738,000

     PLN        5,147,183        USD    UBS      09/19/18               (16,352

18,737,000

     PLN        5,185,851        USD    UBS      09/19/18               (55,295

12,150,000

     RON        3,051,077        USD    HSBC      09/19/18        15,056         

860,000

     RON        215,226        USD    JPM      09/19/18        1,801         

390,000

     RON        98,463        USD    UBS      09/19/18               (44

181,088,000

     RUB        2,845,654        USD    BCLY      09/19/18        37,202         

55,930,000

     RUB        870,506        USD    BNP      09/19/18        19,880         

14,520,000

     RUB        224,625        USD    BCLY      09/19/18        6,528         

11,740,000

     RUB        184,613        USD    BCLY      09/19/18        2,283         

9,850,000

     RUB        157,047        USD    MSC      09/19/18               (239

15,140,000

     RUB        241,270        USD    UBS      09/19/18               (247

19,215,000

     RUB        305,315        USD    MSC      09/20/18        553         

2,893,000

     RUB        48,992        USD    MSC      09/20/18               (2,941

540,000

     SGD        396,475        USD    GSC      09/19/18        555         

145,000

     SGD        106,426        USD    SSG      09/19/18        184         

515,000

     SGD        379,716        USD    BNP      09/19/18               (1,066

17,860,000

     THB        534,385        USD    JPM      09/19/18        3,074         

5,580,000

     THB        168,377        USD    UBS      09/19/18               (458

8,200,000

     THB        247,271        USD    JPM      09/19/18               (509

14,760,000

     THB        444,811        USD    CBK      09/19/18               (640

18,150,000

     THB        546,871        USD    JPM      09/19/18               (685

7,630,000

     THB        233,842        USD    JPM      09/19/18               (4,233

16,020,000

     THB        487,004        USD    JPM      09/19/18               (4,916

276,586,000

     THB        8,647,366        USD    JPM      09/19/18               (324,094

2,507,000

     TRY        549,600        USD    GSC      08/17/18               (44,675

760,000

     TRY        151,330        USD    UBS      09/19/18               (367

2,400,000

     TRY        481,309        USD    MSC      09/19/18               (4,586

600,000

     TRY        126,297        USD    GSC      09/19/18               (7,116

1,180,000

     TRY        246,114        USD    GSC      09/19/18               (11,725

2,770,000

     TRY        582,825        USD    GSC      09/19/18               (32,606

9,314,000

     TRY        1,914,688        USD    CBK      09/19/18               (64,603

1,816,791

     USD        2,401,000        AUD    GSC      09/19/18        32,611         

497,163

     USD        665,000        AUD    GSC      09/19/18        3,002         

512,722

     USD        690,000        AUD    CSFB      09/19/18               (16

40,624

     USD        55,000        AUD    GSC      09/19/18               (246

460,240

     USD        620,000        AUD    BCLY      09/19/18               (482

589,563

     USD        795,000        AUD    GSC      09/19/18               (1,200

506,695

     USD        685,000        AUD    GSC      09/19/18               (2,328

837,071

     USD        1,130,000        AUD    GSC      09/19/18               (2,630

419,421

     USD        570,000        AUD    MSC      09/19/18               (4,145

2,137,018

     USD        2,887,000        AUD    MSC      09/19/18               (8,308


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

762,221

     USD      2,526,000        BRL      DEUT      08/08/18      $ 89,830      $ —    

539,849

     USD      2,005,000        BRL      MSC      08/20/18        6,982        —    

6,792,340

     USD      24,970,000        BRL      SCB      09/05/18        167,724        —    

751,337

     USD      2,810,000        BRL      GSC      09/05/18        5,835        —    

1,145,880

     USD      4,310,000        BRL      SCB      09/05/18        2,424        —    

755,520

     USD      2,840,000        BRL      GSC      09/05/18        2,060        —    

774,794

     USD      2,914,000        BRL      MSC      09/05/18        1,701        —    

143,891

     USD      547,000        BRL      MSC      09/05/18               (1,230)   

259,354

     USD      1,003,000        BRL      MSC      09/05/18               (6,745)   

462,686

     USD      1,780,000        BRL      BNP      09/05/18               (9,553)   

441,290

     USD      1,710,000        BRL      MSC      09/05/18               (12,378)   

776,692

     USD      3,003,000        BRL      SCB      09/05/18               (20,013)   

1,209,746

     USD      4,695,000        BRL      SCB      09/05/18               (35,852)   

478,381

     USD      1,737,000        BRL      MSC      10/26/18        19,608        —    

457,444

     USD      1,736,000        BRL      DEUT      10/26/18               (1,065)   

876,290

     USD      1,139,000        CAD      GSC      09/19/18               (37)   

531,416

     USD      340,000,000        CLP      BNP      09/20/18               (2,064)   

189,440

     USD      122,700,000        CLP      HSBC      09/20/18               (3,084)   

244,369

     USD      159,600,000        CLP      BNP      09/20/18               (6,052)   

673,147

     USD      438,118,000        CLP      HSBC      09/20/18               (14,285)   

756,924

     USD      500,100,000        CLP      BCLY      09/20/18               (27,762)   

687,574

     USD      4,363,000        CNH      MSC      08/08/18        46,905        —    

1,636,673

     USD      10,886,000        CNH      GSC      09/19/18        38,900        —    

902,146

     USD      5,928,000        CNH      BNP      09/19/18        32,074        —    

310,834

     USD      2,029,000        CNH      GSC      09/19/18        13,031        —    

201,121

     USD      1,290,000        CNH      MSC      09/19/18        11,784        —    

245,585

     USD      1,594,000        CNH      MSC      09/19/18        11,628        —    

112,432

     USD      745,000        CNH      MSC      09/28/18        3,098        —    

802,272

     USD      2,308,900,000        COP      BNP      09/19/18        5,211        —    

341,803

     USD      980,976,000        COP      BCLY      09/19/18        3,158        —    

447,285

     USD      1,293,100,000        COP      BNP      09/19/18        890        —    

261,829

     USD      761,400,000        COP      GSC      09/19/18               (1,016)   

155,856

     USD      461,100,000        COP      CBK      09/19/18               (3,322)   

1,433,453

     USD      31,040,000        CZK      JPM      09/19/18        11,400        —    

1,536,240

     USD      33,400,000        CZK      GSC      09/19/18        6,066        —    

1,424,226

     USD      31,041,000        CZK      MSC      09/19/18        2,127        —    

88,594

     USD      1,950,000        CZK      GSC      09/19/18               (743)   

307,929

     USD      6,760,000        CZK      GSC      09/19/18               (1,771)   

325,877

     USD      7,188,000        CZK      CBK      09/19/18               (3,431)   

276,910

     USD      6,130,000        CZK      GSC      09/19/18               (3,927)   

1,316,042

     USD      28,820,000        CZK      GSC      09/19/18               (4,305)   

2,352,682

     USD      52,370,000        CZK      GSC      09/19/18               (46,575)   

4,273,730

     USD      89,150,000        CZK      JPM      01/10/19        164,435        —    

2,129,209

     USD      44,575,000        CZK      JPM      01/10/19        74,562        —    

2,129,209

     USD      44,575,000        CZK      JPM      01/10/19        74,562        —    

228,861

     USD      5,424,000        CZK      HSBC      03/25/19               (22,063)   

6,121,768

     USD      128,450,000        CZK      JPM      09/26/19        123,981        —    

108,606

     USD      1,943,000        EGP      GSC      08/02/18               (53)   

105,598

     USD      1,943,000        EGP      DEUT      08/02/18               (3,062)   

830,027

     USD      15,480,000        EGP      DEUT      09/18/18               (22,842)   

407,916

     USD      7,420,000        EGP      JPM      09/19/18               (753)   

2,126,969

     USD      1,788,000        EUR      JPM      09/19/18        28,361        —    

1,616,994

     USD      1,362,000        EUR      GSC      09/19/18        18,389        —    

2,118,005

     USD      1,790,000        EUR      UBS      09/19/18        17,049        —    

368,613

     USD      314,000        EUR      GSC      09/19/18        66        —    

264,924

     USD      226,000        EUR      BNP      09/19/18               (337)   

226,406

     USD      201,000        EUR      JPM      03/25/19               (13,226)   

2,059,634

     USD      1,537,000        GBP      SSG      09/19/18        37,989        —    

240,183

     USD      1,882,000        HKD      JPM      09/19/18        135        —    

1,119,719

     USD      302,492,000        HUF      MSC      09/05/18        14,295        —    

2,578,294

     USD      698,563,000        HUF      GSC      09/19/18        23,231        —    

2,578,100

     USD      698,562,000        HUF      GSC      09/19/18        23,040        —    

404,027

     USD      110,800,000        HUF      UBS      09/19/18               (1,235)   

345,752

     USD      95,380,000        HUF      GSC      09/19/18               (3,110)   

595,486

     USD      163,832,000        HUF      GSC      09/19/18               (3,745)   

259,746

     USD      72,695,000        HUF      CBK      09/19/18               (6,143)   


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

2,171,786

     USD      30,544,000,000          IDR        SCB      09/19/18      $ 66,131      $ —    

816,345

     USD      11,477,000,000          IDR        GSC      09/19/18        25,139        —    

370,386

     USD      5,208,000,000          IDR        CBK      09/19/18        11,355        —    

387,993

     USD      5,558,000,000          IDR        DEUT      09/19/18        4,833        —    

539,646

     USD      7,779,000,000          IDR        SCB      09/19/18        3,374        —    

592,449

     USD      8,552,000,000          IDR        MSC      09/19/18        2,888        —    

91,206

     USD      1,284,000,000          IDR        UBS      09/19/18        2,689        —    

412,359

     USD      5,953,000,000          IDR        UBS      09/19/18        1,969        —    

213,928

     USD      3,078,000,000          IDR        UBS      09/19/18        1,736        —    

222,040

     USD      3,244,000,000          IDR        DEUT      09/19/18               (1,597)   

1,906,841

     USD      27,735,000,000          IDR        UBS      09/19/18               (5,166)   

545,965

     USD      37,320,000          INR        BCLY      09/19/18        5,102        —    

177,698

     USD      12,250,000          INR        GSC      09/19/18        164        —    

718,221

     USD      49,586,000          INR        SCB      09/19/18               (409)   

687,899

     USD      47,097,000          INR        BCLY      10/19/18        7,785        —    

1,083,372

     USD      74,731,000          INR        BNP      12/03/18        10,014        —    

514,413

     USD      35,834,000          INR        SCB      12/03/18               (269)   

167,556

     USD      17,342,000          KES        SCB      01/31/19        1,059        —    

83,697

     USD      8,671,000          KES        SCB      01/31/19        448        —    

745,249

     USD      846,417,000          KRW        MSC      08/24/18               (11,787)   

727,017

     USD      779,580,000          KRW        BCLY      09/19/18        29,339        —    

1,038,494

     USD      1,145,480,000          KRW        BCLY      09/19/18        13,358        —    

361,572

     USD      402,140,000          KRW        BCLY      09/19/18        1,680        —    

351,825

     USD      393,020,000          KRW        MSC      09/19/18        95        —    

123,520

     USD      138,960,000          KRW        UBS      09/19/18               (841)   

361,729

     USD      407,600,000          KRW        JPM      09/19/18               (3,048)   

19,482

     USD      6,579,000          KZT        CBK      09/19/18        736        —    

17,233

     USD      5,805,000          KZT        CBK      09/19/18        692        —    

17,175

     USD      5,805,000          KZT        CBK      09/19/18        634        —    

21,068

     USD      7,179,000          KZT        CBK      09/19/18        612        —    

21,028

     USD      7,179,000          KZT        CBK      09/19/18        572        —    

18,060

     USD      6,153,000          KZT        CBK      09/19/18        527        —    

157,479

     USD      2,921,000          MXN        RBC      08/02/18        805        —    

458,572

     USD      8,634,000          MXN        DEUT      08/02/18               (4,530)   

168,491

     USD      3,175,000          MXN        BCLY      08/17/18               (1,353)   

472,396

     USD      8,840,000          MXN        BNP      09/19/18        1,999        —    

29,767

     USD      568,000          MXN        CSFB      09/19/18               (458)   

370,507

     USD      7,040,000          MXN        UBS      09/19/18               (4,109)   

681,125

     USD      12,941,000          MXN        CSFB      09/19/18               (7,497)   

474,427

     USD      9,120,000          MXN        CBK      09/19/18               (10,871)   

428,452

     USD      8,270,000          MXN        DEUT      09/19/18               (11,614)   

476,659

     USD      9,270,000          MXN        GSC      09/19/18               (16,620)   

884,845

     USD      17,194,000          MXN        GSC      09/19/18               (30,090)   

1,456,065

     USD      28,450,000          MXN        CBK      09/19/18               (57,828)   

502,121

     USD      10,540,000          MXN        BNP      09/19/18               (58,738)   

508,580

     USD      10,730,000          MXN        CSFB      09/19/18               (62,390)   

976,506

     USD      19,740,000          MXN        JPM      09/19/18               (73,907)   

976,429

     USD      19,740,000          MXN        BNP      09/19/18               (73,985)   

5,609,663

     USD      117,500,000          MXN        BCLY      09/19/18               (642,798)   

1,849,476

     USD      35,411,000          MXN        JPM      09/24/18               (33,410)   

294,891

     USD      5,628,000          MXN        BOA      09/27/18               (4,228)   

25,491

     USD      490,000          MXN        GSC      10/12/18               (483)   

3,662,601

     USD      72,970,000          MXN        GSC      10/18/18               (201,089)   

3,630,041

     USD      72,970,000          MXN        GSC      10/18/18               (233,649)   

264,258

     USD      5,120,000          MXN        MSC      11/16/18               (5,535)   

1,213,106

     USD      1,723,000          NZD        MSC      09/19/18        38,778        —    

595,488

     USD      845,000          NZD        SCB      09/19/18        19,570        —    

400,777

     USD      590,000          NZD        GSC      09/19/18               (1,343)   

756,490

     USD      2,480,000          PEN        BCLY      09/19/18        173        —    

271,193

     USD      890,000          PEN        BNP      09/19/18               (227)   

755,481

     USD      2,481,000          PEN        BCLY      09/19/18               (1,140)   

453,869

     USD      24,341,000          PHP        UBS      09/19/18               (3,432)   

351,567

     USD      18,960,000          PHP        GSC      09/19/18               (4,640)   

625,539

     USD      33,106,000          PHP        BCLY      10/18/18        4,535        —    

164,955

     USD      596,000          PLN        UBS      09/19/18        1,759        —    

163,991

     USD      597,000          PLN        UBS      09/19/18        521        —    


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

239,924

     USD        885,000          PLN      GSC      09/19/18      $      $ (2,407

239,241

     USD        885,000          PLN      GSC      09/19/18               (3,089

524,113

     USD        1,935,000          PLN      GSC      09/19/18               (5,728

255,068

     USD        955,000          PLN      GSC      09/19/18               (6,430

1,025,182

     USD        3,520,000          PLN      BCLY      09/24/18        61,266        —   

86,140

     USD        345,000          RON      GSC      09/19/18               (923

334,237

     USD        1,331,000          RON      HSBC      09/19/18               (1,649

764,471

     USD        3,045,000          RON      GSC      09/19/18               (3,955

1,003,759

     USD        4,045,000          RON      GSC      09/19/18               (17,023

1,137,178

     USD        71,031,000          RUB      GSC      09/19/18        6,390        —   

1,086,624

     USD        67,914,000          RUB      GSC      09/19/18        5,458        —   

641,048

     USD        40,120,000          RUB      GSC      09/19/18        2,352        —   

347,092

     USD        21,754,000          RUB      GSC      09/19/18        776        —   

4,769

     USD        298,000          RUB      GSC      09/19/18        25        —   

7,687

     USD        487,000          RUB      MSC      09/19/18               (66

1,325,433

     USD        83,489,000          RUB      HSBC      09/19/18               (3,682

1,312,354

     USD        83,490,000          RUB      BCLY      09/19/18               (16,777

50,000

     USD        2,950,000          RUB      MSC      09/20/18        3,041        —   

366,139

     USD        23,140,000          RUB      MSC      09/20/18               (2,208

195,604

     USD        12,548,000          RUB      MSC      09/20/18               (4,138

234,524

     USD        15,298,000          RUB      MSC      09/20/18               (8,993

149,803

     USD        9,520,000          RUB      BCLY      01/11/19               (154

1,818,059

     USD        2,425,000          SGD      CBK      09/19/18        35,099        —   

392,883

     USD        535,000          SGD      UBS      09/19/18               (471

639,354

     USD        20,990,000          THB      BNP      09/19/18        7,705        —   

727,391

     USD        24,220,000          THB      HSBC      09/19/18               (1,459

448,592

     USD        2,120,000          TRY      GSC      08/17/18        21,611        —   

825,392

     USD        3,915,000          TRY      GSC      09/19/18        47,737        —   

735,266

     USD        3,472,000          TRY      MSC      09/19/18        45,606        —   

505,143

     USD        2,495,000          TRY      GSC      09/19/18        9,549        —   

262,654

     USD        1,295,000          TRY      RBS      09/19/18        5,422        —   

38,081

     USD        190,000          TRY      GSC      09/19/18        340        —   

652,487

     USD        20,723,000          UYU      CBK      09/19/18               (20,665

317,694

     USD        4,073,000          ZAR      BOA      08/06/18        8,644        —   

932,347

     USD        12,348,000          ZAR      BOA      08/06/18               (4,593

930,692

     USD        12,824,000          ZAR      MSC      08/06/18               (42,366

499,260

     USD        6,746,000          ZAR      MSC      09/14/18               (10,041

2,219,030

     USD        28,734,000          ZAR      MSC      09/19/18        51,011        —   

423,441

     USD        5,665,000          ZAR      BCLY      09/19/18               (3,991

325,995

     USD        4,410,000          ZAR      GSC      09/19/18               (6,745

419,608

     USD        5,665,000          ZAR      BCLY      09/19/18               (7,824

1,106,706

     USD        14,822,000          ZAR      UBS      09/19/18               (11,634

743,447

     USD        10,043,000          ZAR      BCLY      09/19/18               (14,311

4,284,000

     ZAR        321,827          USD      BOA      09/14/18        1,601        —   

9,986,000

     ZAR        716,346          USD      JPM      09/19/18        37,112        —   

13,190,000

     ZAR        961,672          USD      CBK      09/19/18        33,532        —   

9,360,000

     ZAR        676,382          USD      CBK      09/19/18        29,843        —   

8,510,000

     ZAR        615,436          USD      GSC      09/19/18        26,655        —   

17,943,000

     ZAR        1,334,965          USD      BCLY      09/19/18        18,858        —   

5,490,000

     ZAR        400,091          USD      JPM      09/19/18        14,136        —   

10,067,000

     ZAR        750,928          USD      CSFB      09/19/18        8,641        —   

1,990,000

     ZAR        142,197          USD      GSC      09/19/18        7,951        —   

2,606,000

     ZAR        194,351          USD      GSC      09/19/18        2,275        —   

5,520,000

     ZAR        415,516          USD      GSC      09/19/18        976        —   

4,690,000

     ZAR        353,236          USD      GSC      09/19/18        630        —   

6,360,000

     ZAR        481,782          USD      GSC      09/19/18               (1,911

 

 

        Total

                      $ 4,038,997      $ (4,524,643

 

 

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

 

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

Barclays

  
BNP   

BNP Paribas Securities Services

  
BOA   

Banc of America Securities LLC

  


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

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

  
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

  
HKD   

Hong Kong Dollar

  
HUF   

Hungarian Forint

  
IDR   

Indonesian Rupiah

  
INR   

Indian Rupee

  
KES   

Kenyan Shilling

  
KRW   

South Korean Won

  
KZT   

Kazakhstani Tenge

  
MXN   

Mexican Peso

  
MYR   

Malaysian Ringgit

  
NGN   

Nigerian Naira

  
NZD   

New Zealand Dollar

  
PEN   

Peruvian Sol

  
PHP   

Philippine Peso

  
PLN   

Polish Zloty

  
RON   

New Romanian Leu

  
RUB   

Russian Ruble

  
SGD   

Singapore Dollar

  
THB   

Thai Baht

  
TRY   

Turkish Lira

  
USD   

United States Dollar

  
UYU   

Uruguayan Peso

  
ZAR   

South African Rand

  
Index Abbreviations:     
BADLAR   

Buenos Aires Deposits of Large Amount Rate

  
CMT   

Constant Maturity Treasury Index

  
Other Abbreviations:     
CJSC   

Closed Joint Stock Company

  
CLICP   

Sinacofi Chile Interbank Offered Rate

  
DDCA   

Dollars on Deposit in Custody Account

  
EM   

Emerging Markets

  
EURIBOR   

Euro Interbank Offered Rate

  
JSC   

Joint Stock Company

  
KSDA   

Korea Securities Dealers Association

  
LIBOR   

London Interbank Offered Rate

  
MTN   

Medium Term Note

  
OJSC   

Open Joint Stock Company

  
OTC   

Over-the-Counter

  


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

PJSC   

Private Joint Stock Company

  
PRIBOR   

Prague Interbank Offered Rate

  
TIIE   

Interbank Equilibrium Interest Rate

  
USSW   

United State Swaps

  
WIBOR   

Warsaw Interbank Offered Rate

  


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

        

Corporate Bonds

   $ 42,099,910     $     $ 42,099,910     $  

Foreign Government Obligations

         120,023,399             120,023,399        

Short-Term Investments

     11,280,951       5,994,623       5,286,328        

Purchased Options

     1,080,515             1,080,515        

Foreign Currency Contracts(2)

     4,038,997             4,038,997        

Futures Contracts(2)

     3,937       3,937              

Swaps - Cross Currency(2)

     668,572             668,572        

Swaps - Interest Rate(2)

     78,686             78,686        

Swaps - Total Return(2)

     28,574             28,574        
  

 

 

 

 

 

 

   

 

 

   

 

 

 

Total

   $ 179,303,541     $     5,998,560     $     173,304,981     $  
  

 

 

 

 

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (4,524,643   $     $ (4,524,643   $  

Futures Contracts(2)

     (53,109     (53,109            

Swaps - Credit Default(2)

     (26,560           (26,560      

Swaps - Cross Currency(2)

     (729,818           (729,818      

Swaps - Interest Rate(2)

     (159,767           (159,767      

Written Options

     (565,514           (565,514      
  

 

 

 

 

 

 

   

 

 

   

 

 

 

Total

   $ (6,059,411   $ (53,109   $ (6,006,302   $             —  
  

 

 

 

 

 

 

   

 

 

   

 

 

 

(1) For the period ended July 31, 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.


 

Hartford Environmental Opportunities Fund

    

Schedule of Investments

July 31, 2018 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 97.5%

 

  

Austria - 1.0%

 

43,113

  

Zumtobel Group AG*(1)

   $ 309,587  
     

 

 

 
  

Brazil - 2.0%

  

52,880

  

Cia de Saneamento do Parana

     627,239  
     

 

 

 
  

China - 7.5%

  

1,458,607

  

China Longyuan Power Group Corp. Ltd. Class H

     1,358,608  

2,765,590

  

Huaneng Renewables Corp. Ltd. Class H

     1,029,053  
     

 

 

 
                2,387,661  
     

 

 

 
  

France - 4.3%

 

18,025

  

Cie de Saint-Gobain

     801,361  

36,517

  

Rexel S.A.

     571,121  
     

 

 

 
        1,372,482  
     

 

 

 
  

Germany - 2.6%

 

5,895

  

Siemens AG

     832,014  
     

 

 

 
  

Japan - 7.8%

 

6,010

  

Daikin Industries Ltd.

     718,375  

33,165

  

Fujitsu General Ltd.

     510,673  

12,635

  

Kyudenko Corp.

     506,097  

40,745

  

Sekisui Chemical Co., Ltd.

     729,280  
     

 

 

 
        2,464,425  
     

 

 

 
  

Netherlands - 2.2%

 

38,144

  

Arcadis N.V.(1)

     696,482  
     

 

 

 
  

Spain - 3.3%

 

132,494

  

Iberdrola S.A.

     1,030,127  

3,785

  

Iberdrola S.A.

     29,433  
     

 

 

 
        1,059,560  
     

 

 

 
  

Sweden - 3.7%

 

24,454

  

Electrolux AB Class B

     573,598  

53,902

  

Nibe Industrier AB Class B

     605,804  
     

 

 

 
        1,179,402  
     

 

 

 
  

Switzerland - 2.0%

 

28,054

  

ABB Ltd.

     643,995  
     

 

 

 
  

United Kingdom - 5.3%

 

8,961

  

Aptiv plc

     878,805  

99,462

  

Smart Metering Systems plc

     817,890  
     

 

 

 
        1,696,695  
     

 

 

 
  

United States - 55.8%

 

16,361

  

AquaVenture Holdings Ltd.*

     270,611  

20,262

  

Avangrid, Inc.

     1,014,316  

16,015

  

Clean Harbors, Inc.*

     911,734  

9,088

  

Eaton Corp. plc

     755,849  

16,234

  

Edison International

     1,081,671  

20,535

  

First Solar, Inc.*

     1,075,007  

7,568

  

FMC Corp.

     680,212  

59,587

  

Green Plains, Inc.

     989,144  

39,580

  

Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT

     775,372  

4,833

  

Hubbell, Inc.

     595,667  

4,420

  

Illinois Tool Works, Inc.

     633,519  

20,089

  

Itron, Inc.*

     1,229,447  

18,432

  

Johnson Controls International plc

     691,384  

68,809

  

Mueller Water Products, Inc. Class A

     849,791  

5,385

  

NextEra Energy, Inc.

     902,203  

34,477

  

NRG Yield, Inc. Class C

     641,272  

13,426

  

Pattern Energy Group, Inc. Class A

     249,321  

11,234

  

Pentair plc

     501,598  

11,814

  

Tetra Tech, Inc.

     718,291  

7,516

  

Verisk Analytics, Inc.*

     831,420  

10,339

  

Waste Management, Inc.

     930,510  


 

Hartford Environmental Opportunities Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

7,070

  

Watts Water Technologies, Inc. Class A

 

  $ 604,839  

11,001

  

Xylem, Inc.

 

    842,237  
       

 

 

 
          17,775,415  
       

 

 

 
  

Total Common Stocks
(cost $29,303,819)

 

  $         31,044,957  
       

 

 

 
  

Total Long-Term Investments
(cost $29,303,819)

     $ 31,044,957  
       

 

 

 

Short-Term Investments - 2.2%

 

  

Other Investment Pools & Funds - 2.0%

 

659,058

  

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class, 1.82%(2)

 

    659,058  
       

 

 

 
  

Securities Lending Collateral - 0.2%

 

2,812

  

Citibank NA DDCA, 1.91%, 08/01/2018(2)

 

    2,812  

28,910

  

Goldman Sachs Financial Sq, Government Institutional Fund, 1.82%(2)

 

    28,910  

11,580

  

Invesco Government & Agency Portfolio, 1.81%(2)

 

    11,580  

5,969

  

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.82%(2)

 

    5,969  

6,969

  

Western Asset Institutional Government Class A Fund, 1.76%(2)

 

    6,969  
       

 

 

 
          56,240  
       

 

 

 
  

Total Short-Term Investments
(cost $715,298)

 

  $ 715,298  
       

 

 

 
  

Total Investments
(cost $30,019,117)

     99.7   $ 31,760,255  
  

Other Assets and Liabilities

     0.3     87,487  
       

 

 

 
  

Total Net Assets

     100.0   $ 31,847,742  
       

 

 

 

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 2 for securities lending information.

(2)

Current yield as of period end.

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)   
Other Abbreviations:                                    
DDCA    Dollars on Deposit in Custody Account   
REIT    Real Estate Investment Trust   


 

Hartford Environmental Opportunities Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Austria

   $ 309,587      $      $ 309,587      $ —   

Brazil

     627,239        627,239               —   

China

     2,387,661               2,387,661        —   

France

     1,372,482               1,372,482        —   

Germany

     832,014               832,014        —   

Japan

     2,464,425               2,464,425        —   

Netherlands

     696,482               696,482        —   

Spain

     1,059,560        29,433        1,030,127        —   

Sweden

     1,179,402               1,179,402        —   

Switzerland

     643,995               643,995        —   

United Kingdom

     1,696,695        878,805        817,890        —   

United States

     17,775,415        17,775,415               —   

Short-Term Investments

     715,298        715,298               —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $         31,760,255      $         20,026,190      $         11,734,065      $                       —   
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2018, there were no transfers between any levels.

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


 

The Hartford Equity Income Fund

    

Schedule of Investments

July 31, 2018 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 97.7%

  
  

Automobiles & Components - 0.5%

 

168,035

  

Cie Generale des Etablissements Michelin SCA

   $ 21,578,615  
     

 

 

 
  

Banks - 13.1%

 

904,260

  

BB&T Corp.

     45,945,451  

1,643,725

  

JP Morgan Chase & Co.

     188,946,189  

456,325

  

M&T Bank Corp.

     79,103,939  

891,970

  

PNC Financial Services Group, Inc.

     129,184,015  

944,400

  

US Bancorp

     50,062,644  

1,504,705

  

Wells Fargo & Co.

     86,204,549  
     

 

 

 
                579,446,787  
     

 

 

 
  

Capital Goods - 8.2%

 

153,794

  

3M Co.

     32,653,542  

4,882,552

  

BAE Systems plc

     41,796,244  

322,666

  

Caterpillar, Inc.

     46,399,371  

251,288

  

Deere & Co.

     36,383,990  

822,482

  

Eaton Corp. plc

     68,405,828  

362,473

  

Honeywell International, Inc.

     57,868,814  

140,621

  

Lockheed Martin Corp.

     45,856,508  

238,688

  

United Technologies Corp.

     32,399,509  
     

 

 

 
        361,763,806  
     

 

 

 
  

Diversified Financials - 1.3%

 

41,092

  

BlackRock, Inc.

     20,659,414  

1,331,403

  

Invesco Ltd.

     35,934,567  
     

 

 

 
        56,593,981  
     

 

 

 
  

Energy - 13.3%

 

1,660,798

  

Canadian Natural Resources Ltd.

     60,851,639  

909,994

  

Chevron Corp.

     114,904,942  

849,567

  

Exxon Mobil Corp.

     69,248,206  

2,525,265

  

Kinder Morgan, Inc.

     44,899,212  

501,990

  

Occidental Petroleum Corp.

     42,132,021  

225,738

  

Phillips 66

     27,842,525  

694,156

  

Schlumberger Ltd.

     46,869,413  

2,957,824

  

Suncor Energy, Inc.

     124,642,703  

1,260,248

  

TransCanada Corp.

     56,683,792  
     

 

 

 
        588,074,453  
     

 

 

 
  

Food & Staples Retailing - 1.7%

 

708,502

  

Sysco Corp.

     47,618,419  

298,190

  

Walmart, Inc.

     26,607,494  
     

 

 

 
        74,225,913  
     

 

 

 
  

Food, Beverage & Tobacco - 5.9%

 

760,706

  

British American Tobacco plc

     41,817,719  

515,105

  

Kraft Heinz Co.

     31,035,076  

852,228

  

Mondelez International, Inc. Class A

     36,969,651  

326,918

  

Nestle S.A.

     26,641,642  

315,697

  

PepsiCo., Inc.

     36,305,155  

1,017,255

  

Philip Morris International, Inc.

     87,789,107  
     

 

 

 
        260,558,350  
     

 

 

 
  

Health Care Equipment & Services - 2.9%

 

1,109,327

  

Koninklijke Philips N.V.

     48,698,953  

897,419

  

Medtronic plc

     80,974,116  
     

 

 

 
        129,673,069  
     

 

 

 
  

Household & Personal Products - 1.9%

 

1,494,906

  

Unilever N.V.

     85,897,299  
     

 

 

 
  

Insurance - 7.8%

 

773,955

  

American International Group, Inc.

     42,730,055  

607,029

  

Chubb Ltd.

     84,814,092  

778,920

  

Marsh & McLennan Cos., Inc.

     64,930,771  

1,738,805

  

MetLife, Inc.

     79,532,941  


 

The Hartford Equity Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

656,402

  

Principal Financial Group, Inc.

 

   $ 38,123,828  

268,384

  

Travelers Cos., Inc.

 

     34,927,494  
        

 

 

 
                   345,059,181  
        

 

 

 
  

Materials - 2.9%

 

1,238,162

  

DowDuPont, Inc.

 

     85,148,401  

823,540

  

International Paper Co.

 

     44,248,804  
        

 

 

 
           129,397,205  
        

 

 

 
  

Media - 1.9%

 

2,317,732

  

Comcast Corp. Class A

 

     82,928,451  
        

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 12.7%

 

129,065

  

Amgen, Inc.

 

     25,367,726  

945,244

  

Bristol-Myers Squibb Co.

 

     55,533,085  

989,116

  

Eli Lilly & Co.

 

     97,734,552  

780,714

  

Johnson & Johnson

 

     103,460,219  

1,161,326

  

Merck & Co., Inc.

 

     76,496,544  

625,371

  

Novartis AG

 

     52,482,202  

2,688,263

  

Pfizer, Inc.

 

     107,342,341  

184,398

  

Roche Holding AG

 

     45,296,689  
        

 

 

 
           563,713,358  
        

 

 

 
  

Real Estate - 1.3%

 

504,062

  

Crown Castle International Corp. REIT

 

     55,865,192  
        

 

 

 
  

Retailing - 0.9%

 

213,216

  

Home Depot, Inc.

 

     42,114,424  
        

 

 

 
  

Semiconductors & Semiconductor Equipment - 6.0%

 

900,932

  

Analog Devices, Inc.

 

     86,615,602  

37,643

  

Broadcom, Inc.

 

     8,348,088  

1,835,976

  

Intel Corp.

 

     88,310,446  

701,187

  

Maxim Integrated Products, Inc.

 

     42,870,573  

612,365

  

QUALCOMM, Inc.

 

     39,246,473  
        

 

 

 
           265,391,182  
        

 

 

 
  

Technology Hardware & Equipment - 2.6%

 

2,702,325

  

Cisco Systems, Inc.

 

     114,281,324  
        

 

 

 
  

Telecommunication Services - 3.3%

 

914,815

  

BCE, Inc.

 

     38,875,330  

2,046,815

  

Verizon Communications, Inc.

 

     105,697,527  
        

 

 

 
           144,572,857  
        

 

 

 
  

Transportation - 2.0%

 

603,719

  

Union Pacific Corp.

 

     90,491,441  
        

 

 

 
  

Utilities - 7.5%

 

661,137

  

American Electric Power Co., Inc.

 

     47,033,286  

728,348

  

Dominion Energy, Inc.

 

     52,229,835  

305,368

  

Duke Energy Corp.

 

     24,924,136  

247,269

  

Edison International

 

     16,475,533  

765,626

  

Eversource Energy

 

     46,488,811  

348,646

  

NextEra Energy, Inc.

 

     58,412,151  

435,196

  

Sempra Energy

 

     50,304,306  

737,470

  

Xcel Energy, Inc.

 

     34,557,844  
        

 

 

 
           330,425,902  
        

 

 

 
  

Total Common Stocks
(cost $3,364,916,449)

 

   $ 4,322,052,790  
        

 

 

 
  

Total Long-Term Investments
(cost $3,364,916,449)

      $ 4,322,052,790  
        

 

 

 

Short-Term Investments - 2.3%

 

  

Other Investment Pools & Funds - 2.3%

 

100,275,900

  

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.82%(1)

 

     100,275,900  
        

 

 

 
  

Total Short-Term Investments
(cost $100,275,900)

 

   $ 100,275,900  
        

 

 

 
  

Total Investments
(cost $3,465,192,349)

     100.0%      $ 4,422,328,690  
  

Other Assets and Liabilities

     0.0%        1,943,055  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 4,424,271,745  
     

 

 

    

 

 

 


 

The Hartford Equity Income Fund

    

Schedule of Investments – (continued)

July 31, 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.

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)   
Other Abbreviations:   
REIT    Real Estate Investment Trust                            


 

The Hartford Equity Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Automobiles & Components

   $ 21,578,615      $      $ 21,578,615      $ —   

Banks

     579,446,787        579,446,787               —   

Capital Goods

     361,763,806        319,967,562        41,796,244        —   

Diversified Financials

     56,593,981        56,593,981               —   

Energy

     588,074,453        588,074,453               —   

Food & Staples Retailing

     74,225,913        74,225,913               —   

Food, Beverage & Tobacco

     260,558,350        192,098,989        68,459,361        —   

Health Care Equipment & Services

     129,673,069        80,974,116        48,698,953        —   

Household & Personal Products

     85,897,299        85,897,299               —   

Insurance

     345,059,181        345,059,181               —   

Materials

     129,397,205        129,397,205               —   

Media

     82,928,451        82,928,451               —   

Pharmaceuticals, Biotechnology & Life Sciences

     563,713,358        465,934,467        97,778,891        —   

Real Estate

     55,865,192        55,865,192               —   

Retailing

     42,114,424        42,114,424               —   

Semiconductors & Semiconductor Equipment

     265,391,182        265,391,182               —   

Technology Hardware & Equipment

     114,281,324        114,281,324               —   

Telecommunication Services

     144,572,857        144,572,857               —   

Transportation

     90,491,441        90,491,441               —   

Utilities

     330,425,902        330,425,902               —   

Short-Term Investments

     100,275,900        100,275,900               —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     4,422,328,690      $     4,144,016,626      $       278,312,064      $                     —   
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2018, there were no transfers between any levels.


 

The Hartford Floating Rate Fund

    

Schedule of Investments

July 31, 2018 (Unaudited)

 

Shares or Principal Amount    Market Value  

Corporate Bonds - 9.1%

 

  

Advertising - 0.0%

  
      $        1,500,000   

Acosta, Inc.
7.75%, 10/01/2022(1)

   $ 738,750  
     

 

 

 
  

Auto Manufacturers - 0.1%

  
2,500,000   

Tesla, Inc.
5.30%, 08/15/2025(1)

     2,212,500  
     

 

 

 
  

Auto Parts & Equipment - 0.1%

  
4,000,000   

Adient Global Holdings Ltd.
4.88%, 08/15/2026(1)

     3,670,000  
     

 

 

 
  

Biotechnology - 0.1%

  
4,200,000   

Sotera Health Topco, Inc. (8.13% Cash, 8.88% PIK)
8.13%, 11/01/2021(1)(2)

     4,246,410  
     

 

 

 
  

Chemicals - 0.2%

  
6,873,000   

Yingde Gases Investment Ltd.
6.25%, 01/19/2023(1)

     6,531,338  
     

 

 

 
  

Coal - 0.5%

  
1,975,000   

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

     2,024,375  
6,085,000   

Foresight Energy LLC / Foresight Energy Finance Corp.
11.50%, 04/01/2023(1)(11)

     5,430,863  
  

Peabody Energy Corp.

  
5,850,000   

6.00%, 03/31/2022(1)

     6,025,500  
5,075,000   

6.38%, 03/31/2025(1)

     5,404,875  
715,000   

Warrior Met Coal, Inc.
8.00%, 11/01/2024(1)

     739,131  
     

 

 

 
        19,624,744  
     

 

 

 
  

Commercial Banks - 2.4%

  
7,600,000   

Banco Bilbao Vizcaya Argentaria S.A.
5 year USD Swap + 3.870%, 6.13%, 11/16/2027(3)(4)

     6,992,000  
  

Banco de Sabadell S.A.

  
EUR        4,600,000   

5 year EUR Swap + 6.051%, 6.13%, 11/23/2022(3)(4)(5)

     5,449,744  
3,000,000   

5 year EUR Swap + 6.414%, 6.50%, 05/18/2022(3)(4)(5)

     3,624,692  
  

BNP Paribas S.A.

  
      $        9,770,000   

5 year USD Swap + 2.838%, 5.13%, 11/15/2027(1)(3)(4)

     8,683,087  
5,675,000   

5 year USD Swap + 6.314%, 7.63%, 03/30/2021(1)(3)(4)

     6,043,875  
EUR        4,000,000   

Caixa Geral de Depositos S.A.
5 year EUR Swap + 10.925%, 10.75%, 03/30/2022(3)(4)(5)(11)

     5,308,194  
  

Credit Agricole S.A.

  
      $        2,150,000   

5 year USD Swap + 4.898%, 7.88%, 01/23/2024(1)(3)(4)

     2,287,385  
3,625,000   

5 year USD Swap + 6.185%, 8.13%, 12/23/2025(1)(3)(4)

     3,978,438  
7,800,000   

Credit Suisse Group AG
5 year USD Swap + 3.455%, 6.25%, 12/18/2024(1)(3)(4)

     7,829,250  
4,095,000   

Freedom Mortgage Corp.
8.13%, 11/15/2024(1)

     3,992,625  
  

HSBC Holdings plc

  
4,275,000   

5 year USD ICE Swap + 3.453%, 6.25%, 03/23/2023(3)(4)

     4,307,062  
5,220,000   

5 year USD ICE Swap + 4.368%, 6.38%, 03/30/2025(3)(4)

     5,242,759  
9,900,000   

Intesa Sanpaolo S.p.A.
5 year USD Swap + 5.462%, 7.70%, 09/17/2025(1)(3)(4)

     9,454,500  
8,145,000   

Itau Unibanco Holding S.A.
5 year CMT Swap + 3.981%, 6.13%, 12/12/2022(1)(3)(4)

     7,809,019  
5,000,000   

Standard Chartered plc
5 year USD Swap + 5.723%, 7.75%, 04/02/2023(1)(3)(4)

     5,212,500  
3,825,000   

UBS Group Funding Switzerland AG
5 year USD Swap + 4.866%, 7.00%, 02/19/2025(3)(4)(5)

     4,032,958  
  

UniCredit S.p.A.

  
EUR        3,125,000   

5 year USD Swap + 4.925%, 5.38%, 06/03/2025(3)(4)(5)

     3,350,933  
3,325,000   

5 year EUR Swap + 6.387%, 6.63%, 06/03/2023(3)(4)(5)

     3,917,405  
     

 

 

 
                97,516,426  
     

 

 

 


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Commercial Services - 0.5%

  
  

APX Group, Inc.

  
$        2,000,000   

7.88%, 12/01/2022

   $ 2,015,000  
2,000,000   

8.75%, 12/01/2020

     1,980,000  
12,145,000   

Brand Industrial Services, Inc.
8.50%, 07/15/2025(1)

             12,387,900  
4,500,000   

Team Health Holdings, Inc.
6.38%, 02/01/2025(1)

     3,926,250  
     

 

 

 
        20,309,150  
     

 

 

 
  

Diversified Financial Services - 0.2%

  
9,950,000   

Navient Corp.
5.88%, 10/25/2024

     9,626,625  
     

 

 

 
  

Energy-Alternate Sources - 0.1%

  
7,135,000   

Rio Energy S.A. / UGEN S.A. / UENSA S.A.
6.88%, 02/01/2025(1)

     5,900,645  
     

 

 

 
  

Entertainment - 0.4%

  
8,250,000   

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

     7,637,025  
EUR        6,430,000   

LHMC Finco S.a.r.l.
3 mo. EURIBOR + 5.750%, 5.75%, 12/20/2023(1)(4)

     7,570,951  
     

 

 

 
        15,207,976  
     

 

 

 
  

Food - 0.3%

  
GBP           853,669   

Iceland Bondco plc
3 mo. GBP LIBOR+ 4.25%, 5.00%, 07/15/2020(1)(4)(11)

     1,114,880  
$        5,000,000   

Marb BondCo plc
6.88%, 01/19/2025(1)

     4,825,050  
7,835,000   

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

     7,658,713  
     

 

 

 
        13,598,643  
     

 

 

 
  

Household Products - 0.2%

  
10,000,000   

Revlon Consumer Products Corp.
5.75%, 02/15/2021

     7,625,000  
     

 

 

 
  

Household Products/Wares - 0.2%

  
EUR        8,700,000   

Diamond BC B.V.
5.63%, 08/15/2025(5)

     9,362,325  
     

 

 

 
  

Insurance - 0.2%

  
$        7,500,000   

HUB International Ltd.
7.00%, 05/01/2026(1)

     7,528,125  
     

 

 

 
  

Iron/Steel - 0.7%

  
10,000,000   

AK Steel Corp.
7.00%, 03/15/2027

     9,487,500  
7,825,000   

CSN Islands XI Corp.
6.88%, 09/21/2019(5)

     7,815,297  
6,000,000   

CSN Resources S.A.
7.63%, 02/13/2023(1)

     5,662,560  
5,000,000   

Koks OAO Via Koks Finance DAC
7.50%, 05/04/2022(5)

     4,982,240  
     

 

 

 
        27,947,597  
     

 

 

 
  

Media - 0.1%

  
5,950,000   

Altice Luxembourg S.A.
7.75%, 05/15/2022(1)

     5,920,250  
     

 

 

 
  

Metal Fabricate/Hardware - 0.2%

  
10,000,000   

Hillman Group, Inc.
6.38%, 07/15/2022(1)

     9,559,700  
     

 

 

 
  

Mining - 0.4%

  
5,525,000   

Constellium N.V.
6.63%, 03/01/2025(1)

     5,633,787  
  

First Quantum Minerals Ltd.

  
5,645,000   

7.25%, 04/01/2023(1)

     5,666,169  
        3,775,000   

7.50%, 04/01/2025(1)

     3,798,594  
     

 

 

 
                15,098,550  
     

 

 

 


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Oil & Gas - 0.2%

  
$        6,100,000   

Sable Permian Resources LLC / AEPB Finance Corp.
3 mo. USD LIBOR + 6.500%, 8.85%, 08/01/2019(1)(4)(11)

   $         5,429,000  
5,060,000   

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.
8.75%, 04/15/2023(1)

     4,680,500  
     

 

 

 
        10,109,500  
     

 

 

 
  

Packaging & Containers - 0.1%

  
4,215,000   

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
7.00%, 07/15/2024(1)

     4,267,687  
     

 

 

 
  

Pharmaceuticals - 0.2%

  
4,500,000   

Endo Finance LLC / Endo Finco, Inc.
7.25%, 01/15/2022(1)

     4,252,500  
5,715,000   

NVA Holdings, Inc.
6.88%, 04/01/2026(1)

     5,686,425  
     

 

 

 
        9,938,925  
     

 

 

 
  

Retail - 0.8%

  
4,975,000   

Eurotorg LLC Via Bonitron DAC
8.75%, 10/30/2022(1)

     4,973,507  
6,700,000   

Ferrellgas L.P. / Ferrellgas Finance Corp.
6.75%, 01/15/2022

     5,996,500  
13,005,000   

PetSmart, Inc.
5.88%, 06/01/2025(1)

     10,208,925  
10,000,000   

Staples, Inc.
8.50%, 09/15/2025(1)

     9,400,000  
     

 

 

 
        30,578,932  
     

 

 

 
  

Telecommunications - 0.3%

  
7,000,000   

Frontier Communications Corp.
8.50%, 04/01/2026(1)

     6,720,000  
5,000,000   

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

     5,187,340  
     

 

 

 
        11,907,340  
     

 

 

 
  

Textiles - 0.1%

  
EUR        1,915,000   

Eagle Intermediate Global Holding B.V./Ruyi US Finance LLC
5.38%, 05/01/2023(1)

     2,237,178  
     

 

 

 
  

Transportation - 0.4%

  
$        8,370,000   

Hertz Corp.
7.63%, 06/01/2022(1)

     8,150,287  
10,000,000   

Rumo Luxembourg S.a.r.l.
5.88%, 01/18/2025(1)

     9,600,000  
     

 

 

 
        17,750,287  
     

 

 

 
  

Water - 0.1%

  
3,860,000   

Aegea Finance S.a.r.l.
5.75%, 10/10/2024(1)

     3,705,600  
     

 

 

 
  

Total Corporate Bonds
(cost $386,203,161)

   $ 372,720,203  
     

 

 

 

Senior Floating Rate Interests - 91.1%(6)

  
  

Advertising - 0.6%

   $    
18,784,032   

Acosta Holdco, Inc.
1 mo. USD LIBOR + 3.250%, 5.33%, 09/26/2021

     14,610,408  
8,009,899   

Entravision Communications Corp.
1 mo. USD LIBOR + 2.750%, 4.83%, 11/29/2024

     7,906,410  
     

 

 

 
        22,516,818  
     

 

 

 
  

Aerospace/Defense - 1.9%

  
15,278,225   

Circor International, Inc.
1 mo. USD LIBOR + 3.500%, 5.57%, 12/11/2024

     15,302,059  
  

TransDigm, Inc.

  
39,741,083   

1 mo. USD LIBOR + 2.500%, 4.58%, 06/09/2023

     39,746,250  
        22,692,939   

1 mo. USD LIBOR + 2.500%, 4.58%, 05/30/2025

             22,675,465  
     

 

 

 
        77,723,774  
     

 

 

 


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Agriculture - 0.1%

  
$          3,939,037   

Pinnacle Operating Corp.
1 mo. USD LIBOR + 7.250%, 9.33%, 11/15/2021(11)

   $         3,614,066  
     

 

 

 
  

Airlines - 0.7%

  
28,410,101   

American Airlines, Inc.
1 mo. USD LIBOR + 2.000%, 4.07%, 04/28/2023

     28,268,050  
     

 

 

 
  

Auto Manufacturers - 0.6%

  
10,910,000   

Navistar Financial Corp.
1 mo. USD LIBOR + 3.750%, 0.00%, 07/25/2025(7)

     10,923,638  
14,805,600   

Navistar International Corp.
1 mo. USD LIBOR + 3.500%, 5.60%, 11/06/2024

     14,805,600  
     

 

 

 
        25,729,238  
     

 

 

 
  

Beverages - 0.3%

  
10,571,109   

Jacobs Douwe Egberts International B.V.
3 mo. USD LIBOR + 2.250%, 4.63%, 07/02/2022

     10,610,751  
     

 

 

 
  

Biotechnology - 1.2%

  
  

Lifescan Global Corp.

  
14,000,000   

1 mo. USD LIBOR + 6.000%, 0.00%, 05/23/2025(7)

     13,580,000  
2,500,000   

1 mo. USD LIBOR + 9.500%, 0.00%, 05/23/2026(7)(11)

     2,387,500  
32,750,631   

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%, 5.33%, 05/15/2022

     32,730,326  
     

 

 

 
        48,697,826  
     

 

 

 
  

Chemicals - 1.8%

  
EUR          6,334,618   

Chemours Company
EURIBOR + 2.000%, 2.50%, 03/21/2025

     7,400,792  
9,278,375   

Diamond (BC) B.V.
EURIBOR + 3.250%, 3.25%, 09/06/2024

     10,608,913  
$        13,902,936   

Nexeo Solutions LLC
3 mo. USD LIBOR + 3.250%, 5.59%, 06/09/2023

     13,972,451  
4,806,614   

Tronox Blocked Borrower LLC
3 mo. USD LIBOR + 3.000%, 5.08%, 09/22/2024

     4,828,917  
11,092,187   

Tronox Finance LLC
3 mo. USD LIBOR + 3.000%, 5.08%, 09/22/2024

     11,143,655  
24,018,981   

Univar, Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 07/01/2024

     24,075,185  
     

 

 

 
        72,029,913  
     

 

 

 
  

Coal - 0.3%

  
14,168,650   

Foresight Energy LLC
3 mo. USD LIBOR + 5.750%, 7.83%, 03/28/2022

     14,109,567  
     

 

 

 
  

Commercial Services - 6.8%

  
20,559,096   

Allied Universal Holdco LLC
3 mo. USD LIBOR + 3.750%, 5.83%, 07/28/2022

     20,242,075  
17,827,418   

Avis Budget Car Rental LLC
3 mo. USD LIBOR + 2.000%, 4.34%, 02/13/2025

     17,844,176  
20,390,000   

Blackhawk Network Holdings, Inc.
1 mo. USD LIBOR + 3.000%, 5.07%, 06/15/2025

     20,424,051  
EUR        27,545,000   

Blitz F18-675 GmbH
EURIBOR + 3.750%, 0.00%, 07/31/2025(7)

     32,083,804  
$        24,414,537   

Brickman Group Ltd. LLC
1 mo. USD LIBOR + 3.000%, 5.08%, 12/18/2020

     24,445,055  
6,189,652   

Capital Automotive L.P.
1 mo. USD LIBOR + 6.000%, 8.08%, 03/24/2025

     6,282,497  
8,410,671   

DuPage Medical Group Ltd.
1 mo. USD LIBOR + 2.750%, 4.81%, 08/15/2024

     8,295,024  
10,360,000   

Energizer Holdings, Inc.
1 mo. USD LIBOR + 2.250%, 0.00%, 06/30/2025(7)

     10,385,900  
EUR          4,500,000   

Evergood 4 ApS
EURIBOR + 3.750%, 0.00%, 02/06/2025(7)

     5,252,550  
$        18,676,500   

Hertz Corp.
3 mo. USD LIBOR + 2.750%, 4.83%, 06/30/2023

     18,625,887  


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

$        17,317,332   

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 11/15/2023

   $ 17,295,685  
9,580,396   

Russell Investments US Inst’l Holdco, Inc.
3 mo. USD LIBOR + 3.250%, 5.33%, 06/01/2023

     9,580,396  
20,549,609   

ServiceMaster Co.
1 mo. USD LIBOR + 2.500%, 4.58%, 11/08/2023

     20,544,471  
37,305,719   

Tempo Acquisition LLC
1 mo. USD LIBOR + 3.000%, 5.08%, 05/01/2024

     37,325,864  
18,094,528   

Trans Union LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 04/10/2023

     18,132,165  
11,841,375   

Weight Watchers International, Inc.
3 mo. USD LIBOR + 4.750%, 7.05%, 11/29/2024

     11,970,920  
     

 

 

 
        278,730,520  
     

 

 

 
  

Construction Materials - 0.7%

  
8,628,046   

Forterra Finance LLC
1 mo. USD LIBOR + 3.000%, 5.08%, 10/25/2023

     8,042,374  
7,500,000   

Foundation Building Materials LLC
1 mo. USD LIBOR + 3.250%, 0.00%, 05/10/2025(7)

     7,485,975  
9,055,000   

Pisces Midco, Inc.
1 mo. USD LIBOR + 3.750%, 6.09%, 04/12/2025

     9,063,512  
5,373,000   

Summit Materials Companies I LLC
1 mo. USD LIBOR + 2.250%, 4.08%, 11/21/2024

     5,362,952  
     

 

 

 
        29,954,813  
     

 

 

 
  

Distribution/Wholesale - 0.8%

  
  

PowerTeam Services LLC

  
19,764,584   

3 mo. USD LIBOR + 3.250%, 5.58%, 02/27/2025

     19,604,095  
2,330,000   

3 mo. USD LIBOR + 7.250%, 9.58%, 02/27/2026

     2,318,350  
10,650,000   

Reece Ltd.
1 mo. USD LIBOR + 2.000%, 4.34%, 07/02/2025

     10,650,000  
     

 

 

 
        32,572,445  
     

 

 

 
  

Diversified Financial Services - 3.5%

  
16,817,275   

AlixPartners LLP
3 mo. USD LIBOR + 2.750%, 4.83%, 04/04/2024

     16,841,828  
26,301,597   

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 02/28/2025

     26,211,119  
3,775,590   

Ditech Holding Corp.
1 mo. USD LIBOR + 6.000%, 8.08%, 06/30/2022

     3,582,658  
16,222,692   

EVO Payments International LLC
1 mo. USD LIBOR + 3.250%, 5.33%, 12/12/2023

     16,253,190  
9,849,135   

Fortress Investment Group LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 12/27/2022

     9,851,597  
9,975,000   

GreenSky Holdings LLC
1 mo. USD LIBOR + 3.250%, 5.38%, 03/29/2025

     9,975,000  
EUR        18,534,055   

Nets Holding A/S
EURIBOR + 3.250%, 3.25%, 02/06/2025

     21,435,696  
$        14,219,123   

NFP Corp.
1 mo. USD LIBOR + 3.000%, 5.08%, 01/08/2024

     14,187,983  
4,455,500   

NN, Inc.
1 mo. USD LIBOR + 3.250%, 5.33%, 04/02/2021

     4,438,792  
13,341,825   

RP Crown Parent LLC
1 mo. USD LIBOR + 2.750%, 4.83%, 10/12/2023

     13,358,502  
7,136,171   

SS&C Technologies Holdings Europe S.a.r.l.
1 mo. USD LIBOR + 2.500%, 4.58%, 04/16/2025

     7,154,012  
     

 

 

 
                143,290,377  
     

 

 

 
  

Electric - 1.5%

  
31,954,100   

Calpine Construction Finance Company, L.P.
1 mo. USD LIBOR + 2.500%, 4.58%, 01/15/2025

     31,948,348  
5,659,306   

ExGen Texas Power LLC
3 mo. USD LIBOR + 4.750%, 7.08%, 09/16/2021

     3,572,437  
10,304,425   

Helix Gen Funding LLC
1 mo. USD LIBOR + 3.750%, 5.83%, 06/02/2024

     10,377,380  


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

$        15,102,723   

NRG Energy, Inc.
3 mo. USD LIBOR + 1.750%, 4.08%, 06/30/2023

   $ 15,064,211  
     

 

 

 
             60,962,376  
     

 

 

 
  

Electrical Components & Equipment - 0.4%

 

  

Brookfield WEC Holdings, Inc.

 

14,365,000   

1 mo. USD LIBOR + 3.750%, 0.00%, 07/25/2025(7)

     14,457,080  
2,175,000   

1 mo. USD LIBOR + 6.750%, 0.00%, 07/25/2026(7)

     2,208,408  
665,000   

Verra Mobility Corp.
1 mo. USD LIBOR + 7.750%, 9.82%, 02/23/2026

     663,756  
     

 

 

 
     17,329,244  
     

 

 

 
  

Energy-Alternate Sources - 1.8%

 

6,000,000   

AES Corp.
3 mo. USD LIBOR + 1.750%, 4.07%, 05/31/2022

     5,988,240  
18,560,000   

BCP Renaissance Parent LLC
3 mo. USD LIBOR + 3.500%, 5.84%, 10/31/2024

     18,629,600  
10,118,800   

Gulf Finance LLC
1 mo. USD LIBOR + 5.250%, 7.59%, 08/25/2023

     8,702,168  
8,062,006   

Medallion Midland Acquisition LLC
1 mo. USD LIBOR + 3.250%, 5.33%, 10/30/2024

     7,923,420  
19,967,204   

TEX Operations Co. LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 08/04/2023

     19,925,673  
13,845,000   

Vistra Energy Corp.
1 mo. USD LIBOR + 2.000%, 4.07%, 12/31/2025

     13,806,926  
     

 

 

 
     74,976,027  
     

 

 

 
  

Engineering & Construction - 1.0%

 

30,660,300   

Brand Energy & Infrastructure Services, Inc.
3 mo. USD LIBOR + 4.250%, 6.60%, 06/21/2024

     30,794,592  
  

DG Investment Intermediate Holdings, Inc.

  
5,022,817   

3 mo. USD LIBOR + 3.000%, 5.08%, 02/03/2025

     4,969,475  
539,508   

UNFND + 1.500%, 3.00%, 02/03/2025(8)

     533,778  
1,360,000   

3 mo. USD LIBOR + 6.750%, 9.08%, 02/02/2026

     1,361,700  
4,235,625   

Verra Mobility Corp.
1 mo. USD LIBOR + 3.750%, 5.82%, 02/28/2025

     4,246,214  
     

 

 

 
     41,905,759  
     

 

 

 
  

Entertainment - 1.0%

 

7,949,904   

Camelot UK Holdco Ltd.
1 mo. USD LIBOR + 3.250%, 5.33%, 10/03/2023

     7,959,841  
17,034,295   

CityCenter Holdings LLC
1 mo. USD LIBOR + 2.500%, 4.33%, 04/18/2024

     17,046,048  
13,835,188   

Scientific Games International, Inc.
2 mo. USD LIBOR + 2.750%, 4.92%, 08/14/2024

     13,837,125  
     

 

 

 
     38,843,014  
     

 

 

 
  

Environmental Control - 0.3%

 

11,168,554   

Advanced Disposal Services, Inc.
1 Week USD LIBOR + 2.250%, 4.19%, 11/10/2023

     11,172,798  
     

 

 

 
  

Food - 2.4%

 

4,605,000   

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%, 4.83%, 03/31/2025

     4,599,244  
EUR        11,250,000   

Froneri International plc
EURIBOR + 2.625%, 2.63%, 01/22/2025

     13,069,678  
$        16,822,935   

Hostess Brands LLC
1 mo. USD LIBOR + 2.250%, 4.33%, 08/03/2022

     16,816,879  
30,871,122   

JBS USA LLC
3 mo. USD LIBOR + 2.500%, 4.84%, 10/30/2022

     30,826,976  
29,363,276   

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%, 4.07%, 05/24/2024

     29,360,046  
3,482,500   

Utz Quality Foods LLC
1 mo. USD LIBOR + 3.500%, 5.56%, 11/21/2024

     3,499,912  
     

 

 

 
     98,172,735  
     

 

 

 


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Healthcare-Products - 1.9%

 

$          4,044,675   

Avantor, Inc.
1 mo. USD LIBOR + 4.000%, 6.08%, 11/21/2024

   $ 4,075,010  
5,480,281   

Immucor, Inc.
3 mo. USD LIBOR + 5.000%, 7.17%, 06/15/2021

     5,537,386  
18,857,100   

Kinetic Concepts, Inc.
3 mo. USD LIBOR + 3.250%, 5.58%, 02/02/2024

     18,896,322  
20,377,525   

Parexel International Corp.
1 mo. USD LIBOR + 2.750%, 4.83%, 09/27/2024

     20,306,204  
41,001,098   

Revlon Consumer Products Corp.
1 mo. USD LIBOR + 3.500%, 5.58%, 09/07/2023

     29,968,113  
     

 

 

 
                78,783,035  
     

 

 

 
  

Healthcare-Services - 6.2%

 

8,877,965   

CDRH Parent, Inc.
3 mo. USD LIBOR + 4.250%, 6.57%, 07/01/2021

     8,317,588  
3,465,850   

Community Health Systems, Inc.
3 mo. USD LIBOR + 3.250%, 5.56%, 01/27/2021

     3,401,836  
  

DentalCorp Perfect Smile ULC

 

1,243,276   

1 mo. USD LIBOR + 3.750%, 0.50%, 06/06/2025(8)

     1,247,416  
4,973,102   

1 mo. USD LIBOR + 3.750%, 5.83%, 06/06/2025

     4,989,663  
2,741,320   

DuPage Medical Group Ltd.
1 mo. USD LIBOR + 7.000%, 9.08%, 08/15/2025

     2,741,320  
17,455,004   

Envision Healthcare Corp.
1 mo. USD LIBOR + 3.000%, 5.08%, 12/01/2023

     17,436,851  
  

Genoa, a QoL Healthcare Co. LLC

 

9,575,193   

1 mo. USD LIBOR + 3.250%, 5.33%, 10/28/2023

     9,599,131  
1,750,000   

1 mo. USD LIBOR + 8.000%, 10.08%, 10/25/2024(11)

     1,763,125  
  

Gentiva Health Services, Inc.

 

14,134,182   

0.00%, 07/02/2025(7)

     14,240,188  
1,185,000   

1 mo. USD LIBOR + 7.000%, 0.00%, 07/02/2026(7)

     1,205,738  
  

Global Medical Response, Inc.

 

10,492,693   

1 mo. USD LIBOR + 3.250%, 5.35%, 04/28/2022

     10,174,135  
14,214,286   

1 mo. USD LIBOR + 4.250%, 6.33%, 03/14/2025

     14,008,179  
15,472,785   

Jaguar Holding Co.
3 mo. USD LIBOR + 2.500%, 4.58%, 08/18/2022

     15,472,785  
26,991,837   

MPH Acquisition Holdings LLC
3 mo. USD LIBOR + 2.750%, 5.08%, 06/07/2023

     26,985,089  
27,431,098   

One Call Corp.
1 mo. USD LIBOR + 5.250%, 7.32%, 11/25/2022

     26,322,333  
13,717,675   

Ortho-Clinical Diagnostics S.A.
3 mo. USD LIBOR + 3.250%, 5.33%, 06/30/2025

     13,695,590  
  

Sound Inpatient Physicians

 

2,135,000   

1 mo. USD LIBOR + 6.750%, 0.00%, 06/26/2026(7)

     2,151,013  
5,655,000   

1 mo. USD LIBOR + 3.000%, 5.08%, 06/27/2025

     5,669,137  
14,087,829   

Surgery Center Holdings, Inc.
1 mo. USD LIBOR + 3.250%, 5.33%, 09/02/2024

     14,084,870  
19,837,016   

Syneos Health, Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 08/01/2024

     19,818,369  
25,562,865   

Team Health Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 02/06/2024

     24,827,933  
  

U.S. Renal Care, Inc.

 

11,885,919   

3 mo. USD LIBOR + 4.250%, 6.58%, 12/31/2022

     11,685,403  
1,950,000   

3 mo. USD LIBOR + 8.000%, 10.34%, 12/31/2023(11)

     1,920,750  
     

 

 

 
        251,758,442  
     

 

 

 
  

Household Products - 0.3%

 

13,837,969   

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%, 5.08%, 09/06/2024

     13,543,912  
     

 

 

 
  

Insurance - 4.4%

 

  

Asurion LLC

 

38,520,000   

1 mo. USD LIBOR + 3.000%, 0.00%, 11/03/2024(7)

     38,457,983  
9,102,393   

1 mo. USD LIBOR + 3.000%, 5.08%, 11/03/2023

     9,085,918  
16,570,000   

1 mo. USD LIBOR + 6.500%, 8.58%, 08/04/2025

     16,801,317  


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

$        13,141,226   

Evertec Group LLC
1 mo. USD LIBOR + 2.500%, 4.58%, 04/17/2020

   $ 13,124,799  
4,508,700   

Genworth Financial, Inc.
1 mo. USD LIBOR + 4.500%, 6.58%, 03/07/2023

     4,590,443  
26,565,000   

Hub International Ltd.
2 mo. USD LIBOR + 3.000%, 5.34%, 04/25/2025

     26,538,435  
  

Sedgwick Claims Management Services, Inc.

 

28,206,267   

1 mo. USD LIBOR + 2.750%, 4.83%, 03/01/2021

     28,159,163  
16,125,000   

1 mo. USD LIBOR + 5.750%, 7.83%, 02/28/2022

     16,225,781  
27,899,325   

USI, Inc.
3 mo. USD LIBOR + 3.000%, 5.33%, 05/16/2024

     27,808,652  
     

 

 

 
     180,792,491  
     

 

 

 
  

Internet - 0.4%

 

EUR          5,000,000   

ION Trading Technologies S.a.r.l.
EURIBOR + 3.250%, 0.00%, 11/30/2024(7)

     5,766,357  
$        11,182,205   

Lands’ End, Inc.
1 mo. USD LIBOR + 3.250%, 5.32%, 04/04/2021

     10,744,198  
     

 

 

 
     16,510,555  
     

 

 

 
  

IT Services - 0.5%

 

8,813,511   

NAB Holdings LLC
3 mo. USD LIBOR + 3.000%, 5.33%, 07/01/2024

     8,802,494  
12,295,000   

Trans Union LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 06/19/2025

     12,302,746  
     

 

 

 
     21,105,240  
     

 

 

 
  

Leisure Time - 2.7%

 

59,395,081   

Caesars Resort Collection LLC
1 mo. USD LIBOR + 2.750%, 4.83%, 12/22/2024

     59,608,309  
17,128,529   

Delta (LUX) S.a.r.l.
1 mo. USD LIBOR + 2.500%, 4.58%, 02/01/2024

     17,017,193  
23,021,384   

Eldorado Resorts LLC
2 mo. USD LIBOR + 2.250%, 4.40%, 04/17/2024

     23,011,715  
10,445,690   

Lindblad Expeditions, Inc.
6 mo. USD LIBOR + 3.500%, 5.95%, 03/21/2025

     10,530,614  
     

 

 

 
             110,167,831  
     

 

 

 
  

Lodging - 2.1%

 

60,685,050   

Caesars Entertainment Operating Co.
1 mo. USD LIBOR + 2.000%, 4.08%, 10/06/2024

     60,590,381  
25,749,775   

Station Casinos LLC
1 mo. USD LIBOR + 2.500%, 4.58%, 06/08/2023

     25,806,940  
     

 

 

 
     86,397,321  
     

 

 

 
  

Machinery - Construction & Mining - 0.2%

 

6,335,973   

Pike Corp.
1 mo. USD LIBOR + 3.500%, 5.58%, 03/23/2025

     6,380,325  
     

 

 

 
  

Machinery-Diversified - 1.5%

 

EUR        15,823,275   

Gardner Denver, Inc.
EURIBOR + 3.000%, 3.00%, 07/30/2024

     18,383,972  
  

Gates Global LLC

 

12,640,480   

EURIBOR + 3.000%, 3.00%, 04/01/2024

     14,685,067  
$        13,854,570   

3 mo. USD LIBOR + 2.750%, 5.08%, 04/01/2024

     13,879,923  
  

Zodiac Pool Solutions LLC

 

EUR          9,740,000   

EURIBOR + 2.750%, 2.75%, 07/02/2025

     11,251,884  
$          4,375,000   

1 mo. USD LIBOR + 2.250%, 4.33%, 07/02/2025

     4,373,162  
     

 

 

 
     62,574,008  
     

 

 

 
  

Media - 11.2%

 

  

Advantage Sales & Marketing, Inc.

 

14,595,627   

1 mo. USD LIBOR + 3.250%, 5.33%, 07/23/2021

     13,783,818  
5,130,000   

1 mo. USD LIBOR + 6.500%, 8.58%, 07/25/2022

     4,469,512  
  

Altice Financing S.A.

 

EUR          2,764,113   

EURIBOR + 2.750%, 2.75%, 01/31/2026

     3,135,248  
$        20,678,738   

3 mo. USD LIBOR + 2.750%, 4.82%, 01/31/2026

     20,058,375  
8,485,000   

Altice France S.A.
1 mo. USD LIBOR + 4.000%, 0.00%, 07/13/2026(7)

     8,292,730  


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

$        12,865,038   

Altice U.S. Finance I Corp.
1 mo. USD LIBOR + 2.250%, 4.33%, 07/28/2025

   $ 12,800,712  
25,403,977   

Charter Communications Operating LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 04/30/2025

     25,409,820  
EUR          8,453,813   

Crown Finance U.S., Inc.
EURIBOR + 2.625%, 2.63%, 02/28/2025

     9,784,831  
  

CSC Holdings LLC

 

$        25,569,297   

1 mo. USD LIBOR + 2.250%, 4.32%, 07/17/2025

     25,409,489  
6,234,375   

1 mo. USD LIBOR + 2.500%, 4.57%, 01/25/2026

     6,223,964  
701,704   

Dex Media, Inc.
1 mo. USD LIBOR + 10.000%, 12.08%, 07/29/2021

     714,566  
4,476,316   

Getty Images, Inc.
3 mo. USD LIBOR + 3.500%, 5.57%, 10/18/2019

     4,380,478  
6,982,005   

Houghton Mifflin Harcourt Publishing Co.
1 mo. USD LIBOR + 3.000%, 5.08%, 05/31/2021

     6,496,756  
9,760,950   

Maxar Technologies Ltd.
1 mo. USD LIBOR + 2.750%, 4.85%, 10/04/2024

     9,747,187  
17,254,188   

MTN Infrastructure TopCo, Inc.
1 mo. USD LIBOR + 3.000%, 5.08%, 11/15/2024

     17,324,240  
  

Numericable Group S.A.

 

EUR          2,631,688   

EURIBOR + 3.000%, 3.00%, 07/31/2025

     2,977,349  
$          9,993,500   

1 mo. USD LIBOR + 2.750%, 4.82%, 07/31/2025

     9,513,812  
13,827,592   

3 mo. USD LIBOR + 3.000%, 5.07%, 01/31/2026

     13,367,825  
  

PSAV Holdings LLC

 

25,132,012   

3 mo. USD LIBOR + 3.250%, 5.44%, 03/01/2025

     24,927,941  
8,180,000   

3 mo. USD LIBOR + 7.250%, 9.59%, 09/01/2025

     8,087,975  
13,446,539   

Quebecor Media, Inc.
3 mo. USD LIBOR + 2.250%, 4.59%, 08/17/2020

     13,485,803  
6,805,000   

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 08/17/2024

     6,830,519  
57,470,000   

Sinclair Television Group, Inc.
1 mo. USD LIBOR + 2.500%, 0.00%, 12/12/2024(7)

     57,311,957  
14,720,000   

Telenet Financing USD LLC
1 mo. USD LIBOR + 2.250%, 4.32%, 08/15/2026

     14,632,122  
24,008,253   

Tribune Media Co.
1 mo. USD LIBOR + 3.000%, 5.08%, 01/27/2024

     23,978,243  
  

Unitymedia Finance LLC

 

14,405,000   

1 mo. USD LIBOR + 2.250%, 4.32%, 09/30/2025

     14,364,522  
9,820,000   

1 mo. USD LIBOR + 2.250%, 4.32%, 01/15/2026

     9,789,951  
EUR          3,295,000   

Unitymedia Hessen GmbH & Co. KG
EURIBOR + 2.750%, 2.75%, 01/15/2027

     3,843,375  
$        16,975,000   

UPC Financing Partnership
1 mo. USD LIBOR + 2.500%, 4.57%, 01/15/2026

     16,894,369  
24,490,000   

Virgin Media Bristol LLC
1 mo. USD LIBOR + 2.500%, 4.57%, 01/15/2026

     24,456,694  
GBP        14,075,000   

Virgin Media Investment Holdings Ltd.
LIBOR - GBP + 3.250%, 3.82%, 11/15/2027

     18,189,264  
$        25,900,000   

Ziggo Secured Finance Partnership
1 mo. USD LIBOR + 2.500%, 4.57%, 04/15/2025

     25,738,125  
     

 

 

 
             456,421,572  
     

 

 

 
  

Metal Fabricate/Hardware - 0.4%

 

  

NN, Inc.

 

1,965,735   

1 mo. USD LIBOR + 3.750%, 5.83%, 10/19/2022

     1,963,278  
5,000,000   

1 mo. USD LIBOR + 8.000%, 10.10%, 04/14/2023

     4,900,000  
8,725,673   

Rexnord LLC
1 mo. USD LIBOR + 2.250%, 4.31%, 08/21/2024

     8,737,540  
     

 

 

 
     15,600,818  
     

 

 

 
  

Miscellaneous Manufacturing - 1.1%

 

EUR        10,442,805   

CTC AcquiCo GmbH
EURIBOR + 3.000%, 3.00%, 03/07/2025

     12,055,355  
$        24,700,581   

H.B. Fuller Co.
1 mo. USD LIBOR + 2.000%, 4.09%, 10/20/2024

     24,690,207  
  

Hillman Group, Inc.

 

2,136,691   

1 mo. USD LIBOR + 3.500%, 0.00%, 05/31/2025(7)

     2,138,699  


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

$          6,863,309   

1 mo. USD LIBOR + 3.500%, 5.83%, 05/31/2025

   $ 6,869,761  
     

 

 

 
     45,754,022  
     

 

 

 
  

Oil & Gas - 3.4%

 

1,314,916   

Ameriforge Group, Inc.
PIK + 7.000%, 9.33%, 06/08/2022(11)

     1,321,491  
2,813,333   

Ascent Resources - Marcellus LLC
1 mo. USD LIBOR + 6.500%, 8.60%, 03/30/2023

     2,813,333  
21,147,581   

BCP Raptor LLC
2 mo. USD LIBOR + 4.250%, 6.42%, 06/24/2024

     20,215,819  
12,445,000   

California Resources Corp.
1 mo. USD LIBOR + 4.750%, 6.83%, 12/31/2022

     12,642,004  
6,600,000   

Chesapeake Energy Corp.
3 mo. USD LIBOR + 7.500%, 9.58%, 08/23/2021

     6,893,700  
27,931,174   

Energy Transfer Equity L.P.
1 mo. USD LIBOR + 2.000%, 4.06%, 02/02/2024

     27,837,046  
  

Fieldwood Energy LLC

 

5,050,000   

1 mo. USD LIBOR + 7.250%, 0.00%, 04/11/2023(7)

     4,889,057  
10,039,446   

1 mo. USD LIBOR + 5.250%, 7.33%, 04/11/2022

     10,039,446  
5,186,577   

KCA Deutag Alpha Ltd.
3 mo. USD LIBOR + 6.750%, 9.08%, 03/31/2023

     5,163,911  
14,097,989   

Philadelphia Energy Solutions LLC
PRIME + 5.000%, 9.00%, 04/04/2019

     13,181,620  
6,295,000   

Traverse Midstream Partners LLC
3 mo. USD LIBOR + 4.000%, 6.34%, 09/27/2024

     6,316,844  
15,500,000   

Ultra Resources, Inc.
1 mo. USD LIBOR + 3.000%, 5.08%, 04/12/2024

     14,130,885  
13,767,035   

Vine Oil & Gas LP
1 mo. USD LIBOR + 6.875%, 8.95%, 12/12/2021(11)

     13,767,035  
     

 

 

 
             139,212,191  
     

 

 

 
  

Oil & Gas Services - 0.8%

 

17,577,975   

Crosby U.S. Acquisition Corp.
3 mo. USD LIBOR + 3.000%, 5.08%, 11/23/2020

     17,259,462  
  

EG Group Ltd.

 

EUR          1,339,982   

1 mo. USD LIBOR + 4.000%, 2.00%, 02/06/2025(8)

     1,552,540  
2,636,811   

EURIBOR + 4.000%, 4.00%, 02/06/2025

     3,067,383  
  

Utex Industries, Inc.

 

$          6,996,725   

1 mo. USD LIBOR + 4.000%, 6.08%, 05/22/2021

     6,933,755  
3,000,000   

1 mo. USD LIBOR + 7.250%, 9.33%, 05/22/2022

     2,947,500  
     

 

 

 
     31,760,640  
     

 

 

 
  

Packaging & Containers - 3.9%

 

20,420,000   

Berlin Packaging LLC
1 mo. USD LIBOR + 3.000%, 5.12%, 11/07/2025

     20,415,712  
  

Berry Global, Inc.

 

11,872,184   

3 mo. USD LIBOR + 1.750%, 3.92%, 02/08/2020

     11,882,988  
12,042,416   

1 mo. USD LIBOR + 2.000%, 4.08%, 10/01/2022

     12,060,480  
2,760,063   

1 mo. USD LIBOR + 2.000%, 4.09%, 01/19/2024

     2,762,353  
EUR          4,270,000   

Crown Americas LLC
EURIBOR + 2.375%, 2.38%, 04/03/2025

     4,991,726  
  

Flex Acquisition Co., Inc.

 

$        28,211,732   

3 mo. USD LIBOR + 3.000%, 5.34%, 12/29/2023

     28,156,437  
25,795,000   

1 mo. USD LIBOR + 3.250%, 5.75%, 06/29/2025

     25,762,756  
7,150,963   

Plastipak Packaging, Inc.
1 mo. USD LIBOR + 2.500%, 4.59%, 10/14/2024

     7,128,008  
  

Proampac PG Borrower LLC

 

7,884,451   

1 mo. USD LIBOR + 3.500%, 5.63%, 11/18/2023

     7,891,863  
3,105,000   

1 mo. USD LIBOR + 8.500%, 10.58%, 11/18/2024

     3,130,244  
33,993,961   

Reynolds Group Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 02/05/2023

     34,095,263  
     

 

 

 
     158,277,830  
     

 

 

 
  

Pharmaceuticals - 2.7%

 

8,498,036   

Amneal Pharmaceuticals LLC
3 mo. USD LIBOR + 3.500%, 5.63%, 05/04/2025

     8,556,502  


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

$        24,105,502   

Endo Luxembourg Finance Co. S.a r.l.
1 mo. USD LIBOR + 4.250%, 6.38%, 04/29/2024

   $ 24,110,564  
  

IQVIA, Inc.

 

EUR        14,355,000   

EURIBOR + 2.000%, 2.50%, 06/07/2025

     16,693,695  
3,878,730   

3 mo. USD LIBOR + 2.000%, 4.33%, 03/07/2024

     3,881,949  
3,309,988   

3 mo. USD LIBOR + 2.000%, 4.33%, 01/17/2025

     3,302,739  
5,918,925   

NVA Holdings, Inc.
3 mo. USD LIBOR + 2.750%, 4.83%, 02/02/2025

     5,889,330  
48,706,398   

Valeant Pharmaceuticals International, Inc.
1 mo. USD LIBOR + 3.000%, 5.09%, 06/01/2025

     48,749,747  
     

 

 

 
             111,184,526  
     

 

 

 
  

Real Estate - 1.1%

 

9,835,683   

DTZ U.S. Borrower LLC
3 mo. USD LIBOR + 3.250%, 5.49%, 11/04/2021

     9,837,945  
33,719,318   

VICI Properties LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 12/20/2024

     33,745,619  
     

 

 

 
     43,583,564  
     

 

 

 
  

REITS - 0.8%

 

31,568,363   

MGM Growth Properties Operating Partnership L.P.
1 mo. USD LIBOR + 2.000%, 4.08%, 04/25/2023

     31,583,200  
     

 

 

 
  

Retail - 4.7%

 

24,040,274   

Albertsons LLC
1 mo. USD LIBOR + 2.750%, 4.83%, 08/25/2021

     23,936,420  
19,988,950   

Bass Pro Group LLC
1 mo. USD LIBOR + 5.000%, 7.08%, 09/25/2024

     20,145,064  
  

Coty, Inc.

 

EUR        11,365,000   

EURIBOR + 2.500%, 2.50%, 04/05/2025

     13,158,626  
$        33,261,914   

1 mo. USD LIBOR + 2.250%, 4.35%, 04/07/2025

     32,420,055  
8,744,040   

HD Supply, Inc.
3 mo. USD LIBOR + 2.250%, 4.33%, 08/13/2021

     8,789,596  
9,020,337   

Michaels Stores, Inc.
1 mo. USD LIBOR + 2.500%, 4.57%, 01/28/2023

     9,006,265  
11,031,882   

Neiman Marcus Group Ltd. LLC
1 mo. USD LIBOR + 3.250%, 5.34%, 10/25/2020

     9,722,949  
11,592,266   

Petco Animal Supplies, Inc.
3 mo. USD LIBOR + 3.250%, 5.59%, 01/26/2023

     8,307,829  
13,739,903   

PetSmart, Inc.
1 mo. USD LIBOR + 3.000%, 5.10%, 03/11/2022

     11,397,112  
10,810,000   

Rodan & Fields LLC
1 mo. USD LIBOR + 4.000%, 6.07%, 06/06/2025

     10,877,563  
8,000,000   

Smart & Final Stores LLC
1 mo. USD LIBOR + 3.500%, 5.58%, 11/15/2022

     7,800,000  
14,136,778   

Sports Authority, Inc.
1 mo. USD LIBOR + 6.000%, 0.00%, 11/16/2018(7)(9)

     53,013  
20,979,575   

Staples, Inc.
3 mo. USD LIBOR + 4.000%, 6.36%, 09/12/2024

     20,775,863  
16,245,399   

U.S. Foods, Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 06/27/2023

     16,231,916  
     

 

 

 
     192,622,271  
     

 

 

 
  

Semiconductors - 0.7%

 

4,804,309   

Integrated Device Technology, Inc.
1 mo. USD LIBOR + 2.500%, 4.57%, 04/04/2024

     4,792,298  
23,925,000   

Microchip Technology, Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 05/29/2025

     23,972,850  
     

 

 

 
     28,765,148  
     

 

 

 
  

Software - 6.7%

 

  

Almonde, Inc.

 

23,532,175   

3 mo. USD LIBOR + 3.500%, 5.81%, 06/13/2024

     23,197,547  
7,320,000   

3 mo. USD LIBOR + 7.250%, 9.56%, 06/13/2025

     7,048,135  
30,306,278   

Change Healthcare Holdings LLC
1 mo. USD LIBOR + 2.750%, 4.83%, 03/01/2024

     30,247,483  
12,474,000   

Cypress Intermediate Holdings , Inc.
1 mo. USD LIBOR + 3.000%, 5.08%, 04/27/2024

     12,448,678  


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

$        20,379,980   

Epicor Software Corp.
1 mo. USD LIBOR + 3.250%, 5.33%, 06/01/2022

   $ 20,332,699  
  

First Data Corp.

 

24,976,120   

1 mo. USD LIBOR + 2.000%, 4.07%, 07/08/2022

     24,973,123  
35,439,548   

1 mo. USD LIBOR + 2.000%, 4.07%, 04/26/2024

     35,422,892  
  

Hyland Software, Inc.

 

9,949,534   

1 mo. USD LIBOR + 3.250%, 5.33%, 07/01/2022

     9,974,408  
1,020,000   

1 mo. USD LIBOR + 7.000%, 9.08%, 07/07/2025

     1,031,047  
  

Infor U.S., Inc.

 

EUR          3,686,911   

EURIBOR + 2.250%, 3.25%, 02/01/2022

     4,292,449  
$        11,308,285   

1 mo. USD LIBOR + 2.750%, 4.83%, 02/01/2022

     11,320,385  
1,936,550   

MA FinanceCo. LLC
1 mo. USD LIBOR + 2.500%, 4.58%, 06/21/2024

     1,925,047  
6,250,000   

Quest Software U.S. Holdings, Inc.
3 mo. USD LIBOR + 4.250%, 6.58%, 05/16/2025

     6,216,812  
13,078,000   

Seattle Spinco, Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 06/21/2024

     13,000,317  
  

SkillSoft Corp.

 

20,397,290   

3 mo. USD LIBOR + 4.750%, 6.83%, 04/28/2021

     19,753,552  
8,950,000   

3 mo. USD LIBOR + 8.250%, 10.33%, 04/28/2022

     7,987,875  
18,604,151   

SS&C Technologies, Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 04/16/2025

     18,650,661  
27,544,681   

WEX, Inc.
1 mo. USD LIBOR + 2.250%, 4.33%, 06/30/2023

     27,540,274  
     

 

 

 
     275,363,384  
     

 

 

 
  

Telecommunications - 4.5%

 

9,875,000   

Altice Financing S.A.
3 mo. USD LIBOR + 2.750%, 4.82%, 07/15/2025

     9,586,946  
23,877,506   

CenturyLink, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 01/31/2025

     23,495,466  
10,049,622   

Frontier Communications Corp.
1 mo. USD LIBOR + 3.750%, 5.83%, 06/15/2024

     9,895,260  
31,352,500   

Level 3 Financing, Inc.
1 mo. USD LIBOR + 2.250%, 4.33%, 02/22/2024

     31,396,080  
61,221,692   

Sprint Communications, Inc.
1 mo. USD LIBOR + 2.500%, 4.63%, 02/02/2024

     61,206,387  
27,181,044   

Univision Communications, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 03/15/2024

     26,365,612  
7,895,000   

Zacapa LLC
1 mo. USD LIBOR + 5.000%, 7.34%, 07/03/2025

     7,934,475  
13,776,986   

Zayo Group LLC
1 mo. USD LIBOR + 2.250%, 4.33%, 01/19/2024

     13,823,690  
     

 

 

 
     183,703,916  
     

 

 

 
  

Textiles - 0.2%

 

  

International Textile Group, Inc.

 

3,500,000   

3 mo. USD LIBOR + 5.000%, 7.09%, 05/01/2024

     3,519,705  
3,500,000   

3 mo. USD LIBOR + 9.000%, 11.09%, 05/01/2025

     3,395,000  
     

 

 

 
     6,914,705  
     

 

 

 
  

Transportation - 1.0%

 

7,867,734   

Kenan Advantage Group, Inc.
1 mo. USD LIBOR + 3.000%, 5.08%, 07/31/2022

     7,818,561  
31,425,000   

Savage Enterprises LLC
1 mo. USD LIBOR + 4.500%, 0.00%, 06/26/2025(7)

     31,484,079  
     

 

 

 
     39,302,640  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $3,761,607,594)

   $     3,719,273,698  
     

 

 

 

Common Stocks - 0.5%

 

  

Consumer Services - 0.0%

 

57,891   

Caesars Entertainment Corp.*

     654,168  
     

 

 

 
  

Energy - 0.3%

 

2,037,975   

Ascent Resources - Marcellus LLC Class A(10)(11)(12)

     6,419,621  
418,220,006   

KCA Deutag*(1)(10)(11)(12)

     2,978,563  
43,330   

Paragon Offshore Ltd., Litigation(11)

     458,075  
389,285   

Templar Energy LLC Class A*(11)

     350,357  
     

 

 

 
        10,206,616  
     

 

 

 


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Insurance - 0.2%

 

175,508   

AFG Holdings, Inc.(11)

 

  $ 10,003,956  
       

 

 

 
  

Media - 0.0%

 

15,581   

F & W Publications, Inc.(10)(11)(12)

 

     
       

 

 

 
  

Utilities - 0.0%

 

70,000,000   

TCEH Corp.*(10)(11)(12)

 

    70  
       

 

 

 
  

Total Common Stocks
(cost $22,372,468)

 

  $ 20,864,810  
       

 

 

 

Escrows - 0.0%

 

  

Energy-Alternate Sources - 0.0%

 

160,856   

Paragon Offshore Ltd., Escrow
0.00%*(11)

 

     
       

 

 

 
  

Total Escrows
(cost $—)

 

  $  
       

 

 

 

Exchange-Traded Funds - 0.5%

 

  

Other Investment Pools & Funds - 0.5%

 

422,200   

SPDR Blackstone / GSO Senior Loan ETF

 

    19,948,950  
       

 

 

 
  

Total Exchange-Traded Funds
(cost $20,012,280)

 

  $ 19,948,950  
       

 

 

 

Warrants - 0.0%

 

Energy - 0.0%

 

85,759   

Ascent Resources Expires 03/30/2023*(10)(11)(12)

 

    11,149  
110,262   

Ascent Resources Expires 03/30/2023*(10)(11)(12)

 

    18,745  
523,280   

Ascent Resources - Marcellus LLC Expires 03/30/2023*(10)(11)(12)

 

    41,862  
       

 

 

 
          71,756  
       

 

 

 
  

Total Warrants
(cost $71,756)

 

  $ 71,756  
       

 

 

 
  

Total Long-Term Investments
(cost $4,190,267,259)

     $ 4,132,879,417  
       

 

 

 
       

Short-Term Investments - 2.5%

 

  

Other Investment Pools & Funds - 2.5%

 

101,133,054   

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class,
1.82%(13)

 

    101,133,054  
       

 

 

 
  

Total Short-Term Investments
(cost $101,133,054)

 

  $ 101,133,054  
       

 

 

 
  

Total Investments
(cost $4,291,400,313)

     103.7   $ 4,234,012,471  
  

Other Assets and Liabilities

     (3.7 )%      (149,208,540
     

 

 

   

 

 

 
  

Total Net Assets

     100.0   $   4,084,803,931  
     

 

 

   

 

 

 

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 July 31, 2018, the aggregate value of these securities was $272,558,157, which represented 6.7% of total net assets.


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

(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 July 31, 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 July 31, 2018, the aggregate value of these securities was $47,843,788, which represented 1.2% of total net assets.

(6)

Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of July 31, 2018.

(7)

Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

(8)

This security, or a portion of this security, has unfunded loan commitments. As of July 31, 2018, the aggregate value of the unfunded commitment was $3,333,734, which rounds to zero percent of total net assets.

(9)

Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

(10)

Investment valued using significant unobservable inputs.

(11)

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 July 31, 2018, the aggregate value of these securities was $64,363,677 which represented 1.6% of total net assets.

(12)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2018, the aggregate fair value of these securities was $9,470,010, 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.

(13)

Current yield as of period end.

Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 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        37,070,000        (5.00%)       06/20/23        Quarterly      $ 2,119,022      $ 2,739,188      $ 620,166  
                

 

 

    

 

 

    

 

 

 
                

 

 

    

 

 

    

 

 

 

Total

                 $ 2,119,022      $ 2,739,188      $ 620,166  
                

 

 

    

 

 

    

 

 

 

 

(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 July 31, 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         36,500,000       (1.00 %)      09/20/18       Quarterly     $     $ (97,808)     $ 198,007     $ 295,815  
             

 

 

   

 

 

   

 

 

   

 

 

 

Foreign Currency Contracts Outstanding at July 31, 2018

Amount and Description
of Currency to be
Purchased
  Amount and Description
of Currency to be
Sold
    Counterparty     Settlement
Date
    Appreciation     Depreciation  
  274,721,179     USD     234,323,363       EUR       SSG       08/31/18     $ 63,751     $  
  20,090,436     USD     15,286,071       GBP       CBK       08/31/18             (40
            Total                                         $ 63,751     $ (40
                                                            

 

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


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)     
Counterparty Abbreviations:     
CBK    Citibank NA   
JPM    JP Morgan Chase & Co.   
SSG    State Street Global Markets LLC   
Currency Abbreviations:     
EUR    Euro   
GBP    British Pound   
USD    United States Dollar   
Index Abbreviations:     
CDX.NA.HY    Credit Derivatives North American High Yield   
CMT    Constant Maturity Treasury Index   
ICE    Intercontinental Exchange, Inc.   
Other Abbreviations:     
ETF    Exchange-Traded Fund   
EURIBOR    Euro Interbank Offered Rate   
LIBOR    London Interbank Offered Rate   
MTN    Medium Term Note   
OTC    Over-the-Counter   
PIK    Payment-in-kind   
SPDR    Standard & Poor’s Depositary Receipt   


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Corporate Bonds

   $ 372,720,203      $      $ 372,720,203      $  

Senior Floating Rate Interests

     3,719,273,698               3,719,273,698         

Common Stocks

           

Consumer Services

     654,168        654,168                

Energy

     10,206,616               808,432        9,398,184  

Insurance

     10,003,956               10,003,956         

Media

                           

Utilities

     70                      70  

Escrows

                           

Exchange-Traded Funds

     19,948,950        19,948,950                

Warrants

     71,756                      71,756  

Short-Term Investments

     101,133,054        101,133,054                

Foreign Currency Contracts(2)

     63,751               63,751         

Swaps - Credit Default(2)

     620,166               620,166         

Swaps - Total Return(2)

     295,815               295,815         
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $     4,234,992,203      $     121,736,172      $     4,103,786,021      $     9,470,010  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $ (40)      $      $ (40)      $  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $ (40)      $      $ (40)      $  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

(1) For the period ended July 31, 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 period ended July 31, 2018 is not presented.


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments

July 31, 2018 (Unaudited)

 

Shares or Principal Amount    Market Value  

Corporate Bonds - 12.4%

 

  

Advertising - 0.0%

  
$           300,000   

Acosta, Inc.
7.75%, 10/01/2022(1)

   $ 147,750  
     

 

 

 
  

Auto Manufacturers - 0.1%

 

500,000   

Tesla, Inc.
5.30%, 08/15/2025(1)

     442,500  
     

 

 

 
  

Auto Parts & Equipment - 0.2%

 

1,000,000   

Adient Global Holdings Ltd.
4.88%, 08/15/2026(1)

     917,500  
     

 

 

 
  

Biotechnology - 0.1%

 

590,000   

Sotera Health Topco, Inc. (8.13% Cash, 8.88% PIK)
8.13%, 11/01/2021(1)(2)

     596,520  
     

 

 

 
  

Chemicals - 0.2%

 

1,375,000   

Yingde Gases Investment Ltd.
6.25%, 01/19/2023(1)

     1,306,648  
     

 

 

 
  

Coal - 0.5%

 

275,000   

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

     281,875  
915,000   

Foresight Energy LLC / Foresight Energy Finance Corp.
11.50%, 04/01/2023(1)(11)

     816,637  
  

Peabody Energy Corp.

 

800,000   

6.00%, 03/31/2022(1)

     824,000  
725,000   

6.38%, 03/31/2025(1)

     772,125  
100,000   

Warrior Met Coal, Inc.
8.00%, 11/01/2024(1)

     103,375  
     

 

 

 
     2,798,012  
     

 

 

 
  

Commercial Banks - 3.0%

 

1,400,000   

Banco Bilbao Vizcaya Argentaria S.A.
5 year USD Swap + 3.870%, 6.13%, 11/16/2027(3)(4)

     1,288,000  
  

Banco de Sabadell S.A.

 

EUR           400,000   

5 year EUR Swap + 6.051%, 6.13%, 11/23/2022(3)(4)(5)

     473,891  
1,000,000   

5 year EUR Swap + 6.414%, 6.50%, 05/18/2022(3)(4)(5)

     1,208,231  
  

BNP Paribas S.A.

 

$           625,000   

5 year USD Swap + 2.838%, 5.13%, 11/15/2027(1)(3)(4)

     555,469  
675,000   

5 year USD Swap + 6.314%, 7.63%, 03/30/2021(1)(3)(4)

     718,875  
EUR           600,000   

Caixa Geral de Depositos S.A.
5 year EUR Swap + 10.925%, 10.75%, 03/30/2022(3)(4)(5)(11)

     796,229  
$        1,535,000   

Credit Agricole S.A.
5 year USD Swap + 4.898%, 7.88%, 01/23/2024(1)(3)(4)

     1,633,086  
1,650,000   

Credit Suisse Group AG
5 year USD Swap + 3.455%, 6.25%, 12/18/2024(1)(3)(4)

     1,656,187  
1,000,000   

Freedom Mortgage Corp.
8.13%, 11/15/2024(1)

     975,000  
  

HSBC Holdings plc

 

775,000   

5 year USD ICE Swap + 3.453%, 6.25%, 03/23/2023(3)(4)

     780,813  
925,000   

5 year USD ICE Swap + 4.368%, 6.38%, 03/30/2025(3)(4)

     929,033  
1,625,000   

Intesa Sanpaolo S.p.A.
5 year USD Swap + 5.462%, 7.70%, 09/17/2025(1)(3)(4)

     1,551,875  
1,000,000   

Itau Unibanco Holding S.A.
5 year CMT Swap + 3.981%, 6.13%, 12/12/2022(1)(3)(5)

     958,750  
600,000   

Standard Chartered plc
5 year USD Swap + 5.723%, 7.75%, 04/02/2023(1)(3)(4)

     625,500  
800,000   

UBS Group Funding Switzerland AG
5 year USD Swap + 4.866%, 7.00%, 02/19/2025(3)(4)(5)

     843,494  
  

UniCredit S.p.A.

 

EUR           200,000   

5 year USD Swap + 4.925%, 5.38%, 06/03/2025(3)(4)(5)

     214,460  
1,125,000   

5 year EUR Swap + 6.387%, 6.63%, 06/03/2023(3)(4)(5)

     1,325,438  
     

 

 

 
     16,534,331  
     

 

 

 


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Commercial Services - 1.0%

 

  

APX Group, Inc.

 

$           400,000   

7.88%, 12/01/2022

   $ 403,000  
300,000   

8.75%, 12/01/2020

     297,000  
1,725,000   

Avis Budget Car Rental LLC / Avis Budget Finance, Inc.
5.25%, 03/15/2025(1)

     1,587,000  
1,840,000   

Brand Industrial Services, Inc.
8.50%, 07/15/2025(1)

     1,876,800  
800,000   

Cardtronics, Inc. / Cardtronics USA, Inc.
5.50%, 05/01/2025(1)

     712,000  
1,000,000   

Team Health Holdings, Inc.
6.38%, 02/01/2025(1)

     872,500  
     

 

 

 
             5,748,300  
     

 

 

 
  

Diversified Financial Services - 0.3%

 

1,950,000   

Navient Corp.
5.88%, 10/25/2024

     1,886,625  
     

 

 

 
  

Energy-Alternate Sources - 0.2%

 

1,135,000   

Rio Energy S.A. / UGEN S.A. / UENSA S.A.
6.88%, 02/01/2025(1)

     938,645  
     

 

 

 
  

Entertainment - 0.5%

 

1,475,000   

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

     1,365,407  
EUR        1,285,000   

LHMC Finco S.a.r.l.
3 mo. EURIBOR + 5.750%, 5.75%, 12/20/2023(1)(4)

     1,513,013  
     

 

 

 
     2,878,420  
     

 

 

 
  

Food - 0.4%

 

GBP           129,703   

Iceland Bondco plc
3 mo. GBP LIBOR+ 4.25%, 5.00%, 07/15/2020(1)(4)(11)

     169,391  
$        2,000,000   

Marb BondCo plc
6.88%, 01/19/2025(1)

     1,930,020  
     

 

 

 
     2,099,411  
     

 

 

 
  

Household Products - 0.3%

 

2,000,000   

Revlon Consumer Products Corp.
5.75%, 02/15/2021

     1,525,000  
     

 

 

 
  

Household Products/Wares - 0.3%

 

EUR        1,600,000   

Diamond BC B.V.
5.63%, 08/15/2025(5)

     1,721,807  
     

 

 

 
  

Insurance - 0.3%

 

$        1,500,000   

HUB International Ltd.
7.00%, 05/01/2026(1)

     1,505,625  
     

 

 

 
  

Iron/Steel - 1.1%

 

1,725,000   

AK Steel Corp.
7.00%, 03/15/2027

     1,636,594  
1,700,000   

CSN Islands XI Corp.
6.88%, 09/21/2019(5)

     1,697,892  
1,250,000   

CSN Resources S.A.
7.63%, 02/13/2023(1)

     1,179,700  
1,500,000   

Koks OAO Via Koks Finance DAC
7.50%, 05/04/2022(5)

     1,494,672  
     

 

 

 
     6,008,858  
     

 

 

 
  

Media - 0.3%

 

800,000   

Altice Luxembourg S.A.
7.75%, 05/15/2022(1)

     796,000  
650,000   

DISH DBS Corp.
5.88%, 07/15/2022

     607,750  
     

 

 

 
     1,403,750  
     

 

 

 
  

Metal Fabricate/Hardware - 0.5%

 

2,000,000   

Hillman Group, Inc.
6.38%, 07/15/2022(1)

     1,911,940  
1,150,000   

Novelis Corp.
6.25%, 08/15/2024(1)

     1,152,875  
     

 

 

 
     3,064,815  
     

 

 

 


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Mining - 0.4%

 

$           675,000   

Constellium N.V.
6.63%, 03/01/2025(1)

   $ 688,291  
  

First Quantum Minerals Ltd.

 

905,000   

7.25%, 04/01/2023(1)

     908,393  
800,000   

7.50%, 04/01/2025(1)

     805,000  
     

 

 

 
     2,401,684  
     

 

 

 
  

Oil & Gas - 0.2%

 

600,000   

Sable Permian Resources LLC / AEPB Finance Corp.
3 mo. USD LIBOR + 6.500%, 8.85%, 08/01/2019(1)(4)(11)

     534,000  
935,000   

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.
8.75%, 04/15/2023(1)

     864,875  
     

 

 

 
     1,398,875  
     

 

 

 
  

Packaging & Containers - 0.1%

 

785,000   

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
7.00%, 07/15/2024(1)

     794,812  
     

 

 

 
  

Pharmaceuticals - 0.3%

 

750,000   

Endo Finance LLC / Endo Finco, Inc.
7.25%, 01/15/2022(1)

     708,750  
750,000   

NVA Holdings, Inc.
6.88%, 04/01/2026(1)

     746,250  
     

 

 

 
     1,455,000  
     

 

 

 
  

Retail - 1.0%

 

830,000   

Eurotorg LLC Via Bonitron DAC
8.75%, 10/30/2022(1)

     829,751  
  

Ferrellgas L.P. / Ferrellgas Finance Corp.

 

1,250,000   

6.50%, 05/01/2021

     1,140,625  
300,000   

6.75%, 01/15/2022

     268,500  
2,025,000   

PetSmart, Inc.
5.88%, 06/01/2025(1)

     1,589,625  
2,000,000   

Staples, Inc.
8.50%, 09/15/2025(1)

     1,880,000  
     

 

 

 
     5,708,501  
     

 

 

 
  

Software - 0.1%

 

371,000   

CURO Financial Technologies Corp.
12.00%, 03/01/2022(1)

     400,680  
     

 

 

 
  

Telecommunications - 0.3%

 

1,000,000   

Frontier Communications Corp.
8.50%, 04/01/2026(1)

     960,000  
450,000   

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

     466,861  
     

 

 

 
     1,426,861  
     

 

 

 
  

Textiles - 0.1%

 

EUR           325,000   

Eagle Intermediate Global Holding B.V./Ruyi US Finance LLC
5.38%, 05/01/2023(1)

     379,678  
     

 

 

 
  

Transportation - 0.5%

 

$        1,090,000   

Hertz Corp.
7.63%, 06/01/2022(1)

     1,061,387  
2,000,000   

Rumo Luxembourg S.a.r.l.
5.88%, 01/18/2025(1)

     1,920,000  
     

 

 

 
     2,981,387  
     

 

 

 
  

Water - 0.1%

 

740,000   

Aegea Finance S.a.r.l.
5.75%, 10/10/2024(1)

     710,400  
     

 

 

 
  

Total Corporate Bonds
(cost $72,026,354)

   $         69,182,395  
     

 

 

 


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Senior Floating Rate Interests - 87.5%(6)

 

  

Advertising - 0.4%

 

$        3,046,045   

Acosta Holdco, Inc.
1 mo. USD LIBOR + 3.250%, 5.33%, 09/26/2021

   $ 2,369,244  
     

 

 

 
  

Aerospace/Defense - 1.8%

 

1,875,575   

Circor International, Inc.
1 mo. USD LIBOR + 3.500%, 5.57%, 12/11/2024

   $ 1,878,501  
  

TransDigm, Inc.

 

5,039,291   

1 mo. USD LIBOR + 2.500%, 4.58%, 06/09/2023

     5,039,946  
3,172,050   

1 mo. USD LIBOR + 2.500%, 4.58%, 05/30/2025

     3,169,607  
     

 

 

 
     10,088,054  
     

 

 

 
  

Agriculture - 0.1%

 

314,761   

Pinnacle Operating Corp.
1 mo. USD LIBOR + 7.250%, 9.33%, 11/15/2021(11)

     288,794  
     

 

 

 
  

Auto Manufacturers - 1.0%

 

2,725,000   

Navistar Financial Corp.
1 mo. USD LIBOR + 3.750%, 0.00%, 07/25/2025(7)

     2,728,406  
2,601,925   

Navistar International Corp.
1 mo. USD LIBOR + 3.500%, 5.60%, 11/06/2024

     2,601,925  
     

 

 

 
     5,330,331  
     

 

 

 
  

Biotechnology - 1.6%

 

  

Lifescan Global Corp.

 

3,000,000   

1 mo. USD LIBOR + 6.000%, 0.00%, 05/23/2025(7)

     2,910,000  
500,000   

1 mo. USD LIBOR + 9.500%, 0.00%, 05/23/2026(7)(11)

     477,500  
5,566,424   

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%, 5.33%, 05/15/2022

     5,562,972  
     

 

 

 
     8,950,472  
     

 

 

 
  

Chemicals - 0.5%

 

EUR        1,636,775   

Diamond (BC) B.V.
EURIBOR + 3.250%, 3.25%, 09/06/2024

     1,871,492  
$           842,913   

Nexeo Solutions LLC
3 mo. USD LIBOR + 3.250%, 5.58%, 06/09/2023

     847,127  
     

 

 

 
     2,718,619  
     

 

 

 
  

Coal - 0.3%

 

1,935,952   

Foresight Energy LLC
3 mo. USD LIBOR + 5.750%, 7.83%, 03/28/2022

     1,927,879  
     

 

 

 
  

Commercial Services - 5.2%

 

2,770,788   

Allied Universal Holdco LLC
3 mo. USD LIBOR + 3.750%, 5.83%, 07/28/2022

     2,728,062  
4,135,000   

Blackhawk Network Holdings, Inc.
1 mo. USD LIBOR + 3.000%, 5.07%, 06/15/2025

     4,141,905  
EUR        3,440,000   

Blitz F18-675 GmbH
EURIBOR + 3.750%, 0.00%, 07/31/2025(7)

     4,006,836  
$        1,741,995   

Brickman Group Ltd. LLC
1 mo. USD LIBOR + 3.000%, 5.08%, 12/18/2020

     1,744,172  
687,739   

Capital Automotive L.P.
1 mo. USD LIBOR + 6.000%, 8.08%, 03/24/2025

     698,055  
3,555,000   

Energizer Holdings, Inc.
1 mo. USD LIBOR + 2.250%, 0.00%, 06/30/2025(7)

     3,563,887  
EUR           500,000   

Evergood 4 ApS
EURIBOR + 3.750%, 0.00%, 02/06/2025(7)

     583,617  
$        1,969,620   

Hertz Corp.
3 mo. USD LIBOR + 2.750%, 4.83%, 06/30/2023

     1,964,283  
1,981,363   

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 11/15/2023

     1,978,886  
1,393,696   

Russell Investments US Inst’l Holdco, Inc.
3 mo. USD LIBOR + 3.250%, 5.33%, 06/01/2023

     1,393,696  
4,420,387   

Tempo Acquisition LLC
1 mo. USD LIBOR + 3.000%, 5.08%, 05/01/2024

     4,422,774  
1,798,875   

Weight Watchers International, Inc.
3 mo. USD LIBOR + 4.750%, 7.05%, 11/29/2024

     1,818,555  
     

 

 

 
             29,044,728  
     

 

 

 


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Construction Materials - 0.9%

 

$        2,069,734   

Forterra Finance LLC
1 mo. USD LIBOR + 3.000%, 5.08%, 10/25/2023

   $ 1,929,240  
1,500,000   

Foundation Building Materials LLC
1 mo. USD LIBOR + 3.250%, 0.00%, 05/10/2025(7)

     1,497,195  
1,810,000   

Pisces Midco, Inc.
1 mo. USD LIBOR + 3.750%, 6.09%, 04/12/2025

     1,811,701  
     

 

 

 
     5,238,136  
     

 

 

 
  

Distribution/Wholesale - 0.9%

 

  

PowerTeam Services LLC

 

2,914,417   

3 mo. USD LIBOR + 3.250%, 5.58%, 02/27/2025

     2,890,752  
585,000   

3 mo. USD LIBOR + 7.250%, 9.58%, 02/27/2026

     582,075  
1,460,000   

Reece Ltd.
1 mo. USD LIBOR + 2.000%, 4.34%, 07/02/2025

     1,460,000  
     

 

 

 
     4,932,827  
     

 

 

 
  

Diversified Financial Services - 3.2%

 

4,398,975   

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 02/28/2025

     4,383,842  
471,949   

Ditech Holding Corp.
1 mo. USD LIBOR + 6.000%, 8.08%, 06/30/2022

     447,832  
1,997,843   

EVO Payments International LLC
1 mo. USD LIBOR + 3.250%, 5.33%, 12/12/2023

     2,001,599  
1,995,000   

GreenSky Holdings LLC
1 mo. USD LIBOR + 3.250%, 5.38%, 03/29/2025

     1,995,000  
EUR        3,920,241   

Nets Holding A/S
EURIBOR + 3.250%, 3.25%, 02/06/2025

     4,533,984  
$        1,959,176   

NFP Corp.
1 mo. USD LIBOR + 3.000%, 5.08%, 01/08/2024

     1,954,885  
636,500   

NN, Inc.
1 mo. USD LIBOR + 3.250%, 5.33%, 04/02/2021

     634,113  
1,152,450   

RP Crown Parent LLC
1 mo. USD LIBOR + 2.750%, 4.83%, 10/12/2023

     1,153,891  
765,946   

SS&C Technologies Holdings Europe S.a.r.l.
1 mo. USD LIBOR + 2.500%, 4.58%, 04/16/2025

     767,861  
     

 

 

 
             17,873,007  
     

 

 

 
  

Electric - 0.5%

 

699,244   

ExGen Texas Power LLC
3 mo. USD LIBOR + 4.750%, 7.08%, 09/16/2021

     441,398  
2,089,997   

Helix Gen Funding LLC
1 mo. USD LIBOR + 3.750%, 5.83%, 06/02/2024

     2,104,794  
     

 

 

 
     2,546,192  
     

 

 

 
  

Electrical Components & Equipment - 0.7%

 

  

Brookfield WEC Holdings, Inc.

 

1,955,000   

1 mo. USD LIBOR + 3.750%, 0.00%, 07/25/2025(7)

     1,967,532  
1,090,000   

1 mo. USD LIBOR + 6.750%, 0.00%, 07/25/2026(7)

     1,106,742  
645,000   

Verra Mobility Corp.
1 mo. USD LIBOR + 7.750%, 9.82%, 02/23/2026

     643,794  
     

 

 

 
     3,718,068  
     

 

 

 
  

Energy-Alternate Sources - 1.8%

 

3,095,000   

BCP Renaissance Parent LLC
3 mo. USD LIBOR + 3.500%, 5.84%, 10/31/2024

     3,106,606  
1,591,654   

Gulf Finance LLC
1 mo. USD LIBOR + 5.250%, 7.59%, 08/25/2023

     1,368,822  
1,089,525   

Medallion Midland Acquisition LLC
1 mo. USD LIBOR + 3.250%, 5.33%, 10/30/2024

     1,070,796  
2,796,824   

TEX Operations Co. LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 08/04/2023

     2,791,007  
1,540,000   

Vistra Energy Corp.
1 mo. USD LIBOR + 2.000%, 4.07%, 12/31/2025

     1,535,765  
     

 

 

 
     9,872,996  
     

 

 

 


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Engineering & Construction - 1.2%

 

$        4,801,500   

Brand Energy & Infrastructure Services, Inc.
3 mo. USD LIBOR + 4.250%, 6.60%, 06/21/2024

   $ 4,822,531  
  

DG Investment Intermediate Holdings, Inc.

  
627,852   

3 mo. USD LIBOR + 3.000%, 5.08%, 02/03/2025

     621,185  
67,438   

UNFND + 1.500%, 3.59%, 02/03/2025(8)

     66,722  
325,000   

3 mo. USD LIBOR + 6.750%, 9.08%, 02/02/2026

     325,406  
932,663   

Verra Mobility Corp.
1 mo. USD LIBOR + 3.750%, 5.82%, 02/28/2025

     934,994  
     

 

 

 
     6,770,838  
     

 

 

 
  

Entertainment - 0.5%

 

1,087,411   

Camelot UK Holdco Ltd.
1 mo. USD LIBOR + 3.250%, 5.33%, 10/03/2023

     1,088,770  
1,538,818   

Scientific Games International, Inc.
2 mo. USD LIBOR + 2.750%, 4.90%, 08/14/2024

     1,539,034  
     

 

 

 
     2,627,804  
     

 

 

 
  

Food - 1.5%

 

1,195,000   

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%, 4.83%, 03/31/2025

     1,193,506  
EUR        2,250,000   

Froneri International plc
EURIBOR + 2.625%, 2.63%, 01/22/2025

     2,613,936  
$        1,612,611   

JBS USA LLC
3 mo. USD LIBOR + 2.500%, 4.84%, 10/30/2022

     1,610,305  
2,527,560   

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%, 4.07%, 05/24/2024

     2,527,282  
497,500   

Utz Quality Foods LLC
1 mo. USD LIBOR + 3.500%, 5.56%, 11/21/2024

     499,987  
     

 

 

 
     8,445,016  
     

 

 

 
  

Healthcare-Products - 1.8%

 

507,450   

Avantor, Inc.
1 mo. USD LIBOR + 4.000%, 6.08%, 11/21/2024

     511,256  
769,297   

Immucor, Inc.
3 mo. USD LIBOR + 5.000%, 7.17%, 06/15/2021

     777,312  
1,506,276   

Kinetic Concepts, Inc.
3 mo. USD LIBOR + 3.250%, 5.58%, 02/02/2024

     1,509,409  
2,740,900   

Parexel International Corp.
1 mo. USD LIBOR + 2.750%, 4.83%, 09/27/2024

     2,731,307  
6,147,037   

Revlon Consumer Products Corp.
1 mo. USD LIBOR + 3.500%, 5.58%, 09/07/2023

     4,492,931  
     

 

 

 
             10,022,215  
     

 

 

 
  

Healthcare-Services - 4.9%

 

1,558,362   

CDRH Parent, Inc.
3 mo. USD LIBOR + 4.250%, 6.57%, 07/01/2021

     1,459,998  
389,045   

Community Health Systems, Inc.
3 mo. USD LIBOR + 3.250%, 5.56%, 01/27/2021

     381,859  
  

DentalCorp Perfect Smile ULC

 

170,950   

1 mo. USD LIBOR + 3.750%, 0.80%, 06/06/2025(8)

     171,520  
683,802   

1 mo. USD LIBOR + 3.750%, 5.83%, 06/06/2025

     686,079  
1,370,660   

DuPage Medical Group Ltd.
1 mo. USD LIBOR + 7.000%, 9.08%, 08/15/2025

     1,370,660  
851,855   

Envision Healthcare Corp.
1 mo. USD LIBOR + 3.000%, 5.08%, 12/01/2023

     850,969  
  

Genoa, a QoL Healthcare Co. LLC

 

1,409,995   

1 mo. USD LIBOR + 3.250%, 5.33%, 10/28/2023

     1,413,520  
750,000   

1 mo. USD LIBOR + 8.000%, 10.08%, 10/25/2024(11)

     755,625  
  

Gentiva Health Services, Inc.

 

1,937,417   

0.00%, 07/02/2025(7)

     1,951,948  
165,000   

1 mo. USD LIBOR + 7.000%, 0.00%, 07/02/2026(7)

     167,888  
2,364,310   

Global Medical Response, Inc.
1 mo. USD LIBOR + 4.250%, 6.33%, 03/14/2025

     2,330,027  
2,036,427   

MPH Acquisition Holdings LLC
3 mo. USD LIBOR + 2.750%, 5.08%, 06/07/2023

     2,035,917  


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

$        3,612,240   

One Call Corp.
1 mo. USD LIBOR + 5.250%, 7.32%, 11/25/2022

   $ 3,466,233  
1,761,960   

Ortho-Clinical Diagnostics S.A.
3 mo. USD LIBOR + 3.250%, 5.33%, 06/30/2025

     1,759,123  
  

Sound Inpatient Physicians

 

290,000   

1 mo. USD LIBOR + 6.750%, 0.00%, 06/26/2026(7)

     292,175  
775,000   

1 mo. USD LIBOR + 3.000%, 5.08%, 06/27/2025

     776,937  
1,728,753   

Surgery Center Holdings, Inc.
1 mo. USD LIBOR + 3.250%, 5.33%, 09/02/2024

     1,728,390  
3,784,969   

Team Health Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 02/06/2024

     3,676,151  
  

U.S. Renal Care, Inc.

 

1,474,164   

3 mo. USD LIBOR + 4.250%, 6.58%, 12/31/2022

     1,449,294  
725,000   

3 mo. USD LIBOR + 8.000%, 10.34%, 12/31/2023(11)

     714,125  
     

 

 

 
     27,438,438  
     

 

 

 
  

Household Products - 0.4%

 

2,549,694   

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%, 5.08%, 09/06/2024

     2,495,513  
     

 

 

 
  

Insurance - 5.8%

 

  

Asurion LLC

 

11,625,000   

1 mo. USD LIBOR + 3.000%, 0.00%, 11/03/2024(7)

     11,606,284  
283,518   

1 mo. USD LIBOR + 3.000%, 5.08%, 11/03/2023

     283,005  
4,145,000   

1 mo. USD LIBOR + 6.500%, 8.58%, 08/04/2025

     4,202,864  
1,550,236   

Evertec Group LLC
1 mo. USD LIBOR + 2.500%, 4.58%, 04/17/2020

     1,548,299  
902,738   

Genworth Financial, Inc.
1 mo. USD LIBOR + 4.500%, 6.58%, 03/07/2023

     919,104  
3,620,000   

Hub International Ltd.
2 mo. USD LIBOR + 3.000%, 5.34%, 04/25/2025

     3,616,380  
  

Sedgwick Claims Management Services, Inc.

 

3,326,275   

1 mo. USD LIBOR + 2.750%, 4.83%, 03/01/2021

     3,320,720  
1,500,000   

1 mo. USD LIBOR + 5.750%, 7.88%, 02/28/2022

     1,509,375  
5,236,709   

USI, Inc.
3 mo. USD LIBOR + 3.000%, 5.33%, 05/16/2024

     5,219,690  
     

 

 

 
     32,225,721  
     

 

 

 
  

Internet - 0.3%

 

EUR           500,000   

ION Trading Technologies S.a.r.l.
EURIBOR + 3.250%, 0.00%, 11/30/2024(7)

     576,636  
$        1,263,739   

Lands’ End, Inc.
1 mo. USD LIBOR + 3.250%, 5.32%, 04/04/2021

     1,214,238  
     

 

 

 
     1,790,874  
     

 

 

 
  

IT Services - 0.8%

 

1,057,026   

NAB Holdings LLC
3 mo. USD LIBOR + 3.000%, 5.33%, 07/01/2024

     1,055,705  
3,380,000   

Trans Union LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 06/19/2025

     3,382,129  
     

 

 

 
     4,437,834  
     

 

 

 
  

Leisure Time - 2.7%

 

11,821,129   

Caesars Resort Collection LLC
1 mo. USD LIBOR + 2.750%, 4.83%, 12/22/2024

     11,863,567  
1,372,833   

Delta (LUX) S.a.r.l.
1 mo. USD LIBOR + 2.500%, 4.58%, 02/01/2024

     1,363,910  
1,880,172   

Lindblad Expeditions, Inc.
6 mo. USD LIBOR + 3.500%, 5.95%, 03/21/2025

     1,895,458  
     

 

 

 
     15,122,935  
     

 

 

 
  

Lodging - 3.3%

 

13,863,425   

Caesars Entertainment Operating Co.
1 mo. USD LIBOR + 2.000%, 4.08%, 10/06/2024

     13,841,798  
4,595,917   

Station Casinos LLC
1 mo. USD LIBOR + 2.500%, 4.58%, 06/08/2023

     4,606,120  
     

 

 

 
             18,447,918  
     

 

 

 


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Machinery - Construction & Mining - 0.2%

 

$        1,355,364   

Pike Corp.
1 mo. USD LIBOR + 3.500%, 5.58%, 03/23/2025

   $ 1,364,851  
     

 

 

 
  

Machinery-Diversified - 2.3%

 

EUR        4,535,725   

Gardner Denver, Inc.
EURIBOR + 3.000%, 3.00%, 07/30/2024

     5,269,746  
3,160,120   

Gates Global LLC
EURIBOR + 3.000%, 3.00%, 04/01/2024

     3,671,267  
  

Zodiac Pool Solutions LLC

 

2,655,000   

EURIBOR + 2.750%, 2.75%, 07/02/2025

     3,067,120  
$           625,000   

1 mo. USD LIBOR + 2.250%, 4.33%, 07/02/2025

     624,738  
     

 

 

 
             12,632,871  
     

 

 

 
  

Media - 12.9%

 

  

Advantage Sales & Marketing, Inc.

 

2,258,243   

1 mo. USD LIBOR + 3.250%, 5.33%, 07/23/2021

     2,132,639  
570,000   

1 mo. USD LIBOR + 6.500%, 8.58%, 07/25/2022

     496,613  
  

Altice Financing S.A.

 

EUR        1,791,463   

EURIBOR + 2.750%, 2.75%, 01/31/2026

     2,032,001  
$        2,367,113   

3 mo. USD LIBOR + 2.750%, 4.82%, 01/31/2026

     2,296,099  
1,235,000   

Altice France S.A.
1 mo. USD LIBOR + 4.000%, 0.00%, 07/13/2026(7)

     1,207,015  
2,472,519   

Altice U.S. Finance I Corp.
1 mo. USD LIBOR + 2.250%, 4.33%, 07/28/2025

     2,460,156  
2,015,983   

Charter Communications Operating LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 04/30/2025

     2,016,447  
EUR        2,533,650   

Crown Finance U.S., Inc.
EURIBOR + 2.625%, 2.63%, 02/28/2025

     2,932,563  
  

CSC Holdings LLC

 

$        3,034,039   

1 mo. USD LIBOR + 2.250%, 4.32%, 07/17/2025

     3,015,076  
1,720,688   

1 mo. USD LIBOR + 2.500%, 4.57%, 01/25/2026

     1,717,814  
497,368   

Getty Images, Inc.
3 mo. USD LIBOR + 3.500%, 5.57%, 10/18/2019

     486,720  
947,558   

Houghton Mifflin Harcourt Publishing Co.
1 mo. USD LIBOR + 3.000%, 5.08%, 05/31/2021

     881,703  
2,266,119   

Maxar Technologies Ltd.
1 mo. USD LIBOR + 2.750%, 4.85%, 10/04/2024

     2,262,923  
2,100,973   

MTN Infrastructure TopCo, Inc.
1 mo. USD LIBOR + 3.000%, 5.08%, 11/15/2024

     2,109,503  
  

Numericable Group S.A.

 

EUR        1,318,313   

EURIBOR + 3.000%, 3.00%, 07/31/2025

     1,491,468  
$        1,817,000   

1 mo. USD LIBOR + 2.750%, 4.82%, 07/31/2025

     1,729,784  
1,314,534   

3 mo. USD LIBOR + 3.000%, 5.07%, 01/31/2026

     1,270,826  
  

PSAV Holdings LLC

 

3,994,988   

3 mo. USD LIBOR + 3.250%, 5.44%, 03/01/2025

     3,962,548  
2,725,000   

3 mo. USD LIBOR + 7.250%, 9.59%, 09/01/2025

     2,694,344  
1,360,000   

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 08/17/2024

     1,365,100  
6,610,000   

Sinclair Television Group, Inc.
1 mo. USD LIBOR + 2.500%, 0.00%, 12/12/2024(7)

     6,591,822  
2,020,000   

Telenet Financing USD LLC
1 mo. USD LIBOR + 2.250%, 4.32%, 08/15/2026

     2,007,941  
3,056,815   

Tribune Media Co.
1 mo. USD LIBOR + 3.000%, 5.08%, 01/27/2024

     3,052,994  
  

Unitymedia Finance LLC

 

3,600,000   

1 mo. USD LIBOR + 2.250%, 4.32%, 09/30/2025

     3,589,884  
1,635,000   

1 mo. USD LIBOR + 2.250%, 4.32%, 01/15/2026

     1,629,997  
EUR        1,645,000   

Unitymedia Hessen GmbH & Co. KG
EURIBOR + 2.750%, 2.75%, 01/15/2027

     1,918,772  
$        1,895,000   

UPC Financing Partnership
1 mo. USD LIBOR + 2.500%, 4.57%, 01/15/2026

     1,885,999  
3,970,000   

Virgin Media Bristol LLC
1 mo. USD LIBOR + 2.500%, 4.57%, 01/15/2026

     3,964,601  
GBP        1,925,000   

Virgin Media Investment Holdings Ltd.
LIBOR - GBP + 3.250%, 3.82%, 11/15/2027

     2,487,697  


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

EUR    2,000,000   

Ziggo Secured Finance B.V.
EURIBOR + 3.000%, 3.00%, 04/15/2025

   $ 2,314,260  
$    3,850,000   

Ziggo Secured Finance Partnership
1 mo. USD LIBOR + 2.500%, 4.57%, 04/15/2025

     3,825,937  
     

 

 

 
                71,831,246  
     

 

 

 
   Metal Fabricate/Hardware - 0.3%   
  

NN, Inc.

  
491,434   

1 mo. USD LIBOR + 3.750%, 5.83%, 10/19/2022

     490,820  
1,000,000   

1 mo. USD LIBOR + 8.000%, 10.10%, 04/14/2023

     980,000  
     

 

 

 
        1,470,820  
     

 

 

 
   Miscellaneous Manufacturing - 1.6%   
EUR    1,350,000   

CTC AcquiCo GmbH
EURIBOR + 3.000%, 3.00%, 03/07/2025

     1,558,463  
$    4,162,122   

H.B. Fuller Co.
1 mo. USD LIBOR + 2.000%, 4.09%, 10/20/2024

     4,160,374  
  

Hillman Group, Inc.

  
712,230   

1 mo. USD LIBOR + 3.500%, 0.00%, 05/31/2025(7)

     712,900  
2,287,770   

1 mo. USD LIBOR + 3.500%, 5.83%, 05/31/2025

     2,289,920  
     

 

 

 
        8,721,657  
     

 

 

 
   Oil & Gas - 3.3%   
260,827   

Ameriforge Group, Inc.
PIK + 7.000%, 5.17%, 06/08/2022(11)

     262,131  
260,000   

Ascent Resources - Marcellus LLC
1 mo. USD LIBOR + 6.500%, 8.60%, 03/30/2023

     260,000  
4,383,981   

BCP Raptor LLC
2 mo. USD LIBOR + 4.250%, 6.42%, 06/24/2024

     4,190,823  
1,395,000   

California Resources Corp.
1 mo. USD LIBOR + 4.750%, 6.83%, 12/31/2022

     1,417,083  
625,000   

Chesapeake Energy Corp.
3 mo. USD LIBOR + 7.500%, 9.58%, 08/23/2021

     652,812  
4,224,045   

Energy Transfer Equity L.P.
1 mo. USD LIBOR + 2.000%, 4.06%, 02/02/2024

     4,209,810  
  

Fieldwood Energy LLC

  
575,000   

1 mo. USD LIBOR + 7.250%, 0.00%, 04/11/2023(7)

     556,675  
1,375,000   

1 mo. USD LIBOR + 5.250%, 7.33%, 04/11/2022

     1,375,000  
586,644   

KCA Deutag Alpha Ltd.
3 mo. USD LIBOR + 6.750%, 9.08%, 03/31/2023

     584,080  
700,000   

Traverse Midstream Partners LLC
3 mo. USD LIBOR + 4.000%, 6.34%, 09/27/2024

     702,429  
2,425,000   

Ultra Resources, Inc.
1 mo. USD LIBOR + 3.000%, 5.08%, 04/12/2024

     2,210,800  
2,188,407   

Vine Oil & Gas LP
1 mo. USD LIBOR + 6.875%, 8.95%, 12/12/2021(11)

     2,188,407  
     

 

 

 
        18,610,050  
     

 

 

 
   Oil & Gas Services - 0.7%   
1,973,379   

Crosby U.S. Acquisition Corp.
3 mo. USD LIBOR + 3.000%, 5.08%, 11/23/2020

     1,937,621  
  

EG Group Ltd.

  
EUR      183,857   

1 mo. USD LIBOR + 4.000%, 2.00%, 02/06/2025(8)

     213,021  
361,792   

EURIBOR + 4.000%, 4.00%, 02/06/2025

     420,870  
  

Utex Industries, Inc.

  
$      466,061   

1 mo. USD LIBOR + 4.000%, 6.08%, 05/22/2021

     461,867  
750,000   

1 mo. USD LIBOR + 7.250%, 9.33%, 05/22/2022

     736,875  
     

 

 

 
        3,770,254  
     

 

 

 
   Packaging & Containers - 3.5%   
2,795,000   

Berlin Packaging LLC
1 mo. USD LIBOR + 3.000%, 5.12%, 11/07/2025

     2,794,413  
EUR    2,095,000   

Crown Americas LLC
EURIBOR + 2.375%, 2.38%, 04/03/2025

     2,449,102  
  

Flex Acquisition Co., Inc.

  
$    3,122,551   

3 mo. USD LIBOR + 3.000%, 5.34%, 12/29/2023

     3,116,431  
6,105,000   

1 mo. USD LIBOR + 3.250%, 5.75%, 06/29/2025

     6,097,369  


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

$    1,022,275   

Plastipak Packaging, Inc.
1 mo. USD LIBOR + 2.500%, 4.59%, 10/14/2024

   $ 1,018,994  
  

Proampac PG Borrower LLC

  
788,765   

1 mo. USD LIBOR + 3.500%, 5.63%, 11/18/2023

     789,507  
970,000   

1 mo. USD LIBOR + 8.500%, 10.58%, 11/18/2024

     977,886  
2,377,741   

Reynolds Group Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 02/05/2023

     2,384,826  
     

 

 

 
                19,628,528  
     

 

 

 
   Pharmaceuticals - 3.5%   
999,769   

Amneal Pharmaceuticals LLC
3 mo. USD LIBOR + 3.500%, 5.63%, 05/04/2025

     1,006,647  
4,048,198   

Endo Luxembourg Finance Co. S.a r.l.
1 mo. USD LIBOR + 4.250%, 6.38%, 04/29/2024

     4,049,048  
EUR    4,470,000   

IQVIA, Inc.
EURIBOR + 2.000%, 2.50%, 06/07/2025

     5,198,246  
$       789,275   

NVA Holdings, Inc.
3 mo. USD LIBOR + 2.750%, 4.83%, 02/02/2025

     785,329  
8,500,532   

Valeant Pharmaceuticals International, Inc.
1 mo. USD LIBOR + 3.000%, 5.09%, 06/01/2025

     8,508,097  
     

 

 

 
        19,547,367  
     

 

 

 
   Real Estate - 0.2%   
1,261,990   

DTZ U.S. Borrower LLC
3 mo. USD LIBOR + 3.250%, 5.49%, 11/04/2021

     1,262,281  
     

 

 

 
   Retail - 3.9%   
2,357,188   

Bass Pro Group LLC
1 mo. USD LIBOR + 5.000%, 7.08%, 09/25/2024

     2,375,597  
  

Coty, Inc.

  
EUR    3,820,000   

EURIBOR + 2.500%, 2.50%, 04/05/2025

     4,422,873  
$    2,983,743   

1 mo. USD LIBOR + 2.250%, 4.35%, 04/07/2025

     2,908,224  
1,872,553   

Neiman Marcus Group Ltd. LLC
1 mo. USD LIBOR + 3.250%, 5.34%, 10/25/2020

     1,650,375  
1,605,278   

Petco Animal Supplies, Inc.
3 mo. USD LIBOR + 3.250%, 5.59%, 01/26/2023

     1,150,455  
2,156,671   

PetSmart, Inc.
1 mo. USD LIBOR + 3.000%, 5.10%, 03/11/2022

     1,788,937  
2,705,000   

Rodan & Fields LLC
1 mo. USD LIBOR + 4.000%, 6.07%, 06/06/2025

     2,721,906  
1,550,000   

Smart & Final Stores LLC
1 mo. USD LIBOR + 3.500%, 5.58%, 11/15/2022

     1,511,250  
2,181,738   

Sports Authority, Inc.
1 mo. USD LIBOR + 6.000%, 0.00%, 11/16/2018(7)(9)

     8,182  
3,373,050   

Staples, Inc.
3 mo. USD LIBOR + 4.000%, 6.36%, 09/12/2024

     3,340,298  
     

 

 

 
        21,878,097  
     

 

 

 
   Semiconductors - 0.9%   
533,264   

Integrated Device Technology, Inc.
1 mo. USD LIBOR + 2.500%, 4.57%, 04/04/2024

     531,930  
4,465,000   

Microchip Technology, Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 05/29/2025

     4,473,930  
     

 

 

 
        5,005,860  
     

 

 

 
   Software - 5.5%   
  

Almonde, Inc.

  
3,251,967   

3 mo. USD LIBOR + 3.500%, 5.81%, 06/13/2024

     3,205,724  
770,000   

3 mo. USD LIBOR + 7.250%, 9.56%, 06/13/2025

     741,402  
4,155,522   

Change Healthcare Holdings LLC
1 mo. USD LIBOR + 2.750%, 4.83%, 03/01/2024

     4,147,461  
1,192,950   

Cypress Intermediate Holdings , Inc.
1 mo. USD LIBOR + 3.000%, 5.08%, 04/27/2024

     1,190,528  
2,747,436   

Epicor Software Corp.
1 mo. USD LIBOR + 3.250%, 5.33%, 06/01/2022

     2,741,062  
  

First Data Corp.

  
1,164,171   

1 mo. USD LIBOR + 2.000%, 4.07%, 07/08/2022

     1,164,031  
6,543,182   

1 mo. USD LIBOR + 2.000%, 4.07%, 04/26/2024

     6,540,106  


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Hyland Software, Inc.

  
$    1,485,246   

1 mo. USD LIBOR + 3.250%, 5.33%, 07/01/2022

   $ 1,488,959  
565,000   

1 mo. USD LIBOR + 7.000%, 9.08%, 07/07/2025

     571,119  
73,150   

MA FinanceCo. LLC
1 mo. USD LIBOR + 2.500%, 4.58%, 06/21/2024

     72,716  
EUR    1,360,000   

Misys Europe S.A.
EURIBOR + 3.250%, 4.25%, 06/13/2024

     1,582,364  
$    1,250,000   

Quest Software U.S. Holdings, Inc.
3 mo. USD LIBOR + 4.250%, 6.58%, 05/16/2025

     1,243,363  
494,000   

Seattle Spinco, Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 06/21/2024

     491,066  
  

SkillSoft Corp.

  
2,568,363   

3 mo. USD LIBOR + 4.750%, 6.83%, 04/28/2021

     2,487,305  
1,400,000   

3 mo. USD LIBOR + 8.250%, 10.33%, 04/28/2022

     1,249,500  
1,996,837   

SS&C Technologies, Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 04/16/2025

     2,001,829  
     

 

 

 
        30,918,535  
     

 

 

 
   Telecommunications - 5.2%   
2,468,750   

Altice Financing S.A.
3 mo. USD LIBOR + 2.750%, 4.82%, 07/15/2025

     2,396,736  
3,290,482   

CenturyLink, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 01/31/2025

     3,237,835  
1,645,844   

Frontier Communications Corp.
1 mo. USD LIBOR + 3.750%, 5.83%, 06/15/2024

     1,620,564  
12,913,632   

Sprint Communications, Inc.
1 mo. USD LIBOR + 2.500%, 4.63%, 02/02/2024

     12,910,404  
4,955,138   

Univision Communications, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 03/15/2024

     4,806,484  
1,580,000   

Zacapa LLC
1 mo. USD LIBOR + 5.000%, 7.34%, 07/03/2025

     1,587,900  
2,495,219   

Zayo Group LLC
1 mo. USD LIBOR + 2.250%, 4.33%, 01/19/2024

     2,503,678  
     

 

 

 
        29,063,601  
     

 

 

 
   Textiles - 0.5%   
  

International Textile Group, Inc.

  
1,500,000   

3 mo. USD LIBOR + 5.000%, 7.09%, 05/01/2024

     1,508,445  
1,500,000   

3 mo. USD LIBOR + 9.000%, 11.09%, 05/01/2025

     1,455,000  
     

 

 

 
        2,963,445  
     

 

 

 
   Transportation - 0.9%   
4,850,000   

Savage Enterprises LLC
1 mo. USD LIBOR + 4.500%, 0.00%, 06/26/2025(7)

     4,859,118  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $494,652,937)

   $     488,253,034  
     

 

 

 

Common Stocks - 0.5%

  
   Energy - 0.1%   
190,736   

Ascent Resources - Marcellus LLC Class A(10)(11)(12)

     600,819  
7,247   

Paragon Offshore Ltd., Litigation(11)

     76,625  
78,609   

Templar Energy LLC Class A*(11)

     70,748  
     

 

 

 
        748,192  
     

 

 

 
   Insurance - 0.4%   
34,814   

AFG Holdings, Inc.(11)

     1,984,398  
     

 

 

 
   Utilities - 0.0%   
4,500,000   

TCEH Corp.*(10)(11)(12)

     4  
     

 

 

 
  

Total Common Stocks
(cost $2,500,428)

   $ 2,732,594  
     

 

 

 

Escrows - 0.0%

  
   Energy-Alternate Sources - 0.0%   
26,901   

Paragon Offshore Ltd., Escrow
0.00%*(11)

      
     

 

 

 
  

Total Escrows
(cost $—)

   $  
     

 

 

 


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Exchange-Traded Funds - 0.4%

 

  

Other Investment Pools & Funds - 0.4%

 

43,100   

SPDR Blackstone / GSO Senior Loan ETF

 

  $ 2,036,475  
       

 

 

 
  

Total Exchange-Traded Funds
(cost $2,041,220)

 

  $ 2,036,475  
       

 

 

 

Warrants - 0.0%

 

Energy - 0.0%

 

45,934   

Ascent Resources Expires 03/30/2023*(10)(11)(12)

 

    7,005  
48,360   

Ascent Resources - Marcellus LLC Expires 03/30/2023*(10)(11)(12)

 

    3,869  
       

 

 

 
          10,874  
       

 

 

 
  

Total Warrants
(cost $10,874)

 

  $ 10,874  
       

 

 

 
  

Total Long-Term Investments
(cost $571,231,813)

     $ 562,215,372  
       

 

 

 

Short-Term Investments - 4.3%

 

  

Other Investment Pools & Funds - 4.3%

 

23,980,497   

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class,
1.82%(13)

 

    23,980,497  
       

 

 

 
  

Total Short-Term Investments
(cost $23,980,497)

 

  $ 23,980,497  
       

 

 

 
  

Total Investments
(cost $595,212,310)

     105.1   $ 586,195,869  
  

Other Assets and Liabilities

     (5.1 )%      (28,501,693
     

 

 

   

 

 

 
  

Total Net Assets

     100.0   $   557,694,176  
     

 

 

   

 

 

 

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 July 31, 2018, the aggregate value of these securities was $48,361,466, which represented 8.7% of total net assets.

(2)

Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

(3)

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 July 31, 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 July 31, 2018, the aggregate value of these securities was $10,734,864, which represented 1.9% of total net assets.

(6)

Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of July 31, 2018.

(7)

Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

(8)

This security, or a portion of this security, has unfunded loan commitments. As of July 31, 2018, the aggregate value of the unfunded commitment was $451,263, which rounds to zero percent of total net assets.


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

(9)

Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

(10)

Investment valued using significant unobservable inputs.

(11)

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 July 31, 2018, the aggregate value of these securities was $10,028,182, which represented 1.8% of total net assets.

(12)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2018, the aggregate fair value of these securities was $611,697, which represented 0.1% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

(13)

Current yield as of period end.

Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 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      $ 551,906      $ 713,430      $ 161,524  
                

 

 

    

 

 

    

 

 

 
                

 

 

    

 

 

    

 

 

 

Total

                 $ 551,906      $ 713,430      $ 161,524  
                

 

 

    

 

 

    

 

 

 

 

(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 July 31, 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        5,570,000        1.00     09/20/18        Quarterly      $      $ (14,926   $ 30,216      $ 45,142  
                   

 

 

    

 

 

   

 

 

    

 

 

 

Foreign Currency Contracts Outstanding at July 31, 2018

Amount and Description
of Currency to be
Purchased
  Amount and Description
of Currency to be
Sold
    Counterparty     Settlement
Date
    Appreciation     Depreciation  
  67,327,034     USD     57,426,577       EUR       SSG       08/31/18     $ 15,624     $  
  2,770,538     USD     2,108,000       GBP       CBK       08/31/18             (6
          Total                                         $ 15,624     $ (6
                                                         

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)     
Counterparty Abbreviations:     
CBK    Citibank NA   
JPM    JP Morgan Chase & Co.   
SSG    State Street Global Markets LLC   
Currency Abbreviations:     
EUR    Euro   
GBP    British Pound   
USD    United States Dollar   
Index Abbreviations:     
CDX.NA.HY    Credit Derivatives North American High Yield   
CMT    Constant Maturity Treasury Index   
ICE    Intercontinental Exchange, Inc.   


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Other Abbreviations:     
ETF    Exchange-Traded Fund   
EURIBOR    Euro Interbank Offered Rate   
LIBOR    London Interbank Offered Rate   
MTN    Medium Term Note   
OTC    Over-the-Counter   
PIK    Payment-in-kind   
SPDR    Standard & Poor’s Depositary Receipt   
UNFND    Unfunded Loan   


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Corporate Bonds

   $ 69,182,395      $      $ 69,182,395      $  

Senior Floating Rate Interests

     488,253,034               488,253,034         

Common Stocks

           

Energy

     748,192               147,373        600,819  

Insurance

     1,984,398               1,984,398         

Utilities

     4                      4  

Escrows

                           

Exchange-Traded Funds

     2,036,475        2,036,475                

Warrants

     10,874                      10,874  

Short-Term Investments

     23,980,497        23,980,497                

Foreign Currency Contracts(2)

     15,624               15,624         

Swaps - Credit Default(2)

     161,524               161,524         

Swaps - Total Return(2)

     45,142               45,142         
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $     586,418,159      $     26,016,972      $     559,789,490      $     611,697  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $ (6)      $      $ (6)      $  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $ (6)      $      $ (6)      $  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

(1) For the period ended July 31, 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 period ended July 31, 2018 is not presented.


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments

  July 31, 2018 (Unaudited)

 

 

Shares or Principal Amount

   Market Value  

Asset & Commercial Mortgage Backed Securities - 4.9%

  
      

Canada - 0.1%

 

  $     195,000       

Master Credit Card Trust
3.74%, 07/22/2024(1)

   $     192,796  
         

 

 

 
      

Cayman Islands - 0.6%

 

    250,000       

Atrium XII
3 mo. USD LIBOR + 5.250%, 7.60%, 04/22/2027(1)(2)

     249,382  
      

BlueMountain CLO Ltd.

 

    250,000       

3 mo. USD LIBOR + 1.420%, 3.75%, 11/20/2028(1)(2)

     250,210  
    250,000       

3 mo. USD LIBOR + 3.000%, 5.35%, 07/20/2026(1)(2)

     250,003  
    363,670       

LCM XVII L.P.
3 mo. USD LIBOR + 1.350%, 3.69%, 10/15/2026(1)(2)

     364,040  
    250,000       

Octagon Investment Partners Ltd.
3 mo. USD LIBOR + 2.750%, 5.10%, 01/22/2030(1)(2)

     247,305  
    250,000       

Palmer Square CLO Ltd.
1 mo. USD LIBOR + 1.350%, 3.69%, 08/15/2026(1)(2)

     250,000  
    250,000       

Tryon Park CLO, Ltd.
3 mo. USD LIBOR + 0.890%, 3.24%, 04/15/2029(1)(2)

     248,045  
         

 

 

 
            1,858,985  
         

 

 

 
      

United States - 4.2%

 

    225,000       

280 Park Avenue Mortgage Trust
1 mo. USD LIBOR + 1.250%, 3.32%, 09/15/2034(1)(2)

     226,190  
    272,847       

Alternative Loan Trust
5.25%, 08/25/2035

     240,276  
    50,000       

AmeriCredit Automobile Receivables Trust
2.74%, 12/08/2022

     49,075  
    150,000       

Avant Loans Funding Trust
3.38%, 04/15/2021(1)(13)

     149,834  
    40,000       

Aventura Mall Trust
4.11%, 07/05/2040(1)(3)

     39,118  
    220,000       

BAMLL Commercial Mortgage Securities Trust
3.60%, 04/14/2033(1)(3)

     212,528  
    34,293       

Banc of America Mortgage Trust
4.15%, 04/25/2034(3)

     34,528  
    1,000,000       

Bank
0.67%, 08/15/2061(3)(4)(5)

     37,020  
      

Bayview Opportunity Master Fund Trust

 

    70,502       

2.98%, 10/28/2032(1)(6)

     70,141  
    121,939       

3.50%, 01/28/2058(1)(3)

     121,473  
    77,628       

4.00%, 10/28/2064(1)(3)

     77,962  
    29,568       

Bear Stearns Asset Backed Securities I Trust
6.00%, 11/25/2035

     29,476  
    968,000       

Benchmark Mortgage Trust
0.70%, 07/15/2051(3)(4)

     38,050  
    48,000       

Capital Auto Receivables Asset Trust
3.62%, 05/20/2021

     48,205  
    100,000       

CGGS Commercial Mortgage Trust
1 mo. USD LIBOR + 1.100%, 3.17%, 02/15/2037(1)(2)

     99,976  
    181,940       

CIM Trust
3.00%, 04/25/2057(1)(3)

     179,629  
    86,045       

Civic Mortgage LLC
3.89%, 06/25/2022(1)(6)

     86,074  
      

COLT Mortgage Loan Trust

 

    1,244       

2.75%, 09/25/2046(1)(3)

     1,240  
    47,790       

3.75%, 12/26/2046(1)(3)

     47,790  
      

Connecticut Avenue Securities

 

    64,071       

1 mo. USD LIBOR + 2.900%, 4.96%, 07/25/2024(2)

     68,381  
    192,536       

1 mo. USD LIBOR + 5.000%, 7.06%, 07/25/2025(2)

     218,201  
    175,000       

1 mo. USD LIBOR + 5.250%, 7.31%, 10/25/2023(2)

     201,454  
    76,636       

Consumer Loan Underlying Bond Credit Trust
2.61%, 01/15/2024(1)(13)

     76,315  
    155,000       

CSAIL Commercial Mortgage Trust
4.36%, 08/15/2048(3)

     150,532  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

    $    249,375       

Domino’s Pizza Master Issuer LLC
4.12%, 07/25/2048(1)(13)

   $     247,118  
    100,000       

Drive Auto Receivables Trust
4.16%, 05/15/2024(1)

     101,163  
    35,000       

Exeter Automobile Receivables Trust
3.03%, 01/17/2023(1)

     34,564  
             Fannie Mae Connecticut Avenue Securities  
    65,000       

1 mo. USD LIBOR + 2.200%, 4.26%, 08/25/2030(2)

     65,323  
    75,000       

1 mo. USD LIBOR + 2.350%, 4.43%, 01/25/2031(2)(5)

     75,436  
    195,000       

1 mo. USD LIBOR + 2.550%, 4.61%, 12/25/2030(2)

     197,361  
    20,000       

1 mo. USD LIBOR + 2.800%, 4.86%, 02/25/2030(2)

     20,854  
    30,000       

1 mo. USD LIBOR + 3.600%, 5.66%, 01/25/2030(2)

     31,199  
    150,000       

1 mo. USD LIBOR + 3.650%, 5.71%, 09/25/2029(2)

     164,438  
    250,000       

1 mo. USD LIBOR + 4.250%, 6.31%, 01/25/2029(2)

     283,040  
    60,000       

1 mo. USD LIBOR + 4.250%, 6.31%, 04/25/2029(2)

     68,423  
    99,000       

1 mo. USD LIBOR + 4.350%, 6.41%, 05/25/2029(2)

     110,692  
    30,000       

1 mo. USD LIBOR + 4.450%, 6.51%, 02/25/2030(2)

     31,846  
    136,988       

1 mo. USD LIBOR + 5.000%, 7.06%, 07/25/2025(2)

     152,496  
    75,000       

1 mo. USD LIBOR + 6.000%, 8.06%, 09/25/2028(2)

     88,636  
    150,000       

1 mo. USD LIBOR + 6.750%, 8.81%, 08/25/2028(2)

     181,352  
    179,753       

1 mo. USD LIBOR + 10.750%, 11.24%, 01/25/2029(2)

     236,703  
    49,896       

1 mo. USD LIBOR + 12.750%, 14.81%, 10/25/2028(2)

     72,186  
    60,000       

First Investors Auto Owner Trust
2.65%, 11/15/2022(1)

     59,190  
      

FREMF Mortgage Trust

 

    40,000       

3.54%, 12/25/2049(1)(3)

     36,820  
    99,000       

3.57%, 11/25/2047(1)(3)

     97,329  
    25,000       

3.65%, 11/25/2050(1)(3)

     23,824  
    60,000       

3.73%, 10/25/2049(1)(3)

     56,787  
    65,000       

3.80%, 02/25/2050(1)(3)

     62,207  
    160,000       

3.84%, 07/25/2049(1)(3)

     158,004  
    40,000       

3.84%, 08/25/2027(1)(3)

     38,312  
    60,000       

3.88%, 02/25/2050(1)(3)

     57,371  
    65,000       

3.91%, 02/25/2025(1)

     62,610  
    35,000       

3.97%, 07/25/2049(1)(3)

     33,588  
    75,000       

3.98%, 03/25/2028(1)(3)

     69,933  
    84,000       

3.98%, 02/25/2046(1)(3)

     85,039  
    105,000       

4.03%, 05/25/2045(1)(3)

     106,564  
    75,000       

4.06%, 05/25/2025(1)(3)

     72,688  
    225,000       

4.13%, 02/25/2046(1)(3)

     223,908  
    95,305       

GLS Auto Receivables Trust
2.67%, 04/15/2021(1)

     95,058  
    100,000       

GMF Floorplan Owner Revolving Trust
2.63%, 07/15/2022(1)

     98,320  
    100,000       

GS Mortgage Securities Corp. Trust
1 mo. USD LIBOR + 1.500%, 3.57%, 07/15/2032(1)(2)

     100,031  
    63,000       

GS Mortgage Securities Trust
3.51%, 03/10/2050(1)(3)

     50,647  
    48,585       

GSR Mortgage Loan Trust
3.00%, 01/25/2035(3)

     46,556  
    100,000       

Hertz Vehicle Financing II L.P.
3.29%, 02/25/2024(1)

     96,937  
    75,000       

JP Morgan Chase Commercial Mortgage Securities Corp.
4.61%, 07/05/2031(1)(3)

     73,352  
    36,511       

JP Morgan Mortgage Acquisition Trust
4.94%, 11/25/2036(6)(13)

     37,202  
             LSTAR Securities Investment Ltd.  
    48,688       

1 mo. USD LIBOR + 1.750%, 0.04%, 10/01/2022(1)(2)

     48,484  
    119,086       

1 mo. USD LIBOR + 1.550%, 3.64%, 02/01/2023(1)(2)

     117,611  
    55,147       

1 mo. USD LIBOR + 1.650%, 3.74%, 11/01/2022(1)(2)

     54,902  
    79,517       

1 mo. USD LIBOR + 1.750%, 3.84%, 09/01/2022(1)(2)

     79,676  
    59,898       

Mill City Mortgage Loan Trust
2.50%, 04/25/2057(1)(3)

     58,495  
             Morgan Stanley Capital I Trust  
    1,000,000       

1.00%, 07/15/2051(3)(4)

     62,233  
    275,000       

1 mo. USD LIBOR + 1.950%, 4.02%, 11/15/2034(1)(2)

     275,346  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

    $    100,000       

4.42%, 07/11/2040(1)(3)(5)

   $ 90,701  
    130,703       

MortgageIT Mortgage Loan Trust
1 mo. USD LIBOR + 0.200%, 2.26%, 04/25/2036(2)

         116,072  
    185,000       

MSSG Trust
3.87%, 09/13/2039(1)

     174,710  
    155,000       

Natixis Commercial Mortgage Securities Trust
1 mo. USD LIBOR + 1.154%, 3.23%, 07/15/2033(1)(2)(5)

     155,016  
    100,000       

New Residential Mortgage LLC
4.09%, 07/25/2054(1)

     100,006  
      

New Residential Mortgage Loan Trust

 

    96,606       

3.25%, 09/25/2056(1)(3)

     95,131  
    104,644       

3.75%, 05/25/2054(1)(3)

     104,811  
    75,514       

3.75%, 11/25/2056(1)(3)

     75,465  
    157,333       

4.00%, 02/25/2057(1)(3)

     158,320  
    91,095       

4.00%, 12/25/2057(1)(3)

     91,559  
    6,234       

New York City Tax Lien
1.47%, 11/10/2029(1)

     6,128  
      

NRZ Advance Receivables Trust

 

    303,000       

2.58%, 10/15/2049(1)

     300,572  
    185,000       

3.21%, 02/15/2051(1)

     183,327  
    95,606       

NRZ Excess Spread-Collateralized Notes
3.19%, 01/25/2023(1)

     94,831  
    88,088       

Oak Hill Advisors Residential Loan Trust
3.00%, 06/25/2057(1)(6)

     87,207  
    155,000       

OneMain Direct Auto Receivables Trust
3.85%, 10/14/2025(1)

     154,950  
      

OneMain Financial Issuance Trust

 

    181,000       

2.37%, 09/14/2032(1)

     177,337  
    100,000       

4.57%, 02/20/2029(1)

     101,118  
    100,000       

Planet Fitness Master Issuer LLC
4.26%, 09/05/2048(1)(5)

     99,990  
    48,655       

Prosper Marketplace Issuance Trust
2.36%, 11/15/2023(1)

     48,463  
    175,000       

Santander Drive Auto Receivables Trust
3.17%, 04/17/2023

     173,597  
    153,056       

SG Residential Mortgage Trust
3.74%, 04/27/2048(1)(3)

     153,032  
    73,109       

SLM Student Loan Trust
3 mo. USD LIBOR + 0.040%, 2.38%, 01/25/2019(2)(13)

     73,040  
      

SoFi Consumer Loan Program LLC

 

    66,381       

2.50%, 05/26/2026(1)

     65,425  
    56,722       

2.77%, 05/25/2026(1)

     56,231  
    47,026       

3.28%, 01/26/2026(1)(13)

     46,940  
    215,000       

Springleaf Funding Trust
2.68%, 07/15/2030(1)

     211,136  
    15,000       

STACR Trust
1 mo. USD LIBOR + 3.750%, 5.81%, 04/25/2043(1)(2)

     15,483  
      

Towd Point Mortgage Trust

 

    73,506       

2.75%, 04/25/2057(1)(3)

     72,055  
    119,000       

1 mo. USD LIBOR + 1.200%, 3.26%, 02/25/2057(1)(2)

     119,323  
    199,000       

3.75%, 04/25/2055(1)(3)

     198,726  
    124,853       

3.75%, 05/25/2058(1)(3)

     124,645  
    100,000       

United Auto Credit Securitization Trust
2.71%, 01/10/2022(1)

     99,689  
    34,854       

Vantage Data Centers Issuer LLC
4.07%, 02/16/2043(1)

     34,733  
    88,693       

Verus Securitization Trust
2.85%, 07/25/2047(1)(3)

     87,623  
    52,176       

VOLT LIX LLC
3.25%, 05/25/2047(1)(6)(13)

     51,920  
    144,965       

VOLT LVI LLC
3.50%, 03/25/2047(1)(6)(13)

     144,386  
    41,674       

VOLT LVIII LLC
3.38%, 05/28/2047(1)(6)(13)

     41,594  
    48,960       

VOLT LX LLC
3.25%, 06/25/2047(1)(6)

     48,662  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $ 51,806       

VOLT LXI LLC
3.13%, 06/25/2047(1)(6)(13)

   $ 51,409  
    78,263       

VOLT LXII LLC
3.13%, 09/25/2047(1)(6)

     77,499  
    80,002       

VOLT LXIII LLC
3.00%, 10/25/2047(1)(6)

     79,098  
    110,000       

VOLT LXIV LLC
4.63%, 10/25/2047(1)(6)

     108,053  
    169,401       

VOLT LXV LLC
3.75%, 04/25/2048(1)(6)

     169,072  
    195,000       

Wachovia Bank Commercial Mortgage Trust
5.27%, 10/15/2044(1)(3)

     175,308  
    59,700       

Wendys Funding LLC
3.57%, 03/15/2048(1)(13)

     57,599  
      

Westlake Automobile Receivables Trust

 

    145,000       

2.59%, 12/15/2022(1)

     143,412  
    45,000       

3.41%, 05/15/2023(1)

     44,723  
         

 

 

 
       12,345,449  
         

 

 

 
      

Total Asset & Commercial Mortgage Backed Securities
(cost $14,461,611)

   $     14,397,230  
         

 

 

 

Corporate Bonds - 2.1%

  
      

Argentina - 0.0%

 

    160,000       

YPF S.A.
BADLARPP + 4.000%, 36.75%, 07/07/2020(2)(7)

     78,368  
         

 

 

 
      

British Virgin Islands - 0.1%

 

  HKD 2,000,000       

Smart Insight International Ltd.
0.00%, 01/27/2019(7)(8)

     249,075  
         

 

 

 
      

Canada - 0.2%

 

        $ 525,000       

New Gold, Inc.
6.38%, 05/15/2025(1)

     477,750  
         

 

 

 
      

Cayman Islands - 0.2%

 

  HKD     2,000,000       

China Evergrande Group
4.25%, 02/14/2023(7)(13)

     227,416  
        $ 250,000       

Sunny Optical Technology Group Co., Ltd.
3.75%, 01/23/2023(7)

     241,470  
         

 

 

 
       468,886  
         

 

 

 
      

Finland - 0.2%

 

    550,000       

Nokia Oyj
4.38%, 06/12/2027

     521,070  
         

 

 

 
      

Guernsey - 0.1%

 

    350,000       

Credit Suisse Group Funding Guernsey Ltd.
3.13%, 12/10/2020

     347,000  
         

 

 

 
      

Iceland - 0.0%

 

  EUR 120,000       

Arion Banki HF
1.63%, 12/01/2021(7)

     143,819  
         

 

 

 
      

Luxembourg - 0.1%

 

    225,000       

Codere Finance Luxembourg S.A.
6.75%, 11/01/2021(7)(13)

     253,466  
         

 

 

 
      

United States - 1.2%

 

        $ 220,000       

Crown Castle Towers LLC
3.72%, 07/15/2043(1)

     220,396  
  EUR 335,000       

Equinix, Inc.
2.88%, 10/01/2025

     381,876  
        $ 450,000       

General Motors Co.
6.75%, 04/01/2046

     497,830  
    575,000       

Kraft Heinz Foods Co.
4.38%, 06/01/2046

     511,204  
    325,000       

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

     279,094  
    125,000       

Matador Resources Co.
6.88%, 04/15/2023

     131,406  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        $ 450,000       

Reynolds American, Inc.
5.85%, 08/15/2045

   $     505,637  
    135,000       

SBA Tower Trust
3.45%, 03/15/2048(1)

     133,184  
    240,000       

Standard Industries, Inc.
6.00%, 10/15/2025(1)

     243,000  
    260,000       

Steel Dynamics, Inc.
5.50%, 10/01/2024

     265,525  
    550,000       

United Technologies Corp.
3.75%, 11/01/2046

     493,785  
         

 

 

 
       3,662,937  
         

 

 

 
      

Total Corporate Bonds
(cost $6,424,436)

   $     6,202,371  
         

 

 

 

Foreign Government Obligations - 7.9%

  
       Argentina - 0.5%

 

  ARS 17,775,000       

Argentina POM Politica Monetaria
40.00%, 06/21/2020(3)

     649,355  
  EUR 900,000       

Argentine Republic Government International Bond
5.00%, 01/15/2027(7)

     923,494  
         

 

 

 
       1,572,849  
         

 

 

 
       Canada - 0.8%

 

  CAD 3,200,000       

Canadian Government Bond
0.50%, 03/01/2022

     2,317,451  
         

 

 

 
       Croatia - 0.2%

 

  EUR 430,000       

Croatia Government International Bond
3.00%, 03/20/2027(7)

     530,244  
         

 

 

 
       Dominican Republic - 0.2%

 

        $ 500,000       

Dominican Republic International Bond
7.45%, 04/30/2044(7)

     541,250  
         

 

 

 
       Greece - 0.2%

 

  EUR     119,225,000       

Hellenic Republic Government Bond
0.00%, 10/15/2042(3)

     511,098  
         

 

 

 
       Iceland - 0.6%

 

       Iceland Rikisbref

 

  ISK 18,920,000       

5.00%, 11/15/2028

     171,443  
    25,804,286       

6.50%, 01/24/2031

     264,143  
    112,400,000       

8.00%, 06/12/2025

     1,223,209  
         

 

 

 
       1,658,795  
         

 

 

 
       India - 1.0%

 

       India Government Bond

 

  INR 43,350,000       

7.61%, 05/09/2030

     609,613  
    49,080,000       

7.72%, 05/25/2025

     704,861  
    35,150,000       

8.60%, 06/02/2028

     529,918  
    80,000,000       

8.79%, 11/08/2021

     1,199,156  
         

 

 

 
       3,043,548  
         

 

 

 
       Japan - 1.5%

 

       Japanese Government CPI Linked Bond

 

  JPY 149,735,400       

0.10%, 09/10/2023(9)

     1,389,381  
    319,132,800       

0.10%, 09/10/2024(9)

     2,984,036  
         

 

 

 
       4,373,417  
         

 

 

 
       Macedonia - 0.1%

 

  EUR 190,000       

Macedonia Government International Bond
2.75%, 01/18/2025(1)

     222,894  
         

 

 

 
       Mexico - 0.4%

 

  MXN 24,243,503       

Mexican Udibonos
2.00%, 06/09/2022(9)

     1,250,515  
         

 

 

 
       Norway - 0.6%

 

  NOK 14,850,000       

Norway Government Bond
1.75%, 02/17/2027(1)(7)

     1,812,131  
         

 

 

 


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

     Poland - 0.3%

 

  PLN 3,200,000     

Republic of Poland Government Bond
2.50%, 07/25/2026

   $ 840,124  
       

 

 

 
     Romania - 0.2%

 

  EUR 450,000     

Romanian Government International Bond
3.38%, 02/08/2038(7)

     506,436  
       

 

 

 
     Russia - 0.5%

 

  RUB 95,800,000     

Russian Federal Bond - OFZ
8.15%, 02/03/2027

     1,590,181  
       

 

 

 
     South Africa - 0.3%

 

  ZAR 11,025,000     

Republic of South Africa Government Bond
10.50%, 12/21/2026

     929,558  
       

 

 

 
     South Korea - 0.4%

 

  KRW     1,571,626,051     

Inflation Linked Korea Treasury Bond
1.00%, 06/10/2026(9)

     1,337,730  
       

 

 

 
     Zambia - 0.1%

 

        $ 275,000     

Zambia Government International Bond
8.97%, 07/30/2027(7)(13)

     247,091  
       

 

 

 
    

Total Foreign Government Obligations
(cost $25,925,854)

   $     23,285,312  
       

 

 

 

U.S. Government Agencies - 3.0%

  
     United States - 3.0%

 

     Mortgage-Backed Agencies - 2.9%

 

     FHLMC - 1.5%

 

        $ 4,355,880     

0.08%, 10/25/2026(3)(4)

   $ 32,193  
    2,284,139     

0.25%, 06/25/2025(3)(4)

     34,539  
    1,483,441     

0.28%, 11/25/2023(3)(4)

     18,952  
    751,846     

0.61%, 03/25/2027(3)(4)

     33,514  
    1,415,441     

0.71%, 01/25/2024(3)(4)

     47,769  
    100,000     

1.64%, 04/25/2044(3)(4)

     10,362  
    525,000     

1.66%, 07/25/2041(3)(4)

     36,732  
    435,000     

2.21%, 01/25/2042(3)(4)

     44,828  
    403,817     

2.50%, 03/15/2028(4)(13)

     31,316  
    43,466     

2.50%, 05/15/2028(4)

     3,250  
    41,135     

3.00%, 05/15/2032(4)

     2,993  
    52,061     

3.00%, 03/15/2033(4)(13)

     6,416  
    500,000     

3.00%, 08/01/2048(10)

     481,554  
    200,000     

3.19%, 07/25/2027

     195,721  
    48,797     

3.50%, 06/15/2026(4)(13)

     3,205  
    437,195     

3.50%, 03/15/2041(4)(13)

     53,768  
    215,000     

1 mo. USD LIBOR + 1.800%, 3.86%, 07/25/2030(2)

     212,658  
    25,694     

4.00%, 07/15/2027(4)(13)

     2,536  
    50,923     

4.00%, 03/15/2028(4)

     5,119  
    57,078     

4.00%, 07/15/2030(4)

     6,139  
    1,775,000     

4.00%, 08/01/2048(10)

     1,802,078  
    36,290     

1 mo. USD LIBOR + 2.200%, 4.26%, 03/25/2025(2)

     36,424  
    125,000     

1 mo. USD LIBOR + 2.300%, 4.36%, 09/25/2030(2)

     125,376  
    850,000     

4.50%, 08/01/2048(10)

     881,285  
    100,927     

1 mo. USD LIBOR + 2.600%, 4.66%, 12/25/2027(2)

     102,989  
    92,288     

5.50%, 04/15/2036(4)

     17,945  
    125,000     

1 mo. USD LIBOR + 4.350%, 6.41%, 09/25/2030(2)

     126,645  
       

 

 

 
       4,356,306  
       

 

 

 
     FNMA - 0.9%

 

    85,380     

1.40%, 04/25/2055(3)(4)

     4,029  
    233,809     

1.44%, 05/25/2046(3)(4)(13)

     10,877  
    156,756     

1.44%, 06/25/2055(3)(4)(13)

     7,695  
    346,775     

1.51%, 08/25/2044(3)(4)(13)

     13,779  
    4,543     

2.78%, 04/01/2022

     4,471  
    98,142     

2.85%, 06/01/2027

     94,107  
    130,366     

2.85%, 12/01/2027

     123,262  
    76,544     

3.00%, 02/25/2027(4)(13)

     5,717  
    49,841     

3.00%, 09/25/2027(4)(13)

     4,422  
    30,558     

3.00%, 01/01/2031

     30,384  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  $     113,000          3.00%, 08/01/2048(10)    $ 108,913  
    30,000          3.07%, 06/01/2027      29,063  
    100,000          3.10%, 10/01/2027      96,560  
    4,519          3.20%, 04/01/2022      4,526  
    309,464          3.50%, 04/25/2027(4)(13)      29,650  
    34,355          3.50%, 05/25/2027(4)(13)      3,492  
    90,108          3.50%, 10/25/2027(4)(13)      8,684  
    50,924          3.50%, 02/25/2031(4)(13)      4,572  
    62,990          3.50%, 09/25/2035(4)(13)      9,874  
    425,000          3.50%, 08/01/2048(10)      421,092  
    300,000          3.50%, 09/01/2048(10)      296,958  
    10,000          3.86%, 12/01/2025      10,263  
    18,557          3.87%, 10/01/2025      19,036  
    28,695          3.89%, 05/01/2030      29,285  
    9,401          3.96%, 05/01/2034      9,619  
    800,000          4.00%, 08/01/2048(10)      812,625  
    13,441          4.06%, 10/01/2028      13,920  
    100,000          4.50%, 12/25/2041(4)(13)      42,496  
    242,351          4.50%, 02/25/2043(4)(13)      44,969  
    262,612          5.14%, 10/01/2024      283,234  
    22,439          5.46%, 05/25/2042(3)(4)      2,301  
    87,591          6.00%, 01/25/2042(4)(13)      16,880  
       

 

 

 
          2,596,755  
       

 

 

 
     GNMA - 0.5%

 

    184,007          2.50%, 05/16/2028(4)(13)      12,117  
    257,543          3.00%, 08/20/2027(4)(13)      22,775  
    269,331          3.00%, 07/20/2028(4)(13)      21,265  
    121,612          3.00%, 02/16/2043(4)      20,185  
    500,000          3.00%, 08/01/2048(10)      487,441  
    38,506          3.50%, 03/20/2027(4)      3,821  
    196,649          3.50%, 07/20/2029(4)(13)      21,656  
    61,420          3.50%, 02/16/2030(4)(13)      6,307  
    38,344          3.50%, 07/20/2040(4)      4,477  
    73,263          3.50%, 02/20/2041(4)      9,027  
    83,815          3.50%, 04/20/2042(4)      11,263  
    84,573          3.50%, 05/16/2042(4)(13)      17,242  
    129,089          3.50%, 10/20/2042(4)      23,027  
    132,522          3.50%, 05/20/2043(4)(13)      23,262  
    228,414          4.00%, 04/16/2026(4)(13)      22,881  
    93,273          4.00%, 03/20/2047(4)      18,153  
    116,962          4.00%, 07/20/2047(4)      21,882  
    98,076          5.00%, 02/16/2040(4)      23,608  
    76,652          5.50%, 02/16/2047(4)      17,245  
    59,779          6.00%, 02/20/2046(4)      13,812  
    575,000          6.00%, 08/01/2048(10)      622,742  
       

 

 

 
          1,424,188  
       

 

 

 
          8,377,249  
       

 

 

 
     Other Direct Federal Obligations - 0.1%

 

     SLM Student Loan Trust - 0.1%

 

  $ 165,040          3 mo. USD LIBOR + 1.500%, 3.84%, 04/25/2023(2)    $ 168,291  
    195,021          3 mo. USD LIBOR + 1.700%, 4.04%, 07/25/2023(2)      199,828  
       

 

 

 
          368,119  
       

 

 

 
    

Total U.S. Government Agencies
(cost $8,832,622)

   $     8,745,368  
       

 

 

 

U.S. Government Securities - 3.1%

  
     United States - 3.1%

 

     FHLMC - 0.0%

 

  $ 575,000          1.55%, 10/25/2043(3)(4)    $ 51,669  
    114,249          1.97%, 11/25/2044(3)(4)      11,898  
    210,000          2.00%, 10/25/2044(3)(4)      29,965  
       

 

 

 
          93,532  
       

 

 

 
     U.S. Treasury Bonds - 1.0%

 

    442,893          0.88%, 02/15/2047(9)      435,828  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  $     1,984,094       

3.38%, 04/15/2032(9)

   $     2,609,305  
         

 

 

 
            3,045,133  
         

 

 

 
      

U.S. Treasury Notes - 2.1%

 

    1,172,793       

0.50%, 01/15/2028(9)

     1,133,272  
    4,557,285       

0.63%, 04/15/2023(9)

     4,511,269  
    370,538       

0.63%, 01/15/2026(9)

     364,755  
         

 

 

 
            6,009,296  
         

 

 

 
      

Total U.S. Government Securities
(cost $9,271,224)

   $ 9,147,961  
         

 

 

 

Common Stocks - 59.8%

  
      

Argentina - 0.0%

 

    8       

Pampa Energia S.A. ADR*

   $ 337  
    854       

YPF S.A. ADR

     14,177  
         

 

 

 
            14,514  
         

 

 

 
      

Australia - 0.9%

 

    2,198       

BHP Billiton plc

     50,584  
    612       

Caltex Australia Ltd.

     14,806  
    2,421       

Dexus REIT

     18,163  
    5,298       

Goodman Group REIT

     37,981  
    38,713       

IOOF Holdings Ltd.

     263,368  
    3,438       

Karoon Gas Australia Ltd.*

     3,005  
    2,952       

NEXTDC Ltd.*

     15,859  
    7,336       

Nufarm Ltd.

     38,987  
    243,058       

OceanaGold Corp.

     747,382  
    13,864       

Orora Ltd.

     37,385  
    949,098       

Perseus Mining Ltd.*

     282,727  
    139,722       

Ramelius Resources Ltd.*

     57,203  
    473,618       

Resolute Mining Ltd.

     448,964  
    139,810       

Silver Lake Resources Ltd.*

     58,088  
    114,660       

Sydney Airport

     602,587  
         

 

 

 
            2,677,089  
         

 

 

 
      

Austria - 0.7%

 

    5,895       

ams AG*

     424,109  
    16,315       

BAWAG Group AG(1)

     769,399  
    3,022       

Strabag SE

     121,562  
    373       

voestalpine AG

     18,663  
    32,294       

Wienerberger AG

     791,630  
         

 

 

 
            2,125,363  
         

 

 

 
      

Belgium - 0.4%

 

    8,582       

Ageas

     460,297  
    22,306       

Euronav N.V.

     188,762  
    5,243       

Melexis N.V.

     487,669  
    897       

Telenet Group Holding N.V.*

     43,194  
    1,027       

UCB S.A.

     88,296  
    435       

Umicore S.A.

     25,457  
    144       

Warehouses De Pauw CVA REIT

     19,334  
         

 

 

 
            1,313,009  
         

 

 

 
      

Bermuda - 0.5%

 

    23,472       

Bank of NT Butterfield & Son Ltd.

     1,160,925  
    10,224       

Marvell Technology Group Ltd.

     217,874  
         

 

 

 
            1,378,799  
         

 

 

 
      

Brazil - 0.0%

 

    2,101       

Cia de Saneamento do Parana

     24,921  
    2,790       

Petroleo Brasileiro S.A.

     16,309  
    2,855       

Petroleo Brasileiro S.A. ADR

     33,489  
         

 

 

 
            74,719  
         

 

 

 
      

British Virgin Islands - 0.1%

 

    145,255       

Atlas Mara Ltd.*

     348,612  
         

 

 

 
      

Canada - 1.9%

 

    12,327       

Bank of Nova Scotia

     730,513  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

    458     

BCE, Inc.

   $ 19,463  
    473     

Boardwalk Real Estate Investment Trust REIT(11)

     16,639  
    1,443     

Cameco Corp.

     15,596  
    9,806     

Canadian Imperial Bank of Commerce

     894,929  
    2,032     

Canadian Natural Resources Ltd.

     74,666  
          116,418     

Centerra Gold, Inc.*

     528,908  
    2,563     

Dream Global Real Estate Investment Trust REIT

     27,446  
    5,686     

EcoSynthetix, Inc.*

     7,868  
    2,399     

Encana Corp.

     33,103  
    12,829     

Equitable Group, Inc.(11)

     621,307  
    50,438     

Fairfax India Holdings Corp.*(1)

     812,052  
    3,687     

First Quantum Minerals Ltd.

     57,508  
    47,784     

Gluskin Sheff + Associates, Inc.(11)

     617,113  
    1,448     

Killam Apartment Real Estate Investment Trust REIT

     16,986  
    2,807     

Magna International, Inc.

     170,986  
    812     

Methanex Corp.

     56,109  
    24,729     

Parex Resources, Inc.*

     436,467  
    394     

Source Energy Services Ltd.*

     1,614  
    12,428     

SSR Mining, Inc.*

     129,167  
    1,468     

Suncor Energy, Inc.

     61,819  
    26,942     

Teranga Gold Corp.*

     94,650  
    3,621     

TransCanada Corp.

     162,866  
    332     

Trican Well Service Ltd.*

     699  
    459     

Waste Connections, Inc.

     35,623  
       

 

 

 
              5,624,097  
       

 

 

 
    

China - 1.8%

 

    24,969     

AAC Technologies Holdings, Inc.

     320,879  
    6,950     

Alibaba Group Holding Ltd. ADR*

     1,301,249  
    1,133     

Baozun, Inc. ADR*(11)

     65,544  
    90,346     

China Longyuan Power Group Corp. Ltd. Class H

     84,152  
    2,430     

China Oilfield Services Ltd. Class H

     2,222  
    23     

China Petroleum & Chemical Corp. ADR

     2,205  
    2,347     

China Petroleum & Chemical Corp. Class H

     2,256  
    7,545     

China Shenhua Energy Co., Ltd. Class H

     17,107  
    140,988     

China Telecom Corp. Ltd. Class H

     66,681  
    33,800     

CNOOC Ltd.

     56,627  
    50,500     

Dongfeng Motor Group Co., Ltd. Class H

     50,774  
    2,661     

ENN Energy Holdings Ltd.

     27,056  
    56,505     

Gree Electric Appliances, Inc. of Zhuhai Class A*

     367,036  
    14,013     

Hangzhou Hikvision Digital Technology Co., Ltd. Class A

     71,180  
    36,072     

Hytera Communications Corp. Ltd. Class A

     50,601  
    31,860     

PetroChina Co., Ltd. Class H

     24,263  
    61,261     

Sunny Optical Technology Group Co., Ltd.

     1,016,112  
    40,126     

Tencent Holdings Ltd.

     1,826,309  
       

 

 

 
          5,352,253  
       

 

 

 
    

Colombia - 0.0%

 

    6,099     

CEMEX Latam Holdings S.A.*

     15,403  
    27,159     

Grupo Energia Bogota S.A. ESP

     18,886  
       

 

 

 
          34,289  
       

 

 

 
    

Croatia - 0.0%

 

    17,117     

Valamar Riviera DD

     107,882  
    2,784     

Zagrebacka Banka dd

     26,386  
       

 

 

 
          134,268  
       

 

 

 
    

Czech Republic - 0.1%

 

    92,063     

Moneta Money Bank AS(1)

     315,787  
       

 

 

 
    

Denmark - 0.1%

 

    103     

AP Moller - Maersk A/S Class B

     147,891  
    337     

Genmab A/S*

     57,740  
    757     

Zealand Pharma A/S ADR*

     10,871  
       

 

 

 
          216,502  
       

 

 

 
    

Egypt - 0.2%

 

    370,987     

Centamin plc

     578,372  
       

 

 

 


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

    

Estonia - 0.1%

 

          123,639     

Tallinna Sadam AS*(1)

   $ 286,841  
       

 

 

 
    

Finland - 0.3%

 

    1,304     

DNA Oyj

     25,847  
    323     

Elisa Oyj

     14,025  
    779     

Kemira Oyj

     10,225  
    413     

Neste Oyj

     34,067  
    120,779     

Nokia Oyj ADR

     652,206  
    704     

Tikkurila Oyj

     12,941  
    9,233     

Wartsila Oyj ABP

     199,882  
       

 

 

 
          949,193  
       

 

 

 
    

France - 5.5%

 

    1,176     

Airbus SE

     145,553  
    21,811     

Alstom S.A.

     977,830  
    3,193     

Alten S.A.

     316,882  
    21,738     

Altran Technologies S.A.

     206,856  
    6,954     

Amundi S.A.(1)

     479,159  
    417     

Arkema S.A.

     52,218  
    12,003     

BNP Paribas S.A.

     778,632  
    7,444     

Bouygues S.A.

     326,899  
    8,397     

Casino Guichard Perrachon S.A.

     340,936  
    15,618     

Cie de Saint-Gobain

     694,350  
    2,901     

Cie Generale des Etablissements Michelin SCA

     372,539  
    14,564     

CNP Assurances

     340,101  
    24,116     

Credit Agricole S.A.

     338,834  
    173     

Dassault Aviation S.A.

     319,773  
    52,969     

Derichebourg S.A.

     320,074  
    2,999     

Eiffage S.A.

     335,141  
    19,831     

Elior Group S.A.(1)

     323,785  
    2,627     

Engie S.A.

     42,422  
    424     

Essilor International Cie Generale d’Optique S.A.

     62,482  
    107     

Gecina S.A. REIT

     18,227  
    4,291     

Imerys S.A.

     332,819  
    10,656     

JCDecaux S.A.

     348,289  
    9,719     

Kaufman & Broad S.A.

     496,754  
    9,825     

Korian S.A.

     344,123  
    817     

Legrand S.A.

     59,966  
    522     

LVMH Moet Hennessy Louis Vuitton SE

     181,911  
    8,746     

Maisons du Monde S.A.(1)

     267,366  
    3,850     

MGI Coutier

     95,660  
    46,686     

Natixis S.A.

     334,899  
    6,852     

Nexity S.A.

     421,619  
    19,427     

Orange S.A.

     331,069  
    2,454     

Orpea

     336,999  
    979     

Pernod Ricard S.A.

     157,734  
    20,798     

Peugeot S.A.

     597,359  
    637     

Publicis Groupe S.A.(11)

     40,651  
    977     

Remy Cointreau S.A.(11)(13)

     133,284  
    3,749     

Renault S.A.

     329,459  
    1,188     

Safran S.A.

     147,316  
    10,816     

Schneider Electric SE

     868,155  
    6,294     

SMCP S.A.*(1)

     182,746  
    7,820     

Societe Generale S.A.

     348,756  
    1,596     

Sopra Steria Group

     282,302  
    4,724     

Television Francaise

     51,263  
    5,931     

Thales S.A.

     778,587  
    5,423     

Total S.A.

     353,717  
    6,786     

Total S.A. ADR

     442,787  
    143     

Unibail-Rodamco-Westfield REIT

     31,746  
    9,454     

Vinci S.A.

     951,278  
       

 

 

 
              16,041,307  
       

 

 

 
    

Georgia - 0.2%

 

    9,379     

Bank of Georgia Group plc

     224,790  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

    11,273        TBC Bank Group plc    $ 259,291  
         

 

 

 
            484,081  
         

 

 

 
       Germany - 0.9%

 

    1,950        Beiersdorf AG      227,310  
    1,139        Brenntag AG      68,343  
    544        Delivery Hero SE*(1)      30,895  
    760        Deutsche Wohnen SE      37,001  
    62,611        E.ON SE      706,391  
    25,059        Infineon Technologies AG      663,632  
    591        Innogy SE*      25,408  
    219        LEG Immobilien AG      24,632  
    6,303        Rheinmetall AG      761,726  
    200        Siemens Healthineers AG*(1)      8,909  
    117        Siltronic AG      20,406  
    1,221        Volkswagen AG      211,689  
         

 

 

 
            2,786,342  
         

 

 

 
       Greece - 1.0%

 

    29,956        Aegean Airlines S.A.      285,356  
    11,974        Autohellas S.A.      330,443  
    23,369        Frigoglass SAIC*      4,782  
    63,935        GEK Terna Holding Real Estate Construction S.A.*      403,057  
    71,963        Grivalia Properties REIC A.E. REIT      721,475  
    55,224        Hellenic Telecommunications Organization S.A.      717,667  
    45,276        OPAP S.A.      505,503  
         

 

 

 
            2,968,283  
         

 

 

 
       Hong Kong - 0.5%

 

    84,000        AIA Group Ltd.      735,298  
    130,541        AMVIG Holdings Ltd.      32,099  
    15,833        ASM Pacific Technology Ltd.      190,529  
    6,787        CK Infrastructure Holdings Ltd.      50,382  
    6,861        Galaxy Entertainment Group Ltd.      55,277  
    27,465        Guangdong Investment Ltd.      47,350  
    4,618        Henderson Land Development Co., Ltd.      25,794  
    4,413        Kerry Properties Ltd.      22,386  
    5,875        Link REIT      58,292  
    13,683        New World Development Co., Ltd.      19,511  
    14,745        Nine Dragons Paper Holdings Ltd.      18,289  
    64,055        Pacific Basin Shipping Ltd.*      16,740  
    64,000        Singamas Container Holdings Ltd.      8,173  
    15,075        Sino Biopharmaceutical Ltd.      20,647  
    26,750        SUNeVision Holdings Ltd.      19,117  
    4,552        Techtronic Industries Co., Ltd.      25,386  
    667,243        Tongda Group Holdings Ltd.(11)      134,583  
         

 

 

 
            1,479,853  
         

 

 

 
       Iceland - 1.0%

 

    3,180,210        Eik fasteignafelag HF*      244,840  
    249,916        Eimskipafelag Islands HF      567,157  
    590,699        N1 HF*      652,072  
    2,255,497        Origo HF*      459,499  
    713,057        Reitir fasteignafelag HF      528,365  
          15,193,044        Siminn HF      571,530  
         

 

 

 
            3,023,463  
         

 

 

 
       India - 5.0%

 

    132,449        Apollo Tyres Ltd.      566,465  
    11,925        Bajaj Auto Ltd.      470,052  
    304,683        Bank of Baroda      684,180  
    54,585        Bharat Dynamics Ltd.*      307,034  
    228,589        Bharat Electronics Ltd.      388,910  
    262        Bharat Petroleum Corp. Ltd.      1,494  
    117,601        Bharti Infratel Ltd.      492,331  
    59,585        Container Corp. Of India Ltd.      582,083  
    29,628        Dewan Housing Finance Corp. Ltd.      260,071  
    35,565        Dilip Buildcon Ltd.(1)      421,227  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

          186,399        Gateway Distriparks Ltd.    $ 457,624  
    27,178        Godrej Properties Ltd.*      283,498  
    137,115        Gujarat Pipavav Port Ltd.      232,238  
    45,550        Hindustan Aeronautics Ltd.      643,274  
    125,510        ICICI Bank Ltd.      555,390  
    6,702        ICICI Bank Ltd. ADR*      59,179  
    385        Indian Oil Corp. Ltd.      926  
    119,622        Indraprastha Gas Ltd.      531,277  
    30,569        InterGlobe Aviation Ltd.(1)      415,178  
    183,942        IRB Infrastructure Developers Ltd.      540,302  
    134,743        ITC Ltd.      585,630  
    105,795        J Kumar Infraprojects Ltd.      309,967  
    369,832        Jammu & Kashmir Bank Ltd.*      316,767  
    25,865        Larsen & Toubro Ltd.      491,940  
    50,982        LIC Housing Finance Ltd.      394,199  
    541        MRF Ltd.      627,979  
    217,740        NTPC Ltd.      492,112  
    84,099        Oberoi Realty Ltd.      609,319  
    172,394        PC Jeweller Ltd.      230,210  
    5,767        Phoenix Mills Ltd.      52,903  
    190,208        Power Grid Corp. of India Ltd.      506,378  
    2,275        Reliance Industries Ltd.      39,428  
    12,574        SRF Ltd.      317,801  
    163,348        State Bank of India*      700,491  
    34,219        Tata Motors Ltd.*      129,456  
    409,302        Tata Power Co., Ltd.      445,578  
    9,672        Tejas Networks Ltd.*(1)      40,254  
    34,803        Thomas Cook India Ltd.      133,457  
    50,676        TVS Motor Co., Ltd.      382,528  
         

 

 

 
            14,699,130  
         

 

 

 
       Indonesia - 0.0%

 

    79,737        Link Net Tbk PT      23,340  
         

 

 

 
       Ireland - 1.2%

 

    265,901        Bank of Cyprus Holdings plc*      772,664  
    373,865        Cairn Homes plc*      743,204  
    25,795        CRH plc      881,209  
    40,457        Glenveagh Properties plc*(13)       
    292,577        Glenveagh Properties plc*(1)      383,180  
    437,238        Hibernia plc REIT      744,430  
    1,192        Smurfit Kappa Group plc      48,979  
    12,842        Tarsus Group plc      51,916  
         

 

 

 
            3,625,582  
         

 

 

 
       Israel - 0.0%

 

    2,244        Teva Pharmaceutical Industries Ltd. ADR      53,721  
         

 

 

 
       Italy - 0.9%

 

    81,474        Banca Farmafactoring S.p.A.(1)      508,330  
    34,079        Buzzi Unicem S.p.A.      749,558  
    16,193        Davide Campari-Milano S.p.A.      136,403  
    14,618        Enel S.p.A.(11)      81,436  
    6,575        Eni S.p.A.      126,559  
    619        Ferrari N.V.      82,092  
    7,671        Italgas S.p.A.      44,123  
    67,620        Leonardo S.p.A.      807,860  
         

 

 

 
            2,536,361  
         

 

 

 
       Japan - 7.1%

 

    11,324        ADEKA Corp.      191,668  
    6,282        Aeon Delight Co., Ltd.      229,931  
    17,008        Amada Holdings Co., Ltd.      171,015  
    300        Arealink Co., Ltd.      8,880  
    3,005        Asahi Intecc Co., Ltd.      114,963  
    4,243        Bandai Namco Holdings, Inc.      169,756  
    4,899        BML, Inc.      122,688  
    935        Bridgestone Corp.      36,882  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

          2,500        Canon Marketing Japan, Inc.    $     52,457  
    438        Central Japan Railway Co.      91,226  
    760        Chugai Pharmaceutical Co., Ltd.      38,658  
    8,780        CYBERDYNE, Inc.*      103,490  
    3,321        Daifuku Co., Ltd.      146,354  
    3,392        Daikin Industries Ltd.      405,445  
    7,627        DeNA Co., Ltd.      143,850  
    1,480        Dentsu, Inc.      62,146  
    1,172        Disco Corp.      200,075  
    3,976        DTS Corp.      151,265  
    290        East Japan Railway Co.      27,124  
    2,350        Eisai Co., Ltd.      202,317  
    5,031        Enplas Corp.      142,047  
    1,521        FANUC Corp.      306,696  
    3,611        Ferrotec Holdings Corp.      53,981  
    1,147        Fuji Corp.      20,304  
    5,176        Fujimi, Inc.      129,192  
    5,979        Fujitsu Frontech Ltd.      72,236  
    4,257        Fukushima Industries Corp.      210,083  
    1,504        GMO Payment Gateway, Inc.      169,478  
    8,360        Happinet Corp.      115,768  
    2,248        Harmonic Drive Systems, Inc.      88,884  
    21,232        Hazama Ando Corp.      168,663  
    826        Hirata Corp.      55,286  
    5,264        Hitachi High-Technologies Corp.      214,983  
    6,899        Inaba Denki Sangyo Co., Ltd.      291,152  
    8,137        Inter Action Corp.      126,402  
    5,328        Iriso Electronics Co., Ltd.      312,241  
    1,936        ITOCHU Corp.      34,376  
    7,905        JGC Corp.      153,391  
    13,534        JSR Corp.      260,229  
    4,500        JXTG Holdings, Inc.      32,991  
    179        Katitas Co., Ltd.      6,583  
    4,029        KDDI Corp.      112,155  
    3,184        Kenedix, Inc.      18,222  
    987        Keyence Corp.      522,092  
    7,688        Kinden Corp.      123,592  
    4,077        Kobe Steel Ltd.      40,180  
    6,932        Kumagai Gumi Co., Ltd.      242,775  
    4,682        Kyocera Corp.      272,494  
    173        Kyoritsu Maintenance Co., Ltd.      8,590  
    4,700        Kyushu Electric Power Co., Inc.      55,388  
    1,600        Lasertec Corp.      47,432  
    2,570        Mabuchi Motor Co., Ltd.      126,625  
    22,750        Makino Milling Machine Co., Ltd.      183,843  
    12,543        Marui Group Co., Ltd.      249,218  
    3,800        Maxell Holdings Ltd.      62,689  
    5,576        Melco Holdings, Inc.      212,963  
    12,692        Mimasu Semiconductor Industry Co., Ltd.      214,398  
    27,188        Minebea Mitsumi, Inc.      487,946  
    2,269        Mitsubishi Chemical Holdings Corp.      19,875  
    1,746        Mitsubishi Corp.      48,806  
    2,897        Mitsubishi Electric Corp.      39,361  
    63,537        Mitsubishi UFJ Financial Group, Inc.      389,918  
    2,455        Mitsui Fudosan Co., Ltd.      58,703  
    8,029        MS&AD Insurance Group Holdings, Inc.      245,926  
    2,549        Murata Manufacturing Co., Ltd.      446,013  
    7,500        Nabtesco Corp.      234,141  
    27,436        Nexon Co., Ltd.*      395,316  
    5,200        NGK Spark Plug Co., Ltd.      150,159  
    3,374        Nidec Corp.      490,074  
    1,060        Nintendo Co., Ltd.      358,478  
    5        Nippon Accommodations Fund, Inc. REIT      23,675  
    2,950        Nippon Seiki Co., Ltd.      61,900  
    222        Nippon Shokubai Co., Ltd.      15,872  
    1,173        Nippon Telegraph & Telephone Corp. ADR      54,286  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

          20,685        Nippon Television Holdings, Inc.    $     333,041  
    3,066        Nippon Thompson Co., Ltd.      22,466  
    1,038        Nippon Yusen KK      20,018  
    10,864        Nishimatsuya Chain Co., Ltd.      117,344  
    21,193        Nissan Motor Co., Ltd.      200,467  
    10,300        Nissin Electric Co., Ltd.      89,236  
    7,407        Noritz Corp.      124,810  
    4,011        NSD Co., Ltd.      86,259  
    5,709        NTT DOCOMO, Inc.      146,978  
    1,430        Odakyu Electric Railway Co., Ltd.      30,288  
    13,492        Ono Pharmaceutical Co., Ltd.      318,806  
    241        Oriental Land Co., Ltd.      26,205  
    5,618        PAL GROUP Holdings Co., Ltd.      132,428  
    638        PKSHA Technology, Inc.*      71,848  
    4,800        Raksul, Inc.*      125,779  
    1,558        Rohm Co., Ltd.      132,793  
    18,224        San-In Godo Bank Ltd.      171,231  
    3,073        Sanyo Chemical Industries Ltd.      142,330  
    1,995        SCREEN Holdings Co., Ltd.      145,547  
    1,774        Shimamura Co., Ltd.      166,004  
    432        Shin-Etsu Chemical Co., Ltd.      43,702  
    1,090        Shionogi & Co., Ltd.      59,495  
    272        SHO-BOND Holdings Co., Ltd.      19,036  
    14,410        Siix Corp.      329,332  
    464        SMC Corp.      157,230  
    2,306        Sony Corp.      123,940  
    28,831        Sony Financial Holdings, Inc.      554,030  
    2,629        Start Today Co., Ltd.      105,742  
    3,880        Sumco Corp.      83,019  
    17,496        Sumitomo Electric Industries Ltd.      269,143  
    3,640        Sumitomo Mitsui Trust Holdings, Inc.      144,587  
    885        Sumitomo Realty & Development Co., Ltd.      32,426  
    4,777        Suzuki Motor Corp.      280,973  
    8,761        T&D Holdings, Inc.      130,908  
    5,633        Tachi-S Co., Ltd.      94,581  
    4,029        Taihei Dengyo Kaisha Ltd.      103,927  
    524        Taiheiyo Cement Corp.      16,557  
    3,264        Taisei Corp.      181,524  
    7,329        Taiyo Yuden Co., Ltd.      219,197  
    1,210        Takeda Pharmaceutical Co., Ltd.      51,090  
    19,908        Takuma Co., Ltd.      244,039  
    4,817        Tazmo Co., Ltd.      68,148  
    2,043        TDK Corp.      218,881  
    2,067        Toei Co., Ltd.      216,819  
    11,344        Tokai Rika Co., Ltd.      235,605  
    2,147        Token Corp.      165,540  
    17,203        Tokio Marine Holdings, Inc.      818,449  
    2,386        Tokyo Electron Ltd.      418,266  
    1,112        Tokyo Gas Co., Ltd.      27,161  
    2,564        Tokyo Seimitsu Co., Ltd.      87,036  
    8,675        Toshiba Plant Systems & Services Corp.      192,027  
    3,530        Toyota Industries Corp.      199,809  
    2,370        Toyota Motor Corp.      155,783  
    4,120        Yamaha Motor Co., Ltd.      108,768  
    5,588        Yamato Kogyo Co., Ltd.      174,268  
    14,668        Yamazen Corp.      150,044  
    5,121        Yodogawa Steel Works Ltd.      134,750  
    4,848        Yume No Machi Souzou Iinkai Co., Ltd.      111,332  
    1,170        Zeon Corp.      13,256  
         

 

 

 
            20,992,559  
         

 

 

 
       Luxembourg - 0.1%

 

    1,372        ArcelorMittal(11)      43,698  
    787        Ardagh Group S.A.      12,490  
    1,684        Millicom International Cellular S.A.      107,876  
    408        Spotify Technology S.A.*      74,595  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

    615        Tenaris S.A. ADR    $     22,595  
         

 

 

 
            261,254  
         

 

 

 
       Malaysia - 0.1%

 

    313,226        Inari Amertron Bhd      189,170  
         

 

 

 
       Mauritius - 0.2%

 

    65,524        MCB Group Ltd.      509,975  
         

 

 

 
       Mexico - 0.0%

 

    62,290        America Movil S.A.B. de C.V. Class L      53,307  
    3,161        Mexichem S.A.B. de C.V.      11,062  
         

 

 

 
            64,369  
         

 

 

 
       Netherlands - 1.1%

 

    195        Akzo Nobel N.V.      18,010  
    1,124        ASML Holding N.V.      240,626  
    1,901        Heineken N.V.      192,081  
    719        IMCD N.V.      52,238  
    64,426        ING Groep N.V.      984,864  
    323        InterXion Holding N.V.*      20,956  
    413        Koninklijke DSM N.V.      44,017  
    11,069        Koninklijke KPN N.V.(11)      32,003  
    782        Koninklijke Philips N.V.      34,329  
    8,948        Royal Dutch Shell plc Class A      306,620  
    41,027        Van Lanschot Kempen N.V.      1,130,750  
    754        Wolters Kluwer N.V.      45,405  
         

 

 

 
            3,101,899  
         

 

 

 
       New Zealand - 0.3%

 

    100,459        Auckland International Airport Ltd.      457,383  
    55,612        Millennium & Copthorne Hotels New Zealand Ltd.      127,013  
    14,118        New Zealand Refining Co., Ltd.      23,384  
    77,377        Tourism Holdings Ltd.      321,886  
    2,878        Xero Ltd.*      91,700  
         

 

 

 
            1,021,366  
         

 

 

 
       Norway - 0.2%

 

    317        Aker BP ASA      11,327  
    1,557        Equinor ASA      41,311  
    16,916        Kongsberg Gruppen ASA      343,540  
    7,016        Norsk Hydro ASA      40,019  
         

 

 

 
            436,197  
         

 

 

 
       Philippines - 0.0%

 

    233,524        Cemex Holdings Philippines, Inc.*(1)      13,588  
         

 

 

 
       Portugal - 0.2%

 

          1,360,741        Banco Comercial Portugues S.A.*      426,147  
    2,367        Galp Energia SGPS S.A.      48,614  
         

 

 

 
            474,761  
         

 

 

 
       Romania - 0.1%

 

    53,533        BRD-Groupe Societe Generale S.A.      185,790  
         

 

 

 
       Russia - 0.1%

 

    415        Gazprom Neft PJSC ADR      10,797  
    898        LUKOIL PJSC ADR      64,415  
    5,141        Rosneft Oil Co. PJSC GDR      33,961  
    450        Tatneft PJSC ADR      31,020  
    6,184        Yandex N.V. Class A*      222,377  
         

 

 

 
            362,570  
         

 

 

 
       Singapore - 0.2%

 

    44,199        BW LPG Ltd.*(1)      200,253  
    7,368        Kulicke & Soffa Industries, Inc.      194,220  
    80,547        UMS Holdings Ltd.      48,522  
    6,493        Venture Corp. Ltd.      79,842  
         

 

 

 
            522,837  
         

 

 

 


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

     Slovenia - 0.0%

 

    2,938      Zavarovalnica Triglav DD    $     106,846  
       

 

 

 
     South Africa - 0.1%

 

    6,903      MTN Group Ltd.      60,052  
    18,863      Nampak Ltd.*      21,531  
    545      Naspers Ltd. Class N      134,162  
    1,845      Vodacom Group Ltd.      19,651  
       

 

 

 
          235,396  
       

 

 

 
     South Korea - 1.3%

 

    607      Cafe24 Corp.*      87,102  
    192      CJ ENM Co., Ltd.      39,888  
    1,745      Douzone Bizon Co., Ltd.      84,674  
    2,973      Hankook Tire Co., Ltd.      118,003  
    3,492      HyVision System, Inc.      49,608  
    5,907      Koh Young Technology, Inc.      576,280  
    3,464      KT Corp. ADR      47,457  
    3,660      LIG Nex1 Co., Ltd.      113,629  
    409      NCSoft Corp.      141,189  
    8,854      S&T Motiv Co., Ltd.      267,777  
    304      S-Oil Corp.      31,930  
    834      Samsung Electro-Mechanics Co., Ltd.      114,802  
    37,649      Samsung Electronics Co., Ltd.      1,562,819  
    7,951      SK Hynix, Inc.      614,536  
    42      SK Innovation Co., Ltd.      7,459  
       

 

 

 
          3,857,153  
       

 

 

 
     Spain - 0.6%

 

    9,347      Aedas Homes SAU*(1)      331,176  
    971      Cellnex Telecom S.A.(1)      25,804  
    454      Iberdrola S.A.      3,530  
    15,913      Iberdrola S.A.      123,722  
    29,714      Metrovacesa S.A.*(1)      478,106  
    15,636      Neinor Homes S.A.*(1)      295,787  
          239,522      Unicaja Banco S.A.(1)      404,287  
       

 

 

 
          1,662,412  
       

 

 

 
     Sweden - 0.7%

 

    3,145      Assa Abloy AB Class B      62,084  
    1,346      BillerudKorsnas AB      16,036  
    19,367      Cloetta AB Class B      61,559  
    1,043      D Carnegie & Co. AB*      19,453  
    1,095      Fastighets AB Balder Class B*      31,829  
    757      Lundin Petroleum AB      24,959  
    43,199      Nordea Bank AB      459,113  
    78,166      Resurs Holding AB(1)      606,758  
    5,652      Sandvik AB      103,351  
    83,441      Telefonaktiebolaget LM Ericsson ADR      655,846  
       

 

 

 
          2,040,988  
       

 

 

 
     Switzerland - 1.0%

 

    2,794      ABB Ltd. ADR(11)      64,318  
    13,538      LafargeHolcim Ltd.*      690,360  
    7,108      Nestle S.A.      579,255  
    3,027      Novartis AG      254,031  
    502      Roche Holding AG      123,314  
    14,164      STMicroelectronics N.V.      305,685  
    4,661      TE Connectivity Ltd.      436,130  
    7      Tecan Group AG      1,776  
    22,708      UBS Group AG*      373,238  
    205      Zur Rose Group AG*      25,825  
       

 

 

 
          2,853,932  
       

 

 

 
     Taiwan - 2.2%

 

    15,604      Airtac International Group      169,921  
    6,851      ASPEED Technology, Inc.      181,700  
    22,840      Catcher Technology Co., Ltd.      281,333  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

          147,905        Chroma ATE, Inc.    $     834,644  
    13,065        Elite Material Co., Ltd.      37,603  
    10,193        Ennoconn Corp.      126,399  
    3,930        Formosa Sumco Technology Corp.      19,099  
    40,459        Getac Technology Corp.      61,796  
    4,987        Global Unichip Corp.      54,222  
    33,074        Globalwafers Co., Ltd.      559,886  
    88,904        Hota Industrial Manufacturing Co., Ltd.      379,275  
    30,000        Hu Lane Associate, Inc.      131,578  
    53,956        Kingpak Technology, Inc.      332,286  
    36,208        Land Mark Optoelectronics Corp.      323,100  
    1,006        Largan Precision Co., Ltd.      169,396  
    51,527        Nanya Technology Corp.      132,570  
    125,091        Pan Jit International, Inc.*      192,752  
    5,590        Silergy Corp.      128,577  
    142,311        Sino-American Silicon Products, Inc.*      490,099  
    102,753        Taiwan Semiconductor Manufacturing Co., Ltd.      821,583  
    25,080        Vanguard International Semiconductor Corp.      64,132  
    2,828        Voltronic Power Technology Corp.      49,135  
    49,408        Walsin Technology Corp.      562,685  
    8,601        Win Semiconductors Corp.      41,656  
    11,160        Yageo Corp.      285,662  
         

 

 

 
            6,431,089  
         

 

 

 
       Thailand - 0.0%

 

    68,487        Precious Shipping PCL*      24,702  
    9,020        PTT PCL      13,827  
    650        Thai Oil PCL      1,568  
         

 

 

 
            40,097  
         

 

 

 
       Turkey - 0.0%

 

    165        Tupras Turkiye Petrol Rafinerileri AS      3,615  
         

 

 

 
       United Arab Emirates - 0.0%

 

    10,675        Abu Dhabi National Oil Co. for Distribution PJSC      7,178  
         

 

 

 
       United Kingdom - 2.9%

 

    4,614        Anglo American plc      104,442  
    6,908        Aptiv plc      677,467  
    6,403        AstraZeneca plc ADR      250,549  
    108,653        Babcock International Group plc      1,018,478  
    95,468        BAE Systems plc      817,237  
    14,566        British American Tobacco plc      800,726  
    33,562        BT Group plc      102,669  
    495,900        Cobham plc*      813,030  
    2,433        Coca-Cola European Partners plc      100,337  
    318        Croda International plc      21,454  
    4,473        Diageo plc      164,103  
    11,431        Domino’s Pizza Group plc      47,304  
    16,148        Georgia Capital plc*      209,492  
    22,421        Glencore plc*      98,326  
    6,514        Grainger plc      26,164  
    644        Hikma Pharmaceuticals plc      13,858  
    25,462        ITE Group plc      27,739  
    7,080        KAZ Minerals plc*      78,412  
    2,017        National Grid plc      21,547  
    11,328        nVent Electric plc*      310,387  
    16,337        Prudential plc      385,447  
    146,901        QinetiQ Group plc      522,132  
    1,386        Rio Tinto plc      76,093  
    3,113        RPC Group plc      33,279  
    140,625        Sabre Insurance Group plc*(1)      513,125  
    3,368        Safestore Holdings plc REIT      24,754  
    2,082        Severn Trent plc      52,842  
    3,767        Smith & Nephew plc      65,222  
    45        TechnipFMC plc      1,465  
    34,426        Ultra Electronics Holdings plc      746,018  
    6,370        Unilever plc      363,886  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

    1,460        UNITE Group plc    $     16,760  
    3,217        Vivo Energy plc*(1)      6,418  
    567        Workspace Group plc REIT      8,074  
         

 

 

 
            8,519,236  
         

 

 

 
       United States - 18.0%

 

    840        3M Co.      178,349  
    2,329        Abbott Laboratories      152,643  
    914        Acadia Healthcare Co., Inc.*      36,085  
    429        Acadia Realty Trust REIT      11,617  
    461        Accenture plc Class A      73,451  
    255        Acuity Brands, Inc.      35,453  
    16,918        Advanced Micro Devices, Inc.*      310,107  
    193        AdvanSix, Inc.*      7,811  
    4,288        AES Corp.      57,288  
    163        Aetna, Inc.      30,708  
    832        AGCO Corp.      52,433  
    342        Agree Realty Corp. REIT      18,208  
          247,609        Alacer Gold Corp.*      536,770  
    774        Alcoa Corp.*      33,491  
    17,595        Alexander & Baldwin, Inc.      421,400  
    325        Alexandria Real Estate Equities, Inc. REIT      41,418  
    2,543        Alkermes plc*      111,511  
    1,376        Allergan plc      253,308  
    747        Alliance Data Systems Corp.      167,985  
    1,484        Alliant Energy Corp.      63,767  
    31,807        Allscripts Healthcare Solutions, Inc.*      389,318  
    594        Alnylam Pharmaceuticals, Inc.*      56,430  
    540        Alphabet, Inc. Class A*      662,699  
    740        Alphabet, Inc. Class C*      900,772  
    5,523        Altria Group, Inc.      324,090  
    798        Amazon.com, Inc.*      1,418,397  
    10,296        American Axle & Manufacturing Holdings, Inc.*      172,149  
    8,963        American Tower Corp. REIT      1,328,675  
    842        American Vanguard Corp.      18,271  
    1,284        AMETEK, Inc.      99,895  
    864        Anadarko Petroleum Corp.      63,202  
    482        Andeavor      72,329  
    5,681        Anthem, Inc.      1,437,293  
    515        Apartment Investment & Management Co. Class A, REIT      21,965  
    575        Apple, Inc.      109,417  
    2,019        Archer-Daniels-Midland Co.      97,437  
    1,295        Arena Pharmaceuticals, Inc.*      49,974  
    331,264        Argonaut Gold, Inc.*      560,234  
    1,426        AT&T, Inc.      45,589  
    514        athenahealth, Inc.*      77,465  
    1,476        Avangrid, Inc.      73,889  
    8,164        AXA Equitable Holdings, Inc.*      179,526  
    1,976        Axcelis Technologies, Inc.*      43,472  
    1,711        Baker Hughes a GE Co.      59,166  
    1,721        Ball Corp.      67,067  
    25,249        Bank of America Corp.      779,689  
    515        Baxter International, Inc.      37,312  
    267        Biogen, Inc.*      89,277  
    93,419        Bizlink Holding, Inc.      598,205  
    1,019        Boeing Co.      363,070  
    943        Boise Cascade Co.      40,785  
    56        Booking Holdings, Inc.*      113,608  
    300        Boston Properties, Inc. REIT      37,659  
    7,740        Boston Scientific Corp.*      260,141  
    6,196        Bristol-Myers Squibb Co.      364,015  
    678        Broadcom, Inc.      150,360  
    108        C&J Energy Services, Inc.*      2,512  
    436        Cabot Corp.      28,820  
    1,485        Cabot Oil & Gas Corp.      34,897  
    140        CACI International, Inc. Class A*      24,528  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

    169       

Cactus, Inc. Class A*

   $ 5,530  
    427       

Camden Property Trust REIT

     39,536  
    5,435       

Capital One Financial Corp.

         512,629  
    892       

Cardinal Health, Inc.

     44,555  
    585       

Caterpillar, Inc.

     84,123  
    675       

Celanese Corp. Class A

     79,724  
    723       

Celgene Corp.*

     65,135  
    278       

Centene Corp.*

     36,232  
    8,406       

Cerner Corp.*

     521,844  
    357       

Charter Communications, Inc. Class A*

     108,735  
    405       

Chesapeake Lodging Trust REIT

     12,968  
    3,742       

Chevron Corp.

     472,502  
    8,416       

Ciena Corp.*

     213,766  
    7,456       

Cigna Corp.

     1,337,755  
    1,503       

Cinemark Holdings, Inc.

     53,988  
          27,535       

Cisco Systems, Inc.

     1,164,455  
    11,846       

Citigroup, Inc.

     851,609  
    241       

Cognizant Technology Solutions Corp. Class A

     19,641  
    10,791       

Comcast Corp. Class A

     386,102  
    320       

Concho Resources, Inc.*

     46,672  
    872       

ConocoPhillips

     62,932  
    1,205       

Constellation Brands, Inc. Class A

     253,327  
    166       

Coresite Realty Corp. REIT

     18,609  
    689       

Corporate Office Properties Trust REIT

     20,491  
    174       

CoStar Group, Inc.*

     72,358  
    994       

Costco Wholesale Corp.

     217,398  
    15,854       

Coty, Inc. Class A

     212,602  
    818       

Crown Holdings, Inc.*

     37,031  
    1,136       

Danaher Corp.

     116,531  
    654       

Deere & Co.

     94,693  
    962       

Devon Energy Corp.

     43,300  
    231       

Diamondback Energy, Inc.

     30,480  
    661       

Douglas Emmett, Inc. REIT

     25,673  
    1,841       

DowDuPont, Inc.

     126,606  
    957       

Duke Energy Corp.

     78,110  
    1,680       

Eaton Corp. plc

     139,726  
    2,422       

eBay, Inc.*

     81,016  
    1,079       

Edison International

     71,894  
    595       

Edwards Lifesciences Corp.*

     84,758  
    712       

Electronic Arts, Inc.*

     91,670  
    3,037       

Eli Lilly & Co.

     300,086  
    856       

EOG Resources, Inc.

     110,373  
    1,238       

Equifax, Inc.

     155,369  
    65       

Equinix, Inc. REIT

     28,553  
    272       

Equity LifeStyle Properties, Inc. REIT

     24,749  
    77       

Essex Property Trust, Inc. REIT

     18,515  
    1,285       

Eversource Energy

     78,025  
    407       

Exelon Corp.

     17,297  
    10,716       

ExlService Holdings, Inc.*

     639,102  
    306       

Extra Space Storage, Inc. REIT

     28,755  
    3,061       

Exxon Mobil Corp.

     249,502  
    1,458       

Facebook, Inc. Class A*

     251,622  
    1,330       

FleetCor Technologies, Inc.*

     288,610  
    15,120       

Flex Ltd.*

     211,075  
    483       

FMC Corp.

     43,412  
    3,770       

FormFactor, Inc.*

     48,821  
    1,172       

Fortive Corp.

     96,198  
    2,303       

Fresh Del Monte Produce, Inc.

     83,599  
    2,006       

Freshpet, Inc.*

     58,174  
    601       

General Dynamics Corp.

     120,056  
    12,385       

General Electric Co.

     168,808  
    10,010       

General Motors Co.

     379,479  
    6,346       

Genpact Ltd.

     192,791  
    1,155       

Global Blood Therapeutics, Inc.*

     48,279  
    3,377       

Global Payments, Inc.

     380,149  
    772       

GoDaddy, Inc. Class A*

     56,835  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

    5,208       

Graphic Packaging Holding Co.

   $ 75,672  
    2,613       

Greenbrier Cos., Inc.

         148,026  
    1,563       

Guidewire Software, Inc.*

     134,731  
    2,412       

Halliburton Co.

     102,317  
    3,296       

Harris Corp.

     543,675  
    795       

HCA Healthcare, Inc.

     98,763  
    1,481       

HCP, Inc. REIT

     38,358  
    602       

Heron Therapeutics, Inc.*

     22,545  
          18,735       

Hilltop Holdings, Inc.

     389,688  
    1,237       

Hilton Worldwide Holdings, Inc.

     97,302  
    16,937       

HMS Holdings Corp.*

     405,302  
    2,580       

Home Depot, Inc.

     509,602  
    1,421       

Honeywell International, Inc.

     226,863  
    1,328       

Hormel Foods Corp.

     47,768  
    5,992       

Hostess Brands, Inc.*

     83,948  
    5,633       

Houghton Mifflin Harcourt Co.*

     35,770  
    3,857       

Humana, Inc.

     1,211,792  
    254       

Hyatt Hotels Corp. Class A

     19,870  
    1,171       

Incyte Corp.*

     77,918  
    4,015       

Ingersoll-Rand plc

     395,518  
    34       

Ingevity Corp.*

     3,389  
    3,627       

Integrated Device Technology, Inc.*

     124,878  
    861       

International Paper Co.

     46,261  
    1,793       

Interpublic Group of Cos., Inc.

     40,432  
    1,071       

Invitation Homes, Inc. REIT

     24,751  
    268       

IPG Photonics Corp.*

     43,963  
    3,624       

Ironwood Pharmaceuticals, Inc.*

     69,871  
    695       

Itron, Inc.*

     42,534  
    1,206       

Jacobs Engineering Group, Inc.

     81,562  
    408       

JBG SMITH Properties REIT

     14,892  
    5,713       

JetBlue Airways Corp.*

     102,834  
    1,142       

Johnson & Johnson

     151,338  
    12,605       

Johnson Controls International plc

     472,814  
    414       

Kennedy-Wilson Holdings, Inc.

     8,653  
    4,211       

Kinder Morgan, Inc.

     74,872  
    944       

KLA-Tencor Corp.

     110,844  
    393       

Kosmos Energy Ltd.*

     2,979  
    14,629       

Leidos Holdings, Inc.

     1,000,916  
    1,575       

Lennox International, Inc.

     341,901  
    1,011       

Liberty Global plc Class A*

     28,541  
    165       

Liberty Global plc Class C*

     4,478  
    1,504       

Liberty Media Corp-Liberty Formula One Class C*

     53,016  
    187       

Liberty Oilfield Services, Inc. Class A*(11)

     3,665  
    366       

LifePoint Health, Inc.*

     23,717  
    4,083       

Lindblad Expeditions Holdings, Inc.*

     54,059  
    843       

Lockheed Martin Corp.

     274,902  
    730       

Louisiana-Pacific Corp.

     19,652  
    219       

LyondellBasell Industries N.V. Class A

     24,263  
    1,777       

M&T Bank Corp.

     308,043  
    99       

Macy’s, Inc.

     3,933  
    1,606       

Marathon Oil Corp.

     33,919  
    921       

Marathon Petroleum Corp.

     74,444  
    897       

Marriott International, Inc. Class A

     114,672  
    921       

Martin Marietta Materials, Inc.

     183,666  
    567       

McCormick & Co., Inc.

     66,645  
    563       

McDonald’s Corp.

     88,695  
    740       

McKesson Corp.

     92,944  
    2,441       

Medicines Co.*

     96,981  
    3,067       

Medtronic plc

     276,735  
    1,851       

Mercury Systems, Inc.*

     77,242  
    1,193       

MGM Resorts International

     37,424  
    7,552       

Microchip Technology, Inc.

     705,583  
    4,156       

Micron Technology, Inc.*

     219,395  
    2,859       

Microsoft Corp.

     303,283  
    225       

Molina Healthcare, Inc.*

     23,420  
    2,688       

Monster Beverage Corp.*

     161,334  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

    691        Moog, Inc. Class A    $ 51,832  
    612        Motorola Solutions, Inc.      74,236  
          2,812        Mylan N.V.*      104,916  
    3,283        National Vision Holdings, Inc.*      133,487  
    253        Netflix, Inc.*      85,375  
    1,726        New York Times Co. Class A      42,805  
    599        Newfield Exploration Co.*      17,203  
    1,194        NextEra Energy Partners L.P.      56,202  
    930        NextEra Energy, Inc.      155,812  
    3,857        NIKE, Inc. Class B      296,642  
    466        Nine Energy Service, Inc.*      13,612  
    1,085        Noble Energy, Inc.      39,158  
    2,101        Norfolk Southern Corp.      355,069  
    1,776        Northrop Grumman Corp.      533,670  
    1,468        NRG Energy, Inc.      46,492  
    402        NuVasive, Inc.*      23,336  
    5,022        NVIDIA Corp.      1,229,687  
    1,156        Occidental Petroleum Corp.      97,023  
    1,882        OGE Energy Corp.      68,204  
    521        Omnicom Group, Inc.      35,860  
    1,798        OMNOVA Solutions, Inc.*      16,811  
    1,064        OraSure Technologies, Inc.*      17,865  
    2,351        Outfront Media, Inc. REIT      49,959  
    696        Owens-Illinois, Inc.*      13,001  
    514        Packaging Corp. of America      58,031  
    1,263        Park Hotels & Resorts, Inc. REIT      39,507  
    672        Parker-Hannifin Corp.      113,602  
    584        Parsley Energy, Inc. Class A*      18,355  
    340        Patterson-UTI Energy, Inc.      5,848  
    3,489        PayPal Holdings, Inc.*      286,586  
    13,343        Pentair plc      595,765  
    872        PG&E Corp.      37,566  
    404        Phillips 66      49,829  
    268        Pioneer Natural Resources Co.      50,724  
    1,285        PlayAGS, Inc.*      36,687  
    365        Portola Pharmaceuticals, Inc.*      13,067  
    2,491        Post Holdings, Inc.*      215,621  
    251        PotlatchDeltic Corp. REIT      11,734  
    546        PPG Industries, Inc.      60,420  
    426        Praxair, Inc.      71,355  
    757        Prologis, Inc. REIT      49,674  
    1,239        ProPetro Holding Corp.*      20,369  
    3,352        Prudential Financial, Inc.      338,250  
    142        PS Business Parks, Inc. REIT      18,143  
    264        Public Storage REIT      57,507  
    9,230        QUALCOMM, Inc.      591,551  
    486        Regency Centers Corp. REIT      30,924  
    396        Regeneron Pharmaceuticals, Inc.*      145,732  
    849        Rexford Industrial Realty, Inc. REIT      26,013  
    266        Rogers Corp.*      31,008  
    1,011        Ross Stores, Inc.      88,392  
    2,665        salesforce.com, Inc.*      365,505  
    6,011        Samsonite International S.A.*(1)      22,756  
    360        Schlumberger Ltd.      24,307  
    239        Schweitzer-Mauduit International, Inc.      9,916  
    293        Science Applications International Corp.      24,720  
    1,601        Seattle Genetics, Inc.*      112,710  
    293        Sempra Energy      33,868  
    1,300        ServiceNow, Inc.*      228,748  
    523        Sherwin-Williams Co.      230,502  
    447        Simon Property Group, Inc. REIT      78,766  
    247        Solaris Oilfield Infrastructure, Inc. Class A*      3,875  
    2,185        Southwestern Energy Co.*      11,231  
    1,110        Steel Dynamics, Inc.      52,270  
    735        STORE Capital Corp. REIT      20,176  
    936        Stryker Corp.      152,802  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

    230        Sun Communities, Inc. REIT    $ 22,301  
    654        Syneos Health, Inc.*      32,226  
    2,804        Sysco Corp.      188,457  
    798        Targa Resources Corp.      40,754  
    164        Taubman Centers, Inc. REIT      10,176  
    9,323        TD Ameritrade Holding Corp.      532,809  
    7,591        Teradyne, Inc.      328,311  
    839        Texas Instruments, Inc.      93,397  
    1,244        Textron, Inc.      84,928  
    923        Thermo Fisher Scientific, Inc.      216,471  
    3,141        TJX Cos., Inc.      305,494  
    2,054        Total System Services, Inc.      188,023  
    1,907        TransUnion      138,067  
    685        TripAdvisor, Inc.*      39,723  
    18,426        Tutor Perini Corp.*      340,881  
    2,998        Twenty-First Century Fox, Inc. Class A      134,910  
    933        UGI Corp.      49,580  
    773        Ultragenyx Pharmaceutical, Inc.*      61,152  
    1,549        Union Pacific Corp.      232,180  
    7,351        UnitedHealth Group, Inc.      1,861,420  
    5,234        Universal Health Services, Inc. Class B      639,071  
    3,056        US Foods Holding Corp.*      103,323  
    68        Vail Resorts, Inc.      18,827  
    6,416        Verizon Communications, Inc.      331,322  
    604        Vertex Pharmaceuticals, Inc.*      105,730  
    1,560        Viacom, Inc. Class B      45,318  
    17,745        Victory Capital Holdings, Inc. Class A*      183,661  
    3,886        Visa, Inc. Class A      531,372  
    1,779        Vulcan Materials Co.      199,248  
    470        Walgreens Boots Alliance, Inc.      31,781  
    1,208        Walmart, Inc.      107,790  
    1,564        Walt Disney Co.      177,608  
    388        Waste Management, Inc.      34,920  
    1,696        Wayfair, Inc. Class A*      184,559  
    346        WellCare Health Plans, Inc.*      92,527  
    879        WESCO International, Inc.*      53,619  
    148        Westlake Chemical Corp.      15,869  
    131        WestRock Co.      7,595  
    1,323        WEX, Inc.*      251,132  
    1,384        Williams Cos., Inc.      41,174  
    1,550        Workday, Inc. Class A*      192,231  
    494        WPX Energy, Inc.*      9,272  
    904        Xenia Hotels & Resorts, Inc. REIT      22,049  
    645        Zebra Technologies Corp. Class A*      88,965  
    285        Zimmer Biomet Holdings, Inc.      35,773  
         

 

 

 
     53,040,770  
         

 

 

 
     Total Common Stocks
    (cost $155,669,496)
   $     176,080,217  
         

 

 

 

Convertible Bonds - 0.2%

 

     Electrical Components & Equipment - 0.2%

 

    544,000        SunPower Corp.
    0.88%, 06/01/2021(13)
   $ 424,298  
         

 

 

 
     Oil & Gas Services - 0.0%

 

  EUR     100,000        Fugro N.V.
    4.00%, 10/26/2021(7)(13)
     114,597  
         

 

 

 
     Total Convertible Bonds
    (cost $580,346)
   $ 538,895  
         

 

 

 

Exchange-Traded Funds - 7.5%

 

     Investment Company Securities - 3.6%

 

    460,276        Invesco Senior Loan ETF    $ 10,595,554  
         

 

 

 
     Other Investment Pools & Funds - 3.9%

 

    16,900        iShares Core MSCI EAFE ETF      1,097,148  
    84,920        iShares JP Morgan USD Emerging Markets Bond ETF      9,261,375  
    3,873        SPDR S&P 500 ETF Trust      1,089,591  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

    11,342       

TOPIX Exchange Traded Fund

   $ 182,518  
         

 

 

 
            11,630,632  
         

 

 

 
      

Total Exchange-Traded Funds
(cost $23,006,581)

   $ 22,226,186  
         

 

 

 

Preferred Stocks - 0.2%

  
      

South Korea - 0.1%

 

    7,043       

Samsung Electronics Co., Ltd.

   $ 241,787  
         

 

 

 
      

United States - 0.1%

 

    655       

Airbnb, Inc. Class E *(1)(12)(13)(14)

     73,281  
    8,725       

Pinterest, Inc. Class G *(1)(12)(13)(14)

     55,666  
    4,556       

Uber Technologies, Inc. Class D *(1)(12)(13)(14)

     182,240  
         

 

 

 
            311,187  
         

 

 

 
      

Total Preferred Stocks
(cost $414,343)

   $ 552,974  
         

 

 

 

Warrants - 0.1%

  
      

United States - 0.1%

 

    36,550       

Hangzhou Hikvision Digital Technology Co., Ltd. Expires 07/13/2019*(13)

   $ 185,146  
         

 

 

 
      

Total Warrants
(cost $87,291)

   $ 185,146  
         

 

 

 
      

Total Long-Term Investments
(cost $244,673,804)

   $ 261,361,660  
         

 

 

 
      

Short-Term Investments - 13.6%

  
      

Other Investment Pools & Funds - 13.2%

 

          38,853,449       

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.82%(15)

   $ 38,853,449  
         

 

 

 
      

Securities Lending Collateral - 0.4%

 

    55,338       

Citibank NA DDCA, 1.91%, 08/01/2018(15)

     55,338  
    568,918       

Goldman Sachs Financial Sq, Government Institutional Fund, 1.81%(15)

     568,918  
    227,890       

Invesco Government & Agency Portfolio, 1.81%(15)

     227,890  
    117,470       

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.82%(15)

     117,470  
    137,141       

Western Asset Institutional Government Class A Fund, 1.76%(15)

     137,141  
         

 

 

 
            1,106,757  
         

 

 

 
      

Total Short-Term Investments
(cost $39,960,206)

   $ 39,960,206  
         

 

 

 


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

      

Total Investments Excluding Purchased Options
(cost $284,634,010)

     102.4      $ 301,321,866  
      

Total Purchased Options
(cost $736,326)

     0.2      $ 554,159  
              

 

 

 

        

                           

Total Investments
(cost $285,370,336)

     102.6      $ 301,876,025  
      

Other Assets and Liabilities

     (2.6 )%         (7,522,945
           

 

 

    

 

 

 
      

Total Net Assets

       100.0%      $     294,353,080  
           

 

 

    

 

 

 

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

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

The Consolidated Schedule of Investments includes investments held by The Hartford Cayman Global All-Asset Fund, Ltd. (the “Subsidiary”), a wholly owned subsidiary of the Fund, which primarily invests in commodity-related instruments. The Fund may invest up to 25% of its total assets in the Subsidiary. As of July 31, 2018, the Fund invested 2.5% of its total assets in the Subsidiary.

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

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

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

 

*

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 July 31, 2018, the aggregate value of these securities was $22,557,055, which represented 7.7% of total net assets.

(2)

Variable rate securities; the rate reported is the coupon rate in effect at July 31, 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 interest-only strips.

(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 $456,970 at July 31, 2018.

(6)

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

(7)

These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At July 31, 2018, the aggregate value of these securities was $5,868,857, which represented 2.0% of total net assets.

(8)

Security is a zero-coupon bond.

(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 or includes a TBA transaction.

(11)

Represents entire or partial securities on loan. See Note 2 for securities lending information .

(12)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2018, the aggregate fair value of these securities was $311,187, which represented 0.1% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

(13)

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 July 31, 2018, the aggregate value of these securities was $3,321,695, which represented 1.1% of total net assets.

(14)

Investment valued using significant unobservable inputs.

(15)

Current yield as of period end.


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

OTC Option Contracts Outstanding at July 31, 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/INR Put(1)

     MSC        70.79 INR per USD        06/10/19        228,000     USD      228,000     $ 5,851     $ 6,290     $ (439

USD Call/JPY Put(1)

     BOA        125.00 JPY per USD        05/13/19        6,413,291     USD      6,413,291       7,189       83,103       (75,914

USD Call/SGD Put(1)

     MSC        1.30 SGD per USD        04/17/19        234,000     USD      234,000       9,724       4,187       5,537  

USD Call/TRY Put(1)

     MSC        5.72 TRY per USD        07/15/19        230,000     USD      230,000       17,025       17,783       (758
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

                   7,105,291     $ 39,789     $ 111,363     $ (71,574
                

 

 

   

 

 

   

 

 

   

 

 

 

Puts

                      

EUR Put/USD Call(1)

     GSC        1.17 USD per EUR        08/02/18        121,000     EUR      121,000     $ 196     $ 1,184     $ (988

EUR Put/USD Call(1)

     GSC        1.17 USD per EUR        08/02/18        120,000     EUR      120,000       150       1,135       (985

GBP Put/USD Call(1)

     GSC        1.32 USD per GBP        08/14/18        86,000     GBP      86,000       942       1,031       (89

GBP Put/USD Call(1)

     GSC        1.32 USD per GBP        08/15/18        87,000     GBP      87,000       977       1,094       (117

NZD Put/USD Call(1)

     BCLY        0.68 USD per NZD        08/08/18        170,000     NZD      170,000       564       1,151       (587

NZD Put/USD Call(1)

     GSC        0.69 USD per NZD        08/09/18        170,000     NZD      170,000       819       1,101       (282

USD Put/INR Call(1)

     BOA        64.00 INR per USD        05/13/19        6,413,291     USD      6,413,291       4,880       70,802       (65,922

USD Put/INR Call(1)

     MSC        70.79 INR per USD        06/10/19        228,000     USD      228,000       4,876       6,291       (1,415

USD Put/SGD Call(1)

     MSC        1.30 SGD per USD        04/17/19        234,000     USD      234,000       721       4,226       (3,505

USD Put/TRY Call(1)

     BCLY        3.50 TRY per USD        08/20/18        1,607,000     USD      1,607,000             20,650       (20,650

USD Put/TRY Call(1)

     MSC        5.72 USD per USD        07/15/19        230,000     USD      230,000       14,682       17,783       (3,101
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

                   9,466,291     $ 28,807     $ 126,448     $ (97,641
                

 

 

   

 

 

   

 

 

   

 

 

 
          

Total purchased option contracts

 

       16,571,582     $ 68,596     $ 237,811     $ (169,215
                

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

 

          

Calls

                      

iPath S&P 500 VIX

     MLI        80.00 USD        09/21/18        (2,802   USD      (2,802   $ (569   $ (9,796   $ 9,227  

USD Call/BRL Put

     MSC        3.70 USD        05/09/19        (234,000   USD      (234,000     (17,436     (12,320     (5,116

USD Call/JPY Put

     BOA        145.00 USD        05/13/19        (6,413,291   USD      (6,413,291     (494     (15,482     14,988  

USD Call/RUB Put

     GSC        64.47 USD        05/31/19        (235,000   USD      (235,000     (10,568     (12,631     2,063  

USD Call/ZAR Put

     JPM        14.40 USD        07/03/19        (234,000   USD      (234,000     (9,520     (14,939     5,419  
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

                   (7,119,093   $ (38,587   $ (65,168   $ 26,581  
                

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

 

          

Puts

                      
Consumer Staples Select Sector SPDR Fund      MSC        48.00 USD        09/21/18        (5,718   USD      (5,718   $ (415   $ (3,431   $ 3,016  
Health Care Select Sector SPDR Fund      GSC        82.00 USD        10/19/18        (3,321   USD      (3,321     (1,978     (2,889     911  

Nikkei 225 Index

     MSC        21,000.00 JPY        08/10/18        (1,411   JPY      (1,411     (97     (3,549     3,452  

S&P 500 Index

     BOA        2,500.00 USD        08/31/18        (107   USD      (107     (217     (3,207     2,990  

S&P 500 Index

     MSC        2,500.00 USD        08/31/18        (106   USD      (106     (214     (2,745     2,531  

S&P 500 Index

     MSC        2,600.00 USD        09/21/18        (105   USD      (105     (928     (2,919     1,991  

S&P 500 Index

     GSC        2,550.00 USD        09/28/18        (109   USD      (109     (884     (3,695     2,811  

S&P 500 Index

     MSC        2,650.00 USD        10/19/18        (103   USD      (103     (2,129     (2,802     673  

S&P 500 Index

     GSC        2,650.00 USD        10/31/18        (102   USD      (102     (2,511     (2,897     386  
SPDR S&P Homebuilders ETF      GSC        37.00 USD        09/21/18        (7,419   USD      (7,419     (2,175     (3,932     1,757  

USD Put/BRL Call

     MSC        3.70 USD        05/09/19        (234,000   USD      (234,000     (7,808     (12,320     4,512  

USD Put/RUB Call

     GSC        64.47 USD        05/31/19        (235,000   USD      (235,000     (11,182     (12,631     1,449  

USD Put/ZAR Call

     JPM        14.40 USD        07/03/19        (234,000   USD      (234,000     (21,855     (14,939     (6,916
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

                   (721,501   $ (52,393   $ (71,956   $ 19,563  
                

 

 

   

 

 

   

 

 

   

 

 

 
                      

Total written option contracts

 

       (7,840,594   $ (90,980   $ (137,124   $ 46,144  
                

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)

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 July 31, 2018, the aggregate value of these securities was $68,596, which represented 0.0% of total net assets.


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

OTC Swaption Contracts Outstanding at July 31, 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(1)      JPM        2.45%        Pay        08/02/27        USD        125,000        125,000      $ 12,459      $ 14,625      $ (2,166
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57(1)      MSC        2.45%        Receive        08/02/27        USD        650,000        650,000        64,785        94,496        (29,711
                    

 

 

    

 

 

    

 

 

    

 

 

 

Total Calls

                       775,000      $ 77,244      $ 109,121      $ (31,877
                    

 

 

    

 

 

    

 

 

    

 

 

 

Puts

                             
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57(1)      JPM        2.45%        Receive        08/02/27        USD        125,000        125,000      $ 26,500      $      $ 26,500  
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57(1)      MSC        2.45%        Pay        08/02/27        USD        650,000        650,000        137,799        125,919        11,880  
                    

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

                       775,000      $ 164,299      $ 125,919      $ 38,380  
                    

 

 

    

 

 

    

 

 

    

 

 

 

 

Total purchased swaption contracts

 

        1,550,000      $ 241,543      $ 235,040      $ 6,503  
                    

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

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 July 31, 2018, the aggregate value of these securities was $241,543, which represented 0.1% of total net assets.

Exchange-Traded Option Contracts Outstanding at July 31, 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

                    

Gold Future Option

     1,350.00 USD        12/26/18        18        1,800      $  10,440      $ 28,495      $ (18,055)  

S&P 500 Index Option

     2,875.00 USD        09/21/18        173        17,300        231,820        230,606        1,214  
           

 

 

    

 

 

    

 

 

    

 

 

 

Total Calls

              19,100      $  242,260      $ 259,101      $ (16,841)  
           

 

 

    

 

 

    

 

 

    

 

 

 

Puts

                    

iPath S&P 500 VIX Short-Term

     5.00 USD        01/18/19        88        8,800      $ 1,760      $ 4,374      $ (2,614)  
           

 

 

    

 

 

    

 

 

    

 

 

 

 

Total purchased option contracts

              27,900      $ 244,020      $ 263,475      $ (19,455)  
           

 

 

    

 

 

    

 

 

    

 

 

 

Futures Contracts Outstanding at July 31, 2018

 

Description    Number
of
Contracts
     Expiration Date      Current
Notional
Amount
    

Value and

Unrealized
Appreciation/
(Depreciation)  

 

Long position contracts:

           

10-Year Mini JGB Future

     67        09/11/2018      $         9,021,017      $ (8,005

Australian 3-Year Bond Future

     7        09/17/2018        578,577        1,592  

Canadian Government 10-Year Bond Future

     72        09/19/2018        7,459,307        76,421  

Euro BUXL 30-Year Bond Future

     5        09/06/2018        1,026,689        2,907  

Euro-BOBL Future

     4        09/06/2018        615,593        (191

Euro-BTP Future

     10        09/06/2018        1,488,582        12,748  

Euro-Bund Future

     15        09/06/2018        2,834,153        5,476  

Euro-OAT Future

     6        09/06/2018        1,078,585        5,464  

FTSE 250 Index Future

     67        09/21/2018        3,661,416        (52,766

Long Gilt Future

     11        09/26/2018        1,771,259        11,010  

U.S. Treasury 2-Year Note Future

     5        09/28/2018        1,056,875        69  

U.S. Treasury 5-Year Note Future

     101        09/28/2018        11,425,625        (22,075

U.S. Treasury 10-Year Note Future

     170        09/19/2018        20,301,719        37,460  

U.S. Treasury Ultra Bond Future

     39        09/19/2018        6,119,344        54,772  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

Uranium Future

     159        12/31/2018          $     1,047,413      $ (22,562

WTI Crude Future

     26        11/19/2021        1,503,840        180,635  

WTI Crude Future

     27        11/21/2022        1,517,400        142,651  
           

 

 

 

Total

            $             425,606  
           

 

 

 

Short position contracts:

           

Australian 10-Year Bond Future

     5        09/17/2018          $         479,978      $ (5,920

CBOE VIX Future

     6        09/19/2018        90,150        (1,816

FTSE 100 Index Option

     35        09/21/2018        3,538,699        (30,837

Japan 10-Year Bond Future

     7        09/12/2018        9,433,708        (1,295

NIKKEI 225 Index Option

     6        09/13/2018        1,207,351        (3,448

NIKKEI 225 Index Option

     49        09/13/2018        5,546,800        (36,194

S&P 500 (E-Mini) Future

     57        09/21/2018        8,028,735        (86,300
           

 

 

 

Total

            $ (165,810
           

 

 

 
           
           

 

 

 

Total futures contracts

            $ 259,796  
           

 

 

 

TBA Sale Commitments Outstanding at July 31, 2018

 

Description    Principal
Amount
         Maturity Date        Market Value †      

    Unrealized    

    Appreciation/    

    (Depreciation)    

 

FNMA, 3.00%

   $                 25,000      08/01/2033    $ (24,771)      $  42      

FNMA, 3.00%

     4,002,000      08/01/2048      (3,857,240)        19,249      

FNMA, 4.00%

     755,000      08/01/2048      (766,915)        1,770      

FNMA, 4.50%

     850,000      08/01/2048      (881,676)        1,547      

GNMA II, 3.00%

     420,000      08/01/2048      (409,451)            1,144      

GNMA II, 4.00%

     875,000      08/01/2048      (894,551)        2,562      
        

 

 

    

 

 

 

Total (proceeds receivable $6,860,918)

   $ (6,834,604)      $  26,314      
        

 

 

    

 

 

 

At July 31, 2018, the aggregate market value of TBA Sale Commitments represents (2.3)% of total net assets.

OTC Credit Default Swap Contracts Outstanding at July 31, 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        2,093,112        (0.50%)       05/11/63        Monthly      $      $ (17,085   $ (16,474   $ 611  

CMBX.NA.AAA.7

     MSC   USD        2,075,000        (0.50%)       01/17/47        Monthly               (17,065     (17,279     (214

CMBX.NA.AAA.8

     MSC   USD        2,375,000        (0.50%)       10/17/57        Monthly        43,262              (14,799     (58,061
                

 

 

    

 

 

   

 

 

   

 

 

 

Total

                 $ 43,262      $ (34,150   $ (48,552   $ (57,664
                

 

 

    

 

 

   

 

 

   

 

 

 
                       
          

 

 

    

 

 

   

 

 

   

 

 

 

Total traded indices

 

           $ 43,262      $ (34,150   $ (48,552   $ (57,664
                

 

 

    

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

              

  Buy protection:

                       

Colombia Republic

     GSC   USD        1,300,000        (1.00%)       06/20/23        Quarterly      $ 435      $     $ 1,485     $ 1,050  

Japan Government

     BOA   USD        3,280,000        (1.00%)       12/20/22        Quarterly               (109,926     (108,726     1,200  

Japan Government

     BOA   USD        1,035,000        (1.00%)       12/20/22        Quarterly               (35,221     (34,308     913  

Japan Government

     BOA   USD        1,035,000        (1.00%)       12/20/22        Quarterly               (35,000     (34,309     691  

Republic of Korea

     GSC   USD        2,025,000        (1.00%)       06/20/23        Quarterly               (51,428     (56,253     (4,825
                

 

 

    

 

 

   

 

 

   

 

 

 

Total

                 $ 435      $ (231,575   $ (232,111   $ (971
                

 

 

    

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

              

  Sell protection:

                       

AK Steel Corp.

     GSC   USD        170,000        5.00%       06/20/23        Quarterly      $ 6,006      $     $ 6,998     $ 992  
                

 

 

    

 

 

   

 

 

   

 

 

 
                       
                

 

 

    

 

 

   

 

 

   

 

 

 

Total single-name issues

 

           $ 6,441      $ (231,575   $ (225,113   $ 21  
                

 

 

    

 

 

   

 

 

   

 

 

 
                 
                

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC contracts

 

           $ 49,703      $ (265,725   $ (273,665   $ (57,643
                

 

 

    

 

 

   

 

 

   

 

 

 

 

(a)

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


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 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      $ 98,228     $ 294,597     $ 196,369  

CDX.NA.HY.30.V1

     USD        975,000        5.00%       06/20/23        Quarterly        57,120       71,921       14,801  
                

 

 

   

 

 

   

 

 

 

Total

                 $  155,348     $ 366,518     $ 211,170  
                

 

 

   

 

 

   

 

 

 

Credit default swaps on indices:

                    

  Sell protection:

                    

CDX.EM.29.V1

     USD        2,625,000        1.00%       06/20/23        Quarterly      $ (72,298   $ (73,620   $ (1,322
                

 

 

   

 

 

   

 

 

 
                    
                

 

 

   

 

 

   

 

 

 

Total

                 $ 83,050     $ 292,898     $ 209,848  
                

 

 

   

 

 

   

 

 

 

 

(a)

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

OTC Interest Rate Swap Contracts Outstanding at July 31, 2018

 

Counter-

party

   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)
 

GSC

   7.35% Fixed    INR FBIL
Interbank
Rate Offer
     INR     50,550,000        09/19/28      Semi-
Annual
  $         —    $ (861   $ (208   $     653  
                

 

  

 

 

   

 

 

   

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 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)
 
12 M Federal Funds Rate    2.50% Fixed      USD        400,000        03/01/28        Annual      $ 1,272     $     $ 4,573     $ 3,301  
3 Mo. USD LIBOR    1.85% Fixed      USD        1,500,000        11/30/21        Semi-Annual                    53,803       53,803  
3 Mo. USD LIBOR    2.00% Fixed      USD        375,000        03/21/23        Semi-Annual        1,640             15,983       14,343  
3 Mo. USD LIBOR    2.95% Fixed      USD        208,000        06/18/23        Semi-Annual                    (515     (515
3 Mo. USD LIBOR    3.00% Fixed      USD        1,385,000        04/30/25        Semi-Annual        7,951             344       (7,607
3 Mo. USD LIBOR    2.26% Fixed      USD        225,000        07/14/27        Quarterly                    13,496       13,496  
3 Mo. USD LIBOR    2.99% Fixed      USD        275,000        07/14/27        Semi-Annual        513             (1,055     (1,568
MXN-TIIE-Banxico-Bloomberg    8.41% Fixed      MXN        44,725,000        09/06/28        Monthly        21,744             47,632       25,888  
MXN-TIIE-Banxico-Bloomberg    8.05% Fixed      MXN        29,600,000        09/06/28        Monthly                    (7,130     (7,130
                 

 

 

   

 

 

   

 

 

   

 

 

 

Total

                  $ 33,120     $     $  127,131     $ 94,011  
                 

 

 

   

 

 

   

 

 

   

 

 

 


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

OTC Total Return Swap Contracts Outstanding at July 31, 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        181,902        —             04/30/19        Monthly      $      $      $ (307   $              (307)
DBGVR5US    DEUT      USD        112,700        (1.00%)        06/28/19        Monthly                      (277   (277)
Goldman Sachs Dynamic Gamma US Index    GSC      USD        52,799        (1.00%)        05/31/19        Monthly                      (3,291             (3,291)
Goldman Sachs Volatility Carry Series 71    GSC      USD        300,252        (1.00%)        05/31/19        Monthly                      (772   (772)
GSCBWBKL    GSC      USD        564,830        (1.00%)        01/31/19        Monthly                      (4   (4)
GSCBWBKL    GSC      USD        651,349        (1.00%)        01/31/19        Monthly                      (5   (5)
GSCBWBKL    GSC      USD        626,439        (1.00%)        01/31/19        Monthly                      (5   (5)
GSCBWBKL    GSC      USD        625,721        (1.00%)        01/31/19        Monthly                      (5   (5)
GSCBWBKS    GSC      USD        546,847        1.00%        01/31/19        Monthly                      (11   (11)
GSCBWBKS    GSC      USD        621,611        1.00%        01/31/19        Monthly                      (12   (12)
GSCBWBKS    GSC      USD        620,085        1.00%        01/31/19        Monthly                      (12   (12)
GSCBWBKS    GSC      USD        675,624        1.00%        01/31/19        Monthly                      (13   (13)
GSGLWLJP    GSC      USD        1,159,198        1.00%        07/31/19        Monthly                      7,942     7,942 
GSGLWLJP    GSC      USD        1,192,288        1.00%        07/31/19        Monthly                      3,732     3,732 
iPath S&P 500 VIX Short-Term Futures ETN    BOA      USD        16,673        1.00%        02/28/19        Monthly                           — 
iPath S&P 500 VIX Short-Term Futures ETN    BOA      USD        23,519        1.00%        02/28/19        Monthly                          — 
iPath S&P 500 VIX Short-Term Futures ETN    BOA      USD        10,362        1.00%        04/30/19        Monthly                          — 
iPath S&P 500 VIX Short-Term Futures ETN    BOA      USD        29,014        1.00%        06/28/19        Monthly                          — 
MSCI South Africa Value Index    BOA      USD        1,196,596        1.00%        09/28/18        Monthly                      4,884     4,884 
UBSWMDRC    UBS      USD        1,070,580        1.00%        05/31/19        Monthly                      (17   (17)
UBSWMDRC    UBS      USD        2,088,564        1.00%        05/31/19        Monthly                      (33   (33)
UBWELCON    UBS      USD        299,532        1.00%        06/28/19        Monthly                          — 
UBWELCON    UBS      USD        464,294        1.00%        06/28/19        Monthly                          — 
UBWELCON    UBS      USD        380,038        1.00%        06/28/19        Monthly                          — 
                    

 

 

    

 

 

    

 

 

   

 

Total

 

   $      $      $     11,794     $            11,794 
                    

 

 

    

 

 

    

 

 

   

 

Foreign Currency Contracts Outstanding at July 31, 2018

Amount and Description

of Currency to be

Purchased

  

Amount and Description

of Currency to be

Sold

     Counterparty   

Settlement

Date

       Appreciation              Depreciation      

1,163,000    

  AUD      858,390        USD      MSC    08/03/18    $ 5,681      $  

245,000    

  AUD      181,133        USD      BCLY    08/03/18      893         

135,000    

  AUD      99,494        USD      JPM    08/03/18      807         

145,000    

  AUD      107,127        USD      GSC    08/03/18      603         

155,000    

  AUD      114,777        USD      JPM    08/03/18      383         

65,000    

  AUD      48,022        USD      CBK    08/03/18      271         

55,000    

  AUD      40,613        USD      CBK    08/03/18      250         

35,000    

  AUD      25,846        USD      JPM    08/03/18      157         

170,000    

  AUD      126,220        USD      DEUT    08/03/18      85         

40,000    

  AUD      29,657        USD      BCLY    08/03/18      62         

20,000    

  AUD      14,851        USD      SSG    08/03/18      8         

60,000    

  AUD      44,712        USD      SSG    08/03/18             (134

3,598,000    

  AUD      2,659,595        USD      MSC    08/31/18      14,006         

2,470,000    

  AUD      1,826,318        USD      GSC    08/31/18      9,089         

778,000    

  AUD      576,087        USD      BNP    09/06/18      2,034         

25,000    

  AUD      18,507        USD      CIBC    09/06/18      70         

3,767,000    

  BRL      972,029        USD      BOA    08/02/18      31,396         

280,000    

  BRL      71,686        USD      BNP    08/02/18      2,898         

245,000    

  BRL      62,982        USD      BCLY    08/02/18      2,279         

125,000    

  BRL      32,175        USD      MSC    08/02/18      1,122         

345,000    

  BRL      90,777        USD      BOA    08/02/18      1,121         

45,000    

  BRL      11,459        USD      GSC    08/02/18      528         

135,000    

  BRL      35,654        USD      BCLY    08/02/18      306         

3,780,000    

  BRL      1,006,685        USD      HSBC    08/02/18      203         

3,490,000    

  BRL      929,452        USD      HSBC    08/02/18      187         

920,000    

  BRL      245,013        USD      BOA    08/02/18      49         

640,000    

  BRL      170,444        USD      BOA    08/02/18      34         

435,000    

  BRL      115,849        USD      GSC    08/02/18      23         

280,000    

  BRL      74,569        USD      BOA    08/02/18      15         

220,000    

  BRL      58,590        USD      HSBC    08/02/18      12         


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

70,000    

  BRL      18,642        USD      HSBC    08/02/18    $ 4      $                       —  

695,000    

  BRL      187,189        USD      DEUT    08/02/18             (2,060

4,322,000    

  BRL      1,164,960        USD      BOA    08/02/18             (13,698

45,000    

  BRL      12,058        USD      DEUT    09/05/18             (119

360,000    

  BRL      96,798        USD      HSBC    09/05/18             (1,289

1,042,000    

  BRL      279,754        USD      BOA    09/05/18             (3,308

155,000    

  CAD      117,453        USD      JPM    08/03/18      1,706         

105,000    

  CAD      79,050        USD      RBC    08/03/18      1,670         

200,000    

  CAD      152,107        USD      JPM    08/03/18      1,646         

155,000    

  CAD      117,606        USD      JPM    08/03/18      1,553         

70,000    

  CAD      52,723        USD      GSC    08/03/18      1,090         

40,000    

  CAD      30,239        USD      CIBC    08/03/18      511         

40,000    

  CAD      30,459        USD      BMO    08/03/18      292         

30,000    

  CAD      22,780        USD      GSC    08/03/18      283         

30,000    

  CAD      22,896        USD      CIBC    08/03/18      167         

195,000    

  CAD      149,747        USD      TDB    08/03/18      163         

10,000    

  CAD      7,615        USD      SSG    08/03/18      73         

8,641,000    

  CAD      6,616,386        USD      RBC    08/31/18                  29,975         

65,000    

  CAD      49,865        USD      RBC    09/06/18      135         

1,238,000    

  CHF      1,246,451        USD      BNP    08/31/18      7,169         

3,844,000    

  CHF      3,886,656        USD      UBS    08/31/18      5,845         

84,200,000    

  CLP      129,136        USD      HSBC    08/03/18      2,899         

29,500,000    

  CLP      45,270        USD      GSC    08/03/18      990         

12,200,000    

  CLP      18,699        USD      GSC    08/03/18      432         

12,400,000    

  CLP      19,029        USD      GSC    08/03/18      416         

1,800,000    

  CLP      2,784        USD      BOA    08/03/18      39         

6,700,000    

  CLP      10,481        USD      BCLY    08/03/18      25         

834,709,000    

  CLP      1,286,880        USD      BCLY    08/31/18      22,786         

33,600,000    

  CLP      52,574        USD      HSBC    09/06/18      145         

6,100,000    

  CLP      9,541        USD      GSC    09/06/18      30         

1,700,000    

  CLP      2,669        USD      JPM    09/06/18             (2

269,000    

  CNH      40,345        USD      CBK    09/19/18             (863

645,000    

  CNH      96,299        USD      GSC    09/19/18             (1,630

1,278,000    

  CNH      192,779        USD      BCLY    09/19/18             (5,203

20,600,000    

  COP      6,997        USD      BNP    08/03/18      129         

148,200,000    

  COP      51,280        USD      BCLY    08/03/18             (15

38,300,000    

  COP      13,317        USD      GSC    08/03/18             (68

66,800,000    

  COP      23,198        USD      BNP    08/03/18             (91

121,600,000    

  COP      42,428        USD      JPM    08/03/18             (365

113,000,000    

  COP      39,546        USD      JPM    08/03/18             (457

3,602,046,000    

  COP      1,247,462        USD      BNP    08/31/18             (2,909

32,500,000    

  COP      11,250        USD      BNP    09/06/18             (24

1,560,000    

  CZK      70,280        USD      GSC    08/03/18      1,057         

630,000    

  CZK      28,187        USD      BCLY    08/03/18      622         

410,000    

  CZK      18,586        USD      GSC    08/03/18      163         

930,000    

  CZK      42,365        USD      GSC    08/03/18      163         

1,300,000    

  CZK      59,491        USD      MSC    08/03/18             (44

1,560,000    

  CZK      71,527        USD      CBK    09/06/18             (93

4,634,000    

  DKK      729,838        USD      BCLY    08/31/18             (826

1,990,000    

  EUR      2,317,341        USD      JPM    08/03/18      10,168         

1,493,000    

  EUR      1,737,483        USD      JPM    08/03/18      8,734         

1,362,000    

  EUR      1,587,817        USD      SCB    08/03/18      5,182         

222,000    

  EUR      258,172        USD      CBK    08/03/18      1,480         

71,000    

  EUR      82,383        USD      CBK    08/03/18      659         

72,000    

  EUR      83,852        USD      CBK    08/03/18      359         

9,000    

  EUR      10,450        USD      CBK    08/03/18      76         

16,000    

  EUR      18,665        USD      BCLY    08/03/18      48         

12,000    

  EUR      14,029        USD      CBK    08/03/18      6         

8,000    

  EUR      9,370        USD      GSC    08/03/18             (13

23,000    

  EUR      26,930        USD      BCLY    08/03/18             (29

23,000    

  EUR      26,950        USD      GSC    08/03/18             (49

42,000    

  EUR      49,194        USD      GSC    08/03/18             (70

55,000    

  EUR      64,532        USD      CBK    08/03/18             (203

362,000    

  EUR      423,892        USD      JPM    08/03/18             (496

489,000    

  EUR      572,504        USD      HSBC    08/03/18             (568

978,000    

  EUR      1,145,500        USD      HSBC    08/03/18             (1,629


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

3,957,000    

  EUR      4,616,463        USD      BNP    08/31/18    $               21,656      $                       —  

315,000    

  EUR      369,307        USD      SSG    08/31/18             (86

23,000    

  EUR      26,950        USD      SCB    09/06/18      20         

203,000    

  EUR      238,423        USD      MSC    09/06/18             (379

80,000    

  GBP      103,917        USD      GSC    08/03/18      1,100         

165,000    

  GBP      216,042        USD      JPM    08/03/18      555         

94,000    

  GBP      123,140        USD      DEUT    08/03/18      255         

34,000    

  GBP      44,829        USD      GSC    08/03/18             (197

23,000    

  GBP      30,420        USD      SCB    08/03/18             (227

17,000    

  GBP      22,563        USD      SCB    08/03/18             (247

104,000    

  GBP      136,789        USD      BNP    08/03/18             (268

81,000    

  GBP      106,636        USD      GSC    08/03/18             (307

23,000    

  GBP      30,544        USD      NOM    08/03/18             (351

102,000    

  GBP      136,003        USD      SSG    08/03/18             (2,107

1,260,000    

  GBP      1,653,353        USD      BCLY    08/31/18      2,664         

315,000    

  GBP      414,003        USD      CBK    08/31/18      1         

12,000    

  GBP      15,774        USD      GSC    09/06/18      2         

21,978,000    

  HKD      2,802,355        USD      SSG    08/31/18             (147

13,200,000    

  HUF      46,705        USD      JPM    08/03/18      1,428         

16,300,000    

  HUF      58,402        USD      GSC    08/03/18      1,035         

8,354,000    

  HUF      29,709        USD      SCB    08/03/18      753         

4,400,000    

  HUF      15,469        USD      MSC    08/03/18      576         

6,600,000    

  HUF      23,582        USD      BCLY    08/03/18      484         

16,200,000    

  HUF      58,717        USD      GSC    08/03/18      355         

6,500,000    

  HUF      23,382        USD      CBK    08/03/18      320         

4,800,000    

  HUF      17,228        USD      JPM    08/03/18      275         

3,800,000    

  HUF      13,648        USD      BCLY    08/03/18      209         

4,000,000    

  HUF      14,590        USD      GSC    08/03/18             (5

16,700,000    

  HUF      60,858        USD      SCB    09/06/18      174         

47,654,000    

  HUF      174,091        USD      CBK    09/06/18      66         

5,178,000,000    

  IDR      359,958        USD      GSC    08/03/18             (986

2,901,005,000    

  IDR      199,863        USD      DEUT    08/31/18      601         

1,771,000,000    

  IDR      123,029        USD      CSFB    09/06/18             (742

80,000    

  ILS      22,127        USD      HSBC    08/03/18             (337

100,000    

  ILS      27,586        USD      BCLY    08/03/18             (349

4,895,000    

  ILS      1,347,127        USD      RBS    08/31/18             (11,338

16,180,000    

  INR      235,277        USD      DEUT    08/03/18      549         

43,541,000    

  INR      634,246        USD      BCLY    08/03/18      371         

4,740,000    

  INR      68,804        USD      BOA    08/03/18      282         

2,310,000    

  INR      33,582        USD      DEUT    08/03/18      87         

34,610,000    

  INR      501,195        USD      JPM    08/31/18      1,501         

19,180,000    

  INR      278,467        USD      BOA    09/06/18             (80

6,800,000    

  JPY      60,339        USD      MSC    08/03/18      487         

11,300,000    

  JPY      100,647        USD      SSG    08/03/18      432         

7,000,000    

  JPY      62,282        USD      CBK    08/03/18      334         

1,200,000    

  JPY      10,693        USD      SCB    08/03/18      41         

804,000    

  JPY      7,239        USD      DEUT    08/03/18             (47

2,200,000    

  JPY      19,995        USD      RBC    08/03/18             (316

16,000,000    

  JPY      144,077        USD      CIBC    08/03/18             (956

13,800,000    

  JPY      124,709        USD      SSG    08/03/18             (1,268

51,470,000    

  JPY      462,174        USD      JPM    08/03/18             (1,771

50,201,000    

  JPY      455,630        USD      JPM    08/03/18             (6,578

64,700,000    

  JPY      586,052        USD      JPM    08/03/18             (7,307

64,700,000    

  JPY      586,056        USD      JPM    08/03/18             (7,310

62,762,000    

  JPY      569,414        USD      HSBC    08/03/18             (8,004

64,700,000    

  JPY      588,356        USD      JPM    08/03/18             (9,610

103,916,000    

  JPY      940,799        USD      CBA    08/03/18             (11,263

113,500,000    

  JPY      1,027,120        USD      GSC    08/03/18             (11,855

16,600,000    

  JPY      149,733        USD      JPM    08/31/18             (958

113,500,000    

  JPY      1,022,901        USD      BNP    08/31/18             (5,671

250,545,000    

  JPY      2,261,665        USD      NOM    08/31/18             (16,186

250,544,000    

  JPY      2,262,212        USD      CBA    08/31/18             (16,741

800,000    

  JPY      7,224        USD      GSC    09/06/18             (51

4,200,000    

  JPY      37,929        USD      SCB    09/06/18             (272

45,740,000    

  KRW      40,229        USD      BOA    08/03/18      662         

136,330,000    

  KRW      121,475        USD      DEUT    08/03/18      400         


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

63,050,000    

  KRW      56,376        USD      MSC    08/03/18    $        $                  (11

70,040,000    

  KRW      62,810        USD      DEUT    08/03/18             (197

194,600,000    

  KRW      174,217        USD      DEUT    09/06/18             (115

51,400,000    

  KZT      147,405        USD      DEUT    08/29/18             (350

19,975,000    

  MXN      1,071,160        USD      RBC    08/03/18      64         

35,180,000    

  MXN      1,875,631        USD      RBC    08/31/18      1,757         

6,480,000    

  MXN      347,595        USD      BNP    08/31/18             (1,788

1,180,000    

  NOK      143,312        USD      CBK    08/03/18      1,373         

1,180,000    

  NOK      144,034        USD      JPM    08/03/18      651         

290,000    

  NOK      35,461        USD      GSC    08/03/18      97         

50,000    

  NOK      6,105        USD      GSC    08/03/18      26         

130,000    

  NOK      15,930        USD      CBK    08/03/18      10         

100,000    

  NOK      12,255        USD      CBK    08/03/18      7         

180,000    

  NOK      22,099        USD      GSC    08/03/18             (28

50,000    

  NOK      6,226        USD      BCLY    08/03/18             (95

380,000    

  NOK      46,731        USD      MSC    08/03/18             (138

390,000    

  NOK      47,986        USD      GSC    08/03/18             (166

300,000    

  NOK      37,023        USD      GSC    08/03/18             (238

490,000    

  NOK      60,396        USD      BCLY    08/03/18             (315

410,000    

  NOK      50,648        USD      GSC    08/03/18             (376

29,771,000    

  NOK      3,650,017        USD      MSC    08/31/18                      4,772         

100,000    

  NOK      12,251        USD      CBK    09/06/18      28         

350,000    

  NOK      43,030        USD      GSC    09/06/18             (54

215,000    

  NZD      144,970        USD      DEUT    08/03/18      1,574         

215,000    

  NZD      144,987        USD      JPM    08/03/18      1,557         

100,000    

  NZD      67,635        USD      JPM    08/03/18      525         

40,000    

  NZD      26,950        USD      GSC    08/03/18      314         

50,000    

  NZD      33,981        USD      SSG    08/03/18      99         

155,000    

  NZD      105,555        USD      MSC    08/03/18      93         

50,000    

  NZD      34,005        USD      BCLY    08/03/18      75         

165,000    

  NZD      112,449        USD      CBK    08/03/18      15         

15,000    

  NZD      10,218        USD      GSC    08/03/18      6         

20,000    

  NZD      13,655        USD      GSC    08/03/18             (23

35,000    

  NZD      23,956        USD      SSG    08/03/18             (100

180,000    

  NZD      122,935        USD      CBK    08/03/18             (247

807,000    

  NZD      548,024        USD      GSC    08/31/18      1,995         

90,000    

  NZD      61,119        USD      BCLY    09/06/18      221         

275,000    

  NZD      187,567        USD      JPM    09/06/18             (138

185,000    

  PEN      56,317        USD      BNP    08/03/18      222         

435,000    

  PEN      132,865        USD      HSBC    08/03/18      77         

435,000    

  PEN      132,899        USD      BNP    08/03/18      43         

122,000    

  PEN      37,311        USD      GSC    08/03/18             (26

450,000    

  PEN      137,615        USD      BNP    08/03/18             (89

598,000    

  PEN      182,467        USD      BCLY    08/29/18      70         

74,822,000    

  PHP      1,402,159        USD      HSBC    08/31/18      4,799         

195,000    

  PLN      51,782        USD      DEUT    08/03/18      1,576         

210,000    

  PLN      56,053        USD      JPM    08/03/18      1,410         

485,000    

  PLN      131,956        USD      CBK    08/03/18      755         

50,000    

  PLN      13,269        USD      JPM    08/03/18      413         

205,000    

  PLN      55,747        USD      CBK    08/03/18      348         

85,000    

  PLN      23,063        USD      JPM    08/03/18      195         

65,000    

  PLN      17,693        USD      BCLY    08/03/18      93         

35,000    

  PLN      9,520        USD      CBK    08/03/18      57         

5,801,000    

  PLN      1,578,856        USD      CBK    08/31/18      9,128         

780,000    

  PLN      212,894        USD      GSC    09/06/18      645         

100,000    

  PLN      27,388        USD      GSC    09/06/18             (12

9,200,000    

  RUB      145,985        USD      HSBC    08/03/18      1,222         

7,540,000    

  RUB      119,759        USD      BOA    08/03/18      888         

10,190,000    

  RUB      162,598        USD      BNP    08/03/18      451         

5,240,000    

  RUB      83,513        USD      BOA    08/03/18      332         

620,000    

  RUB      9,828        USD      GSC    08/03/18      93         

370,000    

  RUB      5,854        USD      DEUT    08/03/18      66         

10,500,000    

  RUB      168,404        USD      GSC    08/03/18             (395

70,573,000    

  RUB      1,116,979        USD      GSC    08/31/18      8,433         

9,090,000    

  RUB      144,225        USD      GSC    09/06/18      654         

660,000    

  RUB      10,445        USD      MSC    09/06/18      75         


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

6,740,000    

  RUB      107,978        USD      BCLY    09/06/18    $        $                  (555

1,280,000    

  SEK      142,167        USD      BCLY    08/03/18                      3,436         

710,000    

  SEK      79,139        USD      CBK    08/03/18      1,625         

400,000    

  SEK      45,145        USD      GSC    08/03/18      356         

270,000    

  SEK      30,456        USD      CBK    08/03/18      258         

130,000    

  SEK      14,548        USD      GSC    08/03/18      240         

70,000    

  SEK      7,807        USD      GSC    08/03/18      156         

280,000    

  SEK      31,697        USD      GSC    08/03/18      154         

70,000    

  SEK      7,944        USD      GSC    08/03/18      19         

70,000    

  SEK      7,973        USD      GSC    08/03/18             (10

440,000    

  SEK      50,102        USD      GSC    08/03/18             (51

843,000    

  SEK      96,304        USD      MSC    08/03/18             (411

26,304,000    

  SEK      2,996,838        USD      BCLY    08/31/18      1,951         

70,000    

  SEK      7,944        USD      CBK    09/06/18      40         

140,000    

  SEK      16,026        USD      JPM    09/06/18             (59

15,000    

  SGD      10,984        USD      JPM    08/03/18      34         

95,000    

  SGD      69,751        USD      MSC    08/03/18      34         

20,000    

  SGD      14,676        USD      CBK    08/03/18      16         

35,000    

  SGD      25,703        USD      BCLY    08/03/18      7         

20,000    

  SGD      14,754        USD      SCB    08/03/18             (62

20,000    

  SGD      14,765        USD      SCB    08/03/18             (73

75,000    

  SGD      55,238        USD      CBK    08/03/18             (144

2,569,000    

  SGD      1,886,598        USD      MSC    08/31/18      1,497         

25,000    

  SGD      18,365        USD      JPM    09/06/18      11         

10,000    

  SGD      7,350        USD      CBK    09/06/18      1         

9,072,000    

  THB      272,302        USD      JPM    08/03/18      391         

9,072,000    

  THB      272,432        USD      BNP    08/03/18      260         

500,000    

  THB      15,019        USD      JPM    08/03/18      10         

500,000    

  THB      15,057        USD      JPM    08/03/18             (27

440,000    

  THB      13,268        USD      JPM    08/03/18             (42

1,550,000    

  THB      46,728        USD      JPM    08/03/18             (137

6,800,000    

  THB      205,581        USD      JPM    08/03/18             (1,182

55,000    

  TRY      11,246        USD      JPM    08/03/18             (94

30,000    

  TRY      6,246        USD      GSC    08/03/18             (163

565,000    

  TRY      115,407        USD      GSC    08/03/18             (844

1,340,000    

  TRY      273,826        USD      BCLY    08/03/18             (2,119

920,000    

  TRY      188,819        USD      JPM    08/03/18             (2,274

215,000    

  TRY      46,296        USD      BCLY    08/03/18             (2,702

310,000    

  TRY      66,982        USD      BCLY    08/03/18             (4,125

415,000    

  TRY      89,185        USD      BCLY    08/03/18             (5,038

13,654,000    

  TRY      2,779,492        USD      GSC    08/31/18             (47,304

115,000    

  TRY      23,497        USD      CBK    09/06/18             (539

16,234,000    

  TWD      530,350        USD      BCLY    08/03/18      14         

89,707    

  USD      120,000        AUD      GSC    08/03/18      551         

7,395    

  USD      10,000        AUD      SCB    08/03/18             (35

63,111    

  USD      85,000        AUD      GSC    08/03/18             (41

21,984    

  USD      30,000        AUD      CBK    08/03/18             (306

70,264    

  USD      95,000        AUD      NOM    08/03/18             (317

55,403    

  USD      75,000        AUD      SCB    08/03/18             (319

244,815    

  USD      330,000        AUD      ANZ    08/03/18             (364

173,570    

  USD      235,000        AUD      CSFB    08/03/18             (1,027

165,177    

  USD      225,000        AUD      NOM    08/03/18             (1,991

576,031    

  USD      778,000        AUD      BNP    08/03/18             (1,997

223,954    

  USD      305,000        AUD      CBA    08/03/18             (2,651

4,008,287    

  USD      5,421,000        AUD      GSC    08/31/18             (19,948

18,582    

  USD      25,000        AUD      JPM    09/06/18      5         

99,991    

  USD      135,000        AUD      BCLY    09/06/18             (326

111,061    

  USD      150,000        AUD      JPM    09/06/18             (402

280,863    

  USD      1,042,000        BRL      BOA    08/02/18      3,302         

26,632    

  USD      100,000        BRL      MSC    08/02/18             (5

58,590    

  USD      220,000        BRL      BOA    08/02/18             (12

74,569    

  USD      280,000        BRL      BNP    08/02/18             (15

101,201    

  USD      380,000        BRL      BCLY    08/02/18             (20

177,102    

  USD      665,000        BRL      DEUT    08/02/18             (36

929,452    

  USD      3,490,000        BRL      BOA    08/02/18             (187

988,042    

  USD      3,710,000        BRL      BOA    08/02/18             (199


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

7,739    

  USD      30,000        BRL      DEUT    08/02/18    $        $                  (252

6,350    

  USD      25,000        BRL      MSC    08/02/18             (309

17,796    

  USD      70,000        BRL      HSBC    08/02/18             (850

39,642    

  USD      155,000        BRL      GSC    08/02/18             (1,646

84,635    

  USD      325,000        BRL      GSC    08/02/18             (1,936

949,942    

  USD      3,710,000        BRL      HSBC    08/02/18             (38,299

1,187,490    

  USD      4,602,000        BRL      BOA    08/02/18             (38,355

1,160,362    

  USD      4,322,000        BRL      BOA    09/05/18                    13,722         

15,281    

  USD      20,000        CAD      GSC    08/03/18             (94

11,419    

  USD      15,000        CAD      GSC    08/03/18             (112

15,220    

  USD      20,000        CAD      GSC    08/03/18             (155

15,170    

  USD      20,000        CAD      GSC    08/03/18             (205

22,849    

  USD      30,000        CAD      GSC    08/03/18             (214

45,907    

  USD      60,000        CAD      JPM    08/03/18             (219

30,468    

  USD      40,000        CAD      CIBC    08/03/18             (283

110,241    

  USD      145,000        CAD      BNP    08/03/18             (1,230

75,503    

  USD      100,000        CAD      CSFB    08/03/18             (1,374

437,816    

  USD      580,000        CAD      RBC    08/03/18             (8,069

2,975,443    

  USD      3,887,000        CAD      MSC    08/31/18             (14,304

6,333,078    

  USD      8,271,000        CAD      RBC    08/31/18             (28,691

53,804    

  USD      70,000        CAD      GSC    09/06/18             (42

23,029    

  USD      30,000        CAD      JPM    09/06/18             (49

149,830    

  USD      195,000        CAD      TDB    09/06/18             (170

2,335,634    

  USD      2,310,000        CHF      UBS    08/31/18             (3,512

8,366    

  USD      5,400,000        CLP      GSC    08/03/18             (102

31,655    

  USD      20,500,000        CLP      GSC    08/03/18             (491

64,963    

  USD      42,700,000        CLP      BCLY    08/03/18             (1,996

120,493    

  USD      78,200,000        CLP      BNP    08/03/18             (2,133

493,348    

  USD      320,000,000        CLP      BCLY    08/31/18             (8,735

10,489    

  USD      6,700,000        CLP      BCLY    09/06/18             (24

53,991    

  USD      34,700,000        CLP      DEUT    09/06/18             (454

378,981    

  USD      2,468,000        CNH      GSC    09/19/18      16,745         

265,067    

  USD      1,721,000        CNH      GSC    09/19/18      12,471         

214,664    

  USD      1,378,000        CNH      GSC    09/19/18      12,410         

215,281    

  USD      1,404,000        CNH      GSC    09/19/18      9,212         

52,303    

  USD      346,000        CNH      GSC    09/19/18      1,519         

12,377    

  USD      80,000        CNH      SCB    09/19/18      636         

10,742    

  USD      69,000        CNH      DEUT    09/19/18      614         

22,989    

  USD      154,000        CNH      MSC    09/19/18      386         

15,642    

  USD      105,000        CNH      GSC    09/19/18      231         

1,445,644    

  USD      9,786,000        CNY      BCLY    08/31/18      12,113         

17,402    

  USD      50,200,000        COP      GSC    08/03/18      37         

50,639    

  USD      146,600,000        COP      BNP    08/03/18             (72

20,226    

  USD      59,000,000        COP      GSC    08/03/18             (183

85,670    

  USD      252,700,000        COP      BOA    08/03/18             (1,744

71,995    

  USD      207,500,000        COP      HSBC    08/31/18      301         

13,292    

  USD      38,300,000        COP      GSC    09/06/18      63         

54,732    

  USD      1,200,000        CZK      GSC    08/03/18             (142

18,377    

  USD      410,000        CZK      CBK    08/03/18             (371

28,888    

  USD      640,000        CZK      MSC    08/03/18             (378

28,223    

  USD      630,000        CZK      BCLY    08/03/18             (586

87,656    

  USD      1,950,000        CZK      GSC    08/03/18             (1,515

1,297,077    

  USD      28,460,000        CZK      CBK    08/31/18             (5,830

59,568    

  USD      1,300,000        CZK      MSC    09/06/18      40         

746,130    

  USD      636,000        EUR      RBC    08/03/18      2,262         

237,835    

  USD      203,000        EUR      MSC    08/03/18      405         

36,472    

  USD      31,000        EUR      CBK    08/03/18      214         

588,466    

  USD      503,000        EUR      JPM    08/03/18      156         

588,465    

  USD      503,000        EUR      JPM    08/03/18      155         

21,203    

  USD      18,000        EUR      SCB    08/03/18      150         

849,280    

  USD      726,000        EUR      BNP    08/03/18      148         

11,720    

  USD      10,000        EUR      SCB    08/03/18      24         

15,224    

  USD      13,000        EUR      SCB    08/03/18      19         

597,589    

  USD      511,000        EUR      JPM    08/03/18             (78

54,824    

  USD      47,000        EUR      CBK    08/03/18             (148

50,024    

  USD      43,000        EUR      CBK    08/03/18             (269


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

82,754    

  USD      71,000        EUR      JPM    08/03/18    $        $                  (287

581,950    

  USD      498,000        EUR      JPM    08/03/18             (512

792,320    

  USD      678,000        EUR      SSG    08/03/18             (671

144,650    

  USD      125,000        EUR      JPM    08/03/18             (1,550

586,685    

  USD      503,000        EUR      JPM    08/03/18             (1,626

595,989    

  USD      511,000        EUR      JPM    08/03/18             (1,678

791,138    

  USD      679,000        EUR      CBK    08/03/18             (3,023

828,571    

  USD      715,000        EUR      HSBC    08/03/18             (7,695

20,962,548    

  USD      17,880,000        EUR      SSG    08/31/18                      4,865         

1,591,007    

  USD      1,362,000        EUR      SCB    08/31/18             (5,434

9,391    

  USD      8,000        EUR      GSC    09/06/18      10         

119,157    

  USD      102,000        EUR      CBK    09/06/18             (452

139,413    

  USD      105,000        GBP      GSC    08/03/18      1,578         

335,586    

  USD      255,000        GBP      BCLY    08/03/18      845         

61,920    

  USD      47,000        GBP      GSC    08/03/18      222         

46,153    

  USD      35,000        GBP      JPM    08/03/18      208         

14,560    

  USD      11,000        GBP      GSC    08/03/18      120         

7,910    

  USD      6,000        GBP      BCLY    08/03/18      34         

7,874    

  USD      6,000        GBP      GSC    08/03/18             (2

83,990    

  USD      64,000        GBP      JPM    08/03/18             (23

13,098    

  USD      10,000        GBP      BCLY    08/03/18             (29

23,576    

  USD      18,000        GBP      MSC    08/03/18             (52

108,357    

  USD      83,000        GBP      CIBC    08/03/18             (597

108,332    

  USD      83,000        GBP      ANZ    08/03/18             (622

6,674,000    

  USD      5,078,000        GBP      CBK    08/31/18             (13

9,208    

  USD      7,000        GBP      SCB    09/06/18      6         

7,880    

  USD      6,000        GBP      CBK    09/06/18             (7

123,311    

  USD      94,000        GBP      DEUT    09/06/18             (263

22,934    

  USD      6,300,000        HUF      JPM    08/03/18             (39

173,703    

  USD      47,654,000        HUF      CBK    08/03/18             (63

6,475    

  USD      1,800,000        HUF      MSC    08/03/18             (88

7,838    

  USD      2,200,000        HUF      GSC    08/03/18             (184

15,096    

  USD      4,200,000        HUF      CBK    08/03/18             (219

22,940    

  USD      6,500,000        HUF      CBK    08/03/18             (762

55,135    

  USD      15,500,000        HUF      CBK    08/03/18             (1,385

816,930    

  USD      227,217,000        HUF      CBK    08/31/18             (13,149

9,495    

  USD      2,600,000        HUF      CBK    09/06/18             (7

113,948    

  USD      1,638,000,000        IDR      JPM    08/03/18      391         

244,560    

  USD      3,540,000,000        IDR      BOA    08/03/18             (856

491,698    

  USD      7,137,000,000        IDR      DEUT    08/31/18             (1,478

358,861    

  USD      5,178,000,000        IDR      GSC    09/06/18      1,321         

54,822    

  USD      200,000        ILS      HSBC    08/03/18      349         

19,237    

  USD      70,000        ILS      MSC    08/03/18      172         

19,207    

  USD      70,000        ILS      MSC    08/03/18      141         

17,844    

  USD      65,000        ILS      JPM    08/03/18      140         

12,321    

  USD      45,000        ILS      CBK    09/06/18      36         

307,681    

  USD      21,210,000        INR      BNP    08/03/18             (1,458

658,853    

  USD      45,561,000        INR      BCLY    08/03/18             (5,206

13,543,813    

  USD      935,268,000        INR      JPM    08/31/18             (40,573

631,716    

  USD      43,541,000        INR      BCLY    09/06/18             (259

1,633,192    

  USD      180,145,000        JPY      JPM    08/03/18      21,783         

1,143,468    

  USD      127,025,000        JPY      HSBC    08/03/18      7,221         

1,021,070    

  USD      113,500,000        JPY      BNP    08/03/18      5,805         

572,085    

  USD      63,513,000        JPY      HSBC    08/03/18      3,957         

463,796    

  USD      51,470,000        JPY      JPM    08/03/18      3,393         

217,860    

  USD      24,000,000        JPY      JPM    08/03/18      3,178         

160,320    

  USD      17,800,000        JPY      JPM    08/03/18      1,098         

73,411    

  USD      8,100,000        JPY      CIBC    08/03/18      956         

50,845    

  USD      5,600,000        JPY      SCB    08/03/18      752         

143,824    

  USD      16,000,000        JPY      BNP    08/03/18      702         

42,555    

  USD      4,700,000        JPY      SSG    08/03/18      513         

37,838    

  USD      4,200,000        JPY      RBC    08/03/18      268         

7,236    

  USD      800,000        JPY      DEUT    08/03/18      80         

46,504    

  USD      5,200,000        JPY      SSG    08/03/18             (11

11,542    

  USD      1,300,000        JPY      GSC    08/03/18             (87

103,686    

  USD      11,700,000        JPY      DEUT    08/03/18             (971


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

6,071,748

     USD     672,457,000      JPY    CBA    08/31/18    $             44,932      $                     —  

6,070,257

     USD     672,457,000      JPY    NOM    08/31/18      43,442         

2,643,687

     USD     292,907,000      JPY    DEUT    08/31/18      18,543         

15,352

     USD     1,700,000      JPY    SCB    09/06/18      110         

7,219

     USD     800,000      JPY    DEUT    09/06/18      46         

8,066

     USD     900,000      JPY    JPM    09/06/18             (3

174,139

     USD     194,600,000      KRW    DEUT    08/03/18      172         

54,941

     USD     61,320,000      KRW    BCLY    08/03/18      123         

12,967

     USD     14,430,000      KRW    DEUT    08/03/18      67         

28,504

     USD     31,860,000      KRW    UBS    08/03/18      22         

11,551

     USD     12,950,000      KRW    MSC    08/03/18             (26

3,325,382

     USD     3,732,409,000      KRW    JPM    08/31/18             (13,386

5,807

     USD     6,510,000      KRW    GSC    09/06/18             (17

41,817

     USD     800,000      MXN    JPM    08/03/18             (1,085

59,718

     USD     1,200,000      MXN    JPM    08/03/18             (4,636

91,491

     USD     1,810,000      MXN    BNP    08/03/18             (5,576

128,120

     USD     2,540,000      MXN    JPM    08/03/18             (8,096

690,748

     USD     13,625,000      MXN    RBC    08/03/18             (39,938

1,018,428

     USD     19,102,000      MXN    RBC    08/31/18             (954

1,065,157

     USD     19,975,000      MXN    RBC    09/06/18      153         

228,142

     USD     925,000      MYR    BCLY    08/30/18      816         

149,324

     USD     1,200,000      NOK    GSC    08/03/18      2,187         

297,561

     USD     2,420,000      NOK    CBK    08/03/18      833         

29,973

     USD     240,000      NOK    GSC    08/03/18      545         

22,440

     USD     180,000      NOK    BCLY    08/03/18      370         

38,265

     USD     310,000      NOK    GSC    08/03/18      255         

23,392

     USD     190,000      NOK    GSC    08/03/18      95         

7,344

     USD     60,000      NOK    GSC    08/03/18             (13

8,548

     USD     70,000      NOK    JPM    08/03/18             (35

17,107

     USD     140,000      NOK    GSC    08/03/18             (59

39,138

     USD     320,000      NOK    CBK    08/03/18             (98

2,357,903

     USD     19,232,000      NOK    MSC    08/31/18             (3,083

46,796

     USD     380,000      NOK    MSC    09/06/18      136         

8,611

     USD     70,000      NOK    MSC    09/06/18      16         

22,085

     USD     180,000      NOK    CBK    09/06/18             (17

10,181

     USD     15,000      NZD    GSC    08/03/18             (43

6,753

     USD     10,000      NZD    CIBC    08/03/18             (63

156,702

     USD     230,000      NZD    MSC    08/03/18             (67

33,794

     USD     50,000      NZD    SCB    08/03/18             (286

50,832

     USD     75,000      NZD    GSC    08/03/18             (288

23,528

     USD     35,000      NZD    CBK    08/03/18             (328

77,785

     USD     115,000      NZD    BOA    08/03/18             (599

166,218

     USD     245,000      NZD    CBK    08/03/18             (774

217,302

     USD     320,000      NZD    BCLY    08/03/18             (810

97,205

     USD     145,000      NZD    BCLY    08/03/18             (1,627

875,344

     USD     1,289,000      NZD    GSC    08/31/18             (3,187

105,547

     USD     155,000      NZD    MSC    09/06/18             (95

357,808

     USD     1,172,000      PEN    BNP    08/03/18             (371

138,548

     USD     455,000      PEN    DEUT    08/03/18             (506

37,201

     USD     122,000      PEN    GSC    09/06/18             (27

13,537

     USD     50,000      PLN    JPM    08/03/18             (145

40,529

     USD     150,000      PLN    SCB    08/03/18             (516

212,795

     USD     780,000      PLN    GSC    08/03/18             (638

23,923

     USD     90,000      PLN    SCB    08/03/18             (704

69,828

     USD     260,000      PLN    JPM    08/03/18             (1,316

845,903

     USD     3,108,000      PLN    CBK    08/31/18             (4,890

17,734

     USD     65,000      PLN    BCLY    09/06/18             (61

30,875

     USD     1,920,000      RUB    GSC    08/03/18      153         

11,499

     USD     720,000      RUB    GSC    08/03/18             (21

97,185

     USD     6,180,000      RUB    BOA    08/03/18             (1,700

311,890

     USD     19,650,000      RUB    BCLY    08/03/18             (2,527

240,101

     USD     15,190,000      RUB    BOA    08/03/18             (2,952

2,020,243

     USD     127,643,000      RUB    GSC    08/31/18             (15,253

161,982

     USD     10,190,000      RUB    BNP    09/06/18             (428

60,690

     USD     530,000      SEK    GSC    08/03/18      401         

18,348

     USD     160,000      SEK    BCLY    08/03/18      148         


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

8,011

     USD      70,000      SEK    GSC    08/03/18    $                     49      $                     —  

11,347

     USD      100,000      SEK    CBK    08/03/18             (29

26,132

     USD      230,000      SEK    CBK    08/03/18             (31

11,282

     USD      100,000      SEK    BCLY    08/03/18             (93

49,712

     USD      440,000      SEK    CBK    08/03/18             (339

44,872

     USD      400,000      SEK    GSC    08/03/18             (629

82,207

     USD      730,000      SEK    GSC    08/03/18             (833

201,742

     USD      1,803,000      SEK    CBK    08/03/18             (3,355

96,549

     USD      843,000      SEK    MSC    09/06/18      401         

22,859

     USD      200,000      SEK    GSC    09/06/18      48         

22,824

     USD      200,000      SEK    GSC    09/06/18      13         

29,380

     USD      40,000      SGD    SCB    08/03/18             (4

40,381

     USD      55,000      SGD    SCB    08/03/18             (21

14,639

     USD      20,000      SGD    SCB    08/03/18             (53

63,080

     USD      86,000      SGD    CBK    08/03/18             (94

47,643

     USD      65,000      SGD    CBK    08/03/18             (105

25,560

     USD      35,000      SGD    BCLY    08/03/18             (151

25,703

     USD      35,000      SGD    MSC    08/31/18             (20

18,368

     USD      25,000      SGD    JPM    09/06/18             (8

711,569

     USD      23,554,000      THB    SSG    08/03/18      3,567         

45,977

     USD      1,520,000      THB    JPM    08/03/18      288         

64,277

     USD      2,130,000      THB    JPM    08/03/18      252         

15,050

     USD      500,000      THB    JPM    08/03/18      21         

6,931

     USD      230,000      THB    JPM    08/03/18      17         

4,210

     USD      140,000      THB    BCLY    08/31/18             (1

272,572

     USD      9,072,000      THB    BNP    09/06/18             (339

272,375

     USD      9,072,000      THB    JPM    09/06/18             (536

202,257

     USD      935,000      TRY    BCLY    08/03/18      12,671         

148,854

     USD      705,000      TRY    MSC    08/03/18      5,904         

126,815

     USD      615,000      TRY    GSC    08/03/18      2,114         

190,055

     USD      928,000      TRY    MSC    08/03/18      1,888         

20,100

     USD      95,000      TRY    BCLY    08/03/18      838         

29,094

     USD      143,000      TRY    JPM    08/03/18      98         

58,023

     USD      286,000      TRY    JPM    08/03/18      31         

28,861

     USD      143,000      TRY    JPM    08/03/18             (135

269,910

     USD      1,340,000      TRY    BCLY    09/06/18      2,398         

531,513

     USD      16,234,000      TWD    BCLY    08/03/18      1,149         

4,555,213

     USD      138,934,000      TWD    BCLY    08/31/18      8,943         

531,243

     USD      16,234,000      TWD    BCLY    09/06/18             (165

6,797

     USD      90,000      ZAR    CBK    08/03/18             (35

39,422

     USD      520,000      ZAR    MSC    08/03/18             (52

11,235

     USD      150,000      ZAR    SCB    08/03/18             (151

11,614

     USD      160,000      ZAR    JPM    08/03/18             (532

36,517

     USD      490,000      ZAR    BCLY    08/03/18             (680

50,180

     USD      670,000      ZAR    GSC    08/03/18             (680

37,988

     USD      510,000      ZAR    BCLY    08/03/18             (726

17,224

     USD      240,000      ZAR    JPM    08/03/18             (995

82,767

     USD      1,110,000      ZAR    GSC    08/03/18             (1,494

65,941

     USD      890,000      ZAR    BCLY    08/03/18             (1,620

61,022

     USD      840,000      ZAR    BCLY    08/03/18             (2,744

95,890

     USD      1,320,000      ZAR    GSC    08/03/18             (4,313

1,715,362

     USD      22,754,000      ZAR    BOA    08/31/18             (5,388

11,316

     USD      150,000      ZAR    BCLY    09/06/18             (19

6,157,000

     ZAR      447,112      USD    BCLY    08/03/18      20,273         

840,000

     ZAR      62,012      USD    GSC    08/03/18      1,753         

440,000

     ZAR      31,707      USD    CBK    08/03/18      1,694         

830,000

     ZAR      61,531      USD    BCLY    08/03/18      1,475         

80,000

     ZAR      5,868      USD    BNP    08/03/18      204         

80,000

     ZAR      5,948      USD    CBK    08/03/18      125         

100,000

     ZAR      7,497      USD    MSC    08/03/18      94         

80,000

     ZAR      6,031      USD    CBK    09/06/18      14         

80,000

     ZAR      6,060      USD    BCLY    09/06/18             (14

610,000

     ZAR      46,240      USD    BCLY    09/06/18             (143

Total

                                  $ 606,873      $ (664,349


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

 

Counterparty Abbreviations:

 

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.  

RBS

   RBS Greenwich Capital  

SCB

   Standard Chartered Bank  

SSG

   State Street Global Markets LLC  

TDB

   Toronto-Dominion Bank  

UBS

   UBS AG  

Currency Abbreviations:

 

ARS

   Argentine Peso  

AUD

   Australian Dollar  

BRL

   Brazilian Real  

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  

USD

   United States Dollar  

ZAR

   South African Rand  


 

  The Hartford Global All-Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

Index Abbreviations:

 

BADLAR

   Buenos Aires Deposits of Large Amount Rate  

CDX.EM

   Credit Derivatives Emerging Markets  

CDX.NA.HY

   Credit Derivatives North American High Yield  

CMBX.NA

   Markit Commercial Mortgage Backed North American  

CPI

   Consumer Price Index  

FTSE

   Financial Times and Stock Exchange  

S&P

   Standard & Poors  

Other Abbreviations:

 

ADR

   American Depositary Receipt  

CLO

   Collateralized Loan Obligation  

CMO

   Collateralized Mortgage Obligation  

DDCA

   Dollars on Deposit in Custody Account  

EM

   Emerging Markets  

ETF

   Exchange-Traded Fund  

FHLMC

   Federal Home Loan Mortgage Corp.  

FNMA

   Federal National Mortgage Association  

GDR

   Global Depositary Receipt  

GNMA

   Government National Mortgage Association  

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  

TIIE

   Interbank Equilibrium Interest Rate  


 

  The Hartford Global All-Asset Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

     Total

 

     Level 1(1)

 

     Level 2(1)

 

     Level 3(1)

 

 

Assets

 

Asset & Commercial Mortgage Backed Securities

   $         14,397,230      $      $         14,397,230      $                     —  

Corporate Bonds

     6,202,371               6,202,371         

Foreign Government Obligations

     23,285,312               23,285,312         

U.S. Government Agencies

     8,745,368               8,745,368         

U.S. Government Securities

     9,147,961               9,147,961         

Common Stocks

           

Argentina

     14,514        14,514                

Australia

     2,677,089        747,382        1,929,707         

Austria

     2,125,363        121,562        2,003,801         

Belgium

     1,313,009               1,313,009         

Bermuda

     1,378,799        1,378,799                

Brazil

     74,719        74,719                

British Virgin Islands

     348,612        348,612                

Canada

     5,624,097                5,624,097                

China

     5,352,253        1,368,998        3,983,255         

Colombia

     34,289        34,289                

Croatia

     134,268        134,268                

Czech Republic

     315,787               315,787         

Denmark

     216,502        10,871        205,631         

Egypt

     578,372               578,372         

Estonia

     286,841        286,841                

Finland

     949,193        665,147        284,046         

France

     16,041,307        657,279        15,384,028         

Georgia

     484,081               484,081         

Germany

     2,786,342        8,909        2,777,433         

Greece

     2,968,283        335,225        2,633,058         

Hong Kong

     1,479,853        32,099        1,447,754         

Iceland

     3,023,463        3,023,463                

India

     14,699,130        702,453        13,996,677         

Indonesia

     23,340               23,340         

Ireland

     3,625,582        2,695,394        930,188         

Israel

     53,721        53,721                

Italy

     2,536,361        82,092        2,454,269         

Japan

     20,992,559        180,065        20,812,494         

Luxembourg

     261,254        153,378        107,876         

Malaysia

     189,170               189,170         

Mauritius

     509,975               509,975         

Mexico

     64,369        64,369                

Netherlands

     3,101,899        147,644        2,954,255         

New Zealand

     1,021,366               1,021,366         

Norway

     436,197               436,197         

Philippines

     13,588        13,588                

Portugal

     474,761               474,761         

Romania

     185,790        185,790                

Russia

     362,570        222,377        140,193         

Singapore

     522,837        194,220        328,617         

Slovenia

     106,846        106,846                

South Africa

     235,396        41,182        194,214         

South Korea

     3,857,153        47,457        3,809,696         

Spain

     1,662,412        812,812        849,600         

Sweden

     2,040,988        675,299        1,365,689         

Switzerland

     2,853,932        500,448        2,353,484         

Taiwan

     6,431,089               6,431,089         

Thailand

     40,097        40,097                

Turkey

     3,615               3,615         

United Arab Emirates

     7,178        7,178                

United Kingdom

     8,519,236        2,842,997        5,676,239         

United States

     53,040,770        52,419,809        620,961         

Convertible Bonds

     538,895               538,895         

Exchange-Traded Funds

     22,226,186        22,043,668        182,518         


 

  The Hartford Global All-Asset Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

Preferred Stocks

     552,974             241,787       311,187  

Warrants

     185,146             185,146        

Short-Term Investments

     39,960,206       39,960,206              

Purchased Options

     554,159       244,020       310,139        

Foreign Currency Contracts(2)

     606,873             606,873        

Futures Contracts(2)

     531,205       531,205              

Swaps - Credit Default(2)

     216,627             216,627        

Swaps - Interest Rate(2)

     111,484             111,484        

Swaps - Total Return(2)

    

 

16,558

 

 

 

   

 

 

 

 

   

 

16,558

 

 

 

   

 

 

 

 

  

 

 

   

 

 

   

 

 

   

 

 

 

Total

  

 

$

 

 

    303,358,772

 

 

 

 

 

 

$

 

 

    139,835,389

 

 

 

 

 

 

$

 

 

    163,212,196

 

 

 

 

 

 

$

 

 

        311,187

 

 

 

 

  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (664,349   $     $ (664,349   $  

Futures Contracts(2)

     (271,409     (271,409            

Swaps - Credit Default(2)

     (64,422           (64,422      

Swaps - Interest Rate(2)

     (16,820           (16,820      

Swaps - Total Return(2)

     (227,467           (227,467      

TBA Sale Commitments

     (6,834,604           (6,834,604      

Written Options

    

 

(90,980

 

 

   

 

 

 

 

   

 

(90,980

 

 

   

 

 

 

 

  

 

 

   

 

 

   

 

 

   

 

 

 

Total

  

 

$

 

 

(8,170,051

 

 

 

 

 

$

 

 

(271,409

 

 

 

 

 

$

 

 

(7,898,642

 

 

 

 

 

$

 

 

 

 

 

 

  

 

 

   

 

 

   

 

 

   

 

 

 

(1) For the period ended July 31, 2018, investments valued at $7,527,700 were transferred from Level 1 to Level 2 due to the application of a fair valuation model factor; investments valued at $728,016 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation model factor and there were no transfers in and out of Level 3.

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

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


 

Hartford Global Capital Appreciation Fund

    

Schedule of Investments

July 31, 2018 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 96.5%

 

  

Automobiles & Components - 2.6%

 

26,609   

Aptiv plc

   $ 2,609,545  
1,797,843   

Chongqing Changan Automobile Co., Ltd. Class B

     1,570,569  
20,863   

Daimler AG

     1,444,015  
4,764   

Eicher Motors Ltd.

     1,934,662  
38,599   

Ferrari N.V.(1)

     5,120,963  
111,642   

General Motors Co.

     4,232,348  
31,339   

Magna International, Inc.

     1,908,984  
74,770   

Mazda Motor Corp.

     933,006  
57,900   

Sumitomo Electric Industries Ltd.

     890,684  
39,368   

Valeo S.A.

     1,929,084  
27,536   

Volkswagen AG

     4,905,874  
     

 

 

 
        27,479,734  
     

 

 

 
  

Banks - 6.6%

 

240,858   

Bank of America Corp.

     7,437,695  
655,437   

Bank of Ireland Group plc

     5,625,211  
82,659   

Bank of Nova Scotia

     4,897,934  
58,398   

BNP Paribas S.A.

     3,788,267  
3,116,000   

China Construction Bank Corp. Class H

     2,848,905  
33,956   

Citigroup, Inc.

     2,441,097  
30,470   

Citizens Financial Group, Inc.

     1,212,097  
25,294   

First Republic Bank

     2,500,565  
59,124   

HDFC Bank Ltd.(2)(3)(4)

     1,844,763  
10,700   

HDFC Bank Ltd. ADR

     1,105,738  
265,489   

HSBC Holdings plc

     2,542,401  
337,640   

ICICI Bank Ltd.

     1,494,078  
107,499   

ICICI Bank Ltd. ADR*

     949,216  
83,098   

IndusInd Bank Ltd.

     2,422,694  
92,138   

ING Groep N.V.

     1,408,490  
21,895   

JP Morgan Chase & Co.

     2,516,830  
100,415   

KeyCorp.

     2,095,661  
287,539   

LIC Housing Finance Ltd.

     2,223,286  
239,300   

Mitsubishi UFJ Financial Group, Inc.

     1,468,552  
26,786   

PNC Financial Services Group, Inc.

     3,879,416  
424,900   

Resona Holdings, Inc.

     2,416,713  
31,045   

Royal Bank of Canada

     2,423,507  
28,900   

Sberbank of Russia PJSC ADR

     406,553  
61,497   

Sumitomo Mitsui Financial Group, Inc.

     2,440,676  
32,690   

SunTrust Banks, Inc.

     2,355,968  
33,914   

Toronto-Dominion Bank

     2,011,872  
38,163   

US Bancorp

     2,023,021  
     

 

 

 
                 68,781,206  
     

 

 

 
  

Capital Goods - 7.3%

 

8,418   

3M Co.

     1,787,310  
57,303   

AerCap Holdings N.V.*

     3,216,417  
19,470   

Airbus SE

     2,409,785  
37,919   

Alstom S.A.(1)

     1,699,982  
126,344   

Assa Abloy AB Class B

     2,494,092  
82,459   

Brenntag AG

     4,947,713  
56,014   

Cie de Saint-Gobain

     2,490,288  
1,093,867   

Cobham plc*

     1,793,400  
14,184   

General Dynamics Corp.

     2,833,396  
131,502   

General Electric Co.

     1,792,372  
251,400   

Hazama Ando Corp.

     1,997,078  
17,088   

Honeywell International, Inc.

     2,728,099  
12,482   

Illinois Tool Works, Inc.

     1,789,045  
42,820   

Johnson Controls International plc

     1,606,178  
65,300   

Komatsu Ltd.

     1,929,491  
18,683   

Legrand S.A.

     1,371,291  
184,012   

Leonardo S.p.A.

     2,198,403  
55,100   

LIXIL Group Corp.

     1,129,444  
10,066   

Lockheed Martin Corp.

     3,282,523  


 

Hartford Global Capital Appreciation Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

114,000   

Maeda Corp.

   $ 1,339,885  
141,400   

Minebea Mitsumi, Inc.

     2,537,722  
58,800   

NGK Insulators Ltd.

     1,032,618  
336,977   

QinetiQ Group plc

     1,197,723  
9,198   

Raytheon Co.

     1,821,480  
43,660   

Safran S.A.

     5,414,003  
445,590   

Sanwa Holdings Corp.

     5,068,160  
9,488   

Schindler Holding AG

     2,146,375  
71,083   

Ultra Electronics Holdings plc

     1,540,382  
30,543   

United Technologies Corp.

     4,145,907  
58,597   

Vinci S.A.

     5,896,131  
     

 

 

 
               75,636,693  
     

 

 

 
  

Commercial & Professional Services - 2.0%

 

39,606   

ADT, Inc.(1)

     356,850  
207,372   

Atento S.A.

     1,513,816  
11,655   

CoStar Group, Inc.*

     4,846,732  
73,060   

Experian plc

     1,793,783  
61,389   

IHS Markit Ltd.*

     3,255,459  
9,727   

Intertek Group plc

     750,363  
2,210   

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

     317,942  
463,709   

Prosegur Cia de Seguridad S.A.

     3,084,745  
107,027   

RELX plc

     2,331,835  
163,630   

Steelcase, Inc. Class A

     2,249,913  
     

 

 

 
        20,501,438  
     

 

 

 
  

Consumer Durables & Apparel - 3.1%

 

34,951   

Cie Financiere Richemont S.A.

     3,060,969  
53,666   

Kaufman & Broad S.A.

     2,742,958  
68,923   

Neinor Homes S.A.*(1)(5)

     1,303,821  
93,215   

Newell Brands, Inc.

     2,441,301  
122,061   

NIKE, Inc. Class B

     9,387,711  
69,800   

Skechers USA, Inc. Class A*

     1,934,856  
47,111   

Sony Corp.

     2,532,066  
55,984   

Tapestry, Inc.

     2,637,966  
74,079   

Under Armour, Inc. Class A*(1)

     1,479,358  
273,294   

Under Armour, Inc. Class C*(1)

     5,121,529  
     

 

 

 
        32,642,535  
     

 

 

 
  

Consumer Services - 3.0%

 

14,023   

Chipotle Mexican Grill, Inc.*

     6,081,214  
129,023   

Compass Group plc

     2,775,198  
10,009   

Domino’s Pizza, Inc.

     2,628,964  
202,061   

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

     375,834  
126,751   

GVC Holdings plc

     1,947,379  
23,552   

Hilton Worldwide Holdings, Inc.

     1,852,600  
65,007   

Las Vegas Sands Corp.

     4,674,003  
26,021   

McDonald’s Corp.

     4,099,348  
76,646   

Melco Resorts & Entertainment Ltd. ADR

     1,982,066  
29,345   

New Oriental Education & Technology Group, Inc. ADR

     2,524,844  
72,964   

OPAP S.A.

     814,638  
122,108   

Parques Reunidos Servicios Centrales SAU(5)

     1,857,612  
     

 

 

 
        31,613,700  
     

 

 

 
  

Diversified Financials - 3.0%

 

42,064   

American Express Co.

     4,186,209  
799,697   

Anima Holding S.p.A.(5)

     4,286,499  
34,155   

ASX Ltd.

     1,667,843  
11,907   

Berkshire Hathaway, Inc. Class B*

     2,356,038  
37,187   

Brookfield Asset Management, Inc. Class A

     1,569,124  
119,247   

Cerved Information Solutions S.p.A.

     1,369,954  
45,233   

Intercontinental Exchange, Inc.

     3,343,171  
175,883   

IOOF Holdings Ltd.(1)

     1,196,547  
157,250   

J2 Acquisition Ltd.*(5)

     1,457,708  
161,400   

SLM Corp.*

     1,822,206  
42,218   

TD Ameritrade Holding Corp.

     2,412,759  
266,775   

UBS Group AG*

     4,384,830  
27,700   

Zenkoku Hosho Co., Ltd.

     1,219,097  
     

 

 

 
        31,271,985  
     

 

 

 


 

Hartford Global Capital Appreciation Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Energy - 4.9%

 

43,654   

Anadarko Petroleum Corp.

   $ 3,193,290  
130,555   

Canadian Natural Resources Ltd.

     4,783,535  
13,753   

Chevron Corp.

     1,736,591  
28,049   

Cimarex Energy Co.

     2,765,631  
31,643   

Concho Resources, Inc.*

     4,615,132  
21,299   

Diamondback Energy, Inc.

     2,810,403  
41,126   

EOG Resources, Inc.

     5,302,786  
27,013   

Exxon Mobil Corp.

     2,201,830  
140,344   

Halliburton Co.

     5,953,393  
3,501,085   

Hilong Holding Ltd.

     467,676  
62,703   

Imperial Oil Ltd.

     2,147,380  
143,114   

Laredo Petroleum, Inc.*

     1,333,822  
50,409   

Petroleo Brasileiro S.A. ADR

     591,298  
54,901   

Royal Dutch Shell plc Class A

     1,881,286  
51,500   

Tenaris S.A. ADR

     1,892,110  
62,188   

Total S.A.

     4,056,231  
40,387   

Total S.A. ADR

     2,635,252  
118,721   

WPX Energy, Inc.*

     2,228,393  
     

 

 

 
        50,596,039  
     

 

 

 
  

Food & Staples Retailing - 0.8%

 

11,751   

Costco Wholesale Corp.

     2,570,061  
88,992   

Kroger Co.

     2,580,768  
54,970   

Walgreens Boots Alliance, Inc.

     3,717,072  
     

 

 

 
        8,867,901  
     

 

 

 
  

Food, Beverage & Tobacco - 5.4%

 

28,302   

Altria Group, Inc.

     1,660,761  
62,498   

British American Tobacco plc

     3,435,656  
16,173   

CJ CheilJedang Corp.

     4,893,522  
97,956   

Coca-Cola Co.

     4,567,688  
142,925   

Diageo plc

     5,243,555  
36,200   

Ezaki Glico Co., Ltd.

     1,676,621  
55,888   

Heineken N.V.

     5,647,026  
331,100   

Kuala Lumpur Kepong Bhd

     2,016,737  
39,196   

Mondelez International, Inc. Class A

     1,700,322  
64,406   

Nestle S.A.

     5,248,660  
38,592   

PepsiCo., Inc.

     4,438,080  
12,352   

Pernod Ricard S.A.

     1,990,127  
47,931   

Philip Morris International, Inc.

     4,136,445  
442,798   

Treasury Wine Estates Ltd.

     6,063,640  
590,595   

Vina Concha y Toro S.A.

     1,273,436  
646,217   

Yantai Changyu Pioneer Wine Co., Ltd. Class B

     1,727,386  
     

 

 

 
               55,719,662  
     

 

 

 
  

Health Care Equipment & Services - 5.3%

 

30,501   

Abbott Laboratories

     1,999,036  
9,622   

Aetna, Inc.

     1,812,689  
4,888   

Align Technology, Inc.*

     1,743,305  
56,466   

Baxter International, Inc.

     4,090,962  
7,370   

Becton Dickinson and Co.

     1,845,227  
48,977   

Cardinal Health, Inc.

     2,446,401  
40,881   

Danaher Corp.

     4,193,573  
28,163   

Edwards Lifesciences Corp.*

     4,011,819  
15,155   

Haemonetics Corp.*

     1,479,734  
29,183   

Insulet Corp.*

     2,426,858  
150,024   

Koninklijke Philips N.V.

     6,585,986  
21,477   

McKesson Corp.

     2,697,511  
85,253   

Medtronic plc

     7,692,378  
2,400,780   

Shandong Weigao Group Medical Polymer Co., Ltd. Class H

     1,837,403  
72,256   

Smith & Nephew plc

     1,251,044  
30,866   

UnitedHealth Group, Inc.

     7,815,889  
20,615   

Veeva Systems, Inc. Class A*

     1,559,112  
     

 

 

 
        55,488,927  
     

 

 

 


 

Hartford Global Capital Appreciation Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Household & Personal Products - 2.1%

 

32,272   

Clorox Co.

   $ 4,362,206  
54,671   

Colgate-Palmolive Co.

     3,663,504  
127,374   

Coty, Inc. Class A

     1,708,085  
16,085   

Kimberly-Clark Corp.

     1,831,438  
46,781   

Procter & Gamble Co.

     3,783,647  
31,021   

Reckitt Benckiser Group plc

     2,765,540  
60,055   

Unilever N.V.

     3,450,760  
     

 

 

 
                 21,565,180  
     

 

 

 
  

Insurance - 3.8%

 

253,735   

AIA Group Ltd.

     2,221,083  
10,796   

Allianz SE

     2,388,663  
18,107   

Allstate Corp.

     1,722,338  
80,249   

American International Group, Inc.

     4,430,547  
33,425   

Chubb Ltd.

     4,670,141  
414,194   

Lancashire Holdings Ltd.

     3,112,069  
23,333   

Marsh & McLennan Cos., Inc.

     1,945,039  
82,242   

MetLife, Inc.

     3,761,749  
223,000   

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

     2,075,969  
340,235   

QBE Insurance Group Ltd.

     2,554,914  
17,385   

RenaissanceRe Holdings Ltd.

     2,292,212  
98,500   

T&D Holdings, Inc.

     1,471,794  
44,600   

Tokio Marine Holdings, Inc.

     2,121,886  
15,946   

Willis Towers Watson plc

     2,542,111  
7,710   

Zurich Insurance Group AG

     2,364,275  
     

 

 

 
        39,674,790  
     

 

 

 
  

Materials - 4.7%

 

107,418   

Anglo American plc

     2,431,495  
205,900   

Anhui Conch Cement Co., Ltd. Class A

     1,167,444  
196,500   

Anhui Conch Cement Co., Ltd. Class H

     1,263,730  
105,613   

BillerudKorsnas AB(1)

     1,258,264  
23,672   

Celanese Corp. Class A

     2,795,900  
42,129   

CF Industries Holdings, Inc.

     1,871,370  
144,626   

CRH plc

     4,940,366  
17,263   

Ecolab, Inc.

     2,428,904  
102,923   

First Quantum Minerals Ltd.

     1,605,341  
85,300   

Fuso Chemical Co., Ltd.

     2,184,487  
21,882   

International Paper Co.

     1,175,720  
38,635   

Nutrien Ltd.

     2,098,292  
27,056   

Packaging Corp. of America

     3,054,623  
39,618   

Praxair, Inc.

     6,636,015  
21,845   

Randgold Resources Ltd. ADR

     1,613,253  
43,444   

Reliance Steel & Aluminum Co.

     3,918,649  
20,900   

Shin-Etsu Chemical Co., Ltd.

     2,114,277  
452,130   

Sumitomo Osaka Cement Co., Ltd.

     2,155,824  
61,834   

Taiheiyo Cement Corp.

     1,953,817  
15,049   

Vulcan Materials Co.

     1,685,488  
16,582   

Yara International ASA

     731,135  
     

 

 

 
        49,084,394  
     

 

 

 
  

Media - 0.7%

 

73,400   

Comcast Corp. Class A

     2,626,252  
99,630   

Nippon Television Holdings, Inc.

     1,604,102  
72,280   

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

     692,081  
17,399   

Walt Disney Co.

     1,975,831  
     

 

 

 
        6,898,266  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 6.0%

 

9,907   

Allergan plc

     1,823,780  
51,035   

AstraZeneca plc

     3,928,479  
160,028   

AstraZeneca plc ADR

     6,261,896  
5,456   

BeiGene Ltd. ADR*(1)

     1,034,785  
7,400   

Biogen, Inc.*

     2,474,338  


 

Hartford Global Capital Appreciation Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

80,352   

Bristol-Myers Squibb Co.

   $ 4,720,680  
370,000   

CSPC Pharmaceutical Group Ltd.

     969,982  
36,014   

Exact Sciences Corp.*

     2,105,018  
26,008   

Five Prime Therapeutics, Inc.*

     387,519  
12,900   

Heron Therapeutics, Inc.*

     483,105  
4,389   

Hugel, Inc.*

     1,877,089  
26,957   

Incyte Corp.*

     1,793,719  
35,660   

Johnson & Johnson

     4,725,663  
62,428   

Merck & Co., Inc.

     4,112,132  
84,099   

Mylan N.V.*

     3,137,734  
96,503   

Novartis AG

     8,098,697  
59,500   

Ono Pharmaceutical Co., Ltd.

     1,405,941  
72,327   

Pfizer, Inc.

     2,888,017  
13,940   

Roche Holding AG

     3,424,310  
24,083   

Seattle Genetics, Inc.*

     1,695,443  
721,000   

Sino Biopharmaceutical Ltd.

     987,497  
16,199   

TESARO, Inc.*(1)

     564,211  
14,642   

Thermo Fisher Scientific, Inc.

     3,433,988  
     

 

 

 
                 62,334,023  
     

 

 

 
  

Real Estate - 4.0%

 

28,205   

Aedas Homes SAU*(5)

     999,340  
54,834   

American Tower Corp. REIT

     8,128,592  
10,404   

AvalonBay Communities, Inc. REIT

     1,839,947  
1,324,520   

Corp. Inmobiliaria Vesta S.A.B. de C.V.

     2,060,929  
45,520   

Daiwa House Industry Co., Ltd.

     1,659,911  
29,709   

Equity Residential REIT

     1,943,860  
81,520   

Grivalia Properties REIC A.E. REIT

     817,290  
685,184   

Hibernia plc REIT

     1,168,179  
108,881   

Host Hotels & Resorts, Inc. REIT

     2,279,968  
70,087   

Metrovacesa S.A.*(5)

     1,127,718  
2,299,269   

New South Resources Ltd.*

     2,922,847  
38,856   

Nexity S.A.

     2,390,897  
343,578   

Oberoi Realty Ltd.

     2,489,313  
24,491   

Prologis, Inc. REIT

     1,607,099  
28,460   

Public Storage REIT

     6,199,442  
9,788   

Simon Property Group, Inc. REIT

     1,724,744  
68,263   

STORE Capital Corp. REIT

     1,873,819  
1,485   

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

     92,694  
     

 

 

 
        41,326,589  
     

 

 

 
  

Retailing - 2.8%

 

727,000   

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

     370,770  
1,149   

Amazon.com, Inc.*

     2,042,279  
445,252   

B&M European Value Retail S.A.

     2,409,238  
1,377   

Booking Holdings, Inc.*

     2,793,547  
10,200   

CJ ENM Co., Ltd.

     2,118,057  
32,787   

Dollar Tree, Inc.*

     2,992,797  
14,279   

Expedia Group, Inc.

     1,911,101  
50,538   

Floor & Decor Holdings, Inc. Class A*

     2,413,190  
11,959   

Home Depot, Inc.

     2,362,142  
80,658   

Industria de Diseno Textil S.A.

     2,643,212  
5,907   

JAND, Inc. Class A*(2)(3)(4)(5)

     81,221  
32,472   

Pinduoduo, Inc. ADR*(1)

     733,543  
32,464   

TJX Cos., Inc.

     3,157,449  
16,188   

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

     942,134  
17,421   

Wayfair, Inc. Class A*

     1,895,753  
     

 

 

 
        28,866,433  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 4.2%

 

27,499   

ams AG*

     1,978,386  
21,261   

Broadcom, Inc.

     4,715,052  
63,647   

KLA-Tencor Corp.

     7,473,431  
95,149   

Marvell Technology Group Ltd.

     2,027,625  
24,726   

Microchip Technology, Inc.

     2,310,150  
124,266   

Micron Technology, Inc.*

     6,560,002  
19,703   

NXP Semiconductors N.V.*

     1,878,484  


 

Hartford Global Capital Appreciation Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

68,571   

QUALCOMM, Inc.

   $ 4,394,715  
16,500   

SCREEN Holdings Co., Ltd.

     1,203,776  
39,781   

Silicon Motion Technology Corp. ADR

     2,123,112  
82,081   

STMicroelectronics N.V.

     1,771,457  
296,630   

Taiwan Semiconductor Manufacturing Co., Ltd.

     2,371,767  
115,160   

Teradyne, Inc.

     4,980,670  
     

 

 

 
        43,788,627  
     

 

 

 
  

Software & Services - 13.3%

 

26,562   

Accenture plc Class A

     4,232,123  
11,884   

Adobe Systems, Inc.*

     2,907,777  
50,785   

Alibaba Group Holding Ltd. ADR*

     9,508,475  
8,744   

Alliance Data Systems Corp.

     1,966,351  
2,391   

Alphabet, Inc. Class A*

     2,934,283  
11,341   

Alphabet, Inc. Class C*

     13,804,946  
29,480   

Amdocs Ltd.

     1,992,258  
19,922   

Automatic Data Processing, Inc.

     2,689,271  
30,460   

Capgemini SE

     3,896,848  
79,700   

DeNA Co., Ltd.

     1,503,193  
57,046   

Descartes Systems Group, Inc.*

     1,823,402  
14,796   

Facebook, Inc. Class A*

     2,553,494  
20,123   

Fidelity National Information Services, Inc.

     2,075,285  
33,391   

Fiserv, Inc.*

     2,520,353  
10,686   

FleetCor Technologies, Inc.*

     2,318,862  
15,321   

ForeScout Technologies, Inc.*

     520,301  
40,521   

Genpact Ltd.

     1,231,028  
24,177   

Global Payments, Inc.

     2,721,605  
51,291   

Guidewire Software, Inc.*

     4,421,284  
14,061   

Mastercard, Inc. Class A

     2,784,078  
83,726   

Microsoft Corp.

     8,881,654  
188,420   

Nexon Co., Ltd.*

     2,714,882  
63,020   

PayPal Holdings, Inc.*

     5,176,463  
40,964   

salesforce.com, Inc.*

     5,618,213  
20,781   

SAP SE

     2,418,617  
23,223   

ServiceNow, Inc.*

     4,086,319  
19,074   

Shopify, Inc. Class A*

     2,636,217  
24,397   

Spotify Technology S.A.*

     4,460,503  
65,158   

SS&C Technologies Holdings, Inc.

     3,457,935  
172,400   

Tencent Holdings Ltd.

     7,846,677  
26,525   

Trade Desk, Inc. Class A*(1)

     2,236,588  
29,973   

Verint Systems, Inc.*

     1,345,788  
28,591   

Visa, Inc. Class A

     3,909,533  
28,649   

Wix.com Ltd.*

     2,721,655  
26,700   

Workday, Inc. Class A*

     3,311,334  
241,128   

Yandex N.V. Class A*

     8,670,963  
2,900   

Zuora, Inc. Class A*(1)

     71,137  
     

 

 

 
               137,969,695  
     

 

 

 
  

Technology Hardware & Equipment - 2.1%

 

32,524   

Acacia Communications, Inc.*

     1,045,321  
6,704   

Apple, Inc.

     1,275,704  
144,000   

Catcher Technology Co., Ltd.

     1,773,726  
100   

Coherent, Inc.*

     15,806  
488,000   

Elite Material Co., Ltd.

     1,404,521  
186,679   

Flex Ltd.*

     2,606,039  
5,054   

IPG Photonics Corp.*

     829,058  
11,363   

Keysight Technologies, Inc.*

     659,054  
28,269   

Logitech International S.A.

     1,243,255  
196,054   

Samsung Electronics Co., Ltd.

     8,138,246  
40,364   

Western Digital Corp.

     2,831,535  
     

 

 

 
        21,822,265  
     

 

 

 
  

Telecommunication Services - 2.0%

 

4,492,000   

China Telecom Corp. Ltd. Class H

     2,124,501  
73,297   

Hellenic Telecommunications Organization S.A.

     952,536  
154,115   

KDDI Corp.

     4,290,075  
621,900   

Singapore Telecommunications Ltd.

     1,462,615  


 

Hartford Global Capital Appreciation Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

28,357   

SoftBank Group Corp.

   $ 2,368,439  
522,000   

Taiwan Mobile Co., Ltd.

     1,799,874  
122,698   

Verizon Communications, Inc.

     6,336,125  
522,009   

Vodafone Group plc

     1,275,247  
     

 

 

 
        20,609,412  
     

 

 

 
  

Transportation - 3.5%

 

89,116   

Canadian National Railway Co.

     7,954,914  
8,422   

Canadian Pacific Railway Ltd.

     1,670,221  
97,902   

CSX Corp.

     6,919,713  
40,918   

Delta Air Lines, Inc.

     2,226,758  
24,163   

DSV A/S

     2,024,334  
30,210   

Genesee & Wyoming, Inc. Class A*

     2,598,060  
44,925   

Hitachi Transport System Ltd.

     1,228,712  
64,300   

Japan Airlines Co., Ltd.

     2,373,599  
15,416   

Kuehne + Nagel International AG

     2,460,391  
628,700   

Localiza Rent a Car S.A.

     3,978,266  
26,680   

United Parcel Service, Inc. Class B

     3,198,665  
     

 

 

 
        36,633,633  
     

 

 

 
  

Utilities - 3.3%

 

1,528,000   

China Longyuan Power Group Corp. Ltd. Class H

     1,423,243  
170,200   

Cia de Saneamento do Parana

     2,018,838  
28,058   

Consolidated Edison, Inc.

     2,214,618  
28,616   

Dominion Energy, Inc.

     2,052,053  
33,719   

Duke Energy Corp.

     2,752,145  
328,428   

E.ON SE

     3,705,396  
888,100   

Hong Kong & China Gas Co., Ltd.

     1,813,469  
527,405   

Iberdrola S.A.

     4,100,518  
15,068   

Iberdrola S.A.

     117,171  
323,917   

National Grid plc

     3,460,392  
14,588   

NextEra Energy, Inc.

     2,444,074  
761,203   

NTPC Ltd.

     1,720,388  
514,935   

Power Assets Holdings Ltd.

     3,643,043  
50,536   

Xcel Energy, Inc.

     2,368,117  
     

 

 

 
        33,833,465  
     

 

 

 
  

Total Common Stocks
(cost $948,097,179)

   $     1,003,006,592  
     

 

 

 
Exchange-Traded Funds - 1.0%

 

  

Other Investment Pools & Funds - 1.0%

 

146,826   

iShares MSCI ACWI ETF

     10,762,346  
     

 

 

 
  

Total Exchange-Traded Funds
(cost $10,568,932)

   $ 10,762,346  
     

 

 

 
Preferred Stocks - 1.7%

 

  

Banks - 0.2%

 

173,100   

Itau Unibanco Holding S.A.

     2,075,374  
     

 

 

 
  

Commercial & Professional Services - 0.1%

 

15,711   

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

     471,330  
     

 

 

 
  

Consumer Services - 0.1%

 

5,648   

Airbnb, Inc. Class E *(2)(3)(4)(5)

     631,898  
     

 

 

 
  

Real Estate - 0.2%

 

20,282   

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

     1,266,002  
15,935   

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

     994,663  
     

 

 

 
        2,260,665  
     

 

 

 
  

Retailing - 0.1%

 

225,050   

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

     1,120,096  
13,190   

JAND, Inc. Class D *(2)(3)(4)(5)

     185,452  
     

 

 

 
        1,305,548  
     

 

 

 
  

Software & Services - 1.0%

 

7,113   

Dropbox, Inc. Class C(2)(3)(4)(5)(6)

     185,117  
243,469   

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

     606,238  
38,688   

Lookout, Inc. Class F*(2)(3)(4)(5)

     328,074  
51,890   

MarkLogic Corp. Class F*(2)(3)(4)(5)

     514,230  


 

Hartford Global Capital Appreciation Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

249,735   

Pinterest, Inc. Class G*(2)(3)(4)(5)

   $ 1,593,309  
129,258   

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

     5,170,320  
80,354   

Zuora, Inc. Class F*(2)(3)(4)(5)(6)

     1,893,335  
     

 

 

 
        10,290,623  
     

 

 

 
  

Total Preferred Stocks
(cost $10,839,567)

   $ 17,035,438  
     

 

 

 
Convertible Preferred Stocks - 0.1%

 

  

Retailing - 0.1%

 

13,926   

Honest Co. Class C *(2)(3)(4)(5)

     425,022  
     

 

 

 
  

Total Convertible Preferred Stocks
(cost $376,800)

   $ 425,022  
     

 

 

 
Rights - 0.0%

 

  

Consumer Services - 0.0%

 

825,418   

GVC CVR Expires 4/5/23(2)(3)(4)

     1  
     

 

 

 
  

Total Rights
(cost $—)

   $ 1  
     

 

 

 
Warrants - 0.1%

 

  

Diversified Financials - 0.0%

 

159,200   

J2 Acquisition Ltd. Expires 09/07/2027*

     71,640  
     

 

 

 
  

Real Estate - 0.1%

 

265,112   

Vinhomes JSC Expires 05/23/2028*(3)

     1,255,932  
     

 

 

 
  

Total Warrants
(cost $1,359,012)

   $ 1,327,572  
     

 

 

 
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. Earn Out Escrow*(2)(3)(4)(5)

      
75,898   

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

     14,421  
28,813   

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

     115,828  
     

 

 

 
        130,249  
     

 

 

 
  

Telecommunication Services - 0.0%

 

6,413   

Docusign Earnout, Escrow*(2)(3)(4)(5)

     14,429  
     

 

 

 
  

Total Escrows
(cost $—)

   $ 212,541  
     

 

 

 
  

Total Long-Term Investments
(cost $971,241,490)

   $     1,032,769,512  
     

 

 

 
Short-Term Investments - 1.3%

 

  

Other Investment Pools & Funds - 0.6%

 

6,365,229   

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class, 1.82%(7)

     6,365,229  
     

 

 

 
  

Securities Lending Collateral - 0.7%

 

343,083   

Citibank NA DDCA, 1.91%, 08/01/2018(7)

     343,083  
3,527,180   

Goldman Sachs Financial Sq, Government Institutional Fund, 1.82%(7)

     3,527,180  
1,412,875   

Invesco Government & Agency Portfolio, 1.81%(7)

     1,412,875  
728,290   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.82%(7)

     728,290  
850,246   

Western Asset Institutional Government Class A Fund, 1.76%(7)

     850,246  
     

 

 

 
        6,861,674  
     

 

 

 
  

Total Short-Term Investments
(cost $13,226,902)

   $ 13,226,903  
     

 

 

 


 

Hartford Global Capital Appreciation Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Total Investments
(cost $984,468,392)

     100.7%      $ 1,045,996,415  
  

Other Assets and Liabilities

     (0.7)%        (6,880,962
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $     1,039,115,453  
     

 

 

    

 

 

 

 

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 2 for securities lending information .
(2)   These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2018, the aggregate fair value of these securities was $20,315,067, which represented 2.0% 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 July 31, 2018, the aggregate value of these securities was $21,570,999, which represented 2.1% of total net assets.
(4)   Investment valued using significant unobservable inputs.
(5)   Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At July 31, 2018, the aggregate value of these securities was $29,503,001, which represented 2.8% 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. Class C Preferred

  7,113           $                203,791   $                     185,117

        01/2015

 

Zuora, Inc. Class F Preferred

  80,354           610,582   1,893,335
     

 

 

 

      $                814,373   $                  2,078,452
     

 

 

 

 

(7)   Current yield as of period end.

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

    

Currency Abbreviations:

    
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

  
JSC   

Joint Stock Company

  
MSCI   

Morgan Stanley Capital International

  
PJSC   

Private Joint Stock Company

  
REIC   

Real Estate Investment Company

  
REIT   

Real Estate Investment Trust

  


 

Hartford Global Capital Appreciation Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Automobiles & Components

   $ 27,479,734      $ 11,344,792      $ 16,134,942      $  

Banks

     68,781,206        37,850,617        29,085,826        1,844,763  

Capital Goods

     75,636,693        26,543,109        49,093,584         

Commercial & Professional Services

     20,501,438        12,222,770        7,960,726        317,942  

Consumer Durables & Apparel

     32,642,535        23,002,721        9,639,814         

Consumer Services

     31,613,700        23,843,039        7,394,827        375,834  

Diversified Financials

     31,271,985        17,147,215        14,124,770         

Energy

     50,596,039        44,190,846        6,405,193         

Food & Staples Retailing

     8,867,901        8,867,901                

Food, Beverage & Tobacco

     55,719,662        19,793,469        35,926,193         

Health Care Equipment & Services

     55,488,927        45,814,494        9,674,433         

Household & Personal Products

     21,565,180        18,799,640        2,765,540         

Insurance

     39,674,790        21,364,137        18,310,653         

Materials

     49,084,394        28,883,555        20,200,839         

Media

     6,898,266        4,602,083        1,604,102        692,081  

Pharmaceuticals, Biotechnology & Life Sciences

     62,334,023        41,642,028        20,691,995         

Real Estate

     41,326,589        30,953,637        10,280,258        92,694  

Retailing

     28,866,433        20,301,801        7,170,507        1,394,125  

Semiconductors & Semiconductor Equipment

     43,788,627        36,463,241        7,325,386         

Software & Services

     137,969,695        119,589,478        18,380,217         

Technology Hardware & Equipment

     21,822,265        9,262,517        12,559,748         

Telecommunication Services

     20,609,412        6,336,125        14,273,287         

Transportation

     36,633,633        28,546,597        8,087,036         

Utilities

     33,833,465        13,967,016        19,866,449         

Exchange-Traded Funds

     10,762,346        10,762,346                

Preferred Stocks

     17,035,438        2,075,374               14,960,064  

Convertible Preferred Stocks

     425,022                      425,022  

Rights

     1                      1  

Warrants

     1,327,572        71,640        1,255,932         

Escrows

     212,541                      212,541  

Short-Term Investments

     13,226,903        13,226,903                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,045,996,415      $     677,469,091      $     348,212,257      $     20,315,067  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2018 investments valued at $ 22,353,909 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor; investments valued at $ 2,096,857 were transferred from Level 2 to Level 3 due to the unavailability of active market pricing; investments valued at $ 3,946,628 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.

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


 

Hartford Global Capital Appreciation Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the period ended July 31, 2018:

 

Investments in Securities    Common
Stocks
   

Convertible
Preferred

Stocks

    

Preferred

Stocks

    Escrows      Total  

Beginning balance

     $2,212,798       $425,021        $16,546,289       $            -        $19,184,108  

Conversions*

     (207,331     -        -       207,331        -  

Accrued Discounts (Premiums)

     -       -        -       -        -  

Realized Gain (Loss)

     705,482       -        820,961       -        1,526,443  

Change in Unrealized Appreciation (Depreciation)

     49,763       -        (278,878     5,210        (223,905

Net Purchases

     2,639,247       -        -       -        2,639,247  

Net Sales

     (3,310,633     -        (2,128,308     -        (5,438,941

Net Transfers in to Level 3

     2,628,115       -        -       -        2,628,115  

Net Transfers out of Level 3

     -       -        -       -        -  
  

 

 

 

Ending balance

 

    

 

$4,717,441

 

 

 

   

 

$425,021

 

 

 

    

 

$14,960,064

 

 

 

   

 

$212,541

 

 

 

    

 

$20,315,067

 

 

 

  

 

 

 

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

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at July 31, 2018 was $293,968.

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


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments

July 31, 2018 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 63.2%

 

  

Automobiles & Components - 0.1%

 

13,205   

NOK Corp.

   $ 265,462  
     

 

 

 
  

Banks - 1.3%

 

44,976   

Banca Popolare dell’Emilia Romagna SC(1)

     250,386  
25,189   

Bank of Ireland Group plc

     216,181  
75,807   

CaixaBank S.A.

     348,778  
30,297   

HSBC Holdings plc

     290,133  
6,370   

KB Financial Group, Inc.

     306,164  
58,320   

Mitsubishi UFJ Financial Group, Inc.

     357,902  
221,195   

Mizuho Financial Group, Inc.

     384,501  
33,381   

Standard Chartered plc

     301,008  
10,555   

Sumitomo Mitsui Financial Group, Inc.

     418,904  
9,480   

Sumitomo Mitsui Trust Holdings, Inc.

     376,561  
100,232   

Unicaja Banco S.A.(2)

     169,181  
21,817   

UniCredit S.p.A.

     385,226  
     

 

 

 
                 3,804,925  
     

 

 

 
  

Capital Goods - 2.4%

 

13,284   

Advanced Drainage Systems, Inc.

     371,288  
5,592   

AGCO Corp.

     352,408  
6,519   

Altra Industrial Motion Corp.

     286,184  
8,946   

Arconic, Inc.

     194,039  
6,282   

Beacon Roofing Supply, Inc.*

     264,346  
9,663   

BMC Stock Holdings, Inc.*

     212,586  
17,658   

Caesarstone Ltd.(1)

     278,113  
15,890   

Chiyoda Corp.

     127,219  
9,450   

Cie de Saint-Gobain

     420,131  
3,730   

CNK International Co., Ltd.*(3)(4)(5)

     1,034  
6,391   

Continental Building Products, Inc.*

     203,873  
6,667   

Deere & Co.

     965,315  
5,436   

Fortune Brands Home & Security, Inc.

     315,288  
4,248   

Granite Construction, Inc.

     229,180  
2,998   

Greenbrier Cos., Inc.

     169,837  
15,457   

JELD-WEN Holding, Inc.*

     424,140  
11,880   

JGC Corp.

     230,523  
7,255   

Kubota Corp.

     121,797  
7,602   

Middleby Corp.*

     779,053  
29,881   

Milacron Holdings Corp.*

     623,019  
4,200   

Sterling Construction Co., Inc.*

     56,406  
6,598   

Vinci S.A.

     663,902  
54,640   

Yellow Cake plc*(2)

     155,627  
     

 

 

 
        7,445,308  
     

 

 

 
  

Commercial & Professional Services - 0.4%

 

6,374   

Adecco Group AG

     391,856  
14,969   

Clean Harbors, Inc.*

     852,185  
4,301   

Covanta Holding Corp.

     77,418  
     

 

 

 
        1,321,459  
     

 

 

 
  

Consumer Durables & Apparel - 0.4%

 

3,533   

Lennar Corp. Class A

     184,670  
3,729   

Mohawk Industries, Inc.*

     702,394  
26,303   

TRI Pointe Group, Inc.*

     372,714  
     

 

 

 
        1,259,778  
     

 

 

 
  

Diversified Financials - 0.4%

 

2,701   

Berkshire Hathaway, Inc. Class B*

     534,447  
3,914   

Julius Baer Group Ltd.*

     214,721  
29,243   

UBS Group AG*

     480,651  
27,846   

Uranium Participation Corp.*

     94,614  
     

 

 

 
        1,324,433  
     

 

 

 
  

Energy - 35.7%

 

33,917   

Advantage Oil & Gas Ltd.*

     117,328  
77,836   

Alta Mesa Resources, Inc.*(1)

     470,129  


 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

14,627   

Anadarko Petroleum Corp.

   $          1,069,965  
876   

Andeavor

     131,453  
26,394   

Antero Resources Corp.*

     542,133  
14,256   

ARC Resources Ltd.

     169,316  
7,758   

Baker Hughes a GE Co.

     268,272  
265,647   

BP plc

     1,996,454  
107,718   

BP plc ADR

     4,857,005  
31,144   

Cabot Oil & Gas Corp.

     731,884  
10,059   

Calfrac Well Services Ltd.*(1)

     38,354  
67,128   

Callon Petroleum Co.*

     722,297  
14,918   

Cameco Corp.

     161,238  
36,124   

Canadian Natural Resources Ltd.

     1,323,583  
21,483   

Centennial Resource Development, Inc. Class A*

     385,835  
39,501   

Chevron Corp.

     4,987,791  
9,398   

CNOOC Ltd. ADR

     1,578,864  
8,756   

Concho Resources, Inc.*

     1,277,063  
14,650   

ConocoPhillips

     1,057,290  
1,177   

Continental Resources, Inc.*

     75,175  
16,862   

Delek U.S. Holdings, Inc.

     899,082  
13,693   

Devon Energy Corp.

     616,322  
19,788   

DHT Holdings, Inc.

     84,099  
18,940   

Diamondback Energy, Inc.

     2,499,133  
57,077   

Encana Corp.

     768,489  
133,748   

Eni S.p.A.

     2,574,453  
82,486   

Eni S.p.A. ADR

     3,188,909  
24,351   

EOG Resources, Inc.

     3,139,818  
13,971   

EQT Corp.

     694,079  
51,319   

Equinor ASA ADR(1)

     1,357,901  
10,737   

Euronav N.V.*

     90,728  
30,777   

Extraction Oil & Gas, Inc.*

     465,348  
90,945   

Exxon Mobil Corp.

     7,412,927  
9,212   

Fugro N.V.*(1)

     132,539  
51,539   

Galp Energia SGPS S.A.

     1,058,515  
220,085   

Gazprom PJSC ADR

     986,993  
20,047   

Green Plains, Inc.

     332,780  
38,808   

Halliburton Co.

     1,646,235  
15,472   

Hess Corp.

     1,015,427  
93,086   

Inpex Corp.

     1,021,980  
29,830   

Jagged Peak Energy, Inc.*(1)

     426,569  
12,825   

Japan Petroleum Exploration Co., Ltd.

     303,832  
53,453   

Kinder Morgan, Inc.

     950,394  
15,263   

Liberty Oilfield Services, Inc. Class A*(1)

     299,155  
44,832   

LUKOIL PJSC ADR

     3,215,856  
21,714   

Lundin Petroleum AB

     715,945  
14,998   

Marathon Oil Corp.

     316,758  
25,592   

Marathon Petroleum Corp.

     2,068,601  
9,370   

Nabors Industries Ltd.

     56,033  
45,624   

Newfield Exploration Co.*

     1,310,321  
18,697   

Noble Energy, Inc.

     674,775  
20,194   

Occidental Petroleum Corp.

     1,694,882  
41,223   

Painted Pony Energy Ltd.*(1)

     83,660  
10,188   

Parsley Energy, Inc. Class A*

     320,209  
25,658   

Patterson-UTI Energy, Inc.

     441,318  
165,353   

Petroleo Brasileiro S.A. ADR

     1,939,591  
13,323   

Phillips 66

     1,643,259  
19,423   

Pioneer Natural Resources Co.

     3,676,191  
2,888   

Plains GP Holdings L.P. Class A

     70,150  
6,405   

PrairieSky Royalty Ltd.

     121,517  
18,969   

ProPetro Holding Corp.*

     311,850  
86,200   

PTT PCL

     132,137  
2,472   

QEP Resources, Inc.*

     25,684  
17,017   

Raging River Exploration, Inc.*

     71,948  
49,234   

Reliance Industries Ltd.

     853,274  
107,563   

Rosneft Oil Co. PJSC GDR

     710,555  
111,037   

Royal Dutch Shell plc Class A, ADR

     7,591,600  
73,817   

Royal Dutch Shell plc Class B

     2,585,603  


 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

65,776   

Saipem S.p.A.*

   $ 343,561  
27,966   

Schlumberger Ltd.

     1,888,264  
3,506   

Select Energy Services, Inc. Class A*

     53,572  
82,960   

Snam S.p.A.

     356,277  
46,370   

SRC Energy, Inc.*

     524,908  
33,512   

Suncor Energy, Inc.

     1,412,196  
152,860   

Surgutneftegas OJSC ADR

     699,848  
15,943   

Targa Resources Corp.

     814,209  
15,935   

Tenaris S.A. ADR

     585,452  
107,610   

Total S.A.

     7,018,895  
79,171   

Total S.A. ADR

     5,165,908  
9,162   

Tourmaline Oil Corp.

     181,007  
32,572   

TransCanada Corp.

     1,464,577  
55,100   

Trican Well Service Ltd.*

     116,058  
21,537   

Valero Energy Corp.

     2,548,904  
1,649   

Vermilion Energy, Inc.(1)

     56,765  
1,991   

Viper Energy Partners L.P.

     63,672  
28,926   

WPX Energy, Inc.*

     542,941  
13,679   

YPF S.A. ADR

     227,071  
     

 

 

 
             108,622,938  
     

 

 

 
  

Food & Staples Retailing - 0.1%

 

3,643   

Andersons, Inc.

     128,416  
72,698   

J Sainsbury plc

     311,748  
     

 

 

 
        440,164  
     

 

 

 
  

Food, Beverage & Tobacco - 1.4%

 

5,084   

Adecoagro S.A.*

     42,706  
13,858   

AGT Food & Ingredients, Inc.(1)

     192,926  
18,925   

Archer-Daniels-Midland Co.

     913,321  
51,982   

Astra Agro Lestari Tbk PT

     39,224  
22,358   

Australian Agricultural Co., Ltd.*

     21,056  
53,355   

BRF S.A.*

     321,981  
152,805   

Bumitama Agri Ltd.(1)

     78,010  
7,273   

Bunge Ltd.

     502,783  
125,135   

China Agri-Industries Holdings Ltd.

     49,678  
6,706   

Darling Ingredients, Inc.*

     134,724  
108,415   

First Resources Ltd.

     128,350  
1,721   

Fresh Del Monte Produce, Inc.

     62,472  
4,419   

Glanbia plc

     72,705  
169,950   

Golden Agri-Resources Ltd.

     35,009  
7,142   

GrainCorp Ltd. Class A

     39,359  
1,070   

Hokuto Corp.

     19,036  
2,586   

Ingredion, Inc.

     261,962  
41,310   

IOI Corp. Bhd

     47,027  
63,210   

JBS S.A.

     151,907  
3,681   

Kernel Holding S.A.

     51,065  
22,105   

Kuala Lumpur Kepong Bhd

     134,642  
5,485   

MHP SE GDR

     68,837  
1,760   

NH Foods Ltd.

     70,067  
4,104   

Origin Enterprises plc

     28,986  
4,680   

Prima Meat Packers Ltd.

     23,531  
3,349   

S&W Seed Co.*

     10,382  
35,440   

Sao Martinho S.A.

     184,126  
2,075   

Select Harvests Ltd.

     9,253  
13,529   

Tate & Lyle plc

     110,654  
933   

Tyson Foods, Inc. Class A

     53,787  
143,435   

Wilmar International Ltd.

     330,337  
     

 

 

 
        4,189,903  
     

 

 

 
  

Insurance - 0.5%

 

20,744   

Assicurazioni Generali S.p.A.

     367,854  
16,195   

Dai-ichi Life Holdings, Inc.

     305,786  
417,646   

Shin Kong Financial Holding Co., Ltd.

     158,656  
10,554   

Storebrand ASA

     89,898  
26,760   

T&D Holdings, Inc.

     399,850  
18,665   

Tongyang Life Insurance Co., Ltd.

     123,705  
     

 

 

 
        1,445,749  
     

 

 

 


 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

Materials - 12.9%

 

57,754   

Acacia Mining plc*

   $ 92,709  
13,845   

Agnico Eagle Mines Ltd.

     580,046  
301   

Alcoa Corp.*

     13,024  
589   

Allegheny Technologies, Inc.*

     16,374  
150,175   

Alrosa PJSC*

     233,843  
67,858   

Alumina Ltd.

     143,026  
98,651   

Aluminum Corp. of China Ltd. Class H*

     44,985  
954   

American Vanguard Corp.

     20,702  
36,173   

Angang Steel Co., Ltd. Class H

     38,520  
11,872   

Anglo American Platinum Ltd.

     365,182  
56,181   

Anglo American plc

              1,271,703  
24,241   

AngloGold Ashanti Ltd.

     212,791  
10,969   

Antofagasta plc

     144,057  
21,401   

ArcelorMittal(1)

     685,141  
105,889   

Barrick Gold Corp.

     1,186,810  
86,456   

BHP Billiton Ltd.

     2,257,930  
4,269   

BHP Billiton Ltd. ADR(1)

     223,098  
54,725   

BHP Billiton plc

     1,259,425  
6,743   

BHP Billiton plc ADR

     311,931  
15,002   

BlueScope Steel Ltd.

     197,124  
7,502   

Boliden AB

     223,318  
6,017   

Buzzi Unicem S.p.A.

     132,342  
36,795   

Centerra Gold, Inc.*

     167,166  
29,889   

CF Industries Holdings, Inc.

     1,327,669  
544,460   

China BlueChemical Ltd. Class H

     202,271  
97,466   

China Molybdenum Co., Ltd. Class H

     49,925  
312,387   

China Steel Corp.

     255,369  
66,678   

China Zhongwang Holdings Ltd.

     32,676  
11,373   

Cia de Minas Buenaventura S.A.A ADR

     156,265  
16,028   

Cia Siderurgica Nacional S.A.*

     39,202  
724   

Cleveland-Cliffs, Inc.*

     7,812  
212   

Daido Steel Co., Ltd.

     10,470  
2,219   

Domtar Corp.

     107,000  
99,152   

Eldorado Gold Corp.*

     108,076  
39,156   

Eregli Demir ve Celik Fabrikalari T.A.S.

     87,868  
3,271   

Feng Hsin Steel Co., Ltd.

     5,795  
23,210   

Fertilizantes Heringer S.A.*

     47,307  
21,486   

First Quantum Minerals Ltd.

     335,128  
42,226   

Fortescue Metals Group Ltd.

     137,342  
11,151   

Franco-Nevada Corp.

     817,949  
41,722   

Freeport-McMoRan, Inc.

     688,413  
13,661   

Fresnillo plc

     186,063  
16,857   

Gerdau S.A. ADR

     74,171  
313,631   

Glencore plc*

     1,375,408  
26,258   

Glencore plc ADR

     228,182  
141,312   

Gold Fields Ltd.

     518,580  
51,781   

Goldcorp, Inc.

     647,238  
104,010   

Grupo Mexico S.A.B. de C.V. Class B

     327,414  
28,565   

Hindalco Industries Ltd.

     89,238  
29,935   

Hitachi Metals Ltd.

     324,414  
2,219   

Hyundai Steel Co.

     106,944  
41,376   

Impala Platinum Holdings Ltd.*

     61,458  
9,550   

Industrias Penoles S.A.B. de C.V.

     161,919  
5,183   

International Paper Co.

     278,483  
7,522   

Intrepid Potash, Inc.*

     32,119  
1,494   

Jastrzebska Spolka Weglowa S.A.*

     32,245  
13,933   

JFE Holdings, Inc.

     283,123  
37,329   

Jiangxi Copper Co., Ltd. Class H

     47,227  
5,560   

Jindal Steel & Power Ltd.*

     16,735  
16,944   

JSR Corp.

     325,796  
20,593   

JSW Steel Ltd.

     99,478  
4,052   

KGHM Polska Miedz S.A.

     107,203  


 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

133,692   

Kinross Gold Corp.*

   $ 482,056  
7,514   

Kobe Steel Ltd.

     74,052  
241   

Korea Zinc Co., Ltd.

     88,998  
1,612   

Kumba Iron Ore Ltd.

     35,664  
2,675   

Kumiai Chemical Industry Co., Ltd.

     24,252  
9,790   

Kyoei Steel Ltd.

     191,670  
6,804   

LafargeHolcim Ltd.*

     346,965  
17,839   

Lundin Mining Corp.

     98,736  
713   

Martin Marietta Materials, Inc.

     142,186  
1,177   

Maruichi Steel Tube Ltd.

     40,555  
2,975   

Mitsubishi Materials Corp.

     84,602  
17,561   

MMC Norilsk Nickel PJSC ADR

     303,297  
60,035   

MMG Ltd.*

     36,832  
47,454   

Mosaic Co.

     1,428,840  
46,561   

Newcrest Mining Ltd.

     748,006  
41,903   

Newmont Mining Corp.

     1,537,002  
20,188   

Nippon Steel & Sumitomo Metal Corp.

     402,614  
35,245   

Norsk Hydro ASA

     201,039  
10,198   

Nucor Corp.

     682,552  
8,477   

Nufarm Ltd.

     45,050  
20,389   

Nutrien Ltd.

     1,107,340  
1,760   

OCI N.V.*

     53,209  
4,007   

Pacific Metals Co., Ltd.*

     115,505  
3,012   

Packaging Corp. of America

     340,055  
150,253   

Petra Diamonds Ltd.*

     90,916  
4,382   

Polyus PJSC GDR

     155,515  
2,003   

POSCO

     589,514  
30,287   

Press Metal Aluminium Holdings Bhd

     35,714  
5,704   

Randgold Resources Ltd.

     422,333  
96,884   

Resolute Mining Ltd.

     91,841  
11,419   

Rio Tinto Ltd.

     690,132  
32,222   

Rio Tinto plc

     1,769,016  
7,491   

Rio Tinto plc ADR

     415,750  
3,377   

Salzgitter AG

     167,012  
7,043   

Severstal PJSC GDR

     114,926  
19,200   

Shougang Fushan Resources Group Ltd.

     4,643  
230,600   

Sinofert Holdings Ltd.*

     28,542  
142,498   

South32 Ltd.

     379,732  
3,927   

Southern Copper Corp.

     193,837  
7,728   

Steel Dynamics, Inc.

     363,912  
6,476   

Sumitomo Metal Mining Co., Ltd.

     232,791  
9,170   

Tata Steel Ltd.

     75,530  
16,149   

Teck Resources Ltd. Class B

     421,213  
10,741   

thyssenkrupp AG

     285,850  
23,125   

Tokyo Steel Manufacturing Co., Ltd.

     198,396  
24,756   

Turquoise Hill Resources Ltd.*

     68,701  
200   

United States Steel Corp.

     7,286  
84,379   

Vale S.A.

     1,232,874  
15,641   

Vale S.A. ADR

     229,297  
38,807   

Vedanta Ltd.

     126,177  
2,328   

Vicat S.A.

     150,599  
3,155   

voestalpine AG

     157,861  
4,841   

Vulcan Materials Co.

     542,192  
79,089   

Western Areas Ltd.

     190,822  
26,248   

Wheaton Precious Metals Corp.

     550,041  
7,483   

Yamato Kogyo Co., Ltd.

     233,365  
18,167   

Yara International ASA

     801,021  
62,800   

Zhaojin Mining Industry Co., Ltd. Class H

     50,706  
361,280   

Zijin Mining Group Co., Ltd. Class H

     133,941  
     

 

 

 
               39,374,297  
     

 

 

 
  

Media - 0.2%

 

16,233   

Comcast Corp. Class A

     580,817  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 0.0%

 

1,941   

Genus plc

     73,101  
     

 

 

 


 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

Real Estate - 0.5%

 

4,750   

American Tower Corp. REIT

   $ 704,140  
7,063   

Equity LifeStyle Properties, Inc. REIT

     642,662  
23,088   

Five Point Holdings LLC Class A*(1)

     258,355  
     

 

 

 
        1,605,157  
     

 

 

 
  

Retailing - 0.1%

 

9,785   

Xebio Holdings Co., Ltd.

     145,866  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 0.1%

 

400   

First Solar, Inc.*

     20,940  
4,740   

Tokyo Seimitsu Co., Ltd.

     160,902  
     

 

 

 
        181,842  
     

 

 

 
  

Software & Services - 0.1%

 

53,195   

Fujitsu Ltd.

     362,547  
     

 

 

 
  

Telecommunication Services - 0.9%

 

221,571   

BT Group plc

     677,804  
41,280   

China Mobile Ltd.

     372,899  
784,490   

China Telecom Corp. Ltd. Class H

     371,026  
305,010   

China Unicom Hong Kong Ltd.

     376,616  
11,945   

KT Corp.

     304,738  
23,931   

NTT DOCOMO, Inc.

     616,102  
     

 

 

 
        2,719,185  
     

 

 

 
  

Transportation - 0.8%

 

182   

AP Moller - Maersk A/S Class B

     261,322  
7,452   

Canadian National Railway Co.

     665,201  
10,355   

D/S Norden A/S*

     190,932  
1,492   

Flughafen Zurich AG

     312,194  
3,474   

Kirby Corp.*

     289,905  
669   

Norfolk Southern Corp.

     113,061  
476,015   

Pacific Basin Shipping Ltd.*

     124,398  
72,236   

PostNL N.V.

     285,147  
854   

Union Pacific Corp.

     128,006  
     

 

 

 
        2,370,166  
     

 

 

 
  

Utilities - 4.9%

 

20,597   

Avangrid, Inc.

     1,031,086  
109,677   

Beijing Enterprises Holdings Ltd.

     535,091  
137,282   

Centrica plc

     268,032  
777,620   

China Longyuan Power Group Corp. Ltd. Class H

     724,308  
14,000   

Cia de Saneamento do Parana

     166,062  
60,778   

CK Infrastructure Holdings Ltd.

     451,173  
83,137   

E.ON SE

     937,970  
13,802   

Edison International

     919,627  
106,909   

Enel S.p.A.(1)

     595,582  
46,650   

Engie S.A.

     753,330  
68,899   

ENN Energy Holdings Ltd.

     700,545  
351,316   

Guangdong Investment Ltd.

     605,673  
1,598,878   

Huaneng Renewables Corp. Ltd. Class H

     594,929  
141,415   

Iberdrola S.A.

     1,099,486  
5,003   

Iberdrola S.A.

     38,904  
3,731   

Innogy SE*

     160,403  
47,247   

National Grid plc

     504,738  
2,570   

NextEra Energy Partners L.P.

     120,970  
4,051   

NextEra Energy, Inc.

     678,705  
74,694   

NTPC Ltd.

     168,815  
12,916   

OGE Energy Corp.

     468,076  
12,922   

Osaka Gas Co., Ltd.

     248,687  
191,382   

Power Grid Corp. of India Ltd.

     509,503  
13,042   

Sempra Energy

     1,507,525  
17,890   

Severn Trent plc

     454,052  
13,607   

UGI Corp.

     723,076  
     

 

 

 
        14,966,348  
     

 

 

 
  

Total Common Stocks
(cost $177,065,416)

   $     192,499,445  
     

 

 

 


 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

Corporate Bonds - 0.5%

 

  

Construction Materials - 0.0%

 

$            125,000   

Standard Industries, Inc.
5.38%, 11/15/2024(6)

   $ 123,787  
     

 

 

 
  

Electric - 0.0%

 

100,000   

Abu Dhabi National Energy Co. PJSC
6.25%, 09/16/2019(6)

     103,416  
     

 

 

 
  

Home Builders - 0.1%

 

125,000   

Lennar Corp.
4.75%, 11/15/2022

     125,000  
30,000   

Toll Brothers Finance Corp.
4.00%, 12/31/2018

     29,985  
     

 

 

 
     154,985  
     

 

 

 
  

Iron/Steel - 0.0%

 

75,000   

AK Steel Corp.
7.63%, 10/01/2021

     76,313  
     

 

 

 
  

Mining - 0.1%

 

125,000   

New Gold, Inc.
6.38%, 05/15/2025(2)

     113,750  
125,000   

Teck Resources Ltd.
8.50%, 06/01/2024(2)

     137,656  
     

 

 

 
     251,406  
     

 

 

 
  

Oil & Gas - 0.1%

 

25,000   

Anadarko Petroleum Corp.
4.50%, 07/15/2044

     23,817  
GBP            100,000   

Gazprom OAO Via Gaz Capital S.A.
5.34%, 09/25/2020(6)

     139,188  
$              50,000   

Hess Corp.
5.60%, 02/15/2041

     51,699  
50,000   

Matador Resources Co.
6.88%, 04/15/2023

     52,562  
50,000   

Occidental Petroleum Corp.
4.40%, 04/15/2046

     51,420  
53,000   

Petrobras Global Finance B.V.
5.30%, 01/27/2025(2)

     50,660  
     

 

 

 
     369,346  
     

 

 

 
  

Oil & Gas Services - 0.1%

 

200,000   

Alpha Star Holding Ltd.
6.25%, 04/20/2022(6)

     191,408  
     

 

 

 
  

Pipelines - 0.1%

 

200,000   

Abu Dhabi Crude Oil Pipeline LLC
4.60%, 11/02/2047(6)

     193,760  
9,000   

Plains All American Pipeline L.P. / PAA Finance Corp.
3.65%, 06/01/2022

     8,848  
60,000   

Sunoco Logistics Partners Operations L.P.
5.95%, 12/01/2025

     64,686  
     

 

 

 
     267,294  
     

 

 

 
  

REITS - 0.0%

 

EUR            100,000   

Equinix, Inc.
2.88%, 10/01/2025

     113,993  
     

 

 

 
  

Total Corporate Bonds
(cost $1,694,244)

   $          1,651,948  
     

 

 

 

Foreign Government Obligations - 0.6%

 

  

Argentina - 0.1%

 

ARS         4,100,000   

Argentina POM Politica Monetaria
40.00%, 06/21/2020(7)

     149,781  
  

Argentine Republic Government International Bond

 

EUR            100,000   

3.38%, 01/15/2023

     106,469  
125,000   

5.00%, 01/15/2027(6)

     128,263  
     

 

 

 
     384,513  
     

 

 

 


 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

Greece - 0.0%

 

12,425,000   

Hellenic Republic Government Bond
1.00%, 10/15/2042(7)

   $ 53,264  
     

 

 

 
  

Japan - 0.3%

 

JPY      98,355,075   

Japanese Government CPI Linked Bond
0.10%, 03/10/2026(8)

     926,261  
     

 

 

 
  

Mexico - 0.1%

 

MXN        8,528,566   

Mexican Udibonos
2.00%, 06/09/2022(8)

     439,916  
     

 

 

 
  

South Korea - 0.1%

 

KRW    177,517,566   

Inflation Linked Korea Treasury Bond
1.00%, 06/10/2026(8)

     151,099  
     

 

 

 
  

Total Foreign Government Obligations
(cost $2,064,663)

   $ 1,955,053  
     

 

 

 

U.S. Government Securities - 17.8%

 

  

United States - 17.8%

 

  

U.S. Treasury Bonds - 3.4%

 

$        1,002,766   

2.38%, 01/15/2025(8)

   $ 1,100,386  
676,244   

3.63%, 04/15/2028(8)

     847,846  
579,847   

1.75%, 01/15/2028(8)

     625,685  
2,905,434   

2.00%, 01/15/2026(8)

     3,147,853  
116,783   

1.00%, 02/15/2046(8)

     118,407  
637,541   

2.38%, 01/15/2027(8)

     716,438  
496,741   

0.75%, 02/15/2045(8)

     474,506  
104,210   

0.88%, 02/15/2047(8)

     102,548  
3,119,394   

1.00%, 02/15/2048(8)

     3,169,159  
     

 

 

 
     10,302,828  
     

 

 

 
  

U.S. Treasury Notes - 14.4%

 

5,418,099   

0.63%, 01/15/2024(8)

     5,363,059  
4,627,439   

0.25%, 01/15/2025(8)

     4,459,623  
1,426,492   

1.88%, 07/15/2019(8)

     1,443,023  
2,572,469   

1.25%, 07/15/2020(8)(9)

     2,599,593  
2,147,532   

1.13%, 01/15/2021(8)

     2,159,988  
1,028,505   

0.63%, 07/15/2021(8)

     1,025,261  
1,106,984   

0.13%, 01/15/2022(8)

     1,079,562  
5,812,773   

0.13%, 01/15/2023(8)(9)

     5,636,457  
2,179,716   

0.38%, 07/15/2023(8)(9)

     2,142,568  
1,741,157   

0.13%, 07/15/2024(8)

     1,677,964  
1,542,572   

0.38%, 07/15/2025(8)

     1,500,554  
1,822,200   

0.63%, 01/15/2026(8)

     1,793,764  
2,133,162   

0.13%, 04/15/2021(8)

     2,086,374  
1,018,911   

0.13%, 07/15/2026(8)

     965,835  
1,341,089   

0.38%, 01/15/2027(8)

     1,288,330  
967,575   

0.38%, 07/15/2027(8)

     930,182  
7,644,877   

0.50%, 01/15/2028(8)

     7,387,257  
303,718   

0.63%, 04/15/2023(8)

     300,651  
     

 

 

 
        43,840,045  
     

 

 

 
        54,142,873  
     

 

 

 
  

Total U.S. Government Securities
(cost $55,181,370)

   $        54,142,873  
     

 

 

 

Convertible Bonds - 0.1%

 

  

Construction Materials - 0.1%

 

75,000   

Cemex S.A.B. de C.V.
3.72%, 03/15/2020

     76,300  
     

 

 

 
  

Electrical Components & Equipment - 0.0%

 

84,000   

SunPower Corp.
0.88%, 06/01/2021(5)

     65,516  
     

 

 

 
  

Total Convertible Bonds
(cost $149,961)

   $ 141,816  
     

 

 

 


 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

Exchange-Traded Funds - 2.2%

 

  

Investment Company Securities - 0.7%

 

88,647   

Invesco Senior Loan ETF

   $ 2,040,654  
     

 

 

 
  

Other Investment Pools & Funds - 1.5%

 

8,805   

iShares JP Morgan USD Emerging Markets Bond ETF

     960,273  
166,782   

VanEck Vectors Gold Miners ETF

     3,549,121  
     

 

 

 
        4,509,394  
     

 

 

 
  

Total Exchange-Traded Funds
(cost $6,743,259)

   $ 6,550,048  
     

 

 

 

Preferred Stocks - 0.1%

 

  

Materials - 0.0%

 

26,054   

Gerdau S.A.

     115,786  
     

 

 

 
  

Telecommunication Services - 0.0%

 

10,200   

Telefonica Brasil S.A.

     111,585  
     

 

 

 
  

Utilities - 0.1%

 

28,200   

Cia Paranaense de Energia

     154,025  
     

 

 

 
  

Total Preferred Stocks
(cost $425,009)

   $ 381,396  
     

 

 

 

Warrants - 0.0%

 

  

Energy - 0.0%

 

2,498   

Alta Mesa Resources, Inc. Expires 02/09/2023*

     2,748  
     

 

 

 
  

Total Warrants
(cost $6,163)

   $ 2,748  
     

 

 

 
  

Total Long-Term Investments
(cost $243,330,085)

   $     257,325,327  
     

 

 

 
     

Short-Term Investments - 15.9%

 

  

Other Investment Pools & Funds - 14.9%

 

45,450,360   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.82%(10)

     45,450,360  
     

 

 

 
  

Securities Lending Collateral - 1.0%

 

150,708   

Citibank NA DDCA, 1.91%, 08/01/2018(10)

     150,708  
1,549,402   

Goldman Sachs Financial Sq, Government Institutional Fund, 1.82%(10)

     1,549,402  
620,641   

Invesco Government & Agency Portfolio, 1.81%(10)

     620,641  
319,919   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.82%(10)

     319,919  
373,492   

Western Asset Institutional Government Class A Fund, 1.76%(10)

     373,492  
     

 

 

 
        3,014,162  
     

 

 

 
  

Total Short-Term Investments
(cost $48,464,522)

   $ 48,464,522  
     

 

 

 


 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

Total Investments Excluding Purchased Options
(cost $291,794,607)

     100.4%      $ 305,789,849  
  

Total Purchased Options
(cost $89,930)

     0.0%      $ 102,597  
     

 

 

    

 

 

 
  

Total Investments
(cost $291,884,537)

     100.4%      $ 305,892,446  
  

Other Assets and Liabilities

     (0.4)%        (1,339,980
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $     304,552,466  
     

 

 

    

 

 

 

 

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

 

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

 

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

 

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

 

The Consolidated Schedule of Investments includes investments held by The Hartford Cayman Global Real-Asset Fund, Ltd. (the “Subsidiary”), a wholly owned subsidiary of the Fund, which primarily invests in commodity-related instruments. The Fund may invest up to 25% of its total assets in the Subsidiary. As of July 31, 2018, the Fund invested 22.7% of its total assets in the Subsidiary.

 

*    Non-income producing.
(1)    Represents entire or partial securities on loan. See Note 2 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 July 31, 2018, the aggregate value of these securities was $626,874, which represented 0.2% of total net assets.
(3)    Investment valued using significant unobservable inputs.
(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 July 31, 2018, the aggregate fair value of this security was $1,034, 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 July 31, 2018, the aggregate value of this security was $66,550, which represented 0.0% of total net assets.
(6)    These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At July 31, 2018, the aggregate value of these securities was $879,822, which represented 0.3% 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.

 

OTC Option Contracts Outstanding at July 31, 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(1)

    HSBC       1.24 USD per EUR       01/31/19               535,000 EUR       535,000     $ 32,942     $ 11,989     $ 20,953  
         

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

 

                535,000     $ 32,942     $ 11,989     $ 20,953  
         

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)

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 July 31, 2018, the aggregate value of these securities was $32,942, which represented 0.0% of total net assets.


 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

Exchange-Traded Option Contracts Outstanding at July 31, 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        28        28,000      $ 14,560      $ 11,013      $ 3,547  
Brent Crude Oil Future Option      80.00 USD        11/14/18        33        33,000        13,860        13,969        (109
Brent Crude Oil Future Option      85.00 USD        05/16/19        33        33,000        26,730        15,652        11,078  
Gold Future Option      1,250.00 USD        09/25/18        8        800        7,680        11,977        (4,297
Silver Future Option      17.50 USD        11/27/18        3        15,000        1,875        9,277        (7,402
Soybean Future Option      950.00 USD        08/24/18        12        60,000        4,950        16,053        (11,103
           

 

 

    

 

 

    

 

 

    

 

 

 

Total Calls

              169,800      $ 69,655      $ 77,941      $ (8,286
           

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased option contracts

              169,800      $ 69,655      $ 77,941      $ (8,286
           

 

 

    

 

 

    

 

 

    

 

 

 

 

Exchange-Traded Options Contracts Outstanding at July 31, 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

                   
Silver Future Option      21.00 USD        11/27/18        (3     USD        (15,000   $ (330   $ (1,339   $ 1,009  
Soybean Future Option      1,000.00 USD        08/24/18        (12     USD        (60,000     (1,650     (8,667     7,017  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

                (75,000   $ (1,980   $ (10,006   $ 8,026  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

                (75,000   $ (1,980   $ (10,006   $ 8,026  
             

 

 

   

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at July 31, 2018  
Description   

Number     

of     

Contracts     

         Expiration Date       

Current

Notional

Amount

    

Value and
Unrealized

Appreciation/
(Depreciation)

 

Long position contracts:

 

Brent Crude Oil Future      43      08/31/2018    $ 3,191,030      $ (86,873
Brent Crude Oil Future      10      10/29/2021      659,100        84,987  
Coffee ‘C’ Future      29      12/18/2018      1,229,963        (20,639
Corn Future      198      09/14/2018      3,685,275        10,013  
Corn Future      26      12/13/2019      530,725        11,315  
Gasoline RBOB Future      9      08/31/2018      786,429        (22,723
Gold 100oz Future      11      10/29/2018      1,351,350        (1,284
Gold 100oz Future      19      12/27/2018      2,343,840        (1,885
KC Hard Red Winter Wheat Future      21      09/14/2018      584,325        (4,606
LME Copper Future      18      09/17/2018      2,832,300        (238,998
LME Copper Future      8      12/17/2018      1,262,600        8,027  
LME Nickel Future      13      09/17/2018      1,091,025        (15,837
LME Nickel Future      9      12/17/2018      760,536        17,097  
LME Primary Aluminum Future      40      09/17/2018      2,075,750        (201,341
LME Primary Aluminum Future      46      12/17/2018      2,401,775        (48,649
LME Zinc Future      21      09/17/2018      1,382,325        (283,288
LME Zinc Future      17      12/17/2018      1,113,075        16,478  
Lean Hogs Future      18      10/12/2018      365,220        (28,135
Lean Hogs Future      5      12/14/2018      93,100        243  
Live Cattle Future      14      10/31/2018      612,080        (4,365
NY Harbor ULSD Future      12      08/31/2018      1,077,250        (43,370


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Natural Gas Future      75      03/27/2019    $ 1,962,000      $ (47,818
Palladium Future      6      09/26/2018      559,140        (22,031
Silver Future      37      09/26/2018      2,878,415        (157,327
Soybean Future      38      09/14/2018      1,726,625        (70,400
Soybean Future      35      11/14/2018      1,608,250        39,682  
Soybean Meal Future      8      09/14/2018      271,920        (16,545
Soybean Meal Future      23      12/14/2018      785,220        (15,810
Soybean Oil Future      11      12/14/2018      193,380        (14,298
Sugar No. 11 Future      90      09/28/2018      1,063,440        (186,487
U.S. Treasury 5-Year Note Future      10      09/28/2018      1,131,250        (2,459
Uranium Future      114      12/31/2018      750,975        43,223  
WTI Crude Future      6      09/20/2018      405,780        (5,306
WTI Crude Future      18      11/19/2018      1,205,460        36,463  
Wheat Future      61      09/14/2018      1,688,937        61,100  
           

 

 

 

Total

 

   $ (1,211,846
           

 

 

 

Short position contracts:

 

Brent Crude Oil Future      1      10/31/2018    $ 74,430      $ (24,462
Cattle Feeder Future      15      08/30/2018        1,119,938        (31,696
Cattle Feeder Future      4      09/27/2018      299,150        847  
Cattle Feeder Future      10      10/25/2018      749,750        4,634  
Corn Future      12      12/14/2018      231,900        (3,407
Cotton No. 2 Future      6      12/06/2018      268,770        (8,721
ICE NewCastle Coal Future      3      08/31/2018      352,650        (85,786
ICE NewCastle Coal Future      3      09/28/2018      338,100        (71,236
ICE NewCastle Coal Future      5      10/26/2018      547,750        (76,560
ICE NewCastle Coal Future      4      11/30/2018      429,000        (54,448
ICE NewCastle Coal Future      4      12/28/2018      416,800        (42,248
ICE Rotterdam Coal Future      1      04/26/2019      87,150        1,338  
ICE Rotterdam Coal Future      1      05/31/2019      86,050        2,438  
ICE Rotterdam Coal Future      1      06/28/2019      85,750        2,738  
LME Copper Future      9      09/17/2018      1,416,150        (31
LME Nickel Future      9      09/17/2018      755,325        (17,292
LME Primary Aluminum Future      35      09/17/2018      1,816,281        28,025  
LME Primary Aluminum Future      20      12/17/2018      1,044,250        (5,708
LME Zinc Future      21      09/17/2018      1,382,325        24,454  
Live Cattle Future      6      04/30/2019      283,320        (1,140
Mini-10-Year JGB Future      1      09/11/2018      134,642        113  
Natural Gas Future      52      09/26/2018      1,454,960        (43,722
Natural Gas Future      9      02/26/2019      261,450        9,240  
Platinum Future      12      10/29/2018      507,480        39,428  
Robusta Coffee Future      42      09/24/2018      690,480        24,457  
Sugar No. 11 Future      12      02/28/2019      154,291        16,226  
U.S. Treasury 10-Year Note Future      1      09/19/2018      119,422        (252
U.S. Treasury 10-Year Ultra Future      56      09/19/2018      7,118,125        68,208  
U.S. Treasury Long Bond Future      1      09/19/2018      142,969        (1,041
U.S. Treasury Ultra Bond Future      4      09/19/2018      627,625        (5,635
WTI Crude Future      5      11/20/2019      316,750        (51,016
Wheat Future      34      12/14/2018      974,525        (159,631
Wheat Future      10      07/12/2019      296,125        829  
           

 

 

 

Total

 

   $ (461,057
           

 

 

 
  
           

 

 

 

Total futures contracts

 

   $   (1,672,903
           

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at July 31, 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 single-name issues:

 

  

Sell protection:

 

  

AK Steel Corp.

   GSC      USD        35,000        5.00 %/—      06/20/23        Quarterly      $ 1,236      $     —      $ 1,441      $ 205  
                   

 

 

    

 

 

    

 

 

    

 

 

 
                
                   

 

 

    

 

 

    

 

 

    

 

 

 

Total single-name issues

 

              $ 1,236      $      $ 1,441      $ 205  
                   

 

 

    

 

 

    

 

 

    

 

 

 
                
                   

 

 

    

 

 

    

 

 

    

 

 

 

Total OTC contracts

 

              $ 1,236      $      $ 1,441      $ 205  
                   

 

 

    

 

 

    

 

 

    

 

 

 


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments – (continued)

July 31, 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.

 

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

MXN-TIIE-Banxico-Bloomberg

     8.41% Fixed        MXN        9,125,000        09/06/28        Monthly        $ 3,512      $      $ 9,718      $ 6,206  

MXN-TIIE-Banxico-Bloomberg

     8.05% Fixed        MXN        3,430,000        09/06/28        Monthly                        (826)        (826)  
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total

 

         $ 3,512      $      $ 8,892      $ 5,380  
                 

 

 

    

 

 

    

 

 

    

 

 

 

 

OTC Total Return Swap Contracts Outstanding at July 31, 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 Corn Subindex   JPM     USD       183,393       (0.12 %)      05/31/19       Monthly     $ —       $ —       $ (138)     $ (138)  
Bloomberg Roll Select Energy   SGG     USD       279,954       (0.07 %)      11/30/18       Monthly       —         —         (15)       (15)  
Bloomberg Roll Select Energy   SGG     USD       824,420       (0.07 %)      01/31/19       Monthly       —         —         (45)       (45)  
Bloomberg Roll Select Energy   SGG     USD       592,038       (0.07 %)      02/28/19       Monthly       —         —         (34)       (34)  
Bloomberg Roll Select Energy   SGG     USD       2,180,853       (0.07 %)      02/28/19       Monthly       —         —         (124)       (124)  
Bloomberg Roll Select Energy   SGG     USD       328,523       (0.15 %)      06/28/19       Monthly       —         —               0  
Bloomberg Roll Select Industrial   SGG     USD       173,569       (0.11 %)      03/29/19       Monthly       —         —         (57)       (57)  
Bloomberg Roll Select Industrial   SGG     USD       1,341,681       (0.11 %)      05/31/19       Monthly       —         —         (1,098)       (1,098)  
Bloomberg Roll Select Industrial   SGG     USD       702,259       (0.11 %)      06/28/19       Monthly       —         —               0  
Bloomberg Roll Select Industrial   SGG     USD       756,909       (0.11 %)      07/31/19       Monthly       —         —               0  
Bloomberg Roll Select Industrial Agriculture   SGG     USD       2,130,961       (0.18 %)      05/31/19       Monthly       —         —         (1,617)       (1,617)  
Bloomberg Roll Select Industrial Agriculture   SGG     USD       826,504       (0.18 %)      07/31/19       Monthly       —         —               0  
Bloomberg Roll Select Precious   SGG     USD       95,287       (0.09 %)      11/30/18       Monthly       —         —         (7)       (7)  
Bloomberg Roll Select Precious   SGG     USD       394,084       (0.09 %)      07/31/19       Monthly       —         —               0  
Bloomberg Roll Select Precious   SGG     USD       367,070       (0.09 %)      01/31/19       Monthly       —         —         (26)       (26)  
Bloomberg Roll Select Precious   SGG     USD       508,200       (0.09 %)      02/28/19       Monthly       —         —         (29)       (29)  
Bloomberg Roll Select Precious   SGG     USD       2,120,392       (0.09 %)      02/28/19       Monthly       —         —         (119)       (119)  
Bloomberg Roll Select Precious   SGG     USD       952,711       (0.15 %)      06/28/19       Monthly       —         —               0  
Bloomberg Silver Subindex   JPM     USD       339,456       (0.07 %)      10/31/18       Monthly       —         —               0  
Bloomberg Soybean Meal Subindex   BCLY     USD       148,066       (0.35 %)      08/31/18       Monthly       —         —         (40)       (40)  
Bloomberg Soybean Meal Subindex   MSC     USD       316,120       (0.25 %)      12/31/18       Monthly       —         —         (59)       (59)  
Bloomberg Wheat Subindex   BCLY     USD       259,887             10/31/18       Monthly       —         —               0  


 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

S&P GSCI OCI Industrial Metals     GSC       USD       250,556       (0.10 %)      11/30/18       Monthly     $     —       $ —       $ (646)     $ (646)  
Silver Spot Index     GSC       USD       172,176       (1.00 %)      11/30/18       Maturity       —         —         (13,310)       (13,310)  
Uranium 308 Physical Spot     GSC       USD       247,189             12/31/18       Maturity       —         —         50,909       50,909  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

              $ —       $     —       $ 33,545     $ 33,545  
             

 

 

   

 

 

   

 

 

   

 

 

 

 

        Foreign Currency Contracts Outstanding at July 31, 2018

 

 
Amount and Description
of Currency to be
Purchased
     Amount and Description
of Currency to be
Sold
   Counterparty    Settlement
Date
       Appreciation          Depreciation    

325,000

     AUD          238,239      USD    RBC      08/03/18      $ 3,225      $ —   

3,030,000

     AUD          2,240,382      USD    GSC      08/31/18                    11,150        —   

325,000

     AUD          240,653      USD    BNP      08/31/18        848        —   

355,000

     BRL          95,546      USD    HSBC      08/01/18               (973

355,000

     BRL          95,645      USD    BCLY      08/01/18               (1,072

3,216,000

     BRL          829,850      USD    BOA      08/02/18        26,804        —   

60,000

     BRL          15,979      USD    HSBC      08/02/18        3        —   

3,156,000

     BRL          847,317      USD    BOA      09/05/18               (10,021

631,700,000

     CLP          973,899      USD    BCLY      08/31/18        17,244        —   

4,388,800,000

     COP          1,519,931      USD    BNP      08/31/18               (3,545

26,000

     EUR          30,482      USD    SSG      08/31/18               (7

    10,931,000,000

     IDR          753,083      USD    DEUT      08/31/18        2,264        —   

12,100,000

     KZT          34,700      USD    DEUT      08/29/18               (82

830,000

     MXN          44,522      USD    BNP      08/31/18               (229

2,050,000

     NOK          251,336      USD    MSC      08/31/18        329        —   

181,000

     NZD          122,915      USD    GSC      08/31/18        447        —   

2,515,000

     PEN          767,400      USD    BCLY      08/29/18        294        —   

15,583,000

     RUB          246,637      USD    GSC      08/31/18        1,862        —   

160,000

     THB          4,812      USD    BCLY      08/31/18        1        —   

6,000

     TRY          1,221      USD    GSC      08/31/18               (20

240,630

     USD          325,000      AUD    BNP      08/03/18               (834

125,698

     USD          170,000      AUD    GSC      08/31/18               (626

95,546

     USD          355,000      BRL    BCLY      08/01/18        973        —   

90,905

     USD          355,000      BRL    HSBC      08/01/18               (3,668

850,674

     USD          3,156,000      BRL    BOA      08/02/18        10,003        —   

15,979

     USD          60,000      BRL    BOA      08/02/18               (3

15,363

     USD          60,000      BRL    HSBC      08/02/18               (619

95,276

     USD          355,000      BRL    BCLY      09/05/18        1,093        —   

2,297

     USD          3,000      CAD    RBC      08/31/18               (11

7,107,101

     USD          6,062,000      EUR    SSG      08/31/18        1,649        —   

141,944

     USD          108,000      GBP    CBK      08/31/18               —   

466,160

     USD          51,628,000      JPY    CBA      08/31/18        3,450        —   

466,054

     USD          51,629,000      JPY    NOM      08/31/18        3,335        —   

146,901

     USD          164,882,000      KRW    JPM      08/31/18               (592

308,109

     USD          5,779,000      MXN    RBC      08/31/18               (289

9,620,000

     ZAR          725,226      USD    BOA      08/31/18        2,278        —   
                 

 

 

 

Total

 

   $ 87,252      $ (22,591
  

 

 

 

 

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

 

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

Barclays

  
BNP   

BNP Paribas Securities Services

  
BOA   

Banc of America Securities LLC

  
CBA   

Commonwealth Bank of Australia

  
CBK   

Citibank NA

  
DEUT   

Deutsche Bank Securities, Inc.

  
GSC   

Goldman Sachs & Co.

  
HSBC   

HSBC Bank USA

  
JPM   

JP Morgan Chase & Co.

  
MSC   

Morgan Stanley

  
NOM   

Nomura International

  


 

  The Hartford Global Real Asset Fund (consolidated)

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

RBC   

RBC Dominion Securities, Inc.

  
SGG   

Societe Generale Group

  
SSG   

State Street Global Markets LLC

  
Currency Abbreviations:     
ARS   

Argentine Peso

  
AUD   

Australian Dollar

  
BRL   

Brazilian Real

  
CAD   

Canadian Dollar

  
CLP   

Chilean Peso

  
COP   

Colombian Peso

  
EUR   

Euro

  
GBP   

British Pound

  
IDR   

Indonesian Rupiah

  
JPY   

Japanese Yen

  
KRW   

South Korean Won

  
KZT   

Kazakhstani Tenge

  
MXN   

Mexican Peso

  
NOK   

Norwegian Krone

  
NZD   

New Zealand Dollar

  
PEN   

Peruvian Sol

  
RUB   

Russian Ruble

  
THB   

Thai Baht

  
TRY   

Turkish Lira

  
USD   

United States Dollar

  
ZAR   

South African Rand

  
Index Abbreviations:     
CPI   

Consumer Price Index

  
GSCI   

Goldman Sachs Commodity

  
S&P   

Standard & Poors

  
Other Abbreviations:     
ADR   

American Depositary Receipt

  
DDCA   

Dollars on Deposit in Custody Account

  
ETF   

Exchange-Traded Fund

  
GDR   

Global Depositary Receipt

  
ICE   

Intercontinental Exchange, Inc.

  
LME   

London Metal Exchange

  
OJSC   

Open Joint Stock Company

  
OTC   

Over-the-Counter

  
PJSC   

Private Joint Stock Company

  
REIT   

Real Estate Investment Trust

  
TIIE   

Interbank Equilibrium Interest Rate

  


 

The Hartford Global Real Asset Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

        

Common Stocks

        

Automobiles & Components

   $ 265,462     $     $ 265,462     $  

Banks

     3,804,925             3,804,925        

Capital Goods

     7,445,308       5,880,702       1,563,572       1,034  

Commercial & Professional Services

     1,321,459       929,603       391,856        

Consumer Durables & Apparel

     1,259,778       1,259,778              

Diversified Financials

     1,324,433       629,061       695,372        

Energy

     108,622,938       84,048,358       24,574,580        

Food & Staples Retailing

     440,164       128,416       311,748        

Food, Beverage & Tobacco

     4,189,903       3,267,322       922,581        

Insurance

     1,445,749             1,445,749        

Materials

     39,374,297       18,286,503       21,087,794        

Media

     580,817       580,817              

Pharmaceuticals, Biotechnology & Life Sciences

     73,101             73,101        

Real Estate

     1,605,157       1,605,157              

Retailing

     145,866             145,866        

Semiconductors & Semiconductor Equipment

     181,842       20,940       160,902        

Software & Services

     362,547             362,547        

Telecommunication Services

     2,719,185             2,719,185        

Transportation

     2,370,166       1,196,173       1,173,993        

Utilities

     14,966,348       5,922,063       9,044,285        

Corporate Bonds

     1,651,948             1,651,948        

Foreign Government Obligations

     1,955,053             1,955,053        

U.S. Government Securities

     54,142,873             54,142,873        

Convertible Bonds

     141,816             141,816        

Exchange-Traded Funds

     6,550,048       6,550,048              

Preferred Stocks

     381,396       381,396              

Warrants

     2,748       2,748              

Short-Term Investments

     48,464,522       48,464,522              

Purchased Options

     102,597       69,655       32,942        

Foreign Currency Contracts(2)

     87,252             87,252        

Futures Contracts(2)

     551,603       551,603              

Swaps - Credit Default(2)

     205             205        

Swaps - Interest Rate(2)

     6,206             6,206        

Swaps - Total Return(2)

     50,909             50,909        
  

 

 

 

 

 

 

   

 

 

   

 

 

 

Total

   $     306,588,621     $     179,774,865     $     126,812,722     $ 1,034  
  

 

 

 

 

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (22,591   $     $ (22,591   $  

Futures Contracts(2)

     (2,224,506     (2,224,506            

Swaps - Interest Rate(2)

     (826           (826      

Swaps - Total Return(2)

     (17,364           (17,364      

Written Options

     (1,980     (1,980            
  

 

 

 

 

 

 

   

 

 

   

 

 

 

Total

   $ (2,267,267   $ (2,226,486   $ (40,781   $             —  
  

 

 

 

 

 

 

   

 

 

   

 

 

 

 

(1)

For the period ended July 31,2018, investments valued at $1,502,015 were transferred from Level 1 to Level 2 due to the application of a fair valuation model factor; investments valued at $747,089 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 period ended July 31, 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 Hartford Growth Allocation Fund

    

Schedule of Investments

July 31, 2018 (Unaudited)

 

Shares or Principal Amount      Market Value  

Affiliated Investment Companies - 99.8%

 

   Alternative Funds - 6.1%

 

1,670,157   

Hartford Real Total Return Fund, Class F

 

   $ 13,277,749  
2,814,736   

The Hartford Global Real Asset Fund, Class F

 

     27,134,055  
        

 

 

 
  

Total Alternative Funds
(cost $40,074,452)

 

   $ 40,411,804  
        

 

 

 
   Domestic Equity Funds - 57.3%

 

3,421,722   

Hartford Core Equity Fund, Class F

 

     106,894,601  
1,456,460   

Hartford Multifactor US Equity ETF

 

     47,301,889  
2,472,804   

Hartford Quality Value Fund, Class F

 

     51,557,958  
1,921,209   

Hartford Small Cap Core Fund, Class F

 

     28,664,437  
4,036,092   

The Hartford Equity Income Fund, Class F

 

     82,255,546  
503,623   

The Hartford Growth Opportunities Fund, Class F

 

     25,800,600  
1,070,479   

The Hartford MidCap Fund, Class F

 

     36,374,884  
        

 

 

 
  

Total Domestic Equity Funds
(cost $338,568,034)

 

   $ 378,849,915  
        

 

 

 
   International/Global Equity Funds - 20.0%

 

903,260   

Hartford Multifactor Developed Markets ex-US ETF

 

     26,230,670  
4,720,345   

Hartford Schroders International Multi-Cap Value Fund, Class F

 

     47,156,246  
3,127,181   

The Hartford International Opportunities Fund, Class F

 

     52,098,832  
443,922   

The Hartford International Small Company Fund, Class F

 

     7,093,876  
        

 

 

 
  

Total International/Global Equity Funds
(cost $125,847,555)

 

   $ 132,579,624  
        

 

 

 
   Multi-Strategy Funds - 4.1%

 

2,525,487   

The Hartford Global All-Asset Fund, Class F

 

     27,123,734  
        

 

 

 
  

Total Multi-Strategy Funds
(cost $27,815,085)

 

   $ 27,123,734  
        

 

 

 
   Taxable Fixed Income Funds - 12.3%

 

1,420,070   

Hartford Schroders Emerging Markets Multi-Sector Bond Fund, Class F

 

     12,922,635  
2,795,976   

The Hartford Quality Bond Fund, Class F

 

     27,120,968  
1,415,191   

The Hartford Short Duration Fund, Class F

 

     13,783,961  
786,511   

The Hartford Strategic Income Fund, Class F

 

     6,779,728  
1,916,881   

The Hartford World Bond Fund, Class F

 

     20,548,964  
        

 

 

 
  

Total Taxable Fixed Income Funds
(cost $82,699,793)

 

   $ 81,156,256  
        

 

 

 
  

Total Affiliated Investment Companies
(cost $615,004,919)

 

   $ 660,121,333  
        

 

 

 
  

Total Long-Term Investments
(cost $615,004,919)

      $ 660,121,333  
        

 

 

 

Short-Term Investments - 0.3%

 

   Other Investment Pools & Funds - 0.3%

 

2,323,185   

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class, 1.82%(1)

 

     2,323,185  
        

 

 

 
  

Total Short-Term Investments
(cost $2,323,185)

 

   $ 2,323,185  
        

 

 

 
  

Total Investments
(cost $617,328,104)

     100.1%      $ 662,444,518  
  

Other Assets and Liabilities

     (0.1)%        (732,069
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $     661,712,449  
     

 

 

    

 

 

 

 

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.


 

The Hartford Growth Allocation Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

    

Other Abbreviations:

    
ETF   

Exchange-Traded Fund

  


 

The Hartford Growth Allocation Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Affiliated Investment Companies

   $     660,121,333      $ 660,121,333      $      $  

Short-Term Investments

     2,323,185        2,323,185                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 662,444,518      $     662,444,518      $                 —      $                 —  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2018, there were no transfers between any levels.


 

  The Hartford Healthcare Fund

 

 

  Schedule of Investments

  July 31, 2018 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Common Stocks - 97.7%

 

   Biotechnology - 27.0%

 

838,179   

Aduro Biotech, Inc.*(1)

   $ 4,903,347  
127,652   

Aimmune Therapeutics, Inc.*

     3,691,696  
309,005   

Alder Biopharmaceuticals, Inc.*

     5,855,645  
529,406   

Alkermes plc*

     23,214,453  
143,415   

Alnylam Pharmaceuticals, Inc.*

     13,624,425  
163,928   

Arena Pharmaceuticals, Inc.*

     6,325,982  
233,535   

Audentes Therapeutics, Inc.*

     8,792,593  
43,147   

Biogen, Inc.*

     14,427,062  
45,638   

Biohaven Pharmaceutical Holding Co., Ltd.*

     1,575,424  
104,137   

Bluebird Bio, Inc.*

     16,130,821  
258,913   

Calithera Biosciences, Inc.*

     1,152,163  
159,398   

Celgene Corp.*

     14,360,166  
392,788   

Clementia Pharmaceuticals, Inc.*(1)

     3,978,942  
928,526   

Coherus Biosciences, Inc.*

     17,688,420  
481,248   

Cytokinetics, Inc.*

     3,537,173  
334,000   

Forty Seven, Inc.*

     5,437,520  
282,384   

G1 Therapeutics, Inc.*

     14,500,418  
78,512   

Galapagos N.V.*

     8,638,706  
71,190   

Genmab A/S*

     12,197,457  
254,319   

Global Blood Therapeutics, Inc.*

     10,630,534  
523,249   

GlycoMimetics, Inc.*(1)

     7,686,528  
237,366   

Heron Therapeutics, Inc.*

     8,889,357  
126,438   

Incyte Corp.*

     8,413,185  
85,652   

Innate Pharma S.A.*(1)

     489,801  
460,233   

Ironwood Pharmaceuticals, Inc.*

     8,873,292  
470,304   

Karyopharm Therapeutics, Inc.*

     8,362,005  
221,601   

Loxo Oncology, Inc.*

     37,138,112  
333,139   

Momenta Pharmaceuticals, Inc.*

     9,860,914  
204,970   

Neon Therapeutics, Inc.*

     2,264,918  
358,877   

Nightstar Therapeutics plc ADR*

     6,348,534  
502,763   

Portola Pharmaceuticals, Inc.*

     17,998,915  
175,771   

Radius Health, Inc.*

     4,218,504  
38,255   

Regeneron Pharmaceuticals, Inc.*

     14,078,223  
1,621,062   

Rigel Pharmaceuticals, Inc.*

     4,571,395  
473,491   

Seattle Genetics, Inc.*

     33,333,766  
595,201   

Syndax Pharmaceuticals, Inc.*

     4,011,655  
101,427   

TESARO, Inc.*(1)

     3,532,702  
680,062   

Trevena, Inc.*

     1,047,295  
105,953   

Ultragenyx Pharmaceutical, Inc.*

     8,381,942  
137,614   

UroGen Pharma Ltd.*

     6,220,153  
139,411   

Vertex Pharmaceuticals, Inc.*

     24,403,896  
104,222   

Zealand Pharma A/S ADR*

     1,496,628  
     

 

 

 
               412,284,667  
     

 

 

 
   Drug Retail - 0.7%

 

109,844   

Walgreens Boots Alliance, Inc.

     7,427,651  
27,254   

Zur Rose Group AG*(1)

     3,433,315  
     

 

 

 
        10,860,966  
     

 

 

 
  

Health Care Distributors - 1.9%

 

193,720   

Cardinal Health, Inc.

     9,676,314  
146,970   

McKesson Corp.

     18,459,432  
     

 

 

 
        28,135,746  
     

 

 

 
  

Health Care Equipment - 21.9%

 

496,970   

Abbott Laboratories

     32,571,414  
285,906   

AtriCure, Inc.*

     8,191,207  
107,313   

Baxter International, Inc.

     7,774,827  
109,546   

Becton Dickinson and Co.

     27,427,032  
1,430,919   

Boston Scientific Corp.*

     48,093,188  
116,170   

Danaher Corp.

     11,916,719  
137,494   

Edwards Lifesciences Corp.*

     19,586,020  
444,188   

Globus Medical, Inc. Class A*

     22,866,798  
593,890   

K2M Group Holdings, Inc.*

     12,097,539  


 

  The Hartford Healthcare Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

176,981   

Koninklijke Philips N.V.

   $ 7,769,386  
743,896   

Medtronic plc

     67,121,736  
94,566   

NuVasive, Inc.*

     5,489,556  
50,573   

Siemens Healthineers AG*(2)

     2,252,844  
231,808   

Stryker Corp.

     37,842,656  
57,886   

Teleflex, Inc.

     15,786,091  
68,001   

Zimmer Biomet Holdings, Inc.

     8,535,486  
     

 

 

 
        335,322,499  
     

 

 

 
  

Health Care Facilities - 2.9%

 

234,535   

Acadia Healthcare Co., Inc.*

     9,259,442  
3,683,500   

China Resources Phoenix Healthcare Holdings Co., Ltd.(1)

     3,425,657  
16,564   

Georgia Healthcare Group plc*(2)

     55,440  
167,049   

HCA Healthcare, Inc.

     20,752,497  
94,236   

LifePoint Health, Inc.*

     6,106,493  
42,237   

Universal Health Services, Inc. Class B

     5,157,138  
     

 

 

 
        44,756,667  
     

 

 

 
  

Health Care Supplies - 0.9%

 

98,659   

DENTSPLY SIRONA, Inc.

     4,746,484  
401,998   

Endologix, Inc.*

     2,046,170  
421,645   

OraSure Technologies, Inc.*

     7,079,420  
     

 

 

 
        13,872,074  
     

 

 

 
  

Health Care Technology - 2.9%

 

120,147   

athenahealth, Inc.*

     18,107,354  
102,172   

Cerner Corp.*

     6,342,838  
399,046   

HMS Holdings Corp.*

     9,549,171  
181,418   

Teladoc, Inc.*(1)

     10,857,867  
     

 

 

 
        44,857,230  
     

 

 

 
  

Life Sciences Tools & Services - 3.9%

 

55,873   

ICON plc*

     7,775,287  
155,865   

Syneos Health, Inc.*

     7,680,248  
4,491   

Tecan Group AG

     1,139,428  
183,568   

Thermo Fisher Scientific, Inc.

     43,052,203  
     

 

 

 
        59,647,166  
     

 

 

 
  

Managed Health Care - 11.7%

 

34,854   

Aetna, Inc.

     6,566,145  
107,980   

Anthem, Inc.

     27,318,940  
63,928   

Centene Corp.*

     8,331,736  
83,208   

Cigna Corp.

     14,929,179  
26,369   

Humana, Inc.

     8,284,613  
49,532   

Molina Healthcare, Inc.*

     5,155,786  
367,885   

UnitedHealth Group, Inc.

     93,155,840  
57,546   

WellCare Health Plans, Inc.*

     15,388,951  
     

 

 

 
               179,131,190  
     

 

 

 
  

Pharmaceuticals - 23.9%

 

266,623   

Allergan plc

     49,082,628  
190,766   

Amneal Pharmaceuticals, Inc.*

     3,656,984  
158,100   

Assembly Biosciences, Inc.*

     6,992,763  
923,374   

AstraZeneca plc ADR

     36,131,625  
979,958   

Bristol-Myers Squibb Co.

     57,572,533  
115,890   

Chugai Pharmaceutical Co., Ltd.

     5,894,826  
404,387   

Clearside Biomedical, Inc.*

     3,603,088  
215,743   

Dermira, Inc.*

     2,101,337  
261,570   

Eisai Co., Ltd.

     22,519,123  
426,924   

Eli Lilly & Co.

     42,184,360  
278,999   

Evolus, Inc.*(1)

     5,485,120  
63,941   

Hikma Pharmaceuticals plc

     1,375,938  
164,802   

Intersect ENT, Inc.*

     5,331,345  
53,605   

Johnson & Johnson

     7,103,735  
84,005   

Kala Pharmaceuticals, Inc.*

     1,066,023  
413,857   

Medicines Co.*(1)

     16,442,539  
1,020,809   

MediWound Ltd.*

     6,226,935  
476,306   

Mylan N.V.*

     17,770,977  


 

The Hartford Healthcare Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

317,880   

MyoKardia, Inc.*

 

   $ 18,246,312  
1,464,866   

Nabriva Therapeutics plc*(1)

 

     3,969,787  
369,060   

Ono Pharmaceutical Co., Ltd.

 

     8,720,615  
299,364   

Revance Therapeutics, Inc.*

 

     8,606,715  
145,110   

Shionogi & Co., Ltd.

 

     7,920,473  
3,668,150   

Sino Biopharmaceutical Ltd.

 

     5,023,978  
72,450   

Takeda Pharmaceutical Co., Ltd.

 

     3,059,048  
216,098   

Teva Pharmaceutical Industries Ltd. ADR

 

     5,173,386  
85,000   

Tricida, Inc.*

 

     2,010,250  
144,065   

UCB S.A.

 

     12,385,940  
        

 

 

 
           365,658,383  
        

 

 

 
  

Total Common Stocks
(cost $1,188,613,899)

 

   $ 1,494,526,588  
        

 

 

 
  

Total Long-Term Investments
(cost $1,188,613,899)

      $ 1,494,526,588  
        

 

 

 

Short-Term Investments - 3.7%

 

   Other Investment Pools & Funds - 1.6%

 

25,166,822   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,1.82%(3)

 

     25,166,822  
        

 

 

 
   Securities Lending Collateral - 2.1%

 

1,568,160   

Citibank NA DDCA, 1.91%, 08/01/2018(3)

 

     1,568,160  
16,121,962   

Goldman Sachs Financial Sq, Government Institutional Fund, 1.82%(3)

 

     16,121,962  
6,457,938   

Invesco Government & Agency Portfolio, 1.81%(3)

 

     6,457,939  
3,328,851   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.82%(3)

 

     3,328,851  
3,886,291   

Western Asset Institutional Government Class A Fund, 1.76%(3)

 

     3,886,291  
        

 

 

 
           31,363,203  
        

 

 

 
  

Total Short-Term Investments
(cost $56,530,025)

 

   $ 56,530,025  
  

Total Investments
(cost $1,245,143,924)

     101.4%      $ 1,551,056,613  
  

Other Assets and Liabilities

     (1.4)%        (21,028,976
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $     1,530,027,637  
     

 

 

    

 

 

 

 

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 2 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 July 31, 2018, the aggregate value of these securities was $2,308,284, which represented 0.2% of total net assets.
(3)   Current yield as of period end.

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

    

Other Abbreviations:

    
ADR   

American Depositary Receipt

  
DDCA   

Dollars on Deposit in Custody Account

  


 

The Hartford Healthcare Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Biotechnology

   $ 412,284,667      $ 390,958,703      $ 21,325,964      $  

Drug Retail

     10,860,966        7,427,651        3,433,315         

Health Care Distributors

     28,135,746        28,135,746                

Health Care Equipment

     335,322,499        327,553,113        7,769,386         

Health Care Facilities

     44,756,667        41,331,010        3,425,657         

Health Care Supplies

     13,872,074        13,872,074                

Health Care Technology

     44,857,230        44,857,230                

Life Sciences Tools & Services

     59,647,166        58,507,738        1,139,428         

Managed Health Care

     179,131,190        179,131,190                

Pharmaceuticals

     365,658,383        298,758,442        66,899,941         

Short-Term Investments

     56,530,025        56,530,025                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,551,056,613      $     1,447,062,922      $     103,993,691      $                 —  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2018, investments valued at $5,724,284 were transferred from Level 1 to Level 2 due to the application of a fair valuation model factor; there were no transferred from Level 2 to Level 1.

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


 

The Hartford High Yield Fund

    

Schedule of Investments

July 31, 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)(11)

   $  
     

 

 

 
  

Total Asset & Commercial Mortgage Backed Securities
(cost $915,920)

   $  
     

 

 

 

Corporate Bonds - 87.3%

 

  

Aerospace/Defense - 0.4%

  
  

DAE Funding LLC

  
430,000   

4.50%, 08/01/2022(1)

     423,550  
865,000   

5.00%, 08/01/2024(1)

     849,863  
     

 

 

 
        1,273,413  
     

 

 

 
  

Auto Manufacturers - 0.1%

  
480,000   

Tesla, Inc.
5.30%, 08/15/2025(1)

     424,800  
     

 

 

 
  

Auto Parts & Equipment - 0.2%

  
835,000   

Goodyear Tire & Rubber Co.
5.00%, 05/31/2026

     778,638  
     

 

 

 
  

Biotechnology - 0.1%

  
430,000   

Sotera Health Topco, Inc. (8.13% Cash, 8.88% PIK)
8.13%, 11/01/2021(1)(3)

     434,752  
     

 

 

 
  

Chemicals - 0.8%

  
  

Chemours Co.

  
1,117,000   

6.63%, 05/15/2023

     1,170,057  
1,560,000   

7.00%, 05/15/2025

     1,669,200  
     

 

 

 
                 2,839,257  
     

 

 

 
  

Coal - 2.6%

  
1,615,000   

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

     1,655,375  
2,830,000   

Foresight Energy LLC / Foresight Energy Finance Corp.
11.50%, 04/01/2023(1)(11)

     2,525,775  
2,830,000   

Peabody Energy Corp.
6.38%, 03/31/2025(1)

     3,013,950  
1,830,000   

Warrior Met Coal, Inc.
8.00%, 11/01/2024(1)

     1,891,762  
     

 

 

 
        9,086,862  
     

 

 

 
  

Commercial Banks - 5.2%

  
  

Banco Bilbao Vizcaya Argentaria S.A.

  
2,600,000   

5 year USD Swap + 3.870%, 6.13%, 11/16/2027(4)(5)

     2,392,000  
EUR         800,000   

5 year EUR Swap + 6.155%, 7.00%, 02/19/2019(4)(5)(6)

     958,837  
800,000   

5 year EUR Swap + 9.177%, 8.88%, 04/14/2021(4)(5)(6)

     1,061,381  
1,600,000   

Banco de Sabadell S.A.
5 year EUR Swap + 6.414%, 6.50%, 05/18/2022(4)(5)(6)

     1,933,169  
  

BNP Paribas S.A.

  
$         535,000   

5 year USD Swap + 2.838%, 5.13%, 11/15/2027(1)(4)(5)

     475,481  
1,050,000   

5 year USD Swap + 6.314%, 7.63%, 03/30/2021(1)(4)(5)

     1,118,250  
  

Credit Agricole S.A.

  
395,000   

5 year USD Swap + 4.898%, 7.88%, 01/23/2024(1)(4)(5)

     420,241  
505,000   

5 year USD Swap + 6.185%, 8.13%, 12/23/2025(1)(4)(5)

     554,237  
2,460,000   

Credit Suisse Group AG
5 year USD Swap + 3.455%, 6.25%, 12/18/2024(4)(5)(6)

     2,469,225  
1,860,000   

Freedom Mortgage Corp.
8.13%, 11/15/2024(1)

     1,813,500  
725,000   

Intesa Sanpaolo S.p.A.
5 year USD Swap + 5.462%, 7.70%, 09/17/2025(1)(4)(5)

     692,375  
1,600,000   

Royal Bank of Scotland Group plc
3 mo. USD LIBOR + 2.320%, 4.65%, 09/30/2027(4)(5)

     1,527,200  
1,130,000   

Societe Generale S.A.
5 year USD Swap + 6.394%, 8.25%, 11/29/2018(4)(5)(6)

     1,146,564  
1,415,000   

UniCredit S.p.A.
5 year USD Swap + 5.180%, 8.00%, 06/03/2024(4)(5)(6)

     1,364,971  
     

 

 

 
        17,927,431  
     

 

 

 


 

The Hartford High Yield Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Commercial Services - 4.4%

 

$         426,000   

ACE Cash Express, Inc.
12.00%, 12/15/2022(1)

   $ 451,560  
  

APX Group, Inc.

 

1,360,000   

7.63%, 09/01/2023

     1,228,556  
2,395,000   

7.88%, 12/01/2022

     2,412,963  
  

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

 

2,160,000   

5.25%, 03/15/2025(1)

     1,987,200  
1,180,000   

5.50%, 04/01/2023

     1,162,300  
1,640,000   

Brand Industrial Services, Inc.
8.50%, 07/15/2025(1)

     1,672,800  
1,720,000   

Garda World Security Corp.
8.75%, 05/15/2025(1)

     1,728,600  
  

Herc Rentals, Inc.

 

774,000   

7.50%, 06/01/2022(1)

     816,570  
1,364,000   

7.75%, 06/01/2024(1)

     1,461,635  
460,000   

Service Corp. International
4.63%, 12/15/2027

     437,000  
  

United Rentals North America, Inc.

 

560,000   

4.63%, 10/15/2025

     540,400  
1,025,000   

5.88%, 09/15/2026

     1,040,375  
     

 

 

 
        14,939,959  
     

 

 

 
  

Construction Materials - 1.0%

 

1,650,000   

Cemex Finance LLC
6.00%, 04/01/2024(1)

     1,706,430  
1,760,000   

Standard Industries, Inc.
5.38%, 11/15/2024(1)

     1,742,928  
     

 

 

 
        3,449,358  
     

 

 

 
  

Distribution/Wholesale - 0.1%

 

420,000   

American Builders & Contractors Supply Co., Inc.
5.75%, 12/15/2023(1)

     431,550  
     

 

 

 
  

Diversified Financial Services - 5.8%

 

710,000   

FBM Finance, Inc.
8.25%, 08/15/2021(1)

     738,400  
735,000   

Fly Leasing Ltd.
5.25%, 10/15/2024

     692,738  
1,625,000   

goeasy Ltd.
7.88%, 11/01/2022(1)

     1,706,429  
  

Nationstar Mortgage LLC / Nationstar Capital Corp.

 

1,905,000   

6.50%, 08/01/2018

     1,905,000  
171,000   

7.88%, 10/01/2020

     174,420  
  

Navient Corp.

 

560,000   

5.50%, 01/25/2023

     547,400  
340,000   

5.63%, 08/01/2033

     290,700  
1,764,000   

5.88%, 10/25/2024

     1,706,670  
2,535,000   

6.13%, 03/25/2024

     2,496,975  
1,106,000   

6.50%, 06/15/2022

     1,129,503  
856,000   

7.25%, 09/25/2023

     896,660  
  

Springleaf Finance Corp.

 

525,000   

5.25%, 12/15/2019

     533,531  
820,000   

6.13%, 05/15/2022

     838,450  
575,000   

6.88%, 03/15/2025

     583,625  
705,000   

7.75%, 10/01/2021

     761,400  
1,935,000   

8.25%, 12/15/2020

     2,094,637  
2,535,000   

Tempo Acquisition LLC / Tempo Acquisition Finance Corp.
6.75%, 06/01/2025(1)

     2,450,584  
335,000   

Vantiv LLC / Vanity Issuer Corp.
4.38%, 11/15/2025(1)

     316,994  
     

 

 

 
               19,864,116  
     

 

 

 


 

The Hartford High Yield Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

   Electric - 0.8%   
$      2,570,000   

AES Corp.
5.13%, 09/01/2027

   $          2,595,700  
     

 

 

 
   Electrical Components & Equipment - 0.5%   
EUR      1,325,000   

Energizer Gamma Acquisition B.V.
4.63%, 07/15/2026(1)

     1,582,003  
     

 

 

 
   Entertainment - 2.5%   
$      1,370,000   

Caesars Resort Collection LLC / CRC Finco, Inc.
5.25%, 10/15/2025(1)

     1,318,625  
1,605,000   

Eldorado Resorts, Inc.
6.00%, 04/01/2025

     1,621,050  
1,920,000   

Jacobs Entertainment, Inc.
7.88%, 02/01/2024(1)

     2,006,400  
2,170,000   

Penn National Gaming, Inc.
5.63%, 01/15/2027(1)

     2,047,981  
1,410,000   

Pinnacle Entertainment, Inc.
5.63%, 05/01/2024

     1,476,975  
230,000   

Scientific Games International, Inc.
5.00%, 10/15/2025(1)

     221,377  
     

 

 

 
        8,692,408  
     

 

 

 
  

Environmental Control - 0.8%

  
2,551,000   

Tervita Escrow Corp.
7.63%, 12/01/2021(1)

     2,634,800  
     

 

 

 
   Food - 1.9%   
  

Post Holdings, Inc.

  
2,660,000   

5.00%, 08/15/2026(1)

     2,507,050  
1,395,000   

5.63%, 01/15/2028(1)

     1,328,737  
990,000   

5.75%, 03/01/2027(1)

     962,775  
1,870,000   

TreeHouse Foods, Inc.
4.88%, 03/15/2022

     1,870,561  
     

 

 

 
        6,669,123  
     

 

 

 
  

Gas - 0.2%

  
640,000   

AmeriGas Partners L.P. / AmeriGas Finance Corp.
5.50%, 05/20/2025

     619,200  
     

 

 

 
   Healthcare-Products - 0.8%   
2,595,000   

Sotera Health Holdings LLC
6.50%, 05/15/2023(1)

     2,633,925  
     

 

 

 
   Healthcare-Services - 3.6%   
360,000   

Charles River Laboratories International, Inc.
5.50%, 04/01/2026(1)

     364,500  
  

Envision Healthcare Corp.

  
440,000   

5.13%, 07/01/2022(1)

     444,125  
705,000   

5.63%, 07/15/2022

     720,863  
2,645,000   

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

     2,754,106  
  

HCA, Inc.

  
2,215,000   

5.38%, 02/01/2025

     2,242,687  
1,135,000   

5.88%, 05/01/2023

     1,187,494  
1,776,000   

7.50%, 11/15/2095

     1,744,920  
2,800,000   

West Street Merger Sub, Inc.
6.38%, 09/01/2025(1)

     2,723,000  
     

 

 

 
        12,181,695  
     

 

 

 
  

Home Builders - 2.3%

  
1,915,000   

AV Homes, Inc.
6.63%, 05/15/2022

     1,972,450  
  

Beazer Homes USA, Inc.

  
460,000   

5.88%, 10/15/2027

     403,650  
705,000   

6.75%, 03/15/2025

     662,700  
1,210,000   

8.75%, 03/15/2022

     1,285,081  
1,030,000   

KB Home
7.00%, 12/15/2021

     1,085,496  


 

The Hartford High Yield Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

M/I Homes, Inc.

  
$         780,000   

5.63%, 08/01/2025

   $ 731,484  
1,595,000   

6.75%, 01/15/2021

     1,630,887  
     

 

 

 
              7,771,748  
     

 

 

 
  

Household Products - 0.4%

 

2,715,000   

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

     1,438,950  
     

 

 

 
  

Household Products/Wares - 0.5%

 

EUR      1,505,000   

Diamond (BC) B.V.
5.63%, 08/15/2025(1)

     1,619,575  
     

 

 

 
  

Insurance - 1.3%

 

  

Genworth Holdings, Inc.

 

$         135,000   

4.80%, 02/15/2024

     119,475  
890,000   

4.90%, 08/15/2023

     805,450  
505,000   

7.20%, 02/15/2021

     524,897  
280,000   

7.63%, 09/24/2021

     291,200  
45,000   

7.70%, 06/15/2020

     46,575  
445,000   

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

     458,773  
2,205,000   

USIS Merger Sub, Inc.
6.88%, 05/01/2025(1)

     2,177,437  
     

 

 

 
     4,423,807  
     

 

 

 
  

Internet - 0.7%

 

2,175,000   

Zayo Group LLC / Zayo Capital, Inc.
6.00%, 04/01/2023

     2,232,094  
     

 

 

 
  

Iron/Steel - 0.9%

 

  

AK Steel Corp.

 

1,750,000   

7.00%, 03/15/2027

     1,660,312  
910,000   

7.63%, 10/01/2021

     925,925  
475,000   

Steel Dynamics, Inc.
4.13%, 09/15/2025

     454,219  
     

 

 

 
     3,040,456  
     

 

 

 
  

Lodging - 2.8%

 

  

Boyd Gaming Corp.

 

790,000   

6.00%, 08/15/2026(1)

     793,950  
1,285,000   

6.38%, 04/01/2026

     1,313,913  
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)

     1,323,975  
1,850,000   

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.
5.88%, 05/15/2025(1)

     1,745,937  
     

 

 

 
     9,694,875  
     

 

 

 
  

Machinery - Construction & Mining - 0.6%

 

1,895,000   

BlueLine Rental Finance Corp. / BlueLine Rental LLC
9.25%, 03/15/2024(1)

     2,001,594  
     

 

 

 
  

Machinery-Diversified - 0.7%

 

2,220,000   

Cloud Crane LLC
10.13%, 08/01/2024(1)

     2,397,600  
     

 

 

 
  

Media - 9.2%

 

  

Altice France S.A.

 

2,330,000   

7.38%, 05/01/2026(1)

     2,303,787  
2,215,000   

8.13%, 02/01/2027(1)

     2,262,290  
1,140,000   

Altice Luxembourg S.A.
7.75%, 05/15/2022(1)

     1,134,300  
  

CCO Holdings LLC / CCO Holdings Capital Corp.

 

105,000   

5.13%, 02/15/2023

     104,475  
1,685,000   

5.13%, 05/01/2023(1)

     1,680,787  
495,000   

5.75%, 09/01/2023

     501,188  
190,000   

5.75%, 01/15/2024

     191,900  


 

The Hartford High Yield Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

$      2,485,000   

5.75%, 02/15/2026(1)

   $ 2,469,469  
1,840,000   

Cequel Communications Holdings I LLC / Cequel Capital Corp.
5.13%, 12/15/2021(1)

     1,837,505  
1,800,000   

CSC Holdings LLC
5.25%, 06/01/2024

     1,732,500  
  

DISH DBS Corp.

 

365,000   

5.00%, 03/15/2023

     315,725  
2,830,000   

6.75%, 06/01/2021

     2,844,999  
667,000   

7.88%, 09/01/2019

     691,179  
  

Gray Television, Inc.

 

1,520,000   

5.13%, 10/15/2024(1)

     1,459,200  
400,000   

5.88%, 07/15/2026(1)

     391,000  
1,595,000   

Liberty Interactive LLC
8.25%, 02/01/2030

     1,702,758  
925,000   

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

     950,438  
  

Sinclair Television Group, Inc.

 

590,000   

5.13%, 02/15/2027(1)

     547,225  
1,005,000   

5.88%, 03/15/2026(1)

     990,553  
  

TEGNA, Inc.

 

1,760,000   

4.88%, 09/15/2021(1)

     1,753,400  
667,000   

5.13%, 10/15/2019

     668,668  
810,000   

6.38%, 10/15/2023

     836,325  
1,845,000   

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

     1,854,225  
  

Viacom, Inc.

 

355,000   

3 mo. USD LIBOR + 3.895%, 5.88%, 02/28/2057(5)

     345,770  
118,000   

3 mo. USD LIBOR + 3.899%, 6.25%, 02/28/2057(5)

     114,969  
990,000   

Videotron Ltd.
5.00%, 07/15/2022

     1,009,305  
959,000   

WMG Acquisition Corp.
5.50%, 04/15/2026(1)

     949,410  
     

 

 

 
               31,643,350  
     

 

 

 
  

Metal Fabricate/Hardware - 0.6%

 

  

Novelis Corp.

 

650,000   

5.88%, 09/30/2026(1)

     623,188  
1,200,000   

6.25%, 08/15/2024(1)

     1,203,000  
400,000   

TriMas Corp.
4.88%, 10/15/2025(1)

     383,000  
     

 

 

 
        2,209,188  
     

 

 

 
  

Mining - 2.3%

 

665,000   

Alcoa Nederland Holding B.V.
6.13%, 05/15/2028(1)

     684,950  
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)

     893,850  
200,000   

7.25%, 04/01/2023(1)

     200,750  
650,000   

7.50%, 04/01/2025(1)

     654,062  
1,290,000   

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

     1,319,025  
  

New Gold, Inc.

 

95,000   

6.25%, 11/15/2022(1)

     89,538  
990,000   

6.38%, 05/15/2025(1)

     900,900  
230,000   

Northwest Acquisitions ULC / Dominion Finco, Inc.
7.13%, 11/01/2022(1)

     229,425  
975,000   

Teck Resources Ltd.
8.50%, 06/01/2024(1)

     1,073,719  
     

 

 

 
        7,760,119  
     

 

 

 
  

Miscellaneous Manufacturing - 0.6%

 

2,155,000   

Bombardier, Inc.
6.13%, 01/15/2023(1)

     2,190,019  
     

 

 

 


 

The Hartford High Yield Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Office/Business Equipment - 0.3%

 

$         405,000   

CDW LLC / CDW Finance Corp.
5.00%, 09/01/2023

   $ 409,050  
  

Pitney Bowes, Inc.

 

340,000   

4.63%, 03/15/2024

     303,025  
320,000   

4.70%, 04/01/2023

     287,200  
     

 

 

 
        999,275  
     

 

 

 
  

Oil & Gas - 6.9%

 

2,610,000   

Blue Racer Midstream LLC / Blue Racer Finance Corp.
6.13%, 11/15/2022(1)

     2,643,408  
1,905,000   

California Resources Corp.
8.00%, 12/15/2022(1)

     1,704,975  
  

Continental Resources, Inc.

 

500,000   

3.80%, 06/01/2024

     491,159  
250,000   

4.50%, 04/15/2023

     254,356  
397,000   

5.00%, 09/15/2022

     402,855  
1,385,000   

Energen Corp.
4.63%, 09/01/2021

     1,381,537  
795,000   

Ensco plc
5.75%, 10/01/2044

     578,363  
945,000   

Jagged Peak Energy LLC
5.88%, 05/01/2026(1)

     928,462  
1,380,000   

Laredo Petroleum, Inc.
5.63%, 01/15/2022

     1,378,275  
  

MEG Energy Corp.

 

390,000   

6.38%, 01/30/2023(1)

     351,975  
1,210,000   

6.50%, 01/15/2025(1)

     1,190,337  
1,065,000   

7.00%, 03/31/2024(1)

     962,494  
  

QEP Resources, Inc.

 

2,135,000   

5.25%, 05/01/2023

     2,102,975  
200,000   

5.38%, 10/01/2022

     203,000  
180,000   

5.63%, 03/01/2026

     173,250  
235,000   

6.80%, 03/01/2020

     245,575  
930,000   

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

     692,850  
  

SM Energy Co.

 

1,695,000   

5.00%, 01/15/2024

     1,631,437  
240,000   

6.13%, 11/15/2022

     246,000  
  

Transocean, Inc.

 

385,000   

6.80%, 03/15/2038

     321,475  
115,000   

7.50%, 04/15/2031

     107,813  
470,000   

9.35%, 12/15/2041(11)

     468,825  
580,000   

Tullow Oil plc
6.25%, 04/15/2022(1)

     575,650  
2,230,000   

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.
8.75%, 04/15/2023(1)

     2,062,750  
  

WPX Energy, Inc.

 

595,000   

5.25%, 09/15/2024

     591,281  
280,000   

5.75%, 06/01/2026

     280,700  
382,000   

6.00%, 01/15/2022

     396,325  
1,250,000   

8.25%, 08/01/2023

     1,414,125  
     

 

 

 
              23,782,227  
     

 

 

 
  

Oil & Gas Services - 0.4%

 

  

Weatherford International Ltd.

 

335,000   

5.95%, 04/15/2042(11)

     248,738  
880,000   

6.50%, 08/01/2036

     690,800  
335,000   

7.00%, 03/15/2038

     270,512  
     

 

 

 
        1,210,050  
     

 

 

 
  

Packaging & Containers - 5.3%

 

1,840,000   

ARD Finance S.A. (7.88% PIK)
7.13%, 09/15/2023(3)

     1,858,400  
390,000   

ARD Securities Finance S.a.r.l. (8.75% Cash, 8.75% PIK)
8.75%, 01/31/2023(1)(3)

     390,000  


 

The Hartford High Yield Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

 

$        370,000   

6.00%, 02/15/2025(1)

   $ 361,213  
1,581,000   

7.25%, 05/15/2024(1)

     1,648,192  
1,865,000   

Berry Global, Inc.
6.00%, 10/15/2022

     1,906,962  
1,200,000   

Crown Americas LLC / Crown Americas Capital Corp.
4.75%, 02/01/2026(1)

     1,128,000  
  

Flex Acquisition Co., Inc.

  
2,170,000   

6.88%, 01/15/2025(1)

     2,110,325  
775,000   

7.88%, 07/15/2026(1)

     780,348  
1,680,000   

Multi-Color Corp.
4.88%, 11/01/2025(1)

     1,558,200  
2,985,000   

Owens-Brockway Glass Container, Inc.
5.88%, 08/15/2023(1)

     3,029,775  
530,000   

Plastipak Holdings, Inc.
6.25%, 10/15/2025(1)

     486,275  
  

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

  
2,050,000   

5.13%, 07/15/2023(1)

     2,038,520  
815,000   

7.00%, 07/15/2024(1)

     825,187  
     

 

 

 
                18,121,397  
     

 

 

 
  

Pharmaceuticals - 4.6%

 

  

Bausch Health Cos., Inc.

  
1,155,000   

5.50%, 03/01/2023(1)

     1,094,363  
7,395,000   

5.88%, 05/15/2023(1)

     7,102,897  
1,000,000   

6.13%, 04/15/2025(1)

     937,500  
355,000   

7.00%, 03/15/2024(1)

     376,389  
335,000   

Catalent Pharma Solutions, Inc.
4.88%, 01/15/2026(1)

     328,300  
  

Endo Dac / Endo Finance LLC / Endo Finco, Inc.

  
2,095,000   

6.00%, 07/15/2023(1)

     1,780,750  
2,985,000   

6.00%, 02/01/2025(1)

     2,395,462  
1,065,000   

Teva Pharmaceutical Finance IV LLC
2.25%, 03/18/2020

     1,033,083  
820,000   

Teva Pharmaceutical Finance Netherlands B.V.
3.15%, 10/01/2026

     696,887  
     

 

 

 
        15,745,631  
     

 

 

 
  

Pipelines - 0.8%

 

  

Energy Transfer Equity L.P.

  
670,000   

5.50%, 06/01/2027

     686,750  
1,907,000   

7.50%, 10/15/2020

     2,035,723  
     

 

 

 
        2,722,473  
     

 

 

 
  

REITS - 0.3%

 

1,095,000   

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

     1,131,956  
     

 

 

 
  

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)

     3,422,737  
1,055,000   

Beacon Roofing Supply, Inc.
4.88%, 11/01/2025(1)

     982,785  
403,000   

CEC Entertainment, Inc.
8.00%, 02/15/2022(11)

     356,655  
915,000   

Party City Holdings, Inc.
6.13%, 08/15/2023(1)

     917,288  
1,185,000   

PetSmart, Inc.
5.88%, 06/01/2025(1)

     930,225  
1,400,000   

Staples, Inc.
8.50%, 09/15/2025(1)

     1,316,000  
3,400,000   

United Rentals North America, Inc.
4.88%, 01/15/2028

     3,175,872  
     

 

 

 
        11,867,318  
     

 

 

 
  

Semiconductors - 1.3%

 

570,000   

Entegris, Inc.
4.63%, 02/10/2026(1)

     540,075  


 

The Hartford High Yield Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

$        2,005,000   

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

   $ 2,072,669  
  

Sensata Technologies B.V.

  
1,005,000   

5.00%, 10/01/2025(1)

     1,005,000  
770,000   

5.63%, 11/01/2024(1)

     798,875  
     

 

 

 
        4,416,619  
     

 

 

 
  

Software - 3.3%

 

750,000   

Camelot Finance S.A.
7.88%, 10/15/2024(1)

     744,375  
1,150,000   

Change Healthcare Holdings LLC / Change Healthcare Finance, Inc.
5.75%, 03/01/2025(1)

     1,112,625  
  

First Data Corp.

  
610,000   

5.38%, 08/15/2023(1)

     618,388  
2,110,000   

5.75%, 01/15/2024(1)

     2,157,897  
2,305,000   

7.00%, 12/01/2023(1)

     2,411,606  
544,000   

Infor Software Parent LLC (7.13% Cash, 7.88% PIK)
7.13%, 05/01/2021(1)(3)

     549,440  
2,925,000   

Infor U.S., Inc.
6.50%, 05/15/2022

     2,961,562  
760,000   

Workday, Inc.
0.25%, 10/01/2022(1)

     801,516  
     

 

 

 
        11,357,409  
     

 

 

 
  

Telecommunications - 5.4%

 

  

Altice Financing S.A.

  
1,570,000   

6.63%, 02/15/2023(1)

     1,587,662  
1,870,000   

7.50%, 05/15/2026(1)

     1,820,632  
  

CenturyLink, Inc.

  
2,601,000   

5.63%, 04/01/2025

     2,483,955  
569,000   

7.50%, 04/01/2024

     594,611  
845,000   

Frontier Communications Corp.
8.50%, 04/01/2026(1)

     811,200  
1,435,000   

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

     1,381,187  
  

Sprint Corp.

  
1,084,000   

7.13%, 06/15/2024

     1,113,133  
2,660,000   

7.25%, 09/15/2021

     2,796,325  
110,000   

7.63%, 02/15/2025

     115,019  
4,766,000   

7.88%, 09/15/2023

     5,087,705  
880,000   

Telecom Italia S.p.A.
5.30%, 05/30/2024(1)

     882,200  
     

 

 

 
        18,673,629  
     

 

 

 
  

Textiles - 0.5%

 

1,705,000   

Eagle Intermediate Global Holding B.V./Ruyi US Finance LLC
7.50%, 05/01/2025(1)

     1,696,475  
     

 

 

 
  

Total Corporate Bonds
(cost $300,895,871)

   $         299,206,824  
     

 

 

 

Senior Floating Rate Interests - 4.8%(7)

  
  

Commercial Services - 0.3%

 

935,000   

Blackhawk Network Holdings, Inc.
1 mo. USD LIBOR + 3.000%, 5.07%, 06/15/2025

     936,561  
     

 

 

 
  

Diversified Financial Services - 0.4%

 

1,027,425   

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 02/28/2025

     1,023,891  
301,881   

SS&C Technologies Holdings Europe S.a.r.l.
1 mo. USD LIBOR + 2.500%, 4.58%, 04/16/2025

     302,636  
     

 

 

 
        1,326,527  
     

 

 

 
  

Food - 0.1%

 

300,000   

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%, 4.83%, 03/31/2025

     299,625  
     

 

 

 
  

Healthcare-Services - 0.4%

 

1,245,250   

Syneos Health, Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 08/01/2024

     1,244,079  
     

 

 

 


 

The Hartford High Yield Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Household Products - 0.1%

  
$        547,250   

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%, 5.08%, 09/06/2024

   $ 535,621  
     

 

 

 
  

Insurance - 1.0%

  
2,185,000   

Asurion LLC
1 mo. USD LIBOR + 3.000%, 0.00%, 11/03/2024(8)

     2,181,482  
214,463   

Genworth Financial, Inc.
1 mo. USD LIBOR + 4.500%, 6.58%, 03/07/2023

     218,351  
955,000   

Hub International Ltd.
2 mo. USD LIBOR + 3.000%, 5.34%, 04/25/2025

     954,045  
     

 

 

 
        3,353,878  
     

 

 

 
  

IT Services - 0.2%

  
790,000   

Trans Union LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 06/19/2025

     790,498  
     

 

 

 
  

Leisure Time - 0.7%

  
2,263,625   

Golden Entertainment, Inc.
1 mo. USD LIBOR + 3.000%, 5.08%, 10/20/2024

     2,260,796  
     

 

 

 
  

Machinery-Diversified - 0.2%

  
646,965   

Gardner Denver, Inc.
3 mo. USD LIBOR + 2.750%, 4.83%, 07/30/2024

     648,142  
     

 

 

 
  

Media - 1.0%

  
1,705,725   

PSAV Holdings LLC
3 mo. USD LIBOR + 3.250%, 5.44%, 03/01/2025

     1,691,874  
1,639,953   

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 08/17/2024

     1,646,103  
     

 

 

 
        3,337,977  
     

 

 

 
  

Semiconductors - 0.2%

  
770,000   

Microchip Technology, Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 05/29/2025

     771,540  
     

 

 

 
  

Software - 0.2%

  
787,011   

SS&C Technologies, Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 04/16/2025

     788,978  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $16,288,338)

   $         16,294,222  
     

 

 

 

Convertible Bonds - 1.5%

  
  

Commercial Services - 0.2%

  
800,000   

Cardtronics, Inc.
1.00%, 12/01/2020(11)

     749,917  
     

 

 

 
  

Media - 0.2%

  
910,000   

DISH Network Corp.
3.38%, 08/15/2026

     826,694  
     

 

 

 
  

Oil & Gas - 0.0%

  
1,645,000   

Cobalt International Energy, Inc.
2.63%, 12/01/2019(2)

     2,138  
     

 

 

 
  

Semiconductors - 0.5%

  
  

Microchip Technology, Inc.

  
656,000   

1.63%, 02/15/2027

     781,254  
684,000   

2.25%, 02/15/2037(11)

     833,293  
     

 

 

 
        1,614,547  
     

 

 

 
  

Software - 0.6%

  
1,258,000   

Western Digital Corp.
1.50%, 02/01/2024(1)(11)

     1,231,150  
612,000   

Servicenow, Inc.
0.00%, 06/01/2022(9)(11)

     840,870  
     

 

 

 
        2,072,020  
     

 

 

 
  

Total Convertible Bonds
(cost $6,867,367)

   $ 5,265,316  
     

 

 

 

Common Stocks - 1.0%

  
  

Consumer Services - 0.2%

  
69,500   

Caesars Entertainment Corp.*

     785,350  
     

 

 

 


 

The Hartford High Yield Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Energy - 0.5%

    
        104,555,002   

KCA Deutag*(1)(10)(11)(12)

     $ 744,641  
22,600   

Peabody Energy Corp.

       960,274  
       

 

 

 
          1,704,915  
       

 

 

 
  

Materials - 0.3%

    
68,000   

Constellium N.V. Class A*

       890,800  
       

 

 

 
  

Utilities - 0.0%

    
3,200,000   

TCEH Corp.*(10)(11)(12)

       3  
       

 

 

 
  

Total Common Stocks
(cost $4,138,446)

     $ 3,381,068  
       

 

 

 

Escrows - 0.0%

       
  

Electric - 0.0%

    
1,460,000   

Texas Competitive Electric Holdings Co. LLC
11.50%, 10/01/2020(2)(10)(11)(12)

        
       

 

 

 
  

Energy-Alternate Sources - 0.0%

    
78,358   

Vistra Energy Corp.
0.00%(11)

       49,366  
       

 

 

 
  

Total Escrows
(cost $— )

     $ 49,366  
       

 

 

 

Preferred Stocks - 0.1%

    
  

Diversified Financials - 0.1%

    
19,075   

GMAC Capital Trust Class 2
3 mo. USD LIBOR + 5.785%, 8.13%(5)

       506,823  
       

 

 

 
  

Total Preferred Stocks
(cost $499,841)

     $ 506,823  
       

 

 

 
  

Total Long-Term Investments
(cost $329,605,783)

     $ 324,703,619  
       

 

 

 

Short-Term Investments - 4.2%

    
  

Other Investment Pools & Funds - 4.2%

    
14,485,610   

Fidelity Institutional Government Fund, Institutional Class, 1.80%(13)

       14,485,610  
       

 

 

 
  

Total Short-Term Investments
(cost $14,485,610)

     $ 14,485,610  
       

 

 

 
  

Total Investments
(cost $344,091,393)

     98.9   $ 339,189,229  
  

Other Assets and Liabilities

     1.1     3,599,952  
     

 

 

   

 

 

 
  

Total Net Assets

     100.0   $         342,789,181  
     

 

 

   

 

 

 

 

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 July 31, 2018, the aggregate value of these securities was $161,813,929, which represented 47.2% of total net assets.
(2)   Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.
(3)   Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.
(4)   Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(5)   Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2018.


 

The Hartford High Yield Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

(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 July 31, 2018, the aggregate value of these securities was $8,934,147, which represented 2.6% of total net assets.
(7)    Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of July 31, 2018.
(8)    Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(9)    Security is a zero-coupon bond.
(10)    Investment valued using significant unobservable inputs.
(11)    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 July 31, 2018, the aggregate value of these securities was $8,473,458, which represented 2.5% of total net assets.
(12)    These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2018, the aggregate fair value of these securities was $744,644, 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.
(13)    Current yield as of period end.

 

Foreign Currency Contracts Outstanding at July 31, 2018        
  Amount and Description
of Currency to be
Purchased
  Amount and Description
of Currency to be
Sold
  Counterparty   Settlement
Date
  Appreciation   Depreciation
7,082,480     

USD

  6,041,000   EUR   SSG   08/31/18   $                1,644   $            —  

 

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

 

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

State Street Global Markets LLC

  
Currency Abbreviations:     
EUR   

Euro

  
USD   

United States Dollar

  
Other Abbreviations:     
LIBOR   

London Interbank Offered Rate

  
MTN   

Medium Term Note

  


 

The Hartford High Yield Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 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

     299,206,824               299,206,824         

Senior Floating Rate Interests

     16,294,222               16,294,222         

Convertible Bonds

     5,265,316               5,265,316         

Common Stocks

           

Consumer Services

     785,350        785,350                

Energy

     1,704,915        960,274               744,641  

Materials

     890,800        890,800                

Utilities

     3                      3  

Escrows

     49,366               49,366         

Preferred Stocks

     506,823        506,823                

Short-Term Investments

     14,485,610        14,485,610                

Foreign Currency Contracts(2)

     1,644               1,644         
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $     339,190,873      $     17,628,857      $     320,817,372      $     744,644  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

(1) For the period ended July 31, 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 period ended July 31, 2018 is not presented.


 

The Hartford Inflation Plus Fund

    

Schedule of Investments

July 31, 2018 (Unaudited)

 

Shares or Principal Amount    Market Value  

Asset & Commercial Mortgage Backed Securities - 2.4%

  
   Asset-Backed - Finance & Insurance - 0.3%   
$     1,360,000   

HSI Asset Securitization Corp. Trust
1 mo. USD LIBOR + 0.270%, 2.33%, 02/25/2036(1)

   $ 1,350,684  
     

 

 

 
   Asset-Backed - Home Equity - 0.1%   
732,166   

GSAA Home Equity Trust
5.99%, 06/25/2036(2)(11)

     353,216  
725,291   

Renaissance Home Equity Loan Trust
6.12%, 11/25/2036(3)(11)

     451,773  
     

 

 

 
        804,989  
     

 

 

 
   Whole Loan Collateral CMO - 2.0%   
603,394   

Adjustable Rate Mortgage Trust
1 mo. USD LIBOR + 0.540%, 2.60%, 11/25/2035(1)

     598,792  
1,017,373   

Banc of America Funding Trust
6.05%, 10/25/2036(3)

     927,880  
314,465   

Bear Stearns Adjustable Rate Mortgage Trust
1 year USD CMT + 2.300%, 3.52%, 10/25/2035(1)

     318,260  
566,829   

Chase Mortgage Finance Trust
3.54%, 12/25/2035(2)

     542,884  
476,505   

Deutsche Alt-A Securities Mortgage Loan Trust
1 mo. USD LIBOR + 0.150%, 2.21%, 12/25/2036(1)

     439,076  
  

Fannie Mae Connecticut Avenue Securities

  
314,100   

1 mo. USD LIBOR + 4.900%, 6.96%, 11/25/2024(1)

     359,315  
174,874   

1 mo. USD LIBOR + 5.700%, 7.76%, 04/25/2028(1)

     203,549  
138,000   

1 mo. USD LIBOR + 6.000%, 8.06%, 09/25/2028(1)

     163,090  
217,096   

GreenPoint Mortgage Funding Trust
12 mo. USD MTA + 1.400%, 3.05%, 10/25/2045(1)

     185,318  
546,104   

GSR Mortgage Loan Trust
4.11%, 10/25/2035(2)

     464,202  
568,661   

HarborView Mortgage Loan Trust
1 mo. USD LIBOR + 0.190%, 2.27%, 01/19/2038(1)

     557,561  
2,436,005   

IndyMac Index Mortgage Loan Trust
1 mo. USD LIBOR + 0.290%, 2.35%, 01/25/2036(1)

     2,019,887  
904,894   

JP Morgan Mortgage Trust
3.65%, 01/25/2037(2)

     856,958  
  

MASTR Adjustable Rate Mortgages Trust

  
1,117,783   

1 mo. USD LIBOR + 0.240%, 2.30%, 05/25/2037(1)

     692,185  
11,379   

4.20%, 11/21/2034(2)

     11,678  
  

Residential Funding Mortgage Securities, Inc.

  
218,432   

4.24%, 02/25/2036(2)

     199,825  
391,671   

6.00%, 07/25/2037

     371,083  
565,318   

Structured Adjustable Rate Mortgage Loan Trust
4.04%, 06/25/2035(2)

     517,321  
600,330   

WaMu Mortgage Pass-Through Certificates Trust
1 mo. USD LIBOR + 0.420%, 2.48%, 06/25/2044(1)

     580,494  
776,067   

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
12 mo. MTA + 0.830%, 2.48%, 11/25/2046(1)

     700,890  
     

 

 

 
        10,710,248  
     

 

 

 
  

Total Asset & Commercial Mortgage Backed Securities
(cost $12,178,817)

   $ 12,865,921  
     

 

 

 

Foreign Government Obligations - 2.6%

  
   Argentina - 0.1%   
ARS   18,856,000   

Argentina POM Politica Monetaria
40.00%, 06/21/2020(2)

     688,846  
     

 

 

 
   Brazil - 1.2%   
  

Brazil Notas do Tesouro Nacional

  
BRL   11,871,132   

6.00%, 05/15/2019(4)

     3,229,450  
12,356,115   

6.00%, 08/15/2022(4)

     3,393,001  
     

 

 

 
        6,622,451  
     

 

 

 


 

  The Hartford Inflation Plus Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

     Colombia - 0.4%   
    COP   5,117,005,737   

Colombian TES
4.75%, 02/23/2023(4)

   $ 1,918,350  
       

 

 

 
     Russia - 0.7%   
    RUB   226,422,173   

Russian Federal Inflation Linked Bond
2.50%, 08/16/2023(4)

     3,596,153  
       

 

 

 
     South Africa - 0.2%   
    ZAR   20,987,233   

South Africa Government Bond - CPI Linked
1.88%, 02/28/2033(4)

     1,365,417  
       

 

 

 
    

Total Foreign Government Obligations
(cost $15,393,455)

   $     14,191,217  
       

 

 

 

Senior Floating Rate Interests - 5.2%(5)

  
     Aerospace/Defense - 0.2%   
$   189,050   

Circor International, Inc.
1 mo. USD LIBOR + 3.500%, 5.57%, 12/11/2024

   $ 189,345  
  593,849   

TransDigm, Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 06/09/2023

     593,926  
       

 

 

 
          783,271  
       

 

 

 
     Airlines - 0.1%   
  323,400   

American Airlines, Inc.
1 mo. USD LIBOR + 2.000%, 4.07%, 04/28/2023

     321,783  
       

 

 

 
     Auto Manufacturers - 0.0%   
  104,475   

Navistar International Corp.
1 mo. USD LIBOR + 3.500%, 5.60%, 11/06/2024

     104,475  
       

 

 

 
     Biotechnology - 0.0%   
  99,246   

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%, 5.33%, 05/15/2022

     99,185  
       

 

 

 
     Chemicals - 0.2%   
  114,713   

Axalta Coating Systems U.S. Holdings, Inc.
3 mo. USD LIBOR + 1.750%, 4.08%, 06/01/2024

     114,633  
  310,750   

Minerals Technologies, Inc.
1 mo. USD LIBOR + 2.250%, 4.40%, 02/14/2024

     311,915  
  181,324   

Nexeo Solutions LLC
3 mo. USD LIBOR + 3.250%, 5.58%, 06/09/2023

     182,231  
  28,840   

Tronox Blocked Borrower LLC
3 mo. USD LIBOR + 3.000%, 5.08%, 09/22/2024

     28,974  
  66,553   

Tronox Finance LLC
3 mo. USD LIBOR + 3.000%, 5.08%, 09/22/2024

     66,862  
  91,159   

Univar, Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 07/01/2024

     91,372  
  140,000   

WR Grace & Co.
3 mo. USD LIBOR + 1.750%, 4.08%, 04/03/2025

     140,280  
       

 

 

 
          936,267  
       

 

 

 
     Coal - 0.0%   
  178,543   

Peabody Energy Corp.
1 mo. USD LIBOR + 2.750%, 4.83%, 03/31/2025

     178,543  
       

 

 

 
     Commercial Services - 0.3%   
  99,750   

Aramark Services, Inc.
1 mo. USD LIBOR + 1.750%, 4.08%, 03/11/2025

     99,833  
  100,000   

Blackhawk Network Holdings, Inc.
1 mo. USD LIBOR + 3.000%, 5.07%, 06/15/2025

     100,167  
EUR   190,000   

Blitz F18-675 GmbH
EURIBOR + 3.750%, 0.00%, 07/31/2025(6)

     221,308  
$   194,500   

Hertz Corp.
3 mo. USD LIBOR + 2.750%, 4.83%, 06/30/2023

     193,973  
  115,370   

KAR Auction Services, Inc.
3 mo. USD LIBOR + 2.500%, 4.63%, 03/09/2023

     115,514  
  105,316   

ON Assignment, Inc.
4.08%, 04/02/2025

     105,237  
  139,423   

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 11/15/2023

     139,249  


 

  The Hartford Inflation Plus Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$    220,500   

Russell Investments US Inst’l Holdco, Inc.
3 mo. USD LIBOR + 3.250%, 5.33%, 06/01/2023

   $ 220,500  
287,100   

Tempo Acquisition LLC
1 mo. USD LIBOR + 3.000%, 5.08%, 05/01/2024

     287,255  
171,475   

Trans Union LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 04/10/2023

     171,832  
147,750   

Xerox Business Services LLC
1 mo. USD LIBOR + 2.500%, 4.58%, 12/07/2023

     147,872  
     

 

 

 
            1,802,740  
     

 

 

 
   Distribution/Wholesale - 0.0%   
100,000   

Reece Ltd.
1 mo. USD LIBOR + 2.000%, 4.34%, 07/02/2025

     100,000  
     

 

 

 
   Diversified Financial Services - 0.3%   
197,500   

AlixPartners LLP
3 mo. USD LIBOR + 2.750%, 4.83%, 04/04/2024

     197,788  
129,675   

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 02/28/2025

     129,229  
500,000   

Delos Finance S.a.r.l.
3 mo. USD LIBOR + 1.750%, 4.08%, 10/06/2023

     500,625  
132,980   

Fortress Investment Group LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 12/27/2022

     133,014  
EUR      97,014   

Nets Holding A/S
EURIBOR + 3.250%, 3.25%, 02/06/2025

     112,202  
$    150,710   

RPI Finance Trust
3 mo. USD LIBOR + 2.000%, 4.33%, 03/27/2023

     150,969  
48,970   

SS&C Technologies Holdings Europe S.a.r.l.
1 mo. USD LIBOR + 2.500%, 4.58%, 04/16/2025

     49,092  
269,325   

Vantiv LLC
3 mo. USD LIBOR + 1.750%, 3.82%, 08/09/2024

     268,822  
     

 

 

 
        1,541,741  
     

 

 

 
   Electric - 0.0%   
120,210   

Helix Gen Funding LLC
1 mo. USD LIBOR + 3.750%, 5.83%, 06/02/2024

     121,061  
     

 

 

 
   Electrical Components & Equipment - 0.0%   
150,000   

Brookfield WEC Holdings, Inc.
1 mo. USD LIBOR + 3.750%, 0.00%, 07/25/2025(6)

     150,961  
     

 

 

 
   Energy-Alternate Sources - 0.1%   
118,503   

AES Corp.
3 mo. USD LIBOR + 1.750%, 4.07%, 05/31/2022

     118,271  
185,000   

BCP Renaissance Parent LLC
3 mo. USD LIBOR + 3.500%, 5.84%, 10/31/2024

     185,694  
141,084   

MEG Energy Corp.
3 mo. USD LIBOR + 3.500%, 5.58%, 12/31/2023

     141,224  
142,825   

TEX Operations Co. LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 08/04/2023

     142,528  
100,000   

Vistra Energy Corp.
1 mo. USD LIBOR + 2.000%, 4.07%, 12/31/2025

     99,725  
     

 

 

 
        687,442  
     

 

 

 
   Engineering & Construction - 0.0%   
222,750   

Brand Energy & Infrastructure Services, Inc.
3 mo. USD LIBOR + 4.250%, 6.60%, 06/21/2024

     223,726  
     

 

 

 
   Entertainment - 0.0%   
145,000   

Wyndham Hotels & Resorts, Inc.
1 mo. USD LIBOR + 1.750%, 3.83%, 05/30/2025

     145,318  
     

 

 

 
   Environmental Control - 0.1%   
128,700   

Advanced Disposal Services, Inc.
1 Week USD LIBOR + 2.250%, 4.19%, 11/10/2023

     128,749  
148,500   

Clean Harbors, Inc.
1 mo. USD LIBOR + 1.750%, 3.83%, 06/27/2024

     148,438  
     

 

 

 
        277,187  
     

 

 

 


 

  The Hartford Inflation Plus Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

   Food - 0.1%   
$    216,504   

JBS USA LLC
3 mo. USD LIBOR + 2.500%, 4.84%, 10/30/2022

   $ 216,194  
297,000   

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%, 4.07%, 05/24/2024

     296,967  
     

 

 

 
        513,161  
     

 

 

 
   Healthcare-Products - 0.0%   
103,163   

Revlon Consumer Products Corp.
1 mo. USD LIBOR + 3.500%, 5.58%, 09/07/2023

     75,402  
     

 

 

 
   Healthcare-Services - 0.2%   
138,327   

Envision Healthcare Corp.
1 mo. USD LIBOR + 3.000%, 5.08%, 12/01/2023

     138,184  
137,894   

Gentiva Health Services, Inc.
1 mo. USD LIBOR + 3.500%, 0.00%, 07/02/2025(6)

     138,928  
298,732   

MPH Acquisition Holdings LLC
3 mo. USD LIBOR + 2.750%, 5.08%, 06/07/2023

     298,657  
137,344   

Syneos Health, Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 08/01/2024

     137,215  
187,625   

Team Health Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 02/06/2024

     182,231  
     

 

 

 
        895,215  
     

 

 

 
   Insurance - 0.2%   
680,181   

Asurion LLC
1 mo. USD LIBOR + 3.000%, 5.08%, 11/03/2023

     678,950  
215,000   

Hub International Ltd.
2 mo. USD LIBOR + 3.000%, 5.34%, 04/25/2025

     214,785  
248,125   

USI, Inc.
3 mo. USD LIBOR + 3.000%, 5.33%, 05/16/2024

     247,319  
     

 

 

 
            1,141,054  
     

 

 

 
   Leisure Time - 0.2%   
442,935   

Caesars Resort Collection LLC
1 mo. USD LIBOR + 2.750%, 4.83%, 12/22/2024

     444,526  
145,162   

Eldorado Resorts LLC
2 mo. USD LIBOR + 2.250%, 4.40%, 04/17/2024

     145,101  
253,725   

Golden Entertainment, Inc.
1 mo. USD LIBOR + 3.000%, 5.08%, 10/20/2024

     253,408  
114,425   

NCL Corp. Ltd.
1 mo. USD LIBOR + 1.750%, 3.82%, 10/10/2021

     114,568  
     

 

 

 
        957,603  
     

 

 

 
   Lodging - 0.1%   
173,198   

Boyd Gaming Corp.
1 Week USD LIBOR + 2.500%, 4.45%, 09/15/2023

     174,064  
273,625   

Caesars Entertainment Operating Co.
1 mo. USD LIBOR + 2.000%, 4.08%, 10/06/2024

     273,198  
168,292   

Station Casinos LLC
1 mo. USD LIBOR + 2.500%, 4.58%, 06/08/2023

     168,666  
     

 

 

 
        615,928  
     

 

 

 
   Machinery - Construction & Mining - 0.0%   
93,797   

Pike Corp.
1 mo. USD LIBOR + 3.500%, 5.58%, 03/23/2025

     94,453  
     

 

 

 
   Media - 0.6%   
119,100   

Altice Financing S.A.
3 mo. USD LIBOR + 2.750%, 4.82%, 01/31/2026

     115,527  
294,023   

Charter Communications Operating LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 04/30/2025

     294,090  
298,102   

CSC Holdings LLC
1 mo. USD LIBOR + 2.250%, 4.32%, 07/17/2025

     296,239  
99,750   

Lamar Media Corp.
1 mo. USD LIBOR + 1.750%, 3.88%, 03/14/2025

     99,833  
99,750   

Meredith Corp.
1 mo. USD LIBOR + 3.000%, 5.08%, 01/31/2025

     99,985  


 

  The Hartford Inflation Plus Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$    325,069   

Numericable Group S.A.
3 mo. USD LIBOR + 3.000%, 5.07%, 01/31/2026

   $ 314,260  
199,750   

PSAV Holdings LLC
3 mo. USD LIBOR + 3.250%, 5.44%, 03/01/2025

     198,128  
100,000   

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 08/17/2024

     100,375  
330,000   

Sinclair Television Group, Inc.
1 mo. USD LIBOR + 2.500%, 0.00%, 12/12/2024(6)

     329,093  
135,000   

Telenet Financing USD LLC
1 mo. USD LIBOR + 2.250%, 4.32%, 08/15/2026

     134,194  
  

Unitymedia Finance LLC

  
225,000   

1 mo. USD LIBOR + 2.250%, 4.32%, 09/30/2025

     224,368  
145,000   

1 mo. USD LIBOR + 2.250%, 4.32%, 01/15/2026

     144,556  
190,000   

Unitymedia Hessen GmbH & Co. KG
1 mo. USD LIBOR + 2.000%, 4.07%, 06/01/2023

     189,367  
260,000   

UPC Financing Partnership
1 mo. USD LIBOR + 2.500%, 4.57%, 01/15/2026

     258,765  
670,000   

Virgin Media Bristol LLC
1 mo. USD LIBOR + 2.500%, 4.57%, 01/15/2026

     669,089  
     

 

 

 
            3,467,869  
     

 

 

 
   Miscellaneous Manufacturing - 0.1%   
EUR    105,000   

CTC AcquiCo GmbH
EURIBOR + 3.000%, 3.00%, 03/07/2025

     121,214  
$    177,844   

H.B. Fuller Co.
1 mo. USD LIBOR + 2.000%, 4.09%, 10/20/2024

     177,769  
     

 

 

 
        298,983  
     

 

 

 
   Oil & Gas - 0.2%   
100,000   

California Resources Corp.
1 mo. USD LIBOR + 4.750%, 6.83%, 12/31/2022

     101,583  
110,000   

Chesapeake Energy Corp.
3 mo. USD LIBOR + 7.500%, 9.58%, 08/23/2021

     114,895  
775,260   

Energy Transfer Equity L.P.
1 mo. USD LIBOR + 2.000%, 4.06%, 02/02/2024

     772,647  
     

 

 

 
        989,125  
     

 

 

 
   Packaging & Containers - 0.3%   
294,169   

Berry Global, Inc.
3 mo. USD LIBOR + 1.750%, 3.92%, 02/08/2020

     294,437  
100,000   

Crown Americas LLC
3 mo. USD LIBOR + 2.000%, 4.08%, 04/03/2025

     100,200  
162,938   

Flex Acquisition Co., Inc.
3 mo. USD LIBOR + 3.000%, 5.34%, 12/29/2023

     162,618  
99,250   

Plastipak Packaging, Inc.
1 mo. USD LIBOR + 2.500%, 4.59%, 10/14/2024

     98,931  
954,094   

Reynolds Group Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 02/05/2023

     956,938  
     

 

 

 
        1,613,124  
     

 

 

 
   Pharmaceuticals - 0.2%   
366,300   

Endo Luxembourg Finance Co. S.a r.l.
1 mo. USD LIBOR + 4.250%, 6.38%, 04/29/2024

     366,377  
  

IQVIA, Inc.

  
EUR    165,000   

EURIBOR + 2.000%, 2.50%, 06/07/2025

     191,882  
$    266,679   

3 mo. USD LIBOR + 2.000%, 4.33%, 03/07/2024

     266,900  
110,000   

Valeant Pharmaceuticals International, Inc.
1 mo. USD LIBOR + 3.000%, 5.09%, 06/01/2025

     110,098  
     

 

 

 
        935,257  
     

 

 

 
   Real Estate - 0.1%   
352,615   

DTZ U.S. Borrower LLC
3 mo. USD LIBOR + 3.250%, 5.49%, 11/04/2021

     352,696  
181,779   

KFC Holding Co.
1 mo. USD LIBOR + 1.750%, 3.83%, 04/03/2025

     181,461  


 

  The Hartford Inflation Plus Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$    219,545   

VICI Properties LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 12/20/2024

   $ 219,717  
     

 

 

 
        753,874  
     

 

 

 
   REITS - 0.1%   
259,038   

MGM Growth Properties Operating Partnership L.P.
1 mo. USD LIBOR + 2.000%, 4.08%, 04/25/2023

     259,159  
     

 

 

 
   Retail - 0.4%   
260,387   

Albertsons LLC
3 mo. USD LIBOR + 3.000%, 5.34%, 12/21/2022

     259,250  
493,750   

American Builders & Contractors Supply Co., Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 10/31/2023

     491,227  
85,352   

B&G Foods, Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 11/02/2022

     85,550  
123,177   

B.C. Unlimited Liability Co.
1 mo. USD LIBOR + 2.250%, 4.33%, 02/16/2024

     123,049  
198,500   

Bass Pro Group LLC
1 mo. USD LIBOR + 5.000%, 7.08%, 09/25/2024

     200,050  
530,497   

Coty, Inc.
1 mo. USD LIBOR + 2.250%, 4.35%, 04/07/2025

     517,070  
314,453   

Michaels Stores, Inc.
1 mo. USD LIBOR + 2.500%, 4.57%, 01/28/2023

     313,963  
129,350   

Staples, Inc.
3 mo. USD LIBOR + 4.000%, 6.36%, 09/12/2024

     128,094  
     

 

 

 
            2,118,253  
     

 

 

 
   Semiconductors - 0.1%   
139,482   

MaxLinear, Inc.
1 mo. USD LIBOR + 2.500%, 4.57%, 05/12/2024

     140,005  
125,000   

Microchip Technology, Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 05/29/2025

     125,250  
104,056   

ON Semiconductor Corp.
1 mo. USD LIBOR + 1.750%, 3.83%, 03/31/2023

     104,115  
     

 

 

 
        369,370  
     

 

 

 
   Software - 0.8%   
163,763   

Almonde, Inc.
3 mo. USD LIBOR + 3.500%, 5.81%, 06/13/2024

     161,434  
341,022   

Aristocrat Technologies, Inc.
3 mo. USD LIBOR + 1.750%, 4.10%, 10/19/2024

     340,401  
246,875   

Change Healthcare Holdings LLC
1 mo. USD LIBOR + 2.750%, 4.83%, 03/01/2024

     246,396  
202,829   

Dell, Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 09/07/2023

     202,846  
  

First Data Corp.

  
831,484   

1 mo. USD LIBOR + 2.000%, 4.07%, 07/08/2022

     831,384  
412,475   

1 mo. USD LIBOR + 2.000%, 4.07%, 04/26/2024

     412,281  
258,698   

Global Payments, Inc.
1 mo. USD LIBOR + 1.750%, 3.83%, 04/21/2023

     258,912  
227,453   

Go Daddy Operating Co. LLC
1 mo. USD LIBOR + 2.250%, 4.33%, 02/15/2024

     227,851  
553,883   

Infor U.S., Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 02/01/2022

     554,476  
18,608   

MA FinanceCo. LLC
1 mo. USD LIBOR + 2.500%, 4.58%, 06/21/2024

     18,498  
125,667   

Seattle Spinco, Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 06/21/2024

     124,920  
127,665   

SS&C Technologies, Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 04/16/2025

     127,985  
207,900   

Verint Systems Inc.
1 mo. USD LIBOR + 2.000%, 4.09%, 06/28/2024

     207,900  
485,100   

WEX, Inc.
1 mo. USD LIBOR + 2.250%, 4.33%, 06/30/2023

     485,022  
     

 

 

 
        4,200,306  
     

 

 

 


 

  The Hartford Inflation Plus Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

   Telecommunications - 0.2%   
$           375,000   

Level 3 Financing, Inc.
1 mo. USD LIBOR + 2.250%, 4.33%, 02/22/2024

   $ 375,521  
434,500   

Sprint Communications, Inc.
1 mo. USD LIBOR + 2.500%, 4.63%, 02/02/2024

     434,391  
374,938   

Univision Communications, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 03/15/2024

     363,690  
100,095   

Zayo Group LLC
1 mo. USD LIBOR + 2.250%, 4.33%, 01/19/2024

     100,434  
     

 

 

 
        1,274,036  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $28,073,641)

   $ 28,045,872  
     

 

 

 

U.S. Government Agencies - 7.2%

  
   Mortgage-Backed Agencies - 7.2%   
   FNMA - 7.2%   
$      19,500,000   

3.50%, 08/01/2048(7)

   $ 19,320,674  
19,500,000   

3.50%, 09/01/2048(7)

     19,302,277  
     

 

 

 
        38,622,951  
     

 

 

 
        38,622,951  
     

 

 

 
  

Total U.S. Government Agencies
(cost $38,704,752)

   $ 38,622,951  
     

 

 

 

U.S. Government Securities - 88.3%

  
   U.S. Treasury Securities - 88.3%   
   U.S. Treasury Bonds - 6.3%   
$      29,364,143   

U.S. Treasury Bonds
2.50%, 01/15/2029(4)(8)

   $ 34,076,085  
     

 

 

 
        34,076,085  
     

 

 

 
   U.S. Treasury Notes - 82.0%   
210,152,179   

0.13%, 04/15/2021(4)

     205,542,787  
66,825,035   

0.13%, 07/15/2024(4)(9)

     64,399,728  
9,749,803   

0.25%, 01/15/2025(4)

     9,396,222  
43,820,409   

0.38%, 07/15/2025(4)

     42,626,801  
13,359,642   

0.50%, 01/15/2028(4)

     12,909,444  
75,723,588   

0.63%, 01/15/2024(4)

     74,954,348  
25,011,315   

0.63%, 01/15/2026(4)

     24,621,005  
8,593,351   

0.75%, 07/15/2028(4)

     8,520,715  
     

 

 

 
        442,971,050  
     

 

 

 
        477,047,135  
     

 

 

 
  

Total U.S. Government Securities
(cost $488,323,236)

   $ 477,047,135  
     

 

 

 
  

Total Long-Term Investments
(cost $582,673,901)

   $     570,773,096  
     

 

 

 

Short-Term Investments - 0.1%

  
   Other Investment Pools & Funds - 0.1%   
477,506   

Fidelity Institutional Government Fund, Institutional Class, 1.79%(10)

     477,506  
     

 

 

 
  

Total Short-Term Investments
(cost $477,506)

   $ 477,506  
     

 

 

 


 

  The Hartford Inflation Plus Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

       

Total Investments Excluding Purchased Options
(cost $583,151,407)

     105.8%      $ 571,250,602  
  

Total Purchased Options
(cost $737,361)

     0.1%      $ 597,944  
        

 

 

 
  

Total Investments
(cost $583,888,768)

     105.9%      $     571,848,546  
  

Other Assets and Liabilities

     (5.9)%        (31,861,128
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 539,987,418  
     

 

 

    

 

 

 

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 July 31, 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 July 31, 2018.

(6)

Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

(7)

Represents or includes a TBA transaction.

(8)

This security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts.

(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.

(11)

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 July 31, 2018, the aggregate value of these securities was $804,989, which represented 0.1% of total net assets.

 

OTC Swaption Contracts Outstanding at July 31, 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 05/15/29(1)    BOA      3.25     Receive        05/13/19        USD        4,466,000        4,466,000      $ 56,653      $ 70,172      $ (13,519
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 05/15/29(1)    BOA      3.25     Receive        05/13/19        USD        14,425,000        14,425,000        182,987        232,243        (49,256
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 06/03/29(1)    DEUT      3.20     Receive        05/30/19        USD        14,095,000        14,095,000        176,831        210,015        (33,184
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 06/03/29(1)    BOA      3.20     Receive        05/30/19        USD        14,465,000        14,465,000        181,473        224,930        (43,457
                   

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

 

     47,451,000      $ 597,944      $ 737,360      $ (139,416
                   

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased swaption contracts

 

           47,451,000      $     597,944      $     737,360      $     (139,416
                   

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

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 July 31, 2018, the aggregate value of these securities was $597,944, which represented 0.1% of total net assets.


 

The Hartford Inflation Plus Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Futures Contracts Outstanding at July 31, 2018                      
Description    Number
of
Contracts
     Expiration Date      Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

           

90-Day Euro Future

     28        03/18/2019      $ 6,801,900      $ (6,707

Canadian Government 10-Year Bond Future

     31        09/19/2018        3,211,646        (28,660

U.S. Treasury 2-Year Note Future

     184        09/28/2018            38,893,000        (212

U.S. Treasury 10-Year Note Future

     280        09/19/2018        33,438,125        (4,250

U.S. Treasury 10-Year Ultra Bond Future

     95        09/19/2018        12,075,391        24,810  
           

 

 

 

Total

            $ (15,019
           

 

 

 

Short position contracts:

           

90-Day Euro Future

     28        03/16/2020      $ 6,785,100      $ 9,218  

Long Gilt Future

     42        09/26/2018        6,762,991        2,734  

U.S. Treasury 5-Year Note Future

     240        09/28/2018        27,150,000        72,092  

U.S. Treasury Ultra Bond Future

     41        09/19/2018        6,433,156        (10,814
           

 

 

 

Total

            $ 73,230  
           

 

 

 
           
           

 

 

 

Total futures contracts

            $ 58,211  
           

 

 

 

        OTC Credit Default Swap Contracts Outstanding at July 31, 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      19,357,095        0.50%        05/11/63        Monthly      $      $ (15,201   $ 152,619      $ 167,820  
                   

 

 

    

 

 

   

 

 

    

 

 

 
                
                   

 

 

    

 

 

   

 

 

    

 

 

 

Total traded indices

         $      $ (15,201   $ 152,619      $ 167,820  
                   

 

 

    

 

 

   

 

 

    

 

 

 
                
                   

 

 

    

 

 

   

 

 

    

 

 

 

Total OTC contracts

         $      $ (15,201   $ 152,619      $ 167,820  
                   

 

 

    

 

 

   

 

 

    

 

 

 

 

(a)

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

 

        OTC Interest Rate Swap Contracts Outstanding at July 31, 2018

 

Counter-

party

  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      $ —       $ —       $ (26,114   $ (26,114

BOA

    2.12% Fixed       CPURNSA      USD  8,580,000        01/15/24            At maturity        —         —           109,077       109,077  
               

 

 

    

 

 

    

 

 

   

 

 

 

    Total

                $ —       $ —       $ 82,963     $ 82,963  
               

 

 

    

 

 

    

 

 

   

 

 

 

 

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

12 M Federal Funds Rate

   2.52% Fixed      USD        3,404,497        11/15/24        Annual        $      $      $ 247      $ 247  

12M Federal Funds Rate

   1.00% Fixed      USD        3,322,000        09/29/26        Annual          82,233               419,304        337,071  

12M Federal Funds Rate

   0.94% Fixed      USD        13,439,000        08/22/24        Annual                        1,352,658        1,352,658  

12M Federal Funds Rate

   1.03% Fixed      USD        9,012,000        09/06/26        Annual                        1,105,996        1,105,996  

3 Mo. USD LIBOR

   2.25% Fixed      USD        24,709,000        06/20/28        Semi-Annual        1,327,676               1,660,642        332,966  
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total

 

         $ 1,409,909      $      $ 4,538,847      $ 3,128,938  
                 

 

 

    

 

 

    

 

 

    

 

 

 


 

The Hartford Inflation Plus Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Bond Forward Contracts Outstanding at July 31, 2018  
Counterparty      Reference
Obligation
     Notional
Amount
       Expiration
Date
     Unrealized
Appreciation/
(Depreciation)
 
BOA      U.S. Treasury Bonds, 0.13%, 04/15/2020        USD        2,819,094        08/31/2018      $ (748
BOA      U.S. Treasury Bonds, 0.63%, 01/15/2026        USD        17,984,172        08/31/2018        (19,493
DEUT      U.S. Treasury Bonds, 0.13%, 07/15/2024        USD        12,305,559        08/31/2018        (18,108
DEUT      U.S. Treasury Bonds, 0.63%, 01/15/2024        USD        2,842,323        08/31/2018        (4,650
GS      U.S. Treasury Bonds, 2.88%, 08/15/2045        USD        25,719,455        08/31/2018        (29,872
                               

 

 

 

    Total

     $         (72,871
                               

 

 

 

 

Foreign Currency Contracts Outstanding at July 31, 2018
  Amount and Description
of Currency to be
Purchased
  Amount and Description
of Currency to be
Sold
  Counterparty   Settlement
Date
  Appreciation   Depreciation
5,071,000     

AUD

  3,748,417   USD   MSC   08/31/18     $              19,740   $                —   
10,636,000     

CAD

  8,143,951   USD   RBC   08/31/18   36,895   —   
1,757,000     

CHF

  1,768,995   USD   BNP   08/31/18   10,174   —   
1,994,000     

EUR

  2,324,602   USD   SCB   08/03/18   7,586   —   
5,607,000     

EUR

  6,541,447   USD   BNP   08/31/18   30,686   —   
1,774,000     

GBP

  2,327,816   USD   BCLY   08/31/18   3,751   —   
170,925,000     

JPY

  1,546,788   USD   GSC   08/03/18     (17,853)  
170,925,000     

JPY

  1,540,436   USD   BNP   08/31/18     (8,541)  
314,274,000     

JPY

  2,836,946   USD   NOM   08/31/18     (20,302)  
314,274,000     

JPY

  2,837,642   USD   CBA   08/31/18     (20,999)  
5,053,060     

USD

  6,834,000   AUD   GSC   08/31/18     (25,148)  
6,351,053     

USD

  23,859,000   BRL   MSC   09/19/18   29,055   —   
342,289     

USD

  1,325,000   BRL   BOA   09/19/18     (8,801)  
4,215,530     

USD

  5,507,000   CAD   MSC   08/31/18     (20,265)  
3,311,342     

USD

  3,275,000   CHF   UBS   08/31/18     (4,979)  
1,580,746     

USD

  4,536,740,000   COP   BCLY   09/19/18   14,605   —   
377,322     

USD

  1,083,500,000   COP   BOA   09/19/18   3,284   —   
1,055,844     

USD

  900,000   EUR   RBC   08/03/18   3,202   —   
1,279,769     

USD

  1,094,000   EUR   BNP   08/03/18   224   —   
7,348,616     

USD

  6,268,000   EUR   SSG   08/31/18   1,705   —   
2,328,103     

USD

  1,993,000   EUR   SCB   08/31/18     (7,952)  
5,247,987     

USD

  3,993,000   GBP   CBK   08/31/18     (11)  
1,537,677     

USD

  170,925,000   JPY   BNP   08/03/18   8,742   —   
3,829,572     

USD

  424,297,000   JPY   DEUT   08/31/18   26,861   —   
1,680,851     

USD

  105,881,000   RUB   CBK   09/19/18     (4,737)  
1,664,327     

USD

  105,882,000   RUB   BCLY   09/19/18     (21,276)  
710,544     

USD

  9,506,000   ZAR   BCLY   09/19/18     (6,696)  
704,112     

USD

  9,506,000   ZAR   BCLY   09/19/18     (13,129)  

Total

                           $            196,510   $        (180,689)  

 

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

 

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

Barclays

  
BNP   

BNP Paribas Securities Services

  
BOA   

Banc of America Securities LLC

  
CBA   

Commonwealth Bank of Australia

  
CBK   

Citibank NA

  
DEUT   

Deutsche Bank Securities, Inc.

  
GSC   

Goldman Sachs & Co.

  
MSC   

Morgan Stanley

  
NOM   

Nomura International

  
RBC   

RBC Dominion Securities, Inc.

  


 

The Hartford Inflation Plus Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

SCB   

Standard Chartered Bank

  
SSG   

State Street Global Markets LLC

  
UBS   

UBS AG

  
Currency Abbreviations:     
ARS   

Argentine Peso

  
AUD   

Australian Dollar

  
BRL   

Brazilian Real

  
CAD   

Canadian Dollar

  
CHF   

Swiss Franc

  
COP   

Colombian Peso

  
EUR   

Euro

  
GBP   

British Pound

  
JPY   

Japanese Yen

  
RUB   

Russian Ruble

  
USD   

United States Dollar

  
ZAR   

South African Rand

  
Index Abbreviations:     
CMBX.NA   

Markit Commercial Mortgage Backed North American            

  
CMT   

Constant Maturity Treasury Index

  
CPI   

Consumer Price Index

  
CPURNSA   

Consumer Price All Urban Non-Seasonally Adjusted

  
MTA   

Monthly Treasury Average Index

  
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

  
TBA   

To Be Announced

  


 

The Hartford Inflation Plus Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Asset & Commercial Mortgage Backed Securities

   $ 12,865,921      $      $ 12,865,921      $  

Foreign Government Obligations

     14,191,217               14,191,217         

Senior Floating Rate Interests

     28,045,872               28,045,872         

U.S. Government Agencies

     38,622,951               38,622,951         

U.S. Government Securities

     477,047,135               477,047,135         

Short-Term Investments

     477,506        477,506                

Purchased Options

     597,944               597,944         

Foreign Currency Contracts(2)

     196,510               196,510         

Futures Contracts(2)

     108,854        108,854                

Swaps - Credit Default(2)

     167,820               167,820         

Swaps - Interest Rate(2)

     3,238,015               3,238,015         
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $     575,559,745      $     586,360      $     574,973,385      $                 —  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Liabilities

 

Bond Forward Contracts(2)

   $ (72,871)      $      $ (72,871)      $  

Foreign Currency Contracts(2)

     (180,689)               (180,689)         

Futures Contracts(2)

     (50,643)        (50,643)                

Swaps - Interest Rate(2)

     (26,114)               (26,114)         
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $ (330,317)      $ (50,643)      $ (279,674)      $  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

(1) For the period ended July 31, 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.


 

Hartford International Equity Fund

    

Schedule of Investments

July 31, 2018 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 97.2%

 

  

Argentina - 0.4%

 

4,008   

Banco Macro S.A. ADR

   $ 273,786  
12,346   

Grupo Financiero Galicia S.A. ADR

     439,888  
11,161   

YPF S.A. ADR

     185,273  
     

 

 

 
        898,947  
     

 

 

 
  

Australia - 1.6%

 

33,105   

BHP Billiton plc

     761,869  
96,130   

Resolute Mining Ltd.

     91,126  
255,126   

South32 Ltd.

     678,988  
61,711   

Treasury Wine Estates Ltd.

     845,065  
31,214   

Wesfarmers Ltd.

     1,147,688  
92,803   

Western Areas Ltd.

     223,911  
     

 

 

 
        3,748,647  
     

 

 

 
  

Austria - 0.5%

 

14,523   

Ams AG*

     1,044,841  
13,392   

Zumtobel Group AG*(1)

     96,166  
     

 

 

 
        1,141,007  
     

 

 

 
  

Belgium - 0.9%

 

8,069   

Ageas

     432,782  
37,086   

AGFA-Gevaert N.V.*

     177,052  
11,721   

Groupe Bruxelles Lambert S.A.

     1,245,107  
7,597   

Orange Belgium S.A.

     121,866  
     

 

 

 
        1,976,807  
     

 

 

 
  

Brazil - 1.0%

 

244,344   

BR Malls Participacoes S.A.*

     647,756  
59,769   

Gol Linhas Aereas Inteligentes S.A. ADR*(1)

     438,107  
54,600   

Localiza Rent a Car S.A.

     345,496  
36,932   

Petroleo Brasileiro S.A. ADR

     433,213  
26,500   

Raia Drogasil S.A.

     525,015  
     

 

 

 
            2,389,587  
     

 

 

 
  

Canada - 5.6%

 

34,562   

Advantage Oil & Gas Ltd.*

     119,559  
27,029   

ARC Resources Ltd.

     321,019  
14,248   

Bank of Montreal(1)

     1,129,347  
15,746   

Bank of Nova Scotia

     933,128  
40,800   

Barrick Gold Corp.

     457,289  
58,969   

Cameco Corp.

     637,356  
10,069   

Canadian Imperial Bank of Commerce

     918,931  
10,315   

Canadian National Railway Co.

     920,765  
20,279   

Canadian Natural Resources Ltd.

     745,156  
37,176   

Centerra Gold, Inc.*

     168,897  
15,572   

Descartes Systems Group, Inc.*

     497,739  
76,408   

Eldorado Gold Corp.*(1)

     83,285  
112,380   

Encana Corp.

     1,550,695  
21,537   

First Quantum Minerals Ltd.

     335,923  
39,333   

Kinross Gold Corp.*

     141,599  
13,927   

Magna International, Inc.

     848,350  
10,309   

Northern Dynasty Minerals Ltd.*(1)

     6,340  
40,929   

Painted Pony Energy Ltd.*(1)

     83,063  
12,509   

PrairieSky Royalty Ltd.

     237,323  
17,246   

Royal Bank of Canada

     1,346,298  
141,039   

StorageVault Canada, Inc.

     263,462  
22,450   

Tourmaline Oil Corp.

     443,529  
41,506   

Trican Well Service Ltd.*

     87,425  
53,355   

Tricon Capital Group, Inc.

     446,659  
24,164   

Uranium Participation Corp.*

     82,104  
     

 

 

 
        12,805,241  
     

 

 

 
  

China - 8.0%

 

400,490   

361 Degrees International Ltd.

     116,711  
11,588   

Alibaba Group Holding Ltd. ADR*

     2,169,621  


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

143,924   

Anhui Conch Cement Co., Ltd. Class A

   $ 816,043  
9,400   

Anhui Conch Cement Co., Ltd. Class H

     60,453  
2,826   

BeiGene Ltd. ADR*(1)

     535,979  
482,670   

China BlueChemical Ltd. Class H

     179,316  
666,000   

China Construction Bank Corp. Class H

     608,912  
61,586   

China International Travel Service Corp. Ltd. Class A

     635,213  
1,075,496   

China Longyuan Power Group Corp. Ltd. Class H

     1,001,762  
195,580   

China Machinery Engineering Corp. Class H

     104,784  
91,500   

China Shenhua Energy Co., Ltd. Class H

     207,461  
1,795,550   

China Telecom Corp. Ltd. Class H

     849,209  
328,800   

CNOOC Ltd.

     550,854  
189,100   

CSPC Pharmaceutical Group Ltd.

     495,739  
470,810   

Daphne International Holdings Ltd.*

     21,639  
341,340   

Dongfeng Motor Group Co., Ltd. Class H

     343,190  
56,120   

ENN Energy Holdings Ltd.

     570,612  
65,188   

Gree Electric Appliances, Inc. of Zhuhai Class A*

     423,437  
93,600   

Hangzhou Hikvision Digital Technology Co., Ltd. Class A

     475,449  
480,800   

Huifu Payment Ltd.*(2)

     309,955  
11,388   

JD.com, Inc. ADR*

     408,374  
4,776   

Kweichow Moutai Co., Ltd. Class A

     509,515  
70,600   

Midea Group Co., Ltd. Class A

     493,621  
13,437   

New Oriental Education & Technology Group, Inc. ADR

     1,156,120  
385,940   

PICC Property & Casualty Co., Ltd. Class H

     436,088  
89,030   

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

     828,805  
109,946   

Spring Airlines Co., Ltd. Class A

     545,149  
26,862   

Sunny Optical Technology Group Co., Ltd.

     445,549  
43,205   

Tencent Holdings Ltd.

     1,966,448  
5,112   

Weibo Corp. ADR*

     423,018  
55,552   

Wuxi Biologics Cayman, Inc.*(2)

     566,018  
     

 

 

 
            18,255,044  
     

 

 

 
  

Colombia - 0.2%

 

22,722   

Ecopetrol S.A. ADR(1)

     485,569  
     

 

 

 
  

Denmark - 0.5%

 

231   

AP Moller - Maersk A/S Class B

     331,678  
10,969   

D/S Norden A/S*

     202,253  
6,903   

DSV A/S

     578,321  
     

 

 

 
        1,112,252  
     

 

 

 
  

Finland - 0.1%

 

32,746   

Nokia Oyj

     177,734  
     

 

 

 
  

France - 8.0%

 

35,222   

Air France-KLM*

     321,450  
5,696   

Airbus SE

     704,989  
19,594   

Alstom S.A.

     878,437  
20,374   

BNP Paribas S.A.

     1,321,657  
5,612   

Capgemini SE

     717,962  
45,627   

Cie de Saint-Gobain

     2,028,499  
2,864   

Coface S.A.*

     25,700  
23,671   

Danone S.A.

     1,858,463  
21,776   

Engie S.A.

     351,651  
4,458   

Essilor International Cie Generale d’Optique S.A.

     656,949  
2,331   

L’Oreal S.A.

     569,629  
5,986   

Legrand S.A.

     439,359  
9,078   

Maisons du Monde S.A.(2)

     277,516  
2,855   

Metropole Television S.A.

     61,432  
7,921   

Neopost S.A.

     204,736  
10,152   

Pernod Ricard S.A.

     1,635,667  
25,708   

Peugeot S.A.

     738,384  
1,478   

Renault S.A.

     129,885  
21,052   

Rexel S.A.

     329,250  
5,255   

Safran S.A.

     651,640  
8,999   

Schneider Electric SE

     722,312  
10,054   

Societe Generale S.A.

     448,388  
385   

Sopra Steria Group S.A.

     68,099  
23,185   

Television Francaise S.A.

     251,594  


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

17,335   

Total S.A.

   $ 1,130,681  
2,460   

Unibail-Rodamco-Westfield REIT

     546,123  
11,919   

Valeo S.A.

     584,047  
2,778   

Vicat S.A.

     179,710  
4,924   

Vinci S.A.

     495,461  
     

 

 

 
            18,329,670  
     

 

 

 
  

Germany - 4.1%

 

9,949   

Allianz SE

     2,201,261  
4,091   

Beiersdorf AG

     476,884  
27,255   

CECONOMY AG

     223,883  
168,032   

E.ON SE

     1,895,773  
4,576   

Hamburger Hafen und Logistik AG

     105,552  
9,789   

Henkel AG & Co. KGaA

     1,228,404  
25,673   

Infineon Technologies AG

     679,892  
15,937   

Metro AG

     196,810  
10,910   

RWE AG

     286,325  
3,501   

Salzgitter AG

     173,144  
6,163   

Volkswagen AG

     1,098,014  
14,373   

Zalando SE*(2)

     824,588  
     

 

 

 
        9,390,530  
     

 

 

 
  

Greece - 0.5%

 

36,636   

Fourlis Holdings S.A.*

     247,189  
46,467   

Hellenic Telecommunications Organization S.A.

     603,865  
15,379   

OPAP S.A.

     171,705  
     

 

 

 
        1,022,759  
     

 

 

 
  

Hong Kong - 3.3%

 

70,705   

AIA Group Ltd.

     618,920  
151,775   

AMVIG Holdings Ltd.

     37,320  
45,700   

China Mobile Ltd.

     412,827  
66,000   

China Overseas Land & Investment Ltd.

     207,928  
658,118   

China Resources Cement Holdings Ltd.

     752,376  
40,700   

China Resources Gas Group Ltd.

     193,172  
987,750   

China Unicom Hong Kong Ltd.

     1,219,639  
99,990   

CLP Holdings Ltd.

     1,142,979  
216,000   

CST Group Ltd.*

     879  
15,770   

Dah Sing Financial Holdings Ltd.

     100,087  
4,199,090   

G-Resources Group Ltd.*

     49,819  
76,900   

Health and Happiness H&H International Holdings Ltd.*

     570,763  
153,880   

Henderson Land Development Co., Ltd.

     859,503  
827,610   

Pacific Basin Shipping Ltd.*

     216,282  
220,817   

Sands China Ltd.

     1,140,906  
     

 

 

 
        7,523,400  
     

 

 

 
  

Hungary - 0.3%

 

122,160   

Magyar Telekom Telecommunications plc

     176,108  
15,499   

OTP Bank Nyrt

     582,982  
     

 

 

 
        759,090  
     

 

 

 
  

India - 2.4%

 

59,273   

Allahabad Bank*

     39,574  
21,665   

Bharat Financial Inclusion Ltd.*

     384,838  
46,279   

Canara Bank

     192,951  
60,739   

Corp. Bank*

     24,637  
108,104   

Crompton Greaves Consumer Electricals Ltd.

     383,839  
85,441   

Edelweiss Financial Services Ltd.

     387,079  
1,165   

Eicher Motors Ltd.

     473,107  
7,840   

HDFC Bank Ltd. ADR

     810,186  
128,634   

ICICI Bank Ltd.

     569,214  
82,453   

ICICI Bank Ltd. ADR*

     728,060  
32,853   

Infosys Ltd. ADR

     662,973  
83,509   

NTPC Ltd.

     188,738  
75,730   

Oberoi Realty Ltd.

     548,684  
     

 

 

 
        5,393,880  
     

 

 

 


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Ireland - 1.1%

 

97,750   

Bank of Ireland Group plc

   $ 838,928  
248,422   

Cairn Homes plc*

     493,837  
14,218   

CRH plc

     486,295  
304,376   

Glenveagh Properties plc*(2)

     398,632  
48,863   

Glenveagh Properties plc*(5)

      
204,168   

Hibernia plc REIT

     347,764  
     

 

 

 
            2,565,456  
     

 

 

 
  

Israel - 0.2%

 

18,800   

Teva Pharmaceutical Industries Ltd. ADR

     450,072  
     

 

 

 
  

Italy - 3.4%

 

26,021   

Assicurazioni Generali S.p.A.

     461,431  
46,176   

Banca Popolare dell’Emilia Romagna SC

     257,066  
54,424   

Davide Campari-Milano S.p.A.

     458,445  
95,890   

Eni S.p.A.

     1,845,742  
4,300   

Ferrari N.V.

     570,709  
48,131   

FinecoBank Banca Fineco S.p.A.

     564,404  
37,379   

Geox S.p.A.

     99,289  
55,277   

Leonardo S.p.A.

     660,398  
12,984   

Moncler S.p.A.

     572,252  
68,794   

Pirelli & C. S.p.A.*(2)

     600,548  
65,911   

Saipem S.p.A.*

     344,266  
74,829   

UniCredit S.p.A.

     1,321,266  
     

 

 

 
        7,755,816  
     

 

 

 
  

Japan - 18.1%

 

10,430   

Aisan Industry Co., Ltd.

     95,155  
1,395   

Alpha Systems, Inc.

     28,788  
21,980   

Aozora Bank Ltd.

     821,362  
14,230   

Avex, Inc.

     195,346  
3,950   

Benesse Holdings, Inc.

     143,905  
9,980   

Canon, Inc.

     323,795  
4,470   

Cawachi Ltd.

     87,750  
5,622   

Central Japan Railway Co.

     1,170,938  
17,620   

Chiyoda Corp.

     141,070  
4,140   

Chubu Steel Plate Co., Ltd.

     25,375  
31,130   

Citizen Watch Co., Ltd.

     205,047  
3,700   

CMIC Holdings Co., Ltd.

     82,859  
19,880   

Dai-ichi Life Holdings, Inc.

     375,364  
25,000   

Daiwa House Industry Co., Ltd.

     911,638  
9,820   

DeNA Co., Ltd.

     185,212  
14,836   

East Japan Railway Co.

     1,387,642  
10,530   

Eisai Co., Ltd.

     906,550  
3,490   

Enplas Corp.

     98,538  
8,670   

Exedy Corp.

     278,958  
1,775   

FANUC Corp.

     357,913  
11,265   

Fuji Media Holdings, Inc.

     185,358  
64,050   

Fujitsu Ltd.

     436,528  
18,500   

Funai Electric Co., Ltd.*

     104,563  
3,935   

Gendai Agency, Inc.

     18,859  
38,780   

Gree, Inc.

     214,950  
5,980   

Hisaka Works Ltd.

     58,335  
26,420   

Hitachi Metals Ltd.

     286,321  
23,540   

Honda Motor Co., Ltd.

     718,691  
6,830   

Honeys Holdings Co., Ltd.

     64,268  
8,590   

Hosiden Corp.

     72,126  
10,270   

Ibiden Co., Ltd.

     169,124  
11,640   

Ichiyoshi Securities Co., Ltd.

     114,313  
27,253   

Inpex Corp.

     299,207  
10,520   

Japan Petroleum Exploration Co., Ltd.

     249,225  
80,070   

Japan Post Bank Co., Ltd.

     960,847  
5,440   

Japan Steel Works Ltd.

     134,120  
17,570   

Japan Tobacco, Inc.

     500,037  
13,730   

JGC Corp.

     266,421  
19,460   

JSR Corp.

     374,173  


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

25,720   

KDDI Corp.

   $ 715,964  
13,430   

Keihin Corp.

     277,282  
18,710   

Komatsu Ltd.

     552,845  
11,640   

Kyoei Steel Ltd.

     227,889  
6,050   

Maxell Holdings Ltd.

     99,808  
1,930   

Melco Holdings, Inc.

     73,712  
5,300   

Miraial Co., Ltd.

     54,068  
12,031   

Mitsubishi Heavy Industries Ltd.

     451,777  
238,009   

Mitsubishi UFJ Financial Group, Inc.

     1,460,629  
28,180   

Mitsui Fudosan Co., Ltd.

     673,832  
320,650   

Mizuho Financial Group, Inc.

     557,383  
17,650   

Nakayama Steel Works Ltd.

     103,702  
8,130   

Neturen Co., Ltd.

     75,933  
25,800   

NGK Insulators Ltd.

     453,087  
18,900   

Nichicon Corp.

     237,447  
4,785   

Nidec Corp.

     695,023  
10,020   

Nikon Corp.

     169,147  
1,915   

Nintendo Co., Ltd.

     647,628  
16,025   

Nippon Television Holdings, Inc.

     258,012  
31,200   

Nipro Corp.

     381,199  
9,530   

Nishimatsuya Chain Co., Ltd.

     102,935  
113,704   

Nissan Motor Co., Ltd.

     1,075,537  
11,732   

Nissin Kogyo Co., Ltd.

     201,074  
17,350   

NOK Corp.

     348,790  
42,344   

NTT DOCOMO, Inc.

     1,090,143  
31,326   

Ono Pharmaceutical Co., Ltd.

     740,210  
5,040   

Pacific Metals Co., Ltd.*

     145,282  
4,818   

PAL GROUP Holdings Co., Ltd.

     113,570  
156,460   

Pioneer Corp.*

     212,957  
2,910   

Proto Corp.

     35,801  
4,410   

Sankyo Co., Ltd.

     173,785  
7,390   

Sanyo Shokai Ltd.

     134,729  
6,075   

SCREEN Holdings Co., Ltd.

     443,208  
15,222   

Secom Co., Ltd.

     1,163,456  
51,891   

Sekisui House Ltd.

     884,508  
24,410   

Seven & i Holdings Co., Ltd.

     996,901  
1,750   

Shimamura Co., Ltd.

     163,759  
13,159   

Shin-Etsu Chemical Co., Ltd.

     1,331,185  
12,630   

Shinko Electric Industries Co., Ltd.

     121,068  
13,075   

SoftBank Group Corp.

     1,092,053  
24,890   

Sony Corp.

     1,337,758  
24,100   

Sumitomo Electric Industries Ltd.

     370,734  
43,605   

Sumitomo Mitsui Financial Group, Inc.

     1,730,583  
9,750   

Sumitomo Mitsui Trust Holdings, Inc.

     387,286  
15,160   

Sumitomo Riko Co., Ltd.

     169,466  
52,325   

T&D Holdings, Inc.

     781,844  
11,750   

Takeda Pharmaceutical Co., Ltd.

     496,119  
24,360   

Tochigi Bank Ltd.

     89,944  
16,290   

Tokai Rika Co., Ltd.

     338,330  
21,982   

Tokio Marine Holdings, Inc.

     1,045,814  
5,630   

Tokyo Seimitsu Co., Ltd.

     191,113  
26,170   

Tokyo Steel Manufacturing Co., Ltd.

     224,520  
16,370   

Toppan Forms Co., Ltd.

     166,684  
25,760   

Toshiba Machine Co., Ltd.

     126,257  
13,380   

Toyo Engineering Corp.*

     86,572  
33,775   

Toyo Tire & Rubber Co., Ltd.

     534,024  
11,870   

Toyoda Gosei Co., Ltd.

     301,198  
5,560   

TV Asahi Holdings Corp.

     111,335  
16,860   

Ushio, Inc.

     219,662  
11,550   

Xebio Holdings Co., Ltd.

     172,177  
96,010   

Yahoo Japan Corp.

     365,279  
8,560   

Yamato Kogyo Co., Ltd.

     266,953  
     

 

 

 
        41,301,641  
     

 

 

 
  

Luxembourg - 0.3%

 

3,800   

Spotify Technology S.A.*

     694,754  
     

 

 

 


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Malaysia - 1.4%

  
509,730   

IHH Healthcare Bhd

   $ 741,926  
184,330   

Kuala Lumpur Kepong Bhd

     1,122,758  
237,040   

Public Bank Bhd

     1,404,067  
     

 

 

 
        3,268,751  
     

 

 

 
  

Mexico - 0.5%

  
1,253,137   

America Movil S.A.B. de C.V. Class L

     1,072,422  
     

 

 

 
  

Netherlands - 4.5%

  
13,740   

AerCap Holdings N.V.*

     771,226  
2,707   

ASML Holding N.V.

     579,753  
11,384   

Fugro N.V.*(1)

     163,789  
18,449   

Heineken N.V.

     1,864,121  
75,752   

ING Groep N.V.

     1,158,002  
29,589   

Koninklijke Philips N.V.

     1,298,944  
79,589   

PostNL N.V.

     314,172  
91,720   

Royal Dutch Shell plc Class A

     3,142,606  
27,708   

Royal Dutch Shell plc Class B

     970,534  
     

 

 

 
            10,263,147  
     

 

 

 
  

Norway - 0.2%

  
11,602   

Storebrand ASA

     98,825  
10,503   

Yara International ASA

     463,099  
     

 

 

 
        561,924  
     

 

 

 
  

Poland - 0.2%

  
22,787   

Alior Bank S.A.*

     453,107  
     

 

 

 
  

Portugal - 0.3%

  
34,020   

CTT-Correios de Portugal S.A.(1)

     119,495  
30,272   

Galp Energia SGPS S.A.

     621,731  
     

 

 

 
        741,226  
     

 

 

 
  

Russia - 1.8%

  
87,374   

Gazprom PJSC ADR

     391,837  
5,680   

LUKOIL PJSC ADR

     407,434  
58,532   

Sberbank of Russia PJSC

     201,304  
11,980   

Sberbank of Russia PJSC ADR

     168,529  
62,650   

Surgutneftegas OJSC ADR

     286,834  
72,537   

Yandex N.V. Class A*

     2,608,431  
     

 

 

 
        4,064,369  
     

 

 

 
  

Singapore - 1.2%

  
39,860   

DBS Group Holdings Ltd.

     784,258  
119,589   

Oversea-Chinese Banking Corp. Ltd.

     1,018,799  
430,390   

Singapore Telecommunications Ltd.

     1,012,212  
     

 

 

 
        2,815,269  
     

 

 

 
  

South Africa - 0.4%

  
7,025   

Anglo American Platinum Ltd.

     216,089  
69,906   

Gold Fields Ltd.

     256,537  
42,088   

Impala Platinum Holdings Ltd.*

     62,515  
186,500   

Nampak Ltd.*

     212,880  
59,192   

Raubex Group Ltd.

     89,232  
     

 

 

 
        837,253  
     

 

 

 
  

South Korea - 3.3%

  
3,719   

CJ CGV Co., Ltd.

     199,900  
3,283   

CJ CheilJedang Corp.

     993,349  
3,346   

CJ ENM Co., Ltd.

     694,728  
984   

CJ Logistics Corp.*

     133,075  
949   

Hugel, Inc.*

     405,868  
9,452   

ING Life Insurance Korea Ltd.*(2)

     356,663  
6,069   

KB Financial Group, Inc.

     291,697  
11,366   

Kia Motors Corp.

     322,233  
13,224   

KT Corp.

     337,367  
2,010   

NCSoft Corp.

     693,864  
3,054   

NHN Entertainment Corp.*

     171,882  
62,539   

Samsung Electronics Co., Ltd.

     2,596,008  


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

6,638   

Shinhan Financial Group Co., Ltd.

   $ 258,944  
22,011   

Tongyang Life Insurance Co., Ltd.

     145,881  
     

 

 

 
        7,601,459  
     

 

 

 
  

Spain - 1.3%

 

3,930   

Almirall S.A.

     56,237  
84,247   

CaixaBank S.A.

     387,610  
20,833   

Cellnex Telecom S.A.(2)

     553,623  
143,381   

Iberdrola S.A.

     1,114,772  
4,096   

Iberdrola S.A.

     31,851  
19,425   

Metrovacesa S.A.*(2)

     312,553  
14,221   

Neinor Homes S.A.*(2)

     269,020  
118,933   

Unicaja Banco S.A.(2)

     200,746  
     

 

 

 
        2,926,412  
     

 

 

 
  

Sweden - 1.1%

 

25,898   

Assa Abloy AB Class B

     511,239  
19,477   

Atlas Copco AB Class A

     557,751  
31,022   

Essity AB Class B

     776,000  
48,813   

Qliro Group AB*

     70,916  
71,663   

SAS AB*

     140,554  
55,545   

Telefonaktiebolaget LM Ericsson Class B

     436,042  
     

 

 

 
        2,492,502  
     

 

 

 
  

Switzerland - 7.0%

 

7,613   

Adecco Group AG

     468,026  
21,506   

GAM Holding AG*

     217,437  
2,220   

Geberit AG

     988,509  
362   

Givaudan S.A.

     847,335  
16,350   

Julius Baer Group Ltd. AG*

     896,955  
5,348   

Kuehne + Nagel International AG

     853,540  
8,458   

LafargeHolcim Ltd.*

     431,309  
20,538   

Nestle S.A.

     1,673,710  
33,273   

Novartis AG

     2,792,327  
1,962   

Roche Holding AG

     481,958  
5,664   

Schindler Holding AG

     1,318,994  
15,094   

Swiss Prime Site AG*

     1,383,252  
2,167   

Swisscom AG

     1,017,397  
135,459   

UBS Group AG*

     2,226,463  
1,174   

Zurich Insurance Group AG

     360,008  
     

 

 

 
            15,957,220  
     

 

 

 
  

Taiwan - 3.9%

 

303,560   

Acer, Inc.*

     248,783  
17,885   

ASPEED Technology, Inc.

     474,340  
40,395   

Catcher Technology Co., Ltd.

     497,567  
605,200   

Cathay Financial Holding Co., Ltd.

     1,043,726  
352,189   

Chunghwa Telecom Co., Ltd.

     1,220,520  
462,950   

Compal Electronics, Inc.

     288,067  
243,470   

Formosa Chemicals & Fibre Corp.

     960,521  
293,460   

Formosa Plastics Corp.

     1,080,635  
11,050   

MediaTek, Inc.

     91,899  
379,402   

Nan Ya Plastics Corp.

     1,054,241  
75,000   

PChome Online, Inc.*

     335,096  
432,350   

Shin Kong Financial Holding Co., Ltd.

     164,242  
31,010   

Simplo Technology Co., Ltd.

     180,244  
150,050   

Taiwan Semiconductor Manufacturing Co., Ltd.

     1,199,756  
     

 

 

 
        8,839,637  
     

 

 

 
  

United Kingdom - 9.6%

 

68,243   

Acacia Mining plc*

     109,547  
50,164   

Anglo American plc

     1,135,504  
41,372   

AstraZeneca plc

     3,184,659  
139,537   

BP plc

     1,048,682  
118,839   

BT Group plc

     363,538  
177,880   

Centrica plc

     347,296  
310,458   

Cobham plc*

     508,997  
49,363   

Compass Group plc

     1,061,765  


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

18,483   

Diageo plc

   $ 678,094  
46,480   

Firstgroup plc*

     53,712  
70,428   

GlaxoSmithKline plc

     1,462,807  
10,834   

Go-Ahead Group plc

     219,271  
153,672   

Grainger plc

     617,235  
45,859   

Halfords Group plc

     196,522  
88,472   

Hays plc

     230,545  
101,226   

HSBC Holdings plc

     969,370  
86,111   

J Sainsbury plc

     369,267  
45,451   

Just Eat plc*

     472,451  
66,672   

Marks & Spencer Group plc

     269,465  
103,447   

National Grid plc

     1,105,120  
179,873   

Petra Diamonds Ltd.*

     108,839  
67,168   

QinetiQ Group plc

     238,736  
54,043   

RELX N.V.(1)

     1,175,365  
52,736   

RELX plc

     1,148,978  
38,780   

Serco Group plc*

     51,476  
77,574   

SIG plc

     123,577  
86,088   

Smith & Nephew plc

     1,490,532  
42,366   

Standard Chartered plc

     382,028  
11,559   

SThree plc

     51,129  
19,116   

Ultra Electronics Holdings plc

     414,247  
24,802   

Unilever N.V.(1)

     1,430,851  
368,307   

Vodafone Group plc

     899,759  
     

 

 

 
        21,919,364  
     

 

 

 
  

United States - 0.0%

 

1,971   

Dropbox, Inc. Class C(2)(3)(4)(5)(6)

     51,298  
     

 

 

 
  

Vietnam - 0.0%

 

54,380   

Vincom Retail JSC*

     95,315  
     

 

 

 
  

Total Common Stocks
(cost $220,399,072)

   $ 222,138,578  
     

 

 

 

Exchange-Traded Funds - 0.2%

 

  

Other Investment Pools & Funds - 0.2%

 

1,150   

iShares Core MSCI EAFE ETF

     74,658  
6,745   

iShares Core MSCI Emerging Markets ETF

     364,904  
     

 

 

 
        439,562  
     

 

 

 
  

Total Exchange-Traded Funds
(cost $430,559)

   $ 439,562  
     

 

 

 

Preferred Stocks - 0.3%

 

  

Brazil - 0.3%

 

33,600   

Cia Paranaense de Energia

     183,519  
34,575   

Itau Unibanco Holding S.A.

     414,535  
10,300   

Telefonica Brasil S.A.

     112,679  
     

 

 

 
        710,733  
     

 

 

 
  

Total Preferred Stocks
(cost $699,717)

   $ 710,733  
     

 

 

 
  

Total SecLending NonCash - Including Mark
(cost $227,348)

   $ 375,800  
     

 

 

 

Warrants - 0.0%

 

  

United States - 0.0%

 

1,471   

Emergent Capital, Inc. Expires 04/11/2019(5)(6)

      
     

 

 

 
  

Total Warrants
(cost $—)

   $  
     

 

 

 
  

Total Long-Term Investments
(cost $221,529,348)

   $     223,288,873  
     

 

 

 

Short-Term Investments - 4.6%

 

  

Other Investment Pools & Funds - 2.3%

 

5,276,962   

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class,
1.82%(7)

     5,276,962  
     

 

 

 
  

Securities Lending Collateral - 2.3%

 

259,658   

Citibank NA DDCA, 1.91%, 8/1/2018(7)

     259,658  


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

2,669,491   

Goldman Sachs Financial Sq, Government Institutional Fund, 1.82%(7)

 

  $ 2,669,491  
1,069,312   

Invesco Government & Agency Portfolio, 1.81%(7)

 

    1,069,312  
551,194   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.82%(7)

 

    551,194  
643,496   

Western Asset Institutional Government Class A Fund, 1.76%(7)

 

    643,496  
       

 

 

 
          5,193,151  
       

 

 

 
  

Total Short-Term Investments
(cost $10,470,113)

 

  $ 10,470,113  
       

 

 

 
  

Total Investments
(cost $231,999,461)

     102.3   $ 233,758,986  
  

Other Assets and Liabilities

     (2.3)     (5,202,282
     

 

 

   

 

 

 
  

Total Net Assets

     100.0   $     228,556,704  
     

 

 

   

 

 

 

 

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 2 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 July 31, 2018, the aggregate value of these securities was $4,721,160, which represented 2.1% of total net assets.

(3)

Investment valued using significant unobservable inputs.

(4)

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 C   1,971   $    26,766   $    51,298

 

(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 July 31, 2018, the aggregate value of these securities was $51,298, which represented 0.0% of total net assets.

(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 July 31, 2018, the aggregate fair value of these securities was $51,298, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

(7)

Current yield as of period end.

 

Futures Contracts Outstanding at July 31, 2018  
Description    Number
of
Contracts
         Expiration Date          Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

EAFE (mini MSCI) Index Future

     13        09/21/2018      $         1,302,795      $         48,801  

MSCI Emerging Market Index Future

     10        09/21/2018        548,150        25,457  
           

 

 

 

Total

 

   $ 74,258  
           

 

 

 
           
           

 

 

 

Total futures contracts

 

   $ 74,258  
           

 

 

 

 

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


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

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

 
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

 


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Argentina

   $ 898,947      $ 898,947      $      $  

Australia

     3,748,647               3,748,647         

Austria

     1,141,007               1,141,007         

Belgium

     1,976,807               1,976,807         

Brazil

     2,389,587        2,389,587                

Canada

     12,805,241        12,805,241                

China

     18,255,044        5,003,067        13,251,977         

Colombia

     485,569        485,569                

Denmark

     1,112,252               1,112,252         

Finland

     177,734               177,734         

France

     18,329,670        546,123        17,783,547         

Germany

     9,390,530               9,390,530         

Greece

     1,022,759        247,189        775,570         

Hong Kong

     7,523,400        37,320        7,486,080         

Hungary

     759,090               759,090         

India

     5,393,880        2,201,219        3,192,661         

Ireland

     2,565,456        1,240,233        1,325,223         

Israel

     450,072        450,072                

Italy

     7,755,816               7,755,816         

Japan

     41,301,641               41,301,641         

Luxembourg

     694,754        694,754                

Malaysia

     3,268,751        1,122,758        2,145,993         

Mexico

     1,072,422        1,072,422                

Netherlands

     10,263,147        771,226        9,491,921         

Norway

     561,924               561,924         

Poland

     453,107               453,107         

Portugal

     741,226               741,226         

Russia

     4,064,369        2,809,735        1,254,634         

Singapore

     2,815,269               2,815,269         

South Africa

     837,253        302,112        535,141         

South Korea

     7,601,459               7,601,459         

Spain

     2,926,412        344,404        2,582,008         

Sweden

     2,492,502               2,492,502         

Switzerland

     15,957,220               15,957,220         

Taiwan

     8,839,637               8,839,637         

United Kingdom

     21,919,364        1,031,058        20,888,306         

United States

     51,298                      51,298  

Vietnam

     95,315               95,315         

Exchange-Traded Funds

     439,562        439,562                

Preferred Stocks

     710,733        710,733                

Warrants

                           

Short-Term Investments

     10,470,113        10,470,113                

Futures Contracts(2)

     74,258        74,258                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $   233,833,244      $   46,147,702      $   187,634,244      $    51,298  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2018, investments valued at $1,448,251 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor; investments valued at $521,900 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 period ended July 31, 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 Hartford International Growth Fund

    

Schedule of Investments

July 31, 2018 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 98.1%

  
   Australia - 3.4%   
97,932   

Aristocrat Leisure Ltd.

   $ 2,345,759  

54,928

  

BHP Billiton plc

     1,264,097  

492,451

  

Qantas Airways Ltd.

     2,461,336  

421,342

  

South32 Ltd.

     1,121,352  

322,299

  

Treasury Wine Estates Ltd.

     4,413,537  
     

 

 

 
              11,606,081  
     

 

 

 
  

Austria - 0.5%

  

24,201

  

ams AG*

     1,741,114  
     

 

 

 
  

Brazil - 0.3%

 

407,035

  

BR Malls Participacoes S.A.*

     1,079,050  
     

 

 

 
  

Canada - 4.0%

  

77,168

  

Cameco Corp.

     834,056  

61,360

  

Canadian National Railway Co.

     5,473,474  

194,438

  

Encana Corp.

     2,682,986  

55,586

  

First Quantum Minerals Ltd.

     867,002  
61,894   

Magna International, Inc.

     3,770,212  
     

 

 

 
        13,627,730  
     

 

 

 
     
  

China - 9.0%

  

54,188

  

Alibaba Group Holding Ltd. ADR*

     10,145,619  

1,129,000

  

China Longyuan Power Group Corp. Ltd. Class H

     1,051,598  

97,000

  

ENN Energy Holdings Ltd.

     986,268  
48,100   

New Oriental Education & Technology Group, Inc. ADR

     4,138,524  

670,833

  

PICC Property & Casualty Co., Ltd. Class H

     757,999  

100,675

  

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

     937,212  

47,960

  

Sunny Optical Technology Group Co., Ltd.

     795,494  

242,756

  

Tencent Holdings Ltd.

     11,048,885  

7,104

  

Weibo Corp. ADR*

     587,856  
     

 

 

 
        30,449,455  
     

 

 

 
  

Denmark - 0.4%

  

14,571

  

DSV A/S

     1,220,733  
     

 

 

 
  

France - 11.2%

  

50,689

  

Airbus SE

     6,273,734  

62,515

  

Alstom S.A.

     2,802,669  

12,842

  

BNP Paribas S.A.

     833,058  

9,905

  

Capgemini SE

     1,267,179  
24,662   

Cie de Saint-Gobain

     1,096,431  

74,137

  

Edenred

     2,908,064  

7,563

  

Essilor International Cie Generale d’Optique S.A.

     1,114,514  
5,575   

Kering S.A.

     2,963,030  

5,176

  

L’Oreal S.A.

     1,264,866  

31,107

  

Legrand S.A.

     2,283,186  

10,628

  

LVMH Moet Hennessy Louis Vuitton SE

     3,703,731  

44,661

  

Peugeot S.A.

     1,282,751  

46,573

  

Safran S.A.

     5,775,226  

15,696

  

Schneider Electric SE

     1,259,852  

16,723

  

Total S.A.

     1,090,763  

4,280

  

Unibail-Rodamco-Westfield REIT

     950,165  

20,134

  

Valeo S.A.

     986,592  
     

 

 

 
        37,855,811  
     

 

 

 
  

Germany - 3.9%

  

18,244

  

adidas AG

     4,033,628  

15,217

  

Beiersdorf AG

     1,773,831  

126,112

  

E.ON SE

     1,422,823  

45,746

  

Infineon Technologies AG

     1,211,481  

49,861

  

Siemens Healthineers AG*(1)

     2,221,128  

6,247

  

Volkswagen AG

     1,112,979  
21,466   

Zalando SE*(1)

     1,231,517  
     

 

 

 
        13,007,387  
     

 

 

 


 

The Hartford International Growth Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

   Hong Kong - 3.9%   

740,198

  

AIA Group Ltd.

   $ 6,479,362  

1,066,000

  

China Unicom Hong Kong Ltd.

     1,316,259  
43,638   

Melco Resorts & Entertainment Ltd. ADR

     1,128,479  

208,615

  

Sands China Ltd.

     1,077,862  

1,757,018

  

Sino Biopharmaceutical Ltd.

     2,406,450  

136,215

  

Techtronic Industries Co., Ltd.

     759,661  
     

 

 

 
              13,168,073  
     

 

 

 
   India - 1.8%   

65,783

  

HDFC Bank Ltd.(2)(3)(4)

     2,052,534  

8,524

  

HDFC Bank Ltd. ADR

     880,870  

135,559

  

ICICI Bank Ltd. ADR*

     1,196,986  

68,768

  

IndusInd Bank Ltd.

     2,004,908  
     

 

 

 
        6,135,298  
     

 

 

 
  

Ireland - 2.4%

  

158,091

  

Experian plc

     3,881,480  

24,253

  

ICON plc*

     3,375,048  

6,796

  

Ryanair Holdings plc ADR*

     716,298  
     

 

 

 
        7,972,826  
     

 

 

 
  

Israel - 0.2%

  

32,400

  

Teva Pharmaceutical Industries Ltd. ADR

     775,656  
     

 

 

 
  

Italy - 3.2%

  
111,302   

Davide Campari-Milano S.p.A.

     937,562  

93,761

  

Eni S.p.A.

     1,804,762  

5,639

  

Ferrari N.V.

     748,425  

71,462

  

FinecoBank Banca Fineco S.p.A.

     837,993  

72,747

  

Moncler S.p.A.

     3,206,223  

120,504

  

Pirelli & C. S.p.A.*(1)

     1,051,958  

116,856

  

UniCredit S.p.A.

     2,063,343  
     

 

 

 
        10,650,266  
     

 

 

 
  

Japan - 10.4%

  
36,470   

Advantest Corp.

     864,413  

13,660

  

Eisai Co., Ltd.

     1,176,019  

3,365

  

FANUC Corp.

     678,522  

49,100

  

Hoya Corp.

     2,954,578  

44,160

  

KDDI Corp.

     1,229,275  

6,010

  

Keyence Corp.

     3,179,099  

32,190

  

Komatsu Ltd.

     951,153  

46,370

  

Mitsui Fudosan Co., Ltd.

     1,108,786  

195,910

  

Nexon Co., Ltd.*

     2,822,802  

7,395

  

Nidec Corp.

     1,074,126  

3,335

  

Nintendo Co., Ltd.

     1,127,854  

36,720

  

Ono Pharmaceutical Co., Ltd.

     867,666  

43,250

  

Seven & i Holdings Co., Ltd.

     1,766,325  

8,735

  

Shin-Etsu Chemical Co., Ltd.

     883,647  

9,135

  

SMC Corp.

     3,095,473  

17,880

  

SoftBank Group Corp.

     1,493,377  

113,436

  

Sony Corp.

     6,096,823  
48,150   

Sumitomo Mitsui Financial Group, Inc.

     1,910,964  

38,240

  

Tokio Marine Holdings, Inc.

     1,819,303  
     

 

 

 
        35,100,205  
     

 

 

 
  

Luxembourg - 1.0%

  

17,656

  

Spotify Technology S.A.*

     3,228,046  
     

 

 

 
  

Netherlands - 6.3%

  

23,499

  

AerCap Holdings N.V.*

     1,318,999  

24,687

  

ASML Holding N.V.

     5,287,171  

34,490

  

Heineken N.V.

     3,484,933  

132,504

  

ING Groep N.V.

     2,025,555  

10,146

  

InterXion Holding N.V.*

     658,272  

113,321

  

Koninklijke Philips N.V.

     4,974,741  


 

The Hartford International Growth Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

56,521   

Wolters Kluwer N.V.

   $       3,403,630  
     

 

 

 
     21,153,301  
     

 

 

 
   Portugal - 0.3%   
55,564   

Galp Energia SGPS S.A.

     1,141,181  
     

 

 

 
  

Russia - 0.3%

  

23,811

  

Yandex N.V. Class A*

     856,244  
     

 

 

 
  

Singapore - 0.8%

  

135,210

  

DBS Group Holdings Ltd.

     2,660,299  
     

 

 

 
   South Korea - 1.1%   
16,351   

ING Life Insurance Korea Ltd.*(1)

     616,991  
72,602   

Samsung Electronics Co., Ltd.

     3,013,726  
     

 

 

 
        3,630,717  
     

 

 

 
  

Spain - 0.8%

  
119,951   

Banco Santander S.A.

     673,899  
39,540   

Cellnex Telecom S.A.(1)

     1,050,748  

30,878

  

Industria de Diseno Textil S.A.

     1,011,891  
     

 

 

 
        2,736,538  
     

 

 

 
  

Sweden - 3.2%

  

112,809

  

Alfa Laval AB

     3,101,063  

48,503

  

Assa Abloy AB Class B

     957,473  

120,094

  

Atlas Copco AB Class A

     3,439,060  

216,392

  

Epiroc AB Class A*

     2,590,911  
39,063   

Trelleborg AB Class B

     813,391  
     

 

 

 
        10,901,898  
     

 

 

 
  

Switzerland - 8.3%

  
36,898   

ABB Ltd.

     847,014  

10,166

  

Cie Financiere Richemont S.A.

     890,327  

58,117

  

Julius Baer Group Ltd.*

     3,188,276  

50,171

  

Logitech International S.A.

     2,206,492  

99,145

  

Nestle S.A.

     8,079,658  

70,372

  

Novartis AG

     5,905,738  
3,145   

Partners Group Holding AG

     2,386,635  

16,228

  

Temenos Group AG*

     2,611,919  

124,808

  

UBS Group AG*

     2,051,399  
     

 

 

 
        28,167,458  
     

 

 

 
  

Taiwan - 2.8%

  

71,520

  

Catcher Technology Co., Ltd.

     880,951  
1,055,849   

Taiwan Semiconductor Manufacturing Co., Ltd.

     8,442,259  
     

 

 

 
        9,323,210  
     

 

 

 
   United Kingdom - 15.4%   

52,092

  

Anglo American plc

     1,179,145  

17,597

  

Aon plc

     2,526,049  
92,016   

AstraZeneca plc

     7,083,040  

419,865

  

B&M European Value Retail S.A.

     2,271,870  

409,142

  

BAE Systems plc

     3,502,390  

198,786

  

Compass Group plc

     4,275,753  

171,949

  

Diageo plc

     6,308,372  

267,967

  

Grainger plc

     1,076,309  
65,544   

IHS Markit Ltd.*

     3,475,798  

75,570

  

Just Eat plc*

     785,530  

169,125

  

Prudential plc

     3,990,256  
35,358   

Reckitt Benckiser Group plc

     3,152,186  

36,729

  

Rio Tinto plc

     2,016,454  

108,453

  

Smiths Group plc

     2,291,984  

139,195

  

Unilever N.V.(5)

     8,030,292  
     

 

 

 
        51,965,428  
     

 

 

 
  

United States - 3.2%

  

17,166

  

Accenture plc Class A

     2,735,059  

36,987

  

Amdocs Ltd.

     2,499,581  

38,756

  

Medtronic plc

     3,496,954  


 

The Hartford International Growth Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

38,118        

  

Sensata Technologies Holding plc*

         $ 2,072,476  
           

 

 

 
              10,804,070  
           

 

 

 
  

Total Common Stocks
(cost $296,105,259)

         $       330,958,075  
           

 

 

 

Exchange-Traded Funds - 0.1%

        
  

Other Investment Pools & Funds - 0.1%

        

2,879        

  

iShares MSCI ACWI ex U.S. ETF

           139,919  
           

 

 

 
  

Total Exchange-Traded Funds
(cost $144,988)

         $ 139,919  
           

 

 

 
  

Total Long-Term Investments
(cost $296,250,247)

         $ 331,097,994  
           

 

 

 

Short-Term Investments - 4.2%

        
  

Other Investment Pools & Funds - 1.8%

        

5,955,433        

  

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,1.82%(6)

           5,955,433  
           

 

 

 
  

Securities Lending Collateral - 2.4%

        

415,238        

  

Citibank NA DDCA, 1.91%, 8/1/2018(6)

           415,238  

4,268,983        

  

Goldman Sachs Financial Sq, Government Institutional Fund, 1.82%(6)

           4,268,983  

1,710,017        

  

Invesco Government & Agency Portfolio, 1.81%(6)

           1,710,017  

881,457        

  

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.82%(6)

           881,457  

1,029,063        

  

Western Asset Institutional Government Class A Fund, 1.76%(6)

           1,029,063  
           

 

 

 
              8,304,758  
           

 

 

 
  

Total Short-Term Investments
(cost $14,260,191)

         $ 14,260,191  
           

 

 

 
  

Total Investments
(cost $310,510,438)

        102.4%      $ 345,358,185  
  

Other Assets and Liabilities

        (2.4)%        (7,958,071
        

 

 

    

 

 

 
  

Total Net Assets

        100.0%      $ 337,400,114  
        

 

 

    

 

 

 

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 July 31, 2018, the aggregate value of these securities was $6,172,342, which represented 1.8% of total net assets.

(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 July 31, 2018, the aggregate value of this security was $2,052,534, which represented 0.6% 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 July 31, 2018, the aggregate fair value of this security was $2,052,534, which represented 0.6% 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)

Investment valued using significant unobservable inputs.

(5)

Represents entire or partial securities on loan. See Note 2 for securities lending information.

(6)

Current yield as of period end.

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


 

The Hartford International Growth Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

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   


 

The Hartford International Growth Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Australia

   $ 11,606,081      $      $ 11,606,081      $ —   

Austria

     1,741,114               1,741,114        —   

Brazil

     1,079,050        1,079,050               —   

Canada

     13,627,730        13,627,730               —   

China

     30,449,455        14,871,999        15,577,456        —   

Denmark

     1,220,733               1,220,733        —   

France

     37,855,811        950,165        36,905,646        —   

Germany

     13,007,387        2,221,128        10,786,259        —   

Hong Kong

     13,168,073        1,128,479        12,039,594        —   

India

     6,135,298        2,077,856        2,004,908        2,052,534   

Ireland

     7,972,826        4,091,346        3,881,480        —   

Israel

     775,656        775,656               —   

Italy

     10,650,266               10,650,266        —   

Japan

     35,100,205               35,100,205        —   

Luxembourg

     3,228,046        3,228,046               —   

Netherlands

     21,153,301        1,977,271        19,176,030        —   

Portugal

     1,141,181               1,141,181        —   

Russia

     856,244        856,244               —   

Singapore

     2,660,299               2,660,299        —   

South Korea

     3,630,717               3,630,717        —   

Spain

     2,736,538               2,736,538        —   

Sweden

     10,901,898        2,590,911        8,310,987        —   

Switzerland

     28,167,458               28,167,458        —   

Taiwan

     9,323,210               9,323,210        —   

United Kingdom

     51,965,428        6,001,847        45,963,581        —   

United States

     10,804,070        10,804,070               —   

Exchange-Traded Funds

     139,919        139,919               —   

Short-Term Investments

     14,260,191        14,260,191               —   
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $       345,358,185      $       80,681,908      $       262,623,743      $       2,052,534   
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

(1) For the period ended July 31, 2018, investments valued at $1,735,257 were transferred from Level 1 to Level 2 due to the application of a fair valuation model factor; investments valued at $ 2,053,809 were transferred from Level 2 to Level 3 due to the unavailability of active market pricing.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended July 31, 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 Hartford International Opportunities Fund

    

Schedule of Investments

July 31, 2018 (Unaudited)

 

Shares or Principal Amount    Market Value

Common Stocks - 95.6%

  
  

Australia - 1.0%

  

3,085,163

  

Treasury Wine Estates Ltd.

   $       42,247,976  
     

 

 

 

  

Austria - 1.0%

  

542,463

  

ams AG*

     39,026,907  
     

 

 

 

  

Brazil - 0.1%

  

373,483

  

Itau Unibanco Holding S.A. ADR

     4,478,061  
     

 

 

 

  

Canada - 7.4%

  

1,006,765

  

Canadian National Railway Co.

     89,868,587  

2,182,799

  

Canadian Natural Resources Ltd.

     80,207,397  

1,307,425

  

Encana Corp.

     18,040,726  

848,098

  

Magna International, Inc.

     51,661,057  

1,350,826

  

TransCanada Corp.

     60,757,835  
     

 

 

 

        300,535,602  
     

 

 

 

  

China - 13.6%

  

901,500

  

AAC Technologies Holdings, Inc.

     11,585,275  

551,800

  

Alibaba Group Holding Ltd. ADR*

     103,313,514  

74,770

  

BeiGene Ltd. ADR*

     14,180,878  

56,375,374

  

China Construction Bank Corp. Class H

     51,543,025  

13,748,000

  

China Longyuan Power Group Corp. Ltd. Class H

     12,805,465  

7,241,725

  

China Merchants Bank Co., Ltd. Class H

     28,403,965  

277,837

  

Ctrip.com International Ltd. ADR*

     11,432,993  

3,867,249

  

ENN Energy Holdings Ltd.

     39,321,075  

7,352,000

  

Kingdee International Software Group Co., Ltd.

     8,171,441  

77,108

  

NetEase, Inc. ADR

     19,893,864  

683,798

  

New Oriental Education & Technology Group, Inc. ADR

     58,833,980  

5,730,500

  

Ping An Insurance Group Co. of China Ltd. Class H(1)

     53,346,823  

1,872,000

  

Sunny Optical Technology Group Co., Ltd.

     31,050,119  

2,155,287

  

Tencent Holdings Ltd.

     98,096,520  

108,031

  

Weibo Corp. ADR*(1)

     8,939,565  
     

 

 

 

        550,918,502  
     

 

 

 

  

Denmark - 0.3%

  

152,656

  

DSV A/S

     12,789,253  
     

 

 

 

  

France - 11.3%

  

482,665

  

Airbus SE

     59,739,029  

157,864

  

Capgemini SE

     20,196,062  

270,019

  

Cie Generale des Etablissements Michelin SCA

     34,675,134  

353,449

  

Essilor International Cie Generale d’Optique S.A.

     52,085,670  

6,685,574

  

Natixis S.A.

     47,958,496  

865,750

  

Peugeot S.A.

     24,866,036  

654,531

  

Safran S.A.

     81,164,286  

1,320,884

  

Total S.A.

     86,155,060  

78,389

  

Unibail-Rodamco-Westfield REIT

     17,402,443  

735,682

  

Valeo S.A.

     36,049,381  
     

 

 

 

        460,291,597  
     

 

 

 

  

Germany - 3.7%

  

223,871

  

Continental AG

     51,592,398  

360,727

  

Siemens AG

     50,912,634  

1,021,516

  

Vonovia SE

     49,438,577  
     

 

 

 

        151,943,609  
     

 

 

 

  

Hong Kong - 1.2%

  

8,844,000

  

China Unicom Hong Kong Ltd.

     10,920,257  

3,431,500

  

Henderson Land Development Co., Ltd.

     19,166,777  

407,810

  

Hong Kong Exchanges & Clearing Ltd.

     12,085,663  

265,571

  

Melco Resorts & Entertainment Ltd. ADR

     6,867,666  
     

 

 

 

        49,040,363  
     

 

 

 

  

India - 2.5%

  

1,343,802

  

HDFC Bank Ltd.(2)(3)(4)

     41,928,758  

16,800

  

HDFC Bank Ltd. ADR

     1,736,112  

5,435,476

  

ICICI Bank Ltd.

     24,052,326  


 

The Hartford International Opportunities Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

3,893,954

  

Power Grid Corp. of India Ltd.

   $ 10,366,603  

5,399,580

  

State Bank of India*

     23,155,226  
     

 

 

 
                101,239,025  
     

 

 

 
  

Israel - 0.3%

 

515,240

  

Teva Pharmaceutical Industries Ltd. ADR

     12,334,846  
     

 

 

 
  

Italy - 2.7%

 

424,405

  

Banca Generali S.p.A.

     11,424,142  

331,500

  

Ferrari N.V.

     43,997,710  

1,079,086

  

FinecoBank Banca Fineco S.p.A.

     12,653,813  

4,904,939

  

Pirelli & C. S.p.A.*(5)

     42,818,400  
     

 

 

 
        110,894,065  
     

 

 

 
  

Japan - 14.7%

 

279,000

  

Daikin Industries Ltd.

     33,348,840  

578,120

  

Daiwa House Industry Co., Ltd.

     21,081,451  

145,200

  

Eisai Co., Ltd.

     12,500,580  

67,260

  

FANUC Corp.

     13,562,365  

679,750

  

ITOCHU Corp.

     12,069,909  

27,500

  

Keyence Corp.

     14,546,626  

1,636,100

  

Komatsu Ltd.

     48,343,643  

1,341,500

  

Nexon Co., Ltd.*

     19,329,231  

150,200

  

Nidec Corp.

     21,816,593  

1,293,070

  

Ono Pharmaceutical Co., Ltd.

     30,554,288  

372,100

  

Recruit Holdings Co., Ltd.

     10,196,079  

500,660

  

Seven & i Holdings Co., Ltd.

     20,446,891  

732,384

  

SoftBank Group Corp.

     61,170,318  

1,179,156

  

Sony Corp.

     63,375,873  

1,203,216

  

Sony Financial Holdings, Inc.

     23,121,557  

1,990,360

  

Sumitomo Mitsui Financial Group, Inc.

     78,992,870  

293,500

  

Sysmex Corp.

     27,831,511  

350,500

  

Terumo Corp.

     19,255,112  

1,100,013

  

Tokio Marine Holdings, Inc.

     52,334,135  

420,600

  

Yamato Holdings Co., Ltd.

     12,190,368  
     

 

 

 
        596,068,240  
     

 

 

 
  

Luxembourg - 0.7%

 

149,490

  

Spotify Technology S.A.*

     27,331,257  
     

 

 

 
  

Netherlands - 4.9%

  

1,091,376

  

AerCap Holdings N.V.*

     61,258,935  

1,936,887

  

DP Eurasia N.V.*(5)

     3,955,757  

3,653,118

  

ING Groep N.V.

     55,844,298  

1,742,573

  

Koninklijke Philips N.V.

     76,498,165  
     

 

 

 
        197,557,155  
     

 

 

 
  

Norway - 0.2%

 

1,709,529

  

Norsk Hydro ASA

     9,751,211  
     

 

 

 
  

Russia - 1.0%

 

400,633

  

Mail.Ru Group Ltd. GDR*

     10,819,729  

780,630

  

Yandex N.V. Class A*

     28,071,455  
     

 

 

 
        38,891,184  
     

 

 

 
  

South Korea - 1.8%

 

8,826

  

Hugel, Inc.*

     3,774,706  

1,690,847

  

Samsung Electronics Co., Ltd.

     70,187,444  
     

 

 

 
        73,962,150  
     

 

 

 
  

Spain - 3.2%

 

8,643,863

  

Iberdrola S.A.

     67,205,111  

246,967

  

Iberdrola S.A.

     1,920,457  

1,879,303

  

Industria de Diseno Textil S.A.

     61,585,912  
     

 

 

 
        130,711,480  
     

 

 

 
  

Switzerland - 8.8%

 

459,588

  

Julius Baer Group Ltd. AG*

     25,212,823  

77,948

  

Lonza Group AG*

     23,993,740  

1,624,180

  

Nestle S.A.

     132,359,865  


 

The Hartford International Opportunities Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

899,102

    

Novartis AG

      $ 75,454,175  

232,755

    

Swiss Re AG

        21,339,738  

4,754,862

    

UBS Group AG*

        78,152,989  
          

 

 

 
             356,513,330  
          

 

 

 
    

Taiwan - 2.6%

 

6,745,419

    

Hon Hai Precision Industry Co., Ltd.

        18,502,540  

10,820,595

    

Taiwan Semiconductor Manufacturing Co., Ltd.

        86,518,309  
          

 

 

 
             105,020,849  
          

 

 

 
    

United Kingdom - 12.6%

 

2,208,563

    

Anglo American plc

        49,992,646  

718,051

    

AstraZeneca plc

        55,272,824  

6,783,317

    

BAE Systems plc

        58,067,414  

1,529,881

    

British American Tobacco plc

        84,100,999  

2,528,587

    

Compass Group plc

        54,388,208  

1,333,808

    

Fiat Chrysler Automobiles N.V.*

        22,743,057  

7,058,544

    

Glencore plc*

        30,954,770  

220,739

    

Intertek Group plc

        17,028,322  

2,260,403

    

Just Eat plc*

        23,496,269  

1,422,347

    

Rio Tinto plc

        78,088,074  

683,609

    

Unilever N.V.(1)

        39,438,055  
          

 

 

 
             513,570,638  
          

 

 

 
    

Total Common Stocks
(cost $3,698,956,280)

      $     3,885,117,300  
          

 

 

 
Exchange-Traded Funds - 0.6%      
    

Other Investment Pools & Funds - 0.6%

     

496,371

    

iShares MSCI ACWI ex U.S. ETF

        24,123,631  
          

 

 

 
    

Total Exchange-Traded Funds
(cost $24,218,522)

      $ 24,123,631  
          

 

 

 
    

Total Long-Term Investments
(cost $3,723,174,802)

      $ 3,909,240,931  
          

 

 

 

Short-Term Investments - 4.9%

     
    

Other Investment Pools & Funds - 3.8%

     

155,231,038

    

Fidelity Institutional Government Fund, Institutional Class, 1.79%(6)

        155,231,038  
          

 

 

 
    

Securities Lending Collateral - 1.1%

     

2,286,192

    

Citibank NA DDCA, 1.91%, 8/1/2018(6)

        2,286,192  

23,503,908

    

Goldman Sachs Financial Sq, Government Institutional Fund, 1.82%(6)

        23,503,908  

9,414,908

    

Invesco Government & Agency Portfolio, 1.81%(6)

        9,414,908  

4,853,070

    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional
Class, 1.82%(6)

        4,853,070  

5,665,751

    

Western Asset Institutional Government Class A Fund, 1.76%(6)

        5,665,751  
          

 

 

 
             45,723,829  
          

 

 

 
    

Total Short-Term Investments
(cost $200,954,867)

      $ 200,954,867  
          

 

 

 
    

Total Investments
(cost $3,924,129,669)

     101.1%      $ 4,110,195,798  
    

Other Assets and Liabilities

     (1.1)%        (45,198,770
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $ 4,064,997,028  
       

 

 

    

 

 

 

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

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

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

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


 

The Hartford International Opportunities Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

*

Non-income producing.

(1)

Represents entire or partial securities on loan. See Note 2 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 July 31, 2018, the aggregate value of this security was $41,928,758, 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 July 31, 2018, the aggregate fair value of this security was $41,928,758, 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)

Investment valued using significant unobservable inputs.

(5)

Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At July 31, 2018, the aggregate value of these securities was $46,774,157, which represented 1.2% of total net assets.

(6)

Current yield as of period end.

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

 

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


 

The Hartford International Opportunities Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Australia

   $ 42,247,976       $ —       $ 42,247,976       $ —   

Austria

     39,026,907         —         39,026,907         —   

Brazil

     4,478,061         4,478,061         —         —   

Canada

     300,535,602         300,535,602         —         —   

China

     550,918,502         216,594,794         334,323,708         —   

Denmark

     12,789,253         —         12,789,253         —   

France

     460,291,597         17,402,443         442,889,154         —   

Germany

     151,943,609         —         151,943,609         —   

Hong Kong

     49,040,363         6,867,666         42,172,697         —   

India

     101,239,025         1,736,112         57,574,155         41,928,758   

Israel

     12,334,846         12,334,846         —         —   

Italy

     110,894,065         —         110,894,065         —   

Japan

     596,068,240         —         596,068,240         —   

Luxembourg

     27,331,257         27,331,257         —         —   

Netherlands

     197,557,155         65,214,692         132,342,463         —   

Norway

     9,751,211         —         9,751,211         —   

Russia

     38,891,184         28,071,455         10,819,729         —   

South Korea

     73,962,150         —         73,962,150         —   

Spain

     130,711,480         1,920,457         128,791,023         —   

Switzerland

     356,513,330         —         356,513,330         —   

Taiwan

     105,020,849         —         105,020,849         —   

United Kingdom

     513,570,638         —         513,570,638         —   

Exchange-Traded Funds

     24,123,631         24,123,631         —         —   

Short-Term Investments

     200,954,867         200,954,867         —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     4,110,195,798       $     907,565,883       $   3,160,701,157       $     41,928,758   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

For the period ended July 31, 2018, investments valued at $20,780,522 were transferred from Level 1 to Level 2 due to the application of a fair valuation model 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 there were no transfers in and out of Level 3.

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the period ended July 31, 2018:

 

   

Common Stocks

 

   

  Total

 

 

Beginning balance

    $ 7,876     $ 7,876  

 

Purchases

    42,367,806       42,367,806  

 

Sales

    (3,101,928)       (3,101,928)  

 

Accrued discounts/(premiums)

    -       -  

 

Total realized gain/(loss)

    1,427,499       1,427,499  

 

Net change in unrealized appreciation/depreciation

    1,227,505       1,227,505  

 

Transfers into Level 3

    -       -  

 

Transfers out of Level 3

    -       -  

Ending balance

    $

 

41,928,758

 

 

 

  $

 

  41,928,758

 

 

 

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at July 31, 2018 was $1,227,505.

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


 

The Hartford International Small Company Fund

    

Schedule of Investments

July 31, 2018 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 99.0%

 

  

Australia - 8.5%

 

553,759

  

ALS Ltd.

   $ 3,068,169  

1,104,761

  

Cleanaway Waste Management Ltd.

     1,528,162  

101,928

  

Domino’s Pizza Enterprises Ltd.(1)

     3,785,019  

685,211

  

Estia Health Ltd.

     1,640,194  

476,207

  

Karoon Gas Australia Ltd.*

     416,142  

182,862

  

Monadelphous Group Ltd.

     2,003,512  

441,794

  

Netwealth Group Ltd.*(1)

     2,480,564  

2,504,172

  

NRW Holdings Ltd.*

     3,159,485  

355,677

  

Nufarm Ltd.

     1,890,220  

1,055,319

  

oOh!media Ltd.

     3,805,387  

220,691

  

Seek Ltd.

     3,510,357  

290,650

  

SpeedCast International Ltd.

     1,338,994  
     

 

 

 
        28,626,205  
     

 

 

 
  

Austria - 3.4%

 

27,094

  

ams AG*

     1,949,248  

13,209

  

Lenzing AG

     1,677,465  

52,137

  

Porr AG(1)

     1,847,007  

7,746

  

Rhi Magnesita N.V.

     495,337  

19,620

  

Schoeller-Bleckmann Oilfield Equipment AG

     2,239,360  

134,298

  

Wienerberger AG

     3,292,075  
     

 

 

 
        11,500,492  
     

 

 

 
  

Belgium - 2.2%

 

21,601

  

Cie d’Entreprises CFE

     2,699,013  

327,780

  

Euronav N.V.

     2,773,795  

16,691

  

Galapagos N.V.*

     1,836,517  
     

 

 

 
        7,309,325  
     

 

 

 
  

China - 0.6%

 

1,762,000

  

Microport Scientific Corp.(1)

     2,036,356  
     

 

 

 
  

Finland - 1.1%

 

55,234

  

Metso Oyj

     2,023,030  

220,026

  

Outotec Oyj*

     1,807,053  
     

 

 

 
        3,830,083  
     

 

 

 
  

France - 4.7%

 

49,610

  

Elis S.A.

     1,138,767  

25,140

  

ID Logistics Group*

     4,139,162  

27,526

  

Imerys S.A.

     2,134,974  

106,483

  

Innate Pharma S.A.*(1)

     608,923  

133,047

  

Maisons du Monde S.A.(2)

     4,067,264  

23,572

  

SOITEC S.A.*

     2,014,217  

12,046

  

Virbac S.A.*

     1,716,131  
     

 

 

 
        15,819,438  
     

 

 

 
  

Germany - 1.8%

 

14,335

  

Aumann AG(2)

     999,499  

120,550

  

SAF-Holland S.A.

     2,005,234  

35,110

  

STRATEC Biomedical AG

     2,960,128  
     

 

 

 
        5,964,861  
     

 

 

 
  

Hong Kong - 1.7%

 

2,321,061

  

Cathay Pacific Airways Ltd.

     3,587,765  

2,793,000

  

Value Partners Group Ltd.(1)

     2,181,337  
     

 

 

 
        5,769,102  
     

 

 

 
  

Ireland - 0.6%

 

1,096,349

  

Cairn Homes plc*

     2,179,426  
     

 

 

 
  

Italy - 8.2%

 

451,495

  

Anima Holding S.p.A.(2)

     2,420,082  

365,184

  

Autogrill S.p.A.

     3,986,378  

67,865

  

Brunello Cucinelli S.p.A.

     2,817,390  

106,964

  

Buzzi Unicem S.p.A.

     2,352,641  


 

The Hartford International Small Company Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

254,692

  

Cerved Information Solutions S.p.A.

   $ 2,925,997  

20,859

  

DiaSorin S.p.A.

     2,237,789  

161,860

  

Gima TT S.p.A.(2)

     2,524,133  

89,084

  

Interpump Group S.p.A.

     2,800,350  

355,479

  

OVS S.p.A.(2)

     1,162,090  

186,996

  

Salvatore Ferragamo S.p.A.(1)

     4,317,476  
     

 

 

 
        27,544,326  
     

 

 

 
  

Japan - 33.2%

 

82,700

  

Asahi Intecc Co., Ltd.

     3,163,878  

228,500

  

Daikyonishikawa Corp.

     3,395,642  

117,760

  

Dip Corp.

     2,994,769  

280,600

  

DMG Mori Co., Ltd.

     4,308,550  

134,300

  

EPS Holdings, Inc.

     2,569,622  

60,600

  

Ezaki Glico Co., Ltd.

     2,806,720  

200,300

  

Ferrotec Holdings Corp.

     2,994,285  

32,700

  

Furukawa Electric Co., Ltd.

     1,155,410  

119,000

  

H2O Retailing Corp.

     1,905,474  

131,900

  

Hitachi Metals Ltd.

     1,429,438  

697,900

  

Ichigo, Inc.

     3,113,671  

141,900

  

IHI Corp.

     4,983,562  

283,900

  

Itoham Yonekyu Holdings, Inc.

     2,310,033  

92,000

  

Jamco Corp.

     2,037,314  

103,200

  

JGC Corp.

     2,002,522  

146,000

  

Kanto Denka Kogyo Co., Ltd.

     1,370,588  

103,304

  

Kawasaki Heavy Industries Ltd.

     3,037,445  

288,900

  

Kenedix, Inc.

     1,653,384  

75,800

  

KH Neochem Co., Ltd.

     2,444,743  

420,700

  

Kobe Steel Ltd.

     4,146,113  

68,900

  

Kyowa Exeo Corp.

     1,867,025  

79,878

  

Kyudenko Corp.

     3,199,528  

80,600

  

Mirait Holdings Corp.

     1,240,123  

122,500

  

Miura Co., Ltd.

     3,214,653  

84,940

  

Nippon Shinyaku Co., Ltd.

     4,834,867  

148,100

  

Nippon Yusen KK

     2,856,179  

180,100

  

Persol Holdings Co., Ltd.

     3,925,853  

194,800

  

San-In Godo Bank Ltd.

     1,830,323  

271,100

  

Sanwa Holdings Corp.

     3,083,503  

110,600

  

SCSK Corp.

     5,229,620  

95,800

  

Taiheiyo Cement Corp.

     3,027,067  

168,200

  

Takara Leben Co., Ltd.

     572,557  

53,800

  

TechnoPro Holdings, Inc.

     3,414,802  

79,300

  

Tokyo Ohka Kogyo Co., Ltd.

     2,877,866  

52,400

  

Tokyo Seimitsu Co., Ltd.

     1,778,745  

294,900

  

Tokyo Steel Manufacturing Co., Ltd.

     2,530,037  

37,442

  

Tokyo TY Financial Group, Inc.

     862,398  

217,300

  

Toyo Tire & Rubber Co., Ltd.

     3,435,779  

73,900

  

Warabeya Nichiyo Holdings Co., Ltd.

     1,516,173  

99,100

  

Yokogawa Bridge Holdings Corp.

     1,829,410  

106,500

  

Zenkoku Hosho Co., Ltd.

     4,687,141  
     

 

 

 
              111,636,812  
     

 

 

 
  

Jersey - 1.0%

 

361,196

  

Sanne Group plc

     3,347,059  
     

 

 

 
  

Luxembourg - 0.6%

 

115,159

  

Reinet Investments SCA

     2,033,384  
     

 

 

 
  

Netherlands - 2.7%

 

73,388

  

IMCD N.V.

     5,331,896  

57,671

  

Rhi Magnesita N.V.

     3,641,629  
     

 

 

 
        8,973,525  
     

 

 

 
  

Norway - 1.9%

 

309,707

  

Kongsberg Gruppen ASA

     6,289,708  
     

 

 

 
  

South Korea - 2.2%

 

45,068

  

Hankook Tire Co., Ltd.

     1,788,813  

40,688

  

Korea Aerospace Industries Ltd.*

     1,278,315  


 

The Hartford International Small Company Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

248,568

    

Nexen Tire Corp.

      $         2,388,688  

72,175

    

Samsung Securities Co., Ltd.

        2,104,906  
          

 

 

 
             7,560,722  
          

 

 

 
    

Spain - 1.2%

 

296,090

    

Melia Hotels International S.A.

        3,893,733  
          

 

 

 
    

Switzerland - 2.6%

 

38,728

    

Dufry AG*(1)

        5,124,416  

227,533

    

OC Oerlikon Corp. AG*

        3,535,268  
          

 

 

 
             8,659,684  
          

 

 

 
    

Taiwan - 0.8%

 

49,000

    

ASPEED Technology, Inc.

        1,299,561  

233,000

    

Chroma ATE, Inc.

        1,314,844  
          

 

 

 
             2,614,405  
          

 

 

 
    

United Kingdom - 20.0%

 

186,497

    

Abcam plc

        3,616,093  

21,545

    

ASOS plc*

        1,715,462  

1,274,373

    

B&M European Value Retail S.A.

        6,895,574  

163,327

    

Concentric AB

        2,820,818  

149,265

    

Consort Medical plc

        2,159,013  

639,521

    

ConvaTec Group plc(2)

        1,836,215  

610,322

    

Elementis plc

        2,079,414  

110,036

    

Genus plc

        4,144,141  

332,184

    

Grainger plc

        1,334,241  

1,431,551

    

Hays plc

        3,730,410  

216,296

    

Hikma Pharmaceuticals plc

        4,654,444  

152,170

    

Hill & Smith Holdings plc

        3,002,238  

255,297

    

Hunting plc*

        2,615,810  

446,132

    

Ibstock plc(2)

        1,437,378  

44,717

    

James Fisher & Sons plc

        1,057,653  

161,240

    

Keller Group plc

        2,281,431  

179,437

    

Kier Group plc

        2,277,478  

324,349

    

Lancashire Holdings Ltd.

        2,437,013  

948,615

    

Rentokil Initial plc

        4,217,506  

852,583

    

Restaurant Group plc(1)

        2,960,970  

871,603

    

Tyman plc

        3,861,075  

167,276

    

Ultra Electronics Holdings plc

        3,624,903  

928,795

    

Volution Group plc

        2,474,752  
          

 

 

 
             67,234,032  
          

 

 

 
    

Total Common Stocks
(cost $305,977,042)

      $ 332,822,678  
          

 

 

 
    

Total Long-Term Investments
(cost $305,977,042)

      $ 332,822,678  
          

 

 

 
Short-Term Investments - 2.8%      
    

Other Investment Pools & Funds - 0.8%

     

2,873,107

    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,1.82%(3)

        2,873,107  
          

 

 

 
             2,873,107  
          

 

 

 
    

Securities Lending Collateral - 2.0%

 

330,395

    

Citibank NA DDCA, 1.91%, 8/1/2018(3)

        330,395  

3,396,732

    

Goldman Sachs Financial Sq, Government Institutional Fund, 1.82%(3)

        3,396,732  

1,360,621

    

Invesco Government & Agency Portfolio, 1.81%(3)

        1,360,622  

701,355

    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio,
Institutional Class, 1.82%(3)

        701,355  

818,802

    

Western Asset Institutional Government Class A Fund, 1.76%(3)

        818,802  
          

 

 

 
             6,607,906  
          

 

 

 
    

Total Short-Term Investments
(cost $9,481,012)

      $ 9,481,013  
          

 

 

 
    

Total Investments
(cost $315,458,054)

     101.8%      $ 342,303,691  
    

Other Assets and Liabilities

     (1.8)%        (5,930,521
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $ 336,373,170  
       

 

 

    

 

 

 


 

The Hartford International Small Company Fund

    

Schedule of Investments – (continued)

July 31, 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 2 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 July 31, 2018, the aggregate value of these securities was $14,446,661, which represented 4.3% of total net assets.

(3)

Current yield as of period end.

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)   
Other Abbreviations:   
DDCA    Dollars on Deposit in Custody Account   


 

The Hartford International Small Company Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Australia

   $ 28,626,205      $      $ 28,626,205      $                   —   

Austria

     11,500,492        495,337        11,005,155        —   

Belgium

     7,309,325               7,309,325        —   

China

     2,036,356               2,036,356        —   

Finland

     3,830,083               3,830,083        —   

France

     15,819,438        4,139,162        11,680,276        —   

Germany

     5,964,861        2,960,128        3,004,733        —   

Hong Kong

     5,769,102               5,769,102        —   

Ireland

     2,179,426        2,179,426               —   

Italy

     27,544,326               27,544,326        —   

Japan

           111,636,812               111,636,812        —   

Jersey

     3,347,059        3,347,059               —   

Luxembourg

     2,033,384        2,033,384               —   

Netherlands

     8,973,525        3,641,629        5,331,896        —   

Norway

     6,289,708               6,289,708        —   

South Korea

     7,560,722        2,388,688        5,172,034        —   

Spain

     3,893,733               3,893,733        —   

Switzerland

     8,659,684               8,659,684        —   

Taiwan

     2,614,405               2,614,405        —   

United Kingdom

     67,234,032        17,736,305        49,497,727        —   

Short-Term Investments

     9,481,013        9,481,013               —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 342,303,691      $       48,402,131      $       293,901,560      $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

For the period ended July 31, 2018, investments valued at $ 47,457,647.60 were transferred from Level 1 to Level 2 due to the application of a fair valuation model factor; investments valued at $16,384,773.61 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation model factor and there were no transfers in and out of Level 3.

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


 

The Hartford International Value Fund

    

Schedule of Investments

July 31, 2018 (Unaudited)

 

Shares or Principal Amount    Market  Value  

Common Stocks - 95.5%

  
   Argentina - 0.4%   
608,896   

YPF S.A. ADR

   $ 10,107,674  
     

 

 

 
  

Australia - 0.6%

  

5,203,305

  

Resolute Mining Ltd.

     4,932,448  

5,023,195

  

Western Areas Ltd.

     12,119,719  
     

 

 

 
        17,052,167  
     

 

 

 
  

Austria - 0.2%

  

708,141

  

Zumtobel Group AG*(1)

     5,085,032  
     

 

 

 
  

Belgium - 1.4%

  

439,633

  

Ageas

     23,579,792  

1,947,591

  

AGFA-Gevaert N.V.*

     9,297,963  

398,765

  

Orange Belgium S.A.

     6,396,734  
     

 

 

 
              39,274,489  
     

 

 

 
  

Brazil - 0.3%

  

756,557

  

Petroleo Brasileiro S.A. ADR

     8,874,414  
     

 

 

 
  

Canada - 2.8%

  

1,892,475

  

Advantage Oil & Gas Ltd.*

     6,546,595  

599,477

  

ARC Resources Ltd.

     7,119,898  

1,142,670

  

Barrick Gold Corp.

     12,807,110  

667,002

  

Cameco Corp.

     7,209,169  
2,012,994   

Centerra Gold, Inc.*

     9,145,401  

4,136,015

  

Eldorado Gold Corp.*(1)

     4,508,256  

2,129,459

  

Kinross Gold Corp.*

     7,666,052  

541,760

  

Northern Dynasty Minerals Ltd.*(1)

     333,173  
2,230,151   

Painted Pony Energy Ltd.*(1)

     4,525,963  

400,473

  

Tourmaline Oil Corp.

     7,911,870  

2,280,117

  

Trican Well Service Ltd.*

     4,802,645  

1,494,226

  

Uranium Participation Corp.*

     5,077,049  
     

 

 

 
        77,653,181  
     

 

 

 
  

China - 2.3%

  

21,919,530

  

361 Degrees International Ltd.

     6,387,772  

26,619,260

  

China BlueChemical Ltd. Class H

     9,889,268  

11,869,430

  

China Machinery Engineering Corp. Class H

     6,359,148  

47,312,000

  

China Telecom Corp. Ltd. Class H

     22,376,318  

27,607,300

  

Daphne International Holdings Ltd.*

     1,268,837  
18,607,400   

Dongfeng Motor Group Co., Ltd. Class H

     18,708,260  
     

 

 

 
        64,989,603  
     

 

 

 
  

Denmark - 1.0%

  

12,834

  

AP Moller - Maersk A/S Class B

     18,427,513  

575,903

  

D/S Norden A/S*

     10,618,828  
     

 

 

 
        29,046,341  
     

 

 

 
  

Finland - 0.3%

  

1,783,428

  

Nokia Oyj

     9,679,831  
     

 

 

 
  

France - 9.7%

  

1,917,735

  

Air France-KLM*

     17,502,023  

339,530

  

Alstom S.A.(1)

     15,221,790  
527,239   

BNP Paribas S.A.

     34,201,890  

670,747

  

Cie de Saint-Gobain

     29,820,276  

226,799

  

Coface S.A.*

     2,035,212  

1,178,078

  

Engie S.A.

     19,024,244  

155,852

  

Metropole Television S.A.

     3,353,501  

433,929

  

Neopost S.A.(1)

     11,215,853  
80,948   

Renault S.A.

     7,113,642  

1,139,802

  

Rexel S.A.

     17,826,336  

552,025

  

Societe Generale S.A.

     24,619,196  

20,621

  

Sopra Steria Group(1)

     3,647,466  

1,264,348

  

Television Francaise

     13,720,177  

953,333

  

Total S.A.

     62,181,434  


 

The Hartford International Value Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

145,770

  

Vicat S.A.

   $       9,429,907  
     

 

 

 
     270,912,947  
     

 

 

 
  

Germany - 2.6%

 

1,483,536

  

CECONOMY AG

     12,186,359  

1,606,129

  

E.ON SE

     18,120,695  

247,473

  

Hamburger Hafen und Logistik AG

     5,708,341  

868,927

  

Metro AG

     10,730,617  

590,517

  

RWE AG

     15,497,693  

190,251

  

Salzgitter AG

     9,408,994  
     

 

 

 
        71,652,699  
     

 

 

 
  

Greece - 0.6%

 

1,345,576

  

Hellenic Telecommunications Organization S.A.

     17,486,523  
     

 

 

 
  

Hong Kong - 2.5%

 

10,707,788

  

AMVIG Holdings Ltd.

     2,632,934  

2,478,130

  

China Mobile Ltd.

     22,385,975  

18,765,480

  

China Unicom Hong Kong Ltd.

     23,170,948  

35,872,000

  

CST Group Ltd.*

     145,992  

853,860

  

Dah Sing Financial Holdings Ltd.

     5,419,159  

221,595,205

  

G-Resources Group Ltd.*

     2,629,058  

44,796,275

  

Pacific Basin Shipping Ltd.*

     11,706,741  
     

 

 

 
        68,090,807  
     

 

 

 
  

Hungary - 0.3%

 

6,415,597

  

Magyar Telekom Telecommunications plc

     9,248,848  
     

 

 

 
  

India - 0.9%

 

3,230,137

  

Allahabad Bank*

     2,156,622  

2,510,852

  

Canara Bank

     10,468,495  

3,147,333

  

Corp. Bank*

     1,276,618  

4,519,910

  

NTPC Ltd.

     10,215,410  
     

 

 

 
        24,117,145  
     

 

 

 
  

Ireland - 0.5%

 

1,659,211

  

Bank of Ireland Group plc

     14,239,982  
     

 

 

 
  

Italy - 4.9%

 

1,408,607

  

Assicurazioni Generali S.p.A.

     24,978,863  

2,499,132

  

Banca Popolare dell’Emilia Romagna SC

     13,912,923  

2,225,550

  

Eni S.p.A.

     42,838,584  

2,023,412

  

Geox S.p.A.(1)

     5,374,742  

3,567,650

  

Saipem S.p.A.*

     18,634,519  

1,665,424

  

UniCredit S.p.A.

     29,406,624  
     

 

 

 
              135,146,255  
     

 

 

 
  

Japan - 31.6%

 

564,750

  

Aisan Industry Co., Ltd.

     5,152,329  

81,770

  

Alpha Systems, Inc.

     1,687,449  

770,760

  

Avex, Inc.

     10,580,826  

213,600

  

Benesse Holdings, Inc.

     7,781,786  

542,405

  

Canon, Inc.

     17,597,974  

248,265

  

Cawachi Ltd.

     4,873,635  

955,450

  

Chiyoda Corp.

     7,649,567  

405,205

  

Chubu Steel Plate Co., Ltd.

     2,483,546  

1,684,950

  

Citizen Watch Co., Ltd.

     11,098,405  

237,840

  

CMIC Holdings Co., Ltd.

     5,326,269  

1,075,830

  

Dai-ichi Life Holdings, Inc.

     20,313,256  

536,315

  

DeNA Co., Ltd.

     10,115,245  

205,158

  

Eisai Co., Ltd.

     17,662,493  

193,100

  

Enplas Corp.

     5,452,036  

464,490

  

Exedy Corp.

     14,945,026  

609,865

  

Fuji Media Holdings, Inc.

     10,034,945  

3,466,765

  

Fujitsu Ltd.

     23,627,478  

970,515

  

Funai Electric Co., Ltd.*

     5,485,393  

208,550

  

Gendai Agency, Inc.

     999,478  

2,123,080

  

Gree, Inc.

     11,767,819  

434,225

  

Hisaka Works Ltd.

     4,235,908  

1,443,460

  

Hitachi Metals Ltd.

     15,643,192  


 

The Hartford International Value Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

1,274,055

  

Honda Motor Co., Ltd.

   $       38,897,708  

358,855

  

Honeys Holdings Co., Ltd.

     3,376,694  

464,955

  

Hosiden Corp.

     3,903,996  

559,170

  

Ibiden Co., Ltd.

     9,208,264  

630,755

  

Ichiyoshi Securities Co., Ltd.

     6,194,471  

1,553,624

  

Inpex Corp.

     17,057,051  

569,455

  

Japan Petroleum Exploration Co., Ltd.

     13,490,716  

294,970

  

Japan Steel Works Ltd.

     7,272,313  

743,740

  

JGC Corp.

     14,431,743  

1,076,925

  

JSR Corp.

     20,706,913  

729,625

  

Keihin Corp.

     15,064,163  

625,175

  

Kyoei Steel Ltd.

     12,239,754  

334,990

  

Maxell Holdings Ltd.

     5,526,403  

105,330

  

Melco Holdings, Inc.

     4,022,842  

228,340

  

Miraial Co., Ltd.

     2,329,407  

651,240

  

Mitsubishi Heavy Industries Ltd.

     24,454,789  

5,586,955

  

Mitsubishi UFJ Financial Group, Inc.

     34,286,391  

17,356,315

  

Mizuho Financial Group, Inc.

     30,170,305  

926,410

  

Nakayama Steel Works Ltd.

     5,443,094  

449,520

  

Neturen Co., Ltd.

     4,198,461  

1,022,545

  

Nichicon Corp.

     12,846,583  

545,910

  

Nikon Corp.

     9,215,493  

867,455

  

Nippon Television Holdings, Inc.

     13,966,542  

515,160

  

Nishimatsuya Chain Co., Ltd.

     5,564,320  

634,980

  

Nissin Kogyo Co., Ltd.

     10,882,901  

956,210

  

NOK Corp.

     19,222,853  

291,134

  

Pacific Metals Co., Ltd.*

     8,392,153  

260,435

  

PAL GROUP Holdings Co., Ltd.

     6,138,988  

8,529,845

  

Pioneer Corp.*

     11,609,947  

157,045

  

Proto Corp.

     1,932,095  

244,135

  

Sankyo Co., Ltd.

     9,620,653  

385,482

  

Sanyo Shokai Ltd.

     7,027,799  

97,270

  

Shimamura Co., Ltd.

     9,102,165  

647,175

  

Shinko Electric Industries Co., Ltd.

     6,203,666  

875,630

  

Sumitomo Mitsui Financial Group, Inc.

     34,751,767  

527,295

  

Sumitomo Mitsui Trust Holdings, Inc.

     20,945,017  

795,345

  

Sumitomo Riko Co., Ltd.

     8,890,771  

1,656,425

  

T&D Holdings, Inc.

     24,750,419  

635,770

  

Takeda Pharmaceutical Co., Ltd.

     26,844,042  

1,314,565

  

Tochigi Bank Ltd.

     4,853,734  

881,190

  

Tokai Rika Co., Ltd.

     18,301,584  

305,040

  

Tokyo Seimitsu Co., Ltd.

     10,354,738  

1,416,170

  

Tokyo Steel Manufacturing Co., Ltd.

     12,149,753  

858,800

  

Toppan Forms Co., Ltd.

     8,744,537  

1,405,810

  

Toshiba Machine Co., Ltd.

     6,890,284  

724,299

  

Toyo Engineering Corp.*

     4,686,393  

643,175

  

Toyoda Gosei Co., Ltd.

     16,320,391  

300,960

  

TV Asahi Holdings Corp.

     6,026,493  

913,165

  

Ushio, Inc.

     11,897,263  

606,155

  

Xebio Holdings Co., Ltd.

     9,036,008  

5,286,910

  

Yahoo Japan Corp.

     20,114,560  

463,700

  

Yamato Kogyo Co., Ltd.

     14,460,970  
     

 

 

 
              878,534,415  
     

 

 

 
  

Netherlands - 3.7%

 

616,677

  

Fugro N.V.*(1)

     8,872,536  

1,622,633

  

ING Groep N.V.

     24,804,784  

4,307,815

  

PostNL N.V.

     17,004,821  

1,499,496

  

Royal Dutch Shell plc Class B

     52,523,156  
     

 

 

 
              103,205,297  
     

 

 

 
  

Norway - 0.2%

 

641,620

  

Storebrand ASA

     5,465,274  
     

 

 

 
  

Portugal - 0.2%

  

1,841,341

  

CTT-Correios de Portugal S.A.(1)

     6,467,702  
     

 

 

 


 

The Hartford International Value Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Russia - 2.5%

 

4,773,636

  

Gazprom PJSC ADR

   $ 21,407,848  

314,385

  

LUKOIL PJSC ADR

     22,551,233  

656,205

  

Sberbank of Russia PJSC ADR

     9,231,208  

3,404,280

  

Surgutneftegas OJSC ADR

     15,586,023  
     

 

 

 
              68,776,312  
     

 

 

 
  

South Africa - 1.6%

 

380,149

  

Anglo American Platinum Ltd.

     11,693,372  

3,783,754

  

Gold Fields Ltd.

     13,885,427  

2,293,650

  

Impala Platinum Holdings Ltd.*(1)

     3,406,867  

10,259,355

  

Nampak Ltd.*

     11,710,507  

3,108,519

  

Raubex Group Ltd.

     4,686,091  
     

 

 

 
        45,382,264  
     

 

 

 
  

South Korea - 3.0%

 

330,507

  

KB Financial Group, Inc.

     15,885,301  

617,345

  

Kia Motors Corp.

     17,502,115  

723,246

  

KT Corp.

     18,451,261  

165,655

  

NHN Entertainment Corp.*

     9,323,204  

360,025

  

Shinhan Financial Group Co., Ltd.

     14,044,323  

1,187,852

  

Tongyang Life Insurance Co., Ltd.

     7,872,662  
     

 

 

 
        83,078,866  
     

 

 

 
  

Spain - 1.3%

 

217,345

  

Almirall S.A.

     3,110,131  

4,559,970

  

CaixaBank S.A.

     20,979,858  

6,438,006

  

Unicaja Banco S.A.(2)

     10,866,653  
     

 

 

 
        34,956,642  
     

 

 

 
  

Sweden - 1.3%

 

2,563,060

  

Qliro Group AB*(1)

     3,723,614  

3,879,354

  

SAS AB*

     7,608,631  

3,073,009

  

Telefonaktiebolaget LM Ericsson Class B

     24,123,888  
     

 

 

 
        35,456,133  
     

 

 

 
  

Switzerland - 4.8%

 

421,701

  

Adecco Group AG

     25,924,992  

1,060,821

  

GAM Holding AG*

     10,725,486  

264,884

  

Julius Baer Group Ltd.*

     14,531,435  

457,372

  

LafargeHolcim Ltd.*

     23,323,329  

2,369,634

  

UBS Group AG*

     38,948,340  

63,441

  

Zurich Insurance Group AG

     19,454,208  
     

 

 

 
        132,907,790  
     

 

 

 
  

Taiwan - 1.9%

 

16,505,525

  

Acer, Inc.*

     13,527,115  

25,184,720

  

Compal Electronics, Inc.

     15,670,981  

603,805

  

MediaTek, Inc.

     5,021,627  

23,540,555

  

Shin Kong Financial Holding Co., Ltd.

     8,942,633  

1,696,400

  

Simplo Technology Co., Ltd.

     9,860,239  
     

 

 

 
        53,022,595  
     

 

 

 
  

United Kingdom - 12.1%

 

3,726,486

  

Acacia Mining plc*

     5,981,935  

1,002,503

  

Anglo American plc

     22,692,483  

567,955

  

AstraZeneca plc

     43,719,007  

7,724,753

  

BP plc

     58,054,914  

6,432,446

  

BT Group plc

     19,677,387  

9,651,160

  

Centrica plc

     18,843,093  

3,266,283

  

Firstgroup plc*

     3,774,491  

586,069

  

Go-Ahead Group plc

     11,861,549  

2,482,540

  

Halfords Group plc

     10,638,539  

4,893,482

  

Hays plc

     12,751,689  

5,566,602

  

HSBC Holdings plc

     53,307,421  

4,764,647

  

J Sainsbury plc

     20,432,080  

3,608,852

  

Marks & Spencer Group plc

     14,585,716  

9,746,543

  

Petra Diamonds Ltd.*(1)

     5,897,490  


 

The Hartford International Value Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

2,800,158

  

Serco Group plc*

     $ 3,716,914  

4,199,222

  

SIG plc

       6,689,468  

2,293,241

  

Standard Chartered plc

       20,678,925  

609,902

  

SThree plc

       2,697,775  
       

 

 

 
          336,000,876  
       

 

 

 
  

Total Common Stocks
(cost $2,536,789,396)

     $ 2,655,912,104  
       

 

 

 

Preferred Stocks - 0.6%

    
  

Brazil - 0.6%

    

1,822,400

  

Cia Paranaense de Energia

       9,953,694  

556,000

  

Telefonica Brasil S.A.

       6,082,477  
       

 

 

 
          16,036,171  
       

 

 

 
  

Total Preferred Stocks
(cost $19,554,932)

     $ 16,036,171  
       

 

 

 
  

Total Long-Term Investments
(cost $2,556,344,328)

     $ 2,671,948,275  
       

 

 

 

Short-Term Investments - 4.5%

    
  

Other Investment Pools & Funds - 3.4%

    

95,011,516

  

Fidelity Institutional Government Fund, Institutional Class, 1.80%(3)

       95,011,516  
       

 

 

 
  

Securities Lending Collateral - 1.1%

    

1,551,670

  

Citibank NA DDCA, 1.91%, 8/1/2018(3)

       1,551,670  

15,952,432

  

Goldman Sachs Financial Sq, Government Institutional Fund, 1.82%(3)

       15,952,432  

6,390,030

  

Invesco Government & Agency Portfolio, 1.81%(3)

       6,390,030  

3,293,847

  

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.82%(3)

       3,293,847  

3,845,425

  

Western Asset Institutional Government Class A Fund, 1.76%(3)

       3,845,425  
       

 

 

 
          31,033,404  
       

 

 

 
  

Total Short-Term Investments
(cost $126,044,921)

     $ 126,044,920  
       

 

 

 
  

Total Investments
(cost $2,682,389,249)

    100.6%      $ 2,797,993,195  
  

Other Assets and Liabilities

    (0.6)%        (17,064,856
    

 

 

    

 

 

 
  

Total Net Assets

    100.0%      $     2,780,928,339  
    

 

 

    

 

 

 

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 2 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 July 31, 2018, the aggregate value of this security was $10,866,653, which represented 0.4% of total net assets.

(3)

Current yield as of period end.

 

Futures Contracts Outstanding at July 31, 2018  
Description    Number
of
Contracts
     Expiration Date    Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

 

Long position contracts:

 

EAFE (mini MSCI) Index Future

     454      09/21/2018    $       45,497,610      $ 382,450    
           

 

 

 

Total futures contracts

 

   $         382,450    
           

 

 

 

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


 

The Hartford International Value Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

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 Hartford International Value Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Argentina

   $ 10,107,674       $ 10,107,674       $ —       $ —    

Australia

     17,052,167         —         17,052,167         —    

Austria

     5,085,032         —         5,085,032         —    

Belgium

     39,274,489         —         39,274,489         —    

Brazil

     8,874,414         8,874,414         —         —    

Canada

     77,653,181         77,653,181                —    

China

     64,989,603         —         64,989,603         —    

Denmark

     29,046,341         —         29,046,341         —    

Finland

     9,679,831         —         9,679,831         —    

France

     270,912,947         —         270,912,947         —    

Germany

     71,652,699         —         71,652,699         —    

Greece

     17,486,523         —         17,486,523         —    

Hong Kong

     68,090,807         2,632,934         65,457,873         —    

Hungary

     9,248,848         —         9,248,848         —    

India

     24,117,145         —         24,117,145         —    

Ireland

     14,239,982         —         14,239,982         —    

Italy

     135,146,255         —         135,146,255         —    

Japan

     878,534,415         —         878,534,415         —    

Netherlands

     103,205,297         —         103,205,297         —    

Norway

     5,465,274         —         5,465,274         —    

Portugal

     6,467,702         —         6,467,702         —    

Russia

     68,776,312         —         68,776,312         —    

South Africa

     45,382,264         16,396,598         28,985,666         —    

South Korea

     83,078,866         —         83,078,866         —    

Spain

     34,956,642         —         34,956,642         —    

Sweden

     35,456,133         —         35,456,133         —    

Switzerland

     132,907,790         —         132,907,790         —    

Taiwan

     53,022,595         —         53,022,595         —    

United Kingdom

     336,000,876         33,420,293         302,580,583         —    

Preferred Stocks

     16,036,171         16,036,171         —         —    

Short-Term Investments

     126,044,920         126,044,920         —         —    

Futures Contracts(2)

     382,450         382,450         —         —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     2,798,375,645       $       291,548,635       $   2,506,827,010       $         —    
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

For the period ended July 31, 2018, investments valued at $122,069,289 were transferred from Level 1 to Level 2 due to the application of a fair valuation model factor; investments valued at $21,065,990 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation model factor and there were no transfers in and out of Level 3.

 

(2)

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

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


 

  Hartford Long/Short Global Equity Fund

 

 

  Schedule of Investments

  July 31, 2018 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Common Stocks - 117.7%

 

   Automobiles & Components - 3.2%

 

6,370

   Hankook Tire Co., Ltd.    $ 252,834  

27,400

   Keihin Corp.      565,713  

15,148

   Tenneco, Inc.      698,323  
     

 

 

 
        1,516,870  
     

 

 

 
   Banks - 8.1%

 

112,198

   Banca Popolare dell’Emilia Romagna SC      624,618  

17,169

   BancorpSouth Bank      564,860  

11,700

   Bank of Kyoto Ltd.      566,845  

433,000

   Chongqing Rural Commercial Bank Co., Ltd. Class H      265,289  

51,292

   MGIC Investment Corp.*      640,124  

6,026

   Texas Capital Bancshares, Inc.*      547,161  

342,000

   Unicaja Banco S.A.(1)      577,259  
     

 

 

 
        3,786,156  
     

 

 

 
   Capital Goods - 11.4%

 

10,716

   AerCap Holdings N.V.*      601,489  

20,210

   Aerojet Rocketdyne Holdings, Inc.*      681,077  

9,580

   AGCO Corp.      603,732  

28,639

   Barloworld Ltd.      275,652  

24,085

   Escorts Ltd.      326,520  

28,600

   Fuji Corp.      506,275  

10,402

   Greenbrier Cos., Inc.      589,273  

29,700

   Hino Motors Ltd.      335,557  

11,057

   JELD-WEN Holding, Inc.*      303,404  

4,914

   Rheinmetall AG      593,864  

10,076

   Timken Co.      496,243  
     

 

 

 
        5,313,086  
     

 

 

 
   Commercial & Professional Services - 1.2%

 

10,452

   TriNet Group, Inc.*      562,840  
     

 

 

 
   Consumer Durables & Apparel - 3.8%

 

24,638

   Acushnet Holdings Corp.      595,501  

6,088

   Carter’s, Inc.      638,205  

18,066

   La-Z-Boy, Inc.      551,013  
     

 

 

 
        1,784,719  
     

 

 

 
   Consumer Services - 2.9%

 

10,838

   Cheesecake Factory, Inc.(2)      607,253  

7,308

   Hyatt Hotels Corp. Class A      571,705  

3,300

   Kyoritsu Maintenance Co., Ltd.      163,849  
     

 

 

 
                1,342,807  
     

 

 

 
   Diversified Financials - 5.9%

 

6,201

   FirstCash, Inc.      503,521  

52,999

   IG Group Holdings plc      639,768  

37,368

   MTGE Investment Corp. REIT      749,228  

32,130

   Redwood Trust, Inc. REIT      540,105  

15,296

   Solar Capital Ltd.      325,499  
     

 

 

 
        2,758,121  
     

 

 

 
   Energy - 6.8%

 

28,207

   Antero Resources Corp.*      579,372  

13,295

   Delek U.S. Holdings, Inc.      708,889  

48,584

   Enerplus Corp.      633,794  

23,200

   Japan Petroleum Exploration Co., Ltd.      549,621  

106,611

   Raging River Exploration, Inc.*      450,752  

15,276

   YPF S.A. ADR      253,582  
     

 

 

 
        3,176,010  
     

 

 

 
   Food, Beverage & Tobacco - 2.4%

 

39,860

   a2 Milk Co., Ltd.*      284,689  

7,764

   Fresh Del Monte Produce, Inc.      281,833  

66,800

   Itoham Yonekyu Holdings, Inc.      543,537  
     

 

 

 
        1,110,059  
     

 

 

 


 

  Hartford Long/Short Global Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

   Health Care Equipment & Services - 10.2%

 

6,178

   Amedisys, Inc.*    $ 578,446  

10,265

   Encompass Health Corp.      776,342  

10,425

   Globus Medical, Inc. Class A*      536,679  

5,791

   Haemonetics Corp.*      565,433  

6,327

   Hill-Rom Holdings, Inc.      596,003  

8,350

   Molina Healthcare, Inc.*      869,152  

384,000

   Shandong Weigao Group Medical Polymer Co., Ltd. Class H      293,889  

48,597

   UDG Healthcare plc      535,032  
     

 

 

 
        4,750,976  
     

 

 

 
   Household & Personal Products - 1.3%

 

8,320

   Nu Skin Enterprises, Inc. Class A      606,112  
     

 

 

 
   Insurance - 2.9%

 

19,020

   Assured Guaranty Ltd.      740,259  

73,800

   Storebrand ASA      628,623  
     

 

 

 
        1,368,882  
     

 

 

 
   Materials - 9.7%

 

9,089

   Cabot Corp.      600,783  

7,332

   Carpenter Technology Corp.      401,574  

66,846

   Centerra Gold, Inc.*      303,694  

14,464

   Methanex Corp.      999,143  

13,899

   Salzgitter AG      687,384  

17,200

   Tokyo Ohka Kogyo Co., Ltd.      624,203  

63,900

   Tokyo Steel Manufacturing Co., Ltd.      548,217  

3,890

   Vidrala S.A.      372,544  
     

 

 

 
        4,537,542  
     

 

 

 
   Media - 2.6%

 

27,116

   New York Times Co. Class A      672,477  

8,300

   Nippon Television Holdings, Inc.      133,635  

38,259

   Television Francaise      415,170  
     

 

 

 
        1,221,282  
     

 

 

 
   Pharmaceuticals, Biotechnology & Life Sciences - 4.0%

 

18,284

   Amicus Therapeutics, Inc.*(2)      266,032  

7,889

   Galenica AG*(1)      450,638  

15,469

   Hikma Pharmaceuticals plc      332,875  

4,508

   ICON plc*      627,333  

41,690

   MiMedx Group, Inc.*(2)      177,183  
     

 

 

 
                1,854,061  
     

 

 

 
   Real Estate - 9.2%

 

35,011

   Brandywine Realty Trust REIT      577,331  

256,200

   Corp. Inmobiliaria Vesta S.A.B. de C.V.      398,643  

59,711

   Dream Global Real Estate Investment Trust REIT      639,408  

60,500

   Kerry Properties Ltd.      306,902  

5,032

   LEG Immobilien AG      565,979  

6,348

   Life Storage, Inc. REIT      609,154  

20,252

   Park Hotels & Resorts, Inc. REIT      633,483  

50,668

   UNITE Group plc REIT      581,634  
     

 

 

 
        4,312,534  
     

 

 

 
   Retailing - 1.4%

 

76,514

   Chico’s FAS, Inc.      665,672  
     

 

 

 
   Semiconductors & Semiconductor Equipment - 8.4%

 

17,562

   Entegris, Inc.      617,305  

13,123

   First Solar, Inc.*      686,989  

22,573

   Kulicke & Soffa Industries, Inc.      595,024  

3,800

   SCREEN Holdings Co., Ltd.      277,233  

7,957

   Silicon Motion Technology Corp. ADR      424,665  

7,032

   SOITEC S.A.*      600,882  

17,029

   Teradyne, Inc.      736,504  
     

 

 

 
        3,938,602  
     

 

 

 


 

  Hartford Long/Short Global Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

   Software & Services - 5.2%

 

16,100

   DeNA Co., Ltd.    $ 303,656  

18,134

   Etsy, Inc.*      740,955  

4,346

   HubSpot, Inc.*      539,339  

15,030

   Teradata Corp.*      575,499  

5,781

   WNS Holdings Ltd. ADR*      281,303  
     

 

 

 
        2,440,752  
     

 

 

 
   Technology Hardware & Equipment - 5.9%

 

8,901

   Arrow Electronics, Inc.*      675,052  

51,000

   Chroma ATE, Inc.      287,798  

64,594

   Electrocomponents plc      607,627  

43,769

   Flex Ltd.*      611,015  

14,100

   Hitachi High-Technologies Corp.      575,847  
     

 

 

 
        2,757,339  
     

 

 

 
   Telecommunication Services - 1.7%

 

22,148

   LG Uplus Corp.      304,916  

39,408

   Vonage Holdings Corp.*      504,817  
     

 

 

 
        809,733  
     

 

 

 
   Transportation - 6.8%

 

117,500

   Aeroflot PJSC*      231,243  

168,592

   Air New Zealand Ltd.      373,158  

476,400

   AirAsia Group Bhd      418,175  

60,600

   Grupo Aeroportuario del Centro Norte S.A.B. de C.V.      368,423  

30,555

   JetBlue Airways Corp.*      549,990  

3,246

   Kirby Corp.*      270,879  

45,300

   Localiza Rent a Car S.A.      286,648  

85,559

   Qantas Airways Ltd.      427,635  

555,000

   Sinotrans Ltd. Class H      257,351  
     

 

 

 
                3,183,502  
     

 

 

 
   Utilities - 2.7%

 

322,000

   China Longyuan Power Group Corp. Ltd. Class H      299,924  

774,000

   Huaneng Renewables Corp. Ltd. Class H      287,999  

14,276

   New Jersey Resources Corp.      660,265  
     

 

 

 
        1,248,188  
     

 

 

 
  

Total Common Stocks
(cost $52,083,202)

   $ 55,045,845  
     

 

 

 

Exchange-Traded Funds - 1.0%

 

   Other Investment Pools & Funds - 1.0%

 

3,739

   iShares Core MSCI EAFE ETF      242,736  

1,466

   iShares Russell 2000 ETF(2)      243,165  
     

 

 

 
        485,901  
     

 

 

 
  

Total Exchange-Traded Funds
(cost $444,705)

   $ 485,901  
     

 

 

 

Preferred Stocks - 1.4%

 

   Banks - 0.7%

 

74,973

   Banco ABC Brasil S.A.4.80%      310,016  
     

 

 

 
   Materials - 0.7%

 

74,900

   Gerdau S.A.      332,862  
     

 

 

 
  

Total Preferred Stocks
(cost $758,182)

   $ 642,878  
     

 

 

 
  

Total Long-Term Investments

(cost $53,286,089)

   $ 56,174,624  
     

 

 

 
     

Short-Term Investments - 2.3%

 

   Other Investment Pools & Funds - 0.7%

 

338,774

  

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,1.82%(3)

   $ 338,774  
     

 

 

 


 

  Hartford Long/Short Global Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

     Securities Lending Collateral - 1.6%

 

36,312

     Citibank NA DDCA, 1.91%, 8/1/2018(3)

 

   $ 36,312  

373,312

     Goldman Sachs Financial Sq, Government Institutional Fund, 1.82%(3)

 

     373,312  

149,537

     Invesco Government & Agency Portfolio, 1.81%(3)

 

     149,537  

77,081

     Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.82%(3)

 

     77,081  

89,989

     Western Asset Institutional Government Class A Fund, 1.76%(3)

 

     89,989  
          

 

 

 
             726,231  
          

 

 

 
    

Total Short-Term Investments
(cost $1,065,005)

 

   $ 1,065,005  
          

 

 

 
    

Total Investments

(cost $54,351,094)

     122.4%        57,239,629  
    

Total Securities Sold Short

(proceeds $27,649,345)

     (60.1)%        (28,097,703
     Other Assets and Liabilities      37.7%        17,627,461  
       

 

 

    

 

 

 
     Total Net Assets      100.0%      $         46,769,387  
       

 

 

    

 

 

 

Securities Sold Short - (60.1%)

 

Common Stocks - (58.3%)

 

     Automobiles & Components - (2.6%)

 

(15,123)

     Brembo S.p.A.

 

   $ (206,993

(2,473)

     Dorman Products, Inc.

 

     (184,683

(62,361)

     Minth Group Ltd.

 

     (235,301

(7,111)

     Nokian Renkaat Oyj

 

     (308,394

(2,775)

     Thor Industries, Inc.

 

     (263,209
          

 

 

 
             (1,198,580
          

 

 

 
     Banks - (2.8%)

 

(6,228)

     Carolina Financial Corp.

 

     (260,019

(1,521)

     Independent Bank Corp.

 

     (134,457

(780)

     LendingTree, Inc.

 

     (186,264

(2,786)

     Meta Financial Group, Inc.

 

     (249,208

(66,219)

     Seven Bank Ltd.

 

     (200,446

(17,388)

     TFS Financial Corp.

 

     (264,645
          

 

 

 
             (1,295,039
          

 

 

 
     Capital Goods - (7.6%)

 

(7,866)

     AAON, Inc.

 

     (296,942

(5,680)

     CIRCOR International, Inc.

 

     (251,908

(384)

     dormakaba Holding AG

 

     (246,049

(13,771)

     Kratos Defense & Security Solutions, Inc.

 

     (177,921

(3,052)

     MonotaRO Co., Ltd.

 

     (153,704

(5,762)

     MRC Global, Inc.

 

     (130,509

(43,668)

     Munters Group AB(1)

 

     (197,829

(2,229)

     RBC Bearings, Inc.

 

     (324,052

(11,003)

     REV Group, Inc.

 

     (188,922

(16,254)

     Seibu Holdings, Inc.

 

     (274,291

(5,425)

     Sun Hydraulics Corp.

 

     (282,426

(17,701)

     Sunrun, Inc.

 

     (250,292

(11,890)

     Tsubaki Nakashima Co., Ltd.

 

     (282,281

(3,522)

     Vicor Corp.

 

     (202,691

(29,097)

     Zardoya Otis S.A.

 

     (278,088
          

 

 

 
             (3,537,905
          

 

 

 
     Commercial & Professional Services - (1.3%)

 

(12,801)

     Elis S.A.

 

     (293,839

(11,907)

     Persol Holdings Co., Ltd.

 

     (259,551

(3,451)

     Relia, Inc.

 

     (49,934
          

 

 

 
             (603,324
          

 

 

 
     Consumer Durables & Apparel - (2.9%)

 

(5,128)

     De’ Longhi S.p.A.

 

     (150,662

(122,448)

     Hisense Kelon Electrical Holdings Co., Ltd. Class H

 

     (111,779

(3,542)

     iRobot Corp.

 

     (280,704

(16,310)

     Mattel, Inc.

 

     (258,840

(15,456)

     Neinor Homes S.A.(1)

 

     (292,382

(5,737)

     Tempur Sealy International, Inc.

 

     (280,367
          

 

 

 
             (1,374,734
          

 

 

 


 

  Hartford Long/Short Global Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

     Consumer Services - (1.5%)

 

(2,767)

     Bright Horizons Family Solutions, Inc.    $ (296,041

(6,523)

     Eldorado Resorts, Inc.      (279,511

(2,297)

     Scientific Games Corp. Class A      (110,371
       

 

 

 
          (685,923
       

 

 

 
     Diversified Financials - (4.6%)

 

(18,337)

     Azimut Holding S.p.A.      (307,280

(42,546)

     Banca Mediolanum S.p.A.      (305,066

(10,431)

     Challenger Ltd.      (96,490

(5,700)

     Donnelley Financial Solutions, Inc.      (118,560

(2,286)

     GRENKE AG      (252,673

(42,798)

     IOOF Holdings Ltd.      (291,158

(47,483)

     Jupiter Fund Management plc      (272,827

(63,678)

     LendingClub Corp.      (262,353

(36,048)

     Pendal Group Ltd.      (249,160
       

 

 

 
                  (2,155,567
       

 

 

 
     Energy - (1.8%)

 

(6,583)

     Forum Energy Technologies, Inc.      (86,566

(5,196)

     International Seaways, Inc.      (113,117

(4,075)

     Keyera Corp.      (117,973

(16,497)

     Ring Energy, Inc.      (203,903

(19,831)

     Showa Shell Sekiyu KK      (325,475
       

 

 

 
          (847,034
       

 

 

 
     Food, Beverage & Tobacco - (2.4%)

 

(9,819)

     Freshpet, Inc.      (284,751

(109,466)

     Greencore Group plc      (254,744

(4,344)

     Ito En Ltd.      (194,104

(3,755)

     Kagome Co., Ltd.      (114,681

(2,663)

     National Beverage Corp.      (280,973
       

 

 

 
          (1,129,253
       

 

 

 
     Health Care Equipment & Services - (4.8%)

 

(7,314)

     AtriCure, Inc.      (209,546

(5,339)

     AxoGen, Inc.      (239,855

(5,731)

     BioTelemetry, Inc.      (300,878

(27,861)

     Fisher & Paykel Healthcare Corp. Ltd.      (281,338

(3,658)

     Glaukos Corp.      (152,209

(1,969)

     iRhythm Technologies, Inc.      (148,758

(3,497)

     Nevro Corp.      (196,741

(23,545)

     Nipro Corp.      (287,670

(8,436)

     Novocure Ltd.      (286,824

(2,725)

     Tactile Systems Technology, Inc.      (130,991
       

 

 

 
          (2,234,810
       

 

 

 
     Insurance - (1.5%)

 

(28,686)

     Hastings Group Holdings plc(1)      (93,759

(2,686)

     Primerica, Inc.      (308,353

(319)

     White Mountains Insurance Group Ltd.      (291,256
       

 

 

 
          (693,368
       

 

 

 
     Materials - (5.2%)

 

(3,064)

     AptarGroup, Inc.      (313,846

(267,160)

     BBMG Corp. Class H      (105,389

(444)

     Eagle Materials, Inc.      (44,111

(60,743)

     Fletcher Building Ltd.      (291,088

(61,677)

     Impala Platinum Holdings Ltd.      (91,612

(7,691)

     KH Neochem Co., Ltd.      (248,054

(733)

     NewMarket Corp.      (300,120

(8,549)

     Orica Ltd.      (111,676

(188,014)

     Petra Diamonds Ltd.      (113,765

(20,238)

     Pretium Resources, Inc.      (165,999

(3,342)

     Scotts Miracle-Gro Co.      (265,455


 

  Hartford Long/Short Global Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

(366,188)

   Sibanye Gold Ltd.    $ (224,145

(46,816)

   Syrah Resources Ltd.      (104,789

(1,475)

   US Concrete, Inc.      (74,487
     

 

 

 
                (2,454,536
     

 

 

 
   Real Estate - (1.8%)   

(21,803)

   CatchMark Timber Trust, Inc. Class A, REIT      (270,793

(1,978)

   Howard Hughes Corp.      (268,118

(3,726)

   Katitas Co., Ltd.      (137,028

(6,816)

   Tanger Factory Outlet Centers, Inc. REIT      (162,562
     

 

 

 
        (838,501
     

 

 

 
   Retailing - (2.9%)   

(263,910)

   China ZhengTong Auto Services Holdings Ltd.      (157,087

(3,844)

   Duluth Holdings, Inc. Class B      (88,489

(5,282)

   Floor & Decor Holdings, Inc. Class A      (252,215

(4,461)

   Monro, Inc.      (300,894

(19,878)

   Ocado Group plc      (288,011

(1,902)

   Pool Corp.      (291,482
     

 

 

 
        (1,378,178
     

 

 

 
   Semiconductors & Semiconductor Equipment - (4.5%)   

(3,102)

   ams AG      (223,170

(8,312)

   Brooks Automation, Inc.      (254,181

(19,267)

   FormFactor, Inc.      (249,508

(8,519)

   Inphi Corp.      (267,837

(25,556)

   Lattice Semiconductor Corp.      (196,526

(16,194)

   MaxLinear, Inc.      (280,318

(672)

   U-Blox Holding AG      (124,716

(13,472)

   Ultra Clean Holdings, Inc.      (180,794

(3,219)

   Universal Display Corp.      (309,990
     

 

 

 
        (2,087,040
     

 

 

 
   Software & Services - (1.4%)   

(11,064)

   GMO internet, Inc.      (234,662

(1,864)

   GMO Payment Gateway, Inc.      (210,045

(3,952)

   MINDBODY, Inc. Class A      (147,607

(344)

   Stamps.com, Inc.      (89,784
     

 

 

 
        (682,098
     

 

 

 
   Technology Hardware & Equipment - (4.1%)   

(1,748)

   Coherent, Inc.      (276,289

(11,130)

   Cray, Inc.      (277,694

(15,041)

   Finisar Corp.      (253,441

(2,954)

   Ingenico Group S.A.      (244,676

(4,384)

   Itron, Inc.      (268,301

(2,590)

   Novanta, Inc.      (161,486

(1,249)

   Rogers Corp.      (145,596

(4,053)

   ViaSat, Inc.      (285,088
     

 

 

 
        (1,912,571
     

 

 

 
   Telecommunication Services - (0.5%)   

(17,557)

   Consolidated Communications Holdings, Inc.      (223,676
     

 

 

 
   Transportation - (3.3%)   

(34,999)

   Air France-KLM      (319,415

(16,604)

   bpost S.A.      (261,751

(16,737)

   Keikyu Corp.      (274,032

(945)

   Panalpina Welttransport Holding AG      (134,916

(71,971)

   PostNL N.V.      (284,101

(148,567)

   Qube Holdings Ltd.      (286,217
     

 

 

 
        (1,560,432
     

 

 

 
   Utilities - (0.8%)   

(166,315)

   Beijing Enterprises Water Group Ltd.     
(90,927


 

  Hartford Long/Short Global Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

(6,511)

  

Middlesex Water Co.

   $ (288,372
     

 

 

 
        (379,299
     

 

 

 
  

Total Common Stocks
(Proceeds $(26,818,336))

   $ (27,271,868
     

 

 

 

Exchange Traded Funds - (1.8%)

 

  

Other Investment Pools & Funds - 1.8%

  

(13,955)

  

iShares MSCI Brazil ETF

   $ (503,775

(9,039)

  

iShares MSCI India ETF

     (322,060
     

 

 

 
  

Total Exchange Traded Funds
(cost $(831,009))

   $ (825,835
     

 

 

 
  

Total Securities Sold Short
(Proceeds $(27,649,345))

     $        (28,097,703
     

 

 

 

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 July 31, 2018, the aggregate value of these securities was $1,027,897, which represented 2.2% of total net assets.

(2)

Represents entire or partial securities on loan. See Note 2 for securities lending information .

(3)

Current yield as of period end.

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)   
Index Abbreviations:   
MSCI    Morgan Stanley Capital International   
Other Abbreviations:   
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   
REIT    Real Estate Investment Trust   


 

  Hartford Long/Short Global Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Automobiles & Components

   $ 1,516,870     $ 698,323     $ 818,547     $  

Banks

     3,786,156       1,752,145       2,034,011        

Capital Goods

     5,313,086       3,275,218       2,037,868        

Commercial & Professional Services

     562,840       562,840              

Consumer Durables & Apparel

     1,784,719       1,784,719              

Consumer Services

     1,342,807       1,178,958       163,849        

Diversified Financials

     2,758,121       2,118,353       639,768        

Energy

     3,176,010       2,626,389       549,621        

Food, Beverage & Tobacco

     1,110,059       281,833       828,226        

Health Care Equipment & Services

     4,750,976       3,922,055       828,921        

Household & Personal Products

     606,112       606,112              

Insurance

     1,368,882       740,259       628,623        

Materials

     4,537,542       2,677,738       1,859,804        

Media

     1,221,282       672,477       548,805        

Pharmaceuticals, Biotechnology & Life Sciences

     1,854,061       1,070,548       783,513        

Real Estate

     4,312,534       2,858,019       1,454,515        

Retailing

     665,672       665,672              

Semiconductors & Semiconductor Equipment

     3,938,602       3,060,487       878,115        

Software & Services

     2,440,752       2,137,096       303,656        

Technology Hardware & Equipment

     2,757,339       1,286,067       1,471,272        

Telecommunication Services

     809,733       504,817       304,916        

Transportation

     3,183,502       1,475,940       1,707,562        

Utilities

     1,248,188       660,265       587,923        

Exchange-Traded Funds

     485,901       485,901              

Preferred Stocks

     642,878       642,878              

Short-Term Investments

     1,065,005       1,065,005              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $         57,239,629     $         38,810,114     $         18,429,515     $                 —  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Securities Sold Short

 

Automobiles & Components

   $ (1,198,580   $ (447,892   $ (750,688   $  

Banks

     (1,295,039     (1,094,593     (200,446      

Capital Goods

     (3,537,905     (2,105,663     (1,432,242      

Commercial & Professional Services

     (603,324           (603,324      

Consumer Durables & Apparel

     (1,374,734     (819,911     (554,823      

Consumer Services

     (685,923     (685,923            

Diversified Financials

     (2,155,567     (380,913     (1,774,654      

Energy

     (847,034     (521,559     (325,475      

Food, Beverage & Tobacco

     (1,129,253     (820,468     (308,785      

Health Care Equipment & Services

     (2,234,810     (1,665,802     (569,008      

Insurance

     (693,368     (599,609     (93,759      

Materials

     (2,454,536     (1,277,783     (1,176,753      

Real Estate

     (838,501     (701,473     (137,028      

Retailing

     (1,378,178     (933,080     (445,098      

Semiconductors & Semiconductor Equipment

     (2,087,040     (1,739,154     (347,886      

Software & Services

     (682,098     (237,391     (444,707      

Technology Hardware & Equipment

     (1,912,571     (1,667,895     (244,676      

Telecommunication Services

     (223,676     (223,676            

Transportation

     (1,560,432           (1,560,432      

Utilities

     (379,299     (288,372     (90,927      

Securities Sold Short - ETF

 

Diversified Financials

     (825,835     (825,835            
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (28,097,703   $ (17,036,992   $ (11,060,711   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1) For the period ended July 31, 2018, investments valued at $317,335 were transferred from Level 1 to Level 2 due to the application of a fair valuation factor; investments valued at $518,914 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.


 

  Hartford Long/Short Global Equity Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

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


 

  The Hartford MidCap Fund

 

 

  Schedule of Investments

  July 31, 2018 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Common Stocks - 99.7%

 

     Banks - 6.1%

 

1,031,896

     Cullen/Frost Bankers, Inc.    $ 114,014,189  

767,121

     East West Bancorp., Inc.      49,663,414  

206,782

     First Citizens BancShares, Inc. Class A      84,123,053  

1,583,741

     First Republic Bank      156,568,635  

883,077

     M&T Bank Corp.      153,081,398  

852,678

     Pinnacle Financial Partners, Inc.      53,292,375  

1,274,301

     Prosperity Bancshares, Inc.      89,392,215  

990,039

     South State Corp.      82,866,265  
       

 

 

 
                  783,001,544  
       

 

 

 
     Capital Goods - 7.6%

 

2,085,060

     Fastenal Co.      118,702,466  

1,813,929

     HEICO Corp. Class A      117,451,903  

1,502,916

     IDEX Corp.      230,817,839  

1,068,429

     Lennox International, Inc.      231,934,567  

1,390,996

     Lincoln Electric Holdings, Inc.      130,670,164  

675,976

     Middleby Corp.*      69,274,021  

1,191,317

     PACCAR, Inc.      78,293,353  
       

 

 

 
          977,144,313  
       

 

 

 
     Commercial & Professional Services - 9.5%

 

598,643

     Cimpress N.V.*      87,443,783  

684,758

     Cintas Corp.      140,019,316  

358,381

     CoStar Group, Inc.*      149,032,739  

975,436

     Dun & Bradstreet Corp.      122,797,638  

1,969,995

     KAR Auction Services, Inc.      117,116,203  

1,775,963

     Robert Half International, Inc.      134,546,957  

3,744,295

     TransUnion      271,086,958  

333,624

     UniFirst Corp.      62,437,731  

1,618,826

     Waste Connections, Inc.      125,637,086  
       

 

 

 
          1,210,118,411  
       

 

 

 
     Consumer Durables & Apparel - 1.8%

 

58,983

     NVR, Inc.*      162,759,460  

3,735,218

     Under Armour, Inc. Class C*(1)      69,997,985  
       

 

 

 
          232,757,445  
       

 

 

 
     Consumer Services - 1.2%

 

327,109

     Aramark      13,153,053  

1,770,680

     Choice Hotels International, Inc.      137,404,768  
       

 

 

 
          150,557,821  
       

 

 

 
     Diversified Financials - 3.1%

 

366,876

     Credit Acceptance Corp.*(1)      140,733,633  

672,791

     FactSet Research Systems, Inc.      135,473,196  

1,145,604

     Northern Trust Corp.      125,122,869  
       

 

 

 
          401,329,698  
       

 

 

 
     Energy - 5.1%

 

701,021

     Cimarex Energy Co.      69,120,671  

468,907

     Concho Resources, Inc.*      68,390,103  

951,005

     Diamondback Energy, Inc.      125,485,110  

4,969,209

     Newfield Exploration Co.*      142,715,682  

13,147,608

     WPX Energy, Inc.*      246,780,602  
       

 

 

 
          652,492,168  
       

 

 

 
     Food & Staples Retailing - 0.6%

 

886,598

     PriceSmart, Inc.      72,479,387  
       

 

 

 
     Health Care Equipment & Services - 5.1%

 

1,072,660

     Integra LifeSciences Holdings Corp.*      66,858,898  

1,492,502

     STERIS plc      170,846,704  

571,335

     Teleflex, Inc.      155,808,768  

1,109,071

     Varian Medical Systems, Inc.*     
128,042,247
 

1,719,038

     Veeva Systems, Inc. Class A*      130,010,844  
       

 

 

 
          651,567,461  
       

 

 

 


 

  The Hartford MidCap Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

   Insurance - 5.5%

 

153,970

   Alleghany Corp.    $ 96,888,702  

190,026

   Fairfax Financial Holdings Ltd.      107,367,575  

1,873,400

   FNF Group      75,872,700  

204,316

   Markel Corp.*      239,049,720  

105,648

   White Mountains Insurance Group Ltd.      96,459,793  

1,076,132

   WR Berkley Corp.      81,581,567  
     

 

 

 
        697,220,057  
     

 

 

 
   Materials - 2.9%

 

3,764,513

   Ball Corp.      146,703,071  

1,529,973

   Packaging Corp. of America      172,733,952  

1,975,167

   Silgan Holdings, Inc.      54,336,844  
     

 

 

 
                373,773,867  
     

 

 

 
   Pharmaceuticals, Biotechnology & Life Sciences - 12.8%

 

1,806,237

   Aerie Pharmaceuticals, Inc.*      122,011,309  

1,532,864

   Agios Pharmaceuticals, Inc.*      132,454,778  

2,753,713

   Alkermes plc*      120,750,315  

837,832

   Alnylam Pharmaceuticals, Inc.*      79,594,040  

470,674

   BeiGene Ltd. ADR*(1)      89,268,031  

680,597

   Bluebird Bio, Inc.*      105,424,475  

2,844,496

   Ionis Pharmaceuticals, Inc.*      124,247,585  

3,714,480

   Ironwood Pharmaceuticals, Inc.*      71,615,174  

216,653

   Mettler-Toledo International, Inc.*      128,369,069  

1,187,436

   Neurocrine Biosciences, Inc.*      119,325,444  

937,964

   Sage Therapeutics, Inc.*      135,366,965  

1,279,816

   Seattle Genetics, Inc.*      90,099,046  

1,126,077

   Spark Therapeutics, Inc.*(1)      86,392,628  

1,604,618

   Ultragenyx Pharmaceutical, Inc.*      126,941,330  

566,196

   Waters Corp.*      111,693,485  
     

 

 

 
        1,643,553,674  
     

 

 

 
   Real Estate - 1.5%

 

3,200,176

   Equity Commonwealth REIT*      103,173,674  

3,771,820

   Redfin Corp.*(1)      92,409,590  
     

 

 

 
        195,583,264  
     

 

 

 
   Retailing - 2.6%

 

2,414,941

   CarMax, Inc.*      180,347,794  

2,629,533

   TripAdvisor, Inc.*      152,486,619  
     

 

 

 
        332,834,413  
     

 

 

 
   Semiconductors & Semiconductor Equipment - 2.0%

 

1,359,199

   MKS Instruments, Inc.      128,172,466  

144,714

   Monolithic Power Systems, Inc.      19,200,653  

1,194,319

   Silicon Laboratories, Inc.*      113,758,885  
     

 

 

 
        261,132,004  
     

 

 

 
   Software & Services - 18.9%

 

1,278,447

   2U, Inc.*      96,727,300  

2,393,184

   Akamai Technologies, Inc.*      180,111,028  

1,703,007

   Black Knight, Inc.*      87,960,312  

1,839,098

   Blackbaud, Inc.      183,560,371  

359,864

   Cargurus, Inc.*      15,600,104  

9,218,583

   Genpact Ltd.      280,060,552  

1,969,726

   Global Payments, Inc.      221,732,056  

405,656

   GrubHub, Inc.*      49,445,410  

1,541,519

   Guidewire Software, Inc.*      132,878,938  

466,106

   Proofpoint, Inc.*      53,159,389  

974,184

   PTC, Inc.*      89,537,251  

4,563,140

   Teradata Corp.*      174,722,631  

1,382,187

   Total System Services, Inc.      126,525,398  

1,748,731

   VeriSign, Inc.*      253,968,203  

1,579,862

   WEX, Inc.*      299,889,405  


 

  The Hartford MidCap Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

1,132,568

   Zillow Group, Inc. Class A*

 

   $ 63,842,858  

2,007,380

   Zillow Group, Inc. Class C*(1)

 

     111,811,066  
        

 

 

 
                   2,421,532,272  
        

 

 

 
   Technology Hardware & Equipment - 7.3%

 

2,803,587

   CDW Corp.

 

     235,753,631  

4,747,381

   CommScope Holding Co., Inc.*

 

     152,438,404  

379,818

   F5 Networks, Inc.*

 

     65,093,209  

3,317,867

   II-VI, Inc.*

 

     130,060,386  

2,921,207

   Keysight Technologies, Inc.*

 

     169,430,006  

4,024,932

   National Instruments Corp.

 

     176,332,271  
        

 

 

 
           929,107,907  
        

 

 

 
   Transportation - 3.9%

 

333,314

   AMERCO

 

     125,686,043  

2,075,190

   Genesee & Wyoming, Inc. Class A*

 

     178,466,340  

5,352,352

   JetBlue Airways Corp.*

 

     96,342,336  

2,211,946

   Spirit Airlines, Inc.*

 

     96,086,934  
        

 

 

 
           496,581,653  
        

 

 

 
   Utilities - 2.2%

 

976,782

   Black Hills Corp.

 

     58,577,617  

1,921,258

   NiSource, Inc.

 

     50,298,534  

3,197,992

   UGI Corp.

 

     169,941,295  
        

 

 

 
           278,817,446  
        

 

 

 
  

Total Common Stocks
(cost $9,650,925,735)

 

   $ 12,761,584,805  
        

 

 

 
  

Total Long-Term Investments
(cost $9,650,925,735)

      $ 12,761,584,805  
        

 

 

 

Short-Term Investments - 0.7%

 

   Other Investment Pools & Funds - 0.3%

 

41,477,731

   BlackRock Liquidity Funds TempFund Portfolio, Institutional Class, 1.82%(2)

 

     41,477,731  
        

 

 

 
   Securities Lending Collateral - 0.4%

 

2,761,963

   Citibank NA DDCA, 1.91%, 8/1/2018(2)

 

     2,761,963  

28,395,228

   Goldman Sachs Financial Sq, Government Institutional Fund, 1.82%(2)

 

     28,395,228  

11,374,213

   Invesco Government & Agency Portfolio, 1.81%(2)

 

     11,374,213  

5,863,027

   Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.82%(2)

 

     5,863,027  

6,844,832

   Western Asset Institutional Government Class A Fund, 1.76%(2)

 

     6,844,832  
        

 

 

 
           55,239,263  
        

 

 

 
  

Total Short-Term Investments
(cost $96,716,994)

 

   $ 96,716,994  
        

 

 

 
  

Total Investments
(cost $9,747,642,729)

     100.4%      $ 12,858,301,799  
   Other Assets and Liabilities      (0.4)%        (56,966,195
     

 

 

    

 

 

 
   Total Net Assets      100.0%      $ 12,801,335,604  
     

 

 

    

 

 

 

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

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

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

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

 

*

Non-income producing.

(1)

Represents entire or partial securities on loan. See Note 2 for securities lending information.

(2)

Current yield as of period end.


 

  The Hartford MidCap Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)   
Other Abbreviations:   
ADR    American Depositary Receipt   
DDCA    Dollars on Deposit in Custody Account   
REIT    Real Estate Investment Trust   


 

  The Hartford MidCap Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Banks

   $ 783,001,544      $ 783,001,544      $      $  

Capital Goods

     977,144,313        977,144,313                

Commercial & Professional Services

     1,210,118,411        1,210,118,411                

Consumer Durables & Apparel

     232,757,445        232,757,445                

Consumer Services

     150,557,821        150,557,821                

Diversified Financials

     401,329,698        401,329,698                

Energy

     652,492,168        652,492,168                

Food & Staples Retailing

     72,479,387        72,479,387                

Health Care Equipment & Services

     651,567,461        651,567,461                

Insurance

     697,220,057        697,220,057                

Materials

     373,773,867        373,773,867                

Pharmaceuticals, Biotechnology & Life Sciences

     1,643,553,674        1,643,553,674                

Real Estate

     195,583,264        195,583,264                

Retailing

     332,834,413        332,834,413                

Semiconductors & Semiconductor Equipment

     261,132,004        261,132,004                

Software & Services

     2,421,532,272        2,421,532,272                

Technology Hardware & Equipment

     929,107,907        929,107,907                

Transportation

     496,581,653        496,581,653                

Utilities

     278,817,446        278,817,446                

Short-Term Investments

     96,716,994        96,716,994                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 12,858,301,799      $ 12,858,301,799      $             —      $             —  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2018, there were no transfers between any levels.


 

  The Hartford MidCap Value Fund

 

 

  Schedule of Investments

  July 31, 2018 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Common Stocks - 98.3%

 

   Automobiles & Components - 0.7%

 

217,511

   Goodyear Tire & Rubber Co.    $ 5,265,941  
     

 

 

 
   Banks - 12.1%

 

226,134

   BancorpSouth Bank      7,439,809  

174,568

   Bank OZK      7,139,831  

156,072

   Comerica, Inc.      15,129,620  

211,924

   First Midwest Bancorp, Inc.      5,652,013  

145,400

   IBERIABANK Corp.      12,082,740  

68,439

   Pinnacle Financial Partners, Inc.      4,277,437  

103,045

   South State Corp.      8,624,866  

456,871

   Sterling Bancorp      10,142,536  

154,136

   Western Alliance Bancorp.*      8,742,594  

171,291

   Zions Bancorporation      8,855,745  
     

 

 

 
                88,087,191  
     

 

 

 
   Capital Goods - 10.9%

 

130,405

   Granite Construction, Inc.      7,035,350  

72,168

   Harris Corp.      11,904,112  

98,901

   Hubbell, Inc.      12,189,548  

191,264

   JELD-WEN Holding, Inc.*      5,248,284  

557,789

   Milacron Holdings Corp.*      11,629,901  

113,546

   Moog, Inc. Class A      8,517,085  

758,035

   Sanwa Holdings Corp.      8,621,924  

181,705

   Sensata Technologies Holding plc*      9,879,301  

62,043

   WESCO International, Inc.*      3,784,623  
     

 

 

 
        78,810,128  
     

 

 

 
   Commercial & Professional Services - 2.9%

 

369,168

   Atento S.A.      2,694,926  

182,718

   Clean Harbors, Inc.*      10,402,136  

63,091

   Dun & Bradstreet Corp.      7,942,526  
     

 

 

 
        21,039,588  
     

 

 

 
   Consumer Durables & Apparel - 1.3%

 

30,090

   D.R. Horton, Inc.      1,314,933  

42,996

   Lennar Corp. Class A      2,247,401  

81,502

   Skechers USA, Inc. Class A*      2,259,236  

102,116

   Toll Brothers, Inc.      3,600,610  
     

 

 

 
        9,422,180  
     

 

 

 
   Consumer Services - 0.7%

 

107,147

   Norwegian Cruise Line Holdings Ltd.*      5,360,565  
     

 

 

 
   Energy - 8.2%

 

82,429

   Delek U.S. Holdings, Inc.      4,395,114  

199,673

   Diamondback Energy, Inc.      26,346,852  

62,011

   Energen Corp.*      4,599,976  

366,769

   Laredo Petroleum, Inc.*      3,418,287  

458,516

   Newfield Exploration Co.*      13,168,580  

389,553

   WPX Energy, Inc.*      7,311,910  
     

 

 

 
        59,240,719  
     

 

 

 
   Food & Staples Retailing - 1.5%

 

316,870

   US Foods Holding Corp.*      10,713,375  
     

 

 

 
   Food, Beverage & Tobacco - 1.9%

 

43,896

   Ingredion, Inc.      4,446,665  

110,302

   Post Holdings, Inc.*      9,547,741  
     

 

 

 
        13,994,406  
     

 

 

 
   Health Care Equipment & Services - 4.4%

 

266,114

   Acadia Healthcare Co., Inc.*      10,506,181  

345,314

   Brookdale Senior Living, Inc.*      3,311,561  

88,237

   Hill-Rom Holdings, Inc.      8,311,926  

87,924

   STERIS plc      10,064,660  
     

 

 

 
        32,194,328  
     

 

 

 


 

  The Hartford MidCap Value Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

   Insurance - 8.6%   

77,873

   Assurant, Inc.    $ 8,589,392  

413,862

   CNO Financial Group, Inc.      8,422,092  

63,849

   Hanover Insurance Group, Inc.      8,007,941  

506,601

   Jardine Lloyd Thompson Group plc      9,375,639  

1,022,908

   Lancashire Holdings Ltd.      7,685,674  

86,371

   Reinsurance Group of America, Inc.      12,221,496  

201,785

   Unum Group      8,016,918  
     

 

 

 
        62,319,152  
     

 

 

 
   Materials - 9.9%   

144,711

   Alcoa Corp.*      6,261,645  

232,226

   Buzzi Unicem S.p.A.      5,107,741  

172,726

   Cabot Corp.      11,417,189  

112,664

   Celanese Corp. Class A      13,306,745  

256,040

   Commercial Metals Co.      5,719,934  

126,968

   FMC Corp.      11,411,884  

141,827

   Olin Corp.      4,185,315  

132,328

   Reliance Steel & Aluminum Co.      11,935,985  

20,343

   Westlake Chemical Corp.      2,181,176  
     

 

 

 
        71,527,614  
     

 

 

 
   Media - 0.5%   

315,704

   TEGNA, Inc.      3,482,215  
     

 

 

 
   Pharmaceuticals, Biotechnology & Life Sciences - 0.1%   

58,083

   Five Prime Therapeutics, Inc.*      865,437  
     

 

 

 
   Real Estate - 10.6%   

99,579

   American Assets Trust, Inc. REIT      3,826,821  

538,365

   Brixmor Property Group, Inc. REIT      9,523,677  

312,118

   Corporate Office Properties Trust REIT      9,282,389  

52,793

   Equity LifeStyle Properties, Inc. REIT      4,803,635  

63,034

   Extra Space Storage, Inc. REIT      5,923,305  

78,688

   Forest City Realty Trust, Inc. Class A, REIT      1,964,839  

66,417

   Life Storage, Inc. REIT      6,373,375  

295,042

   Park Hotels & Resorts, Inc. REIT      9,228,914  

94,903

   PS Business Parks, Inc. REIT      12,125,756  

506,781

   STORE Capital Corp. REIT      13,911,139  
     

 

 

 
                76,963,850  
     

 

 

 
   Retailing - 0.8%   

169,760

   Caleres, Inc.      5,685,262  
     

 

 

 
   Semiconductors & Semiconductor Equipment - 4.1%   

163,931

   Axcelis Technologies, Inc.*      3,606,482  

259,141

   Ichor Holdings Ltd.*(1)      5,441,961  

227,426

   Silicon Motion Technology Corp. ADR      12,137,726  

201,949

   Teradyne, Inc.      8,734,294  
     

 

 

 
        29,920,463  
     

 

 

 
   Software & Services - 3.8%   

179,411

   Booz Allen Hamilton Holding Corp.      8,480,758  

174,023

   SS&C Technologies Holdings, Inc.      9,235,401  

67,610

   VeriSign, Inc.*      9,819,000  
     

 

 

 
        27,535,159  
     

 

 

 
   Technology Hardware & Equipment - 5.4%   

184,701

   Acacia Communications, Inc.*(1)      5,936,290  

234,979

   Arrow Electronics, Inc.*      17,820,807  

160,317

   KEMET Corp.*      4,166,639  

199,932

   Keysight Technologies, Inc.*      11,596,056  
     

 

 

 
        39,519,792  
     

 

 

 
   Telecommunication Services - 1.2%   

141,053

   Millicom International Cellular S.A.      9,035,820  
     

 

 

 
   Transportation - 3.6%   

145,233

   Genesee & Wyoming, Inc. Class A*      12,490,038  

402,938

   JetBlue Airways Corp.*      7,252,884  

125,344

   Knight-Swift Transportation Holdings, Inc.*      4,079,948  

77,480

   Schneider National, Inc. Class B      2,025,327  
     

 

 

 
        25,848,197  
     

 

 

 


 

  The Hartford MidCap Value Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

    

Utilities - 5.1%

 

282,452

    

Alliant Energy Corp.

 

   $ 12,136,962  

99,767

    

Evergy, Inc.

 

     5,595,931  

364,177

    

UGI Corp.

 

     19,352,366  
          

 

 

 
                     37,085,259  
          

 

 

 
    

Total Common Stocks
(cost $621,986,315)

 

   $ 713,916,641  
          

 

 

 
    

Total Long-Term Investments
(cost $621,986,315)

      $ 713,916,641  
          

 

 

 

Short-Term Investments - 2.7%

 

    

Other Investment Pools & Funds - 1.7%

 

12,179,477

    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,1.82%(2)

 

     12,179,477  
          

 

 

 
    

Securities Lending Collateral - 1.0%

 

379,773

    

Citibank NA DDCA, 1.91%, 8/1/2018(2)

 

     379,773  

3,904,376

    

Goldman Sachs Financial Sq, Government Institutional Fund, 1.82%(2)

 

     3,904,376  

1,563,967

    

Invesco Government & Agency Portfolio, 1.81%(2)

 

     1,563,967  

806,173

    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.82%(2)

 

     806,173  

941,172

    

Western Asset Institutional Government Class A Fund, 1.76%(2)

 

     941,172  
          

 

 

 
             7,595,461  
          

 

 

 
    

Total Short-Term Investments
(cost $19,774,938)

 

   $ 19,774,938  
          

 

 

 
    

Total Investments
(cost $641,761,253)

     101.0%      $ 733,691,579  
    

Other Assets and Liabilities

     (1.0)%        (7,230,141
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $ 726,461,438  
       

 

 

    

 

 

 

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 2 for securities lending information .

(2)

Current yield as of period end.

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)   
Other Abbreviations:   
ADR    American Depositary Receipt   
DDCA    Dollars on Deposit in Custody Account   
REIT    Real Estate Investment Trust   


 

  The Hartford MidCap Value Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

 

Automobiles & Components

   $ 5,265,941      $ 5,265,941      $      $  

Banks

     88,087,191        88,087,191                

Capital Goods

     78,810,128        70,188,204        8,621,924         

Commercial & Professional Services

     21,039,588        21,039,588                

Consumer Durables & Apparel

     9,422,180        9,422,180                

Consumer Services

     5,360,565        5,360,565                

Energy

     59,240,719        59,240,719                

Food & Staples Retailing

     10,713,375        10,713,375                

Food, Beverage & Tobacco

     13,994,406        13,994,406                

Health Care Equipment & Services

     32,194,328        32,194,328                

Insurance

     62,319,152        54,633,478        7,685,674         

Materials

     71,527,614        66,419,873        5,107,741         

Media

     3,482,215        3,482,215                

Pharmaceuticals, Biotechnology & Life Sciences

     865,437        865,437                

Real Estate

     76,963,850        76,963,850                

Retailing

     5,685,262        5,685,262                

Semiconductors & Semiconductor Equipment

     29,920,463        29,920,463                

Software & Services

     27,535,159        27,535,159                

Technology Hardware & Equipment

     39,519,792        39,519,792                

Telecommunication Services

     9,035,820               9,035,820         

Transportation

     25,848,197        25,848,197                

Utilities

     37,085,259        37,085,259                

Short-Term Investments

     19,774,938        19,774,938                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     733,691,579      $     703,240,420      $     30,451,159      $         —  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2018, there were no transfers from Level 1 to Level 2; investments valued at $ 7,830,221 were transferred from Level 2 to Level 1 due to the discontinuation of a fair valuation factor and there were no transfers in and out of Level 3.

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


 

  Hartford Moderate Allocation Fund

 

 

  Schedule of Investments

  July 31, 2018 (Unaudited)

 

 

Shares or Principal Amount      Market Value  

Affiliated Investment Companies - 99.7%

 

  

Alternative Funds - 5.2%

 

1,170,195

  

Hartford Real Total Return Fund, Class F

 

   $ 9,303,054  

1,472,716

  

The Hartford Global Real Asset Fund, Class F

 

     14,196,986  
        

 

 

 
  

Total Alternative Funds
(cost $23,540,038)

 

   $ 23,500,040  
        

 

 

 
  

Domestic Equity Funds - 41.1%

 

1,594,171

  

Hartford Core Equity Fund, Class F

 

     49,801,889  

736,320

  

Hartford Multifactor US Equity ETF

 

     23,913,685  

1,268,198

  

Hartford Quality Value Fund, Class F

 

     26,441,922  

910,795

  

Hartford Small Cap Core Fund, Class F

 

     13,589,061  

2,011,106

  

The Hartford Equity Income Fund, Class F

 

     40,986,337  

254,179

  

The Hartford Growth Opportunities Fund, Class F

 

     13,021,596  

523,833

  

The Hartford MidCap Fund, Class F

 

     17,799,859  
        

 

 

 
  

Total Domestic Equity Funds
(cost $165,933,078)

 

   $ 185,554,349  
        

 

 

 
  

International/Global Equity Funds - 15.5%

 

476,090

  

Hartford Multifactor Developed Markets ex-US ETF

 

     13,825,654  

2,400,203

  

Hartford Schroders International Multi-Cap Value Fund, Class F

 

     23,978,030  

1,624,743

  

The Hartford International Opportunities Fund, Class F

 

     27,068,214  

308,886

  

The Hartford International Small Company Fund, Class F

 

     4,935,993  
        

 

 

 
  

Total International/Global Equity Funds
(cost $66,623,418)

 

   $ 69,807,891  
        

 

 

 
  

Multi-Strategy Funds - 5.2%

 

2,205,167

  

The Hartford Global All-Asset Fund, Class F

 

     23,683,494  
        

 

 

 
  

Total Multi-Strategy Funds
(cost $24,287,619)

 

   $ 23,683,494  
        

 

 

 
  

Taxable Fixed Income Funds - 32.7%

 

1,339,259

  

Hartford Schroders Emerging Markets Multi-Sector Bond Fund, Class F

 

     12,187,257  

891,658

  

The Hartford Inflation Plus Fund, Class F

 

     9,478,321  

4,320,441

  

The Hartford Quality Bond Fund, Class F

 

     41,908,279  

1,545,669

  

The Hartford Short Duration Fund, Class F

 

     15,054,814  

2,194,494

  

The Hartford Strategic Income Fund, Class F

 

     18,916,535  

2,184,094

  

The Hartford Total Return Bond Fund, Class F

 

     21,993,823  

2,601,704

  

The Hartford World Bond Fund, Class F

 

             27,890,263  
        

 

 

 
  

Total Taxable Fixed Income Funds
(cost $150,222,872)

 

   $ 147,429,292  
        

 

 

 
  

Total Affiliated Investment Companies
(cost $430,607,025)

 

   $ 449,975,066  
        

 

 

 
  

Total Long-Term Investments
(cost $430,607,025)

 

   $ 449,975,066  
        

 

 

 

Short-Term Investments - 0.3%

 

  

Other Investment Pools & Funds - 0.3%

 

1,588,198

  

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class, 1.82%(1)

 

     1,588,198  
        

 

 

 
  

Total Short-Term Investments
(cost $1,588,198)

 

   $ 1,588,198  
        

 

 

 
  

Total Investments
(cost $432,195,223)

     100.0%      $ 451,563,264  
  

Other Assets and Liabilities

     0.0%        (209,643
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 451,353,621  
     

 

 

    

 

 

 

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.


 

  Hartford Moderate Allocation Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)   
Other Abbreviations:   
ETF    Exchange-Traded Fund   


 

  Hartford Moderate Allocation Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Affiliated Investment Companies

   $ 449,975,066      $ 449,975,066      $      $  

Short-Term Investments

     1,588,198        1,588,198                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       451,563,264      $       451,563,264      $             —      $             —  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2018, there were no transfers between any levels.


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments

July 31, 2018 (Unaudited)

 

 

Shares or Principal Amount

   Market Value  

Asset & Commercial Mortgage Backed Securities - 1.9%

  
       Asset-Backed - Finance & Insurance - 0.0%

 

    $    33,428       

Long Beach Mortgage Loan Trust
1 mo. USD LIBOR + 0.170%, 2.23%, 12/25/2036(1)(15)

   $ 16,982  
         

 

 

 
       Asset-Backed - Home Equity - 0.4%

 

    118,091       

GSAA Home Equity Trust
1 mo. USD LIBOR + 0.090%, 2.15%, 12/25/2036(1)(15)

     57,302  
    363,534       

Renaissance Home Equity Loan Trust
5.91%, 04/25/2037(2)(15)

     184,704  
    40,000       

Soundview Home Loan Trust
1 mo. USD LIBOR + 0.250%, 2.31%, 11/25/2036(1)(15)

     35,936  
         

 

 

 
            277,942  
         

 

 

 
       Commercial Mortgage - Backed Securities - 0.3%

 

    50,000       

Citigroup Commercial Mortgage Trust
4.50%, 03/10/2047(3)(4)(15)

     37,966  
    175,000       

Commercial Mortgage Trust
4.57%, 10/15/2045(3)(4)(15)

     33,085  
    140,000       

JP Morgan Chase Commercial Mortgage Securities Trust
2.73%, 10/15/2045(3)(4)(15)

     66,233  
    15,000       

Wells Fargo Commercial Mortgage Trust
4.10%, 05/15/2048(4)

     13,461  
    115,599       

WF-RBS Commercial Mortgage Trust
3.02%, 11/15/2047(3)(15)

     52,265  
         

 

 

 
            203,010  
         

 

 

 
       Whole Loan Collateral CMO - 1.2%

 

       Alternative Loan Trust

 

    44,077       

1 mo. USD LIBOR + 0.450%, 2.51%, 04/25/2035(1)

     40,563  
    53,690       

12 mo. USD MTA + 1.350%, 3.00%, 08/25/2035(1)

     47,719  
    51,952       

Bear Stearns Alt-A Trust
1 mo. USD LIBOR + 0.320%, 2.38%, 08/25/2036(1)

     54,243  
    16,532       

CHL Mortgage Pass-Through Trust
3.61%, 03/20/2036(4)

     15,169  
    56,002       

Countrywide Alternative Loan Trust
1 mo. USD LIBOR + 0.140%, 2.20%, 04/25/2047(1)

     52,993  
       Fannie Mae Connecticut Avenue Securities

 

    162,000       

1 mo. USD LIBOR + 2.200%, 4.26%, 01/25/2030(1)

     165,874  
    220,000       

1 mo. USD LIBOR + 2.550%, 4.61%, 12/25/2030(1)

     222,664  
    40,000       

1 mo. USD LIBOR + 3.550%, 5.61%, 07/25/2029(1)

     43,687  
    80,143       

1 mo. USD LIBOR + 4.350%, 6.41%, 05/25/2029(1)

     89,608  
    102,501       

Nomura Asset Acceptance Corp. Alternative Loan Trust
4.35%, 06/25/2036(4)

     90,999  
    67,590       

Residential Accredit Loans, Inc.
1 mo. USD LIBOR + 0.250%, 2.31%, 08/25/2037(1)

     64,092  
    42,262       

Residential Asset Securitization Trust
5.50%, 06/25/2035

     38,141  
    25,000       

Structured Agency Credit Risk Trust
1 mo. USD LIBOR + 1.650%, 3.71%, 04/25/2043(3)

     25,168  
    20,685       

Wells Fargo Mortgage Backed Securities Trust
3.86%, 03/25/2036(4)

     20,474  
         

 

 

 
            971,394  
         

 

 

 
      

Total Asset & Commercial Mortgage Backed Securities
(cost $1,627,226)

   $     1,469,328  
         

 

 

 
Corporate Bonds - 19.6%   
       Aerospace/Defense - 0.5%

 

    10,000       

DAE Funding LLC
5.00%, 08/01/2024(3)

     9,825  
    200,000       

Harris Corp.
2.70%, 04/27/2020

     198,308  
       Lockheed Martin Corp.

 

    100,000       

3.35%, 09/15/2021

     100,481  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

 

$

    50,000        3.80%, 03/01/2045    $ 47,191  
         

 

 

 
       355,805  
         

 

 

 
       Agriculture - 0.5%

 

    50,000       

Altria Group, Inc.
5.38%, 01/31/2044

     54,980  
       Nutrien Ltd.

 

    50,000       

3.38%, 03/15/2025

     46,982  
    55,000       

4.13%, 03/15/2035

     51,027  
       Reynolds American, Inc.

 

    50,000       

4.85%, 09/15/2023

     52,120  
    175,000       

6.88%, 05/01/2020

     185,593  
         

 

 

 
       390,702  
         

 

 

 
       Apparel - 0.1%

 

    75,000       

NIKE, Inc.
2.38%, 11/01/2026

     68,672  
         

 

 

 
       Auto Manufacturers - 0.3%

 

CAD

        100,000       

Ford Credit Canada Co.
3.70%, 08/02/2018

     76,887  

$

    10,000       

General Motors Co.
6.60%, 04/01/2036

     10,831  
       General Motors Financial Co., Inc.

 

    30,000       

3 mo. USD LIBOR + 1.270%, 3.61%, 10/04/2019(1)

     30,313  
    75,000       

4.00%, 10/06/2026

     71,182  

        CAD

        75,000       

VW Credit Canada, Inc.
2.80%, 08/20/2018

     57,684  
         

 

 

 
           246,897  
         

 

 

 
       Auto Parts & Equipment - 0.1%

 

$

    75,000       

Delphi Corp.
4.15%, 03/15/2024

     75,004  
    5,000       

Goodyear Tire & Rubber Co.
5.00%, 05/31/2026

     4,663  
         

 

 

 
       79,667  
         

 

 

 
       Beverages - 0.8%

 

    25,000       

Anheuser-Busch InBev Finance, Inc.
2.63%, 01/17/2023

     24,102  
       Anheuser-Busch InBev Worldwide, Inc.

 

    75,000       

3.75%, 07/15/2042

     66,889  
    55,000       

4.60%, 04/15/2048

     55,066  
    175,000       

Coca-Cola Femsa S.A.B. de C.V.
4.63%, 02/15/2020

     178,666  
       Constellation Brands, Inc.

 

    100,000       

2.65%, 11/07/2022

     95,647  
    55,000       

4.50%, 05/09/2047

     53,491  
       Molson Coors Brewing Co.

 

    100,000       

3.00%, 07/15/2026

     91,573  
    50,000       

4.20%, 07/15/2046

     45,688  
         

 

 

 
       611,122  
         

 

 

 
       Biotechnology - 0.3%

 

    75,000       

Celgene Corp.
3.25%, 08/15/2022

     73,797  
    200,000       

Gilead Sciences, Inc.
2.55%, 09/01/2020

     197,908  
         

 

 

 
       271,705  
         

 

 

 
       Chemicals - 0.3%

 

    16,000       

Chemours Co.
6.63%, 05/15/2023

     16,760  
    210,000       

CNAC HK Synbridge Co., Ltd.
5.00%, 05/05/2020

     211,737  
    20,000       

Eastman Chemical Co.
4.65%, 10/15/2044

     19,672  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

$

        10,000     

Methanex Corp.
5.65%, 12/01/2044

   $ 9,512  
       

 

 

 
         257,681  
       

 

 

 
   Coal - 0.1%

 

    15,000     

Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp.
12.00%, 11/01/2021(15)

     15,375  
    25,000     

Foresight Energy LLC / Foresight Energy Finance Corp.
11.50%, 04/01/2023(3)(15)

     22,313  
    30,000     

Peabody Energy Corp.
6.38%, 03/31/2025(3)

     31,950  
    15,000     

Warrior Met Coal, Inc.
8.00%, 11/01/2024(3)

     15,506  
       

 

 

 
     85,144  
       

 

 

 
   Commercial Banks - 6.5%

 

    250,000     

Australia & New Zealand Banking Group Ltd.
2.13%, 08/19/2020

     244,423  
   Banco Bilbao Vizcaya Argentaria S.A.

 

    200,000     

5 year USD Swap + 3.870%, 6.13%, 11/16/2027(5)(6)

     184,000  

        EUR

    200,000     

5 year EUR Swap + 6.155%, 7.00%, 02/19/2019(1)(5)(7)

     239,709  
    200,000     

Banco de Sabadell S.A.
5 year EUR Swap + 6.414%, 6.50%, 05/18/2022(1)(5)(7)

     241,646  
   Bank of America Corp.

 

$

    25,000     

3.25%, 10/21/2027

     23,299  
    100,000     

4.00%, 01/22/2025

     98,738  
    75,000     

4.75%, 04/21/2045

     75,975  
    200,000     

Bank of Montreal
2.10%, 06/15/2020

     196,355  
   Capital One Financial Corp.

 

    50,000     

2.45%, 04/24/2019

     49,904  
    55,000     

3.20%, 02/05/2025

     51,700  
    250,000     

Citizens Bank NA
2.25%, 10/30/2020

     243,483  
    200,000     

Credit Agricole S.A.
5 year USD Swap + 6.185%, 8.13%, 12/23/2025(1)(3)(5)

     219,500  
    400,000     

Credit Suisse Group AG
5 year USD Swap + 3.455%, 6.25%, 12/18/2024(1)(5)(7)

     401,500  
    50,000     

Deutsche Bank AG
3.70%, 05/30/2024

     47,020  
    200,000     

Fifth Third Bancorp
2.88%, 07/27/2020

     198,827  
    15,000     

Freedom Mortgage Corp.
8.13%, 11/15/2024(3)

     14,625  
   Goldman Sachs Group, Inc.

 

    75,000     

3 mo. USD LIBOR + 0.800%, 3.13%, 12/13/2019(1)

     75,439  
    100,000     

3.50%, 01/23/2025

     96,817  
    100,000     

3.50%, 11/16/2026

     94,900  
    60,000     

3 mo. USD LIBOR + 1.373%, 4.02%, 10/31/2038(1)

     56,423  
    200,000     

HSBC Holdings plc
5 year USD ICE Swap + 3.746%, 6.00%, 05/22/2027(1)(5)

     193,800  
    200,000     

Intesa Sanpaolo S.p.A.
5 year USD Swap + 5.462%, 7.70%, 09/17/2025(1)(3)(5)(6)

     191,000  
   JP Morgan Chase & Co.

 

    50,000     

2.95%, 10/01/2026

     46,579  
    100,000     

6.30%, 04/23/2019

     102,610  
   Morgan Stanley

 

    75,000     

3 mo. USD LIBOR + 1.140%, 3.48%, 01/27/2020(1)

     75,930  
    150,000     

3.95%, 04/23/2027

     144,461  

    60,000     

4.38%, 01/22/2047

     59,328  
   Novo Banco S.A.

 

        EUR

    60,000     

3.50%, 02/19/2043(7)(15)

     61,381  
    80,000     

3.50%, 03/18/2043(7)(15)

     81,779  

$

    250,000     

PNC Bank NA
2.60%, 07/21/2020

     247,206  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

 

$

        200,000       

Santander UK plc
2.13%, 11/03/2020

   $ 194,413  
    200,000       

Societe Generale S.A.
5 year USD Swap + 4.979%, 7.88%, 12/18/2023(1)(3)(5)

     211,250  
       UBS Group Funding Switzerland AG

 

    200,000       

5 year USD ICE Swap + 5.497%, 6.88%, 03/22/2021(1)(5)(7)

     208,722  
    200,000       

5 year USD Swap + 4.866%, 7.00%, 02/19/2025(1)(5)(7)

     210,874  

EUR

    200,000       

UniCredit S.p.A.
5 year EUR Swap + 6.387%, 6.63%, 06/03/2023(1)(5)(7)

     235,633  

$

    20,000       

Wells Fargo & Co.
4.75%, 12/07/2046

     20,130  
         

 

 

 
           5,139,379  
         

 

 

 
       Commercial Services - 0.2%

 

    6,000       

ACE Cash Express, Inc.
12.00%, 12/15/2022(3)

     6,360  
       APX Group, Inc.

 

    20,000       

7.63%, 09/01/2023

     18,067  
    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(3)

     13,800  
    15,000       

5.50%, 04/01/2023

     14,775  
    15,000       

Brand Industrial Services, Inc.
8.50%, 07/15/2025(3)

     15,300  
    15,000       

Garda World Security Corp.
8.75%, 05/15/2025(3)

     15,075  
       Herc Rentals, Inc.

 

    9,000       

7.50%, 06/01/2022(3)

     9,495  
    9,000       

7.75%, 06/01/2024(3)

     9,644  
    10,000       

United Rentals North America, Inc.
5.88%, 09/15/2026

     10,150  
         

 

 

 
       137,854  
         

 

 

 
       Construction Materials - 0.1%

 

    35,000       

Standard Industries, Inc.
5.38%, 11/15/2024(3)

     34,660  
         

 

 

 
       Diversified Financial Services - 1.2%

 

    175,000       

AerCap Ireland Capital DAC / AerCap Global Aviation Trust
4.63%, 10/30/2020

     178,294  
    175,000       

Ameriprise Financial, Inc.
5.30%, 03/15/2020

     181,091  
    75,000       

Discover Financial Services
3.75%, 03/04/2025

     71,808  
    5,000       

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

     5,200  
    15,000       

goeasy Ltd.
7.88%, 11/01/2022(3)

     15,752  
    25,000       

Nationstar Mortgage LLC / Nationstar Capital Corp.
7.88%, 10/01/2020

     25,500  
       Navient Corp.

 

    15,000       

5.50%, 01/25/2023

     14,662  
    20,000       

5.88%, 10/25/2024

     19,350  
    20,000       

6.13%, 03/25/2024

     19,700  
    5,000       

7.25%, 09/25/2023

     5,238  
       Springleaf Finance Corp.

 

    5,000       

5.25%, 12/15/2019

     5,081  
    5,000       

6.13%, 05/15/2022

     5,113  
    5,000       

6.88%, 03/15/2025

     5,075  
    10,000       

7.75%, 10/01/2021

     10,800  
    10,000       

8.25%, 12/15/2020

     10,825  
    200,000       

Synchrony Financial
2.70%, 02/03/2020

     197,386  
    25,000       

Tempo Acquisition LLC / Tempo Acquisition Finance Corp.
6.75%, 06/01/2025(3)

     24,167  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

 

        $

         200,000       

Turkiye Sinai Kalkinma Bankasi AS
5.50%, 01/16/2023(7)

   $     170,846  
          

 

 

 
             965,888  
          

 

 

 
        Electric - 0.9%   
     25,000       

AES Corp.
5.13%, 09/01/2027

     25,250  
     50,000       

Dominion Energy, Inc.
2.85%, 08/15/2026

     45,718  
     20,000       

Duke Energy Florida LLC
3.40%, 10/01/2046

     17,570  
     200,000       

Eskom Holdings SOC Ltd.
5.75%, 01/26/2021(7)

     197,250  
     50,000       

Fortis, Inc.
3.06%, 10/04/2026

     45,801  
     50,000       

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

     46,955  
     150,000       

Pampa Energia S.A.
7.50%, 01/24/2027(7)

     140,625  
     80,000       

SCANA Corp.
4.13%, 02/01/2022

     79,037  
     50,000       

Southern Power Co.
5.15%, 09/15/2041

     50,673  
     50,000       

Southwestern Electric Power Co.
2.75%, 10/01/2026

     45,767  
          

 

 

 
             694,646  
          

 

 

 
        Electronics - 0.1%   
     50,000       

Keysight Technologies, Inc.
3.30%, 10/30/2019

     49,809  
          

 

 

 
        Engineering & Construction - 0.1%   

        GBP

     50,000       

Heathrow Funding Ltd.
6.25%, 09/10/2018(7)

     65,950  
          

 

 

 
        Entertainment - 0.1%   

$

     10,000       

Caesars Resort Collection LLC / CRC Finco, Inc.
5.25%, 10/15/2025(3)

     9,625  
     15,000       

Eldorado Resorts, Inc.
6.00%, 04/01/2025

     15,150  
     15,000       

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

     15,675  
     25,000       

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

     23,594  
     15,000       

Pinnacle Entertainment, Inc.
5.63%, 05/01/2024

     15,713  
          

 

 

 
             79,757  
          

 

 

 
        Environmental Control - 0.0%   
     5,000       

Clean Harbors, Inc.
5.13%, 06/01/2021

     5,013  
     25,000       

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

     25,821  
          

 

 

 
             30,834  
          

 

 

 
        Food - 0.1%   
        Post Holdings, Inc.   
     10,000       

5.00%, 08/15/2026(3)

     9,425  
     15,000       

5.63%, 01/15/2028(3)

     14,288  
     20,000       

5.75%, 03/01/2027(3)

     19,450  
        TreeHouse Foods, Inc.   
     15,000       

4.88%, 03/15/2022

     15,004  
     5,000       

6.00%, 02/15/2024(3)

     5,000  
          

 

 

 
             63,167  
          

 

 

 
        Healthcare-Products - 0.2%   
     50,000       

Abbott Laboratories
2.95%, 03/15/2025

     47,705  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

 

  $     25,000       

Sotera Health Holdings LLC
6.50%, 05/15/2023(3)

   $     25,375  
    50,000       

Thermo Fisher Scientific, Inc.
2.95%, 09/19/2026

     46,335  
         

 

 

 
            119,415  
         

 

 

 
       Healthcare-Services - 0.1%   
    15,000       

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

     15,619  
       HCA, Inc.   
    20,000       

5.38%, 02/01/2025

     20,250  
    5,000       

6.50%, 02/15/2020

     5,204  
    15,000       

7.50%, 11/15/2095

     14,738  
    5,000       

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

     5,175  
    25,000       

West Street Merger Sub, Inc.
6.38%, 09/01/2025(3)

     24,312  
         

 

 

 
            85,298  
         

 

 

 
       Home Builders - 0.1%   
    15,000       

AV Homes, Inc.
6.63%, 05/15/2022

     15,450  
       Beazer Homes USA, Inc.   
    5,000       

6.75%, 03/15/2025

     4,700  
    5,000       

8.75%, 03/15/2022

     5,310  
    35,000       

KB Home
7.00%, 12/15/2021

     36,886  
    30,000       

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

     30,675  
         

 

 

 
            93,021  
         

 

 

 
       Household Products - 0.0%   
    30,000       

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

     15,900  
         

 

 

 
       Insurance - 0.5%   
    200,000       

Aflac, Inc.
2.40%, 03/16/2020

     198,074  
    50,000       

American International Group, Inc.
4.13%, 02/15/2024

     50,419  
    75,000       

CNA Financial Corp.
3.95%, 05/15/2024

     74,688  
       Genworth Holdings, Inc.   
    15,000       

4.90%, 08/15/2023

     13,575  
    5,000       

7.20%, 02/15/2021

     5,197  
    5,000       

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

     5,155  
    5,000       

Radian Group, Inc.
4.50%, 10/01/2024

     4,850  
    25,000       

USIS Merger Sub, Inc.
6.88%, 05/01/2025(3)

     24,687  
    50,000       

XLIT Ltd.
4.45%, 03/31/2025

     49,462  
         

 

 

 
            426,107  
         

 

 

 
       Internet - 0.1%   
       Zayo Group LLC / Zayo Capital, Inc.   
    20,000       

6.00%, 04/01/2023

     20,525  
    20,000       

6.38%, 05/15/2025

     20,700  
         

 

 

 
            41,225  
         

 

 

 
       Iron/Steel - 0.1%   
    20,000       

AK Steel Corp.
7.00%, 03/15/2027

     18,975  
    30,000       

Nucor Corp.
4.00%, 08/01/2023

     30,463  
       Steel Dynamics, Inc.   
    5,000       

4.13%, 09/15/2025

     4,781  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

 

$

         10,000        5.13%, 10/01/2021    $     10,113  
          

 

 

 
             64,332  
          

 

 

 
        Lodging - 0.1%   
        Boyd Gaming Corp.   
     10,000       

6.00%, 08/15/2026(3)

     10,050  
     5,000       

6.38%, 04/01/2026

     5,113  
     10,000       

Caesars Entertainment Corp.
5.00%, 10/01/2024

     17,964  
     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(3)

     20,650  
     15,000       

Station Casinos LLC
5.00%, 10/01/2025(3)

     14,287  
     15,000       

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.
5.88%, 05/15/2025(3)

     14,156  
          

 

 

 
             112,895  
          

 

 

 
        Machinery - Construction & Mining - 0.0%   
     15,000       

BlueLine Rental Finance Corp. / BlueLine Rental LLC
9.25%, 03/15/2024(3)

     15,844  
          

 

 

 
        Machinery-Diversified - 0.0%   
     25,000       

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

     27,000  
          

 

 

 
        Media - 0.9%   

        EUR

     100,000       

Altice Luxembourg S.A.
7.25%, 05/15/2022(7)

     119,858  

$

     50,000       

CBS Corp.
3.50%, 01/15/2025

     47,727  
        CCO Holdings LLC / CCO Holdings Capital Corp.   
     5,000       

5.13%, 05/01/2023(3)

     4,988  
     10,000       

5.75%, 02/15/2026(3)

     9,937  
     45,000       

Cequel Communications Holdings I LLC / Cequel Capital Corp.

5.13%, 12/15/2021(3)

     44,958  
     75,000       

Charter Communications Operating LLC / Charter Communications Operating Capital
3.58%, 07/23/2020

     75,070  
        Cox Communications, Inc.   
     30,000       

3.35%, 09/15/2026(3)

     27,893  
     50,000       

4.50%, 06/30/2043(3)

     42,813  
     20,000       

CSC Holdings LLC
5.25%, 06/01/2024

     19,250  
        DISH DBS Corp.   
     10,000       

6.75%, 06/01/2021

     10,053  
     15,000       

7.88%, 09/01/2019

     15,544  
     15,000       

Gray Television, Inc.
5.13%, 10/15/2024(3)

     14,400  
     20,000       

Liberty Interactive LLC
8.25%, 02/01/2030

     21,351  
     5,000       

Sinclair Television Group, Inc.
5.13%, 02/15/2027(3)

     4,638  
        TEGNA, Inc.   
     5,000       

4.88%, 09/15/2021(3)

     4,981  
     20,000       

6.38%, 10/15/2023

     20,650  
        Time Warner Cable LLC   
     50,000       

4.50%, 09/15/2042

     42,748  
     100,000       

5.00%, 02/01/2020

     102,020  
     20,000       

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

     20,100  
     50,000       

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

     46,522  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

 

  $    5,000     

WMG Acquisition Corp.
5.50%, 04/15/2026(3)

   $ 4,950  
         

 

 

 
                700,451  
         

 

 

 
       Metal Fabricate/Hardware - 0.0%   
  5,000     

Novelis Corp.
5.88%, 09/30/2026(3)

     4,794  
  5,000     

TriMas Corp.
4.88%, 10/15/2025(3)

     4,787  
         

 

 

 
            9,581  
         

 

 

 
       Mining - 0.0%   
  20,000     

First Quantum Minerals Ltd.
7.00%, 02/15/2021(7)

     20,200  
  5,000     

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

     5,112  
  5,000     

New Gold, Inc.
6.38%, 05/15/2025(3)

     4,550  
         

 

 

 
            29,862  
         

 

 

 
       Miscellaneous Manufacturing - 0.1%   
  15,000     

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

     15,244  
  55,000     

Carlisle Cos., Inc.
3.75%, 11/15/2022

     54,367  
         

 

 

 
            69,611  
         

 

 

 
       Office/Business Equipment - 0.0%   
  10,000     

CDW LLC / CDW Finance Corp.
5.50%, 12/01/2024

     10,372  
  5,000     

Pitney Bowes, Inc.
4.70%, 04/01/2023

     4,487  
         

 

 

 
            14,859  
         

 

 

 
       Oil & Gas - 1.0%   
  10,000     

Anadarko Petroleum Corp.
4.50%, 07/15/2044

     9,527  
  30,000     

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

     30,384  
  10,000     

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

     8,950  
  50,000     

Cimarex Energy Co.
3.90%, 05/15/2027

     48,106  
       Continental Resources, Inc.   
  30,000     

4.90%, 06/01/2044

     29,659  
  5,000     

5.00%, 09/15/2022

     5,074  
  10,000     

Energen Corp.
4.63%, 09/01/2021

     9,975  
  5,000     

Ensco plc
5.75%, 10/01/2044

     3,638  
  50,000     

Exxon Mobil Corp.
2.71%, 03/06/2025

     48,026  
  5,000     

Jagged Peak Energy LLC
5.88%, 05/01/2026(3)

     4,913  
       Laredo Petroleum, Inc.   
  5,000     

5.63%, 01/15/2022

     4,994  
  5,000     

6.25%, 03/15/2023

     5,025  
  75,000     

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

     74,011  
       MEG Energy Corp.   
  10,000     

6.50%, 01/15/2025(3)

     9,837  
  10,000     

7.00%, 03/31/2024(3)

     9,037  
       Petrobras Global Finance B.V.   
  100,000     

4.38%, 05/20/2023

     96,350  
  85,000     

5.75%, 02/01/2029

     77,987  
  5,000     

6.00%, 01/27/2028(7)

     4,731  
  10,000     

7.38%, 01/17/2027

     10,400  
       Petroleos Mexicanos   


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

$

         20,000       

5.35%, 02/12/2028(7)

   $ 18,686  
     10,000       

6.35%, 02/12/2048(3)

     8,887  
     15,000       

6.75%, 09/21/2047

     13,895  
     55,000       

Pioneer Natural Resources Co.
3.95%, 07/15/2022

     55,678  
     20,000       

QEP Resources, Inc.
5.25%, 05/01/2023

     19,700  
        Rowan Cos., Inc.   
     80,000       

4.88%, 06/01/2022

     74,900  
     10,000       

5.85%, 01/15/2044

     7,450  
     20,000       

Shell International Finance B.V.
3.75%, 09/12/2046

     18,960  
        SM Energy Co.   
     10,000       

5.00%, 01/15/2024

     9,625  
     5,000       

6.75%, 09/15/2026

     5,087  
     5,000       

Sunoco L.P. / Sunoco Finance Corp.
5.88%, 03/15/2028(3)

     4,700  
     10,000       

Transocean, Inc.
6.80%, 03/15/2038

     8,350  
     10,000       

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.
8.75%, 04/15/2023(3)

     9,250  
        WPX Energy, Inc.   
     20,000       

5.25%, 09/15/2024

     19,875  
     5,000       

5.75%, 06/01/2026

     5,013  
        YPF S.A.   
     40,000       

7.00%, 12/15/2047(3)

     32,048  
     20,000       

8.50%, 07/28/2025(7)

     20,000  
          

 

 

 
                 822,728  
          

 

 

 
       

Oil & Gas Services - 0.0%

  
        Weatherford International Ltd.   
     5,000       

5.95%, 04/15/2042

     3,712  
     5,000       

6.50%, 08/01/2036

     3,925  
          

 

 

 
             7,637  
          

 

 

 
       

Packaging & Containers - 0.5%

  

        EUR

     100,000       

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.
6.75%, 05/15/2024(3)

     126,328  

$

     30,000       

Berry Global, Inc.
6.00%, 10/15/2022

     30,675  
     30,000       

Crown Americas LLC / Crown Americas Capital Corp.
4.75%, 02/01/2026(3)

     28,200  
        Flex Acquisition Co., Inc.   
     10,000       

6.88%, 01/15/2025(3)

     9,725  
     10,000       

7.88%, 07/15/2026(3)

     10,069  
     15,000       

Multi-Color Corp.
4.88%, 11/01/2025(3)

     13,913  
     10,000       

OI European Group B.V.
4.00%, 03/15/2023(3)

     9,450  
     10,000       

Owens-Brockway Glass Container, Inc.
6.38%, 08/15/2025(3)

     10,250  
        Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu   
     15,000       

5.13%, 07/15/2023(3)

     14,916  
     15,000       

7.00%, 07/15/2024(3)

     15,187  
     105,000       

WestRock MWV LLC
7.38%, 09/01/2019

     109,631  
          

 

 

 
             378,344  
          

 

 

 
       

Pharmaceuticals - 0.7%

  
     100,000       

Allergan Funding SCS
4.55%, 03/15/2035

     97,529  
     50,000       

Allergan, Inc.
2.80%, 03/15/2023

     47,390  
        Bausch Health Cos., Inc.   
     70,000       

5.88%, 05/15/2023(3)

     67,235  
     10,000       

6.13%, 04/15/2025(3)

     9,375  
     5,000       

7.00%, 03/15/2024(3)

     5,301  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

 

   $     75,000       

Cardinal Health, Inc.
3.20%, 03/15/2023

   $     72,659  
     5,000       

Catalent Pharma Solutions, Inc.
4.88%, 01/15/2026(3)

     4,900  
     55,000       

CVS Health Corp.
5.05%, 03/25/2048

     56,996  
     65,000       

Endo Finance LLC / Endo Finco, Inc.
5.38%, 01/15/2023(3)

     54,844  
     75,000       

McKesson Corp.
3.80%, 03/15/2024

     74,154  
     20,000       

Teva Pharmaceutical Finance IV LLC
2.25%, 03/18/2020

     19,401  
       

Teva Pharmaceutical Finance Netherlands B.V.

  
     20,000       

2.80%, 07/21/2023

     18,074  
     30,000       

3.15%, 10/01/2026

     25,496  
          

 

 

 
             553,354  
          

 

 

 
       

Pipelines - 0.4%

  
       

Energy Transfer Equity L.P.

  
     5,000       

5.50%, 06/01/2027

     5,125  
     20,000       

7.50%, 10/15/2020

     21,350  
     50,000       

Energy Transfer Partners L.P.
5.20%, 02/01/2022

     52,015  
     175,000       

Kinder Morgan Energy Partners L.P.
6.85%, 02/15/2020

     184,065  
     50,000       

Kinder Morgan, Inc.
5.05%, 02/15/2046

     49,487  
          

 

 

 
             312,042  
          

 

 

 
       

Real Estate Investment Trusts - 0.4%

  
     100,000       

American Tower Corp.
3.40%, 02/15/2019

     100,365  
     100,000       

Brixmor Operating Partnership L.P.
3.85%, 02/01/2025

     96,417  
     100,000       

Crown Castle International Corp.
3.65%, 09/01/2027

     93,908  
          

 

 

 
             290,690  
          

 

 

 
       

Retail - 0.2%

  
       

1011778 BC ULC / New Red Finance, Inc.

  
     5,000       

4.25%, 05/15/2024(3)

     4,756  
     25,000       

5.00%, 10/15/2025(3)

     23,969  
     10,000       

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

     8,850  
     50,000       

CVS Health Corp.
5.13%, 07/20/2045

     52,024  
     20,000       

Ferrellgas L.P. / Ferrellgas Finance Corp.
6.75%, 01/15/2022

     17,900  
     15,000       

Lithia Motors, Inc.
5.25%, 08/01/2025(3)

     14,325  
     15,000       

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

     15,038  
     5,000       

PetSmart, Inc.
5.88%, 06/01/2025(3)

     3,925  
     20,000       

Staples, Inc.
8.50%, 09/15/2025(3)

     18,800  
     25,000       

United Rentals North America, Inc.
4.88%, 01/15/2028

     23,352  
          

 

 

 
             182,939  
          

 

 

 
       

Semiconductors - 0.3%

 

     5,000       

Entegris, Inc.
4.63%, 02/10/2026(3)

     4,738  
     18,000       

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

     18,607  
     15,000       

Sensata Technologies B.V.
5.00%, 10/01/2025(3)

     15,000  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

        $

        200,000       

STATS ChipPAC Pte Ltd.
8.50%, 11/24/2020(7)

   $ 203,750  
         

 

 

 
            242,095  
         

 

 

 
      

Software - 0.3%

  
    10,000       

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

     9,925  
      

Fidelity National Information Services, Inc.

  
    50,000       

3.00%, 08/15/2026

     46,321  
    14,000       

3.50%, 04/15/2023

     13,864  
      

First Data Corp.

  
    5,000       

5.38%, 08/15/2023(3)

     5,069  
    40,000       

7.00%, 12/01/2023(3)

     41,850  
    40,000       

Infor U.S., Inc.
6.50%, 05/15/2022

     40,500  
      

Microsoft Corp.

  
    75,000       

2.40%, 08/08/2026

     69,521  
    30,000       

4.25%, 02/06/2047

     31,850  
    10,000       

Workday, Inc.
0.25%, 10/01/2022(3)

     10,546  
         

 

 

 
            269,446  
         

 

 

 
      

Telecommunications - 0.9%

  
      

AT&T, Inc.

  
    75,000       

3 mo. USD LIBOR + 0.650%, 2.99%, 01/15/2020(1)

     75,433  
    50,000       

4.35%, 06/15/2045

     43,355  
    20,000       

CenturyLink, Inc.
5.63%, 04/01/2025

     19,100  
    5,000       

Frontier Communications Corp.
8.50%, 04/01/2026(3)

     4,800  
    200,000       

IHS Netherlands Holdco B.V.
9.50%, 10/27/2021(7)

     204,676  
    200,000       

Juniper Networks, Inc.
3.30%, 06/15/2020

     199,698  
    15,000       

Level 3 Financing, Inc.
5.38%, 08/15/2022

     15,038  
    5,000       

Nokia Oyj
3.38%, 06/12/2022

     4,825  
    5,000       

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

     4,813  
    7,000       

Sprint Communications, Inc.
9.00%, 11/15/2018(3)

     7,119  
      

Sprint Corp.

  
    20,000       

7.13%, 06/15/2024

     20,537  
    15,000       

7.25%, 09/15/2021

     15,769  
    5,000       

7.63%, 02/15/2025

     5,228  
    15,000       

7.88%, 09/15/2023

     16,012  
    15,000       

Telecom Italia Capital S.A.
6.00%, 09/30/2034

     14,738  
    50,000       

Verizon Communications, Inc.
4.13%, 08/15/2046

     45,138  
         

 

 

 
            696,279  
         

 

 

 
      

Transportation - 0.4%

  
      

FedEx Corp.

  
    60,000       

4.05%, 02/15/2048

     55,394  
    20,000       

4.55%, 04/01/2046

     19,803  
    200,000       

Rumo Luxembourg S.a.r.l.
7.38%, 02/09/2024(7)

     207,400  
         

 

 

 
            282,597  
         

 

 

 
      

Total Corporate Bonds
(cost $15,713,168)

   $     15,492,891  
         

 

 

 

Foreign Government Obligations - 7.9%

  
      

Argentina - 1.0%

  
      

Argentine Republic Government International Bond

  

    EUR

    70,000       

2.26%, 12/31/2038(1)(2)

   $ 50,136  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

        $

    171,300       

2.50%, 12/31/2038(1)(2)

   $     103,208  
    10,000       

5.88%, 01/11/2028

     8,425  
    105,000       

6.88%, 01/26/2027

     95,550  
    55,000       

6.88%, 01/11/2048

     43,121  
    150,000       

7.50%, 04/22/2026

     142,875  
    310,000       

Bonos De La Nacion Argentina En Moneda Dua
4.50%, 02/13/2020

     318,990  
         

 

 

 
     762,305  
         

 

 

 
       Azerbaijan - 0.2%

 

    150,000       

Republic of Azerbaijan International Bond
3.50%, 09/01/2032(7)

     127,873  
         

 

 

 
       Brazil - 0.2%

 

        BRL

    39,000       

Brazil Letras do Tesouro Nacional
9.02%, 07/01/2020

     8,904  
    

Brazil Notas do Tesouro Nacional

 

    28,160       

6.00%, 08/15/2050(8)

     7,778  
    319,000       

10.00%, 01/01/2023

     84,422  

$

    40,000       

Brazilian Government International Bond
7.13%, 01/20/2037

     44,900  
         

 

 

 
     146,004  
         

 

 

 
       Colombia - 0.3%

 

    100,000       

Colombia Government International Bond
7.38%, 09/18/2037

     126,000  
    

Colombian TES

 

COP

    36,346,058       

3.30%, 03/17/2027(8)

     12,638  
    272,900,000       

7.50%, 08/26/2026

     98,974  
         

 

 

 
     237,612  
         

 

 

 
     Croatia - 0.2%

 

EUR

    100,000       

Croatia Government International Bond
3.00%, 03/20/2027(7)

     123,313  
         

 

 

 
     Dominican Republic - 0.1%

 

$

    100,000       

Dominican Republic International Bond
5.95%, 01/25/2027(7)

     101,375  
         

 

 

 
     Egypt - 0.3%

 

    200,000       

Egypt Government International Bond
6.59%, 02/21/2028(3)

     195,903  
         

 

 

 
     Greece - 0.0%

 

    

Hellenic Republic Government Bond

 

EUR

    5,000       

3.50%, 01/30/2023(7)

     5,968  
    10,000       

4.38%, 08/01/2022(3)(7)

     12,326  
         

 

 

 
     18,294  
         

 

 

 
     Hungary - 0.2%

 

    

Hungary Government International Bond

 

$

    114,000       

5.38%, 02/21/2023

     121,410  
    30,000       

5.75%, 11/22/2023

     32,662  
         

 

 

 
     154,072  
         

 

 

 
     Indonesia - 0.4%

 

    

Indonesia Government International Bond

 

    202,000       

3.85%, 07/18/2027(7)

     195,032  
    100,000       

6.63%, 02/17/2037(7)

     119,124  
         

 

 

 
     314,156  
         

 

 

 
     Ivory Coast - 0.2%

 

EUR

    100,000       

Ivory Coast Government International Bond
5.13%, 06/15/2025(7)

     119,841  
         

 

 

 
     Malaysia - 0.1%

 

MYR

    394,000       

Malaysia Government Bond
4.05%, 09/30/2021

     98,027  
         

 

 

 
     Mexico - 0.4%

 

MXN

    1,890,400       

Mexican Bonos
7.75%, 05/29/2031

     100,955  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

    

Mexico Government International Bond

 

$

    172,000       

4.75%, 03/08/2044

   $     161,422  
    25,000       

5.55%, 01/21/2045

     26,344  
    20,000       

6.05%, 01/11/2040

     22,000  
         

 

 

 
     310,721  
         

 

 

 
     Morocco - 0.2%

 

EUR

    100,000       

Morocco Government International Bond
3.50%, 06/19/2024(7)

     129,276  
         

 

 

 
     Oman - 0.5%

 

    

Oman Government International Bond

 

$

    200,000       

4.13%, 01/17/2023(3)

     194,074  
    200,000       

6.50%, 03/08/2047(7)

     186,590  
         

 

 

 
     380,664  
         

 

 

 
     Panama - 0.2%

 

    200,000       

Panama Government International Bond
4.30%, 04/29/2053

     192,500  
         

 

 

 
     Poland - 0.1%

 

        PLN

    342,000       

Republic of Poland Government Bond
3.25%, 07/25/2025

     95,495  
         

 

 

 
     Qatar - 0.6%

 

    

Qatar Government International Bond

 

$

    200,000       

3.88%, 04/23/2023(3)

     200,740  
    200,000       

4.50%, 04/23/2028(7)

     204,016  
    100,000       

Qatari Diar Finance Co.
5.00%, 07/21/2020(7)

     102,694  
         

 

 

 
     507,450  
         

 

 

 
     Romania - 0.2%

 

    

Romanian Government International Bond

 

EUR

    5,000       

2.50%, 02/08/2030(3)

     5,639  
    30,000       

3.88%, 10/29/2035(7)

     36,352  

$

    6,000       

5.13%, 06/15/2048(3)

     6,033  
    108,000       

6.13%, 01/22/2044(7)

     124,682  
         

 

 

 
     172,706  
         

 

 

 
     Russia - 0.4%

 

    

Russian Federal Bond - OFZ

 

RUB

    5,636,000       

7.10%, 10/16/2024

     88,500  
    1,185,000       

8.50%, 09/17/2031

     20,229  

$

    200,000       

Russian Foreign Bond - Eurobond
5.25%, 06/23/2047(7)

     198,500  
         

 

 

 
     307,229  
         

 

 

 
     Saudi Arabia - 0.3%

 

    200,000       

Saudi Government International Bond
4.50%, 04/17/2030(7)

     201,668  
         

 

 

 
     Senegal - 0.1%

 

EUR

    100,000       

Senegal Government International Bond
4.75%, 03/13/2028(3)

     114,168  
         

 

 

 
     South Africa - 0.3%

 

    

Republic of South Africa Government Bond

 

ZAR

    200,000       

6.25%, 03/31/2036

     11,240  
    160,000       

8.00%, 01/31/2030

     11,309  
    1,227,000       

8.25%, 03/31/2032

     86,715  

$

    125,000       

Republic of South Africa Government International Bond
4.67%, 01/17/2024

     124,714  
         

 

 

 
     233,978  
         

 

 

 
     Supranational - 0.3%

 

IDR

    1,411,100,000       

European Bank for Reconstruction & Development
6.45%, 12/13/2022

     93,649  
    

International Finance Corp.

 

MXN

    1,200,000       

0.00%, 02/22/2038(9)

     13,045  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

INR

    6,530,000       

7.80%, 06/03/2019

   $     95,589  
         

 

 

 
     202,283  
         

 

 

 
     Thailand - 0.1%

 

THB

    2,910,000       

Thailand Government Bond
3.85%, 12/12/2025

     95,299  
         

 

 

 
     Turkey - 0.5%

 

        TRY

    417,922       

Turkey Government Bond
11.00%, 03/02/2022

     65,758  
    

Turkey Government International Bond

 

$

    242,000       

6.88%, 03/17/2036

     222,252  
    115,000       

7.38%, 02/05/2025

     116,952  
         

 

 

 
     404,962  
         

 

 

 
     Ukraine - 0.2%

 

    185,000       

Ukraine Government International Bond
7.75%, 09/01/2023(7)

     186,164  
         

 

 

 
     United Arab Emirates - 0.2%

 

    205,000       

Abu Dhabi Government International Bond
3.13%, 10/11/2027(7)

     193,057  
         

 

 

 
     Venezuela - 0.1%

 

    

Venezuela Government International Bond

 

    70,000       

7.75%, 10/13/2019(7)(10)

     18,599  
    150,000       

9.00%, 05/07/2023(7)(10)

     40,305  
    117,000       

9.25%, 05/07/2028(7)(10)

     30,853  
         

 

 

 
     89,757  
         

 

 

 
    

Total Foreign Government Obligations
(cost $6,545,287)

   $ 6,216,152  
         

 

 

 
Municipal Bonds - 0.7%

 

     Education - 0.1%

 

    

Chicago, IL, Board of Education

 

    20,000       

6.14%, 12/01/2039

   $ 19,162  
    45,000       

6.32%, 11/01/2029

     44,683  
         

 

 

 
     63,845  
         

 

 

 
     General - 0.1%

 

    175,000       

Puerto Rico Commonwealth Government Employees Retirement System
6.15%, 07/01/2038

     76,125  
         

 

 

 
    

General Obligation - 0.5%

 

    

City of Chicago, IL, GO

 

    60,000       

7.05%, 01/01/2029

     64,269  
    145,000       

7.38%, 01/01/2033

     163,446  
    200,000       

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

     194,138  
         

 

 

 
     421,853  
         

 

 

 
    

Total Municipal Bonds
(cost $541,021)

   $ 561,823  
         

 

 

 
Senior Floating Rate Interests - 17.5%(11)

 

     Advertising - 0.3%

 

    274,359       

Acosta Holdco, Inc.
1 mo. USD LIBOR + 3.250%, 5.33%, 09/26/2021

   $ 213,399  
         

 

 

 
     Aerospace/Defense - 0.4%

 

    104,475       

Circor International, Inc.
1 mo. USD LIBOR + 3.500%, 5.57%, 12/11/2024

     104,638  
    221,077       

TransDigm, Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 06/09/2023

     221,105  
         

 

 

 
     325,743  
         

 

 

 
     Auto Manufacturers - 0.1%

 

    99,500       

Navistar International Corp.
1 mo. USD LIBOR + 3.500%, 5.60%, 11/06/2024

     99,500  
         

 

 

 


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

       

Biotechnology - 0.3%

  

        $

         150,000       

Lifescan Global Corp.
1 mo. USD LIBOR + 6.000%, 0.00%, 05/23/2025(12)

   $ 145,500  
     102,132       

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%, 5.33%, 05/15/2022

     102,069  
          

 

 

 
             247,569  
          

 

 

 
       

Chemicals - 1.3%

  
     680,256       

American Rock Salt Co. LLC
1 mo. USD LIBOR + 3.750%, 5.83%, 03/21/2025

     680,821  
     159,855       

Chemours Co.
1 mo. USD LIBOR + 1.750%, 3.83%, 04/03/2025

     159,256  
     92,225       

MacDermid, Inc.
1 mo. USD LIBOR + 3.000%, 5.08%, 06/07/2023

     92,423  
     112,715       

Nexeo Solutions LLC
3 mo. USD LIBOR + 3.250%, 5.58%, 06/09/2023

     113,278  
          

 

 

 
                 1,045,778  
          

 

 

 
       

Coal - 0.2%

  
     166,054       

Foresight Energy LLC
3 mo. USD LIBOR + 5.750%, 7.83%, 03/28/2022

     165,362  
          

 

 

 
       

Commercial Services - 1.1%

  
     155,000       

Blackhawk Network Holdings, Inc.
1 mo. USD LIBOR + 3.000%, 5.07%, 06/15/2025

     155,259  

        EUR

     105,000       

Blitz F18-675 GmbH
EURIBOR + 3.750%, 0.00%, 07/31/2025(12)

     122,302  

$

     110,577       

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 11/15/2023

     110,439  
     132,300       

Russell Investments US Inst’l Holdco, Inc.
3 mo. USD LIBOR + 3.250%, 5.33%, 06/01/2023

     132,300  
     138,600       

Tempo Acquisition LLC
1 mo. USD LIBOR + 3.000%, 5.08%, 05/01/2024

     138,675  
     197,000       

Xerox Business Services LLC
1 mo. USD LIBOR + 2.500%, 4.58%, 12/07/2023

     197,163  
          

 

 

 
             856,138  
          

 

 

 
       

Construction Materials - 0.3%

  
     205,000       

Pisces Midco, Inc.
1 mo. USD LIBOR + 3.750%, 6.09%, 04/12/2025

     205,193  
          

 

 

 
       

Distribution/Wholesale - 0.2%

  
     149,625       

PowerTeam Services LLC
3 mo. USD LIBOR + 3.250%, 5.58%, 02/27/2025

     148,410  
          

 

 

 
       

Diversified Financial Services - 0.7%

  
     149,625       

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 02/28/2025

     149,110  
     202,443       

EVO Payments International LLC
1 mo. USD LIBOR + 3.250%, 5.33%, 12/12/2023

     202,823  
     90,084       

Fortress Investment Group LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 12/27/2022

     90,106  

        EUR

     88,194       

Nets Holding A/S
EURIBOR + 3.250%, 3.25%, 02/06/2025

     102,002  
          

 

 

 
             544,041  
          

 

 

 
       

Electric - 0.1%

  

$

     96,168       

Helix Gen Funding LLC
1 mo. USD LIBOR + 3.750%, 5.83%, 06/02/2024

     96,849  
          

 

 

 
       

Electrical Components & Equipment - 0.1%

  
     100,000       

Brookfield WEC Holdings, Inc.
1 mo. USD LIBOR + 3.750%, 0.00%, 07/25/2025(12)

     100,641  
          

 

 

 
       

Electronics - 0.2%

  
     133,313       

Oberthur Technologies S.A.
6.08%, 01/10/2024

     132,931  
          

 

 

 
       

Energy-Alternate Sources - 0.2%

  
     140,000       

BCP Renaissance Parent LLC
3 mo. USD LIBOR + 3.500%, 5.84%, 10/31/2024

     140,525  
          

 

 

 


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

 

      

Engineering & Construction - 0.2%

  
  $     148,500       

Brand Energy & Infrastructure Services, Inc.
3 mo. USD LIBOR + 4.250%, 6.60%, 06/21/2024

   $     149,150  
         

 

 

 
      

Food - 0.5%

  
    150,000       

Hearthside Food Solutions LLC
3 mo. USD LIBOR + 3.000%, 5.06%, 05/23/2025

     148,763  
    108,353       

Hostess Brands LLC
1 mo. USD LIBOR + 2.250%, 4.33%, 08/03/2022

     108,314  
    118,800       

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%, 4.07%, 05/24/2024

     118,787  
         

 

 

 
            375,864  
         

 

 

 
      

Healthcare-Products - 0.1%

  
    99,500       

Avantor, Inc.
1 mo. USD LIBOR + 4.000%, 6.08%, 11/21/2024

     100,246  
         

 

 

 
      

Healthcare-Services - 1.4%

  
    154,000       

CDRH Parent, Inc.
3 mo. USD LIBOR + 4.250%, 6.57%, 07/01/2021

     144,279  
    65,198       

Community Health Systems, Inc.
3 mo. USD LIBOR + 3.250%, 5.56%, 01/27/2021

     63,994  
    163,184       

Envision Healthcare Corp.
1 mo. USD LIBOR + 3.000%, 5.08%, 12/01/2023

     163,014  
    99,500       

Global Medical Response, Inc.
1 mo. USD LIBOR + 4.250%, 6.33%, 03/14/2025

     98,057  
    113,602       

MPH Acquisition Holdings LLC
3 mo. USD LIBOR + 2.750%, 5.08%, 06/07/2023

     113,574  
    132,709       

Ortho-Clinical Diagnostics S.A.
3 mo. USD LIBOR + 3.250%, 5.33%, 06/30/2025

     132,495  
    91,563       

Syneos Health, Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 08/01/2024

     91,477  
    123,438       

Team Health Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 02/06/2024

     119,889  
    214,500       

U.S. Renal Care, Inc.
3 mo. USD LIBOR + 4.250%, 6.58%, 12/31/2022

     210,881  
         

 

 

 
            1,137,660  
         

 

 

 
      

Household Products - 0.1%

  
    104,475       

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%, 5.08%, 09/06/2024

     102,255  
         

 

 

 
      

Insurance - 1.2%

  
      

Asurion LLC

  
    100,000       

1 mo. USD LIBOR + 6.500%, 0.00%, 08/04/2025(12)

     101,396  
    226,874       

1 mo. USD LIBOR + 3.000%, 5.08%, 11/03/2023

     226,464  
    145,000       

Hub International Ltd.
2 mo. USD LIBOR + 3.000%, 5.34%, 04/25/2025

     144,855  
    446,400       

Sedgwick Claims Management Services, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 03/01/2021

     445,654  
         

 

 

 
            918,369  
         

 

 

 
      

Internet - 0.2%

  
    140,081       

Lands’ End, Inc.
1 mo. USD LIBOR + 3.250%, 5.32%, 04/04/2021

     134,594  
         

 

 

 
      

Leisure Time - 0.9%

  
    203,012       

Caesars Resort Collection LLC
1 mo. USD LIBOR + 2.750%, 4.83%, 12/22/2024

     203,741  
    150,000       

Delta (LUX) S.a.r.l.
1 mo. USD LIBOR + 2.500%, 4.58%, 02/01/2024

     149,025  
    124,375       

Golden Entertainment, Inc.
1 mo. USD LIBOR + 3.000%, 5.08%, 10/20/2024

     124,220  
    257,548       

SRAM LLC
2 mo. USD LIBOR + 2.750%, 4.95%, 03/15/2024

     258,192  
         

 

 

 
            735,178  
         

 

 

 
      

Lodging - 0.1%

  
    104,830       

Boyd Gaming Corp.
1 Week USD LIBOR + 2.500%, 4.45%, 09/15/2023

     105,355  
         

 

 

 


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

 

       

Machinery - Construction & Mining - 0.1%

  

$

         93,797       

Pike Corp.
1 mo. USD LIBOR + 3.500%, 5.58%, 03/23/2025

   $     94,453  
          

 

 

 
       

Machinery-Diversified - 0.2%

  
     128,383       

Gardner Denver, Inc.
3 mo. USD LIBOR + 2.750%, 4.83%, 07/30/2024

     128,617  
          

 

 

 
       

Media - 1.3%

  
     104,213       

Altice Financing S.A.
3 mo. USD LIBOR + 2.750%, 4.82%, 01/31/2026

     101,086  
     106,928       

CSC Holdings LLC
1 mo. USD LIBOR + 2.250%, 4.32%, 07/17/2025

     106,259  
     5,312       

Mission Broadcasting, Inc.
1 mo. USD LIBOR + 2.500%, 4.59%, 01/17/2024

     5,314  
     39,848       

Nexstar Broadcasting, Inc.
1 mo. USD LIBOR + 2.500%, 4.59%, 01/17/2024

     39,860  
     128,316       

Numericable Group S.A.
3 mo. USD LIBOR + 3.000%, 5.07%, 01/31/2026

     124,050  
     199,500       

PSAV Holdings LLC
3 mo. USD LIBOR + 3.250%, 5.44%, 03/01/2025

     197,880  
     115,000       

Sinclair Television Group, Inc.
1 mo. USD LIBOR + 2.500%, 0.00%, 12/12/2024(12)

     114,684  
     100,000       

Telenet Financing USD LLC
1 mo. USD LIBOR + 2.250%, 4.32%, 08/15/2026

     99,403  
     220,000       

Virgin Media Bristol LLC
1 mo. USD LIBOR + 2.500%, 4.57%, 01/15/2026

     219,701  
          

 

 

 
             1,008,237  
          

 

 

 
       

Miscellaneous Manufacturing - 0.6%

  

        EUR

     100,000       

CTC AcquiCo GmbH
EURIBOR + 3.000%, 3.00%, 03/07/2025

     115,442  

$

     98,802       

H.B. Fuller Co.
1 mo. USD LIBOR + 2.000%, 4.09%, 10/20/2024

     98,761  
     256,113       

Wilsonart LLC
3 mo. USD LIBOR + 3.250%, 5.59%, 12/19/2023

     256,712  
          

 

 

 
             470,915  
          

 

 

 
       

Oil & Gas - 0.4%

  
     62,500       

Ascent Resources - Marcellus LLC
1 mo. USD LIBOR + 6.500%, 8.60%, 03/30/2023

     62,500  
     115,000       

California Resources Corp.
1 mo. USD LIBOR + 10.375%, 12.44%, 12/31/2021

     126,787  
     100,000       

Chesapeake Energy Corp.
3 mo. USD LIBOR + 7.500%, 9.58%, 08/23/2021

     104,450  
          

 

 

 
             293,737  
          

 

 

 
       

Packaging & Containers - 0.6%

  
     162,938       

Flex Acquisition Co., Inc.
3 mo. USD LIBOR + 3.000%, 5.34%, 12/29/2023

     162,618  
     306,652       

Reynolds Group Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 02/05/2023

     307,566  
          

 

 

 
             470,184  
          

 

 

 
       

Pharmaceuticals - 0.6%

  
     148,500       

Endo Luxembourg Finance Co. S.a r.l.
1 mo. USD LIBOR + 4.250%, 6.38%, 04/29/2024

     148,531  
     296,004       

Valeant Pharmaceuticals International, Inc.
1 mo. USD LIBOR + 3.000%, 5.09%, 06/01/2025

     296,268  
          

 

 

 
             444,799  
          

 

 

 
       

Real Estate - 0.1%

  
     119,318       

VICI Properties LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 12/20/2024

     119,411  
          

 

 

 
       

REITS - 0.1%

  
     102,638       

MGM Growth Properties Operating Partnership L.P.
1 mo. USD LIBOR + 2.000%, 4.08%, 04/25/2023

     102,686  
          

 

 

 


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

      

Retail - 0.7%

  
  $     148,875       

Bass Pro Group LLC
1 mo. USD LIBOR + 5.000%, 7.08%, 09/25/2024

   $ 150,038  
    189,775       

Coty, Inc.
1 mo. USD LIBOR + 2.250%, 4.35%, 04/07/2025

     184,972  
    100,000       

Rodan & Fields LLC
1 mo. USD LIBOR + 4.000%, 6.07%, 06/06/2025

     100,625  
    129,350       

Staples, Inc.
3 mo. USD LIBOR + 4.000%, 6.36%, 09/12/2024

     128,094  
         

 

 

 
            563,729  
         

 

 

 
      

Semiconductors - 0.1%

  
    100,000       

Microchip Technology, Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 05/29/2025

     100,200  
         

 

 

 
      

Software - 1.6%

  
    198,500       

Almonde, Inc.
3 mo. USD LIBOR + 3.500%, 5.81%, 06/13/2024

     195,677  
    148,125       

Change Healthcare Holdings LLC
1 mo. USD LIBOR + 2.750%, 4.83%, 03/01/2024

     147,838  
      

First Data Corp.

  
    98,072       

1 mo. USD LIBOR + 2.000%, 4.07%, 07/08/2022

     98,061  
    289,483       

1 mo. USD LIBOR + 2.000%, 4.07%, 04/26/2024

     289,348  
    170,000       

Quest Software U.S. Holdings, Inc.
3 mo. USD LIBOR + 4.250%, 6.58%, 05/16/2025

     169,097  
    411,600       

WEX, Inc.
1 mo. USD LIBOR + 2.250%, 4.33%, 06/30/2023

     411,534  
         

 

 

 
            1,311,555  
         

 

 

 
      

Telecommunications - 0.5%

  
    222,188       

Sprint Communications, Inc.
1 mo. USD LIBOR + 2.500%, 4.63%, 02/02/2024

     222,132  
    147,586       

Univision Communications, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 03/15/2024

     143,159  
         

 

 

 
            365,291  
         

 

 

 
      

Transportation - 0.4%

  
    126,923       

Kenan Advantage Group, Inc.
1 mo. USD LIBOR + 3.000%, 5.08%, 07/31/2022

     126,130  
    175,000       

Savage Enterprises LLC
1 mo. USD LIBOR + 4.500%, 0.00%, 06/26/2025(12)

     175,329  
         

 

 

 
            301,459  
         

 

 

 
      

Total Senior Floating Rate Interests
(cost $13,909,011)

   $     13,856,023  
         

 

 

 

Equity Linked Securities - 13.0%

  
      

Banks - 13.0%

  
    2,220       

Adobe Systems, Inc., (BNP Paribas Arbitrage Issuance B.V.)
12.00%, 09/26/2018(3)(13)

   $ 543,523  
    10,684       

Bristol Myers Sqibb Co, (BNP Paribas Issuance B.V.)
12.00%, 09/26/2018(3)(13)

     606,531  
    5,213       

Capital One Financial Corp. (Merrill Lynch International & Co. C.V.)
0.00%, (4)(13)

     492,368  
    7,020       

CDW Corp.,(HSBC Bank plc)
0.00%, 08/22/2018(9)(13)

     517,374  
    5,299       

Citrix Systems, Inc., (BNP Paribas Arbitrage Issuance B.V.)
12.00%, 08/22/2018(3)(13)

     569,589  
    7,294       

ConocoPhillips Co., (Barclays Bank plc)
0.00%, (4)(13)

     519,697  
    3,688       

Cummings, Inc., (Societe Generale S.A.)
12.00%, 10/24/2018(13)

     511,968  
    5,586       

DXC Technology Co., (BNP Paribas Arbitrage Issuance B.V.)
0.00%, 08/22/2018(3)(4)(13)

     547,037  
    2,443       

Facebook, Inc., Class A (Societe Generale S.A.)
12.00%, 10/24/2018(13)

     436,540  
    6,598       

Gilead Sciences, Inc., (Merrill Lynch International & Co. C.V.)
0.00%, (4)(13)

     512,862  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

 

  $     5,405       

HCA Healthcare, Inc., (HSBC Bank plc)
0.00%, 09/26/2018(9)(13)

   $ 588,983  
    10,495       

Oracle Corp., (Sciete Generale S.A.)
12.00%, 10/24/2018(13)

     498,303  
    4,040       

PNC Financial Services Group, Inc., (Barclays Bank plc)
0.00%, (4)(13)

     583,255  
    6,533       

Post Holdings, Inc., (Societe Generale S.A.)
12.00%, 08/22/2018(13)

     515,519  
    5,452       

Prudential Financial, Inc., (Societe Generale S.A.)
12.00%, 09/26/2018(13)

     546,999  
    4,910       

Ralph Lauren Corp., (BNP Paribas Arbitrage Issuance B.V.)
12.00%, 09/26/2018(3)(13)

     602,261  
    7,351       

Target Corp., (HSBC Bank plc)
0.00%, 08/22/2018(9)(13)

     578,744  
    2,038       

Vail Reorts, Inc. (Societe Generale S.A.)
12.00%, 09/26/2018(13)

     568,500  
    4,751       

Valero Energy Corp., (HSBC Bank plc)
0.00%, 10/24/2018(9)(13)

     530,069  
         

 

 

 
            10,270,122  
         

 

 

 
      

Total Equity Linked Securities
(cost $10,234,030)

   $     10,270,122  
         

 

 

 

U.S. Government Agencies - 0.0%

  
      

FHLMC - 0.0%

  
  $ 30,000       

3.82%, 05/25/2048(3)(4)

   $ 27,554  
         

 

 

 
      

Total U.S. Government Agencies
(cost $27,471)

   $ 27,554  
         

 

 

 

U.S. Government Securities - 0.4%

  
      

U.S. Treasury Securities - 0.4%

  
      

U.S. Treasury Bonds - 0.4%

  
  $ 260,000       

3.75%, 11/15/2043

   $ 290,398  
         

 

 

 
      

Total U.S. Government Securities
(cost $288,886)

   $ 290,398  
         

 

 

 

Common Stocks - 21.3%

  
      

Automobiles & Components - 0.9%

  
    1,600       

Daimler AG

   $ 110,743  
    894       

Delphi Technologies plc

     40,382  
    12,844       

Ford Motor Co.

     128,954  
    38,997       

Hota Industrial Manufacturing Co., Ltd.

     166,365  
    20,399       

Nissan Motor Co., Ltd.

     192,956  
    366       

Renault S.A.

     32,164  
         

 

 

 
            671,564  
         

 

 

 
      

Banks - 1.9%

  
    1,319       

Aareal Bank AG

     60,616  
    1,350       

ABN Amro Group N.V.(3)

     37,362  
    47,100       

Banco Santander S.A.

     264,613  
    2,059       

BNP Paribas S.A.

     133,567  
    64,299       

CaixaBank S.A.

     295,832  
    65,713       

China CITIC Bank Corp. Ltd. Class H

     42,294  
    32,674       

Dubai Islamic Bank PJSC

     44,744  
    7,915       

ING Groep N.V.

     120,995  
    36,846       

Intesa Sanpaolo S.p.A.

     112,920  
    18,749       

Kiatnakin Bank PCL

     40,857  
    17,403       

MGIC Investment Corp.*

     217,189  
    1,079       

PacWest Bancorp.

     54,187  
    1,642       

Societe Generale S.A.

     73,230  
         

 

 

 
            1,498,406  
         

 

 

 
      

Capital Goods - 0.8%

  
    389       

ACS Actividades de Construccion y Servicios S.A.

     17,049  
    4,728       

Altra Industrial Motion Corp.

     207,559  
    2,088       

Bouygues S.A.

     91,693  
    3,068       

ITOCHU Corp.

     54,476  
    14,366       

Marubeni Corp.

     109,680  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

    2,020       

Mitsubishi Corp.

   $     56,465  
    5,880       

Mitsui & Co., Ltd.

     98,549  
    556       

Philips Lighting N.V.(3)

     15,396  
         

 

 

 
            650,867  
         

 

 

 
      

Commercial & Professional Services - 0.1%

  
    10,917       

Capita plc

     23,164  
    752       

Dai Nippon Printing Co., Ltd.

     16,430  
    961       

Randstad N.V.

     60,820  
         

 

 

 
            100,414  
         

 

 

 
      

Consumer Durables & Apparel - 0.1%

  
    3,277       

Persimmon plc

     106,583  
         

 

 

 
      

Consumer Services - 0.7%

  
    1,786       

Las Vegas Sands Corp.

     128,413  
    24,234       

Melia Hotels International S.A.

     318,689  
    3,136       

TUI AG

     67,088  
         

 

 

 
            514,190  
         

 

 

 
      

Diversified Financials - 0.5%

  
    2,890       

AGNC Investment Corp. REIT

     56,268  
    17,323       

Annaly Capital Management, Inc. REIT

     185,703  
    8,550       

Chimera Investment Corp. REIT

     163,305  
    1,612       

GAM Holding AG*

     16,298  
         

 

 

 
            421,574  
         

 

 

 
      

Energy - 3.5%

  
    44,900       

Ascent Resources - Marcellus LLC Class A*(13)(14)(15)

     141,435  
    3,939       

BP plc ADR

     177,609  
    1,692       

Chevron Corp.

     213,649  
          140,672       

China Petroleum & Chemical Corp. Class H

     135,220  
    3,085       

ConocoPhillips

     222,644  
    6,442       

Eni S.p.A.

     123,999  
    4,624       

Eni S.p.A. ADR

     178,764  
    7,539       

Equinor ASA ADR

     199,482  
    1,852       

Exxon Mobil Corp.

     150,957  
    2,390       

Occidental Petroleum Corp.

     200,593  
    1,117       

Paragon Offshore Ltd., Litigation*(15)

     11,799  
    43,679       

PTT PCL

     66,956  
    14,045       

Repsol S.A.

     278,582  
    2,514       

Royal Dutch Shell plc Class A, ADR

     171,882  
    2,259       

Schlumberger Ltd.

     152,528  
    40,501       

Star Petroleum Refining PCL

     17,773  
    1,919       

Total S.A.

     125,167  
    2,801       

Total S.A. ADR

     182,765  
    339       

Valero Energy Corp.

     40,121  
         

 

 

 
            2,791,925  
         

 

 

 
      

Food & Staples Retailing - 0.1%

  
    892       

Casino Guichard Perrachon S.A.

     36,217  
    592       

Kesko Oyj Class B

     33,246  
         

 

 

 
            69,463  
         

 

 

 
      

Food, Beverage & Tobacco - 0.2%

  
    755       

Flowers Foods, Inc.

     15,402  
    647       

Imperial Brands plc

     24,779  
    2,963       

Marine Harvest ASA

     64,789  
    525       

Swedish Match AB

     28,700  
         

 

 

 
            133,670  
         

 

 

 
      

Insurance - 1.3%

  
    5,506       

Aegon N.V.

     36,296  
    1,205       

Ageas

     64,630  
    561       

ASR Nederland N.V.

     25,097  
    5,613       

AXA S.A.

     141,432  
    2,707       

CNA Financial Corp.

     126,634  
    10,293       

CNP Assurances

     240,364  
    2,366       

Japan Post Holdings Co., Ltd.

     26,087  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

 

    11,595        Mapfre S.A.    $ 36,389  
    4,202        NN Group N.V.      185,632  
    1,766        Old Republic International Corp.      37,633  
    391        Prudential Financial, Inc.      39,456  
    28,481        UnipolSai Assicurazioni S.p.A.(6)      64,734  
         

 

 

 
                1,024,384  
         

 

 

 
       Materials - 0.7%   
    3,980        CSR Ltd.      12,560  
    342        Domtar Corp.      16,491  
    7,798        Evraz plc      56,888  
    28,983        Fortescue Metals Group Ltd.      94,269  
    1,001        Kumba Iron Ore Ltd.      22,146  
    768        LyondellBasell Industries N.V. Class A      85,087  
    9,664        PTT Global Chemical PCL      23,788  
    5,679        Severstal PJSC GDR      92,669  
    1,593        UPM-Kymmene Oyj      56,508  
    36,512        Vedanta Ltd.      118,715  
         

 

 

 
            579,121  
         

 

 

 
       Media - 0.1%   
    2,295        Eutelsat Communications S.A.      49,131  
    1,945        ProSiebenSat.1 Media SE      52,495  
         

 

 

 
            101,626  
         

 

 

 
       Pharmaceuticals, Biotechnology & Life Sciences - 1.1%   
    473        AbbVie, Inc.      43,625  
    395        Amgen, Inc.      77,637  
    427        Gilead Sciences, Inc.      33,233  
    1,170        Johnson & Johnson      155,048  
    1,000        Novartis AG      83,922  
    5,817        Pfizer, Inc.      232,273  
    162        Roche Holding AG      39,795  
    2,160        Sanofi      187,912  
         

 

 

 
            853,445  
         

 

 

 
       Real Estate - 2.4%   
    10,026        Agile Group Holdings Ltd.      15,480  
    1,754        Apple Hospitality, Inc. REIT      31,554  
    3,142        Barwa Real Estate Co.      31,325  
    4,972        Castellum AB      89,685  
    15,338        Fortress REIT Ltd. Class B, REIT      17,018  
    3,021        Gaming and Leisure Properties, Inc. REIT      109,723  
    274        Gecina S.A. REIT      46,674  
    2,658        Hospitality Properties Trust REIT      75,142  
    30,964        Inmobiliaria Colonial Socimi S.A.      333,272  
    11,404        Kerry Properties Ltd.      57,850  
    7,852        Kimco Realty Corp. REIT      131,050  
    1,205        Klepierre S.A. REIT      45,382  
    23,885        Merlin Properties Socimi S.A. REIT      352,819  
    4,217        Park Hotels & Resorts, Inc. REIT      131,908  
    838        Piedmont Office Realty Trust, Inc. Class A, REIT      16,576  
    2,764        Senior Housing Properties Trust      49,310  
    17,058        Spirit Realty Capital, Inc. REIT      142,775  
    2,956        Swire Pacific Ltd. Class A      32,104  
    3,717        Uniti Group, Inc. REIT*      65,717  
          21,412        Wharf Holdings Ltd.      70,888  
    3,654        Wheelock & Co., Ltd.      25,941  
    246        WP Carey, Inc. REIT      16,083  
         

 

 

 
            1,888,276  
         

 

 

 
       Retailing - 0.3%   
    2,376        Macy’s, Inc.      94,399  
    10,758        Marks & Spencer Group plc      43,480  
    750        Target Corp.      60,510  
         

 

 

 
            198,389  
         

 

 

 


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

 

       Semiconductors & Semiconductor Equipment - 0.5%

 

    1,972        Intel Corp.    $ 94,853  
    14,058        Radiant Opto-Electronics Corp.      29,729  
    32,250        Taiwan Semiconductor Manufacturing Co., Ltd.      257,862  
         

 

 

 
            382,444  
         

 

 

 
       Software & Services - 1.4%

 

    1,835        Alibaba Group Holding Ltd. ADR*      343,567  
    1,349        International Business Machines Corp.      195,511  
    1,192        Microsoft Corp.      126,447  
    6,806        Tencent Holdings Ltd.      309,771  
    4,745        Western Union Co.      95,659  
    550        Workday, Inc. Class A*      68,174  
         

 

 

 
            1,139,129  
         

 

 

 
       Technology Hardware & Equipment - 2.1%

 

    2,052        Advantech Co., Ltd.      13,607  
    7,326        Asustek Computer, Inc.      63,153  
        110,234        AU Optronics Corp.      47,708  
    24,489        Catcher Technology Co., Ltd.      301,644  
    805        Cisco Systems, Inc.      34,044  
    49,748        Elite Material Co., Ltd.      143,181  
    57,038        Hon Hai Precision Industry Co., Ltd.      156,454  
    1,601        Largan Precision Co., Ltd.      269,586  
    128,862        Primax Electronics Ltd.      242,769  
    1,652        Seagate Technology plc      86,928  
    860,843        Tongda Group Holdings Ltd.      173,632  
    6,502        Yageo Corp.      166,431  
         

 

 

 
            1,699,137  
         

 

 

 
       Telecommunication Services - 1.3%

 

    5,590        AT&T, Inc.      178,712  
    65,862        Bezeq The Israeli Telecommunication Corp. Ltd.      69,777  
    1,870        China Mobile Ltd.      16,892  
    89,055        HKT Trust & HKT Ltd.      119,029  
    7,266        Mobile TeleSystems PJSC ADR      63,723  
    6,883        Orange S.A.      117,298  
    26,975        PCCW Ltd.      15,753  
    118        SK Telecom Co., Ltd.      26,372  
    18,357        Spark New Zealand Ltd.      48,469  
    131        Swisscom AG      61,504  
    9,724        Telia Co. AB      46,732  
    26,768        Telstra Corp. Ltd.      56,444  
    82,576        Vodafone Group plc      201,730  
         

 

 

 
            1,022,435  
         

 

 

 
       Transportation - 0.3%

 

    383        Aena SME S.A.(3)      69,543  
    27,262        Air New Zealand Ltd.      60,341  
    66,260        Hutchison Port Holdings Trust      16,924  
    14,792        Royal Mail plc      91,008  
         

 

 

 
            237,816  
         

 

 

 
       Utilities - 1.0%

 

    2,431        AES Corp.      32,478  
    7,659        CenterPoint Energy, Inc.      218,128  
    13,465        Centrica plc      26,289  
    3,683        CEZ AS      96,719  
    31,107        China Resources Power Holdings Co., Ltd.    $ 60,088  
    6,801        Endesa S.A.      157,270  
    1,378        Entergy Corp.      112,004  
    451        Exelon Corp.      19,168  
    4,136        Italgas S.p.A.      23,790  
    1,370        Naturgy Energy Group S.A.      37,112  
         

 

 

 
            783,046  
         

 

 

 
      

Total Common Stocks

    (cost $15,266,115)

   $     16,867,904  
         

 

 

 


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

 

Escrows - 0.0%

  
         Electric - 0.0%

 

     80,000        

Texas Competitive Electric Holdings Co. LLC
11.50%, 10/01/2020(10)(13)(14)(15)

   $  
           

 

 

 
         Energy-Alternate Sources - 0.0%

 

     4,146        

Paragon Offshore Ltd., Escrow*(15)

      
     1,370        

Vistra Energy Corp.(15)

     863  
           

 

 

 
              863  
           

 

 

 
        

Total Escrows
(cost $—)

   $ 863  
           

 

 

 

Convertible Bonds - 2.8%

  
         Biotechnology - 0.2%

 

     132,000        

Illumina, Inc.
0.50%, 06/15/2021(15)

   $ 187,205  
           

 

 

 
         Commercial Services - 0.2%

 

     142,000        

Cardtronics, Inc.
1.00%, 12/01/2020(15)

     133,110  
           

 

 

 
         Internet - 0.3%

 

     186,000        

Wayfair, Inc.
0.38%, 09/01/2022(3)

     226,292  
           

 

 

 
         Media - 0.2%

 

     148,000        

DISH Network Corp.
3.38%, 08/15/2026

     134,451  
           

 

 

 
         Oil & Gas - 0.2%

 

     20,000        

Cobalt International Energy, Inc.
2.63%, 12/01/2019(10)

     26  
     132,000        

PDC Energy, Inc.
1.13%, 09/15/2021(6)

     138,211  
           

 

 

 
              138,237  
           

 

 

 
         Pharmaceuticals - 0.3%

 

     132,000        

Ironwood Pharmaceuticals, Inc.
2.25%, 06/15/2022(15)

     177,192  
     55,000        

Teva Pharmaceutical Finance Co. LLC
0.25%, 02/01/2026

     51,618  
           

 

 

 
              228,810  
           

 

 

 
         Semiconductors - 0.0%

 

        

Microchip Technology, Inc.

  
     4,000        

1.63%, 02/15/2027

     4,764  
     4,000        

2.25%, 02/15/2037(15)

     4,873  
           

 

 

 
              9,637  
           

 

 

 
         Software - 0.6%

 

     165,000        

Envestnet, Inc.
1.75%, 12/15/2019(15)

     178,010  
     185,000        

Servicenow, Inc.
0.00%, 06/01/2022(9)(15)

     254,184  
     10,000        

Western Digital Corp.
1.50%, 02/01/2024(3)

     9,787  
           

 

 

 
              441,981  
           

 

 

 
         Telecommunications - 0.8%

 

     EUR    300,000        

Telecom Italia SpA/Milano
1.13%, 03/26/2022(7)

     334,451  
     300,000        

Telefonica Participaciones SAU
0.00%, 03/09/2021(7)(9)

   $ 342,666  
           

 

 

 
              677,117  
           

 

 

 
        

Total Convertible Bonds
(cost $2,122,111)

   $ 2,176,840  
           

 

 

 

Exchange-Traded Funds - 4.4%

  
         Other Investment Pools & Funds - 4.4%

 

     20,291        

iShares iBoxx $ High Yield Corporate Bond ETF(6)

     1,747,461  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

 

    48,297       

SPDR Bloomberg Barclays High Yield Bond ETF(6)

   $ 1,735,794  
         

 

 

 
            3,483,255  
         

 

 

 
      

Total Exchange-Traded Funds
(cost $3,499,232)

   $ 3,483,255  
         

 

 

 

Preferred Stocks - 0.0%

  
       Banks - 0.0%

 

    12,500       

Itausa - Investimentos Itau S.A.

   $ 34,703  
         

 

 

 
      

Total Preferred Stocks
(cost $39,710)

   $ 34,703  
         

 

 

 

Convertible Preferred Stocks - 0.0%

  
       Utilities - 0.0%

 

    300       

Sempra Energy Class A , 6.00%*

   $ 30,693  
         

 

 

 
      

Total Convertible Preferred Stocks
(cost $30,125)

   $ 30,693  
         

 

 

 

Warrants - 0.0%

  
       Energy - 0.0%

 

    11,625       

Ascent Resources - Marcellus LLC Expires 03/30/2023*(13)(14)(15)

   $ 930  
         

 

 

 
      

Total Warrants
(cost $930)

   $ 930  
         

 

 

 
      

Total Long-Term Investments
(cost $69,844,323)

   $     70,779,479  
       

 

 

 

Short-Term Investments - 13.9%

  
       Foreign Government Obligations - 0.4%

 

    JPY    36,000,000       

Japan Treasury Discount Bill
0.16%, 10/22/2018(16)

   $ 322,057  
         

 

 

 
      

Other Investment Pools & Funds - 7.6%

  
    5,979,823       

Morgan Stanley Institutional Liquidity Funds, Government Portfolio,
Institutional Class,1.82%(17)

     5,979,823  
         

 

 

 
      

Securities Lending Collateral - 5.1%

  
    203,911       

Citibank NA DDCA, 1.91%, 08/01/2018(17)

     203,911  
    2,096,369       

Goldman Sachs Financial Sq, Government Institutional Fund, 1.81%(17)

     2,096,369  
    839,738       

Invesco Government & Agency Portfolio, 1.81%(17)

     839,738  
    432,857       

Morgan Stanley Institutional Liquidity Funds, Government Portfolio,
Institutional Class, 1.82%(17)

     432,857  
    505,341       

Western Asset Institutional Government Class A Fund, 1.76%(17)

     505,341  
         

 

 

 
            4,078,216  
         

 

 

 
       U.S. Treasury Bill - 0.8%

 

        $          650,000        1.92%, 10/11/2018(16)      647,511  
         

 

 

 
      

Total Short-Term Investments
(cost $11,029,851)

   $ 11,027,607  
         

 

 

 


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

 

        

                    

Total Investments Excluding Purchased Options
(cost $80,874,174)

     103.4%      $ 81,807,086  
   

Total Purchased Options
(cost $220,786)

     0.3%      $ 193,256  
         

 

 

 
   

Total Investments
(cost $81,094,960)

     103.7%      $ 82,000,342  
   

Other Assets and Liabilities

     (3.7)%        (2,893,847
      

 

 

    

 

 

 
   

Total Net Assets

     100.0%      $     79,106,495  
      

 

 

    

 

 

 

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 July 31, 2018.

(2)

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

(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 July 31, 2018, the aggregate value of these securities was $6,234,803, which represented 7.9% of total net assets.

(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)

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

(6)

Represents entire or partial securities on loan. See Note 2 for securities lending information.

(7)

These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At July 31, 2018, the aggregate value of these securities was $6,189,941, which represented 7.8% of total net assets.

(8)

The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

(9)

Security is a zero-coupon bond.

(10)

Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

(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 July 31, 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)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2018, the aggregate fair value of these securities was $142,365, 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.

(15)

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 July 31, 2018, the aggregate value of these securities was $1,763,772, which represented 2.2% of total net assets.

(16)

The rate shown represents current yield to maturity.

(17)

Current yield as of period end.


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Represents or includes a TBA transaction.

 

OTC Option Contracts Outstanding at July 31, 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

 

Russel 2000 Index

     MSC      1,700.00 USD    08/31/18        46       USD       4,600      $ 62,100      $ 95,820      $ (33,720

Russel 2000 Index

     MSC      1,745.00 USD    08/31/18        46       USD       4,600        13,800        58,100        (44,300

CAC40 Index(1)

     GSC      5,810.00 EUR    12/21/18        2,000     EUR       2,000        85,889        42,537        43,352  
                    

 

 

    

 

 

    

 

 

    

 

 

 

Total Calls

 

      11,200      $ 161,789      $ 196,457      $ (34,668
                    

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased option contracts

 

      11,200      $ 161,789      $ 196,457      $ (34,668
                    

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

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 July 31, 2018, the aggregate value of these securities was $85,889, which represented 0.1% of total net assets.

OTC Swaption Contracts Outstanding at July 31, 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 05/15/29(1)      MSC        3.25     Receive        05/13/19        USD        1,079,000        1,079,000      $ 11,205      $      $ 11,205  
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 06/03/29(1)      DEUT        3.20     Receive        05/30/19        USD        795,000        795,000        9,974        11,845        (1,871
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 06/03/29(1)      BNP        3.20     Receive        05/30/19        USD        820,000        820,000        10,288        12,485        (2,197
                   

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

 

     2,694,000      $ 31,467      $ 24,330      $ 7,137  
                   

 

 

    

 

 

    

 

 

    

 

 

 

 

Total purchased swaption contracts

 

                2,694,000      $ 31,467      $ 24,330      $ 7,137  
                   

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

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 July 31, 2018, the aggregate value of these securities was $31,467, which represented 0.0% of total net assets.

Futures Contracts Outstanding at July 31, 2018

 

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

Long position contracts:

 

Canadian Government 10-Year Bond Future

     2      09/19/2018    $ 207,203      $ (1,849

SGX NIifty 50 Index

     207      08/30/2018              4,710,078        113,072  

U.S. Treasury 2-Year Note Future

     21      09/28/2018      4,438,875        (460

U.S. Treasury 5-Year Note Future

     45      09/28/2018      5,090,625        (6,545

U.S. Treasury Long Bond Future

     6      09/19/2018      857,812        2,862  
           

 

 

 

Total

      $             107,080  
           

 

 

 

Short position contracts:

 

Euro-BOBL Future

     5      09/06/2018    $ 769,491      $ 790  

Long Gilt Future

     3      09/26/2018      483,071        (208

MSCI EAFE Index Future

     21      09/21/2018      2,104,515        6,575  

MSCI Emerging Market Index Future

     18      09/21/2018      986,670        32,231  

MSCI Taiwan Index Future

     41      08/30/2018      1,671,980        (8,324

S&P 500 (E-Mini) Future

     35      09/21/2018      4,929,925        (72,063

U.S. Treasury 10-Year Note Future

     2      09/19/2018      238,844        59  

U.S. Treasury 10-Year Ultra Future

     4      09/19/2018      508,437        4,928  

U.S. Treasury Ultra Bond Future

     2      09/19/2018      313,812        6,029  
           

 

 

 

Total

      $ (29,983
           

 

 

 
           

 

 

 

Total futures contracts

      $ 77,097  
           

 

 

 


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

 

TBA Sale Commitments Outstanding at July 31, 2018

 

 
Description    Principal
Amount
     Maturity
Date
     Market Value †     Unrealized
Appreciation/
(Depreciation)
 
   

FNMA, 3.50%

   $ 1,100,000        08/01/2048      $ (1,089,884   $ 3,960  

Total (proceeds receivable $1,093,844)

 

   $         (1,089,884   $ 3,960  
        

 

 

   

 

 

 

At July 31, 2018, the aggregate market value of TBA Sale Commitments represents (1.4)% of total net assets.

OTC Credit Default Swap Contracts Outstanding at July 31, 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:

 

PrimeX.ARM.2 (13)

     MSC        USD        169,120        (4.58 %)      12/25/37        Monthly      $      $ (351   $ (155   $ 196  
                   

 

 

    

 

 

   

 

 

   

 

 

 

Sell protection:

 

CMBX.NA.AAA.10

     GSC        USD        200,000        0.50     11/17/59        Monthly      $      $ (17   $ (323   $ (306

CMBX.NA.AAA.6

     MSC        USD        776,175        0.50     05/11/63        Monthly        6,127              6,109       (18

CMBX.NA.BB.6

     CSI        USD        115,000        5.00     05/11/63        Monthly               (23,502     (22,671     831  

CMBX.NA.BB.6

     CSI        USD        70,000        5.00     05/11/63        Monthly               (13,807     (13,671     136  

CMBX.NA.BB.6

     CSI        USD        40,000        5.00     05/11/63        Monthly               (7,671     (7,801     (130

CMBX.NA.BB.6

     MSC        USD        35,000        5.00     05/11/63        Monthly               (6,257     (6,826     (569

CMBX.NA.BB.6

     CSI        USD        47,000        5.00     05/11/63        Monthly               (8,401     (9,166     (765

CMBX.NA.BB.6

     CSI        USD        40,000        5.00     05/11/63        Monthly               (6,871     (7,801     (930

CMBX.NA.BB.6

     CSI        USD        85,000        5.00     05/11/63        Monthly               (15,194     (16,577     (1,383

CMBX.NA.BB.6

     CSI        USD        85,000        5.00     05/11/63        Monthly               (15,194     (16,577     (1,383

CMBX.NA.BB.6

     CSI        USD        90,000        5.00     05/11/63        Monthly               (16,088     (17,552     (1,464

CMBX.NA.BB.6

     GSC        USD        80,000        5.00     05/11/63        Monthly               (8,503     (15,602     (7,099

CMBX.NA.BB.8

     MSC        USD        156,000        5.00     10/17/57        Monthly               (42,275     (30,299     11,976  

CMBX.NA.BB.8

     GSC        USD        115,000        5.00     10/17/57        Monthly               (27,903     (22,368     5,535  

CMBX.NA.BB.8

     GSC        USD        125,000        5.00     10/17/57        Monthly               (25,060     (24,278     782  

CMBX.NA.BB.8

     GSC        USD        20,000        5.00     10/17/57        Monthly               (990     (3,885     (2,895

CMBX.NA.BBB-.6

     MSC        USD        135,000        3.00     05/11/63        Monthly               (19,901     (14,795     5,106  

CMBX.NA.BBB-.6

     DEUT        USD        75,000        3.00     05/11/63        Monthly               (11,173     (8,219     2,954  

CMBX.NA.BBB-.6

     CSI        USD        70,000        3.00     05/11/63        Monthly               (10,091     (7,671     2,420  

CMBX.NA.BBB.6

     GSC        USD        100,000        1.00     06/20/23        Quarterly               (8,465     (9,161     (696

PrimeX.ARM.2 (13)

     JPM        USD        169,120        4.58     12/25/37        Monthly        6,614              155       (6,459
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total

 

         $ 12,741      $ (267,363   $ (248,979   $ 5,643  
                   

 

 

    

 

 

   

 

 

   

 

 

 
                          
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total traded indices

 

         $ 12,741      $ (267,714   $ (249,134   $ 5,839  
                   

 

 

    

 

 

   

 

 

   

 

 

 
Credit default swaps on single-name issues:

 

      

Sell protection:

 

            

Republic of Turkey

     BCLY        USD        90,000        1.00%/—       06/20/23        Quarterly      $      $ (7,484   $ (8,245   $ (761

Republic of Turkey

     JPM        USD        245,000        1.00%/—       06/20/23        Quarterly               (20,738     (22,444     (1,706

Republic of Turkey

     HSBC        USD        335,000        1.00%/—       06/20/23        Quarterly               (28,750     (30,688     (1,938

United Mexican States

     MSC        USD        80,000        1.00%/—       06/20/23        Quarterly               (1,063     (393     670  
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total

 

                 $      $ (58,035   $ (61,770   $ (3,735
                   

 

 

    

 

 

   

 

 

   

 

 

 
                          
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total single-name issues

 

        $      $ (58,035   $ (61,770   $ (3,735
                   

 

 

    

 

 

   

 

 

   

 

 

 
                          
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC contracts

 

                 $ 12,741      $ (325,749   $ (310,904   $ 2,104  
                   

 

 

    

 

 

   

 

 

   

 

 

 


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 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.

Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 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        1,117,000        (1.00%)        06/20/23        Quarterly       $ 20,004     $ 31,336      $         11,332  

CDX.NA.HY.30.V1

     USD        1,275,000        (5.00%)        06/20/23        Quarterly        (80,370     (94,084     (13,714

CDX.NA.IG.30.V1

     USD        1,345,000        (1.00%)        06/20/23        Quarterly        (21,018     (26,534     (5,516

ITRAXX.XOV.29.V1

     EUR        575,000        (5.00%)        06/20/23        Quarterly        (58,714     (67,301     (8,587
                 

 

 

   

 

 

   

 

 

 

Total

                   $  (140,098   $     (156,583    $     (16,485
                 

 

 

   

 

 

   

 

 

 

Credit default swaps on indices:

                     

Sell protection:

                     

CDX.NA.HY.30.V1

     USD        2,353,000        5.00%        06/20/23        Quarterly       $ 142,483     $ 173,570      $         31,087  
                 

 

 

   

 

 

   

 

 

 
                     
                 

 

 

   

 

 

   

 

 

 

Total

                   $ 2,385     $ 16,987      $ 14,602  
                 

 

 

   

 

 

   

 

 

 

 

(a)

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

OTC Interest Rate Swap Contracts Outstanding at July 31, 2018

 

Counter-

party

   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    $      $      $ 33,578      $ 33,578  

DEUT

   2.00% Fixed    CPURNSA        USD          500,000        01/15/23      At maturity      170               7,692        7,522  
                        

 

 

    

 

 

    

 

 

    

 

 

 

Total

                         $       170      $       —      $     41,270      $       41,100  
                        

 

 

    

 

 

    

 

 

    

 

 

 

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

12 M Federal Funds Rate

   2.52% Fixed        USD          263,284      11/15/24    Annual    $         —      $             —      $             19      $             19  
                     

 

 

    

 

 

    

 

 

    

 

 

 

OTC Total Return Swap Contracts Outstanding at July 31, 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)
 

GS Client REIT (1)

    GSC       GBP       1,388,212       1.00%       08/31/18       Monthly     $     $     $     $  

GS Client REIT (2)

    GSC       USD       2,984,928       1.00%       10/31/18       Monthly                          

GS Client REIT (3)

    GSC       USD       3,410,206       (1.00%)       10/31/18       Monthly                          

iBoxx USD liquid High Yield

    MSC       USD       780,000       (1.00%)       12/20/18       Quarterly       689             (16,378     (17,067
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

              $         689     $         —     $     (16,378   $     (17,067
             

 

 

   

 

 

   

 

 

   

 

 

 

 

(a)

Receive represents that the Fund receives payments for any positive return on the underlying reference. The Fund makes payments for any negative return on such underlying reference. Pay represents that the Fund receives payments for any negative return on the underlying reference. The Fund makes payments for any positive return on such underlying reference.


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 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    $ 161,433        11.63

 

236

   British Land Co. plc/The      155,794        11.22

 

207

   Great Portland Estates plc      148,539        10.70

 

561

   Royal Bank of Scotland Group plc      143,320        10.32

 

514

   Capital & Counties Properties plc      141,500        10.19

 

        2,235

   Lloyds Banking Group plc      139,416        10.04

 

707

   Barclays plc      137,222        9.88

 

253

   Hammerson plc      132,060        9.51

 

134

   Land Securities Group plc      126,672        9.12

 

586

   Intu Properties plc      102,256        7.37

 

  (2)

GS Client REIT

Underlying Securities

Common Stocks

Long positions

 

Shares

  

Description

  

Market

Value

    

% of Total
Absolute
Notional

Amount

 

        17,580

   Medical Properties Trust, Inc.    $ 253,335        8.49

 

10,865

   Sabra Health Care REIT, Inc.      234,792        7.87

 

8,694

   HCP, Inc.      225,165        7.54

 

2,958

   National Health Investors, Inc.      221,401        7.42

 

7,234

   Omega Healthcare Investors, Inc.      214,774        7.20

 

7,084

   Healthcare Realty Trust, Inc.      210,475        7.05

 

3,361

   Welltower, Inc.      210,427        7.05

 

7,685

   Healthcare Trust of America, Inc.      209,959        7.03

 

11,720

   Senior Housing Properties Trust      209,090        7.00

 

4,854

   LTC Properties, Inc.      204,677        6.86

 

3,618

   Ventas, Inc.      203,996        6.83


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

 

  12,040      CareTrust REIT, Inc.      203,602        6.82
  12,680      Physicians Realty Trust      199,832        6.69
  25,905      New Senior Investment Group, Inc.      183,405        6.14

 

  (3)

GS Client REIT

 

      

Underlying Securities

 

      

Common Stocks

 

      

Long positions

 

Shares            Description   

Market
Value

    

% of Total
Absolute
Notional
Amount

 

4,356

           Life Storage, Inc.    $ 417,960        12.26

14,401

           National Storage Affiliates Trust      415,169        12.17

13,496

           CubeSmart      409,730        12.01

4,311

           Extra Space Storage, Inc.      405,072        11.88

5,771

           CyrusOne, Inc.      357,337        10.48

3,175

           CoreSite Realty Corp      355,925        10.44

2,927

           Digital Realty Trust, Inc.      355,439        10.42

1,631

           Public Storage      355,283        10.42

770

           Equinix, Inc.      338,290        9.92

Foreign Currency Contracts Outstanding at July 31, 2018

 

Amount and Description
of Currency to be
Purchased
   Amount and Description
of Currency to be
Sold
   Counterparty    Settlement
Date
   Appreciation      Depreciation  

6,100,000

   CLP    9,635    USD    BCLY    09/20/18    $      $ (64

657,000

   CNH    102,347    USD    GSC    09/19/18             (5,917

460,000

   EGP    24,033    USD    CBK    01/08/19      432         

550,000

   EGP    28,871    USD    DEUT    04/22/19             (473

830,000

   EGP    43,535    USD    MSC    04/22/19             (680

69,000

   EUR    79,929    USD    CBK    08/03/18      773         

160,000

   EUR    187,456    USD    MSC    08/03/18             (320

75,000

   EUR    89,714    USD    BCLY    08/17/18             (1,897

11,000

   EUR    12,832    USD    JPM    09/19/18      79         

5,000

   EUR    5,881    USD    MSC    09/19/18             (12

277,000,000

   IDR    19,715    USD    BCLY    09/19/18             (619

33,000

   PEN    10,049    USD    BCLY    09/19/18      15         

32,000

   PEN    9,761    USD    BCLY    09/19/18             (2

35,000

   PLN    9,614    USD    UBS    09/19/18             (30

35,000

   PLN    9,687    USD    UBS    09/19/18             (103

120,000

   RUB    1,895    USD    JPM    09/19/18      15         

132,915

   USD    175,000    AUD    BNP    09/19/18      2,873         

17,953

   USD    66,000    BRL    SCB    09/05/18      443         

79,609

   USD    100,000    CAD    ANZ    08/02/18      2,734         

58,963

   USD    75,000    CAD    ANZ    08/20/18      1,287         

130,790

   USD    170,000    CAD    GSC    09/19/18             (5

192,108

   USD    190,000    CHF    UBS    08/31/18             (289

9,238

   USD    6,100,000    CLP    HSBC    09/20/18             (333

12,787

   USD    36,700,000    COP    BCLY    09/19/18      118         

5,689

   USD    110,000    EGP    DEUT    01/08/19             (162

226,711

   USD    194,000    EUR    SSG    08/03/18             (192

226,039

   USD    194,000    EUR    CBK    08/03/18             (864

91,293

   USD    75,000    EUR    ANZ    08/17/18      3,476         


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

 

                                                                                                                                                                                       
    6,583,037        USD        5,615,000        EUR      SSG              08/31/18      $ 1,527      $  
    187,920        USD        160,000        EUR      MSC      09/06/18        299         
    446,092        USD        375,000        EUR      JPM      09/19/18        5,948         
    446,083        USD        377,000        EUR      UBS      09/19/18        3,591         
    8,230        USD        7,000        EUR      GSC      09/19/18        14         
    2,340        USD        2,000        EUR      JPM      09/19/18               (8
    7,017        USD        6,000        EUR      BCLY      09/19/18               (25
    12,872        USD        11,000        EUR      BCLY      09/19/18               (39
    121,670        USD        104,000        EUR      CBA      09/19/18               (397
    335,146        USD        255,000        GBP      CBK      08/31/18                
    71,735        USD        50,000        GBP      NAB      09/10/18        5,993         
    241,206        USD        180,000        GBP      SSG      09/19/18        4,449         
    243,189        USD        26,700,000        JPY      CBA      09/19/18        3,590         
    326,854        USD        36,000,000        JPY      SSG      10/22/18        3,036         
    11,363        USD        238,000        MXN      BCLY      09/19/18               (1,302
    166,740        USD        1,360,000        NOK      MSC      08/31/18               (218
    10,571        USD        15,000        NZD      SCB      09/19/18        348         
    6,239        USD        393,000        RUB      HSBC      09/19/18               (18
    6,193        USD        394,000        RUB      BCLY      09/19/18               (79
    82,030        USD        720,000        SEK      BCLY      08/31/18               (54
    11,810        USD        158,000        ZAR      BCLY      09/19/18               (111
    11,703        USD        158,000        ZAR      BCLY      09/19/18               (218

 

 

 
 

    Total

      $                 41,040      $                 (14,431

 

 

 

 

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

 

Counterparty Abbreviations:

ANZ      Australia and New Zealand Banking Group
BCLY      Barclays
BNP      BNP Paribas Securities Services
CBA      Commonwealth Bank of Australia
CBK      Citibank NA
CSI      Credit Suisse International
DEUT      Deutsche Bank Securities, Inc.
GSC      Goldman Sachs & Co.
HSBC                                                   HSBC Bank USA
JPM      JP Morgan Chase & Co.
MSC      Morgan Stanley
NAB      National Australia Bank Limited
SCB      Standard Chartered Bank
SSG      State Street Global Markets LLC
UBS      UBS AG

Currency Abbreviations:

AUD      Australian Dollar
BRL      Brazilian Real
CAD      Canadian Dollar
CHF      Swiss Franc
CLP      Chilean Peso
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
NZD      New Zealand Dollar
PEN      Peruvian Sol
PLN      Polish Zloty


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

 

RUB    Russian Ruble
SEK    Swedish Krona
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
MTA    Monthly Treasury Average Index
PrimeX.ARM    Markit PrimeX Adjustable Rate Mortgage Backed Security
S&P    Standard & Poors
SGX    Singapore Exchange
iBoxx    Markit iBoxx 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 Deposit in Custody Account
EM    Emerging Markets
ETF    Exchange-Traded Fund
EURIBOR    Euro Interbank Offered Rate
FHLMC    Federal Home Loan Mortgage Corp.
FNMA    Federal National Mortgage Association
GDR    Global Depositary Receipt
LIBOR    London Interbank Offered Rate
OTC    Over-the-Counter
PAC    Planned Amortization Class
PJSC    Private Joint Stock Company
REIT    Real Estate Investment Trust
SPDR    Standard & Poor’s Depositary Receipt
TBA    To Be Announced

Municipal Abbreviations:

GO    General Obligation


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Asset & Commercial Mortgage Backed Securities

   $ 1,469,328       $ —       $ 1,469,328       $ —   

Corporate Bonds

     15,492,891         —         15,492,891         —   

Foreign Government Obligations

     6,216,152         —         6,216,152         —   

Municipal Bonds

     561,823         —         561,823         —   

Senior Floating Rate Interests

     13,856,023         —         13,856,023         —   

Equity Linked Securities

     10,270,122         —         —         10,270,122   

U.S. Government Agencies

     27,554         —         27,554         —   

U.S. Government Securities

     290,398         —         290,398         —   

Common Stocks

           

Automobiles & Components

     671,564         169,336         502,228         —   

Banks

     1,498,406         356,977         1,141,429         —   

Capital Goods

     650,867         207,559         443,308         —   

Commercial & Professional Services

     100,414         —         100,414         —   

Consumer Durables & Apparel

     106,583         —         106,583         —   

Consumer Services

     514,190         128,413         385,777         —   

Diversified Financials

     421,574         405,276         16,298         —   

Energy

     2,791,925         1,975,723         674,767         141,435   

Food & Staples Retailing

     69,463         —         69,463         —   

Food, Beverage & Tobacco

     133,670         15,402         118,268         —   

Insurance

     1,024,384         203,723         820,661         —   

Materials

     579,121         101,578         477,543         —   

Media

     101,626         —         101,626         —   

Pharmaceuticals, Biotechnology & Life Sciences

     853,445         541,816         311,629         —   

Real Estate

     1,888,276         818,181         1,070,095         —   

Retailing

     198,389         154,909         43,480         —   

Semiconductors & Semiconductor Equipment

     382,444         94,853         287,591         —   

Software & Services

     1,139,129         829,358         309,771         —   

Technology Hardware & Equipment

     1,699,137         120,972         1,578,165         —   

Telecommunication Services

     1,022,435         242,435         780,000         —   

Transportation

     237,816         —         237,816         —   

Utilities

     783,046         408,067         374,979         —   

Escrows

     863         —         863         —   

Convertible Bonds

     2,176,840         —         2,176,840         —   

Exchange-Traded Funds

     3,483,255         3,483,255         —         —   

Preferred Stocks

     34,703         34,703         —         —   

Convertible Preferred Stocks

     30,693         30,693         —         —   

Warrants

     930         —         —         930   

Short-Term Investments

     11,027,607         10,058,039         969,568         —   

Purchased Options

     193,256         75,900         117,356         —   

Foreign Currency Contracts(2)

     41,040         —         41,040         —   

Futures Contracts(2)

     166,546         166,546         —         —   

Swaps - Credit Default(2)

     73,025         —         72,829         196   

Swaps - Interest Rate(2)

     41,119         —         41,119         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

Total

 

   $

 

        82,322,072 

 

 

 

   $

 

        20,623,714 

 

 

 

   $

 

        51,285,675 

 

 

 

   $

 

        10,412,683 

 

 

 

  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $ (14,431)      $ —       $ (14,431)      $ —   

Futures Contracts(2)

     (89,449)        (89,449)        —         —   

Swaps - Credit Default(2)

     (56,319)        —         (49,860)        (6,459)  

Swaps - Total Return(2)

     (17,067)        —         (17,067)        —   

TBA Sale Commitments

     (1,089,884)        —         (1,089,884)        —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

Total

 

   $

 

(1,267,150)

 

 

 

   $

 

(89,449)

 

 

 

   $

 

(1,171,242)

 

 

 

   $

 

(6,459)

 

 

 

  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2018, investments valued at $354,585 were transferred from Level 1 to Level 2 due to the application of a fair valuation model factor; investments valued at $80,304 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.


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

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

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the period ended July 31, 2018:

 

    

Equity

Linked

Securities

     Common
Stock
     Warrants      Credit
Default
Swaps
     Total  

 

 

Beginning balance

     $7,181,411        $            -        $     -        $ -        $  7,181,411  

 

Accrued Discounts (Premiums)

     -              (266)        (266)  

 

Realized Gain (Loss)

     275,103              (1,271)        273,832  

 

Change in Unrealized Appreciation (Depreciation)

     (89,376)              1,537        (87,839)  

 

Net Purchases

     10,234,030        141,435        930        67,446        10,443,841  

 

Net Sales

     (7,331,046)              (67,446)        (7,398,492)  

 

Net Transfers in to Level 3

     -              -        -  

 

Net Transfers out of Level 3

     -              -        -  
  

 

 

 

 

Ending balance

     $10,270,122        $141,435        $930        $ -        $10,412,487  
  

 

 

 

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at July 31, 2018 was $37,629.

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


 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments

  July 31, 2018 (Unaudited)

 

Shares or Principal Amount    Market Value  

Municipal Bonds - 97.1%

 

  

Alabama - 2.1%

  
$    145,000   

Alabama 21st Century Auth Rev
5.00%, 06/01/2021

   $ 155,913  
200,000   

Birmingham, AL, Water Works Board Water Rev
5.00%, 01/01/2029

     232,938  
150,000   

Jefferson County, AL, Board of Education
5.00%, 02/01/2046

     167,020  
     

 

 

 
        555,871  
     

 

 

 
  

Alaska - 0.4%

  
100,000   

CIVIC Ventures, AK, Rev
5.00%, 09/01/2023

     111,603  
     

 

 

 
  

Arizona - 1.3%

  
200,000   

Salt Verde Financial Corp., AZ, Rev
5.00%, 12/01/2037

     237,200  
110,000   

Tempe, AZ, IDA
4.00%, 10/01/2023(1)

     110,675  
     

 

 

 
        347,875  
     

 

 

 
  

California - 7.5%

  
250,000   

Abag Finance Auth for Nonprofit Corps., CA, Rev
6.00%, 08/01/2030

     279,880  
170,000   

Alameda Corridor, CA, Transportation Auth Rev
0.00%, 10/01/2018(2)

     169,345  
230,000   

California County Tobacco Securitization Agency
5.00%, 06/01/2020(8)

     242,080  
250,000   

California Health Facs Finance Auth Rev
5.88%, 07/01/2025

     260,355  
45,000   

Elk Grove, CA, Finance Auth Special Tax
5.00%, 09/01/2032

     51,163  
325,000   

Fresno, CA, USD
0.00%, 08/01/2032(2)

     194,584  
90,000   

Los Angeles County, CA, Metropolitan Transportation Auth
4.00%, 06/01/2034

     97,215  
  

Orange County, CA, Community Facs Dist

  
100,000   

5.00%, 08/15/2023(8)

     111,010  
150,000   

5.00%, 08/15/2033

     166,305  
100,000   

Romoland, CA, School Dist.
5.00%, 09/01/2043(3)

     110,543  
100,000   

San Bernardino City, CA, USD
0.00%, 08/01/2027(2)

     76,701  
255,000   

San Joaquin Hills, CA, Transportation Corridor Agency
0.00%, 01/15/2025(2)

     208,294  
     

 

 

 
            1,967,475  
     

 

 

 
  

Colorado - 1.3%

  
150,000   

Denver Convention Center Hotel, CO, Auth Rev
5.00%, 12/01/2040

     162,855  
  

E-470 Public Highway, CO, Auth Rev

  
45,000   

1 mo. USD LIBOR + 1.05%, 2.43%, 09/01/2039(4)

     45,515  
25,000   

5.00%, 09/01/2019

     25,844  
100,000   

Park Creek, CO, Metropolitan Dist Rev
5.00%, 12/01/2023

     112,560  
     

 

 

 
        346,774  
     

 

 

 
  

Connecticut - 3.7%

  
200,000   

City of Bridgeport CT, GO
5.00%, 07/15/2048

     219,732  
50,000   

City of Hartford, CT, GO
5.00%, 07/01/2027

     55,706  
100,000   

City of Waterbury, CT
5.00%, 11/15/2047

     110,796  
  

Connecticut State Health & Educational Facs Auth

  
100,000   

3.25%, 09/01/2021(1)

     100,032  
60,000   

5.00%, 07/01/2042

     66,985  


 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$    125,000   

Connecticut State, GO
5.00%, 04/15/2022

   $ 136,537  
250,000   

Town of Hamden, CT, GO
5.00%, 08/15/2025

     281,670  
     

 

 

 
        971,458  
     

 

 

 
  

District of Columbia - 1.9%

  
  

Dist of Columbia, GO

  
150,000   

5.00%, 06/01/2025

     175,668  
150,000   

5.00%, 06/01/2032

     169,875  
150,000   

5.00%, 07/01/2042

     157,474  
     

 

 

 
        503,017  
     

 

 

 
  

Florida - 3.9%

  
200,000   

City of Jacksonville, FL
5.00%, 10/01/2030

     219,650  
200,000   

City of Port State Lucie, FL
4.00%, 07/01/2027

     214,430  
  

Lee County, FL, Airport Rev

  
125,000   

5.00%, 10/01/2032

     141,175  
100,000   

5.00%, 10/01/2033

     112,597  
  

Miami-Dade County, FL, Aviation Rev

  
15,000   

5.00%, 10/01/2029

     16,859  
15,000   

5.00%, 10/01/2031

     16,746  
20,000   

5.00%, 10/01/2032

     22,274  
20,000   

5.00%, 10/01/2033

     22,220  
65,000   

Miami-Dade County, FL, Seaport Department Rev
5.00%, 10/01/2023

     71,993  
100,000   

Orange County, FL, Health Facs Auth
5.00%, 08/01/2031

     110,075  
60,000   

Putnam County, FL, DA Auth
5.00%, 03/15/2042

     67,270  
     

 

 

 
            1,015,289  
     

 

 

 
  

Georgia - 1.8%

  
  

Burke County, GA, DA Rev

  
70,000   

2.35%, 10/01/2032(5)

     70,368  
125,000   

3.00%, 11/01/2045(5)

     124,739  
40,000   

Georgia Housing & Finance Auth Rev
3.50%, 06/01/2039

     41,126  
100,000   

Monroe County, GA, DA Rev
2.40%, 01/01/2039(5)

     100,210  
125,000   

Municipal Electric Auth, GA
5.00%, 11/01/2022

     138,845  
     

 

 

 
        475,288  
     

 

 

 
  

Illinois - 18.5%

  
  

Chicago, IL, Board of Education

  
140,000   

5.25%, 12/01/2039

     144,862  
100,000   

5.75%, 04/01/2035

     114,593  
270,000   

Chicago, IL, Metropolitan Water Reclamation Dist GO
5.25%, 12/01/2032

     322,202  
  

Chicago, IL, Midway International Airport Rev

  
100,000   

5.00%, 01/01/2023

     110,076  
250,000   

5.00%, 01/01/2041

     270,135  
250,000   

Chicago, IL, Park Dist, GO
5.00%, 01/01/2020

     252,800  
  

Chicago, IL, Transit Auth Rev

  
75,000   

5.00%, 06/01/2020

     79,078  
100,000   

5.00%, 12/01/2044

     109,636  
160,000   

5.25%, 12/01/2024

     174,453  
250,000   

City of Chicago, IL, GO
5.00%, 01/01/2026

     267,367  
105,000   

City of Chicago, IL, Waterworks Rev
5.00%, 11/01/2018

     105,840  
100,000   

Cook County, IL
5.00%, 11/15/2021

     108,694  


 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

Cook County, IL, Community High School Dist No. 212 Leyden

  
$    105,000   

5.00%, 12/01/2027

   $ 117,536  
170,000   

5.00%, 12/01/2030

     188,328  
105,000   

Cook County, IL, GO
5.00%, 11/15/2028

     110,172  
110,000   

Decatur, IL, GO
5.00%, 03/01/2034

     121,362  
  

Illinois State Finance Auth Rev

  
150,000   

5.00%, 11/15/2030

     167,996  
150,000   

5.00%, 02/15/2033

     171,593  
245,000   

5.00%, 08/15/2035

     265,832  
150,000   

5.00%, 10/01/2041

     166,751  
  

Illinois State, GO

  
50,000   

5.00%, 02/01/2027

     53,983  
250,000   

5.00%, 05/01/2029

     263,627  
105,000   

5.00%, 11/01/2029

     112,289  
150,000   

Kane Cook & DuPage Counties, IL, GO
5.00%, 01/01/2035

     164,885  
100,000   

Kane McHenry Cook & DeKalb Counties, IL, USD GO
5.00%, 01/01/2023

     111,269  
150,000   

Kendall Kane & Will Counties, IL, USD GO
5.00%, 02/01/2024

     168,411  
  

Metropolitan Pier & Exposition Auth, IL

  
125,000   

0.00%, 06/15/2020(2)

     118,341  
105,000   

4.85%, 12/15/2042(6)

     58,584  
70,000   

Railsplitter Tobacco Settlement Auth, IL
5.00%, 06/01/2027

     79,598  
  

Regional Transportation, IL, Auth Rev

  
80,000   

5.00%, 06/01/2026

     90,646  
125,000   

6.25%, 07/01/2022

     144,340  
90,000   

University of Illinois, IL, Auxiliary Facs Rev
5.00%, 04/01/2024

     99,135  
     

 

 

 
            4,834,414  
     

 

 

 
  

Indiana - 0.9%

  
115,000   

Indiana Municipal Power Agency
5.00%, 01/01/2033

     133,330  
85,000   

Indianapolis, IN, Airport Auth Rev
4.75%, 01/01/2030

     87,915  
     

 

 

 
        221,245  
     

 

 

 
  

Kentucky - 0.4%

  
90,000   

Kentucky Economic Development Finance Auth
5.00%, 12/01/2047

     97,866  
     

 

 

 
  

Louisiana - 2.7%

  
  

Louisiana State Local Gov’t Environmental Facs & Community DA Rev

  
100,000   

5.75%, 11/15/2030(8)

     109,176  
100,000   

6.00%, 11/15/2030(8)

     111,058  
  

Louisiana State Public Facs Auth Rev

  
100,000   

5.00%, 05/15/2035

     110,576  
100,000   

5.00%, 05/15/2047

     109,498  
40,000   

6.38%, 05/15/2031

     44,764  
200,000   

New Orleans, LA, Aviation Board
5.00%, 01/01/2038

     221,388  
     

 

 

 
        706,460  
     

 

 

 
  

Massachusetts - 2.6%

  
100,000   

Commonwealth of Massachusetts, GO
4.00%, 09/01/2034

     105,218  
  

Massachusetts Dev. Finance Agency

  
100,000   

5.00%, 10/01/2047(1)

     106,655  
150,000   

5.00%, 07/01/2048

     165,009  
100,000   

Massachusetts Health & Educational Facs Auth
5.00%, 07/01/2039

     103,173  


 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$    200,000   

Massachusetts State PA
4.00%, 07/01/2046

   $     203,392  
     

 

 

 
        683,447  
     

 

 

 
  

Michigan - 2.4%

  
150,000   

Great Lakes, MI, Water Auth Water Supply System Rev
5.00%, 07/01/2046

     166,637  
  

Michigan Finance Auth

  
150,000   

5.00%, 04/01/2019

     153,090  
100,000   

5.00%, 07/01/2035

     109,202  
100,000   

5.00%, 05/15/2038

     110,192  
50,000   

State of Michigan
5.00%, 03/15/2027

     59,000  
35,000   

Wayne County, MI, Airport Auth Rev
5.00%, 12/01/2030

     39,895  
     

 

 

 
        638,016  
     

 

 

 
  

Minnesota - 2.8%

  
  

Duluth, MN, ISD, No. 709

  
20,000   

4.00%, 02/01/2027

     21,334  
200,000   

5.00%, 02/01/2022

     217,484  
100,000   

Minneapolis-St Paul, MN, Metropolitan Airports Commission
5.00%, 01/01/2031

     113,499  
100,000   

Rochester, MN, Healthcare & Housing Rev Facs
4.00%, 12/01/2019(8)

     101,856  
200,000   

Saint Francis, MN, ISD, No. 15
4.00%, 02/01/2029

         210,422  
50,000   

Saint Paul, MN, Housing & Redevelopment Auth
5.25%, 11/15/2028

     52,319  
     

 

 

 
        716,914  
     

 

 

 
  

Missouri - 1.1%

  
100,000   

Kirkwood, MO, IDA
5.25%, 05/15/2032

     107,794  
150,000   

Saint Louis, MO, Airport Rev.
5.00%, 07/01/2042

     170,916  
     

 

 

 
        278,710  
     

 

 

 
  

Montana - 1.2%

  
145,000   

Montana Board of Housing
4.00%, 12/01/2043(3)

     152,943  
150,000   

Montana Facs Finance Auth
5.00%, 02/15/2033

     167,886  
     

 

 

 
        320,829  
     

 

 

 
  

Nebraska - 0.4%

  
100,000   

Central Plains, NE, Energy Proj Gas Rev
5.25%, 12/01/2021

     109,740  
     

 

 

 
  

Nevada - 1.4%

  
150,000   

City of Reno NV
5.00%, 06/01/2033

     170,332  
80,000   

Clark County, NV
2.25%, 12/01/2019(8)

     80,041  
100,000   

Clark County, NV, School Dist
5.00%, 06/15/2029

     115,961  
     

 

 

 
        366,334  
     

 

 

 
  

New Jersey - 2.8%

  
50,000   

City of Atlantic, NJ, GO
5.00%, 03/01/2020

     52,202  
205,000   

City of Bayonne, NJ, GO
5.00%, 07/01/2034

     227,286  
285,000   

New Jersey Educational Facs Auth Rev
5.00%, 09/01/2019

     294,462  
50,000   

New Jersey Health Care Facs Financing Auth Rev
5.25%, 07/01/2026

     54,815  


 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$    90,000   

Tobacco Settlement Financing Corp., NJ
5.00%, 06/01/2029

   $ 103,814  
     

 

 

 
        732,579  
     

 

 

 
  

New York - 5.2%

  
250,000   

City of New York, NY, GO
5.00%, 12/01/2035

     286,405  
100,000   

Liberty Corp., NY, Development Goldman Sachs Headquarters
5.25%, 10/01/2035

     122,870  
40,000   

Long Island, NY, Power Auth
1 mo. USD LIBOR + 0.88%, 2.35%, 05/01/2033(4)

     40,015  
  

Metropolitan Transportation Auth, NY, Rev

  
100,000   

5.25%, 11/15/2036

     116,794  
70,000   

5.25%, 11/15/2040

     75,695  
100,000   

New York City Water & Sewer System
5.00%, 06/15/2043

     109,202  
130,000   

New York City, NY, Transitional Finance Auth
5.00%, 11/01/2038

     145,003  
150,000   

New York State Dormitory Auth Rev
5.00%, 03/15/2031

     171,682  
  

New York Transportation Development Corp. Rev

  
75,000   

5.00%, 08/01/2018

     75,000  
100,000   

5.00%, 07/01/2046

     107,065  
100,000   

TSASC, Inc., NY
5.00%, 06/01/2023

     110,921  
     

 

 

 
        1,360,652  
     

 

 

 
  

North Carolina - 0.1%

  
25,000   

North Carolina Medical Care Commission Rev
5.00%, 10/01/2027

     25,948  
     

 

 

 
  

Ohio - 4.2%

  
  

American Municipal Power, Inc., OH

  
200,000   

4.00%, 02/15/2036

     204,838  
105,000   

4.00%, 02/15/2042

     106,665  
  

Buckeye, OH, Tobacco Settlement Finance Auth

  
250,000   

6.00%, 06/01/2042

     249,997  
150,000   

6.50%, 06/01/2047

     154,497  
  

City of Cleveland, OH, Airport System Rev

  
60,000   

5.00%, 01/01/2022

     65,578  
55,000   

5.00%, 01/01/2023

     61,149  
150,000   

Cleveland, OH, Department of Public Utilities
5.00%, 11/15/2030

     174,442  
70,000   

County of Montgomery, OH
5.00%, 05/01/2039

     71,304  
     

 

 

 
            1,088,470  
     

 

 

 
  

Oklahoma - 0.3%

  
  

Oklahoma Dev. Finance Auth

 

35,000   

5.25%, 08/15/2048

     39,326  
35,000   

5.50%, 08/15/2057

     39,769  
     

 

 

 
        79,095  
     

 

 

 
  

Oregon - 1.7%

  
55,000   

Benton & Linn Counties, OR,. Consolidated School Dist. No 509J & 509A Corvallis
5.00%, 06/15/2038(3)(6)

     57,974  
40,000   

Marion County, OR, School Dist. No 15 North Marion
0.00%, 06/15/2037(2)

     18,906  
115,000   

State of Oregon Housing & Community Services Department
4.50%, 01/01/2049

     124,224  
225,000   

Washington Clackamas & Yamhill Counties, OR, School Dist No. 88J
0.00%, 06/15/2034(2)

     124,114  
95,000   

Washington County, OR, School Dist No. 48, GO
5.00%, 06/15/2035(6)

     110,018  
     

 

 

 
        435,236  
     

 

 

 


 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

Pennsylvania - 6.1%

  
$    100,000   

Delaware River, PA, JT Toll Bridge Commission
5.00%, 07/01/2047

   $ 113,778  
90,000   

Harrisburg, PA, School Dist GO
5.00%, 11/15/2026

     103,614  
100,000   

Lancaster County, PA, Hospital Auth
5.13%, 07/01/2037

     109,224  
100,000   

Montgomery County, PA, IDA Rev
5.00%, 12/01/2025

     111,813  
150,000   

Pennsylvania Commonwealth Financing Auth
5.00%, 06/01/2027

     171,489  
150,000   

Pennsylvania Higher Educational Facs Auth Rev
5.00%, 05/01/2025

     171,942  
  

Pennsylvania Turnpike Commission Rev

  
250,000   

MUNIPSA + 0.98%, 1.92%, 12/01/2021(4)

     253,773  
150,000   

5.00%, 12/01/2025

     173,990  
90,000   

5.00%, 12/01/2031

     102,139  
115,000   

Philadelphia, PA, School Dist GO
5.00%, 09/01/2019

     118,919  
150,000   

Reading, PA, School Dist GO
5.00%, 03/01/2025

     170,961  
     

 

 

 
            1,601,642  
     

 

 

 
  

Puerto Rico - 0.6%

  
  

Commonwealth of Puerto Rico, GO

  
40,000   

5.50%, 07/01/2019

     40,967  
100,000   

6.00%, 07/01/2039*

     41,750  
  

Puerto Rico Electric Power Auth

  
25,000   

5.00%, 07/01/2019

     25,492  
35,000   

5.25%, 07/01/2019

     35,768  
     

 

 

 
        143,977  
     

 

 

 
  

Rhode Island - 0.7%

  
80,000   

Rhode Island Health & Educational Bldg Corp.
5.00%, 05/15/2028

     90,950  
100,000   

Rhode Island Housing & Mortgage Finance Corp.
4.00%, 10/01/2032

     102,923  
     

 

 

 
        193,873  
     

 

 

 
  

South Carolina - 0.8%

  
  

South Carolina State Public Service Auth

  
50,000   

5.00%, 12/01/2031

     54,431  
50,000   

5.00%, 12/01/2034

     53,841  
100,000   

5.00%, 12/01/2050

     106,350  
     

 

 

 
        214,622  
     

 

 

 
  

Tennessee - 2.2%

  
150,000   

Shelby County, TN, Health Educational & Housing Facs Board Rev
5.00%, 09/01/2025(1)(8)

     150,260  
  

Tennessee Housing Development Agency Rev

  
220,000   

3.50%, 01/01/2047

     226,580  
185,000   

4.00%, 01/01/2049

     195,715  
     

 

 

 
        572,555  
     

 

 

 
  

Texas - 9.4%

  
  

Arlington, TX, Higher Education Finance Corp. Rev

  
150,000   

4.00%, 08/15/2030

     158,988  
250,000   

5.00%, 02/15/2027

     292,950  
250,000   

Central Texas Turnpike System Rev
5.00%, 08/15/2042

     269,395  
200,000   

City of Austin, TX, Airport System Rev
5.00%, 11/15/2031

     222,026  
250,000   

Dallas/Fort Worth, TX, International Airport Rev
5.00%, 11/01/2043

     264,410  
150,000   

El Paso, TX, ISD GO
5.00%, 08/15/2027

     176,550  
110,000   

Harris County, TX, Toll Road Auth
5.00%, 08/15/2031

     129,124  


 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$    100,000   

Harris County-Houston, TX, Sports Auth
5.00%, 11/15/2020

 

   $ 106,645  
75,000   

Kerrville, TX, Health Facs Development Corp.
5.00%, 08/15/2023

 

     82,848  
150,000   

Lower Colorado River, TX, Auth Rev
5.00%, 05/15/2040

 

     165,384  
100,000   

New Hope, TX, Cultural Education Facs Finance Corp.
5.00%, 11/01/2031

 

     106,454  
35,000   

North Texas Tollway Auth Rev
6.25%, 01/01/2039

 

     35,636  
150,000   

Socorro, TX, ISD
4.00%, 08/15/2035

 

     159,246  
250,000   

Texas Municipal Gas Acquisition & Supply Corp. Rev
5.25%, 12/15/2025

 

     288,722  
     

 

 

 
           2,458,378  
     

 

 

 
  

Virginia - 0.4%

     
90,000   

Wise County, VA, IDA Rev
1.88%, 11/01/2040(5)

 

     89,589  
     

 

 

 
  

Washington - 3.5%

     
250,000   

King County, WA, GO
4.00%, 07/01/2030

 

     271,870  
300,000   

State of Washington, GO
5.00%, 08/01/2032

 

     346,764  
115,000   

Washington State Health Care Facs Auth Rev
5.00%, 01/01/2026

 

     131,344  
145,000   

5.38%, 01/01/2040

 

     155,902  
     

 

 

 
           905,880  
     

 

 

 
  

Wisconsin - 0.8%

     
  

Public Finance Auth, WI

     
100,000   

5.00%, 05/15/2019(1)

        102,128  
100,000   

5.00%, 10/01/2043(1)

        106,047  
     

 

 

 
           208,175  
     

 

 

 
  

Total Municipal Bonds
(cost $25,237,703)

 

   $     25,379,296  
     

 

 

 
  

Total Long-Term Investments
(cost $25,237,703)

      $ 25,379,296  
     

 

 

 

Short-Term Investments - 3.1%

 

  

Other Investment Pools & Funds - 3.1%

     
812,878   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.82%(7)

 

   $ 812,878  
     

 

 

 
  

Total Short-Term Investments
(cost $812,878)

 

   $ 812,878  
     

 

 

 
  

Total Investments
(cost $26,050,581)

     100.2%      $ 26,192,174  
  

Other Assets and Liabilities

     (0.2)%        (61,899
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 26,130,275  
     

 

 

    

 

 

 

 

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 July 31, 2018, the aggregate value of these securities was $675,797, which represented 2.6% of total net assets.

(2)

Security is a zero-coupon bond.


 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

(3)

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $322,547 at July 31, 2018.

(4)

Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2018.

(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)

Current yield as of period end.

(8)

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 July 31, 2018, the aggregate value of these securities was $905,481 , which represented 3.5% of total net assets.

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

    
  

Other Abbreviations:

    
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

     


 

  Hartford Municipal Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Municipal Bonds

   $     25,379,296      $      $       25,379,296      $                     —  

Short-Term Investments

     812,878        812,878                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 26,192,174      $         812,878      $ 25,379,296      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

For the period ended July 31, 2018, there were no transfers between any levels.


 

The Hartford Municipal Opportunities Fund

    

Schedule of Investments

July 31, 2018 (Unaudited)

 

Shares or Principal Amount    Market Value  

Municipal Bonds - 97.3%

 

  

Alabama - 1.7%

  
$    1,615,000   

Alabama Federal Aid Highway Finance Auth
5.00%, 09/01/2026

   $ 1,809,979  
1,250,000   

5.00%, 09/01/2034

     1,462,563  
1,000,000   

Alabama State Port Auth Rev, Docks Facilities
5.00%, 10/01/2032

     1,125,870  
1,415,000   

Birmingham, AL, Water Works Board Water Rev
5.00%, 01/01/2029

     1,648,036  
2,660,000   

Jefferson County, AL
5.00%, 04/01/2024

     3,018,089  
3,000,000   

Jefferson County, AL, Board of Education
5.00%, 02/01/2042

     3,350,670  
1,500,000   

Jefferson County, AL, Sewer Rev
5.00%, 10/01/2018

     1,507,020  
     

 

 

 
            13,922,227  
     

 

 

 
  

Alaska - 0.5%

  
375,000   

Alaska Municipal Bond Bank Auth Rev
5.75%, 09/01/2033

     376,327  
1,000,000   

CIVICVentures, AK
5.00%, 09/01/2026

     1,136,270  
2,000,000   

CIVICVentures, AK, Rev
5.00%, 09/01/2025

     2,278,040  
     

 

 

 
        3,790,637  
     

 

 

 
  

Arizona - 1.0%

  
1,360,000   

Pima County, AZ, IDA Education Rev, Legacy Traditional Charter School
8.50%, 07/01/2039

     1,444,116  
3,000,000   

Salt River, AZ, Agricultural Improvement
5.00%, 12/01/2027

     3,291,570  
855,000   

Salt Verde Financial Corp., AZ
5.25%, 12/01/2020

     916,124  
120,000   

Sundance, AZ, Community Facs Dist
7.13%, 07/01/2027(1)(8)

     120,026  
2,200,000   

Tempe, AZ, IDA
4.00%, 10/01/2023(1)

     2,213,508  
     

 

 

 
        7,985,344  
     

 

 

 
  

California - 7.5%

  
1,050,000   

California County, CA, Tobacco Securitization
5.00%, 06/01/2022(8)

     1,153,751  
855,000   

California State Communities DA Rev
5.00%, 10/01/2022(8)

     920,048  
1,000,000   

5.63%, 10/01/2032(8)

     1,071,210  
1,000,000   

California State Health Facs
5.00%, 02/01/2029

     1,168,630  
1,000,000   

California State Public Works Board, Correctional Facs Improvement
6.00%, 03/01/2035

     1,071,650  
2,000,000   

California State Public Works Board, Lease Rev
5.25%, 10/01/2023

     2,213,840  
170,000   

California State Public Works Board, State University Trustees
6.13%, 04/01/2029

     175,447  
3,000,000   

California State, GO
5.00%, 08/01/2029

     3,547,740  
300,000   

El Dorado, CA, Irrigation Dist
5.38%, 08/01/2024

     312,042  
315,000   

Elk Grove, CA, Finance Auth
5.00%, 09/01/2031

     359,440  
910,000   

Elk Grove, CA, Finance Auth Special Tax
5.00%, 09/01/2032

     1,034,625  
2,600,000   

Fresno Unified School Dist.
0.00%, 08/01/2031(2)

     1,637,792  
1,440,000   

Hemet, CA, USD Finance Auth Special Tax
5.00%, 09/01/2030(8)

     1,587,283  
1,535,000   

5.00%, 09/01/2031(8)

     1,686,274  


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$    400,000   

Huntington Park, CA, Public Finance Auth Rev
5.25%, 09/01/2019

   $     401,144  
1,000,000   

Inglewood, CA, Redevelopment Agency
5.00%, 05/01/2028

     1,177,240  
1,000,000   

5.00%, 05/01/2029

     1,169,600  
5,225,000   

Long Beach, CA, Finance Auth Natural Gas
3 mo. USD LIBOR + 1.45%, 3.02%, 11/15/2027(3)

     5,262,411  
2,000,000   

Oakland, CA, Airport Rev
5.00%, 05/01/2026

     2,149,540  
1,000,000   

Orange County, CA, Community Facs Dist, Special Tax
5.00%, 08/15/2034(8)

     1,098,050  
1,000,000   

5.00%, 08/15/2036

     1,102,060  
2,500,000   

5.00%, 08/15/2041

     2,736,850  
500,000   

Port of Oakland, CA
5.00%, 05/01/2023

     551,405  
1,000,000   

Rancho Cucamonga, CA, Redevelopment Agency Tax Allocation
5.00%, 09/01/2029

     1,148,100  
2,000,000   

Romoland School Dist.
5.00%, 09/01/2048(4)

     2,206,880  
500,000   

San Bernardino, CA, Community College Dist GO
6.38%, 08/01/2026

     500,000  
1,000,000   

San Buenaventura, CA, Community Memorial Health System
7.50%, 12/01/2041

     1,112,670  
60,000   

San Diego, CA, Redev Agency, Centre City Sub Pkg
5.25%, 09/01/2026

     60,192  
3,000,000   

San Diego, CA, Redevelopment Agency Tax Allocation
7.00%, 11/01/2039

     3,209,250  
805,000   

San Diego, CA, USD GO
4.00%, 07/01/2034

     853,879  
865,000   

4.00%, 07/01/2035

     913,648  
1,120,000   

San Francisco City & County, CA, Redevelopment Agency
6.50%, 08/01/2032

     1,177,400  
1,165,000   

San Joaquin Hills, CA, Transportation Auth
5.00%, 01/15/2029

     1,302,924  
500,000   

San Jose, CA, Redevelopment Agency
6.50%, 08/01/2023

     500,000  
1,250,000   

San Mateo, CA, Joint Powers Finance Auth
5.00%, 06/15/2029

     1,435,762  
1,250,000   

5.00%, 06/15/2030

     1,432,063  
2,000,000   

Santa Cruz County, CA, Redevelopment Agency
6.63%, 09/01/2029

     2,111,420  
500,000   

Santa Margarita, CA, Water Dist Special Tax
4.25%, 09/01/2021(8)

     522,300  
500,000   

5.00%, 09/01/2022(8)

     537,330  
500,000   

5.00%, 09/01/2023(8)

     542,855  
500,000   

5.00%, 09/01/2024(8)

     542,855  
500,000   

5.00%, 09/01/2025(8)

     541,635  
2,065,000   

5.00%, 09/01/2028(8)

     2,290,519  
50,000   

Southern California Public Power Auth
5.00%, 07/01/2023

     50,738  
1,500,000   

Stockton, CA, Redevelopment Agency
5.00%, 09/01/2029

     1,737,135  
1,250,000   

Ventura County, CA, Certificates of Participation
5.63%, 08/15/2027

     1,305,325  
1,000,000   

Washington Township, CA, Health Care Dist Rev
6.00%, 07/01/2029

     1,028,650  
     

 

 

 
            60,651,602  
     

 

 

 
  

Colorado - 0.9%

 

1,330,000   

Colorado Health Facs Auth Rev
1 mo. USD LIBOR + 1.25%, 2.67%, 10/01/2039(3)

     1,338,020  
1,000,000   

Denver City & County School Dist. No. 1, CO
5.50%, 12/01/2029

     1,238,860  
1,930,000   

E-470 Public Highway, CO, Auth Rev
1 mo. USD LIBOR + 1.05%, 2.43%, 09/01/2039(3)

     1,952,118  


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$    2,000,000   

Park Creek, CO, Metropolitan Dist
5.00%, 12/01/2029

   $ 2,291,120  
600,000   

University of Colorado Enterprise Rev
5.75%, 06/01/2028

     620,958  
     

 

 

 
        7,441,076  
     

 

 

 
  

Connecticut - 3.8%

  
6,500,000   

City of Bridgeport, CT, GO
5.00%, 08/15/2025

     7,402,980  
950,000   

City of Hartford, CT, GO
5.00%, 07/01/2027

     1,058,405  
1,500,000   

City of New Britain, CT, GO
5.00%, 03/01/2031

     1,710,825  
2,600,000   

City of New Haven, CT, GO
5.00%, 08/01/2024

     2,975,492  
405,000   

City of Waterbury, CT, GO
5.00%, 11/15/2031

     462,445  
1,000,000   

5.00%, 11/15/2032

     1,138,400  
585,000   

Connecticut Housing Finance Auth
4.00%, 11/15/2044

     606,048  
1,595,000   

4.00%, 11/15/2045

     1,662,165  
1,870,000   

4.00%, 05/15/2047

     1,971,859  
470,000   

Connecticut State, GO
5.00%, 04/15/2022

     513,381  
750,000   

5.00%, 05/15/2025

     849,818  
2,500,000   

5.00%, 04/15/2029

     2,817,100  
  

State of Connecticut

  
1,450,000   

5.00%, 03/15/2025

     1,639,617  
2,425,000   

5.00%, 06/15/2026

     2,760,814  
  

Town of Hamden, CT, GO

  
1,000,000   

4.00%, 08/15/2018

     1,000,970  
2,065,000   

5.00%, 08/15/2025

     2,326,594  
     

 

 

 
            30,896,913  
     

 

 

 
  

District of Columbia - 0.3%

  
  

Dist of Columbia Rev

  
735,000   

5.00%, 07/01/2032

     784,517  
270,000   

5.00%, 07/01/2037

     284,475  
1,500,000   

District of Columbia University Rev
5.25%, 04/01/2034(5)

     1,509,375  
     

 

 

 
        2,578,367  
     

 

 

 
  

Florida - 3.9%

  
  

Broward County, FL, Airport System Rev

  
145,000   

5.00%, 10/01/2019

     150,506  
265,000   

5.00%, 10/01/2020

     282,270  
285,000   

5.00%, 10/01/2021

     310,071  
  

City of Port State Lucie, FL

  
3,000,000   

4.00%, 07/01/2028

     3,201,150  
3,000,000   

4.00%, 07/01/2029

     3,188,130  
2,040,000   

Greater Orlando, FL, Aviation Auth
5.00%, 10/01/2024

     2,212,298  
1,750,000   

Lakeland, FL, Retirement Community Rev
6.38%, 01/01/2043

     1,768,287  
500,000   

Magnolia Creek, FL, Community Development Dist Capital Improvement
5.90%, 05/01/2039*(8)

     105,000  
1,000,000   

Manatee County, FL, School Dist
5.00%, 10/01/2030

     1,151,560  
190,000   

Miami Beach, FL, Health Facs Auth
5.00%, 11/15/2020

     201,835  
1,000,000   

Miami Beach, FL, Redevelopment Agency
5.00%, 02/01/2026

     1,137,570  
  

Miami-Dade County, FL, Aviation Rev

  
1,000,000   

5.00%, 10/01/2024

     1,102,830  
2,500,000   

5.00%, 10/01/2026

     2,743,550  
530,000   

5.00%, 10/01/2027

     600,384  
200,000   

5.00%, 10/01/2035

     212,246  


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$       625,000   

Miami-Dade County, FL, Expressway Auth
5.00%, 07/01/2024

   $ 718,919  
    3,000,000   

Miami-Dade County, FL, GO
5.00%, 07/01/2032

     3,438,570  
  

Orange County, FL, Health Facs Auth

  
1,190,000   

5.00%, 08/01/2024

     1,335,704  
1,280,000   

5.00%, 08/01/2025

     1,438,106  
1,350,000   

5.00%, 08/01/2026

     1,505,979  
  

Palm Beach County, FL, Health Facs Auth

  
1,000,000   

6.75%, 06/01/2024(8)

     1,139,220  
1,000,000   

6.80%, 06/01/2025(8)

     1,135,950  
1,150,000   

Putnam County, FL, DA Auth
5.00%, 03/15/2042

     1,289,345  
190,000   

Village, FL, Community Development Dist No. 11
3.25%, 05/01/2019(8)

     192,457  
775,000   

Volusia County, FL, School Board
5.00%, 08/01/2025

     886,926  
     

 

 

 
            31,448,863  
     

 

 

 
  

Georgia - 2.5%

  
2,000,000   

Atlanta, GA, Airport Passenger Facs Charge Rev
5.00%, 01/01/2023

     2,090,640  
  

Burke County, GA, DA Rev

  
285,000   

1.85%, 12/01/2049(5)

     284,732  
2,860,000   

2.35%, 10/01/2032(5)

     2,875,015  
4,450,000   

3.00%, 11/01/2045(5)

     4,440,699  
1,500,000   

Dekalb Newton and Gwinnett Counties, GA, Joint DA
6.00%, 07/01/2034

     1,559,760  
3,375,000   

Monroe County, GA, DA Rev
2.40%, 01/01/2039(5)

     3,382,088  
1,170,000   

Municipal Electric Auth Georgia, GA
5.00%, 01/01/2022

     1,278,365  
  

Municipal Electric Auth, GA

  
1,000,000   

5.00%, 11/01/2022

     1,110,760  
1,075,000   

5.00%, 01/01/2024

     1,197,572  
1,825,000   

5.00%, 01/01/2028

     2,088,676  
     

 

 

 
        20,308,307  
     

 

 

 
  

Hawaii - 0.3%

  
2,000,000   

Hawaii State Dept of Transportation
5.00%, 08/01/2022

     2,201,080  
     

 

 

 
  

Illinois - 16.6%

  
695,000   

Aurora, IL, Tax Increment Rev
6.75%, 12/30/2027(8)

     701,832  
1,000,000   

Chicago Board of Education
5.00%, 12/01/2024

     1,106,590  
  

Chicago, IL, Board of Education

  
3,500,000   

5.00%, 12/01/2034

     3,629,220  
1,295,000   

6.00%, 01/01/2020

     1,325,782  
1,510,000   

Chicago, IL, Board of Education, GO
5.00%, 12/01/2042

     1,520,404  
715,000   

Chicago, IL, Board of Education, Special Tax
6.00%, 04/01/2046

     835,041  
  

Chicago, IL, Metropolitan Water Reclamation Dist GO

  
3,500,000   

5.00%, 12/01/2027

     4,062,835  
2,530,000   

5.00%, 12/01/2031

     2,726,632  
1,700,000   

5.25%, 12/01/2032

     2,028,678  
  

Chicago, IL, Midway International Airport

  
500,000   

5.00%, 01/01/2021

     532,240  
1,420,000   

5.00%, 01/01/2031

     1,578,557  
1,000,000   

5.00%, 01/01/2036

     1,107,500  
  

Chicago, IL, Park Dist, GO

  
65,000   

5.00%, 01/01/2019

     65,763  
275,000   

5.00%, 01/01/2020

     278,080  


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

Chicago, IL, Transit Auth

  
$    3,000,000   

5.00%, 06/01/2020

   $     3,154,800  
415,000   

5.00%, 06/01/2025

     468,635  
800,000   

5.25%, 12/01/2027

     865,856  
5,000,000   

5.25%, 12/01/2028

     5,401,650  
  

City of Chicago, IL, GO

  
1,000,000   

5.00%, 01/01/2020

     1,028,440  
980,000   

5.00%, 01/01/2021

     1,022,963  
1,000,000   

5.00%, 12/01/2023

     1,030,300  
2,000,000   

5.00%, 01/01/2024

     2,133,520  
  

City of Chicago, IL, Wastewater Transmission Rev

  
1,000,000   

5.00%, 01/01/2028

     1,103,600  
2,500,000   

5.00%, 01/01/2029

     2,748,350  
  

City of Chicago, IL, Waterworks Rev

  
135,000   

5.00%, 11/01/2023

     148,057  
1,000,000   

5.00%, 11/01/2027

     1,134,180  
1,020,000   

5.00%, 11/01/2028

     1,124,989  
1,205,000   

5.00%, 11/01/2029

     1,301,376  
3,465,000   

Cook County, IL, Community Consolidated School Dist No. 15, GO
5.00%, 12/01/2024

     3,953,911  
  

Cook County, IL, Community High School Dist No. 212 Leyden

  
1,775,000   

5.00%, 12/01/2026

     1,996,751  
310,000   

5.00%, 12/01/2027

     347,011  
1,000,000   

5.00%, 12/01/2034

     1,097,560  
  

Cook County, IL, GO

 

1,000,000   

5.00%, 11/15/2026

     1,146,510  
4,300,000   

5.00%, 11/15/2027

     4,902,903  
600,000   

Cook, IL, Regional Transportation Auth
5.00%, 06/01/2035

     672,054  
1,400,000   

Illinois Finance Auth Rev, Art Institute of Chicago
6.00%, 03/01/2038

     1,436,428  
3,000,000   

Illinois Finance Auth Rev, Silver Cross Hospital and Medicine
5.50%, 08/15/2030

     3,006,210  
4,000,000   

Illinois Metropolitan Pier & Exposition Auth
0.00%, 12/15/2024(2)

     3,161,040  
  

Illinois State Finance Auth Rev

  
1,000,000   

5.00%, 10/01/2023

     1,129,170  
1,000,000   

5.00%, 11/15/2023

     1,133,100  
5,000,000   

5.00%, 02/15/2027

     5,867,300  
700,000   

5.00%, 10/01/2028

     805,056  
1,000,000   

5.00%, 11/15/2028

     1,118,870  
2,650,000   

5.00%, 11/15/2031

     2,961,030  
2,500,000   

5.00%, 11/15/2033

     2,775,650  
2,135,000   

5.00%, 11/15/2034

     2,334,964  
1,240,000   

7.75%, 08/15/2034

     1,318,046  
  

Illinois State Toll Highway Auth, Taxable Rev

  
1,000,000   

5.00%, 01/01/2027

     1,112,250  
1,000,000   

5.00%, 01/01/2031

     1,149,050  
  

Illinois State, GO

  
2,500,000   

5.00%, 01/01/2022

     2,558,175  
1,500,000   

5.00%, 08/01/2025

     1,574,115  
3,500,000   

5.00%, 11/01/2025

     3,772,895  
1,985,000   

5.00%, 02/01/2026

     2,106,224  
1,200,000   

5.00%, 02/01/2027

     1,295,592  
3,120,000   

5.00%, 11/01/2029

     3,336,590  
950,000   

5.00%, 05/01/2033

     991,838  
1,030,000   

6.50%, 06/15/2022

     1,092,573  
  

Kane Cook & DuPage Counties, IL, GO

  
4,200,000   

5.00%, 01/01/2031

     4,687,914  
1,700,000   

5.00%, 01/01/2034

     1,876,732  
1,700,000   

5.00%, 01/01/2035

     1,868,691  
  

Kane McHenry Cook & DeKalb Counties, IL, USD GO

  
1,875,000   

5.00%, 01/01/2027

     2,128,556  
2,000,000   

5.00%, 01/01/2029

     2,297,280  
1,665,000   

Kendall Kane & Will County, IL, USD GO
5.00%, 02/01/2034

     1,848,133  


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$    1,000,000   

Met Pier & Exposition Auth, IL, Rev
5.00%, 12/15/2035

   $ 1,069,160  
  

Metropolitan Pier & Exposition Auth, IL

 

1,120,000   

0.00%, 06/15/2020(2)

     1,060,338  
2,000,000   

0.00%, 06/15/2027(2)

     1,419,880  
3,895,000   

4.85%, 12/15/2042(6)

     2,173,176  
1,650,000   

5.00%, 12/15/2020

     1,738,044  
  

Railsplitter Tobacco Settlement Auth, IL

  
1,000,000   

5.00%, 06/01/2026

     1,145,370  
1,940,000   

5.00%, 06/01/2027

     2,206,013  
1,000,000   

5.50%, 06/01/2023

     1,100,760  
3,500,000   

State of Illinois
5.00%, 11/01/2024

     3,757,565  
     

 

 

 
            134,696,348  
     

 

 

 
  

Indiana - 1.8%

  
2,000,000   

City of Whiting, IN
5.00%, 03/01/2046(5)

     2,215,100  
  

Indiana Municipal Power Agency

  
2,000,000   

5.00%, 01/01/2031

     2,340,200  
1,050,000   

5.00%, 01/01/2032

     1,222,032  
870,000   

5.00%, 01/01/2033

     1,008,670  
180,000   

5.00%, 01/01/2034

     208,051  
1,000,000   

Indiana State Finance Auth Hospital Rev
5.00%, 12/01/2029

     1,128,020  
1,625,000   

Indiana State Finance Auth Rev
5.00%, 03/01/2023

     1,761,646  
1,000,000   

Indianapolis, IN, Airport Auth Rev
5.00%, 01/01/2029

     1,099,230  
1,000,000   

Indianapolis, IN, Local Public Improvement Bond Bank
5.00%, 01/01/2031

     1,127,920  
775,000   

Richmond, IN, Hospital Auth Rev
5.00%, 01/01/2035

     845,432  
250,000   

University of Southern Indiana
5.00%, 10/01/2023

     259,875  
1,000,000   

Whiting, IN, Environmental Facs Rev
1.85%, 06/01/2044(5)

     996,560  
     

 

 

 
        14,212,736  
     

 

 

 
  

Iowa - 0.1%

  
650,000   

Iowa Student Loan Liquidity Corp.
5.00%, 12/01/2024

     720,863  
     

 

 

 
  

Kansas - 0.3%

  
  

Wyandotte County-Kansas City, KS

 

1,000,000   

5.00%, 09/01/2025

     1,145,660  
1,390,000   

5.00%, 09/01/2028

     1,588,978  
     

 

 

 
        2,734,638  
     

 

 

 
  

Kentucky - 0.7%

  
2,910,000   

Kentucky Economic Development Finance Auth
5.00%, 12/01/2047

     3,164,334  
2,600,000   

Louisville & Jefferson County, KY, Metropolitan Gov’t Rev Catholic Health Initiatives
5.00%, 12/01/2023

     2,824,042  
     

 

 

 
        5,988,376  
     

 

 

 
  

Louisiana - 2.4%

  
  

City of Shreveport, LA, Water & Sewer Rev

  
2,000,000   

5.00%, 12/01/2027

     2,305,440  
1,000,000   

5.00%, 12/01/2035

     1,135,530  
1,400,000   

5.00%, 12/01/2036

     1,584,926  
  

Louisiana State Local Gov’t Environmental Facs & Community DA Rev

  
975,000   

5.75%, 11/15/2030(8)

     1,064,466  
1,155,000   

6.00%, 11/15/2030(8)

     1,282,720  
1,750,000   

6.00%, 11/15/2035(8)

     1,919,365  
4,000,000   

Louisiana State, GO
5.00%, 12/01/2031

     4,529,440  


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

New Orleans, LA, Aviation Board

  
$       750,000   

5.00%, 01/01/2026

   $ 858,135  
500,000   

5.00%, 01/01/2027

     575,870  
1,250,000   

5.00%, 01/01/2034

     1,370,387  
    2,500,000   

6.00%, 01/01/2023

     2,547,975  
     

 

 

 
            19,174,254  
     

 

 

 
  

Maryland - 0.4%

  
500,000   

Howard, MD, Special Obligation
4.00%, 02/15/2028(1)

     512,095  
480,000   

Maryland Econ Development Corp.
4.00%, 06/01/2020

     499,013  
2,000,000   

Rockville, MD, Mayor
3.00%, 11/01/2025

     1,989,620  
     

 

 

 
        3,000,728  
     

 

 

 
  

Massachusetts - 1.9%

  
6,915,000   

Commonwealth of Massachusetts, GO
3 mo. USD LIBOR + 0.46%, 2.04%, 11/01/2020(3)

     6,938,857  
200,000   

Massachusetts School Building Auth
5.00%, 11/15/2030

     233,618  
  

Massachusetts State Development Finance Agency

  
1,000,000   

4.00%, 10/01/2024(1)

     1,046,680  
1,000,000   

4.00%, 10/01/2025(1)

     1,041,710  
635,000   

4.00%, 10/01/2026(1)

     656,438  
165,000   

4.00%, 07/15/2036

     176,594  
480,000   

5.00%, 01/01/2019

     485,813  
1,000,000   

5.00%, 07/01/2029

     1,121,230  
2,000,000   

5.00%, 07/01/2030

     2,235,060  
1,200,000   

8.00%, 04/15/2031

     1,291,536  
     

 

 

 
        15,227,536  
     

 

 

 
  

Michigan - 3.3%

  
5,000,000   

Great Lakes, MI, Water Auth Water Supply System Rev
5.00%, 07/01/2029

     5,802,800  
  

Michigan Finance Auth

  
2,165,000   

5.00%, 04/01/2020

     2,261,624  
1,000,000   

5.00%, 07/01/2027

     1,113,450  
1,000,000   

5.00%, 07/01/2028

     1,110,170  
1,000,000   

5.00%, 07/01/2029

     1,103,630  
2,700,000   

5.00%, 10/01/2030

     3,012,984  
2,555,000   

5.00%, 06/01/2033

     2,833,597  
1,000,000   

5.00%, 06/01/2034

     1,106,780  
1,000,000   

Michigan State Building Auth
5.00%, 04/15/2027

     1,174,610  
  

Michigan State Hospital Finance Auth

  
1,505,000   

4.00%, 11/15/2031

     1,584,705  
345,000   

4.00%, 11/15/2032

     362,095  
2,000,000   

Royal Oak, MI, Hospital Finance Auth
8.25%, 09/01/2039

     2,011,140  
370,000   

State of Michigan
5.00%, 03/15/2027

     436,600  
2,465,000   

Wayne County, MI, Airport Auth Rev
5.00%, 12/01/2030

     2,791,074  
     

 

 

 
            26,705,259  
     

 

 

 
  

Minnesota - 0.7%

  
  

Duluth, MN, ISD, No. 709

  
2,935,000   

3.00%, 02/01/2021

     2,992,467  
1,180,000   

4.00%, 02/01/2027

     1,258,694  
250,000   

Rochester, MN, Healthcare & Housing Rev Facs
4.00%, 12/01/2019(8)

     254,640  
315,000   

Saint Francis, MN, ISD, No. 15
4.00%, 02/01/2029

     331,415  
365,000   

4.00%, 02/01/2030

     382,443  
750,000   

4.00%, 02/01/2031

     783,263  
     

 

 

 
        6,002,922  
     

 

 

 


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

Mississippi - 0.3%

 

$    1,850,000   

State of Mississippi
5.00%, 10/15/2029

   $ 2,088,002  
     

 

 

 
  

Missouri - 1.3%

  
1,000,000   

City of Saint Louis, MO, Airport Rev
5.00%, 07/01/2047

     1,135,290  
1,000,000   

5.00%, 07/01/2032

     1,158,780  
  

Kirkwood, MO, IDA Retirement Community

  
2,000,000   

5.25%, 05/15/2042

     2,128,640  
2,000,000   

5.25%, 05/15/2050

     2,116,660  
3,500,000   

8.25%, 05/15/2045

     3,892,280  
1,000,000   

Stone Canyon, MO, Community Improvement Dist Rev
5.75%, 04/01/2027*(7)(8)

     245,000  
     

 

 

 
            10,676,650  
     

 

 

 
  

Montana - 0.7%

  
2,855,000   

Montana Board of Housing
4.00%, 12/01/2043(4)

     3,011,397  
2,500,000   

Montana Facs Finance Auth
5.00%, 02/15/2028

     2,863,925  
     

 

 

 
        5,875,322  
     

 

 

 
  

Nevada - 1.0%

  
  

City of Reno NV

  
250,000   

5.00%, 06/01/2024

     282,548  
250,000   

5.00%, 06/01/2026

     288,235  
  

Clark County, NV

  
925,000   

2.25%, 12/01/2019(8)

     925,472  
880,000   

2.50%, 12/01/2018(8)

     881,126  
  

Clark County, NV, School Dist

  
1,000,000   

5.00%, 06/15/2028

     1,169,390  
1,900,000   

5.00%, 06/15/2029

     2,203,259  
370,000   

Las Vegas, NV, Special Improvement Dist
5.00%, 06/01/2028(8)

     384,759  
  

Las Vegas, NV, Spl Impt Dist

  
340,000   

5.00%, 06/01/2027(8)

     355,171  
635,000   

5.00%, 06/01/2029(8)

     656,679  
1,110,000   

Nevada State Natural Resources GO
5.00%, 03/01/2026

     1,245,220  
     

 

 

 
        8,391,859  
     

 

 

 
  

New Jersey - 2.8%

  
250,000   

City of Atlantic, NJ
5.00%, 03/01/2021

     266,748  
400,000   

City of Atlantic, NJ, GO
5.00%, 03/01/2022

     434,612  
  

New Jersey Economic Development Auth Rev, School Facilities Construction Bond

  
500,000   

5.00%, 06/15/2019

     513,555  
500,000   

5.00%, 06/15/2020

     526,340  
2,855,000   

New Jersey Health Care Facs Finance Auth
5.75%, 10/01/2031

     2,988,985  
  

New Jersey State Econ DA

  
990,000   

4.88%, 09/15/2019

     1,008,008  
1,000,000   

5.00%, 09/01/2021

     1,062,850  
2,000,000   

New Jersey State Educational Finance Auth Rev, University of Medicine & Dentistry
7.50%, 12/01/2032

     2,099,480  
5,000,000   

New Jersey State Transportation Trust Fund Auth
0.00%, 12/15/2032(2)

     2,818,200  
7,500,000   

New Jersey Transportation Trust Fund Auth
5.00%, 06/15/2021

     7,618,575  
2,870,000   

Tobacco Settlement Financing Corp., NJ
5.00%, 06/01/2029

     3,310,516  
     

 

 

 
        22,647,869  
     

 

 

 


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

New York - 7.3%

  
$    4,045,000   

City of New York, NY, GO
6.25%, 10/15/2028

   $ 4,085,538  
1,460,000   

Long Island, NY, Power Auth
1 mo. USD LIBOR + 0.88%, 2.35%, 05/01/2033(3)

     1,460,540  
  

Metropolitan Transportation Auth

  
370,000   

0.00%, 11/15/2027(2)

     282,680  
1,210,000   

0.00%, 11/15/2029(2)

     832,577  
1,000,000   

Metropolitan Transportation Auth, NY, Rev
5.25%, 11/15/2023

     1,079,010  
1,540,000   

New York City, Municipal Water Finance Auth Rev, Water And Sewer System
5.00%, 06/15/2032

     1,789,957  
1,335,000   

New York City, NY, Housing Development Corp.
4.50%, 02/15/2048(8)

     1,386,998  
1,000,000   

New York City, NY, Transitional Finance Auth
5.00%, 07/15/2026

     1,171,990  
1,020,000   

New York Mortgage Agency Rev
3.50%, 10/01/2034

     1,038,523  
  

New York State Dormitory Auth Rev

  
1,670,000   

5.00%, 03/15/2022

     1,806,990  
2,000,000   

5.00%, 12/15/2027

     2,242,660  
2,500,000   

5.00%, 03/15/2030

     2,877,480  
10,805,000   

5.00%, 03/15/2031

     12,442,720  
2,000,000   

5.38%, 03/01/2029

     2,044,960  
860,000   

New York State Energy Research & DA
2.38%, 07/01/2026(5)

     864,911  
2,300,000   

New York State Liberty Development Corp. Rev
5.15%, 11/15/2034(1)(8)

     2,522,479  
  

New York State Thruway Auth

  
1,000,000   

4.00%, 01/01/2037

     1,028,430  
1,000,000   

5.00%, 01/01/2019

     1,014,870  
1,000,000   

New York State Urban Development Corp. Rev
5.00%, 03/15/2026

     1,124,200  
2,345,000   

New York Transportation Development Corp. Rev
5.00%, 08/01/2018

     2,345,000  
1,145,000   

Newburth, NY, GO
5.00%, 06/15/2019

     1,175,835  
2,750,000   

PA of New York and New Jersey
5.00%, 10/15/2025

     3,130,792  
2,500,000   

Sales Tax Asset Receivable Corp., NY
5.00%, 10/15/2029

     2,884,900  
320,000   

Syracuse, NY, IDA
5.00%, 01/01/2029

     349,568  
  

Town of Oyster Bay, NY, GO

  
125,000   

2.50%, 03/01/2019

     125,033  
615,000   

2.63%, 03/01/2020

     615,086  
265,000   

3.00%, 03/01/2021

     270,488  
50,000   

3.75%, 12/01/2018

     50,329  
155,000   

4.00%, 11/01/2022

     161,185  
95,000   

5.00%, 03/15/2019

     96,785  
2,340,000   

5.00%, 08/15/2024

     2,646,259  
2,000,000   

TSASC, Inc., NY
5.00%, 06/01/2026

     2,302,840  
  

Yonkers, NY, GO

  
885,000   

3.00%, 08/15/2019

     896,850  
1,000,000   

5.00%, 03/15/2021

     1,074,310  
     

 

 

 
            59,222,773  
     

 

 

 
  

North Carolina - 1.1%

  
1,325,000   

North Carolina Eastern Municipal Power
4.00%, 01/01/2020

     1,369,838  
2,875,000   

North Carolina Housing Finance Agency
4.00%, 07/01/2047

     3,023,350  


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$    1,555,000   

North Carolina Medical Care Commission Retirement Finance Auth Rev, First Mortgage Galloway Ridge
5.88%, 01/01/2031(8)

   $ 1,616,391  
1,450,000   

North Carolina Medical Care Commission Rev
5.00%, 10/01/2027

     1,504,970  
1,000,000   

North Carolina State Medical Care Commission, Galloway Ridge, Inc.
6.00%, 01/01/2039(8)

     1,039,080  
     

 

 

 
        8,553,629  
     

 

 

 
  

Ohio - 3.2%

  
2,000,000   

Allen County, OH, Hospital Facs Rev
5.00%, 05/01/2023

     2,195,760  
  

Buckeye, OH, Tobacco Settlement Finance Auth

  
4,000,000   

5.88%, 06/01/2047

     4,034,400  
6,680,000   

6.00%, 06/01/2042

     6,679,933  
  

City of Cleveland, OH, Airport System Rev

  
1,165,000   

5.00%, 01/01/2022

     1,273,298  
1,385,000   

5.00%, 01/01/2023

     1,539,843  
430,000   

County of Hamilton, OH, Sales Tax Rev
5.00%, 12/01/2027

     511,077  
1,750,000   

County of Montgomery, OH
5.00%, 05/01/2039

     1,782,411  
1,200,000   

Cuyahoga, OH, Community College Dist
5.00%, 08/01/2027

     1,260,492  
4,000,000   

Dayton, OH, City School Dist GO
5.00%, 11/01/2027

     4,687,520  
2,275,000   

Lancaster, OH, Gas Rev
1 mo. USD LIBOR + 0.60%, 2.00%, 02/01/2019(3)

     2,275,500  
     

 

 

 
            26,240,234  
     

 

 

 
  

Oklahoma - 0.3%

  
  

Oklahoma Dev. Finance Auth

  
935,000   

5.25%, 08/15/2048

     1,050,557  
935,000   

5.50%, 08/15/2057

     1,062,412  
     

 

 

 
        2,112,969  
     

 

 

 
  

Oregon - 2.9%

  
1,665,000   

Benton & Linn Counties, OR,. Consolidated School Dist. No 509J & 509A Corvallis
1.00%, 06/15/2038(4)(6)

     1,755,027  
1,150,000   

Clackamas County, OR, Hospital Facility Auth
2.80%, 05/15/2024

     1,151,277  
8,200,000   

Clackamas County, OR, School Dist No. 12, GO
0.00%, 06/15/2040(2)

     3,316,326  
625,000   

Jackson County, OR, School Dist No. 4, GO
0.00%, 06/15/2034(2)

     340,331  
1,105,000   

Marion County, OR, School Dist. No 15 North Marion
0.00%, 06/15/2037(2)

     522,278  
2,500,000   

Oregon Health & Science University
4.00%, 07/01/2046

     2,575,600  
  

Port of Portland, OR, Airport Rev

  
1,000,000   

5.00%, 07/01/2031

     1,110,480  
750,000   

5.00%, 07/01/2032

     831,570  
3,425,000   

State of Oregon Housing & Community Services Department
4.50%, 01/01/2049

     3,699,719  
7,505,000   

Washington Clackamas & Yamhill Counties, OR, School Dist No. 88J
0.00%, 06/15/2034(2)

     4,139,908  
3,685,000   

Washington County, OR, School Dist No. 48, GO
5.00%, 06/15/2035(6)

     4,267,525  
     

 

 

 
        23,710,041  
     

 

 

 
  

Other U.S. Territories - 0.1%

  
1,085,000   

Puerto Rico Highway & Transportation Auth
4.95%, 07/01/2026

     1,143,742  
     

 

 

 
  

Pennsylvania - 5.9%

  
945,000   

Allegheny County, PA
5.00%, 03/01/2019

     963,645  


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$       500,000   

Allegheny County, PA, Hospital DA
5.38%, 08/15/2029

   $ 519,105  
925,000   

Allegheny County, PA, IDA Charter School
6.75%, 08/15/2035

     971,102  
  

Beaver County, PA, GO

  
1,220,000   

5.00%, 11/15/2020

     1,299,947  
1,285,000   

5.00%, 11/15/2021

     1,398,838  
1,345,000   

5.00%, 11/15/2022

     1,492,372  
930,000   

City of Philadelphia, PA, Water & Wastewater Rev
5.00%, 11/01/2029

     1,089,021  
290,000   

Commonwealth Finance Auth, PA
5.00%, 06/01/2031

     328,486  
3,000,000   

5.00%, 06/01/2026

         3,415,620  
125,000   

5.00%, 06/01/2028

     143,616  
1,070,000   

5.00%, 06/01/2029

     1,221,608  
1,000,000   

Delaware River, PA, Joint Toll Bridge Commission
5.00%, 07/01/2031

     1,170,740  
2,410,000   

Harrisburg, PA, School Dist GO
5.00%, 11/15/2026

     2,774,561  
  

Lancaster County, PA, Hospital Auth

  
635,000   

5.00%, 07/01/2024

     698,995  
515,000   

5.00%, 07/01/2025

     570,728  
2,410,000   

Montgomery County, PA, IDA Rev
5.00%, 12/01/2046

     2,590,654  
920,000   

Pennsylvania Higher Educational Facs Auth
5.00%, 05/01/2032

     1,049,232  
2,250,000   

Pennsylvania State IDA
5.00%, 07/01/2021

     2,442,780  
  

Pennsylvania State Turnpike Commission Rev

  
575,000   

MUNIPSA + 0.88%, 1.82%, 12/01/2020(3)

     580,497  
2,000,000   

MUNIPSA + 0.90%, 1.84%, 12/01/2021(3)

     2,025,800  
500,000   

5.00%, 12/01/2027

     576,090  
  

Pennsylvania Turnpike Commission

  
1,000,000   

5.00%, 12/01/2029

     1,140,090  
1,590,000   

5.00%, 12/01/2030

     1,805,238  
1,000,000   

5.00%, 12/01/2031

     1,152,880  
2,000,000   

5.00%, 12/01/2033

     2,245,800  
  

Pennsylvania Turnpike Commission Rev

  
925,000   

MUNIPSA + 0.98%, 1.92%, 12/01/2021(3)

     938,958  
755,000   

5.00%, 12/01/2042

     847,646  
  

Philadelphia, PA, Municipal Auth

  
750,000   

6.38%, 04/01/2029

     774,555  
800,000   

6.50%, 04/01/2034

     826,848  
  

Philadelphia, PA, School Dist GO

  
150,000   

3.00%, 09/01/2019

     151,917  
1,560,000   

5.00%, 09/01/2022

     1,714,191  
2,000,000   

5.00%, 09/01/2023

     2,223,000  
200,000   

5.25%, 09/01/2023

     211,832  
  

Pittsburgh, PA, School Dist GO

  
3,145,000   

5.00%, 09/01/2021

     3,433,365  
1,500,000   

5.00%, 09/01/2023

     1,634,715  
500,000   

Reading, PA, School Dist GO
5.00%, 03/01/2038

     557,125  
1,000,000   

Susquehanna, PA, Regional Airport Auth System Rev
5.00%, 01/01/2019

     1,012,700  
     

 

 

 
        47,830,054  
     

 

 

 
  

Puerto Rico - 0.7%

  
  

Commonwealth of Puerto Rico, GO

  
220,000   

0.00%, 07/01/2019(2)

     212,331  
1,810,000   

5.50%, 07/01/2019

     1,853,748  
4,645,000   

6.00%, 07/01/2039*

     1,939,287  
  

Puerto Rico Electric Power Auth

  
1,100,000   

5.00%, 07/01/2019

     1,121,659  
310,000   

5.25%, 07/01/2019

     316,798  
     

 

 

 
        5,443,823  
     

 

 

 


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

Rhode Island - 1.1%

 

$    1,415,000   

Cranston, RI, GO
5.00%, 07/01/2019

   $ 1,458,186  
1,000,000   

Rhode Island Commerce Corp.
5.00%, 06/15/2019

     1,030,010  
  

Rhode Island Health & Educational Bldg Corp.

  
2,700,000   

5.00%, 05/15/2027

     3,053,997  
2,020,000   

5.00%, 05/15/2028

     2,296,477  
1,500,000   

Rhode Island State & Providence Plantations
4.00%, 10/01/2018

     1,506,480  
     

 

 

 
        9,345,150  
     

 

 

 
  

South Carolina - 0.7%

  
1,987,000   

Lancaster County, SC, Sun City Assessment
7.70%, 11/01/2017*(8)

     417,270  
1,000,000   

South Carolina St Jobs-Econ DA Rev
5.25%, 08/01/2024

     1,150,740  
  

South Carolina State Public Service Auth

  
1,665,000   

5.00%, 12/01/2031

     1,812,536  
2,125,000   

5.00%, 12/01/2034

     2,288,242  
     

 

 

 
        5,668,788  
     

 

 

 
  

South Dakota - 0.9%

  
860,000   

South Dakota Housing DA
4.00%, 11/01/2047

     907,051  
2,480,000   

3.50%, 11/01/2046

     2,559,682  
1,000,000   

South Dakota State Education Enhancement
5.00%, 06/01/2026

     1,093,510  
750,000   

South Dakota State Educational Enhancement Funding Corp.
5.00%, 06/01/2023

     835,155  
1,415,000   

South Dakota State Health & Educational Facs Auth
5.00%, 11/01/2029

     1,583,611  
     

 

 

 
        6,979,009  
     

 

 

 
  

Tennessee - 1.7%

  
1,000,000   

Shelby County, TN, Health Educational & Housing Facs Board
5.00%, 09/01/2037(1)(8)

     933,490  
1,210,000   

Tennessee Housing Development Agency
3.50%, 01/01/2047

     1,246,917  
  

Tennessee Housing Development Agency Rev

  
2,035,000   

3.50%, 07/01/2045

     2,097,698  
4,405,000   

3.50%, 01/01/2047

     4,536,754  
4,635,000   

4.00%, 01/01/2049

     4,903,459  
     

 

 

 
            13,718,318  
     

 

 

 
  

Texas - 9.4%

  
1,000,000   

Arlington, TX, Higher Education Finance Corp. Rev
5.00%, 08/15/2027

     1,140,460  
  

Austin, TX, Airport System Rev

  
1,125,000   

5.00%, 11/15/2028

     1,285,391  
560,000   

5.00%, 11/15/2030

     635,886  
1,000,000   

City of Arlington, TX
5.00%, 02/15/2034

     1,119,780  
595,000   

City of Austin, TX, Airport System Rev
5.00%, 11/15/2026

     686,898  
2,250,000   

City of San Antonio, TX, Electric & Gas Systems Rev
5.00%, 02/01/2032

     2,604,217  
  

Clifton, TX, Higher Education Finance Corp.

  
1,000,000   

4.00%, 08/15/2029

     1,078,630  
1,050,000   

4.00%, 08/15/2030

     1,121,379  
500,000   

4.00%, 08/15/2031

     531,790  
5,000,000   

Dallas County, TX, Utility & Reclamation Dist, GO
5.00%, 02/15/2027

     5,859,000  
  

Dallas, TX, Area Rapid Transit Sales Tax Rev

  
1,500,000   

5.00%, 12/01/2028

     1,742,070  
1,000,000   

5.00%, 12/01/2030

     1,154,880  


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$    1,250,000   

Dallas, TX, ISD GO
1.50%, 02/15/2034(5)

   $ 1,249,988  
750,000   

Dallas-Fort Worth, TX, International Airport Rev
5.00%, 11/01/2023

     798,840  
1,000,000   

Denton, TX, ISD GO
0.00%, 08/15/2020(2)

     966,310  
1,500,000   

Grapevine-Colleyville, TX, ISD GO
5.00%, 08/15/2027

     1,733,235  
  

Harris County - Houston, TX

  
2,500,000   

5.00%, 11/15/2030

     2,799,600  
500,000   

5.00%, 11/15/2032

     550,260  
350,000   

5.00%, 11/15/2034

     383,513  
1,605,000   

Harris County Toll Road Auth
5.00%, 08/15/2032

     1,876,743  
2,000,000   

Houston, TX, Utility System Rev
6.00%, 11/15/2036

     2,069,573  
  

Kerrville, TX, Health Facs Development Corp.

  
1,300,000   

5.00%, 08/15/2024

     1,450,163  
1,500,000   

5.00%, 08/15/2035

     1,612,110  
1,580,000   

La Joya, TX, ISD GO
5.00%, 02/15/2025

     1,796,144  
  

New Hope, TX, Cultural Education Facs Finance Corp.

  
700,000   

1.85%, 11/01/2020

     690,858  
1,000,000   

3.25%, 11/15/2022(8)

     988,130  
3,375,000   

5.00%, 11/01/2031

     3,592,822  
1,000,000   

5.00%, 11/01/2046

     1,041,060  
  

North Texas Tollway Auth Rev

  
5,000,000   

0.00%, 01/01/2032(2)

     3,155,950  
1,000,000   

5.00%, 01/01/2030

     1,116,700  
1,200,000   

5.00%, 01/01/2035

     1,355,040  
230,000   

6.10%, 01/01/2028

     234,083  
1,985,000   

San Antonio, TX, Airport System Rev
5.00%, 07/01/2023

     2,171,987  
  

San Antonio, TX, Water Rev

  
2,200,000   

5.00%, 05/15/2026

     2,502,214  
1,440,000   

5.00%, 05/15/2031

     1,663,459  
3,525,000   

Socorro, TX, ISD
4.00%, 08/15/2035

     3,742,281  
1,000,000   

Spring Branch, TX, ISD GO
5.00%, 02/01/2026

     1,154,250  
  

Tarrant County, TX, Cultural Education Facs

  
2,575,000   

5.00%, 10/01/2034

     2,759,344  
1,000,000   

6.25%, 11/15/2029

     1,014,150  
2,030,000   

Texas Municipal Gas Acquisition & Supply Corp.
6.25%, 12/15/2026

     2,361,174  
1,800,000   

Texas State Transportation Commission Turnpike System
5.00%, 08/15/2032

     1,966,212  
2,500,000   

Texas State Transportation Commission, GO
MUNIPSA + 0.38%, 1.32%, 10/01/2041(3)

     2,500,425  
2,000,000   

Travis County, TX, Health Facs Development
7.13%, 11/01/2040

     2,232,500  
  

University of Texas

  
1,000,000   

5.00%, 08/15/2026

     1,189,790  
2,000,000   

5.00%, 07/01/2027

     2,329,420  
     

 

 

 
            76,008,709  
     

 

 

 
  

Utah - 0.3%

  
2,280,000   

Utah Housing Corp.
4.00%, 01/01/2045

     2,386,180  
     

 

 

 
  

Vermont - 0.3%

  
2,175,000   

Vermont Housing Finance Agency
4.00%, 11/01/2046

     2,271,657  
     

 

 

 
  

Virginia - 0.4%

  
1,500,000   

Chesapeake Bay, VA, Bridge & Tunnel Dist
5.00%, 07/01/2051

     1,660,110  


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$         85,000

  

Virginia State Resources Auth Infrastructure
5.00%, 11/01/2024

      $ 85,793  
1,750,000   

Washington County, VA, IDA
7.75%, 07/01/2038

        1,795,815  
        

 

 

 
           3,541,718  
        

 

 

 
  

Washington - 1.5%

     
2,060,000   

Chelan County, WA, Public Utility Dist No. 1
0.00%, 06/01/2028(2)

        1,503,388  
2,285,000   

FYI Properties, WA, Lease Rev
5.50%, 06/01/2034

        2,350,282  
4,900,000   

King County, WA, GO
4.00%, 07/01/2030

        5,328,652  
  

Washington State Health Care Facs Auth Rev

     
780,000   

5.00%, 07/01/2028

        863,382  
2,000,000   

5.00%, 03/01/2029

        2,243,560  
        

 

 

 
           12,289,264  
        

 

 

 
  

West Virginia - 0.5%

     
  

West Virginia State Econ DA

     
2,000,000   

1.70%, 01/01/2041(5)

        1,975,740  
1,740,000   

1.90%, 03/01/2040(5)

        1,738,260  
        

 

 

 
           3,714,000  
        

 

 

 
  

Wisconsin - 2.1%

     
  

Milwaukee County, WI, Airport Rev

     
1,705,000   

5.00%, 12/01/2024

        1,899,319  
1,790,000   

5.00%, 12/01/2025

        1,991,178  
750,000   

Public Finance Auth, WI
3.00%, 11/15/2022(1)

        751,267  
1,065,000   

3.50%, 11/15/2023(1)

        1,072,966  
1,600,000   

5.00%, 09/01/2025(1)

        1,734,704  
2,000,000   

5.00%, 10/01/2048(1)

        2,119,260  
  

Wisconsin State

     
125,000   

5.75%, 05/01/2033

        128,997  
2,160,000   

6.00%, 05/01/2036

        2,233,051  
  

Wisconsin State Health & Educational Facs Auth Rev

     
3,000,000   

5.00%, 11/15/2027

        3,372,360  
1,700,000   

5.00%, 12/01/2028

        1,917,073  
        

 

 

 
           17,220,175  
        

 

 

 
  

Wyoming - 0.2%

     
1,555,000   

Wyoming Community DA
4.00%, 12/01/2046

        1,636,684  
        

 

 

 
  

Total Municipal Bonds
(cost $781,538,235)

      $ 788,404,695  
        

 

 

 
  

Total Long-Term Investments
(cost $781,538,235)

      $ 788,404,695  
        

 

 

 

Short-Term Investments - 2.7%

     
  

Other Investment Pools & Funds - 2.7%

     
21,846,448   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.82%(9)

      $ 21,846,448  
        

 

 

 
  

Total Short-Term Investments
(cost $21,846,448)

      $ 21,846,448  
        

 

 

 


 

  The Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

    Total Investments
    (cost $803,384,683)

     100.0%      $ 810,251,143  
  

    Other Assets and Liabilities

     0.0%        (129,703
     

 

 

    

 

 

 
  

    Total Net Assets

     100.0%      $     810,121,440  
     

 

 

    

 

 

 

 

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 July 31, 2018, the aggregate value of these securities was $14,724,623, which represented 1.8% 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 July 31, 2018.

(4)

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $7,000,045 at July 31, 2018.

(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)

This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2018, the aggregate fair value of this security was $245,000, 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.

(8)

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 July 31, 2018, the aggregate value of this security was $32,761,831, which represented 4.0% of total net assets.

(9)

Current yield as of period end.

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

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 Hartford Municipal Opportunities Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Municipal Bonds

   $ 788,404,695      $      $ 788,404,695      $  

Short-Term Investments

     21,846,448        21,846,448                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $      810,251,143      $      21,846,448      $      788,404,695      $                 —  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2018, there were no transfers between any levels.


 

  Hartford Municipal Short Duration Fund

 

 

  Schedule of Investments

  July 31, 2018 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Municipal Bonds - 93.8%

  
  

Arizona - 1.9%

  
$    250,000   

Arizona State Health Facs Auth Hospital System Rev
5.00%, 02/01/2020

   $ 260,970  
105,000   

Tempe, AZ, IDA
4.00%, 10/01/2023(1)

     105,645  
     

 

 

 
        366,615  
     

 

 

 
  

California - 7.2%

  
170,000   

Alameda Corridor, CA, Transportation Auth Rev
0.00%, 10/01/2018(2)

     169,345  
195,000   

California County Tobacco Securitization Agency
5.00%, 06/01/2020(6)

     205,241  
250,000   

California Health Facs Finance Auth Rev
5.88%, 07/01/2025

     260,355  
200,000   

Jurupa, CA, Public Financing Auth
4.00%, 09/01/2018

     200,444  
80,000   

Long Beach Bond Finance Auth, CA
5.25%, 11/15/2018

     80,798  
100,000   

Orange County, CA, Community Facs Dist
4.00%, 08/15/2021(6)

     104,867  
150,000   

4.00%, 08/15/2021

     157,346  
75,000   

Roseville, CA, Natural Gas Financing Auth
5.00%, 02/15/2023

     82,857  
20,000   

San Jose, CA, Redevelopment Agency
6.50%, 08/01/2018

     20,000  
100,000   

Tustin, CA, Community Facs Dist
3.00%, 09/01/2019

     101,256  
     

 

 

 
            1,382,509  
     

 

 

 
  

Colorado - 2.8%

  
125,000   

Colorado Housing & Finance Auth Rev
4.00%, 05/01/2048

     131,220  
150,000   

Denver, CO, Convention Center Hotel Auth
5.00%, 12/01/2022

     165,295  
  

E-470 Public Highway, CO, Auth Rev

  
50,000   

0.00%, 09/01/2019(2)

     49,010  
40,000   

1 mo. USD LIBOR + 1.05%, 2.43%, 09/01/2039(3)

     40,458  
150,000   

Park Creek, CO, Metropolitan Dist
5.00%, 12/01/2021

     163,463  
     

 

 

 
        549,446  
     

 

 

 
  

Connecticut - 4.3%

  
150,000   

City of Bridgeport, CT, GO
4.00%, 08/15/2021

     159,524  
150,000   

City of New Haven, CT, GO
5.00%, 08/15/2021

     162,867  
100,000   

Connecticut State Health & Educational Facs Auth
3.25%, 09/01/2021(1)

     100,032  
140,000   

Connecticut State, GO
5.00%, 07/15/2022

     153,591  
250,000   

Town of Hamden, CT, GO
5.00%, 08/15/2019

     258,697  
     

 

 

 
        834,711  
     

 

 

 
  

District of Columbia - 0.9%

  
  

Metropolitan Washington, DC, Airports Auth

  
70,000   

5.00%, 10/01/2019

     72,658  
95,000   

5.00%, 10/01/2039

     100,796  
     

 

 

 
        173,454  
     

 

 

 
  

Florida - 2.6%

  
165,000   

Broward County, FL, Airport System Rev
5.00%, 10/01/2020

     175,753  
200,000   

City of Port, St. Lucie, FL
1.75%, 07/01/2022

     192,666  


 

  Hartford Municipal Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$      50,000   

Miami-Dade County, FL, Aviation Rev
5.00%, 10/01/2024

   $ 57,283  
65,000   

Miami-Dade County, FL, Seaport Rev
5.00%, 10/01/2021

     70,469  
     

 

 

 
        496,171  
     

 

 

 
  

Georgia - 2.3%

  
  

Burke County, GA, DA Rev

  
55,000   

1.85%, 12/01/2049(4)

     54,949  
70,000   

2.35%, 10/01/2032(4)

     70,367  
100,000   

3.00%, 11/01/2045(4)

     99,791  
100,000   

Monroe County, GA, DA Rev
2.40%, 01/01/2039(4)

     100,210  
100,000   

Municipal Electric Auth, GA
5.00%, 11/01/2022

     111,076  
     

 

 

 
        436,393  
     

 

 

 
  

Guam - 0.8%

  
150,000   

Antonio B Won Pat International Airport Auth, Guam
5.00%, 10/01/2018

     150,669  
     

 

 

 
  

Illinois - 19.8%

  
  

Chicago, IL, Board of Education, GO

  
45,000   

0.00%, 12/01/2021(2)

     40,711  
55,000   

0.00%, 12/01/2022(2)

     47,731  
100,000   

5.00%, 12/01/2021

     104,033  
225,000   

Chicago, IL, Midway International Airport Rev
5.00%, 01/01/2023

     247,671  
  

Chicago, IL, Transit Auth

  
100,000   

5.00%, 06/01/2019

     102,590  
100,000   

5.00%, 06/01/2020

     105,160  
100,000   

5.00%, 12/01/2022

     108,572  
250,000   

City of Chicago, IL, O’Hare International Airport
5.25%, 01/01/2019

         253,797  
70,000   

City of Chicago, IL, Park Dist GO
3.00%, 01/01/2021

     71,083  
160,000   

City of Chicago, IL, Wastewater Transmission Rev
0.00%, 01/01/2022(2)

     145,658  
  

City of Chicago, IL, Waterworks Rev

  
100,000   

5.00%, 11/01/2018

     100,800  
85,000   

5.00%, 11/01/2020

     90,380  
150,000   

City of Decatur, IL
5.00%, 03/01/2023

     165,789  
  

Cook County, IL, GO

  
100,000   

5.00%, 11/15/2019

     103,774  
150,000   

5.00%, 11/15/2022

     166,435  
125,000   

Illinois Housing DA
3.05%, 08/01/2022

     127,170  
  

Illinois State Finance Auth Rev

  
50,000   

5.00%, 08/15/2020

     52,517  
100,000   

5.00%, 11/15/2021

     108,826  
150,000   

5.00%, 02/15/2022

     165,180  
130,000   

7.75%, 08/15/2034

     138,182  
  

Illinois State, GO

  
180,000   

4.00%, 06/15/2020

     185,731  
100,000   

5.00%, 02/01/2020

     102,966  
75,000   

5.00%, 04/01/2021

     78,457  
120,000   

5.00%, 02/01/2022

     126,443  
200,000   

5.00%, 11/01/2022

     212,384  
55,000   

Illinois, Metropolitan Pier & Exposition Auth
0.00%, 06/15/2019(2)

     53,742  
100,000   

Kane McHenry Cook & DeKalb Counties, IL, USD GO
4.00%, 01/01/2020

     103,113  
50,000   

Kendall Kane & Will Counties, IL, USD GO
0.00%, 02/01/2021(2)

     47,260  
  

Metropolitan Pier & Exposition Auth, IL

  
50,000   

0.00%, 12/15/2019(2)

     48,165  
50,000   

0.00%, 06/15/2021(2)

     45,660  


 

  Hartford Municipal Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

Railsplitter, IL, Tobacco Settlement Auth

  
$      150,000   

5.00%, 06/01/2022

   $ 164,590  
50,000   

5.25%, 06/01/2021

     54,175  
150,000   

Village of Bolingbrook IL
5.00%, 01/01/2023

     165,576  
     

 

 

 
            3,834,321  
     

 

 

 
  

Kentucky - 1.1%

  
200,000   

Kentucky State Property & Building Commission
5.00%, 05/01/2020

     210,352  
     

 

 

 
  

Louisiana - 2.2%

  
110,000   

City of New Orleans, LA, Sewerage Service Rev
5.00%, 06/01/2021

     118,688  
  

New Orleans, LA, Aviation Board

  
75,000   

5.00%, 01/01/2019

     76,087  
200,000   

5.00%, 01/01/2023

     221,916  
     

 

 

 
        416,691  
     

 

 

 
  

Maryland - 0.9%

  
20,000   

Maryland Econ Development Corp.
4.00%, 06/01/2020

     20,792  
150,000   

Rockville, MD, Mayor
5.00%, 11/01/2018

     151,116  
     

 

 

 
        171,908  
     

 

 

 
  

Massachusetts - 2.1%

  
100,000   

Massachusetts Development Finance Agency
3.50%, 10/01/2022(1)

     102,810  
  

Massachusetts Educational Financing Auth

  
20,000   

5.00%, 07/01/2023

     22,279  
80,000   

5.00%, 07/01/2024

     90,273  
35,000   

Massachusetts Housing Finance Agency
1.50%, 12/01/2047(4)

     34,640  
150,000   

Massachusetts State Development Finance Agency Rev
5.00%, 07/01/2022

     164,542  
     

 

 

 
        414,544  
     

 

 

 
  

Michigan - 3.9%

  
150,000   

Jackson Public Schools, MI
5.00%, 05/01/2024

     170,815  
  

Michigan Finance Auth

  
150,000   

5.00%, 04/01/2019

     153,090  
150,000   

5.00%, 07/01/2019

     154,467  
150,000   

5.00%, 11/15/2022

     166,178  
100,000   

State of Michigan
5.00%, 03/15/2021

     108,016  
     

 

 

 
        752,566  
     

 

 

 
  

Minnesota - 1.8%

  
135,000   

City of Rochester, MN, Healthcare & Housing Rev Facs
3.50%, 12/01/2018(6)

     135,490  
200,000   

Duluth, MN, ISD, No. 709
5.00%, 02/01/2022

     217,484  
     

 

 

 
        352,974  
     

 

 

 
  

Missouri - 0.8%

  
50,000   

City of State Louis, MO, Airport Rev
5.00%, 07/01/2023

     56,089  
100,000   

Kirkwood, MO, IDA
5.00%, 05/15/2022

     106,807  
     

 

 

 
        162,896  
     

 

 

 
  

Nebraska - 1.2%

  
120,000   

Central Plains, NE, Energy Proj Gas Rev
5.25%, 12/01/2021

     131,688  


 

  Hartford Municipal Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$    100,000   

Washington County, NE
2.38%, 09/01/2030(4)

   $     100,475  
     

 

 

 
        232,163  
     

 

 

 
  

Nevada - 1.3%

  
150,000   

City of Reno, NV
5.00%, 06/01/2024

     167,805  
80,000   

Clark County, NV
2.25%, 12/01/2019(6)

     80,041  
     

 

 

 
        247,846  
     

 

 

 
  

New Jersey - 2.5%

  
50,000   

City of Atlantic, NJ, GO
5.00%, 03/01/2020

     52,202  
280,000   

New Jersey Educational Facs Auth Rev
5.00%, 09/01/2019

     289,296  
125,000   

Tobacco Settlement Financing Corp, NJ
5.00%, 06/01/2023

     139,494  
     

 

 

 
        480,992  
     

 

 

 
  

New Mexico - 1.3%

  
  

New Mexico Mortgage Finance Auth

  
90,000   

3.75%, 09/01/2048

     93,866  
150,000   

4.00%, 01/01/2049

     158,416  
     

 

 

 
        252,282  
     

 

 

 
  

New York - 2.1%

  
100,000   

New York State Dormitory Auth Rev
4.00%, 12/01/2018(1)

     100,599  
  

New York Transportation Development Corp. Rev

  
80,000   

5.00%, 08/01/2018

     80,000  
100,000   

5.00%, 01/01/2019

     101,362  
25,000   

Oyster Bay, NY, Public Improvement, GO
5.00%, 02/15/2019

     25,408  
100,000   

TSASC, Inc, NY
5.00%, 06/01/2020

     104,994  
     

 

 

 
        412,363  
     

 

 

 
  

North Dakota - 1.6%

  
  

North Dakota Housing Finance Agency

  
120,000   

3.50%, 07/01/2046

     123,851  
170,000   

4.00%, 01/01/2048

     179,083  
     

 

 

 
        302,934  
     

 

 

 
  

Ohio - 0.7%

  
  

City of Cleveland, OH, Airport System Rev

  
60,000   

5.00%, 01/01/2022

     65,577  
60,000   

5.00%, 01/01/2023

     66,708  
     

 

 

 
        132,285  
     

 

 

 
  

Oregon - 1.4%

  
  

State of Oregon Housing & Community Services Department

  
145,000   

3.50%, 07/01/2048

     149,956  
115,000   

4.50%, 01/01/2049

     124,224  
     

 

 

 
        274,180  
     

 

 

 
  

Pennsylvania - 8.9%

  
165,000   

Allegheny County, PA, Hospital DA
5.38%, 08/15/2029

     171,305  
125,000   

Beaver County, PA, GO
4.00%, 11/15/2018

     125,846  
150,000   

Commonwealth Financing Auth, PA
5.00%, 06/01/2022

     163,842  
100,000   

Lancaster County, PA, Hospital Auth
5.00%, 07/01/2020

     104,929  
  

Lehigh County, PA, IDA

  
65,000   

1.80%, 02/15/2027(4)

     63,902  
55,000   

1.80%, 09/01/2029(4)

     53,871  


 

  Hartford Municipal Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$    150,000   

Montgomery County, PA, IDA Rev
4.00%, 12/01/2020

   $ 155,301  
250,000   

Pennsylvania Turnpike Commission Rev
MUNIPSA + 0.98%, 1.92%, 12/01/2021(3)

     253,772  
150,000   

Philadelphia, IDA, PA
5.00%, 12/01/2022

     166,664  
  

Philadelphia, PA, Hospitals & Higher Education Facs Auth

  
115,000   

5.00%, 07/01/2019

     117,780  
20,000   

5.00%, 07/01/2020

     20,928  
  

Philadelphia, School Dist GO

  
85,000   

4.00%, 09/01/2022

     87,621  
65,000   

5.00%, 09/01/2020

     69,022  
150,000   

Reading, PA, School Dist GO
5.00%, 03/01/2023

     166,751  
     

 

 

 
            1,721,534  
     

 

 

 
  

Puerto Rico - 0.5%

  
40,000   

Commonwealth of Puerto Rico, GO
5.50%, 07/01/2019

     40,967  
  

Puerto Rico Electric Power Auth

  
25,000   

5.00%, 07/01/2019

     25,492  
35,000   

5.25%, 07/01/2019

     35,768  
     

 

 

 
        102,227  
     

 

 

 
  

Rhode Island - 2.0%

  
150,000   

Rhode Island Health & Educational Building Corp.
5.00%, 05/15/2022

     163,404  
45,000   

Rhode Island Housing & Mortgage Finance Corp.
4.00%, 10/01/2032

     46,315  
  

Rhode Island Tobacco Settlement Financing Corp.

  
100,000   

5.00%, 06/01/2020

     105,437  
60,000   

5.00%, 06/01/2021

     64,636  
     

 

 

 
        379,792  
     

 

 

 
  

South Dakota - 1.4%

  
250,000   

South Dakota State Educational Enhancement Funding Corp.
5.00%, 06/01/2023

     278,385  
     

 

 

 
  

Tennessee - 3.8%

  
150,000   

Shelby County, TN, Health Educational & Housing Facs Board
4.00%, 09/01/2022(1)(6)

     147,119  
  

Tennessee Housing Development Agency Rev

  
145,000   

3.50%, 07/01/2045

     149,467  
220,000   

3.50%, 01/01/2047

     226,580  
200,000   

3.50%, 01/01/2048

     206,738  
     

 

 

 
        729,904  
     

 

 

 
  

Texas - 8.0%

  
100,000   

Arlington, TX, Higher Education Finance Corp. Rev
4.00%, 12/01/2022

     107,609  
105,000   

City of San Antonio, TX, Airport System
5.00%, 07/01/2022

     115,386  
350,000   

Clear Creek ISD GO, TX
1.45%, 02/15/2035(4)

     347,147  
200,000   

Corpus Christi ISD GO, TX
2.00%, 08/15/2047(4)

     200,592  
210,000   

Harris County-Houston, TX, Sports Auth
5.00%, 11/15/2020

     223,954  
100,000   

Kerrville, TX, Health Facs Development Corp.
5.00%, 08/15/2020

     105,299  
  

Lower Colorado River, TX, Auth Rev

  
120,000   

4.00%, 05/15/2020

     124,726  
100,000   

5.00%, 05/15/2020

     105,688  
150,000   

New Hope, TX, Cultural Education Facs Finance Corp.
1.70%, 11/01/2019

     148,916  


 

  Hartford Municipal Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$         75,000   

Texas Municipal Gas Acquisition & Supply Corp. Rev
5.25%, 12/15/2018

 

   $ 75,929  
        

 

 

 
           1,555,246  
        

 

 

 
  

Virginia - 0.5%

     
90,000   

Wise County, VA, IDA Rev
1.88%, 11/01/2040(4)

 

     89,589  
        

 

 

 
  

Washington - 0.7%

     
55,000   

State of Washington, GO
5.00%, 08/01/2019

 

     56,904  
80,000   

Washington State Health Care Facs Auth Rev
5.00%, 10/01/2039

 

     83,424  
        

 

 

 
           140,328  
        

 

 

 
  

Wisconsin - 0.5%

     
100,000   

Public Finance Auth, WI
5.00%, 05/15/2020(1)

 

     104,373  
        

 

 

 
  

Total Municipal Bonds
(cost $18,213,846)

 

   $ 18,142,643  
        

 

 

 
  

Total Long-Term Investments
(cost $18,213,846)

      $ 18,142,643  
        

 

 

 

Short-Term Investments - 5.2%

 

  

Other Investment Pools & Funds - 5.2%

     
1,016,135   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.82%(5)

 

   $ 1,016,135  
        

 

 

 
  

Total Short-Term Investments
(cost $1,016,135)

 

   $ 1,016,135  
        

 

 

 
  

Total Investments
(cost $19,229,981)

     99.0%      $     19,158,778  
  

Other Assets and Liabilities

     1.0%        189,844  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 19,348,622  
     

 

 

    

 

 

 

 

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 July 31, 2018, the aggregate value of these securities was $660,578, which represented 3.4% 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 July 31, 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.

(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 July 31, 2018, the aggregate value of these securities was $672,756 , which represented 3.5% of total net assets.

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

LIBOR   

London Interbank Offered Rate                                         

MUNIPSA   

Municipal Swap Index Yield


 

  Hartford Municipal Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

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


 

  Hartford Municipal Short Duration Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Municipal Bonds

   $ 18,142,643      $      $ 18,142,643      $                 —  

Short-Term Investments

     1,016,135        1,016,135                
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $     19,158,778      $      1,016,135      $     18,142,643      $  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

 

(1)

For the period ended July 31, 2018, there were no transfers between any levels.


 

  The Hartford Quality Bond Fund

 

 

  Schedule of Investments

  July 31, 2018 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Asset & Commercial Mortgage Backed Securities - 32.2%

  
  

Canada - 0.7%

  
$       915,000   

Master Credit Card Trust
3.74%, 07/22/2024(1)

   $ 904,661  
     

 

 

 
  

Cayman Islands - 3.5%

  
  

BlueMountain CLO Ltd.

  
675,000   

3 mo. USD LIBOR + 1.420%, 3.75%, 11/20/2028(1)(2)

     675,567  
675,000   

3 mo. USD LIBOR + 1.600%, 3.95%, 10/22/2030(1)(2)

     673,671  
605,000   

3 mo. USD LIBOR + 2.500%, 4.84%, 04/13/2027(1)(2)

     604,566  
550,000   

Bowman Park CLO Ltd.
3 mo. USD LIBOR + 1.180%, 3.51%, 11/23/2025(1)(2)

     549,835  
250,000   

Carlyle Global Market Strategies CLO
3 mo. USD LIBOR + 0.970%, 3.31%, 04/17/2031(1)(2)

     248,631  
350,000   

LCM L.P.
3 mo. USD LIBOR + 1.400%, 3.75%, 04/20/2028(1)(2)

     348,759  
761,308   

LCM XVII L.P.
3 mo. USD LIBOR + 1.350%, 3.69%, 10/15/2026(1)(2)

     762,084  
785,000   

Madison Park Funding Ltd.
3 mo. USD LIBOR + 1.260%, 3.61%, 07/20/2026(1)(2)

     785,008  
     

 

 

 
        4,648,121  
     

 

 

 
  

United States - 28.0%

  
1,100,000   

245 Park Avenue Trust
3.66%, 06/05/2037(1)(3)

         1,062,784  
73,333   

Angel Oak Mortgage Trust LLC
2.81%, 01/25/2047(1)(3)

     72,867  
  

Cabela’s Credit Card Master Note Trust

  
625,000   

1 mo. USD LIBOR + 0.540%, 2.61%, 03/15/2023(2)

     628,136  
605,000   

2.71%, 02/17/2026(1)

     587,216  
961,000   

Capital Auto Receivables Asset Trust
3.62%, 05/20/2021

     965,100  
265,000   

Citigroup Commercial Mortgage Trust
3.15%, 11/15/2049

     253,701  
  

COLT Mortgage Loan Trust

  
104,842   

2.75%, 09/25/2046(1)(3)

     104,453  
117,814   

3.08%, 02/25/2048(1)(3)

     117,337  
281,469   

3.75%, 12/26/2046(1)(3)

     281,469  
  

Commercial Mortgage Trust

  
618,000   

3.63%, 10/10/2048

     614,494  
925,000   

3.70%, 08/10/2048

     926,344  
  

Connecticut Avenue Securities

  
112,824   

1 mo. USD LIBOR + 1.450%, 3.51%, 01/25/2029(2)

     113,655  
462,086   

1 mo. USD LIBOR + 5.000%, 7.06%, 07/25/2025(2)

     523,683  
  

CSAIL Commercial Mortgage Trust

  
1,180,950   

3.72%, 08/15/2048

     1,183,661  
925,000   

3.81%, 11/15/2048

     931,098  
750,000   

CSMC Trust
2.76%, 04/05/2033(1)

     737,630  
154,905   

Deephaven Residential Mortgage Trust
2.73%, 12/26/2046(1)(3)

     154,160  
  

Fannie Mae Connecticut Avenue Securities

  
680,557   

1 mo. USD LIBOR + 0.550%, 2.61%, 01/25/2030(2)

     680,611  
448,349   

1 mo. USD LIBOR + 0.750%, 2.81%, 02/25/2030(2)

     448,666  
383,010   

1 mo. USD LIBOR + 0.850%, 2.91%, 11/25/2029(2)

     383,919  
535,621   

1 mo. USD LIBOR + 1.150%, 3.21%, 09/25/2029(2)

     538,685  
203,463   

1 mo. USD LIBOR + 2.200%, 4.26%, 10/25/2028(2)

     204,485  
965,000   

1 mo. USD LIBOR + 2.550%, 4.61%, 12/25/2030(2)

     976,686  
865,000   

1 mo. USD LIBOR + 4.250%, 6.31%, 01/25/2029(2)

     979,319  
850,000   

1 mo. USD LIBOR + 4.450%, 6.51%, 01/25/2029(2)

     950,706  
788,255   

1 mo. USD LIBOR + 5.000%, 7.06%, 07/25/2025(2)

     877,493  
1,330,000   

Ford Credit Auto Owner Trust
3.61%, 01/15/2030(1)

     1,329,481  
  

FREMF Mortgage Trust

  
320,000   

3.65%, 11/25/2050(1)(3)

     304,942  
320,000   

3.70%, 04/25/2048(1)(3)

     313,245  


 

  The Hartford Quality Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$       440,000   

3.73%, 10/25/2049(1)(3)

   $ 416,441  
350,000   

3.80%, 02/25/2050(1)(3)

     334,959  
230,000   

3.84%, 08/25/2027(1)(3)

     220,294  
    1,240,000   

3.94%, 08/25/2023(1)(3)

     1,244,039  
600,000   

3.95%, 08/25/2047(1)(3)

     607,020  
1,610,000   

3.98%, 03/25/2028(1)(3)

         1,542,778  
165,000   

4.22%, 06/25/2047(1)(3)

     166,574  
184,000   

4.34%, 12/25/2044(1)(3)

     188,561  
200,000   

4.42%, 10/25/2030(1)(3)

     199,694  
720,752   

4.61%, 01/25/2048(1)(3)

     741,559  
500,000   

GS Mortgage Securities Corp.
1 mo. USD LIBOR + 1.300%, 3.37%, 07/15/2032(1)(2)

     500,001  
287,044   

GSR Mortgage Loan Trust
3.73%, 01/25/2036(3)

     283,702  
370,000   

Hertz Vehicle Financing II L.P.
3.29%, 02/25/2024(1)

     358,668  
125,000   

HSI Asset Securitization Corp. Trust
1 mo. USD LIBOR + 0.270%, 2.33%, 02/25/2036(2)

     124,144  
63,958   

IndyMac Index Mortgage Loan Trust
3.91%, 06/25/2036(3)

     60,615  
  

LSTAR Securities Investment Ltd.

 

206,554   

1 mo. USD LIBOR + 1.750%, 0.04%, 10/01/2022(1)(2)

     205,687  
522,148   

1 mo. USD LIBOR + 1.550%, 3.64%, 02/01/2023(1)(2)

     515,679  
90,061   

MortgageIT Trust
1 mo. USD LIBOR + 0.640%, 2.70%, 02/25/2035(2)

     90,104  
110,474   

Nationstar HECM Loan Trust
1.97%, 05/25/2027(1)

     110,198  
1,187,000   

Natixis Commercial Mortgage Securities Trust
4.40%, 06/17/2028(1)

     1,222,604  
  

New Residential Mortgage Loan Trust

 

70,673   

3.75%, 05/25/2054(1)(3)

     70,785  
219,466   

3.75%, 11/25/2056(1)(3)

     219,324  
909,035   

4.00%, 02/25/2057(1)(3)

     914,738  
  

NRZ Advance Receivables Trust

 

960,000   

2.58%, 10/15/2049(1)

     952,307  
1,210,000   

3.11%, 12/15/2050(1)

     1,202,282  
  

NRZ Excess Spread-Collateralized Notes

 

591,022   

3.19%, 01/25/2023(1)

     586,230  
253,679   

3.27%, 02/25/2023(1)

     252,257  
131,468   

Residential Accredit Loans, Inc.
4.39%, 09/25/2035(3)

     115,883  
338,437   

Santander Drive Auto Receivables Trust
2.74%, 01/15/2021

     338,392  
36,482   

Sequoia Mortgage Trust
1 mo. USD LIBOR + 0.460%, 2.55%, 02/20/2035(2)

     36,191  
222,140   

SLM Student Loan Trust
3 mo. USD LIBOR + 0.040%, 2.38%, 01/25/2019(2)(10)

     221,928  
101,491   

SoFi Consumer Loan Program LLC
3.05%, 12/26/2025(1)(10)

     101,084  
280,000   

Sofi Consumer Loan Program Trust
3.79%, 04/26/2027(1)

     278,305  
484,943   

Springleaf Funding Trust
3.16%, 11/15/2024(1)

     484,687  
265,000   

SPS Servicer Advance Receivables Trust
2.53%, 11/16/2048(1)

     265,869  
567,543   

Thornburg Mortgage Securities Trust
3.48%, 04/25/2045(3)

     571,111  
  

Towd Point Mortgage Trust

 

395,435   

2.25%, 04/25/2056(1)(3)

     385,783  
70,532   

2.75%, 04/25/2055(1)(3)

     69,539  
280,389   

2.75%, 08/25/2055(1)(3)

     273,773  
628,058   

2.75%, 10/25/2056(1)(3)

     615,317  
188,909   

2.75%, 04/25/2057(1)(3)

     185,182  
81,207   

3.00%, 03/25/2054(1)(3)

     80,525  
642,000   

3.75%, 04/25/2055(1)(3)

     641,117  
473,850   

3.75%, 05/25/2058(1)(3)

     473,060  


 

  The Hartford Quality Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$       375,000   

Verus Securitization Trust
3.70%, 07/25/2047(1)(3)

   $ 375,738  
1,050,000   

VNDO Mortgage Trust
3.34%, 11/15/2030(1)(3)

     1,027,360  
465,000   

WF-RBS Commercial Mortgage Trust
3.61%, 11/15/2047

     463,754  
     

 

 

 
        37,581,868  
     

 

 

 
  

Total Asset & Commercial Mortgage Backed Securities
(cost $43,576,590)

   $     43,134,650  
     

 

 

 

U.S. Government Agencies - 72.1%

 

  

Mortgage-Backed Agencies - 70.5%

 

  

FHLMC - 25.4%

 

$         12,504   

0.00%, 11/15/2036(4)(5)

   $ 11,309  
7,271,074   

0.29%, 01/25/2027(3)(6)

     158,253  
4,391,574   

0.61%, 03/25/2027(3)(6)

     195,756  
2,821,054   

0.71%, 01/25/2024(3)(6)

     95,206  
1,240,000   

1.64%, 04/25/2044(3)(6)

     128,487  
695,000   

1.66%, 07/25/2041(3)(6)

     48,627  
2,250,000   

1.75%, 11/25/2040(3)(6)

     152,170  
264,234   

2.50%, 12/15/2026(6)

     13,213  
999,929   

2.50%, 03/15/2028(6)(10)

     77,545  
259,385   

2.50%, 03/15/2028(6)

     19,862  
182,558   

2.50%, 05/15/2028(6)

     13,648  
1,023,943   

2.75%, 12/15/2041

     909,126  
257,093   

3.00%, 05/15/2032(6)

     18,708  
467,236   

3.00%, 03/01/2033

     462,640  
179,719   

3.00%, 03/15/2033(6)(10)

     22,150  
1,209,597   

3.00%, 04/01/2033

     1,197,700  
500,000   

3.00%, 08/01/2033(7)

     494,636  
1,036,991   

3.00%, 01/01/2037

     1,017,621  
260,000   

3.00%, 04/15/2042

     240,248  
1,676,738   

3.00%, 11/01/2046

     1,618,341  
2,457,414   

3.00%, 12/01/2046

     2,371,180  
995,000   

3.12%, 10/25/2031(3)

     932,921  
975,000   

3.19%, 07/25/2027

     954,138  
299,354   

1 mo. USD LIBOR + 1.120%, 3.26%, 08/25/2029(2)

     301,229  
625,000   

3.43%, 01/25/2027(3)

     623,695  
304,980   

3.50%, 06/15/2026(6)(10)

     20,032  
91,621   

3.50%, 09/15/2026(6)

     8,249  
162,178   

3.50%, 03/15/2027(6)

     14,091  
823,659   

3.50%, 03/15/2041(6)(10)

     101,296  
1,341,940   

3.50%, 10/01/2047

     1,329,872  
2,600,000   

3.50%, 08/01/2048(7)

     2,575,029  
2,500,000   

3.50%, 09/01/2048(7)

     2,472,864  
257,554   

4.00%, 08/15/2026(6)(10)

     24,440  
374,346   

4.00%, 07/15/2027(6)(10)

     35,340  
441,575   

4.00%, 03/15/2028(6)(10)

     41,255  
294,219   

4.00%, 03/15/2028(6)

     29,577  
159,636   

4.00%, 06/15/2028(6)

     16,663  
466,136   

4.00%, 07/15/2030(6)

     50,132  
334,620   

4.00%, 06/15/2041

     342,673  
225,000   

4.00%, 11/15/2041

     231,333  
571,000   

4.00%, 08/15/2043

     579,481  
314,512   

4.00%, 07/01/2044

     320,600  
6,405,000   

4.00%, 08/01/2048(7)

     6,502,710  
999,000   

1 mo. USD LIBOR + 2.300%, 4.36%, 09/25/2030(2)

     1,002,009  
106,448   

4.50%, 02/01/2039

     110,600  
1,108,539   

4.50%, 07/01/2042

     1,161,563  
176,809   

4.50%, 09/01/2044

     183,556  
890,170   

1 mo. USD LIBOR + 2.800%, 4.86%, 05/25/2028(2)

     913,755  
116,476   

5.00%, 10/01/2028

     122,913  
435,374   

5.00%, 09/01/2029

     459,739  
373,459   

5.00%, 01/01/2030

     394,494  
466,032   

5.00%, 09/01/2031

     491,162  
379,691   

5.00%, 11/01/2031

     400,165  
60,989   

5.00%, 09/01/2033

     65,231  
238,248   

5.00%, 09/15/2033(6)

     46,444  


 

  The Hartford Quality Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$       435,249   

5.00%, 05/01/2039

   $ 463,592  
678,883   

5.00%, 08/01/2039

     723,175  
248,551   

5.00%, 07/01/2041

     264,674  
50,000   

5.00%, 08/01/2048(7)

     52,697  
53,105   

5.50%, 08/15/2033

     56,995  
346,479   

5.50%, 04/01/2038

     373,391  
     

 

 

 
        34,060,201  
     

 

 

 
  

FNMA - 30.0%

 

108,339   

0.00%, 06/25/2036(4)(5)(10)

     91,193  
100,000   

0.00%, 09/25/2041(4)(5)(10)

     60,903  
510,145   

1.40%, 04/25/2055(3)(6)

     24,075  
527,092   

1.44%, 06/25/2055(3)(6)(10)

     25,873  
674,806   

1.51%, 08/25/2044(3)(6)(10)

     26,814  
398,021   

2.00%, 09/25/2039

     370,913  
335,000   

2.00%, 02/25/2043

     267,789  
44,950   

2.50%, 06/25/2028(6)(10)

     3,417  
420,000   

2.50%, 03/25/2043

     350,721  
598,667   

2.85%, 06/01/2027

     574,052  
785,000   

2.85%, 12/01/2027

     742,221  
1,140,000   

2.87%, 02/01/2032

     1,045,441  
950,000   

2.95%, 10/01/2025

     923,949  
339,707   

2.95%, 01/01/2028

     326,168  
900,000   

2.98%, 12/01/2029

     846,752  
442,255   

3.00%, 02/25/2027(6)(10)

     33,032  
149,523   

3.00%, 09/25/2027(6)(10)

     13,265  
445,247   

3.00%, 12/25/2027(6)(10)

     43,023  
1,033,183   

3.00%, 03/01/2037

     1,012,364  
281,562   

3.00%, 10/01/2037

     275,887  
1,357,278   

3.00%, 06/25/2048

     1,312,725  
3,022,000   

3.00%, 08/01/2048(7)

     2,912,689  
525,000   

3.00%, 09/25/2057

     474,009  
1,300,000   

3.07%, 11/01/2029

     1,232,366  
620,000   

3.09%, 02/25/2030(3)

     587,181  
1,100,000   

3.13%, 01/01/2030

     1,050,178  
1,146,197   

3.14%, 11/01/2027

     1,116,742  
1,800,000   

3.14%, 01/01/2030

     1,716,832  
850,000   

3.19%, 09/01/2029

     816,049  
1,700,000   

3.28%, 12/01/2032

     1,623,552  
1,327,800   

3.38%, 12/01/2029

     1,308,225  
1,085,000   

3.46%, 09/01/2037

     1,032,859  
1,585,126   

3.50%, 11/01/2026

     1,599,994  
192,388   

3.50%, 05/25/2027(6)(10)

     19,556  
279,683   

3.50%, 10/25/2027(6)(10)

     26,954  
72,174   

3.50%, 05/25/2030(6)(10)

     8,628  
87,300   

3.50%, 08/25/2030(6)(10)

     10,012  
216,425   

3.50%, 02/25/2031(6)(10)

     19,431  
170,072   

3.50%, 09/25/2035(6)(10)

     26,660  
236,029   

3.50%, 09/01/2043

     235,283  
392,607   

3.50%, 10/01/2044

     391,001  
417,631   

3.50%, 02/01/2045

     415,017  
406,208   

3.50%, 02/01/2046

     403,666  
877,203   

3.50%, 09/01/2046

     871,715  
377,206   

3.50%, 10/01/2046

     374,845  
148,023   

3.50%, 10/25/2046(6)(10)

     34,442  
264,112   

3.50%, 11/01/2046

     262,622  
275,374   

3.50%, 09/01/2047

     273,087  
199,276   

3.50%, 12/01/2047

     197,674  
289,247   

3.50%, 02/01/2048

     287,231  
500,000   

3.50%, 05/25/2048

     487,970  
779,000   

3.50%, 08/01/2048(7)

     771,836  
600,000   

3.50%, 09/01/2048(7)

     593,916  
200,000   

3.55%, 02/01/2030

     198,861  
1,219,387   

3.57%, 10/01/2029

     1,221,416  
1,000,000   

3.73%, 04/01/2033

     1,002,560  
200,000   

3.80%, 07/01/2030

     202,414  


 

  The Hartford Quality Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$         14,348   

3.89%, 05/01/2030

   $ 14,643  
329,045   

3.96%, 05/01/2034

     336,656  
412,834   

4.00%, 05/25/2027(6)

     37,311  
700,000   

4.00%, 08/01/2033(7)

     716,680  
560,630   

4.00%, 12/01/2040

     573,911  
151,030   

4.00%, 03/01/2041

     154,545  
43,969   

4.00%, 03/25/2042(6)(10)

     6,960  
465,014   

4.00%, 11/25/2043

     473,144  
175,811   

4.00%, 06/01/2044

     179,003  
24,059   

4.00%, 08/01/2044

     24,496  
216,648   

4.00%, 10/01/2044

     220,535  
396,050   

4.00%, 11/01/2044

     403,155  
409,538   

4.00%, 05/01/2045

     416,610  
244,092   

4.00%, 07/01/2045

     249,819  
844,888   

4.00%, 05/01/2046

     860,662  
210,658   

4.00%, 06/01/2046

     214,127  
255,433   

4.00%, 04/01/2047

     261,101  
1,330,000   

4.00%, 08/01/2048(7)

     1,350,989  
484,274   

4.06%, 03/01/2030

     498,454  
73,227   

4.50%, 07/25/2027(6)(10)

     7,674  
108,268   

4.50%, 08/01/2041

     113,444  
33,413   

4.50%, 09/01/2041

     34,991  
39,681   

5.46%, 05/25/2042(3)(6)

     4,069  
452,008   

5.50%, 07/25/2045(6)(10)

     98,880  
325,000   

5.50%, 08/01/2048(7)

     347,064  
622,870   

6.00%, 01/25/2042(6)(10)

     120,039  
553,038   

6.00%, 01/25/2047(6)(10)

     129,349  
389,369   

6.00%, 09/25/2047(6)(10)

     91,122  
     

 

 

 
            40,117,483  
     

 

 

 
  

GNMA - 15.1%

  
98,194   

1.75%, 09/20/2043

     92,496  
548,176   

2.14%, 04/20/2040

     441,918  
193,285   

3.00%, 09/20/2028(6)

     16,799  
275,098   

3.00%, 09/16/2042(10)

     237,580  
267,972   

3.00%, 09/20/2042(10)

     231,883  
121,612   

3.00%, 02/16/2043(6)

     20,185  
1,068,712   

3.00%, 04/20/2045

     1,040,167  
66,896   

3.00%, 08/15/2045

     65,349  
158,200   

3.00%, 11/20/2045

     155,115  
169,000   

3.00%, 02/20/2046

     156,187  
2,220,000   

3.00%, 08/01/2048(7)

     2,164,240  
96,327   

3.50%, 02/16/2027(6)

     8,687  
224,617   

3.50%, 03/20/2027(6)

     22,290  
220,480   

3.50%, 07/20/2040(6)

     25,743  
380,924   

3.50%, 12/20/2040

     378,522  
293,052   

3.50%, 02/20/2041(6)

     36,106  
486,126   

3.50%, 04/20/2042(6)

     65,325  
735,806   

3.50%, 10/20/2042(6)

     131,252  
401,201   

3.50%, 07/20/2043(6)(10)

     61,131  
45,000   

3.50%, 08/01/2048(7)

     45,019  
1,397,118   

4.00%, 04/16/2026(6)(10)

     139,953  
66,887   

4.00%, 12/16/2026(6)

     6,876  
843,252   

4.00%, 05/20/2029(6)

     85,884  
169,702   

4.00%, 02/15/2041

     175,234  
38,445   

4.00%, 05/16/2042(6)(10)

     5,258  
142,886   

4.00%, 03/20/2043(6)

     31,552  
56,892   

4.00%, 01/20/2044(6)(10)

     13,147  
489,031   

4.00%, 03/20/2047(6)

     95,176  
725,164   

4.00%, 07/20/2047(6)

     135,668  
1,055,430   

4.00%, 10/20/2047

     1,079,961  
1,028,745   

4.00%, 11/20/2047

     1,052,655  
1,520,000   

4.00%, 08/01/2048(7)

     1,553,963  
375,593   

4.50%, 06/20/2039

     386,762  
455,887   

4.50%, 09/16/2040

     489,587  
57,767   

4.50%, 09/20/2041

     60,824  


 

  The Hartford Quality Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$         32,511   

4.50%, 05/20/2044

      $ 34,218  
70,292   

4.50%, 06/20/2044

        74,141  
58,352   

4.50%, 10/20/2044

        61,411  
207,082   

4.50%, 04/20/2045(6)(10)

        49,369  
34,933   

4.50%, 01/20/2046

        36,734  
597,160   

4.50%, 01/20/2047(6)

        143,033  
678,683   

4.50%, 02/20/2048

        705,587  
5,400,000   

4.50%, 08/01/2048(7)

        5,607,984  
157,979   

5.00%, 05/20/2034

        168,968  
49,467   

5.00%, 07/15/2039

        52,825  
575,378   

5.00%, 02/16/2040(6)

        138,500  
390,502   

5.00%, 05/20/2040(6)(10)

        96,948  
715,936   

5.00%, 04/20/2041

        783,926  
35,812   

5.00%, 06/15/2041

        38,108  
179,543   

5.00%, 10/16/2041(6)(10)

        30,784  
34,412   

5.00%, 03/15/2044

        36,600  
148,013   

5.00%, 01/16/2047(6)

        36,768  
400,000   

5.00%, 08/01/2048(7)

        419,375  
436,520   

5.50%, 05/20/2038

        479,972  
347,539   

5.50%, 03/20/2039(6)(10)

        79,096  
436,732   

5.50%, 02/16/2047(6)

        98,253  
537,944   

5.50%, 05/20/2047(6)

        125,564  
24,360   

6.00%, 01/15/2039

        26,422  
161,316   

6.00%, 09/15/2040

        174,972  
373,619   

6.00%, 02/20/2046(6)

        86,323  
        

 

 

 
           20,294,375  
        

 

 

 
               94,472,059  
        

 

 

 
  

Other Direct Federal Obligations - 1.6%

     
  

SLM Student Loan Trust

     
313,977   

1 mo. USD LIBOR + 0.750%, 2.81%, 05/26/2026(2)(10)

        313,977  
293,027   

3 mo. USD LIBOR + 0.550%, 2.89%, 04/27/2026(1)(2)

        293,836  
755,066   

3 mo. USD LIBOR + 1.200%, 3.54%, 12/15/2033(1)(2)

        764,006  
740,528   

3 mo. USD LIBOR + 1.500%, 3.84%, 04/25/2023(2)

        755,117  
        

 

 

 
           2,126,936  
        

 

 

 
           2,126,936  
        

 

 

 
  

Total U.S. Government Agencies
(cost $98,516,957)

      $ 96,598,995  
        

 

 

 

U.S. Government Securities - 6.7%

 

  

Other Direct Federal Obligations - 0.6%

     
  

FHLB - 0.6%

     
700,000    Tennessee Valley Authority
4.25%, 09/15/2065
      $ 776,967  
        

 

 

 
  

U.S. Treasury Securities - 6.1%

     
  

U.S. Treasury Notes - 6.1%

     
8,270,408   

0.63%, 01/15/2026(8)

        8,141,346  
        

 

 

 
           8,141,346  
        

 

 

 
  

Total U.S. Government Securities
(cost $9,168,577)

      $ 8,918,313  
        

 

 

 
  

Total Long-Term Investments
(cost $151,262,124)

      $ 148,651,958  
        

 

 

 

Short-Term Investments - 5.4%

 

  

Other Investment Pools & Funds - 5.4%

 

7,152,838   

Fidelity Institutional Government Fund, Institutional Class, 1.79%(9)

      $ 7,152,838  
        

 

 

 
  

Total Short-Term Investments
(cost $7,152,838)

      $ 7,152,838  
        

 

 

 


 

The Hartford Quality Bond Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Total Investments Excluding Purchased Options
(cost $158,414,962)

     116.4%      $ 155,804,796  
  

Total Purchased Options
(cost $1,085,780)

     0.7%      $ 997,338  
        

 

 

 
  

Total Investments
(cost $159,500,742)

     117.1%      $ 156,802,134  
  

Other Assets and Liabilities

     (17.1)%        (22,919,151
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 133,882,983  
     

 

 

    

 

 

 

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 July 31, 2018, the aggregate value of these securities was $29,706,226, which represented 22.2% of total net assets.

(2)

Variable rate securities; the rate reported is the coupon rate in effect at July 31, 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)

Security is a zero-coupon bond.

(6)

Securities disclosed are interest-only strips.

(7)

Represents or includes a TBA transaction.

(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.

(10)

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 July 31, 2018, the aggregate value of these securities was $2,801,423, which represented 2.1% of total net assets.

 

OTC Swaption Contracts Outstanding at July 31, 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(1)     JPM       2.45     Pay       08/02/27       USD 700,000       700,000     $ 69,769     $ 81,900     $ (12,131
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57(1)     MSC       2.45     Receive       08/02/27       USD 2,500,000       2,500,000       249,174       402,042       (152,868
           

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

 

      3,200,000     $ 318,943     $ 483,942     $ (164,999
           

 

 

   

 

 

   

 

 

   

 

 

 
Puts

 

   
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57(1)     JPM       2.45     Receive       08/02/27       USD 700,000       700,000     $ 148,399     $ 140,630     $ 7,769  
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57(1)     MSC       2.45     Pay       08/02/27       USD 2,500,000       2,500,000       529,996       461,208       68,788  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

 

    3,200,000     $ 678,395     $ 601,838     $ 76,557  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased swaption contracts

 

      6,400,000     $ 997,338     $ 1,085,780     $ (88,442
           

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)

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 July 31, 2018, the aggregate value of these securities was $997,338 , which represented 0.7% of total net assets.


 

The Hartford Quality Bond Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

      Futures Contracts Outstanding at July 31, 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        09/28/2018        $ 422,750      $ (691

U.S. Treasury 10-Year Note Future

     221        09/19/2018                  26,392,234        2,780  

U.S. Treasury Long Bond Future

     41        09/19/2018          5,861,719        17,196  

U.S. Treasury Ultra Bond Future

     50        09/19/2018          7,845,312        70,221  
           

 

 

 

Total

 

   $ 89,506  
           

 

 

 

Short position contracts:

           

U.S. Treasury 5-Year Note Future

     10        09/28/2018        $ 1,131,250      $ 3,076  

U.S. Treasury 10-Year Ultra Future

     54        09/19/2018          6,863,906        (25,646
           

 

 

 

Total

 

   $ (22,570
           

 

 

 
           
           

 

 

 

Total futures contracts

 

   $ 66,936  
           

 

 

 

 

TBA Sale Commitments Outstanding at July 31, 2018  
Description    Principal
Amount
     Maturity
Date
   Market Value †      Unrealized
Appreciation/
(Depreciation)
 

FHLMC, 3.00%

   $ 5,309,000      08/01/2048    $ (5,113,136    $ 25,541  

FHLMC, 4.50%

     125,000      08/01/2048      (129,601      243  

FNMA, 2.50%

     1,917,000      08/01/2033      (1,855,372      5,969  

FNMA, 3.50%

     3,990,000      08/01/2033      (4,025,224      4,676  

FNMA, 4.50%

     6,500,000      08/01/2048      (6,742,226      10,875  
        

 

 

    

 

 

 

Total (proceeds receivable $17,912,863)

           $          (17,865,559    $                  47,304  
        

 

 

    

 

 

 

At July 31, 2018, the aggregate market value of TBA Sale Commitments represents (13.3)% of total net assets.

 

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

12 M Federal Funds Rate

   2.50% Fixed     USD        7,300,000        03/01/28        Annual      $ 23,222      $       —          $ 83,468     $ 60,246  

3 Mo. USD LIBOR

   3.00% Fixed     USD        13,264,000        04/30/25        Semi-Annual        18,166        —            3,300       (14,866

3 Mo. USD LIBOR

   2.28% Fixed     USD        5,925,000        07/14/27        Semi-Annual               —            344,815       344,815  

3 Mo. USD LIBOR

   2.91% Fixed     USD        1,725,000        07/14/27        Semi-Annual        4,216        —            (509     (4,725
                

 

 

    

 

 

    

 

 

   

 

 

 

Total

 

         $     45,604      $ —          $     431,074     $     385,470  
                

 

 

    

 

 

    

 

 

   

 

 

 

 

                 Foreign Currency Contracts Outstanding at July 31, 2018                    

  Amount and Description  

of Currency to be

Purchased

  

        Amount and Description        
of Currency to be

Sold

                  Counterparty      Settlement
Date
       Appreciation        Depreciation  
        5,718,644       USD                  640,000,000        JPY                   BCLY              10/10/18        $              —        $             (33,025)  

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)     
Counterparty Abbreviations:     
BCLY    Barclays   
JPM    JP Morgan Chase & Co.   
MSC    Morgan Stanley   
Currency Abbreviations:     
JPY    Japanese Yen   
USD    United States Dollar   
Other Abbreviations:     
CLO    Collateralized Loan Obligation   
FHLMC    Federal Home Loan Mortgage Corp.   
FNMA    Federal National Mortgage Association   


 

The Hartford Quality Bond Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

GNMA    Government National Mortgage Association   
LIBOR    London Interbank Offered Rate   
TBA    To Be Announced   


 

The Hartford Quality Bond Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Asset & Commercial Mortgage Backed Securities

   $ 43,134,650       $ —       $ 43,134,650       $ —   

U.S. Government Agencies

     96,598,995         —         96,598,995         —   

U.S. Government Securities

     8,918,313         —         8,918,313         —   

Short-Term Investments

     7,152,838         7,152,838         —         —   

Purchased Options

     997,338         —         997,338         —   

Futures Contracts(2)

     93,273         93,273         —         —   

Swaps - Interest Rate(2)

     405,061         —         405,061         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 157,300,468       $       7,246,111       $       150,054,357       $                   —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $ (33,025)      $ —       $ (33,025)      $ —   

Futures Contracts(2)

     (26,337)        (26,337)        —         —   

Swaps - Interest Rate(2)

     (19,591)        —         (19,591)        —   

TBA Sale Commitments

     (17,865,559)        —         (17,865,559)        —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       (17,944,512)      $ (26,337)      $ (17,918,175)      $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

For the period ended July 31, 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.


 

Hartford Real Total Return Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 64.5%

  
  

Automobiles & Components - 1.5%

  
4,255   

Bridgestone Corp.

   $ 167,844  
8,806   

Hota Industrial Manufacturing Co., Ltd.

     37,568  
11,225   

Isuzu Motors Ltd.

     151,905  
3,402   

NGK Spark Plug Co., Ltd.

     98,239  
15,158   

Nissan Motor Co., Ltd.

     143,381  
11,499   

Sumitomo Electric Industries Ltd.

     176,891  
3,716   

Suzuki Motor Corp.

     218,567  
6,254   

Tokai Rika Co., Ltd.

     129,890  
2,089   

Toyota Industries Corp.

     118,244  
     

 

 

 
        1,242,529  
     

 

 

 
  

Banks - 1.1%

  
1,450   

Bancolombia S.A. ADR

     66,569  
36,000   

China Construction Bank Corp. Class H

     32,914  
17,535   

China Merchants Bank Co., Ltd. Class H

     68,777  
310   

Credicorp Ltd.

     70,919  
111,432   

E.Sun Financial Holding Co., Ltd.

     77,768  
600   

Hang Seng Bank Ltd.

     16,351  
650   

HDFC Bank Ltd. ADR

     67,171  
57,038   

Mitsubishi UFJ Financial Group, Inc.

     350,035  
7,988   

San-In Godo Bank Ltd.

     75,055  
3,063   

Sumitomo Mitsui Trust Holdings, Inc.

     121,667  
     

 

 

 
                947,226  
     

 

 

 
  

Capital Goods - 4.0%

  
5,953   

Airtac International Group

     64,826  
13,366   

Amada Holdings Co., Ltd.

     134,394  
14,300   

AVIC Shenyang Aircraft Co., Ltd. Class A*

     79,746  
16,640   

Bizlink Holding, Inc.

     106,554  
5,300   

BOC Aviation Ltd.(1)

     33,383  
79,000   

China Railway Group Ltd. Class H

     68,628  
1,381   

Daifuku Co., Ltd.

     60,860  
614   

FANUC Corp.

     123,807  
3,206   

GS Engineering & Construction Corp.

     130,335  
962   

Harmonic Drive Systems, Inc.

     38,036  
1,443   

Harris Corp.

     238,023  
14,669   

Hazama Ando Corp.

     116,528  
2,547   

HDC Hyundai Development Co-Engineering & Construction*

     130,919  
350   

Hirata Corp.

     23,426  
451   

Hyundai Elevator Co., Ltd.

     36,953  
2,740   

Hyundai Engineering & Construction Co., Ltd.

     144,012  
1,327   

Hyundai Rotem Co., Ltd.*

     32,266  
14,845   

ITOCHU Corp.

     263,594  
6,145   

JGC Corp.

     119,239  
5,535   

Kinden Corp.

     88,981  
3,984   

Kumagai Gumi Co., Ltd.

     139,529  
488   

LS Industrial Systems Co., Ltd.

     31,649  
6,000   

Luxshare Precision Industry Co., Ltd. Class A

     15,960  
2,629   

Mercury Systems, Inc.*

     109,708  
2,746   

Minebea Mitsumi, Inc.

     49,283  
8,650   

Mitsubishi Electric Corp.

     117,525  
364   

Nidec Corp.

     52,871  
9,350   

Nissin Electric Co., Ltd.

     81,005  
3,137   

Noritz Corp.

     52,859  
9,483   

Samsung Engineering Co., Ltd.

     144,635  
289   

SMC Corp.

     97,930  
7,066   

Tadano Ltd.

     92,124  
2,207   

Taisei Corp.

     122,740  
9,113   

Takuma Co., Ltd.

     111,710  
4,605   

Toshiba Plant Systems & Services Corp.

     101,935  
1,163   

Voltronic Power Technology Corp.

     20,206  
39,000   

Weichai Power Co., Ltd. Class H

     47,714  


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

2,900   

Zhuzhou CRRC Times Electric Co., Ltd. Class H

   $ 17,421  
     

 

 

 
        3,441,314  
     

 

 

 
  

Commercial & Professional Services - 0.5%

 

1,862   

Aeon Delight Co., Ltd.

     68,152  
4,367   

Country Garden Services Holdings Co., Ltd.*

     7,133  
1,201   

Equifax, Inc.

     150,726  
2,000   

Raksul, Inc.*

     52,408  
2,204   

Wolters Kluwer N.V.

     132,722  
     

 

 

 
        411,141  
     

 

 

 
  

Consumer Durables & Apparel - 0.8%

 

7,000   

ANTA Sports Products Ltd.

     35,751  
3,332   

Bandai Namco Holdings, Inc.

     133,308  
205   

Cuckoo Holdings Co. Ltd.

     29,423  
3,100   

Jason Furniture Hangzhou Co., Ltd. Class A

     30,411  
1,629   

Roku, Inc.*

     73,989  
7,400   

Sekisui Chemical Co., Ltd.

     132,450  
3,265   

Shenzhou International Group Holdings Ltd.

     40,096  
987   

Sony Corp.

     53,048  
1,148   

Token Corp.

     88,514  
4,300   

Zhejiang Supor Cookware Co., Ltd. Class A

     34,238  
     

 

 

 
        651,228  
     

 

 

 
  

Consumer Services - 0.1%

 

14,537   

Houghton Mifflin Harcourt Co.*

     92,310  
3,200   

Sands China Ltd.

     16,533  
     

 

 

 
        108,843  
     

 

 

 
  

Diversified Financials - 0.2%

 

6,120   

Chailease Holding Co., Ltd.

     20,029  
64,000   

China Galaxy Securities Co., Ltd. Class H

     33,183  
66,000   

China Huarong Asset Management Co. Ltd. Class H(1)

     16,836  
43,200   

Huatai Securities Co., Ltd. Class H*(1)

     68,222  
340   

Noah Holdings Ltd. ADR*

     17,360  
     

 

 

 
                155,630  
     

 

 

 
  

Energy - 8.9%

 

39,260   

Alta Mesa Resources, Inc.*

     237,130  
451   

Cabot Oil & Gas Corp.

     10,599  
15,467   

Callon Petroleum Co.*

     166,425  
15,833   

Canadian Natural Resources Ltd.

     580,121  
13,320   

Centennial Resource Development, Inc. Class A*

     239,227  
73,000   

China Petroleum & Chemical Corp. Class H

     70,171  
1,091   

CNOOC Ltd. ADR

     183,288  
1,970   

Concho Resources, Inc.*

     287,325  
2,605   

Continental Resources, Inc.*

     166,381  
5,071   

Delek U.S. Holdings, Inc.

     270,386  
5,070   

Diamondback Energy, Inc.

     668,987  
1,600   

Ecopetrol S.A. ADR

     34,192  
4,902   

EOG Resources, Inc.

     632,064  
1,058   

EQT Corp.

     52,561  
12,193   

Extraction Oil & Gas, Inc.*

     184,358  
17,000   

Formosa Petrochemical Corp.

     67,003  
5,338   

Halliburton Co.

     226,438  
26,520   

Jagged Peak Energy, Inc.*(2)

     379,236  
1,930   

LUKOIL PJSC ADR

     138,441  
5,663   

Lundin Petroleum AB

     186,718  
9,584   

Newfield Exploration Co.*

     275,253  
3,236   

Noble Energy, Inc.

     116,787  
853   

Novatek OJSC GDR

     135,712  
1,625   

Pioneer Natural Resources Co.

     307,564  
6,403   

Plains GP Holdings L.P. Class A

     155,529  
13,017   

ProPetro Holding Corp.*

     213,999  
37,685   

Raging River Exploration, Inc.*

     159,332  
20,339   

Rosneft Oil Co. PJSC GDR

     134,358  
7,883   

Select Energy Services, Inc. Class A*

     120,452  
14,687   

SRC Energy, Inc.*

     166,257  


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

9,012   

Targa Resources Corp.

   $ 460,243  
3,651   

Vermilion Energy, Inc.(2)

     125,681  
2,358   

Viper Energy Partners L.P.

     75,409  
18,722   

WPX Energy, Inc.*

     351,412  
     

 

 

 
                7,579,039  
     

 

 

 
  

Food & Staples Retailing - 0.4%

 

16,200   

Atacadao Distribuicao Comercio e Industria Ltda

     67,505  
3,000   

Cia Brasileira de Distribuicao

     66,462  
1,600   

Laobaixing Pharmacy Chain JSC Class A

     16,876  
900   

Raia Drogasil S.A.

     17,831  
37,000   

Sun Art Retail Group Ltd.

     47,298  
11,500   

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

     33,573  
824   

Walgreens Boots Alliance, Inc.

     55,719  
222   

Zur Rose Group AG*

     27,966  
     

 

 

 
        333,230  
     

 

 

 
  

Food, Beverage & Tobacco - 1.2%

 

13,200   

Ambev S.A. ADR

     67,848  
6,000   

Angel Yeast Co., Ltd. Class A

     31,232  
4,269   

Asahi Group Holdings Ltd.

     207,494  
11,500   

China Mengniu Dairy Co., Ltd.*

     35,688  
7,685   

China Resources Beer Holdings Co., Ltd.

     34,629  
19,500   

Dali Foods Group Co. Ltd.(1)

     16,349  
9,356   

Japan Tobacco, Inc.

     266,269  
401   

Maeil Dairies Co., Ltd.

     29,182  
30,600   

Marfrig Global Foods S.A.*

     66,853  
283   

Orion Corp/Republic of Korea

     33,775  
92   

Ottogi Corp.

     72,603  
4,200   

Sichuan Swellfun Co., Ltd. Class A

     33,915  
6,000   

Tsingtao Brewery Co., Ltd. Class H

     32,130  
13,000   

Uni-President Enterprises Corp.

     34,388  
20,000   

WH Group Ltd.(1)

     16,102  
5,100   

Yantai Changyu Pioneer Wine Co., Ltd.

     32,162  
     

 

 

 
        1,010,619  
     

 

 

 
  

Health Care Equipment & Services - 5.4%

 

4,144   

Abbott Laboratories

     271,598  
1,639   

Acadia Healthcare Co., Inc.*

     64,708  
293   

Aetna, Inc.

     55,198  
730   

Anthem, Inc.

     184,690  
1,244   

Asahi Intecc Co., Ltd.

     47,592  
903   

athenahealth, Inc.*

     136,091  
932   

Baxter International, Inc.

     67,523  
13,920   

Boston Scientific Corp.*

     467,851  
1,564   

Cardinal Health, Inc.

     78,122  
494   

Centene Corp.*

     64,383  
811   

Cerner Corp.*

     50,347  
568   

Cigna Corp.

     101,911  
3,023   

CYBERDYNE, Inc.*

     35,632  
1,994   

Danaher Corp.

     204,544  
460   

Dentium Co., Ltd.

     37,520  
1,046   

Edwards Lifesciences Corp.*

     149,003  
767   

Essilor International Cie Generale d’Optique S.A.

     113,028  
1,439   

HCA Healthcare, Inc.

     178,767  
3,145   

HMS Holdings Corp.*

     75,260  
232   

Humana, Inc.

     72,890  
1,399   

Koninklijke Philips N.V.

     61,415  
670   

LifePoint Health, Inc.*

     43,416  
1,489   

McKesson Corp.

     187,018  
5,452   

Medtronic plc

     491,934  
401   

Molina Healthcare, Inc.*

     41,740  
713   

NuVasive, Inc.*

     41,390  
1,645   

OraSure Technologies, Inc.*

     27,619  
400   

Siemens Healthineers AG*(1)

     17,819  
6,781   

Smith & Nephew plc

     117,407  
1,643   

Stryker Corp.

     268,220  


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

2,595   

UnitedHealth Group, Inc.

   $ 657,106  
595   

WellCare Health Plans, Inc.*

     159,115  
500   

Zimmer Biomet Holdings, Inc.

     62,760  
     

 

 

 
        4,633,617  
     

 

 

 
  

Household & Personal Products - 0.1%

 

138   

Cosmax, Inc.

     16,819  
28   

LG Household & Health Care Ltd.

     30,322  
     

 

 

 
        47,141  
     

 

 

 
  

Insurance - 1.4%

 

11,700   

AIA Group Ltd.

     102,417  
66,000   

China Life Insurance Co., Ltd.

     69,913  
2,800   

IRB Brasil Resseguros S.A.

     39,837  
6,191   

MS&AD Insurance Group Holdings, Inc.

     189,628  
2,745   

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

     25,554  
5,200   

Porto Seguro S.A.

     68,718  
11,151   

Sony Financial Holdings, Inc.

     214,283  
8,520   

T&D Holdings, Inc.

     127,306  
6,769   

Tokio Marine Holdings, Inc.

     322,041  
     

 

 

 
        1,159,697  
     

 

 

 
  

Materials - 2.5%

 

7,444   

ADEKA Corp.

     125,996  
156,000   

Aluminum Corp. of China Ltd. Class H*

     71,136  
32,000   

Angang Steel Co., Ltd. Class H

     34,077  
10,955   

Anhui Conch Cement Co., Ltd. Class H

     70,454  
141,000   

China Molybdenum Co., Ltd. Class H

     72,225  
58,000   

China Resources Cement Holdings Ltd.

     66,307  
18,279   

Daicel Corp.

     201,388  
5,615   

Eugene Corp.

     34,190  
18,000   

Formosa Chemicals & Fibre Corp.

     71,012  
2,924   

Fujimi, Inc.

     72,983  
3,535   

Hanwha Chemical Corp.

     67,043  
1,223   

Huchems Fine Chemical Corp.

     34,669  
1,512   

Hyundai Steel Co.

     72,871  
28,000   

Jiangxi Copper Co., Ltd. Class H

     35,424  
9,259   

JSR Corp.

     178,030  
977   

Kumho Petrochemical Co., Ltd.

     99,020  
30,935   

Lee & Man Paper Manufacturing Ltd.

     30,142  
210   

LG Chem Ltd.

     70,628  
609   

Mondi Ltd.

     16,687  
27,000   

Nine Dragons Paper Holdings Ltd.

     33,489  
373   

OCI Co., Ltd.

     32,944  
1,675   

POSCO Chemtech Co., Ltd.

     74,142  
20,600   

Rongsheng Petro Chemical Co., Ltd. Class A

     35,281  
1,613   

Sanyo Chemical Industries Ltd.

     74,708  
60,000   

Shougang Fushan Resources Group Ltd.

     14,510  
1,493   

SKCKOLONPI, Inc.

     68,356  
7,180   

Ssangyong Cement Industrial Co., Ltd.

     33,761  
6,950   

Vale S.A. ADR

     101,887  
4,797   

Yamato Kogyo Co., Ltd.

     149,600  
5,900   

Zhejiang Huayou Cobalt Co., Ltd. Class A

     59,806  
     

 

 

 
                2,102,766  
     

 

 

 
  

Media - 5.4%

 

2,053   

CBS Corp. Class B

     108,132  
1,008   

Charter Communications, Inc. Class A*

     307,017  
2,451   

Cinemark Holdings, Inc.

     88,040  
32,796   

Comcast Corp. Class A

     1,173,441  
3,180   

Dentsu, Inc.

     133,531  
5,800   

Interpublic Group of Cos., Inc.

     130,790  
66,682   

ITE Group plc

     72,644  
3,431   

JCDecaux S.A.

     112,141  
2,672   

Liberty Global plc Class C*

     72,518  
3,636   

Liberty Media Corp-Liberty Formula One Class C*

     128,169  
4,509   

New York Times Co. Class A

     111,823  


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

13,062   

Nippon Television Holdings, Inc.

   $ 210,306  
1,679   

Omnicom Group, Inc.

     115,566  
2,386   

Publicis Groupe S.A.(2)

     152,266  
28,489   

Tarsus Group plc

     115,171  
10,585   

Television Francaise S.A.

     114,864  
9,957   

Twenty-First Century Fox, Inc. Class A

     448,065  
5,048   

Viacom, Inc. Class B

     146,644  
4,000   

Visual China Group Co., Ltd. Class A

     16,019  
7,224   

Walt Disney Co.

     820,357  
     

 

 

 
        4,577,504  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 8.1%

 

4,467   

Alkermes plc*

     195,878  
2,412   

Allergan plc

     444,025  
1,044   

Alnylam Pharmaceuticals, Inc.*

     99,180  
2,302   

Arena Pharmaceuticals, Inc.*

     88,834  
11,258   

AstraZeneca plc ADR

     440,526  
482   

Biogen, Inc.*

     161,166  
10,798   

Bristol-Myers Squibb Co.

     634,383  
1,292   

Celgene Corp.*

     116,396  
1,345   

Chugai Pharmaceutical Co., Ltd.

     68,414  
98   

Daewoong Pharmaceutical Co., Ltd.

     16,075  
3,999   

Eisai Co., Ltd.

     344,283  
5,380   

Eli Lilly & Co.

     531,598  
584   

Genmab A/S*

     100,061  
1,924   

Global Blood Therapeutics, Inc.*

     80,423  
1,072   

Heron Therapeutics, Inc.*

     40,146  
1,151   

Hikma Pharmaceuticals plc

     24,768  
2,119   

Incyte Corp.*

     140,998  
5,120   

Ironwood Pharmaceuticals, Inc.*

     98,714  
2,094   

Johnson & Johnson

     277,497  
3,380   

Medicines Co.*

     134,287  
5,114   

Mylan N.V.*

     190,803  
5,282   

Novartis AG

     443,274  
13,120   

Ono Pharmaceutical Co., Ltd.

     310,016  
633   

Portola Pharmaceuticals, Inc.*

     22,661  
710   

Regeneron Pharmaceuticals, Inc.*

     261,287  
894   

Roche Holding AG

     219,608  
2,869   

Seattle Genetics, Inc.*

     201,978  
2,075   

Shionogi & Co., Ltd.

     113,259  
25,815   

Sino Biopharmaceutical Ltd.

     35,357  
1,148   

Syneos Health, Inc.*

     56,568  
2,110   

Takeda Pharmaceutical Co., Ltd.

     89,090  
12   

Tecan Group AG

     3,045  
3,989   

Teva Pharmaceutical Industries Ltd. ADR

     95,497  
1,621   

Thermo Fisher Scientific, Inc.

     380,173  
1,837   

UCB S.A.

     157,935  
1,389   

Ultragenyx Pharmaceutical, Inc.*

     109,884  
1,084   

Vertex Pharmaceuticals, Inc.*

     189,754  
1,319   

Zealand Pharma A/S ADR*

     18,941  
     

 

 

 
                6,936,782  
     

 

 

 
  

Real Estate - 0.7%

 

9,000   

China Resources Land Ltd.

     33,000  
50,000   

CIFI Holdings Group Co., Ltd.

     32,664  
270   

Daito Trust Construction Co., Ltd.

     45,243  
72,000   

Future Land Development Holdings Ltd.*

     64,950  
1,900   

Iguatemi Empresa de Shopping Centers S.A.

     17,039  
219   

LaSalle Logiport REIT

     215,952  
11,500   

Longfor Group Holdings Ltd.

     32,444  
3,300   

Multiplan Empreendimentos Imobiliarios S.A.

     17,655  
5,840   

Outfront Media, Inc. REIT

     124,100  
24,600   

SM Prime Holdings, Inc.

     17,513  
     

 

 

 
        600,560  
     

 

 

 
  

Retailing - 1.6%

 

361   

Amazon.com, Inc.*

     641,656  


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

4,500   

B2W Cia Digital*

   $ 33,750  
25   

Booking Holdings, Inc.*

     50,718  
3,700   

Canon Marketing Japan, Inc.

     77,636  
494   

CJ ENM Co., Ltd.

     102,662  
513   

LOTTE Himart Co., Ltd.

     35,429  
10,254   

Marui Group Co., Ltd.

     203,738  
6,770   

Nishimatsuya Chain Co., Ltd.

     73,124  
894   

Shimamura Co., Ltd.

     83,657  
1,115   

Start Today Co., Ltd.

     44,847  
1,664   

Yume No Machi Souzou Iinkai Co., Ltd.

     38,213  
     

 

 

 
        1,385,430  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 5.6%

 

13,315   

Advanced Micro Devices, Inc.*

     244,064  
681   

ams AG*

     48,994  
6,694   

ASM Pacific Technology Ltd.

     80,553  
799   

ASML Holding N.V.

     171,024  
2,904   

ASPEED Technology, Inc.

     77,019  
1,967   

Broadcom, Inc.

     436,222  
497   

Disco Corp.

     84,844  
1,546   

Ferrotec Holdings Corp.

     23,111  
10,862   

FormFactor, Inc.*

     140,663  
180,000   

GCL-Poly Energy Holdings Ltd.*

     15,871  
2,119   

Global Unichip Corp.

     23,039  
12,143   

Globalwafers Co., Ltd.

     205,560  
4,894   

Integrated Device Technology, Inc.*

     168,500  
3,439   

Inter Action Corp.

     53,422  
572   

KLA-Tencor Corp.

     67,164  
452   

Koh Young Technology, Inc.

     44,097  
3,093   

Kulicke & Soffa Industries, Inc.

     81,531  
3,982   

Land Mark Optoelectronics Corp.

     35,533  
700   

Lasertec Corp.

     20,752  
9,927   

Marvell Technology Group Ltd.

     211,544  
1,764   

Microchip Technology, Inc.

     164,811  
2,251   

Micron Technology, Inc.*

     118,830  
22,177   

Nanya Technology Corp.

     57,057  
1,401   

NVIDIA Corp.

     343,049  
23,578   

Pan Jit International, Inc.*

     36,331  
4,063   

QUALCOMM, Inc.

     260,398  
668   

Rohm Co., Ltd.

     56,936  
853   

SCREEN Holdings Co., Ltd.

     62,232  
2,388   

Silergy Corp.

     54,927  
41,661   

Sino-American Silicon Products, Inc.*

     143,475  
3,332   

SK Hynix, Inc.

     257,532  
43,195   

Taiwan Semiconductor Manufacturing Co., Ltd.

     345,375  
2,044   

Tazmo Co., Ltd.

     28,917  
4,628   

Teradyne, Inc.

     200,161  
1,023   

Tokyo Electron Ltd.

     179,332  
2,087   

Tokyo Seimitsu Co., Ltd.

     70,844  
34,535   

UMS Holdings Ltd.

     20,804  
111,000   

United Microelectronics Corp.

     63,567  
10,630   

Vanguard International Semiconductor Corp.

     27,182  
3,639   

Win Semiconductors Corp.

     17,624  
     

 

 

 
        4,742,891  
     

 

 

 
  

Software & Services - 7.7%

 

4,500   

Aisino Corp. Class A

     17,998  
2,946   

Alibaba Group Holding Ltd. ADR*

     551,580  
392   

Alliance Data Systems Corp.

     88,153  
431   

Alphabet, Inc. Class A*

     528,932  
250   

Baidu, Inc. ADR*

     61,795  
485   

Baozun, Inc. ADR*(2)

     28,057  
12,900   

Beijing Shiji Information Technology Co., Ltd. Class A

     62,184  
256   

Cafe24 Corp.*

     36,735  
6,443   

DeNA Co., Ltd.

     121,519  
748   

Douzone Bizon Co., Ltd.

     36,296  
1,917   

DTS Corp.

     72,931  


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

371   

Electronic Arts, Inc.*

   $ 47,766  
1,767   

Facebook, Inc. Class A*

     304,949  
920   

FleetCor Technologies, Inc.*

     199,640  
1,220   

Global Payments, Inc.

     137,335  
7,800   

Glodon Co., Ltd. Class A

     31,551  
645   

GMO Payment Gateway, Inc.

     72,682  
2,016   

GoDaddy, Inc. Class A*

     148,418  
2,086   

Guidewire Software, Inc.*

     179,813  
3,700   

Infosys Ltd. ADR

     74,666  
2,967   

Microsoft Corp.

     314,739  
172   

NCSoft Corp.

     59,375  
18,176   

Nexon Co., Ltd.*

     261,892  
456   

Nintendo Co., Ltd.

     154,213  
2,343   

NSD Co., Ltd.

     50,388  
3,326   

PayPal Holdings, Inc.*

     273,198  
187   

PKSHA Technology, Inc.*

     21,059  
2,102   

salesforce.com, Inc.*

     288,289  
1,121   

ServiceNow, Inc.*

     197,251  
1,094   

Spotify Technology S.A.*

     200,016  
16,398   

Tencent Holdings Ltd.

     746,345  
568   

Total System Services, Inc.

     51,995  
22,075   

TravelSky Technology Ltd. Class H

     62,926  
2,410   

Visa, Inc. Class A

     329,543  
544   

WEX, Inc.*

     103,262  
1,999   

Workday, Inc. Class A*

     247,916  
1,230   

Xero Ltd.*

     39,191  
31,200   

Yahoo Japan Corp.

     118,703  
5,650   

Yandex N.V. Class A*

     203,174  
     

 

 

 
                6,526,475  
     

 

 

 
  

Technology Hardware & Equipment - 5.4%

 

10,702   

AAC Technologies Holdings, Inc.

     137,533  
78,000   

Acer, Inc.*

     63,925  
1,550   

Apple, Inc.

     294,950  
5,100   

AVIC Jonhon OptronicTechnology Co., Ltd. Class A

     31,480  
9,831   

Catcher Technology Co., Ltd.

     121,094  
32,269   

Chroma ATE, Inc.

     182,097  
1,593   

CommScope Holding Co., Inc.*

     51,151  
2,198   

Cray, Inc.*

     54,840  
2,500   

Dawning Information Industry Co., Ltd. Class A

     18,401  
4,365   

Ennoconn Corp.

     54,129  
2,331   

Enplas Corp.

     65,814  
3,012   

Fabrinet*

     117,829  
24,279   

Flex Ltd.*

     338,935  
18,037   

Getac Technology Corp.

     27,549  
20,554   

Hangzhou Hikvision Digital Technology Co., Ltd. Class A

     104,406  
3,855   

Hitachi High-Technologies Corp.

     157,439  
15,437   

Hytera Communications Corp. Ltd. Class A

     21,655  
1,387   

HyVision System, Inc.

     19,704  
3,185   

II-VI, Inc.*

     124,852  
131,301   

Inari Amertron Bhd

     79,298  
4,800   

Inspur Electronic Information Industry Co., Ltd. Class A

     17,792  
275   

IPG Photonics Corp.*

     45,111  
1,141   

Itron, Inc.*

     69,829  
415   

Keyence Corp.

     219,522  
4,557   

Kingpak Technology, Inc.

     28,064  
3,547   

Kyocera Corp.

     206,436  
704   

L&F Co., Ltd.

     32,232  
424   

Largan Precision Co., Ltd.

     71,396  
3,344   

Maxell Holdings Ltd.

     55,167  
2,160   

Motorola Solutions, Inc.

     262,008  
1,998   

NetApp, Inc.

     154,885  
1,690   

Quantenna Communications, Inc.*

     26,922  
353   

Samsung Electro-Mechanics Co., Ltd.

     48,591  
8,682   

Samsung Electronics Co., Ltd.

     360,392  
173   

Samsung SDI Co., Ltd.

     35,544  


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

     17,967      Sunny Optical Technology Group Co., Ltd.    $ 298,011  
     1,369      Taiyo Yuden Co., Ltd.      40,944  
     820      TDK Corp.      87,852  
     285,982      Tongda Group Holdings Ltd.      57,683  
     2,783      Venture Corp. Ltd.      34,221  
     12,154      Walsin Technology Corp.      138,416  
     4,774      Yageo Corp.      122,200  
     834      Zebra Technologies Corp. Class A*      115,034  
        

 

 

 
           4,595,333  
        

 

 

 
      Telecommunication Services - 1.1%   
     3,000      China Mobile Ltd. ADR      136,290  
     9,230      KDDI Corp.      256,934  
     9,646      Nippon Telegraph & Telephone Corp.      446,162  
     2,086      Verizon Communications, Inc.      107,721  
        

 

 

 
           947,107  
        

 

 

 
      Transportation - 0.4%   
     34,000      Air China Ltd. Class H      31,401  
     5,099      Japan Airlines Co., Ltd.      188,227  
     431      Jeju Air Co., Ltd.      16,370  
     15,800      Malaysia Airports Holdings Bhd      36,002  
     17,000      Rumo S.A.*      67,261  
     5,600      Yunda Holding Co., Ltd. Class A      39,063  
        

 

 

 
           378,324  
        

 

 

 
      Utilities - 0.4%   
     20,000      China Everbright Greentech Ltd.(1)      20,418  
     4,200      China Gas Holdings Ltd.      17,038  
     19,000      China Longyuan Power Group Corp. Ltd. Class H      17,697  
     18,000      China Resources Gas Group Ltd.      85,432  
     19,000      China Yangtze Power Co., Ltd. Class A      46,948  
     3,885      ENN Energy Holdings Ltd.      39,502  
     44,000      Guangdong Investment Ltd.      75,857  
     108,000      Huadian Power International Corp. Ltd. Class H      50,756  
     22,000      Huaneng Power International, Inc. Class H      16,574  
        

 

 

 
           370,222  
        

 

 

 
     

Total Common Stocks
(cost $51,352,693)

   $     54,884,648  
        

 

 

 

Foreign Government Obligations - 14.2%

 

   Australia - 1.0%

 

AUD      1,012,678     

Australia Government Bond
3.00%, 09/20/2025(3)(4)

     871,292  
        

 

 

 
      Austria - 0.4%   
EUR      243,000     

Austria Government Bond
3.90%, 07/15/2020(1)(3)

     308,492  
        

 

 

 
      Belgium - 0.3%   
     215,000     

Kingdom of Belgium Government Bond
2.60%, 06/22/2024(1)(3)

     287,752  
        

 

 

 
      Canada - 1.1%   
CAD      490,000     

Canadian Government Bond
3.50%, 12/01/2045

     460,446  
     458,365     

Canadian Government Real Return Bond
4.00%, 12/01/2031(4)

     505,158  
        

 

 

 
           965,604  
        

 

 

 
      Denmark - 0.1%   
DKK      418,000     

Denmark Government Bond
4.50%, 11/15/2039

     112,129  
        

 

 

 
      Finland - 0.3%   
EUR      200,000     

Finland Government Bond
3.38%, 04/15/2020(1)(3)

     249,506  
        

 

 

 
      France - 0.9%   
     398,016     

France Government Bond OAT
1.85%, 07/25/2027(3)(4)

     587,104  


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

     138,000     

3.50%, 04/25/2020(3)

   $ 172,619  
        

 

 

 
           759,723  
        

 

 

 
      Germany - 1.5%   
     979,743     

Deutsche Bundesrepublik Inflation Linked Bond
0.10%, 04/15/2026(3)(4)

     1,263,288  
        

 

 

 
      Ireland - 0.4%   
      Ireland Government Bond   
     166,000     

4.50%, 04/18/2020

     210,596  
     94,000     

5.40%, 03/13/2025

     145,601  
        

 

 

 
           356,197  
        

 

 

 
      Italy - 2.3%   
      Italy Buoni Poliennali Del Tesoro   
     954,216     

3.10%, 09/15/2026(3)(4)

     1,268,701  
     355,000     

4.75%, 08/01/2023(1)(3)

     470,685  
     141,000     

5.00%, 09/01/2040(3)

     202,848  
        

 

 

 
           1,942,234  
        

 

 

 
      Japan - 2.0%   
JPY      43,350,000     

Japan Government Twenty Year Bond
0.60%, 09/20/2037

     393,692  
     142,841,832     

Japanese Government CPI Linked Bond
0.10%, 03/10/2026(4)

     1,345,217  
        

 

 

 
           1,738,909  
        

 

 

 
      Netherlands - 0.5%   
EUR      212,000     

Netherlands Government Bond
4.00%, 01/15/2037(1)(3)

     380,882  
        

 

 

 
      Norway - 0.6%   
      Norway Government Bond   
NOK      2,767,000     

3.00%, 03/14/2024(1)(3)

     364,696  
     1,106,000     

3.75%, 05/25/2021(1)(3)

     144,858  
        

 

 

 
           509,554  
        

 

 

 
      Spain - 0.5%   
EUR      293,000     

Spain Government Bond
4.40%, 10/31/2023(1)(3)

     412,842  
        

 

 

 
      Sweden - 1.1%   
      Sweden Government Bond   
SEK      2,105,000     

2.50%, 05/12/2025

     276,006  
     1,055,000     

5.00%, 12/01/2020

     135,460  
     3,766,655     

Sweden Inflation Linked Bond
1.00%, 06/01/2025(4)

     538,642  
        

 

 

 
           950,108  
        

 

 

 
      United Kingdom - 1.2%   
      United Kingdom Gilt   
GBP      106,000     

3.50%, 01/22/2045(3)

     188,967  
     84,000     

3.75%, 09/07/2021(3)

     120,052  
     334,433     

United Kingdom Gilt Inflation Linked
0.63%, 03/22/2040(3)(4)

     693,743  
        

 

 

 
               1,002,762  
        

 

 

 
     

Total Foreign Government Obligations
(cost $12,279,901)

   $ 12,111,274  
        

 

 

 

Exchange-Traded Funds - 0.1%

 

   Other Investment Pools & Funds - 0.1%

 

     5,355      TOPIX Exchange Traded Fund      86,174  
        

 

 

 
  

Total Exchange-Traded Funds
(cost $84,894)

   $ 86,174  
        

 

 

 

Preferred Stocks - 0.2%

 

   Materials - 0.1%

 

     4,700     

Braskem S.A. Class A, 2.54%

     68,510  
        

 

 

 
      Technology Hardware & Equipment - 0.1%   
     3,029     

Samsung Electronics Co., Ltd.

     103,986  
        

 

 

 


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

Total Preferred Stocks
(cost $167,788)

   $ 172,496  
     

 

 

 

Warrants - 0.0%

 

   Energy - 0.0%

 

5,534   

Alta Mesa Resources, Inc. Expires 02/09/2023*

   $ 6,087  
     

 

 

 
  

Total Warrants
(cost $13,651)

   $ 6,087  
     

 

 

 
  

Total Long-Term Investments
(cost $63,898,927)

   $ 67,260,679  
     

 

 

 

Short-Term Investments - 18.9%

 

   Other Investment Pools & Funds - 15.5%

 

13,226,050   

Fidelity Institutional Government Fund, Institutional Class, 1.79%(5)

     13,226,050  
     

 

 

 
   Securities Lending Collateral - 0.7%

 

28,750   

Citibank NA DDCA, 1.91%, 08/01/2018(5)

     28,750  
295,573   

Goldman Sachs Financial Sq, Government Institutional Fund, 1.81%(5)

     295,573  
118,397   

Invesco Government & Agency Portfolio, 1.81%(5)

     118,397  
61,030   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.82%(5)

     61,030  
71,250   

Western Asset Institutional Government Class A Fund, 1.76%(5)

     71,250  
     

 

 

 
     575,000  
     

 

 

 
   U.S. Treasury Bill - 2.7%

 

$    2,315,000   

U.S. Treasury Bills
1.88%, 09/27/2018

     2,308,102  
     

 

 

 
  

Total Short-Term Investments
(cost $16,109,152)

   $     16,109,152  
     

 

 

 
  

Total Investments Excluding Purchased Options
(cost $80,008,079)

     97.9%      $ 83,369,831  
  

Total Purchased Options
(cost $867,245)

     0.3%      $ 276,144  
     

 

 

    

 

 

 
  

Total Investments
(cost $80,875,324)

     98.2%      $ 83,645,975  
  

Other Assets and Liabilities

     1.8%        1,502,463  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $     85,148,438  
     

 

 

    

 

 

 

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)

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 July 31, 2018, the aggregate value of these securities was $2,808,842, which represented 3.3% of total net assets.

(2)

Represents entire or partial securities on loan. See Note 2 for securities lending information.

(3)

These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At July 31, 2018, the aggregate value of these securities was $7,988,327, which represented 9.4% of total net assets.


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

(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)

Current yield as of period end.

OTC Option Contracts Outstanding at July 31, 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(1)    BOA      125.00 JPY per USD        01/15/19        11,729,040        USD        11,729,040     $ 3,613     $ 294,106     $ (290,493
                 

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

 

              11,729,040     $ 3,613     $ 294,106     $ (290,493
                 

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

 

                 

Calls

                    
iPath S&P 500 VIX    MLI      80.00 USD        09/21/18        (752)        USD        (752   $ (153   $ (2,634   $ 2,481  
USD Call/JPY Put    BOA      145.00 JPY per USD        01/15/19        (11,729,040)        USD        (11,729,040     (94     (89,727     89,633  
                 

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

 

              (11,729,792   $ (247   $ (92,361   $ 92,114  
                 

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

 

                 

Puts

                    
Consumer Staples Select Sector SPDR Fund    MSC      48.00 USD        09/21/18        (1,637)        USD        (1,637   $ (119   $ (982   $ 863  
Health Care Select Sector SPDR Fund    GSC      82.00 USD        10/19/18        (951)        USD        (951     (566     (827     261  
Nikkei 225 Index    MSC      21,000.00 JPY        08/10/18        (404)        JPY        (404     (28     (1,016     988  
S&P 500 Index    MSC      2,500.00 USD        08/31/18        (30)        USD        (30     (61     (777     716  
S&P 500 Index    BOA      2,500.00 USD        08/31/18        (30)        USD        (30     (61     (899     838  
S&P 500 Index    MSC      2,600.00 USD        09/21/18        (30)        USD        (30     (265     (834     569  
S&P 500 Index    GSC      2,550.00 USD        09/28/18        (30)        USD        (30     (243     (1,017     774  
S&P 500 Index    MSC      2,650.00 USD        10/19/18        (29)        USD        (29     (599     (789     190  
S&P 500 Index    GSC      2,650.00 USD        10/31/18        (29)        USD        (29     (714     (823     109  
SPDR S&P Homebuilders ETF    GSC      37.00 USD        09/21/18        (2,054)        USD        (2,054     (602     (1,089     487  
                 

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

 

              (5,224   $ (3,258   $ (9,053   $ 5,795  
                 

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

 

              (11,735,016   $ (3,505   $ (101,414   $ 97,909  
                 

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)

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 July 31, 2018, the aggregate value of these securities was $3,613, which represented 0.0% of total net assets.

 

        OTC Swaption Contracts Outstanding at July 31, 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(1)
   GSC      4.88%       Pay        04/02/24        USD        8,450,000        8,450,000      $ 107,155      $ 147,875      $ (40,720)  
3 Month USD LIBOR Interest Rate Swap Expiring
04/08/51(1)
   DEUT      5.17%       Pay        04/06/21        USD        3,010,000        3,010,000        13,953        29,799        (15,846)  
3 Month USD LIBOR Interest Rate Swap Expiring
04/08/51(1)
   BOA      5.17%       Pay        04/06/21        USD        3,365,000        3,365,000        15,598        33,313        (17,715)  
6 Month EUR EURIBOR Interest Rate Swap Expiring
04/10/54(1)
   GSC      3.92%       Pay        04/08/24        EUR        1,100,000        1,100,000        13,975        33,426        (19,451)  
6 Month EUR EURIBOR Interest Rate Swap Expiring 04/10/54(1)    MSC      3.92%       Pay        04/08/24        EUR        3,625,000        3,625,000        46,053        110,696        (64,643)  
                   

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

                    $ 19,550,000      $ 196,734      $ 355,109      $ (158,375)  
                   

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased swaption contracts

 

              19,550,000      $ 196,734      $ 355,109      $ (158,375)  
                   

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

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 July 31, 2018, the aggregate value of these securities was $196,734, which represented 0.2% of total net assets.


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

Exchange-Traded Option Contracts Outstanding at July 31, 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

        2,850.00        USD        09/21/18        21       USD        2,100     $ 54,180     $ 65,164     $ (10,984)  

S&P 500 Index

        3,025.00        USD        09/21/18        37       USD        3,700       3,607       58,942       (55,335)  

S&P 500 Index

        3,300.00        USD        03/15/19        83       USD        8,300       17,430       92,633       (75,203)  
                   

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

                      14,100     $ 75,217     $ 216,739     $ (141,522)  
                   

 

 

   

 

 

   

 

 

   

 

 

 

Puts

                         

iPath S&P 500 VIX Short-Term

        5.00        USD        01/18/19        29       USD        2,900     $ 580     $ 1,291     $ (711)  
                   

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

 

             17,000     $     75,797     $     218,030     $     (142,233)  
                   

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

                         

Puts

                         

S&P 500 Index

        2,375.00        USD        09/21/18        (10     USD        (1,000   $ (3,400   $ (54,970   $ 51,570  

S&P 500 Index

        2,500.00        USD        09/21/18        (9     USD        (900     (5,265     (47,313     42,048  
                   

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

                      (1,900   $ (8,665   $ (102,283   $ 93,618  
                   

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

                      (1,900   $ (8,665   $ (102,283   $ 93,618  
                   

 

 

   

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at July 31, 2018  
Description    Number
of
Contracts
     Expiration Date    Current
Notional
Amount
    

Value and    

Unrealized    

Appreciation/    

(Depreciation)    

 

Long position contracts:

           

90-Day Euro Future

     97      03/18/2019    $     23,563,725      $     (22,774

Amsterdam Index Future

     6      08/17/2018      801,379        13,875  

Australian 10-Year Bond Future

     13      09/17/2018      1,247,944        (5,423

Australian 3-Year Bond Future

     58      09/17/2018      4,793,924        (6,366

BIST 30 Index Future

     30      08/31/2018      73,789        738  

CAC40 10 Euro Future

     19      08/17/2018      1,224,192        14,739  

Canadian Dollar Future

     44      09/18/2018      3,387,780        53,386  

Canadian Government 10-Year Bond Future

     116      09/19/2018      12,017,773        17,313  

DAX Index Future

     1      09/21/2018      374,616        144  

E-Mini Russell 2000

     5      09/21/2018      418,100        (648

Euro BUXL 30-Year Bond Future

     20      09/06/2018      4,106,757        35,963  

Euro STOXX 50 Dividend Future

     79      12/21/2018      1,162,123        13,403  

Euro STOXX 50 Dividend Future

     143      12/20/2019      2,073,491        (34,898

Euro-BOBL Future

     18      09/06/2018      2,770,167        (2,515

Euro-Bund Future

     12      09/06/2018      2,267,323        (1,397

Euro-OAT Future

     3      09/06/2018      539,292        2,732  

Euro-Schatz Future

     54      09/06/2018      7,066,230        (7,415

FTSE 100 Future Index

     9      09/21/2018      909,951        8,136  

FTSE/MIB Index Future

     2      09/21/2018      259,432        1,937  


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

Hang Seng China Enterprises Index Future

     5      08/30/2018    $ 350,520      $ (40

Hang Seng Index Future

     1      08/30/2018      181,105        (1,501

Japanese Yen Future

     26      09/17/2018      2,915,250        (46,559

Long Gilt Future

     26      09/26/2018      4,186,613        4,453  

MSCI Emerging Market Index Future

     10      09/21/2018      548,150        (14,894

MSCI Taiwan Index Future

     6      08/30/2018      244,680        1,422  

Mini-10-Year JGB Future

     5      09/11/2018      673,210        (597

NASDAQ 100 E-Mini Future

     2      09/21/2018      289,790        2,399  

Nikkei 225 Index Future

     5      09/13/2018      1,006,126        6,041  

S&P 500 (E-Mini) Future

     25      09/21/2018      3,521,375        51,468  

S&P MID 400 EMini Index Future

     6      09/21/2018      1,191,600        (5,425

S&P TSX 60 Index Future

     7      09/20/2018      1,052,973        22,078  

SGX NIifty 50 Index

     4      08/30/2018      91,016        2,185  

SPI 200 Future

     12      09/20/2018      1,385,899        25,309  

U.S. Treasury 2-Year Note Future

     83      09/28/2018      17,544,125        (2,058

U.S. Treasury 5-Year Note Future

     153      09/28/2018      17,308,125        (37,878

U.S. Treasury Long Bond Future

     36      09/19/2018      5,146,875        21,517  

U.S. Treasury Ultra Bond Future

     7      09/19/2018      1,098,344        (9,857
           

 

 

 

Total

 

   $ 98,993  
           

 

 

 

Short position contracts:

 

90-Day Euro Future

     97      03/16/2020    $       23,505,525      $ 19,251  

Australian Dollar Future

     16      09/17/2018      1,190,240        (1,662

British Pound Future

     32      09/17/2018      2,630,000        35,128  

CBOE VIX Future

     2      09/19/2018      30,050        (285

Euro FX Future

     13      09/17/2018      1,907,344        908  

Euro STOXX 50 Dividend Future

     6      12/18/2020      90,438        (3,703

Euro STOXX 50 Dividend Future

     12      12/17/2021      176,806        (7,831

Euro STOXX 50 Future

     10      09/21/2018      412,196        (9,292

FTSE-China A50 Future

     40      08/30/2018      470,300        (2,517

FTSE/JSE Top 40 Future Index

     19      09/20/2018      740,982        (15,489

IBEX 35 Index Future

     2      08/17/2018      230,984        (4,914

Japan 10-Year Bond Future

     4      09/12/2018      5,390,690        (1,277

KOSPI 200 Index Future

     4      09/13/2018      266,348        13,080  

Long Gilt Future

     11      09/26/2018      1,771,259        (14,454

Swiss Franc Future

     11      09/17/2018      1,394,250        (9,650

TOPIX Index Future

     42      09/13/2018      6,565,845        59,293  

U.S. Treasury 10-Year Note Future

     127      09/19/2018      15,166,578        9,589  
           

 

 

 

Total

 

   $ 66,175  
           

 

 

 
  
           

 

 

 

Total futures contracts

 

   $         165,168  
           

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at July 31, 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:

 

                  

ITRAXX.SEN.FIN.29.V1

   BNP    EUR      310,000        (1.00%)        06/20/23        Quarterly      $      $ (3,212   $ (4,917   $ (1,705

ITRAXX.SEN.FIN.29.V1

   MSC    EUR      160,000        (1.00%)        06/20/23        Quarterly               (1,889     (2,540     (651

ITRAXX.SEN.FIN.29.V1

   GSC    EUR      330,000        (1.00%)        06/20/23        Quarterly               (4,344     (5,236     (892

ITRAXX.SEN.FIN.29.V1

   CBK    EUR      630,000        (1.00%)        06/20/23        Quarterly               (6,649     (9,996     (3,347
                    

 

 

    

 

 

   

 

 

   

 

 

 

Total

            $      $ (16,094   $ (22,689   $ (6,595
                    

 

 

    

 

 

   

 

 

   

 

 

 

Sell protection:

 

ITRAXX.SEN.FIN.29.V1

   BNP    EUR      1,390,000        1.00%        06/20/23        Quarterly      $ 8,893      $     $ 22,054     $ 13,161  

ITRAXX.SEN.FIN.29.V1

   BNP    EUR      310,000        1.00%        06/20/23        Quarterly        2,999              4,919       1,920  

ITRAXX.SEN.FIN.29.V1

   MSC    EUR      240,000        1.00%        06/20/23        Quarterly        2,688              3,809       1,121  

ITRAXX.SEN.FIN.29.V1

   MSC    EUR      100,000        1.00%        06/20/23        Quarterly        1,238              1,587       349  
                    

 

 

    

 

 

   

 

 

   

 

 

 

Total

            $ 15,818      $     $ 32,369     $ 16,551  
                    

 

 

    

 

 

   

 

 

   

 

 

 
                  
                    

 

 

    

 

 

   

 

 

   

 

 

 

Total traded indices

            $ 15,818      $ (16,094   $ 9,680     $ 9,956  
                    

 

 

    

 

 

   

 

 

   

 

 

 


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

Credit default swaps on single-name issues:

 

 

Sell protection:

 

 

Republic of Turkey

   BCLY      USD        355,000        1.00 %/—      06/20/23        Quarterly      $      $ (31,885   $ (32,521   $ (636

Republic of Turkey

   BCLY      USD        620,000        1.00 %/—      06/20/23        Quarterly               (51,555     (56,797     (5,242

United Mexican States

   MSC      USD        580,000        1.00 %/—      06/20/23        Quarterly               (7,709     (2,852     4,857  
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total

        $      $ (91,149   $ (92,170   $ (1,021
                   

 

 

    

 

 

   

 

 

   

 

 

 
              
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total single-name issues

 

     $      $ (91,149   $ (92,170   $ (1,021
                   

 

 

    

 

 

   

 

 

   

 

 

 
           
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC contracts

        $ 15,818      $ (107,243   $ (82,490   $ 8,935  
                   

 

 

    

 

 

   

 

 

   

 

 

 

 

(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 July 31, 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      1,605,000        (1.00 %)      06/20/23        Quarterly      $ 51,714     $ 45,054     $ (6,660

ITRAXX.EUR.29.V1

     EUR         185,000        (1.00 %)      06/20/23        Quarterly        (3,907     (4,335     (428
             

 

 

   

 

 

   

 

 

 

Total

              $ 47,807     $ 40,719     $ (7,088
             

 

 

   

 

 

   

 

 

 

Credit default swaps on indices:

                 

Sell protection:

                 

CDX.EM.29.V1

     USD      1,114,338        1.00     06/20/23        Quarterly      $ (28,478   $ (31,281   $ (2,803

CDX.NA.HY.30.V1

     USD      5,480,000        5.00     06/20/23        Quarterly        327,103       404,243       77,140  

CDX.NA.IG.30.V1

     USD      6,085,000        1.00     06/20/23        Quarterly        95,550       120,016       24,466  

ITRAXX.EUR.29.V1

     EUR      3,700,000        1.00     06/20/23        Quarterly        73,862       86,575       12,713  

ITRAXX.EUR.29.V1

     EUR      1,230,000        5.00     06/20/23        Quarterly        116,047       144,056       28,009  
             

 

 

   

 

 

   

 

 

 

Total

              $ 584,084     $ 723,609     $ 139,525  
             

 

 

   

 

 

   

 

 

 
                 
             

 

 

   

 

 

   

 

 

 

Total

              $ 631,891     $ 764,328     $ 132,437  
             

 

 

   

 

 

   

 

 

 

 

(a)

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


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

OTC Total Return Swap Contracts Outstanding at July 31, 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)
 
Agile Group Holdings Ltd.    GSC   HKD      778,675        1.00     07/31/19        Monthly        $            —        $            —       $            —       $            —  
Agile Group Holdings Ltd.    GSC   HKD      263,447        1.00     07/31/19        Monthly                     (391     (391
Amorepacific Corp.    MSC   USD      64,564        1.00     07/31/19        Monthly                     (328     (328
Autohome, Inc.    GSC   USD      125,195        1.00     07/31/19        Monthly                            
Banco Bradesco S.A.    MSC   USD      66,428        1.00     07/31/19        Monthly                     (224     (224
Baozun, Inc.    GSC   USD      66,007        1.00     06/28/19        Monthly                            
Barclays Volscore Delta Hedged    BCLY   USD      806,880              04/18/19        Monthly                     1,638       1,638  
Brilliance China Automotive Holdings Ltd.    GSC   HKD      344,596        1.00     06/28/19        Monthly                            
Brilliance China Automotive Holdings Ltd.    GSC   HKD      140,964        1.00     07/31/19        Monthly                            
BXIIMPUE Barclays Index    BCLY   USD      1,973,582        (1.00 %)      06/28/19        Monthly                     403       403  
China Evergrande Group    GSC   HKD      1,070,095        1.00     05/31/19        Monthly                            
China Jinmao Holdings Group    GSC   HKD      188,382        1.00     07/31/19        Monthly                     248       248  
China Jinmao Holdings Group    GSC   HKD      497,796        1.00     07/31/19        Monthly                            
China Lodging Group Ltd.    GSC   USD      58,975        1.00     06/28/19        Monthly                            
China Lodging Group Ltd.    GSC   USD      68,977        1.00     07/31/19        Monthly                            
Citi Mergers & Acquisitions US Index    CBK   USD      2,320,911        (1.00 %)      09/28/18        Monthly                     2,221       2,221  
Credit Suisse Merger Arbitrage Liquid Excess Net    CSFB   USD      2,435,165        (0.30 %)      09/28/18        Monthly               (60     284       344  
DB Bank Custom Volatility Port    DEUT   USD      3,214,923        (1.00 %)      04/30/19        Monthly                     (5     (5
DBGVR5US    DEUT   USD      51,407              04/30/19        Monthly                     (87     (87
DBGVR5US    DEUT   USD      33,612        (1.00 %)      06/28/19        Monthly                     (83     (83
Galaxy Entertainment Group Ltd.    JPM   HKD      527,461        1.00     07/31/19        Monthly                            
Geely Automobile Holdings Ltd.    GSC   HKD      956,719        1.00     06/28/19        Monthly                            
Gerdau S.A.    CBK   USD      156,064        1.00     05/31/19        Monthly                            
Goldman Sachs Dynamic Gamma US Index    GSC   USD      14,132        (1.00 %)      05/31/19        Monthly                     (881     (881
Goldman Sachs Volatility Carry Series 71    GSC   USD      84,665        (1.00 %)      05/31/19        Monthly                     (218     (218
iPath S&P 500 VIX Short-Term Futures ETN    BOA   USD      3,046        1.00     02/28/19        Monthly                            
iPath S&P 500 VIX Short-Term Futures ETN    BOA   USD      7,724        1.00     02/28/19        Monthly                            
iPath S&P 500 VIX Short-Term Futures ETN    BOA   USD      2,920        1.00     04/30/19        Monthly                            
iPath S&P 500 VIX Short-Term Futures ETN    BOA   USD      8,038        1.00     06/28/19        Monthly                            
iQIYI, Inc.    GSC   USD      123,981        1.00     06/28/19        Monthly                            
Itau Unibanco Holdings S.A.    DEUT   USD      134,174        1.00     07/31/19        Monthly                            
J.P Morgan US QES Momentum Index *    JPM   USD      1,762,501        (0.25 %)      02/28/19        Monthly                     (305     (305
JD.com, Inc.    GSC   USD      127,267        1.00     06/28/19        Monthly                            
JPM US Volatility QES Short    JPM   USD      418,790        (0.25 %)      02/28/19        Monthly                     (83     (83
Kumba Iron Ore Ltd.    MSC   ZAR      997,135        1.00     06/28/19        Monthly                            
Localiza Rent a Car S.A.    MSC   USD      133,510        1.00     07/31/19        Monthly                            
Lojas Americanas S.A.    MSC   USD      145,497        1.00     06/28/19        Monthly                     (142     (142
Magazine Luiza S.A.    MSC   USD      178,236        1.00     06/28/19        Monthly                     (174     (174
MSCI AC Asia Pacific Index    BNP   USD      7,070,700        1.00     06/28/19        Monthly                            
MSCI China Consumer Discretionary Index    BCLY   HKD      2,210,471        1.00     04/30/19        Monthly                            


 

Hartford Real Total Return Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

MSCI China Health Care Index   BCLY     HKD           746,123       1.00     03/29/19       Monthly         $     —         $     —     $     $  
MSCI China Health Care Index   BCLY     HKD           2,681,570       1.00     03/29/19       Monthly                          
MSCI Daily Brazil Net Total Return Index   GSC     USD           84,584       1.00     02/28/19       Monthly                   1       1  
MSCI Daily Emerging Markets   GSC     USD           364,298       1.00     06/28/19       Monthly                   4,123       4,123  
MSCI Korea Finance Index   BCLY     USD           283,581       1.00     03/29/19       Monthly                   5       5  
MSCI Korea Health Care Index   BCLY     USD           339,865       1.00     07/31/19       Monthly                   12,739       12,739  
MSCI Korea Health Care Index   BCLY     USD           191,672       1.00     07/31/19       Monthly                   7,184       7,184  
MSCI Korea Information Technology Index   BCLY     USD           180,608       1.00     05/31/19       Monthly                   (418     (418
MSCI Korea Information Technology Index   BCLY     USD           343,155       1.00     07/31/19       Monthly                   (794     (794
MSCI US Health Care Index   GSC     USD           10,652,446       1.00     04/30/19       Monthly                          
MSCI US Health Care Index   GSC     USD           1,055,503       1.00     06/28/19       Monthly                          
MSCI World Media Total Return   GSC     USD           5,336,627       1.00     06/28/19       Monthly                   51,291       51,291  
MSUSDSP5   MSC     USD           1,336,158       (1.00 %)      07/31/19       Monthly                       $  
MSUSMSDS   MSC     USD           1,753,592       (0.70 %)      09/28/18       Monthly                   (2,855     (2,855
NCSoft Corp.   MSC     USD           146,460       1.00     06/28/19       Monthly                   (744     (744
NetEase, Inc.   MSC     USD           148,608       1.00     05/31/19       Monthly                          
Netmarble Games Corp.   BOA     USD           39,656       1.00     06/28/19       Monthly                   (201     (201
Netmarble Games Corp.   BOA     USD           89,517       1.00     06/28/19       Monthly                   (454     (454
Pagseguro Digital Ltd.   GSC     USD           59,682       1.00     06/28/19       Monthly                          
Petroleo Brasileiro S.A.   GSC     USD           132,812       1.00     07/31/19       Monthly                   (1,121     (1,121
PowerShares DB Agriculture Fund   BOA     USD           3,844,224       (1.00 %)      06/28/19       Monthly                          
PowerShares DB Base Metals Fund   BOA     USD           2,935,278       (1.00 %)      06/28/19       Monthly                          
PowerShares DB Energy Fund   BOA     USD           2,871,554       (1.00 %)      06/28/19       Monthly                          
PowerShares DB Precious Metals Fund   BOA     USD           3,172,048       (1.00 %)      06/28/19       Monthly                          
S&P 500 Consumer Discretionary Sector Index   CBK     USD           2,065,300       (1.00 %)      08/03/18       Monthly                   34,652       34,652  
S&P 500 Consumer Staples   CBK     USD           2,678,144       (1.00 %)      08/03/18       Monthly                   78,053       78,053  
S&P 500 Financial Sector Index   CBK     USD           1,471,511       1.00     08/03/18       Monthly                   (79,083     (79,083
S&P 500 Health Care Sector Index   CBK     USD           889,212       (1.00 %)      08/03/18       Monthly                   43,241       43,241  
S&P 500 Industrial Index   CBK     USD           2,064,105       1.00     08/03/18       Monthly                   (143,679     (143,679
S&P 500 Information Technology Index   CBK     USD           1,488,674       (1.00 %)      08/03/18       Monthly                   14,753       14,753  
S&P 500 Materials Sector Index   CBK     USD           2,665,771       1.00     08/03/18       Monthly                   (74,228     (74,228
S&P Energy Index   CBK     USD           2,989,089       1.00     06/28/19       Monthly                          
S&P Energy Index   CBK     USD           878,808       1.00     08/03/18       Monthly                   (21,423     (21,423
S&P Energy Index   CBK     USD           6,119,372       1.00     04/30/19       Monthly                          
S&P North America Technology Sector Index   CBK     USD           9,016,244       1.00     04/30/19       Monthly                   245       245  
S&P North America Technology Sector Index   BOA     USD           790,980       1.00     11/30/18       Monthly                   2,057       2,057  
Sina Corp.   MSC     USD           62,774       1.00     05/31/19       Monthly                          
Sina Corp.   MSC     USD           65,913       1.00     05/31/19       Monthly                          
Sociedad Quimica y Minera de Chile S.A.   HSBC     USD           133,129       1.00     05/31/19       Monthly                          
Sunac China Holdings Ltd.   GSC     HKD           957,474       1.00     05/31/19       Monthly                          
Sunny Optical Technology Group Co., Ltd.   MSC     HKD           520,319       1.00     07/31/19       Monthly                          
Suzano Papel e Celulose S.A.   GSC     USD           71,112       1.00     07/31/19       Monthly                   (70     (70
Tencent Holdings Ltd.   GSC     HKD           1,047,792       1.00     07/31/19       Monthly                   3,433       3,433  


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

Weibo Corp.      GSC        USD            111,464        1.00     06/28/19        Monthly      $      $     $     $  
Yandex N.V.      BOA        USD            149,198        1.00     05/31/19        Monthly                            
YY, Inc.      GSC        USD            62,744        1.00     05/31/19        Monthly                            
YY, Inc.      GSC        USD            66,100        1.00     05/31/19        Monthly                            
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total

                    $     —      $ (60   $ (71,420   $ (71,360
                   

 

 

    

 

 

   

 

 

   

 

 

 

* 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 7/31/18, the Index did not enter into a position for any underlying securities.

 

(1)

Citi Mergers & Acquisitions US Index

 

Underlying

Securities

 

Cash/Cash

Equivalents

 

Description         Market
Value
       % of Total
Absolute
Notional
Amount
 
USD       $ 10,212                  0.44

 

Common Stocks

       

Long positions

       
                      
Shares    Description    Market
Value
       % of Total
Absolute
Notional
Amount
 

2,579

   Twenty-First Century Fox, Inc.    $ 116,046          5.00

602

   Aetna, Inc.      113,493          4.89

1,282

   Express Scripts Holding Co.      101,888          4.39

2,221

   Williams Partners LP      100,031          4.31

583

   Rockwell Collins, Inc.      81,000          3.49

14,746

   Sprint Corp.      80,071          3.45

527

   Andeavor      79,143          3.41

3,679

   GGP, Inc.      78,447          3.38

1,717

   CA, Inc.      75,894          3.27

856

   Pinnacle Foods, Inc.      56,862          2.45

1,783

   Cheniere Energy Partners LP Ho      54,773          2.36

781

   DCT Industrial Trust, Inc.      52,220          2.25

1,208

   USG Corp.      52,220          2.25

727

   Vectren Corp.      51,988          2.24

1,288

   SCANA Corp.      51,524          2.22

1,138

   Envision Healthcare Corp.      50,364          2.17

1,720

   Gramercy Property Trust      47,114          2.03

1,359

   ILG, Inc.      46,650          2.01

1,035

   Cotiviti Holdings, Inc.      46,186          1.99

948

   MB Financial, Inc.      45,954          1.98


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

1,299

   LaSalle Hotel Properties      45,026        1.94

607

   KLX, Inc.      44,329        1.91

1,241

   KapStone Paper and Packaging Co.      43,169        1.86

1,064

   Syntel, Inc.      43,169        1.86

1,038

   Education Realty Trust, Inc.      42,937        1.85

1,713

   VeriFone Systems, Inc.      39,223        1.69

602

   LifePoint Health, Inc.      38,991        1.68

1,538

   Convergys Corp.      37,831        1.63

1,089

   Pinnacle Entertainment, Inc.      36,206        1.56

17,898

   Rite Aid Corp.      35,974        1.55

428

   Abaxis, Inc.      35,510        1.53

1,906

   Nationstar Mortgage Holdings, Inc.      34,814        1.50

1,232

   NxStage Medical, Inc.      34,582        1.49

3,896

   Oclaro, Inc.      32,957        1.42

495

   SJW Group      32,029        1.38

2,898

   Mitel Networks Corp.      31,796        1.37

996

   State Bank Financial Corp.      31,332        1.35

717

   A Schulman, Inc.      31,100        1.34

297

   Capella Education Co.      30,868        1.33

1,218

   Web.com Group, Inc.      30,636        1.32

4,127

   CYS Investments, Inc.      30,172        1.30

644

   Stewart Information Services Co.      29,243        1.26

935

   Guaranty Bancorp      28,083        1.21

1,282

   CoBiz Financial, Inc.      28,083        1.21

1,389

   MTGE Investment Corp.      27,851        1.20

411

   Connecticut Water Service, Inc.      26,458        1.14

            1,858

   Xcerra Corp.      26,458                    1.14

 

(2)

Credit Suisse Merger Arbitrage Liquid Excess Net

Underlying Securities

Common Stocks

        

Long positions

        
                    
Shares                      Description    Market
Value
     % of Total Absolute Notional
Amount
 

1,017

   Aetna, Inc.      $191,596        7.87

1,404

   Express Scripts Holding Co.      111,526        4.58

612

   Linde AG      109,142        4.48

71

   Sky plc      108,418        4.45

1,887

   CA, Inc.      83,431        3.43

23,198

   EDP - Energias de Portugal SA      80,938        3.32

1,315

   XL Group Ltd.      73,917        3.04

1,042

   Pinnacle Foods, Inc.      69,188        2.84

829

   STADA Arzneimittel AG      67,683        2.78

1,551

   USG Corp.      67,028        2.75

1,330

   Gemalto NV      66,351        2.72


 

Hartford Real Total Return Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

1,455

   Envision Healthcare Corp.      64,383        2.64

844

   Vectren Corp.      60,343        2.48

373

   Com Hem Holding AB      58,600        2.41

        18,988

   Parmalat SpA      56,204                        2.31

401

   Foundation Medicine, Inc.      54,898        2.25

1,214

   Cotiviti Holdings, Inc.      54,195        2.23

53

   NEX Group plc      53,133        2.18

1,908

   Gramercy Property Trust      52,246        2.15

1,423

   LaSalle Hotel Properties      49,349        2.03

1,481

   Pinnacle Entertainment, Inc.      49,227        2.02

3,365

   AmTrust Financial Services, Inc.      48,720        2.00

1,166

   Education Realty Trust, Inc.      48,228        1.98

967

   MB Financial, Inc.      46,862        1.92

894

   Avista Corp.      45,194        1.86

2,425

   Hispania Activos Inmobiliarios      44,254        1.82

1,786

   Convergys Corp.      43,925        1.80

655

   Orbotech Ltd.      42,106        1.73

2,000

   Quality Care Properties, Inc.      41,481        1.70

9,015

   Genworth Financial, Inc.    $ 41,471        1.70

723

   VTG AG      40,127        1.65

684

   Ei Towers SpA      38,970        1.60

468

   Abaxis, Inc.      38,821        1.59

1,661

   VeriFone Systems, Inc.      38,040        1.56

883

   Direct Energie      37,180        1.53

1,269

   NxStage Medical, Inc.      35,612        1.46

5,713

   Arizona Mining, Inc.      35,363        1.45

3,192

   Mitel Networks Corp.      35,015        1.44

1,375

   Web.com Group, Inc.      34,592        1.42

1,565

   CoBiz Financial, Inc.      34,263        1.41

782

   A Schulman, Inc.      33,910        1.39

1,602

   MTGE Investment Corp.      32,120        1.32

2,173

   Xcerra Corp.      30,939        1.27

2,002

   Rent-A-Center, Inc./TX      29,709        1.22


 

Hartford Real Total Return Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  565      Capio AB      29,682        1.22
  985      Guaranty BanCorp.      29,599        1.22
  448      Connecticut Water Service, Inc.      28,859        1.19
  463      Grammer AG      27,505        1.13
  128      SJW Group      8,250        0.34

 

Common Stocks

     

Short positions

     
                    
Shares    Description    Market
Value
     % of Total
Absolute
Notional
Amount
 
(455)    Cohu, Inc.    ($ 11,465      (0.47 )% 

 

(3)

DB Bank Custom Volatility Port

Underlying Securities

Subordinate Indices

 

Long positions

 
Shares    Description    Market
Value
     % of
Total
Absolute
Notional
Amount
 
10,310    DBIQ ImpAct USD Rates VOL 13W Index    $ 1,292,705        40.21
11,156    DBIQ ImpAct Euro Rates 3M Hedged to USD Index      1,252,777        38.97
2,931    DB USD Rates Long VOL Index      385,944        12.00
2,079    DB EUR Rates Long Vol Hedged to USD Index      283,497        8.82

(4) MSUSDSP5 - Morgan Stanley Systematic Dispersion Index (Excess Return)

Underlying Securities

Cash/Cash Equivalents

Description         Market
Value
     % of
Total
Absolute
Notional
Amount
 
USD       ($ 1,318,892      (98.71 )% 

 

Common Stocks

 

Long Positions

 

Shares    Description    Market
Value
     % of
Total
Absolute
Notional
Amount
 

160

   Intel Corp.    $ 7,675        0.57

34

   AbbVie, Inc.      3,138        0.23

12

   Facebook, Inc.      2,056        0.15

24

   Bristol-Myers Squibb Co.      1,412        0.11

6

   Broadcom, Inc.      1,239        0.09

7

   McDonald’s Corp.      1,031        0.08

-

   Booking Holdings, Inc.      630        0.05

8

   Gilead Sciences, Inc.      610        0.05

7

   Schlumberger Ltd.      443        0.03


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

Common Stocks

    

Short Positions

    
                   

                         (2)

   Accenture plc      ($337     (0.03 )% 

(30)

   Cisco Systems, Inc.      (1,254     (0.09 )% 

(44)

   AT&T, Inc.      (1,391     (0.10 )% 

(16)

   International Business Machine      (2,265     (0.17 )% 

(175)

   General Electric Co.      (2,391     (0.18 )% 

(10)

   Netflix, Inc.      (3,361     (0.25 )% 

(36)

   Texas Instruments, Inc.      (3,977     (0.30 )% 

(17)

   NVIDIA Corp.      (4,136     (0.31 )% 

(19)

   Adobe Systems, Inc.      (4,730     (0.35 )% 

(103)

   Altria Group, Inc.      (6,039     (0.45 )% 

(157)

   Oracle Corp.      (7,505     (0.56 )% 

(37)

   3M Co.      (7,773     (0.58 )% 

(108)

   Philip Morris International, Inc.      (9,336     (0.70 )% 

(54)

   Mastercard, Inc.      (10,683     (0.80 )% 

(162)

   DowDuPont, Inc.      (11,145     (0.83 )% 

(33)

   Boeing Co./The      (11,865     (0.89 )% 

(182)

   Citigroup, Inc.      (13,068     (0.98 )% 

(460)

   Bank of America Corp.      (14,206     (1.06 )% 

(80)

   Berkshire Hathaway, Inc.      (15,798     (1.18 )% 

(478)

   Comcast Corp.      (17,099     (1.28 )% 

(91)

   Amgen, Inc.      (17,944     (1.34 )% 

(145)

   Chevron Corp.      (18,288     (1.37 )% 

(293)

   Abbott Laboratories      (19,183     (1.44 )% 

(121)

   Honeywell International, Inc.      (19,380     (1.45 )% 

(256)

   Medtronic plc      (23,094     (1.73 )% 

(220)

   PepsiCo, Inc.      (25,301     (1.89 )% 

(228)

   Walt Disney Co./The      (25,848     (1.93 )% 

(343)

   Procter & Gamble Co./The      (27,716     (2.07 )% 

(451)

   Merck & Co., Inc.      (29,696     (2.22 )% 

(156)

   Home Depot, Inc./The      (30,720     (2.30 )% 

(736)

   Coca-Cola Co./The      (34,315     (2.57 )% 

(318)

   JPMorgan Chase & Co.      (36,554     (2.74 )% 

(300)

   Johnson & Johnson      (39,721     (2.97 )% 

(1,266)

   Pfizer, Inc.      (50,538     (3.78 )% 

(50)

   Alphabet, Inc.      (61,291     (4.59 )% 

(50)

   Alphabet, Inc.      (61,598     (4.61 )% 

(44)

   Amazon.com, Inc.      (78,263     (5.86 )% 

(463)

   Apple, Inc.      (88,164     (6.60 )% 

(928)

   Microsoft Corp.      (98,418     (7.37 )% 

 

Futures

            

Long position Contracts

            
            

Description

  Number of Contracts     

Expiration

   

Notional
Amount

    

Market
Value

    

% of
Total
Absolute
Notional
Amount

 

S&P 500 E-Mini Future

    25                            9/21/2018                       1,268              $ 833,047                    267.27


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

(5)

MSUSMSDS - Morgan Stanley Dynamic Skew Index

Underlying Securities

Cash/Cash Equivalents

     
               

Description

  

Market
Value

    

% of Total
Absolute
Notional
Amount

 
USD    $ 2,815,945        160.58

 

Futures

            

Short position contracts

            
                                

Description

  

Number of Contracts

   Expiration      Notional
Amount
    Market
Value
    % of Total
Absolute
Notional
Amount
 

S&P 500 E-Mini Future

   8      9/21/2018        (377   ($ 1,062,017     (60.56 )% 
            

Options

            

Purchased option contracts

            

Calls

            
                                

Description

  

Strike Price

  

Expiration

    

Number
of
Contracts

   

Market
Value

   

% of Total
Absolute
Notional
Amount

 

S&P 500 Index

   $2,835      8/17/2018        7       $8,692       0.50
                                

Written option contracts

            

Puts

            
                                

Description

  

Strike Price

  

Expiration

    

Number
of
Contracts

   

Market
Value

   

% of Total
Absolute
Notional
Amount

 
S&P 500 Index   

$2,675

     8/17/2018        (27     ($9,028     (0.51 )% 


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

(6)

Q-MA Plus US

Underlying Securities

  Common Stocks                       
  Long positions           
                      

Shares

    

Description

  

Market
Value

    

% of
Total
Absolute
Notional
Amount

 
  558      Aetna, Inc.    $ 105,164        5.33
  3,829      GGP, Inc.      81,624        4.14
  1,012      Express Scripts Holding Co.      80,431        4.08
  14,235      Sprint Corp.      77,294        3.92
  508      Andeavor      76,285        3.87
  1,595      Williams Partners LP      71,834        3.64
  1,791      SCANA Corp.      71,614        3.63
  509      Rockwell Collins, Inc.      70,692        3.58
  1,038      Pinnacle Foods, Inc.      68,933        3.49
  1,525      Envision Healthcare Corp.      67,509        3.42
  475      Foundation Medicine, Inc.      65,090        3.30
  1,439      CA, Inc.      63,613        3.22
  1,834      LaSalle Hotel Properties      63,578        3.22
  828      Vectren Corp.      59,159        3.00
  2,131      Gramercy Property Trust      58,380        2.96
  855      DCT Industrial Trust, Inc.      57,149        2.90
  11,840      Genworth Financial, Inc.      54,462        2.76
  1,553      ILG, Inc.      53,330        2.70
  683      KLX, Inc.      49,890        2.53
  1,357      Tribune Media Co.      45,918        2.33
  5,131      Oclaro, Inc.      43,409        2.20
  1,184      KapStone Paper and Packaging Co.      41,169        2.09
  1,690      VeriFone Systems, Inc.      38,697        1.96
  790      USG Corp.      34,165        1.73
  813      Education Realty Trust, Inc.      33,636        1.70
  2,243      AmTrust Financial Services, Inc.      32,486        1.65
  927      Pinnacle Entertainment, Inc.      30,829        1.56
  621      MB Financial, Inc.      30,086        1.52
  1,192      Convergys Corp.      29,327        1.49
  626      Cotiviti Holdings, Inc.      27,930        1.42
  373      LifePoint Health, Inc.      24,198        1.23
  807      NxStage Medical, Inc.      22,641        1.15
  532      Syntel, Inc.      21,590        1.09
  419      Avista Corp.      21,185        1.07
  1,782      Mitel Networks Corp.      19,549        0.99
  1,137      Rent-A-Center, Inc./TX      16,876        0.86
  657      Web.com Group, Inc.      16,512        0.84
  222      SJW Group      14,354        0.73
  256      Stewart Information Services Co.      11,648        0.59
  573      MTGE Investment Corp.      11,491        0.58
  262      A Schulman, Inc.      11,344        0.57
  203      FCB Financial Holdings, Inc.      10,376        0.53
  304      Cheniere Energy Partners LP Ho      9,349        0.47
  516      Nationstar Mortgage Holdings, Inc.      9,178        0.47
  612      Xcerra Corp.      8,720        0.44
  260      SUPERVALU, Inc.      8,398        0.43
  74      Capella Education Co.      7,742        0.39
  413      Rice Midstream Partners LP      7,015        0.36
  612      PHH Corp.      6,655        0.34
  1,541      Keryx Biopharmaceuticals, Inc.      6,535        0.33


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

Foreign Currency Contracts Outstanding at July 31, 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                        451,034                    USD                    GSC        08/31/18              $                 2,245              $                 —  

690,000    

     BRL        175,953        USD        BOA        08/02/18        7,844         

985,000    

     BRL        254,950        USD        SCB        08/02/18        7,427         

610,000    

     BRL        157,298        USD        CBK        08/02/18        5,189         

615,000    

     BRL        161,176        USD        DEUT        08/02/18        2,643         

1,915,000    

     BRL        510,000        USD        SCB        08/02/18        103         

1,225,000    

     BRL        326,240        USD        SCB        08/02/18        66         

690,000    

     BRL        183,760        USD        SCB        08/02/18        37         

3,005,000    

     BRL        810,191        USD        SCB        08/02/18               (9,742

985,000    

     BRL        264,518        USD        SCB        09/05/18               (3,195

175,000    

     CAD        133,997        USD        RBC        08/31/18        607         

28,000    

     EUR        32,822        USD        SSG        08/31/18               (2

345,000    

     EUR        404,479        USD        SSG        08/31/18               (94

670,000    

     GBP        880,579        USD        CBK        08/31/18        2         

20,490,000    

     INR        296,720        USD        JPM        08/31/18        889         

8,400,000    

     JPY        86,975        USD        JPM        09/22/22               (814

746,310,000    

     KRW        661,329        USD        DEUT        09/19/18        6,574         

13,900,000    

     MXN        741,082        USD        RBC        08/31/18        694         

2,170,000    

     MXN        115,664        USD        CBK        08/31/18        139         

7,585,000    

     NOK        929,945        USD        MSC        08/31/18        1,215         

755,000    

     NZD        512,711        USD        GSC        08/31/18        1,867         

2,120,000    

     PLN        577,000        USD        CBK        08/31/18        3,335         

1,630,000    

     SGD        1,197,024        USD        MSC        08/31/18        951         

190,000    

     SGD        139,704        USD        JPM        08/31/18               (63

5,280,000    

     TWD        172,973        USD        JPM        08/31/18               (198

2,502,869    

     USD        3,385,000        AUD        GSC        08/31/18               (12,456

265,570    

     USD        985,000        BRL        SCB        08/02/18        3,193         

162,454    

     USD        610,000        BRL        CBK        08/02/18               (33

163,786    

     USD        615,000        BRL        DEUT        08/02/18               (33

183,760    

     USD        690,000        BRL        BOA        08/02/18               (37

1,273,457    

     USD        4,920,000        BRL        SCB        08/02/18               (37,095

806,982    

     USD        3,005,000        BRL        SCB        09/05/18        9,746         

1,775,651    

     USD        2,319,000        CAD        RBC        08/31/18               (8,044

1,000,986    

     USD        990,000        CHF        UBS        08/31/18               (1,505

112,767    

     USD        716,000        DKK        BCLY        08/31/18        127         

6,965,240    

     USD        5,941,000        EUR        SSG        08/31/18        1,616         

2,062,132    

     USD        1,569,000        GBP        CBK        08/31/18               (4

1,245,312    

     USD        346,365,000        HUF        CBK        08/31/18               (20,044

1,638,549    

     USD        113,150,000        INR        JPM        08/31/18               (4,909

5,908,843    

     USD        654,415,000        JPY        CBA        08/31/18        43,727         

5,907,392    

     USD        654,415,000        JPY        NOM        08/31/18        42,276         

138,105    

     USD        15,300,000        JPY        GSC        08/31/18        981         

86,975    

     USD        8,400,000        JPY        JPM        09/22/22        814         

696,525    

     USD        781,780,000        KRW        JPM        08/31/18               (2,804

678,649    

     USD        746,310,000        KRW        DEUT        09/19/18        10,746         

295,900    

     USD        5,550,000        MXN        RBC        08/31/18               (277

680,570    

     USD        5,551,000        NOK        MSC        08/31/18               (890

1,758,838    

     USD        2,590,000        NZD        GSC        08/31/18               (6,403

699,476    

     USD        2,570,000        PLN        CBK        08/31/18               (4,044

2,200,120    

     USD        19,311,000        SEK        BCLY        08/31/18               (1,432

1,725,771    

     USD        2,350,000        SGD        MSC        08/31/18               (1,370

2,410,492    

     USD        73,520,000        TWD        BCLY        08/31/18        4,733         

290,757    

     USD        3,850,000        ZAR        BOA        08/31/18               (396

160,575    

     USD        2,130,000        ZAR        BOA        08/31/18               (504

159,958    

     USD        2,140,000        ZAR        BCLY        09/19/18               (1,508

158,510    

     USD        2,140,000        ZAR        BCLY        09/19/18               (2,956

9,040,000    

     ZAR        681,501        USD        BOA        08/31/18        2,141         

4,280,000    

     ZAR        319,732        USD        JPM        09/19/18        3,200         

Total

                                                $ 165,127      $ (120,852)  


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Counterparty Abbreviations:

BCLY   

Barclays

BNP   

BNP Paribas Securities Services

BOA   

Banc of America Securities LLC

CBA   

Commonwealth Bank of Australia

CBK   

Citibank NA

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

UBS   

UBS AG

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

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

CBOE   

Chicago Board Options Exchange

CDX.EM   

Credit Derivatives Emerging Markets

CDX.NA.HY   

Credit Derivatives North American High Yield

CDX.NA.IG   

Credit Derivatives North American Investment Grade

DAX   

Deutscher Aktien Index

IBEX   

Spanish Stock Index

JSE   

Johannesburg Stock Exchange

KOSPI   

Korea Composite Stock Price

S&P   

Standard & Poors

SGX   

Singapore Exchange

TOPIX   

Tokyo Stock Price Index

TSX   

Toronto Stock Exchange


 

  Hartford Real Total Return Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

Other Abbreviations:

ADR   

American Depositary Receipt

DDCA   

Dollars on Deposit in Custody Account

ETF   

Exchange-Traded Fund

EURIBOR   

Euro Interbank Offered Rate

GDR   

Global Depositary Receipt

JSC   

Joint Stock Company

LIBOR   

London Interbank Offered Rate

MSCI   

Morgan Stanley Capital International

OJSC   

Open Joint Stock Company

OTC   

Over-the-Counter

PJSC   

Private Joint Stock Company

REIT   

Real Estate Investment Trust

SPDR   

Standard & Poor’s Depositary Receipt


 

Hartford Real Total Return Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

        

Common Stocks

        

Automobiles & Components

   $ 1,242,529     $     $ 1,242,529     $  

Banks

     947,226       204,659       742,567        

Capital Goods

     3,441,314       510,916       2,930,398        

Commercial & Professional Services

     411,141       210,267       200,874        

Consumer Durables & Apparel

     651,228       73,989       577,239        

Consumer Services

     108,843       92,310       16,533        

Diversified Financials

     155,630       17,360       138,270        

Energy

     7,579,039       6,982,348       596,691        

Food & Staples Retailing

     333,230       241,090       92,140        

Food, Beverage & Tobacco

     1,010,619       134,701       875,918        

Health Care Equipment & Services

     4,633,617       4,221,023       412,594        

Household & Personal Products

     47,141             47,141        

Insurance

     1,159,697       108,555       1,051,142        

Materials

     2,102,766       168,592       1,934,174        

Media

     4,577,504       3,838,377       739,127        

Pharmaceuticals, Biotechnology & Life Sciences

     6,936,782       5,011,597       1,925,185        

Real Estate

     600,560       158,794       441,766        

Retailing

     1,385,430       726,124       659,306        

Semiconductors & Semiconductor Equipment

     4,742,891       2,559,987       2,182,904        

Software & Services

     6,526,475       4,560,487       1,965,988        

Technology Hardware & Equipment

     4,595,333       1,656,346       2,938,987        

Telecommunication Services

     947,107       244,011       703,096        

Transportation

     378,324       67,261       311,063        

Utilities

     370,222             370,222        

Foreign Government Obligations

     12,111,274             12,111,274        

Exchange-Traded Funds

     86,174             86,174        

Preferred Stocks

     172,496       68,510       103,986        

Warrants

     6,087       6,087              

Short-Term Investments

     16,109,152       13,801,050       2,308,102        

Purchased Options

     276,144       75,797       200,347        

Foreign Currency Contracts(2)

     165,127             165,127        

Futures Contracts(2)

     436,487       436,487              

Swaps - Credit Default(2)

     163,736             163,736        

Swaps - Total Return(2)

     256,631             256,631        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     84,667,956     $     46,176,725     $     38,491,231     $             —  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (120,852   $     $ (120,852   $  

Futures Contracts(2)

     (271,319     (271,319            

Swaps - Credit Default(2)

     (22,364           (22,364      

Swaps - Total Return(2)

     (327,991           (327,991      

Written Options

     (12,170     (8,665     (3,505      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (754,696   $ (279,984   $ (474,712   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)

For the period ended July 31, 2018, investments valued at $131,016 were transferred from Level 1 to Level 2 due to the application of a fair value model factor, there were no transfers from Level 2 to Level 1 and there were no transfers in or out of Level 3.

 

(2)

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

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


 

The Hartford Short Duration Fund

    

Schedule of Investments

July 31, 2018 (Unaudited)

 

Shares or Principal Amount         Market Value  

Asset & Commercial Mortgage Backed Securities - 18.2%

     
  

Asset Allocation Fund - 0.1%

     
$       1,039,993   

SoFi Consumer Loan Program LLC
2.55%, 02/25/2027(1)

      $        1,035,420  
        

 

 

 
  

Asset-Backed - Automobile - 0.5%

     
920,000   

Credit Acceptance Auto Loan Trust
2.65%, 06/15/2026(1)

        909,302  
1,055,000   

GM Financial Automobile Leasing Trust
1.97%, 05/20/2020

        1,046,980  
3,000,000   

Santander Drive Auto Receivables Trust
2.46%, 03/15/2022

        2,971,976  
        

 

 

 
           4,928,258  
        

 

 

 
  

Asset-Backed - Finance & Insurance - 8.2%

     
2,936,259   

Ajax Mortgage Loan Trust
3.16%, 09/25/2056(1)(2)

        2,872,208  
  

Apidos CLO

     
2,250,000   

3 mo. USD LIBOR + 1.080%, 3.42%, 04/15/2031(1)(3)

        2,254,797  
1,996,263   

3 mo. USD LIBOR + 1.310%, 3.65%, 04/17/2026(1)(3)

        1,995,239  
  

Bayview Opportunity Master Fund Trust

     
52,230   

3.11%, 09/28/2032(1)(4)

        52,464  
1,407,949   

3.35%, 11/28/2032(1)(4)

        1,397,280  
579,824   

3.50%, 01/28/2055(1)(2)

        576,475  
1,014,980   

3.50%, 06/28/2057(1)(2)

        1,008,841  
1,272,235   

3.50%, 01/28/2058(1)(2)

        1,267,368  
399,480   

4.00%, 11/28/2053(1)(2)

        401,477  
1,242,051   

4.00%, 10/28/2064(1)(2)

        1,247,386  
250,000   

Carlyle Global Market Strategies CLO Ltd.
3 mo. USD LIBOR + 0.890%3 mo. USD LIBOR + 1.890%, 3.22%, 01/18/2029(1)(3)

        249,607  
2,328,956   

Cent CLO Ltd.
3 mo. USD LIBOR + 1.100%, 3.44%, 01/25/2026(1)(3)

        2,330,444  
2,125,000   

CIFC Funding Ltd.
3 mo. USD LIBOR + 1.250%, 3.59%, 07/16/2030(1)(3)

        2,137,988  
895,000   

Credit Suisse ABS Trust 2018-LD1
3.42%, 07/25/2024(1)(12)

        894,597  
1,100,000   

Dryden Senior Loan Fund
3 mo. USD LIBOR + 1.800%, 4.14%, 07/15/2027(1)(3)

        1,100,675  
63,787   

Hasco NIM Cayman Co.
6.25%, 12/26/2035*(1)(12)

         
1,190,000   

KKR CLO 21 Ltd.
3 mo. USD LIBOR + 1.000%, 3.35%, 04/15/2031(1)(3)

        1,178,490  
2,000,000   

Lendmark Funding Trust
2.83%, 12/22/2025(1)(12)

        1,988,810  
180,481   

Long Beach Asset Holdings Corp.
5.78%, 04/25/2046*(1)(12)

         
4,610,000   

Magnetite Ltd.
3 mo. USD LIBOR + 1.500%, 3.84%, 07/25/2026(1)(3)

        4,610,632  
  

Nationstar HECM Loan Trust

     
572,766   

1.97%, 05/25/2027(1)

        571,335  
929,790   

2.04%, 09/25/2027(1)(2)

        926,168  
1,020,000   

3.19%, 07/25/2028(1)(2)

        1,020,000  
3,315,000   

New Residential Mortgage LLC
3.79%, 07/25/2054(1)

        3,314,734  
  

NRZ Advance Receivables Trust

     
4,205,000   

3.11%, 12/15/2050(1)

        4,178,180  
2,185,000   

3.21%, 02/15/2051(1)

        2,165,238  
1,959,932   

NRZ Excess Spread-Collateralized Notes
3.19%, 01/25/2023(1)

        1,944,041  
1,250,000   

Octagon Investment Partners XVI Ltd.
3 mo. USD LIBOR + 1.020%, 3.36%, 07/17/2030(1)(3)

        1,249,071  
825,000   

OneMain Financial Issuance Trust
4.57%, 02/20/2029(1)

        834,223  
2,250,000   

Planet Fitness Master Issuer LLC
4.26%, 09/05/2048(1)

        2,249,775  


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

$       608,509   

Pretium Mortgage Credit Partners LLC
3.33%, 12/30/2032(1)(2)

      $        605,313  
1,385,000   

Regional Management Issuance Trust
3.83%, 07/15/2027(1)(12)

        1,383,145  
2,060,000   

SBA Tower Trust
2.90%, 10/15/2044(1)(4)

        2,046,088  
538,446   

SoFi Consumer Loan Program LLC
3.28%, 01/26/2026(1)(12)

        537,466  
3,840,000   

SPS Servicer Advance Receivables Trust
2.75%, 11/15/2049(1)

        3,811,140  
3,231,110   

Symphony CLO L.P.
1 mo. USD LIBOR + 1.750%, 3.85%, 01/09/2023(1)(3)

        3,230,806  
  

Towd Point Mortgage Trust

     
3,230,015   

2.75%, 10/25/2056(1)(2)

        3,164,487  
1,995,676   

2.75%, 04/25/2057(1)(2)

        1,956,297  
1,304,408   

2.75%, 07/25/2057(1)(2)

        1,272,519  
1,764,373   

2.75%, 10/25/2057(1)(2)

        1,717,744  
1,217,016   

U.S. Residential Opportunity Fund Trust
3.35%, 11/27/2037(1)(4)

        1,207,275  
975,917   

Vantage Data Centers Issuer LLC
4.07%, 02/16/2043(1)

        972,536  
1,485,000   

Verizon Owner Trust
2.22%, 12/20/2021(1)

        1,453,993  
1,910,000   

Vibrant CLO Ltd.
3 mo. USD LIBOR + 1.480%, 3.83%, 04/20/2026(1)(3)

        1,911,257  
2,219,245   

VOLT LLC
3.38%, 10/25/2047(1)(4)

        2,207,375  
665,859   

VOLT LX LLC
3.25%, 06/25/2047(1)(4)

        661,803  
1,396,027   

VOLT LXIII LLC
3.00%, 10/25/2047(1)(4)

        1,380,258  
2,755,000   

Z Capital Credit Partners CLO Ltd.
3 mo. USD LIBOR + 1.450%, 3.79%, 07/16/2027(1)(3)

        2,741,916  
        

 

 

 
                 78,278,961  
        

 

 

 
  

Asset-Backed - Home Equity - 1.0%

     
467,702   

Accredited Mortgage Loan Trust
1 mo. USD LIBOR + 0.680%, 2.74%, 01/25/2035(3)

        469,218  
1,256,742   

Morgan Stanley Capital I Trust
1 mo. USD LIBOR + 0.760%, 2.82%, 01/25/2035(3)

        1,265,754  
  

New Residential Mortgage Loan Trust

     
1,197,000   

3.50%, 12/25/2057(1)(2)

        1,187,080  
1,573,330   

4.00%, 02/25/2057(1)(2)

        1,583,200  
1,159,636   

4.00%, 12/25/2057(1)(2)

        1,165,547  
4,000,000   

NRZ Advance Receivables Trust
2.58%, 10/15/2049(1)

        3,967,948  
107,852   

Renaissance Home Equity Loan Trust
9.79%, 04/25/2037*(1)(2)(12)

        1  
208,533   

Residential Asset Securitization Trust
5.21%, 07/25/2034(2)

        213,961  
        

 

 

 
           9,852,709  
        

 

 

 
  

Asset-Backed - Rec Vehicle Loan - 0.4%

     
3,750,000   

OneMain Direct Auto Receivables Trust
3.43%, 12/16/2024(1)

        3,749,143  
        

 

 

 
  

Collateralized - Mortgage Obligations - 0.1%

     
667,197   

COLT Mortgage Loan Trust
2.61%, 05/27/2047(1)(2)

        663,553  
        

 

 

 
  

Commercial Mortgage - Backed Securities - 2.3%

     
1,911,988   

Citigroup Mortgage Loan Trust
3.50%, 02/25/2058(1)(2)

        1,901,705  
860,384   

DBUBS Mortgage Trust
0.72%, 11/10/2046(1)(2)(5)

        10,272  
  

FREMF Mortgage Trust

     
5,065,400   

3.02%, 10/25/2047(1)(2)

        5,016,204  
635,000   

3.15%, 04/25/2046(1)(2)

        633,593  


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

$            885,000   

3.81%, 06/25/2047(1)(2)

   $ 889,476  
3,028,530   

4.13%, 02/25/2046(1)(2)

     3,013,831  
2,370,000   

4.15%, 09/25/2044(1)(2)

     2,366,315  
  

JP Morgan Chase Commercial Mortgage Securities Trust

  
1,637,828   

3.91%, 05/05/2030(1)

     1,648,213  
3,125,000   

4.39%, 07/15/2046(1)

     3,201,554  
158,408   

Morgan Stanley Re-Remic Trust
1.00%, 03/27/2051(1)(5)

     158,408  
3,020,000   

Verus Securitization Trust
3.68%, 06/01/2058(1)(2)

     3,028,656  
     

 

 

 
                21,868,227  
     

 

 

 
  

Other ABS - 1.2%

  
  

Carlyle Global Market Strategies CLO

  
1,500,000   

3 mo. USD LIBOR + 0.970%, 3.31%, 04/17/2031(1)(3)

     1,491,788  
1,000,000   

3 mo. USD LIBOR + 1.400%, 3.74%, 04/17/2031(1)(3)

     992,978  
1,730,255   

Deephaven Residential Mortgage Trust
3.48%, 04/25/2058(1)(2)

     1,725,296  
1,048,298   

Marlette Funding Trust
3.06%, 07/17/2028(1)(12)

     1,047,972  
3,855,441   

New Residential Mortgage LLC
3.61%, 05/25/2023(1)

     3,844,982  
1,761,495   

Preston Ridge Parterners Mortgage Trust LLC
3.75%, 04/25/2023(1)(2)

     1,749,853  
590,000   

Westlake Automobile Receivables Trust
3.20%, 01/16/2024(1)

     589,343  
     

 

 

 
        11,442,212  
     

 

 

 
  

Whole Loan Collateral CMO - 4.4%

  
  

Angel Oak Mortgage Trust LLC

  
1,008,009   

2.48%, 07/25/2047(1)(2)

     997,364  
1,115,936   

2.71%, 11/25/2047(1)(2)

     1,107,018  
299,617   

2.81%, 01/25/2047(1)(2)

     297,712  
3,711,080   

CIM Trust
3.00%, 04/25/2057(1)(2)

     3,663,944  
  

COLT Mortgage Loan Trust

  
402,349   

2.80%, 12/26/2046(1)(2)

     399,896  
1,437,027   

2.93%, 02/25/2048(1)(2)

     1,430,377  
1,588,991   

3.47%, 07/27/2048(1)(2)

     1,588,858  
572,426   

3.75%, 12/26/2046(1)(2)

     572,426  
  

Deephaven Residential Mortgage Trust

  
908,285   

2.45%, 06/25/2047(1)(2)

     897,011  
535,888   

2.73%, 12/26/2046(1)(2)

     533,311  
656,824   

2.81%, 10/25/2047(1)(2)

     650,864  
1,256,429   

Finance of America Structured Securities Trust
2.32%, 11/25/2027(1)(2)

     1,254,504  
  

LSTAR Securities Investment Ltd.

  
442,616   

1 mo. USD LIBOR + 1.750%, 0.04%, 10/01/2022(1)(3)

     440,759  
1,031,257   

1 mo. USD LIBOR + 1.650%, 3.74%, 11/01/2022(1)(3)

     1,026,664  
1,239,639   

MetLife Securitization Trust
3.00%, 04/25/2055(1)(2)

     1,214,168  
925,619   

MFA Trust
2.59%, 02/25/2057(1)(2)

     906,472  
  

Mill City Mortgage Loan Trust

  
1,018,274   

2.50%, 04/25/2057(1)(2)

     994,417  
2,796,057   

2.75%, 01/25/2061(1)(2)

     2,734,621  
1,434,802   

3.25%, 05/25/2062(1)(2)

     1,423,272  
2,845,029   

3.50%, 05/25/2058(1)(2)

     2,829,654  
  

New Residential Mortgage Loan Trust

  
779,646   

3.25%, 09/25/2056(1)(2)

     767,736  
759,602   

3.75%, 11/26/2035(1)(2)

     759,566  
553,188   

3.75%, 03/25/2056(1)(2)

     553,610  
826,498   

3.75%, 11/25/2056(1)(2)

     825,964  
1,513,176   

4.00%, 03/25/2057(1)(2)

     1,522,663  
1,079,484   

4.00%, 04/25/2057(1)(2)

     1,085,487  
1,607,548   

4.00%, 05/25/2057(1)(2)

     1,617,820  


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

$        3,400,000

  

Sequoia Mortgage Trust
4.50%, 08/25/2048(1)(2)

   $ 3,460,333  
  

Towd Point Mortgage Trust

  

1,334,238

  

2.25%, 04/25/2056(1)(2)

     1,301,671  

2,317,906

  

2.25%, 07/25/2056(1)(2)

     2,250,160  

493,926

  

2.75%, 02/25/2055(1)(2)

     486,482  

1,273,623

  

2.75%, 04/25/2055(1)(2)

     1,251,720  

533,021

  

2.75%, 05/25/2055(1)(2)

     524,961  

1,180,053

  

Verus Securitization Trust
2.93%, 02/25/2048(1)(2)

     1,165,546  
     

 

 

 
        42,537,031  
     

 

 

 
  

Total Asset & Commercial Mortgage Backed Securities
(cost $176,640,985)

   $         174,355,514  
     

 

 

 

Corporate Bonds - 53.4%

  
  

Aerospace/Defense - 0.5%

  

365,000

  

BAE Systems Holdings, Inc.
2.85%, 12/15/2020(1)

   $ 360,081  

2,000,000

  

General Dynamics Corp.
3.00%, 05/11/2021

     1,991,341  

2,275,000

  

L3 Technologies, Inc.
3.85%, 06/15/2023

     2,264,592  
     

 

 

 
        4,616,014  
     

 

 

 
  

Agriculture - 0.1%

  

644,000

  

Reynolds American, Inc.
3.25%, 06/12/2020

     643,813  
     

 

 

 
  

Auto Manufacturers - 2.6%

  

2,000,000

  

Daimler Finance NA LLC
2.00%, 07/06/2021(1)

     1,912,770  
  

Ford Motor Credit Co. LLC

  

3,500,000

  

2.02%, 05/03/2019

     3,477,810  

2,000,000

  

2.46%, 03/27/2020

     1,969,481  
  

General Motors Financial Co., Inc.

  

2,500,000

  

3.15%, 06/30/2022

     2,432,896  

2,500,000

  

3.20%, 07/06/2021

     2,464,646  
  

Harley-Davidson Financial Services, Inc.

  

840,000

  

2.40%, 09/15/2019(1)

     832,968  

2,500,000

  

2.85%, 01/15/2021(1)

     2,455,464  
  

Hyundai Capital America

  

2,000,000

  

2.00%, 07/01/2019(1)

     1,976,758  

2,490,000

  

2.60%, 03/19/2020(1)

     2,450,853  

1,825,000

  

4.13%, 06/08/2023(1)

     1,810,079  
  

Nissan Motor Acceptance Corp.

  

1,000,000

  

2.15%, 09/28/2020(1)

     973,053  

1,250,000

  

2.55%, 03/08/2021(1)

     1,219,834  

750,000

  

Volkswagen Group of America Finance LLC
2.45%, 11/20/2019(1)

     742,145  
     

 

 

 
        24,718,757  
     

 

 

 
  

Auto Parts & Equipment - 0.5%

  

500,000

  

Aptiv plc
3.15%, 11/19/2020

     494,565  

4,237,000

  

Goodyear Tire & Rubber Co.
8.75%, 08/15/2020

     4,634,219  
     

 

 

 
        5,128,784  
     

 

 

 
  

Beverages - 0.8%

  

4,000,000

  

Anheuser-Busch InBev Finance, Inc.
2.65%, 02/01/2021

     3,947,694  
  

Constellation Brands, Inc.

  

2,435,000

  

2.65%, 11/07/2022

     2,329,004  

340,000

  

2.70%, 05/09/2022

     328,757  

625,000

  

Molson Coors Brewing Co.
2.10%, 07/15/2021

     600,131  
     

 

 

 
        7,205,586  
     

 

 

 


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Biotechnology - 0.2%

  

$        2,000,000

  

Celgene Corp.
2.88%, 08/15/2020

   $         1,984,487  
     

 

 

 
  

Chemicals - 0.7%

  

4,500,000

  

Air Liquide Finance S.A.
1.75%, 09/27/2021(1)

     4,284,617  

2,000,000

  

Syngenta Finance N.V.
3.70%, 04/24/2020(1)

     1,997,035  
     

 

 

 
        6,281,652  
     

 

 

 
  

Commercial Banks - 20.6%

  

1,000,000

  

ABN Amro Bank N.V.
2.45%, 06/04/2020(1)

     984,005  
  

Banco Santander S.A.

  

1,600,000

  

3.13%, 02/23/2023

     1,529,823  

1,200,000

  

3.50%, 04/11/2022

     1,189,719  

600,000

  

3.85%, 04/12/2023

     593,585  
  

Bank of America Corp.

  

3,020,000

  

2.15%, 11/09/2020

     2,950,792  

3,500,000

  

2.50%, 10/21/2022

     3,351,308  

2,000,000

  

2.63%, 04/19/2021

     1,964,837  

1,500,000

  

S&P 500 Index, 2.74%, 01/23/2022(3)

     1,473,643  

1,395,000

  

Bank of New York Mellon Corp.
3 mo. USD LIBOR + 1.050%, 3.39%, 10/30/2023(3)

     1,420,355  

1,000,000

  

Bank of Nova Scotia
2.70%, 03/07/2022

     976,948  

1,500,000

  

Banque Federative du Credit Mutuel S.A.
2.70%, 07/20/2022(1)

     1,441,151  
  

Barclays plc

  

2,500,000

  

2.75%, 11/08/2019

     2,483,662  

1,850,000

  

2.88%, 06/08/2020

     1,828,288  

2,625,000

  

3.25%, 01/12/2021

     2,588,854  
  

BB&T Corp.

  

1,750,000

  

2.05%, 05/10/2021

     1,690,305  

1,750,000

  

2.75%, 04/01/2022

     1,711,809  
  

BNP Paribas S.A.

  

1,500,000

  

2.38%, 05/21/2020

     1,477,967  

580,000

  

2.95%, 05/23/2022(1)

     564,138  

750,000

  

3.50%, 03/01/2023(1)

     734,835  
  

BPCE S.A.

  

1,750,000

  

2.75%, 01/11/2023(1)

     1,678,558  

300,000

  

3.00%, 05/22/2022(1)

     290,857  

1,250,000

  

Capital One Financial Corp.
3.05%, 03/09/2022

     1,223,276  

2,500,000

  

CIT Group, Inc.
4.13%, 03/09/2021

     2,496,875  
  

Citigroup, Inc.

  

2,000,000

  

2.40%, 02/18/2020

     1,979,719  

4,500,000

  

2.90%, 12/08/2021

     4,400,267  
  

Citizens Bank NA

  

770,000

  

2.55%, 05/13/2021

     749,473  

4,500,000

  

2.65%, 05/26/2022

     4,337,426  

665,000

  

Citizens Financial Group, Inc.
2.38%, 07/28/2021

     640,353  

2,400,000

  

Comerica, Inc.
3.70%, 07/31/2023

     2,402,956  

1,555,000

  

Compass Bank
2.75%, 09/29/2019

     1,546,774  
  

Cooperatieve Rabobank UA

  

1,650,000

  

2.50%, 01/19/2021

     1,618,577  

1,500,000

  

2.75%, 01/10/2022

     1,466,823  
  

Credit Agricole S.A.

  

1,800,000

  

2.75%, 06/10/2020(1)

     1,780,092  

735,000

  

3.75%, 04/24/2023(1)

     723,141  

2,001,000

  

Credit Suisse Group AG
3.57%, 01/09/2023(1)

     1,970,753  


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

$        2,000,000

  

Credit Suisse Group Funding Guernsey Ltd.
3.45%, 04/16/2021

   $         1,994,499  
  

Danske Bank A/S

  

1,120,000

  

2.00%, 09/08/2021(1)

     1,066,418  

1,250,000

  

2.70%, 03/02/2022(1)(6)

     1,211,671  

1,250,000

  

2.80%, 03/10/2021(1)

     1,225,521  
  

Deutsche Bank AG

  

2,290,000

  

2.70%, 07/13/2020

     2,237,971  

1,540,000

  

3.15%, 01/22/2021

     1,503,367  

1,250,000

  

3.30%, 11/16/2022

     1,185,848  

1,350,000

  

3.95%, 02/27/2023

     1,306,231  

2,600,000

  

Discover Bank
3.10%, 06/04/2020

     2,588,422  

2,150,000

  

DNB Bank ASA
2.38%, 06/02/2021(1)

     2,081,689  

1,750,000

  

Fifth Third Bancorp
2.60%, 06/15/2022

     1,689,241  
  

Fifth Third Bank

  

1,500,000

  

2.20%, 10/30/2020

     1,466,479  

1,100,000

  

2.25%, 06/14/2021

     1,070,785  
  

Goldman Sachs Group, Inc.

  

1,225,000

  

2.35%, 11/15/2021

     1,182,385  

2,000,000

  

2.60%, 12/27/2020

     1,970,181  

660,000

  

2.63%, 04/25/2021

     646,634  

545,000

  

2.75%, 09/15/2020

     539,780  

1,005,000

  

2.88%, 02/25/2021

     989,026  

4,000,000

  

3.00%, 04/26/2022

     3,908,678  

1,500,000

  

3.20%, 02/23/2023

     1,465,724  
  

HSBC Holdings plc

  

1,800,000

  

2.95%, 05/25/2021

     1,776,540  

2,135,000

  

3 mo. USD LIBOR + 1.055%, 3.26%, 03/13/2023(3)

     2,098,688  

905,000

  

3.33%, 05/18/2024(3)

     906,069  

1,150,000

  

3.40%, 03/08/2021

     1,150,055  

1,550,000

  

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

     1,532,083  
  

Huntington Bancshares, Inc.

  

2,000,000

  

2.30%, 01/14/2022

     1,915,237  

1,700,000

  

3.15%, 03/14/2021

     1,685,966  
  

Huntington National Bank

  

1,785,000

  

2.20%, 04/01/2019

     1,779,095  

1,250,000

  

2.38%, 03/10/2020

     1,232,770  

2,395,000

  

ING Bank N.V.
2.50%, 10/01/2019(1)

     2,376,269  

705,000

  

ING Groep N.V.
3.15%, 03/29/2022

     692,427  
  

Intesa Sanpaolo S.p.A.

  

1,955,000

  

3.13%, 07/14/2022(1)

     1,821,972  

1,675,000

  

3.38%, 01/12/2023(1)

     1,557,470  
  

JP Morgan Chase & Co.

  

4,000,000

  

2.30%, 08/15/2021

     3,877,072  

3,000,000

  

2.40%, 06/07/2021

     2,926,010  

3,000,000

  

2.55%, 03/01/2021

     2,945,610  

1,500,000

  

2.75%, 06/23/2020

     1,489,205  

1,800,000

  

3 mo. USD LIBOR + 1.230%, 3.57%, 10/24/2023(3)

     1,838,340  
  

KeyBank NA

  

1,500,000

  

2.40%, 06/09/2022

     1,440,431  

2,000,000

  

2.50%, 12/15/2019

     1,984,449  

905,000

  

2.50%, 11/22/2021

     879,852  

3,000,000

  

Macquarie Group Ltd.
3 mo. USD LIBOR + 1.023%, 3.19%, 11/28/2023(1)(3)

     2,860,830  

1,045,000

  

Manufacturers & Traders Trust Co.
1 mo. USD LIBOR + 1.215%, 3.29%, 12/28/2020(3)

     1,046,280  

1,500,000

  

Mizuho Financial Group, Inc.
2.63%, 04/12/2021(1)

     1,464,173  

920,000

  

Morgan Stanley
2.50%, 04/21/2021

     897,458  


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

$        1,500,000   

2.65%, 01/27/2020

      $         1,490,696  
2,000,000   

2.75%, 05/19/2022

        1,941,361  
1,000,000   

3 mo. USD LIBOR + 0.930%, 3.28%, 07/22/2022(3)

        1,008,591  
2,000,000   

3 mo. USD LIBOR + 1.400%, 3.74%, 10/24/2023(3)

        2,052,712  
1,750,000   

5.63%, 09/23/2019

        1,801,244  
3,250,000   

MUFG Bank LtdMUFG Bank LtdMUFG Bank Ltd.
2.35%, 09/08/2019(1)

        3,223,760  
1,000,000   

National Australia Bank Ltd.
1.88%, 07/12/2021

        955,532  
2,000,000   

Nordea Bank AB
1.63%, 09/30/2019(1)

        1,966,152  
1,500,000   

PNC Bank NA
2.45%, 11/05/2020

        1,473,793  
  

Regions Financial Corp.

     
2,500,000   

2.75%, 08/14/2022

        2,408,904  
2,250,000   

3.20%, 02/08/2021

        2,237,545  
1,500,000   

Royal Bank of Canada
2.50%, 01/19/2021

        1,470,960  
  

Santander Holdings USA, Inc.

     
1,115,000   

2.65%, 04/17/2020

        1,101,832  
3,530,000   

3.70%, 03/28/2022

        3,503,213  
  

Santander UK plc

     
2,250,000   

2.38%, 03/16/2020

        2,220,557  
2,000,000   

3.40%, 06/01/2021

        2,000,893  
  

Skandinaviska Enskilda Banken AB

     
1,400,000   

2.63%, 11/17/2020(1)

        1,376,544  
1,500,000   

2.80%, 03/11/2022

        1,462,766  
1,800,000   

Societe Generale S.A.
3.25%, 01/12/2022(1)(6)

        1,759,929  
3,000,000   

Standard Chartered plc
2.40%, 09/08/2019(1)

        2,968,965  
2,200,000   

Sumitomo Mitsui Banking Corp.
2.65%, 07/23/2020

        2,170,004  
895,000   

SunTrust Banks, Inc.
2.90%, 03/03/2021

        884,879  
  

Svenska Handelsbanken AB

     
1,010,000   

1.88%, 09/07/2021

        963,791  
1,500,000   

2.45%, 03/30/2021

        1,464,146  
1,750,000   

3.35%, 05/24/2021

        1,748,543  
  

Toronto-Dominion Bank

     
1,500,000   

2.13%, 04/07/2021

        1,453,510  
1,000,000   

2.50%, 12/14/2020

        983,909  
2,750,000   

UBS Group Funding Switzerland AG
3.00%, 04/15/2021(1)

        2,716,091  
3,250,000   

UniCredit S.p.A.
3.75%, 04/12/2022(1)

        3,121,564  
  

Wells Fargo & Co.

     
2,000,000   

2.10%, 07/26/2021

        1,928,443  
2,500,000   

2.50%, 03/04/2021

        2,446,106  
3,000,000   

3 mo. USD LIBOR + 1.230%, 3.57%, 10/31/2023(3)

        3,066,625  
        

 

 

 
           197,140,405  
        

 

 

 
  

Commercial Services - 0.9%

     
  

Equifax, Inc.

     
1,035,000   

3.30%, 12/15/2022

        1,010,880  
2,555,000   

3.95%, 06/15/2023

        2,543,720  
1,870,000   

ERAC USA Finance LLC
2.35%, 10/15/2019(1)

        1,853,297  
  

Total System Services, Inc.

     
1,500,000   

3.80%, 04/01/2021

        1,506,902  
1,500,000   

4.00%, 06/01/2023

        1,503,169  
        

 

 

 
           8,417,968  
        

 

 

 
  

Construction Materials - 0.2%

     
2,000,000   

Fortune Brands Home & Security, Inc.
3.00%, 06/15/2020

        1,984,811  
        

 

 

 


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Diversified Financial Services - 3.9%

  
$          910,000   

AerCap Ireland Capital DAC / AerCap Global Aviation Trust
3.30%, 01/23/2023

   $ 877,701  
  

Air Lease Corp.

  
2,500,000   

2.13%, 01/15/2020

     2,455,637  
2,700,000   

2.63%, 07/01/2022

     2,585,284  
3,075,000   

Aircastle Ltd.
5.13%, 03/15/2021

     3,154,704  
  

Ally Financial, Inc.

  
3,000,000   

3.25%, 11/05/2018

     2,997,750  
1,500,000   

4.75%, 09/10/2018

     1,502,550  
2,500,000   

Capital One Bank USA NA
2.30%, 06/05/2019

     2,489,642  
1,750,000   

Capital One Financial Corp.
3.45%, 04/30/2021

     1,742,833  
1,150,000   

Credit Agricole S.A.
2.38%, 07/01/2021(1)

     1,113,984  
2,000,000   

goeasy Ltd.
7.88%, 11/01/2022(1)

     2,100,220  
2,750,000   

IHS Markit Ltd.
4.13%, 08/01/2023

     2,745,875  
2,025,000   

LeasePlan Corp. N.V.
2.88%, 01/22/2019(1)

     2,022,176  
2,000,000   

Nationstar Mortgage LLC / Nationstar Capital Corp.
6.50%, 08/01/2018

     2,000,000  
  

Navient Corp.

  
2,000,000   

6.50%, 06/15/2022

     2,042,500  
1,250,000   

8.00%, 03/25/2020

     1,318,750  
2,525,000   

Protective Life Global Funding
2.62%, 08/22/2022(1)

     2,438,470  
1,350,000   

Societe Generale S.A.
2.50%, 04/08/2021(1)

     1,314,032  
  

Synchrony Financial

  
610,000   

2.70%, 02/03/2020

     602,027  
2,255,000   

3.00%, 08/15/2019

     2,251,661  
     

 

 

 
                37,755,796  
     

 

 

 
  

Electric - 2.4%

  
2,500,000   

AEP Texas, Inc.
2.40%, 10/01/2022

     2,386,982  
1,000,000   

Ameren Illinois Co.
9.75%, 11/15/2018

     1,019,831  
  

Dominion Energy, Inc.

  
2,500,000   

2.50%, 12/01/2019

     2,485,622  
490,000   

2.96%, 07/01/2019(4)

     490,274  
395,000   

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

     385,530  
3,150,000   

Enel Finance International N.V.
2.88%, 05/25/2022(1)

     3,038,458  
1,055,000   

Eversource Energy
2.50%, 03/15/2021

     1,033,175  
805,000   

Exelon Corp.
2.85%, 06/15/2020

     797,437  
970,000   

FirstEnergy Corp.
2.85%, 07/15/2022

     938,948  
2,285,000   

Fortis, Inc.
2.10%, 10/04/2021

     2,176,192  
1,850,000   

ITC Holdings Corp.
2.70%, 11/15/2022

     1,777,159  
3,050,000   

SCANA Corp.
4.75%, 05/15/2021

     3,076,629  
3,000,000   

Southern Co.
2.35%, 07/01/2021

     2,917,618  
     

 

 

 
        22,523,855  
     

 

 

 


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

    

Electronics - 0.1%

 

$        850,000

    

Fortive Corp.
2.35%, 06/15/2021

   $         822,904  
       

 

 

 
    

Engineering & Construction - 0.2%

 

1,760,000

    

SBA Tower Trust
3.17%, 04/09/2047(1)

     1,723,158  
       

 

 

 
    

Entertainment - 0.5%

 

2,195,000

    

Discovery Communications LLC
2.80%, 06/15/2020(1)

     2,166,018  

2,835,000

    

Eldorado Resorts, Inc.
7.00%, 08/01/2023

     2,979,528  
       

 

 

 
          5,145,546  
       

 

 

 
    

Food - 1.1%

 

4,000,000

    

Danone S.A.
2.08%, 11/02/2021(1)

     3,816,067  

330,000

    

JM Smucker Co.
2.50%, 03/15/2020

     326,838  
    

Kraft Heinz Foods Co.

  

1,425,000

    

2.80%, 07/02/2020

     1,414,539  

860,000

    

4.00%, 06/15/2023

     863,153  

1,415,000

    

Kroger Co.
1.50%, 09/30/2019

     1,389,865  

2,500,000

    

Mondelez International Holdings Netherlands B.V.
2.00%, 10/28/2021(1)

     2,383,680  
       

 

 

 
          10,194,142  
       

 

 

 
    

Forest Products & Paper - 0.3%

 

2,650,000

    

Georgia-Pacific LLC
2.54%, 11/15/2019(1)

     2,630,998  
       

 

 

 
    

Gas - 0.2%

 

1,605,000

    

CenterPoint Energy Resources Corp.
4.50%, 01/15/2021

     1,637,445  
       

 

 

 
    

Healthcare-Services - 0.4%

 

1,500,000

    

Anthem, Inc.
2.95%, 12/01/2022

     1,458,435  

1,810,000

    

Dignity Health
2.64%, 11/01/2019

     1,807,600  

590,000

    

Laboratory Corp. of America Holdings
2.63%, 02/01/2020

     584,822  
       

 

 

 
          3,850,857  
       

 

 

 
    

Insurance - 1.7%

 

4,000,000

    

American International Group, Inc.
2.30%, 07/16/2019

     3,982,720  

1,250,000

    

Assurant, Inc.
4.20%, 09/27/2023

     1,245,868  

785,000

    

AXA Equitable Holdings, Inc.
3.90%, 04/20/2023(1)

     780,303  

3,000,000

    

Jackson National Life Global Funding
2.50%, 06/27/2022(1)

     2,888,401  

2,300,000

    

MassMutual Global Funding
2.00%, 04/15/2021(1)

     2,216,540  

1,500,000

    

Metropolitan Life Global Funding
1.95%, 09/15/2021(1)

     1,436,487  

1,255,000

    

Principal Life Global Funding
2.20%, 04/08/2020(1)

     1,236,489  

705,000

    

Trinity Acquisition plc
3.50%, 09/15/2021

     697,461  

1,445,000

    

Unum Group
3.00%, 05/15/2021

     1,417,801  
       

 

 

 
          15,902,070  
       

 

 

 
    

Internet - 0.5%

 

1,130,000

    

Alibaba Group Holding Ltd.
2.80%, 06/06/2023

     1,090,013  


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

$        2,000,000

    

Netflix, Inc.
5.50%, 02/15/2022

   $         2,062,500  

2,130,000

    

Tencent Holdings Ltd.
2.99%, 01/19/2023(1)

     2,068,210  
       

 

 

 
          5,220,723  
       

 

 

 
    

Iron/Steel - 0.4%

 

2,500,000

    

ArcelorMittal
5.13%, 06/01/2020

     2,565,500  

1,500,000

    

Steel Dynamics, Inc.
5.13%, 10/01/2021

     1,516,875  
       

 

 

 
          4,082,375  
       

 

 

 
    

IT Services - 1.2%

 

4,000,000

    

Dell International LLC / EMC Corp.
3.48%, 06/01/2019(1)

     4,013,072  

2,390,000

    

DXC Technology Co.
2.88%, 03/27/2020

     2,367,326  

1,250,000

    

Hewlett Packard Enterprise Co.
3.60%, 10/15/2020

     1,257,412  
    

NCR Corp.

  

1,250,000

    

4.63%, 02/15/2021

     1,232,812  

2,200,000

    

5.00%, 07/15/2022

     2,169,750  
       

 

 

 
          11,040,372  
       

 

 

 
    

Lodging - 0.7%

 

3,320,000

    

Choice Hotels International, Inc.
5.70%, 08/28/2020

     3,427,900  

1,500,000

    

Marriott International, Inc.
2.30%, 01/15/2022

     1,436,688  

2,000,000

    

MGM Resorts International
5.25%, 03/31/2020

     2,045,000  
       

 

 

 
          6,909,588  
       

 

 

 
    

Machinery-Diversified - 0.5%

 

    

CNH Industrial Capital LLC

  

2,000,000

    

4.38%, 11/06/2020

     2,026,200  

995,000

    

4.38%, 04/05/2022

     1,001,219  

2,300,000

    

John Deere Capital Corp.
2.15%, 09/08/2022

     2,202,053  
       

 

 

 
          5,229,472  
       

 

 

 
    

Media - 1.3%

 

815,000

    

CBS Corp.
2.90%, 06/01/2023(1)

     773,618  

1,685,000

    

Charter Communications Operating LLC / Charter Communications
Operating Capital
3.58%, 07/23/2020

     1,686,576  

1,075,000

    

Discovery Communications LLC
2.20%, 09/20/2019

     1,064,435  

1,770,000

    

Sky plc
2.63%, 09/16/2019(1)

     1,756,228  

2,500,000

    

Time Warner Cable LLC
8.25%, 04/01/2019

     2,583,532  

1,500,000

    

Viacom, Inc.
2.75%, 12/15/2019

     1,484,229  

2,800,000

    

Warner Media LLC
4.88%, 03/15/2020

     2,867,412  
       

 

 

 
          12,216,030  
       

 

 

 
    

Mining - 0.4%

 

    

Anglo American Capital plc

  

2,250,000

    

3.75%, 04/10/2022(1)

     2,217,555  

1,500,000

    

4.13%, 04/15/2021(1)

     1,506,915  

320,000

    

Glencore Funding LLC
3.00%, 10/27/2022(1)

     304,687  
       

 

 

 
          4,029,157  
       

 

 

 


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

    

Oil & Gas - 1.1%

 

$        2,500,000

    

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

   $         2,574,905  

875,000

    

Canadian Natural Resources Ltd.
2.95%, 01/15/2023

     845,496  

3,000,000

    

EQT Corp.
2.50%, 10/01/2020

     2,936,347  

1,726,000

    

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

     1,703,242  

1,015,000

    

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

     1,030,967  

1,565,000

    

Pioneer Natural Resources Co.
3.45%, 01/15/2021

     1,567,278  
       

 

 

 
          10,658,235  
       

 

 

 
    

Oil & Gas Services - 0.3%

 

2,500,000

    

Schlumberger Holdings Corp.
3.00%, 12/21/2020(1)

     2,486,761  
       

 

 

 
    

Pharmaceuticals - 2.4%

 

    

AbbVie, Inc.

  
1,250,000     

2.30%, 05/14/2021

     1,216,192  

1,330,000

    

2.50%, 05/14/2020

     1,314,838  
    

Allergan Funding SCS

  
490,000     

2.45%, 06/15/2019

     488,945  

3,855,000

    

3.00%, 03/12/2020

     3,839,184  
    

Bayer U.S. Finance LLC

  
1,300,000     

2.38%, 10/08/2019(1)

     1,290,281  

2,000,000

    

3.50%, 06/25/2021(1)

     2,004,398  

1,400,000

    

3.88%, 12/15/2023(1)

     1,403,779  

1,435,000

    

Cardinal Health, Inc.
2.40%, 11/15/2019

     1,421,224  
    

CVS Health Corp.

  
1,120,000     

3.35%, 03/09/2021

     1,118,740  

2,500,000

    

3.70%, 03/09/2023

     2,486,042  

945,000

    

Mylan N.V.
3.75%, 12/15/2020

     947,836  

3,000,000

    

Shire Acquisitions Investments Ireland DAC
1.90%, 09/23/2019

     2,959,514  
    

Teva Pharmaceutical Finance Netherlands B.V.

  
1,125,000     

1.70%, 07/19/2019

     1,103,588  

1,800,000

    

2.20%, 07/21/2021

     1,678,368  
       

 

 

 
          23,272,929  
       

 

 

 
    

Pipelines - 1.0%

 

240,000

    

Andeavor Logistics L.P. / Tesoro Logistics Finance Corp.
3.50%, 12/01/2022

     235,855  

1,130,000

    

Energy Transfer Partners L.P.
4.20%, 09/15/2023

     1,131,578  
    

Enterprise Products Operating LLC

  
1,195,000     

2.55%, 10/15/2019

     1,188,516  

1,700,000

    

2.85%, 04/15/2021

     1,678,771  

2,775,000

    

EQT Midstream Partners L.P.
4.75%, 07/15/2023

     2,794,184  
    

Kinder Morgan Energy Partners L.P.

  

1,175,000

    

5.30%, 09/15/2020

     1,219,710  

865,000

    

6.85%, 02/15/2020

     909,807  
       

 

 

 
          9,158,421  
       

 

 

 
    

Real Estate - 0.3%

 

2,000,000

    

WEA Finance LLC
3.15%, 04/05/2022(1)

     1,955,460  

1,100,000

    

WEA Finance LLC / Westfield UK & Europe Finance plc
3.25%, 10/05/2020(1)

     1,095,227  
       

 

 

 
          3,050,687  
       

 

 

 
    

Real Estate Investment Trusts - 1.0%

 

    

American Tower Corp.

  


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

$       1,750,000   

3.00%, 06/15/2023

      $        1,679,559  
1,755,000   

3.30%, 02/15/2021

        1,746,496  
  

Crown Castle International Corp.

     
1,500,000   

3.15%, 07/15/2023

        1,440,109  
240,000   

3.40%, 02/15/2021

        239,552  
2,000,000   

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

        1,965,002  
1,870,000   

Scentre Group Trust
2.38%, 11/05/2019(1)

        1,845,844  
860,000   

Simon Property Group L.P.
2.50%, 07/15/2021

        839,221  
        

 

 

 
           9,755,783  
        

 

 

 
  

Retail - 0.7%

     
2,250,000   

Alimentation Couche-Tard, Inc.
2.35%, 12/13/2019(1)

        2,222,475  
  

CVS Health Corp.

     
2,350,000   

2.13%, 06/01/2021

        2,268,892  
715,000   

2.80%, 07/20/2020

        708,190  
1,790,000   

Dollar Tree, Inc.
3.70%, 05/15/2023

        1,777,092  
        

 

 

 
           6,976,649  
        

 

 

 
  

Semiconductors - 1.0%

     
2,700,000   

Broadcom Corp. / Broadcom Cayman Finance Ltd.
2.38%, 01/15/2020

        2,662,143  
  

Microchip Technology, Inc.

     
1,140,000   

3.92%, 06/01/2021(1)

        1,142,265  
1,405,000   

4.33%, 06/01/2023(1)

        1,404,521  
2,000,000   

NXP B.V. / NXP Funding LLC
4.13%, 06/01/2021(1)

        2,005,060  
2,700,000   

QUALCOMM, Inc.
3.00%, 05/20/2022

        2,650,598  
        

 

 

 
           9,864,587  
        

 

 

 
  

Software - 0.1%

     
541,000   

Fidelity National Information Services, Inc.
2.25%, 08/15/2021

        521,218  
        

 

 

 
  

Telecommunications - 1.1%

     
2,000,000   

AT&T, Inc.
2.80%, 02/17/2021

        1,970,987  
5,500,000   

Nokia Oyj
3.38%, 06/12/2022

        5,307,500  
3,652,188   

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
3.36%, 03/20/2023(1)(12)

        3,633,927  
        

 

 

 
           10,912,414  
        

 

 

 
  

Transportation - 1.2%

     
3,450,000   

AP Moller - Maersk A/S
2.55%, 09/22/2019(1)

        3,416,599  
  

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

     
1,500,000   

2.70%, 03/14/2023(1)

        1,416,549  
1,000,000   

3.20%, 07/15/2020(1)

        994,326  
1,250,000   

3.90%, 02/01/2024(1)

        1,228,111  
2,000,000   

4.13%, 08/01/2023(1)

        2,002,356  
  

Ryder System, Inc.

     
1,270,000   

2.25%, 09/01/2021

        1,224,495  
1,075,000   

2.45%, 09/03/2019

        1,067,973  
        

 

 

 
           11,350,409  
        

 

 

 
  

Trucking & Leasing - 0.3%

     
2,650,000   

Aviation Capital Group LLC
3.88%, 05/01/2023(1)

        2,626,148  
        

 

 

 
  

Total Corporate Bonds
(cost $517,837,663)

      $ 509,671,006  
        

 

 

 


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Foreign Government Obligations - 0.5%

  
  

Qatar - 0.2%

 

        $            1,960,000   

Qatar Government International Bond
3.88%, 04/23/2023(1)

   $ 1,967,252  
     

 

 

 
  

Saudi Arabia - 0.3%

 

2,810,000   

Saudi Government International Bond
2.38%, 10/26/2021(1)

     2,702,489  
     

 

 

 
  

Total Foreign Government Obligations
(cost $4,728,808)

   $ 4,669,741  
     

 

 

 

Municipal Bonds - 0.9%

  
  

General Obligation - 0.4%

 

2,805,000   

Cook County, IL
4.74%, 11/15/2022

   $ 2,920,342  
1,175,000   

Illinois State, GO
5.88%, 03/01/2019

     1,192,977  
     

 

 

 
        4,113,319  
     

 

 

 
  

Higher Education - 0.3%

 

2,630,000   

Chicago Board of Education
5.28%, 12/01/2022

     2,602,885  
     

 

 

 
  

Transportation - 0.2%

 

1,750,000   

Alameda Corridor Transportation Auth
0.00%, 10/01/2022(7)

     1,480,237  
     

 

 

 
  

Total Municipal Bonds
(cost $8,298,394)

   $ 8,196,441  
     

 

 

 

Senior Floating Rate Interests - 20.4%(8)

  
  

Advertising - 0.1%

 

1,650,966   

Acosta Holdco, Inc.
1 mo. USD LIBOR + 3.250%, 5.33%, 09/26/2021

   $ 1,284,138  
     

 

 

 
  

Aerospace/Defense - 0.6%

 

1,432,800   

Circor International, Inc.
1 mo. USD LIBOR + 3.500%, 5.57%, 12/11/2024

           1,435,035  
544,255   

Fly Funding S.a.r.l.
3 mo. USD LIBOR + 2.000%, 4.37%, 02/09/2023

     543,803  
3,828,333   

TransDigm, Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 06/09/2023

     3,828,831  
     

 

 

 
        5,807,669  
     

 

 

 
  

Airlines - 0.4%

 

  

American Airlines, Inc.

  
1,557,559   

1 mo. USD LIBOR + 1.750%, 3.83%, 06/27/2025

     1,530,302  
980,000   

1 mo. USD LIBOR + 2.000%, 4.07%, 04/28/2023

     975,100  
970,000   

1 mo. USD LIBOR + 2.000%, 4.09%, 10/12/2021

     969,311  
     

 

 

 
        3,474,713  
     

 

 

 
  

Auto Manufacturers - 0.1%

 

359,777   

FCA U.S. LLC
1 mo. USD LIBOR + 2.000%, 4.07%, 12/31/2018

     360,075  
716,400   

Navistar International Corp.
1 mo. USD LIBOR + 3.500%, 5.60%, 11/06/2024

     716,400  
     

 

 

 
        1,076,475  
     

 

 

 
  

Beverages - 0.1%

 

948,329   

Jacobs Douwe Egberts International B.V.
3 mo. USD LIBOR + 2.250%, 4.63%, 07/02/2022

     951,885  
     

 

 

 
  

Biotechnology - 0.0%

 

292,912   

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%, 5.33%, 05/15/2022

     292,730  
     

 

 

 
  

Chemicals - 0.6%

 

1,094,719   

Axalta Coating Systems U.S. Holdings, Inc.
3 mo. USD LIBOR + 1.750%, 4.08%, 06/01/2024

     1,093,963  
315,810   

Chemours Co.
1 mo. USD LIBOR + 1.750%, 3.83%, 04/03/2025

     314,626  


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

        EUR          159,200   

Diamond (BC) B.V.
EURIBOR + 3.250%, 3.25%, 09/06/2024

   $ 182,030  
$          310,750   

Minerals Technologies, Inc.
1 mo. USD LIBOR + 2.250%, 4.40%, 02/14/2024

     311,915  
1,264,369   

Nexeo Solutions LLC
3 mo. USD LIBOR + 3.250%, 5.58%, 06/09/2023

     1,270,691  
216,298   

Tronox Blocked Borrower LLC
3 mo. USD LIBOR + 3.000%, 5.08%, 09/22/2024

     217,301  
499,148   

Tronox Finance LLC
3 mo. USD LIBOR + 3.000%, 5.08%, 09/22/2024

     501,464  
805,239   

Univar, Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 07/01/2024

     807,124  
830,000   

WR Grace & Co.
3 mo. USD LIBOR + 1.750%, 4.08%, 04/03/2025

     831,660  
     

 

 

 
        5,530,774  
     

 

 

 
  

Coal - 0.1%

  
792,261   

Peabody Energy Corp.
1 mo. USD LIBOR + 2.750%, 4.83%, 03/31/2025

     792,261  
     

 

 

 
  

Commercial Services - 1.6%

  
593,513   

Aramark Services, Inc.
1 mo. USD LIBOR + 1.750%, 4.08%, 03/11/2025

     594,005  
635,000   

Blackhawk Network Holdings, Inc.
1 mo. USD LIBOR + 3.000%, 5.07%, 06/15/2025

     636,060  
EUR          945,000   

Blitz F18-675 GmbH
EURIBOR + 3.750%, 0.00%, 07/31/2025(9)

     1,100,715  
$          724,660   

Brickman Group Ltd. LLC
1 mo. USD LIBOR + 3.000%, 5.08%, 12/18/2020

     725,565  
612,929   

Bright Horizons Family Solutions, Inc.
1 mo. USD LIBOR + 2.000%, 3.83%, 11/07/2023

     612,420  
320,000   

Energizer Holdings, Inc.
1 mo. USD LIBOR + 2.250%, 0.00%, 06/30/2025(9)

     320,800  
988,585   

Hertz Corp.
3 mo. USD LIBOR + 2.750%, 4.83%, 06/30/2023

     985,906  
511,473   

KAR Auction Services, Inc.
3 mo. USD LIBOR + 2.500%, 4.63%, 03/09/2023

     512,113  
674,982   

ON Assignment, Inc.
4.08%, 04/02/2025

     674,476  
1,683,897   

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 11/15/2023

     1,681,792  
1,996,334   

Russell Investments US Inst’l Holdco, Inc.
3 mo. USD LIBOR + 3.250%, 5.33%, 06/01/2023

     1,996,334  
507,275   

ServiceMaster Co.
1 mo. USD LIBOR + 2.500%, 4.58%, 11/08/2023

     507,148  
EUR          630,000   

Techem GmbH
EURIBOR + 3.000%, 0.00%, 10/02/2024(9)

     734,193  
$        1,801,800   

Tempo Acquisition LLC
1 mo. USD LIBOR + 3.000%, 5.08%, 05/01/2024

     1,802,773  
1,825,372   

Trans Union LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 04/10/2023

     1,829,169  
738,750   

Xerox Business Services LLC
1 mo. USD LIBOR + 2.500%, 4.58%, 12/07/2023

     739,363  
     

 

 

 
              15,452,832  
     

 

 

 
  

Distribution/Wholesale - 0.1%

  
289,275   

Beacon Roofing Supply, Inc.
1 mo. USD LIBOR + 2.250%, 4.35%, 01/02/2025

     288,853  
530,000   

Reece Ltd.
1 mo. USD LIBOR + 2.000%, 4.34%, 07/02/2025

     530,000  
     

 

 

 
        818,853  
     

 

 

 
  

Diversified Financial Services - 0.9%

  
1,377,563   

AlixPartners LLP
3 mo. USD LIBOR + 2.750%, 4.83%, 04/04/2024

     1,379,574  
947,625   

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 02/28/2025

     944,365  


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

        $        685,000   

Delos Finance S.a.r.l.
3 mo. USD LIBOR + 1.750%, 4.08%, 10/06/2023

   $         685,856  
656,323   

Fortress Investment Group LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 12/27/2022

     656,487  
EUR        621,771   

Nets Holding A/S
EURIBOR + 3.250%, 3.25%, 02/06/2025

     719,113  
261,025   

NFP Corp.
1 mo. USD LIBOR + 3.000%, 5.08%, 01/08/2024

     260,453  
448,175   

RP Crown Parent LLC
1 mo. USD LIBOR + 2.750%, 4.83%, 10/12/2023

     448,735  
1,019,301   

RPI Finance Trust
3 mo. USD LIBOR + 2.000%, 4.33%, 03/27/2023

     1,021,055  
405,109   

SS&C Technologies Holdings Europe S.a.r.l.
1 mo. USD LIBOR + 2.500%, 4.58%, 04/16/2025

     406,122  
  

Vantiv LLC

  
477,503   

1 mo. USD LIBOR + 1.750%, 3.82%, 10/14/2023

     476,706  
1,341,638   

    3 mo. USD LIBOR + 1.750%, 3.82%, 08/09/2024

     1,339,129  
     

 

 

 
        8,337,595  
     

 

 

 
  

Electric - 0.3%

  
485,650   

Helix Gen Funding LLC
1 mo. USD LIBOR + 3.750%, 5.83%, 06/02/2024

     489,088  
2,266,627   

NRG Energy, Inc.
3 mo. USD LIBOR + 1.750%, 4.08%, 06/30/2023

     2,260,847  
     

 

 

 
        2,749,935  
     

 

 

 
  

Electrical Components & Equipment - 0.1%

  
1,040,000   

Brookfield WEC Holdings, Inc.
1 mo. USD LIBOR + 3.750%, 0.00%, 07/25/2025(9)

     1,046,666  
     

 

 

 
  

Energy-Alternate Sources - 0.5%

  
790,020   

AES Corp.
3 mo. USD LIBOR + 1.750%, 4.07%, 05/31/2022

     788,472  
1,545,000   

BCP Renaissance Parent LLC
3 mo. USD LIBOR + 3.500%, 5.84%, 10/31/2024

     1,550,794  
363,175   

Medallion Midland Acquisition LLC
1 mo. USD LIBOR + 3.250%, 5.33%, 10/30/2024

     356,932  
282,167   

MEG Energy Corp.
3 mo. USD LIBOR + 3.500%, 5.58%, 12/31/2023

     282,449  
817,550   

TEX Operations Co. LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 08/04/2023

     815,849  
615,000   

Vistra Energy Corp.
1 mo. USD LIBOR + 2.000%, 4.07%, 12/31/2025

     613,309  
     

 

 

 
        4,407,805  
     

 

 

 
  

Engineering & Construction - 0.2%

  
1,980,000   

Brand Energy & Infrastructure Services, Inc.
3 mo. USD LIBOR + 4.250%, 6.60%, 06/21/2024

     1,988,672  
     

 

 

 
  

Entertainment - 0.3%

  
482,020   

CityCenter Holdings LLC
1 mo. USD LIBOR + 2.500%, 4.33%, 04/18/2024

     482,353  
1,068,603   

Hilton Worldwide Finance LLC
1 mo. USD LIBOR + 1.750%, 3.81%, 10/25/2023

     1,072,055  
517,715   

Scientific Games International, Inc.
2 mo. USD LIBOR + 2.750%, 4.90%, 08/14/2024

     517,787  
1,015,000   

Wyndham Hotels & Resorts, Inc.
1 mo. USD LIBOR + 1.750%, 3.83%, 05/30/2025

     1,017,223  
     

 

 

 
        3,089,418  
     

 

 

 
  

Environmental Control - 0.3%

  
1,183,323   

Advanced Disposal Services, Inc.
1 Week USD LIBOR + 2.250%, 4.19%, 11/10/2023

     1,183,773  
1,747,450   

Clean Harbors, Inc.
1 mo. USD LIBOR + 1.750%, 3.83%, 06/27/2024

     1,746,716  
     

 

 

 
        2,930,489  
     

 

 

 


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Food - 0.4%

  
$        235,000   

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%, 4.83%, 03/31/2025

   $         234,706  
1,421,969   

JBS USA LLC
3 mo. USD LIBOR + 2.500%, 4.84%, 10/30/2022

     1,419,935  
1,940,400   

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%, 4.07%, 05/24/2024

     1,940,187  
     

 

 

 
        3,594,828  
     

 

 

 
  

Healthcare-Products - 0.4%

  
2,842,500   

Alkermes, Inc.
3 mo. USD LIBOR + 2.250%, 4.35%, 03/23/2023

     2,849,606  
486,325   

Parexel International Corp.
1 mo. USD LIBOR + 2.750%, 4.83%, 09/27/2024

     484,623  
486,338   

Revlon Consumer Products Corp.
1 mo. USD LIBOR + 3.500%, 5.58%, 09/07/2023

     355,469  
     

 

 

 
        3,689,698  
     

 

 

 
  

Healthcare-Services - 0.8%

  
1,099,329   

Envision Healthcare Corp.
1 mo. USD LIBOR + 3.000%, 5.08%, 12/01/2023

     1,098,185  
689,473   

Gentiva Health Services, Inc.
1 mo. USD LIBOR + 3.500%, 0.00%, 07/02/2025(9)

     694,643  
575,054   

Jaguar Holding Co.
3 mo. USD LIBOR + 2.500%, 4.58%, 08/18/2022

     575,054  
1,847,089   

MPH Acquisition Holdings LLC
3 mo. USD LIBOR + 2.750%, 5.08%, 06/07/2023

     1,846,628  
387,075   

Surgery Center Holdings, Inc.
1 mo. USD LIBOR + 3.250%, 5.33%, 09/02/2024

     386,994  
1,162,844   

Syneos Health, Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 08/01/2024

     1,161,751  
1,120,813   

Team Health Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 02/06/2024

     1,088,589  
1,062,750   

U.S. Renal Care, Inc.
3 mo. USD LIBOR + 4.250%, 6.58%, 12/31/2022

     1,044,821  
     

 

 

 
        7,896,665  
     

 

 

 
  

Household Products - 0.1%

  
611,925   

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%, 5.08%, 09/06/2024

     598,922  
161,466   

Prestige Brands, Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 01/26/2024

     161,610  
     

 

 

 
        760,532  
     

 

 

 
  

Insurance - 0.8%

  
  

Asurion LLC

  
2,773,077   

1 mo. USD LIBOR + 3.000%, 5.08%, 08/04/2022

     2,771,579  
900,678   

1 mo. USD LIBOR + 3.000%, 5.08%, 11/03/2023

     899,048  
865,000   

1 mo. USD LIBOR + 6.500%, 8.58%, 08/04/2025

     877,076  
239,400   

Genworth Financial, Inc.
1 mo. USD LIBOR + 4.500%, 6.58%, 03/07/2023

     243,740  
1,385,000   

Hub International Ltd.
2 mo. USD LIBOR + 3.000%, 5.34%, 04/25/2025

     1,383,615  
1,742,361   

USI, Inc.
3 mo. USD LIBOR + 3.000%, 5.33%, 05/16/2024

     1,736,699  
     

 

 

 
        7,911,757  
     

 

 

 
  

Leisure Time - 0.9%

  
3,008,270   

Caesars Resort Collection LLC
1 mo. USD LIBOR + 2.750%, 4.83%, 12/22/2024

     3,019,070  
2,733,990   

Delta (LUX) S.a.r.l.
1 mo. USD LIBOR + 2.500%, 4.58%, 02/01/2024

     2,716,219  
910,562   

Eldorado Resorts LLC
2 mo. USD LIBOR + 2.250%, 4.40%, 04/17/2024

     910,180  
1,681,550   

Golden Entertainment, Inc.
1 mo. USD LIBOR + 3.000%, 5.08%, 10/20/2024

     1,679,448  


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

$          776,100   

NCL Corp. Ltd.
1 mo. USD LIBOR + 1.750%, 3.82%, 10/10/2021

   $         777,070  
     

 

 

 
        9,101,987  
     

 

 

 
  

Lodging - 0.6%

  
1,153,135   

Boyd Gaming Corp.
1 Week USD LIBOR + 2.500%, 4.45%, 09/15/2023

     1,158,901  
1,716,375   

Caesars Entertainment Operating Co.
1 mo. USD LIBOR + 2.000%, 4.08%, 10/06/2024

     1,713,697  
699,287   

Four Seasons Hotels Ltd.
1 mo. USD LIBOR + 2.000%, 4.08%, 11/30/2023

     698,791  
149,625   

Las Vegas Sands LLC
1 mo. USD LIBOR + 1.750%, 3.83%, 03/27/2025

     149,251  
1,709,922   

Station Casinos LLC
1 mo. USD LIBOR + 2.500%, 4.58%, 06/08/2023

     1,713,718  
     

 

 

 
        5,434,358  
     

 

 

 
  

Machinery - Construction & Mining - 0.0%

  
318,909   

Pike Corp.
1 mo. USD LIBOR + 3.500%, 5.58%, 03/23/2025

     321,141  
     

 

 

 
  

Machinery-Diversified - 0.3%

  
1,245,317   

Gardner Denver, Inc.
3 mo. USD LIBOR + 2.750%, 4.83%, 07/30/2024

     1,247,583  
1,050,398   

Gates Global LLC
3 mo. USD LIBOR + 2.750%, 5.08%, 04/01/2024

     1,052,320  
  

Zodiac Pool Solutions LLC

  
EUR        530,000   

EURIBOR + 2.750%, 2.75%, 07/02/2025

     612,269  
$        315,000   

1 mo. USD LIBOR + 2.250%, 4.33%, 07/02/2025

     314,868  
     

 

 

 
        3,227,040  
     

 

 

 
  

Media - 2.6%

  
1,744,641   

Advantage Sales & Marketing, Inc.
1 mo. USD LIBOR + 3.250%, 5.33%, 07/23/2021

     1,647,604  
863,475   

Altice Financing S.A.
3 mo. USD LIBOR + 2.750%, 4.82%, 01/31/2026

     837,571  
1,652,244   

Charter Communications Operating LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 04/30/2025

     1,652,624  
  

CSC Holdings LLC

  
935,656   

1 mo. USD LIBOR + 2.250%, 4.32%, 07/17/2025

     929,808  
553,613   

1 mo. USD LIBOR + 2.500%, 4.57%, 01/25/2026

     552,688  
673,313   

Lamar Media Corp.
1 mo. USD LIBOR + 1.750%, 3.88%, 03/14/2025

     673,871  
497,500   

Maxar Technologies Ltd.
1 mo. USD LIBOR + 2.750%, 4.85%, 10/04/2024

     496,799  
578,550   

Meredith Corp.
1 mo. USD LIBOR + 3.000%, 5.08%, 01/31/2025

     579,915  
66,401   

Mission Broadcasting, Inc.
1 mo. USD LIBOR + 2.500%, 4.59%, 01/17/2024

     66,422  
498,094   

Nexstar Broadcasting, Inc.
1 mo. USD LIBOR + 2.500%, 4.59%, 01/17/2024

     498,248  
  

Numericable Group S.A.

  
725,813   

1 mo. USD LIBOR + 2.750%, 4.82%, 07/31/2025

     690,974  
1,704,147   

3 mo. USD LIBOR + 3.000%, 5.07%, 01/31/2026

     1,647,484  
1,202,988   

PSAV Holdings LLC
3 mo. USD LIBOR + 3.250%, 5.44%, 03/01/2025

     1,193,219  
680,000   

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 08/17/2024

     682,550  
1,985,000   

Sinclair Television Group, Inc.
1 mo. USD LIBOR + 2.500%, 0.00%, 12/12/2024(9)

     1,979,541  
1,100,000   

Telenet Financing USD LLC
1 mo. USD LIBOR + 2.250%, 4.32%, 08/15/2026

     1,093,433  
1,468,514   

Tribune Media Co.
1 mo. USD LIBOR + 3.000%, 5.08%, 01/27/2024

     1,466,679  
  

Unitymedia Finance LLC

  
1,125,000   

1 mo. USD LIBOR + 2.250%, 4.32%, 09/30/2025

     1,121,839  
820,000   

1 mo. USD LIBOR + 2.250%, 4.32%, 01/15/2026

     817,491  


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

$     1,500,000   

Unitymedia Hessen GmbH & Co. KG
1 mo. USD LIBOR + 2.000%, 4.07%, 06/01/2023

   $         1,495,005  
1,000,000   

UPC Financing Partnership
1 mo. USD LIBOR + 2.500%, 4.57%, 01/15/2026

     995,250  
2,325,000   

Virgin Media Bristol LLC
1 mo. USD LIBOR + 2.500%, 4.57%, 01/15/2026

     2,321,838  
970,000   

Ziggo Secured Finance Partnership
1 mo. USD LIBOR + 2.500%, 4.57%, 04/15/2025

     963,938  
     

 

 

 
        24,404,791  
     

 

 

 
  

Metal Fabricate/Hardware - 0.1%

  
633,686   

Rexnord LLC
1 mo. USD LIBOR + 2.250%, 4.31%, 08/21/2024

     634,548  
     

 

 

 
  

Miscellaneous Manufacturing - 0.2%

  
EUR        675,000   

CTC AcquiCo GmbH
EURIBOR + 3.000%, 3.00%, 03/07/2025

     779,232  
$     1,254,790   

H.B. Fuller Co.
1 mo. USD LIBOR + 2.000%, 4.09%, 10/20/2024

     1,254,262  
     

 

 

 
        2,033,494  
     

 

 

 
  

Oil & Gas - 0.4%

  
514,800   

BCP Raptor LLC
2 mo. USD LIBOR + 4.250%, 6.42%, 06/24/2024

     492,118  
730,000   

California Resources Corp.
1 mo. USD LIBOR + 4.750%, 6.83%, 12/31/2022

     741,556  
645,000   

Chesapeake Energy Corp.
3 mo. USD LIBOR + 7.500%, 9.58%, 08/23/2021

     673,702  
1,714,390   

Energy Transfer Equity L.P.
1 mo. USD LIBOR + 2.000%, 4.06%, 02/02/2024

     1,708,613  
700,000   

Traverse Midstream Partners LLC
3 mo. USD LIBOR + 4.000%, 6.34%, 09/27/2024

     702,429  
     

 

 

 
        4,318,418  
     

 

 

 
  

Oil & Gas Services - 0.1%

  
1,179,583   

Crosby U.S. Acquisition Corp.
3 mo. USD LIBOR + 3.000%, 5.08%, 11/23/2020

     1,158,209  
     

 

 

 
  

Packaging & Containers - 0.7%

  
  

Berry Global, Inc.

  
1,071,137   

3 mo. USD LIBOR + 1.750%, 3.92%, 02/08/2020

     1,072,112  
968,010   

1 mo. USD LIBOR + 2.000%, 4.08%, 10/01/2022

     969,462  
  

Crown Americas LLC

  
EUR        310,000   

EURIBOR + 2.375%, 2.38%, 04/03/2025

     362,397  
$        425,000   

3 mo. USD LIBOR + 2.000%, 4.08%, 04/03/2025

     425,850  
  

Flex Acquisition Co., Inc.

     967,750  
  

3 mo. USD LIBOR + 3.000%, 5.34%, 12/29/2023

     965,853  
415,000   

1 mo. USD LIBOR + 3.250%, 5.75%, 06/29/2025

     414,481  
248,750   

Multi Color Corp.
1 mo. USD LIBOR + 2.250%, 4.33%, 10/31/2024

     248,750  
411,888   

Plastipak Packaging, Inc.
1 mo. USD LIBOR + 2.500%, 4.59%, 10/14/2024

     410,565  
2,218,313   

Reynolds Group Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 02/05/2023

     2,224,923  
     

 

 

 
        7,094,393  
     

 

 

 
  

Pharmaceuticals - 0.4%

  
1,475,100   

Endo Luxembourg Finance Co. S.a r.l.
1 mo. USD LIBOR + 4.250%, 6.38%, 04/29/2024

     1,475,410  
  

IQVIA, Inc.

  
EUR        595,000   

EURIBOR + 2.000%, 2.50%, 06/07/2025

     691,936  
$        524,008   

3 mo. USD LIBOR + 2.000%, 4.33%, 03/07/2024

     524,443  
148,875   

3 mo. USD LIBOR + 2.000%, 4.33%, 01/17/2025

     148,549  
795,000   

Valeant Pharmaceuticals International, Inc.
1 mo. USD LIBOR + 3.000%, 5.09%, 06/01/2025

     795,708  
     

 

 

 
        3,636,046  
     

 

 

 


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

Real Estate - 0.4%

  
$        998,247   

DTZ U.S. Borrower LLC
3 mo. USD LIBOR + 3.250%, 5.49%, 11/04/2021

   $         998,477  
1,105,411   

KFC Holding Co.
1 mo. USD LIBOR + 1.750%, 3.83%, 04/03/2025

     1,103,476  
1,345,909   

VICI Properties LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 12/20/2024

     1,346,959  
     

 

 

 
        3,448,912  
     

 

 

 
  

REITS - 0.2%

  
2,082,075   

MGM Growth Properties Operating Partnership L.P.
1 mo. USD LIBOR + 2.000%, 4.08%, 04/25/2023

     2,083,054  
     

 

 

 
  

Retail - 1.5%

  
1,560,577   

Albertsons LLC
1 mo. USD LIBOR + 2.750%, 4.83%, 08/25/2021

     1,553,835  
2,641,563   

American Builders & Contractors Supply Co., Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 10/31/2023

     2,628,064  
347,975   

B&G Foods, Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 11/02/2022

     348,782  
1,199,858   

B.C. Unlimited Liability Co.
1 mo. USD LIBOR + 2.250%, 4.33%, 02/16/2024

     1,198,610  
1,010,484   

Bass Pro Group LLC
1 mo. USD LIBOR + 5.000%, 7.08%, 09/25/2024

     1,018,376  
  

Coty, Inc.

  
EUR        795,000   

EURIBOR + 2.500%, 2.50%, 04/05/2025

     920,467  
$     1,908,313   

1 mo. USD LIBOR + 2.250%, 4.35%, 04/07/2025

     1,860,014  
1,041,459   

Michaels Stores, Inc.
1 mo. USD LIBOR + 2.500%, 4.57%, 01/28/2023

     1,039,834  
993,129   

Neiman Marcus Group Ltd. LLC
1 mo. USD LIBOR + 3.250%, 5.34%, 10/25/2020

     875,295  
683,927   

PetSmart, Inc.
1 mo. USD LIBOR + 3.000%, 5.10%, 03/11/2022

     567,311  
870,625   

Staples, Inc.
3 mo. USD LIBOR + 4.000%, 6.36%, 09/12/2024

     862,171  
1,192,123   

U.S. Foods, Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 06/27/2023

     1,191,134  
     

 

 

 
        14,063,893  
     

 

 

 
  

Semiconductors - 0.3%

  
247,279   

Entegris, Inc.
1 mo. USD LIBOR + 2.250%, 4.33%, 04/30/2021

     247,897  
533,264   

Integrated Device Technology, Inc.
1 mo. USD LIBOR + 2.500%, 4.57%, 04/04/2024

     531,931  
917,647   

MaxLinear, Inc.
1 mo. USD LIBOR + 2.500%, 4.57%, 05/12/2024

     921,088  
920,000   

Microchip Technology, Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 05/29/2025

     921,840  
580,780   

ON Semiconductor Corp.
1 mo. USD LIBOR + 1.750%, 3.83%, 03/31/2023

     581,105  
     

 

 

 
        3,203,861  
     

 

 

 
  

Software - 2.1%

  
1,096,713   

Almonde, Inc.
3 mo. USD LIBOR + 3.500%, 5.81%, 06/13/2024

     1,081,117  
1,699,716   

Aristocrat Technologies, Inc.
3 mo. USD LIBOR + 1.750%, 4.10%, 10/19/2024

     1,696,622  
1,001,686   

CDW LLC
3 mo. USD LIBOR + 1.750%, 3.83%, 08/17/2023

     1,002,077  
1,481,250   

Change Healthcare Holdings LLC
1 mo. USD LIBOR + 2.750%, 4.83%, 03/01/2024

     1,478,376  
1,009,637   

Dell, Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 09/07/2023

     1,009,718  
  

First Data Corp.

  
3,564,722   

1 mo. USD LIBOR + 2.000%, 4.07%, 07/08/2022

     3,564,295  
824,950   

1 mo. USD LIBOR + 2.000%, 4.07%, 04/26/2024

     824,562  
1,668,670   

Global Payments, Inc.
1 mo. USD LIBOR + 1.750%, 3.83%, 04/21/2023

     1,670,055  


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

$        1,522,947   

Go Daddy Operating Co. LLC
1 mo. USD LIBOR + 2.250%, 4.33%, 02/15/2024

   $ 1,525,612  
332,392   

Hyland Software, Inc.
1 mo. USD LIBOR + 3.250%, 5.33%, 07/01/2022

     333,223  
561,489   

Infor U.S., Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 02/01/2022

     562,089  
120,762   

MA FinanceCo. LLC
1 mo. USD LIBOR + 2.500%, 4.58%, 06/21/2024

     120,044  
815,533   

Seattle Spinco, Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 06/21/2024

     810,689  
1,056,128   

SS&C Technologies, Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 04/16/2025

     1,058,769  
826,650   

Verint Systems Inc.
1 mo. USD LIBOR + 2.000%, 4.09%, 06/28/2024

     826,650  
2,185,400   

WEX, Inc.
1 mo. USD LIBOR + 2.250%, 4.33%, 06/30/2023

     2,185,050  
     

 

 

 
        19,748,948  
     

 

 

 
  

Telecommunications - 0.8%

  
1,993,500   

Level 3 Financing, Inc.
1 mo. USD LIBOR + 2.250%, 4.33%, 02/22/2024

     1,996,271  
2,636,625   

Sprint Communications, Inc.
1 mo. USD LIBOR + 2.500%, 4.63%, 02/02/2024

     2,635,966  
1,929,845   

Univision Communications, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 03/15/2024

     1,871,950  
708,419   

Zayo Group LLC
1 mo. USD LIBOR + 2.250%, 4.33%, 01/19/2024

     710,820  
     

 

 

 
        7,215,007  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $195,968,827)

   $ 195,014,490  
     

 

 

 

U.S. Government Agencies - 4.1%

  
  

Mortgage-Backed Agencies - 4.1%

  
  

FHLMC - 1.6%

  
$        6,925,204   

3.00%, 04/01/2031

   $ 6,857,087  
5,000,000   

1.13%, 08/12/2021

     4,755,660  
2,572,797   

3.82%, 05/25/2048(1)(2)

     2,570,277  
877,869   

3.50%, 04/01/2027

     885,515  
11,306,575   

1.58%, 07/25/2021(2)(5)

     443,202  
860,419   

1.85%, 08/25/2018(2)(5)

     9  
     

 

 

 
        15,511,750  
     

 

 

 
  

FNMA - 2.5%

  
4,243,620   

3.50%, 12/01/2026

     4,297,133  
4,497,033   

3.00%, 12/01/2030

     4,458,337  
2,263,033   

3.00%, 08/01/2027

     2,255,736  
589,842   

3.50%, 12/01/2028

     597,404  
3,024,965   

3.00%, 03/01/2031

     2,998,935  
1,619,157   

3.00%, 02/01/2031

     1,605,225  
1,817,310   

3.50%, 11/01/2026

     1,834,356  
5,600,000   

3.50%, 08/01/2033(10)

     5,649,437  
     

 

 

 
        23,696,563  
     

 

 

 
  

GNMA - 0.0%

  
221,818   

5.00%, 08/20/2039

     230,514  
     

 

 

 
        39,438,827  
     

 

 

 
  

Total U.S. Government Agencies
(cost $40,315,627)

   $ 39,438,827  
     

 

 

 
  

Total Long-Term Investments
(cost $943,790,304)

   $ 931,346,019  
     

 

 

 

Short-Term Investments - 3.1%

  
  

Other Investment Pools & Funds - 2.9%

  
27,971,613   

Fidelity Institutional Government Fund, Institutional Class, 1.79%(11)

   $         27,971,613  
     

 

 

 
  

Securities Lending Collateral - 0.2%

  
73,250   

Citibank NA DDCA, 1.91%, 8/1/2018(11)

     73,250  


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

753,070   

Goldman Sachs Financial Sq, Government Institutional Fund, 1.82%(11)

      $         753,070  
301,655   

Invesco Government & Agency Portfolio, 1.81%(11)

        301,655  
155,493   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio,
Institutional Class, 1.82%(11)

        155,493  
181,532   

Western Asset Institutional Government Class A Fund, 1.76%(11)

        181,532  
        

 

 

 
           1,465,000  
        

 

 

 
  

Total Short-Term Investments
(cost $29,436,613)

      $ 29,436,613  
        

 

 

 
  

Total Investments
(cost $973,226,917)

     100.6%      $ 960,782,632  
  

Other Assets and Liabilities

     (0.6)%        (5,592,909
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 955,189,723  
     

 

 

    

 

 

 

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 July 31, 2018, the aggregate value of these securities was $321,582,998, which represented 33.7% 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 July 31, 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)

Securities disclosed are interest-only strips.    

(6)

Represents entire or partial securities on loan. See Note 2 for securities lending information.    

(7)

Security is a zero-coupon bond.    

(8)

Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of July 31, 2018.    

(9)

Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.    

(10)

Represents or includes a TBA transaction.    

(11)

Current yield as of period end.    

(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 July 31, 2018, the aggregate value of these securities was $9,485,918, which represented 1.0% of total net assets.    

 

Futures Contracts Outstanding at July 31, 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

     526        09/28/2018      $       111,183,250      $ (182,337)  
           

 

 

 

Short position contracts:

           

U.S. Treasury 5-Year Note Future

     845        09/28/2018      $ 95,590,625      $             209,486   

U.S. Treasury 10-Year Note Future

     48        09/19/2018        5,732,250        (11,730)  

U.S. Treasury Long Bond Future

     7        09/19/2018        1,000,781        (7,289)  
           

 

 

 

Total

            $ 190,467   
           

 

 

 
           
           

 

 

 

Total futures contracts

            $ 8,130   
           

 

 

 


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Foreign Currency Contracts Outstanding at July 31, 2018                                

Amount and Description

of Currency to be

Purchased

  

Amount and Description
of Currency to be

Sold

   Counterparty   

Settlement

Date

   Appreciation    Depreciation

7,708,543

   USD        6,575,000     EUR        SSG    08/31/18    $                 1,789    $                        —  

 

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

 

Counterparty Abbreviations:

 

SSG

     State Street Global Markets LLC

Currency Abbreviations:

EUR

     Euro

Index Abbreviations:

S&P

     Standard & Poors

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

TBA

     To Be Announced

Municipal Abbreviations:

GO

     General Obligation


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

     Total

 

     Level 1(1)

 

     Level 2(1)

 

     Level 3(1)

 

 

Assets

           

Asset & Commercial Mortgage Backed Securities

   $ 174,355,514       $ —       $ 174,355,514       $ —   

Corporate Bonds

     509,671,006         —         509,671,006         —   

Foreign Government Obligations

     4,669,741         —         4,669,741         —   

Municipal Bonds

     8,196,441         —         8,196,441         —   

Senior Floating Rate Interests

     195,014,490         —         195,014,490         —   

U.S. Government Agencies

     39,438,827         —         39,438,827         —   

Short-Term Investments

     29,436,613         29,436,613         —         —   

Foreign Currency Contracts(2)

     1,789         —         1,789         —   

Futures Contracts(2)

     209,486         209,486         —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

  

 

$

 

 

      960,993,907 

 

 

 

 

  

 

$

 

 

        29,646,099 

 

 

 

 

  

 

$

 

 

      931,347,808 

 

 

 

 

  

 

$

 

 

— 

 

 

 

 

  

 

 

    

 

 

    

 

 

    

 

 

 
Liabilities  

Futures Contracts(2)

   $

 

(201,356)

 

 

 

   $

 

(201,356)

 

 

 

   $

 

— 

 

 

 

   $

 

— 

 

 

 

  

 

 

    

 

 

    

 

 

    

 

 

 

Total

  

 

$

 

 

(201,356)

 

 

 

 

  

 

$

 

 

(201,356)

 

 

 

 

  

 

$

 

 

— 

 

 

 

 

  

 

$

 

 

                  — 

 

 

 

 

  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 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.


 

  Hartford Small Cap Core Fund

 

 

  Schedule of Investments

  July 31, 2018 (Unaudited)

 

 

Shares or Principal Amount

   Market  Value  

Common Stocks - 99.2%

 

   Banks - 8.9%   

3,312

   Bank of NT Butterfield & Son Ltd.    $ 163,812  

10,182

   Berkshire Hills Bancorp., Inc.      413,389  

17,518

   Cadence BanCorp.      477,015  

19,781

   Cathay General Bancorp.      822,692  

16,920

   Essent Group Ltd.*      649,728  

19,931

   Fidelity Southern Corp.      476,949  

171,347

   First BanCorp.*      1,408,472  

9,415

   Hancock Holding Corp.      473,104  

1,000

   Heartland Financial USA, Inc.      58,750  

26,883

   Hope Bancorp, Inc.      451,097  

7,852

   Live Oak Bancshares, Inc.      223,389  

9,224

   Merchants Bancorp.      226,080  

4,398

   Metropolitan Bank Holding Corp.*      216,118  

63,345

   MGIC Investment Corp.*      790,546  

38,265

   OFG Bancorp.      637,112  

21,110

   Opus Bank      597,413  

6,413

   Popular, Inc.      318,277  

1,000

   Preferred Bank      62,240  

30,822

   Radian Group, Inc.      590,241  

8,981

   Walker & Dunlop, Inc.      532,214  

7,692

   Wintrust Financial Corp.      674,819  
     

 

 

 
        10,263,457  
     

 

 

 
   Capital Goods - 7.1%   

10,860

   American Railcar Industries, Inc.(1)      494,890  

7,200

   Apogee Enterprises, Inc.      365,472  

5,041

   Applied Industrial Technologies, Inc.      376,311  

12,208

   Atkore International Group, Inc.*      288,841  

28,403

   Briggs & Stratton Corp.      502,449  

2,218

   Caesarstone Ltd.(1)      34,934  

5,000

   Columbus McKinnon Corp.      205,800  

26,473

   Continental Building Products, Inc.*      844,489  

10,654

   EMCOR Group, Inc.      819,825  

6,415

   EnerSys      526,479  

35,236

   Enphase Energy, Inc.*(1)      209,654  

8,659

   Generac Holdings, Inc.*      465,421  

3,300

   Greenbrier Cos., Inc.      186,945  

24,639

   Harsco Corp.*      624,599  

5,846

   Hyster-Yale Materials Handling, Inc.      384,433  

7,949

   LB Foster Co. Class A*      195,148  

28,854

   Meritor, Inc.*      594,392  

17,197

   NCI Building Systems, Inc.*      274,292  

11,456

   Rush Enterprises, Inc. Class A*      516,551  

16,223

   Titan Machinery, Inc.*      245,616  
     

 

 

 
                8,156,541  
     

 

 

 
   Commercial & Professional Services - 4.8%   

28,724

   ACCO Brands Corp.      367,667  

2,373

   Barrett Business Services, Inc.      218,031  

23,189

   Ennis, Inc.      504,361  

13,097

   FTI Consulting, Inc.*      1,034,139  

6,028

   Heidrick & Struggles International, Inc.      246,545  

15,216

   Herman Miller, Inc.      575,926  

4,481

   Insperity, Inc.      426,143  

21,260

   LSC Communications, Inc.      319,325  

2,788

   McGrath Rent Corp.      165,551  

46,869

   Quad/Graphics, Inc.      963,627  

67,839

   RR Donnelley & Sons Co.      400,250  

12,212

   TrueBlue, Inc.*      330,335  
     

 

 

 
        5,551,900  
     

 

 

 
   Consumer Durables & Apparel - 3.8%   

14,626

   Beazer Homes USA, Inc.*      187,359  

31,073

   Crocs, Inc.*      562,732  


 

  Hartford Small Cap Core Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

6,034

   CSS Industries, Inc.    $ 96,242  

10,354

   Deckers Outdoor Corp.*      1,168,242  

14,707

   Ethan Allen Interiors, Inc.      330,908  

14,550

   Fossil Group, Inc.*      381,210  

16,386

   KB Home      389,168  

16,565

   La-Z-Boy, Inc.      505,232  

11,769

   Movado Group, Inc.      586,096  

11,757

   ZAGG, Inc.*      175,179  
     

 

 

 
                4,382,368  
     

 

 

 
   Consumer Services - 4.1%

 

19,512

   American Public Education, Inc.*      860,479  

3,987

   BJ’s Restaurants, Inc.      252,178  

12,636

   Bloomin’ Brands, Inc.      244,380  

3,400

   Brinker International, Inc.      160,378  

21,469

   Cambium Learning Group, Inc.*      254,622  

3,919

   Dine Brands Global, Inc.      278,367  

1,850

   Grand Canyon Education, Inc.*      215,580  

24,649

   International Speedway Corp. Class A      1,067,302  

17,647

   K12, Inc.*      288,705  

13,177

   Penn National Gaming, Inc.*      422,323  

24,621

   Ruth’s Hospitality Group, Inc.      712,778  
     

 

 

 
        4,757,092  
     

 

 

 
   Diversified Financials - 4.9%

 

27,536

   AG Mortgage Investment Trust, Inc. REIT      537,778  

27,824

   Apollo Commercial Real Estate Finance, Inc. REIT      531,160  

38,255

   ARMOUR Residential, Inc. REIT      909,321  

46,519

   Banco Latinoamericano de Comercio Exterior S.A. ADR      1,105,757  

16,506

   Cherry Hill Mortgage Investment Corp. REIT      304,041  

23,635

   Chimera Investment Corp. REIT      451,428  

7,046

   Enova International, Inc.*      218,426  

7,551

   Evercore, Inc. Class A      853,263  

40,728

   Invesco Mortgage Capital, Inc. REIT      675,678  
     

 

 

 
        5,586,852  
     

 

 

 
   Energy - 4.6%

 

2,919

   Arch Coal, Inc. Class A      246,918  

6,329

   CVR Energy, Inc.(1)      248,666  

26,265

   Delek U.S. Holdings, Inc.      1,400,450  

903

   Exterran Corp.*      25,031  

16,406

   Par Pacific Holdings, Inc.*      287,269  

14,200

   Peabody Energy Corp.      603,358  

28,853

   Renewable Energy Group, Inc.*      491,944  

9,105

   REX American Resources Corp.*      701,085  

29,228

   Rowan Cos. plc Class A*      423,222  

118,579

   W&T Offshore, Inc.*      822,938  
     

 

 

 
        5,250,881  
     

 

 

 
   Food & Staples Retailing - 0.2%

 

4,860

   Weis Markets, Inc.(1)      248,492  
     

 

 

 
   Food, Beverage & Tobacco - 0.5%

 

1,583

   Boston Beer Co., Inc. Class A*      435,246  

7,423

   Vector Group Ltd.      136,954  
     

 

 

 
        572,200  
     

 

 

 
   Health Care Equipment & Services - 7.7%

 

11,216

   AngioDynamics, Inc.*      237,106  

3,703

   Chemed Corp.      1,170,259  

44,143

   Community Health Systems, Inc.*(1)      147,438  

9,835

   Encompass Health Corp.      743,821  

2,890

   Haemonetics Corp.*      282,180  

16,045

   HealthStream, Inc.      450,543  

3,306

   Integer Holdings Corp.*      236,214  

20,265

   Meridian Bioscience, Inc.      320,187  

7,563

   Molina Healthcare, Inc.*      787,233  

18,284

   Quality Systems, Inc.*      368,057  


 

  Hartford Small Cap Core Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

34,330

   R1 RCM, Inc.*    $ 275,327  

24,041

   RadNet, Inc.*      322,149  

4,805

   SurModics, Inc.*      282,534  

9,673

   Tenet Healthcare Corp.*      363,995  

37,888

   Triple-S Management Corp. Class B*      1,345,403  

5,830

   WellCare Health Plans, Inc.*      1,559,058  
     

 

 

 
                8,891,504  
     

 

 

 
   Household & Personal Products - 3.2%

 

8,665

   Medifast, Inc.      1,487,607  

8,907

   Nu Skin Enterprises, Inc. Class A      648,875  

11,710

   USANA Health Sciences, Inc.*      1,548,648  
     

 

 

 
        3,685,130  
     

 

 

 
   Insurance - 2.1%

 

21,406

   Ambac Financial Group, Inc.*      437,111  

24,495

   American Equity Investment Life Holding Co.      875,206  

23,101

   Assured Guaranty Ltd.      899,091  

2,938

   Kemper Corp.      234,452  
     

 

 

 
        2,445,860  
     

 

 

 
   Materials - 3.7%

 

29,537

   Domtar Corp.      1,424,274  

17,843

   Kronos Worldwide, Inc.      405,750  

17,761

   Louisiana-Pacific Corp.      478,126  

6,702

   Materion Corp.      420,216  

24,235

   Mercer International, Inc.      435,018  

7,242

   Schnitzer Steel Industries, Inc. Class A      238,624  

6,455

   Stepan Co.      565,329  

21,235

   SunCoke Energy, Inc.*      242,291  
     

 

 

 
        4,209,628  
     

 

 

 
   Media - 1.7%

 

72,778

   Entravision Communications Corp. Class A      352,973  

70,322

   Gannett Co., Inc.      743,304  

20,738

   New Media Investment Group, Inc.      373,077  

2,000

   tronc, Inc.*      31,280  

6,220

   World Wrestling Entertainment, Inc. Class A      492,064  
     

 

 

 
        1,992,698  
     

 

 

 
   Pharmaceuticals, Biotechnology & Life Sciences - 9.4%

 

15,009

   Acorda Therapeutics, Inc.*      374,474  

13,089

   AMAG Pharmaceuticals, Inc.*      288,612  

52,097

   ArQule, Inc.*      259,443  

32,605

   Calithera Biosciences, Inc.*      145,092  

18,514

   ChemoCentryx, Inc.*      214,022  

15,586

   Concert Pharmaceuticals, Inc.*      249,220  

30,717

   CytomX Therapeutics, Inc.*      809,086  

3,300

   Eagle Pharmaceuticals, Inc.*      261,525  

7,672

   Editas Medicine, Inc.*      228,165  

18,029

   Emergent BioSolutions, Inc.*      979,876  

9,080

   Enanta Pharmaceuticals, Inc.*      885,482  

23,415

   Halozyme Therapeutics, Inc.*      423,811  

10,244

   Heron Therapeutics, Inc.*      383,638  

59,414

   Horizon Pharma plc*      1,047,469  

33,232

   ImmunoGen, Inc.*      309,058  

5,872

   Lannett Co., Inc.*(1)      74,868  

18,746

   Luminex Corp.      634,740  

10,298

   MacroGenics, Inc.*      212,654  

15,060

   Mallinckrodt plc*      353,157  

7,699

   Medpace Holdings, Inc.*      472,488  

62,900

   Novavax, Inc.*      79,883  

279,167

   PDL BioPharma, Inc.*      700,709  

57,352

   Pieris Pharmaceuticals, Inc.*(1)      314,862  

9,528

   PTC Therapeutics, Inc.*      362,731  

13,401

   Retrophin, Inc.*      370,404  

6,277

   Revance Therapeutics, Inc.*      180,464  


 

  Hartford Small Cap Core Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

13,168

   Voyager Therapeutics, Inc.*    $ 248,348  
     

 

 

 
        10,864,281  
     

 

 

 
   Real Estate - 7.4%

 

12,263

   Agree Realty Corp. REIT      652,882  

25,465

   CareTrust, Inc. REIT      430,613  

23,394

   Chesapeake Lodging Trust REIT      749,076  

16,113

   Global Net Lease, Inc. REIT      340,951  

27,342

   Hersha Hospitality Trust REIT      590,314  

7,570

   Hospitality Properties Trust REIT      214,004  

24,527

   Independence Realty Trust, Inc. REIT      248,949  

6,797

   National Health Investors, Inc. REIT      508,687  

22,614

   Pebblebrook Hotel Trust REIT(1)      871,770  

16,385

   Piedmont Office Realty Trust, Inc. Class A, REIT      324,095  

21,415

   Ramco-Gershenson Properties Trust REIT      281,607  

24,274

   Sabra Healthcare, Inc. REIT      524,561  

66,788

   Select Income REIT      1,392,530  

24,800

   Summit Hotel Properties, Inc. REIT      350,920  

41,783

   Washington Prime Group, Inc. REIT      335,518  

30,095

   Xenia Hotels & Resorts, Inc. REIT      734,017  
     

 

 

 
                8,550,494  
     

 

 

 
   Retailing - 4.8%

 

16,959

   Abercrombie & Fitch Co. Class A      401,759  

55,122

   Ascena Retail Group, Inc.*      202,849  

10,600

   Barnes & Noble, Inc.      64,660  

39,165

   Buckle, Inc.(1)      941,918  

23,307

   Cato Corp. Class A      580,344  

27,217

   Chico’s FAS, Inc.      236,788  

6,121

   DSW, Inc. Class A      167,960  

5,634

   Genesco, Inc.*      229,304  

10,744

   Guess?, Inc.      243,459  

24,574

   J. Jill, Inc.*      201,261  

5,300

   Liberty Expedia Holdings, Inc. Class A*      255,301  

18,267

   Liberty TripAdvisor Holdings, Inc. Class A*      304,146  

74,911

   Office Depot, Inc.      188,027  

4,755

   RH*(1)      646,014  

5,207

   Shoe Carnival, Inc.      163,344  

4,754

   Shutterfly, Inc.*      391,064  

13,996

   Tailored Brands, Inc.      282,159  
     

 

 

 
        5,500,357  
     

 

 

 
   Semiconductors & Semiconductor Equipment - 3.2%

 

91,908

   Amkor Technology, Inc.*      797,761  

27,932

   Entegris, Inc.      981,810  

300

   MKS Instruments, Inc.      28,290  

29,517

   Photronics, Inc.*      265,653  

7,194

   Rudolph Technologies, Inc.*      205,748  

33,498

   Teradyne, Inc.      1,448,789  
     

 

 

 
        3,728,051  
     

 

 

 
   Software & Services - 10.6%

 

11,553

   Bottomline Technologies de, Inc.*      622,707  

12,920

   Cardtronics plc Class A*      327,134  

9,129

   Convergys Corp.      224,573  

12,087

   eGain Corp.*      157,131  

14,500

   Etsy, Inc.*      592,470  

11,652

   EVERTEC, Inc.      271,492  

50,686

   Glu Mobile, Inc.*      270,156  

3,622

   ManTech International Corp. Class A      216,777  

23,204

   MAXIMUS, Inc.      1,503,851  

4,411

   MicroStrategy, Inc. Class A*      574,092  

26,987

   Net 1 UEPS Technologies, Inc.*      252,059  

35,950

   Progress Software Corp.      1,322,601  

9,516

   Qualys, Inc.*      828,844  

33,393

   QuinStreet, Inc.*      442,791  

20,307

   Shutterstock, Inc.*      935,543  


 

  Hartford Small Cap Core Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

3,498

   SPS Commerce, Inc.*    $ 300,093  

29,207

   Sykes Enterprises, Inc.*      866,280  

42,258

   Synchronoss Technologies, Inc.*      178,751  

17,403

   TechTarget, Inc.*      494,593  

19,241

   Travelport Worldwide Ltd.      363,655  

3,529

   TTEC Holdings, Inc.      113,457  

35,307

   Unisys Corp.*(1)      453,695  

6,660

   Virtusa Corp.*      351,848  

13,089

   XO Group, Inc.*      368,848  

2,932

   Yelp, Inc.*      108,132  
     

 

 

 
        12,141,573  
     

 

 

 
   Technology Hardware & Equipment - 2.2%

 

7,646

   Comtech Telecommunications Corp.      256,906  

11,538

   Immersion Corp.*      161,994  

4,599

   Plantronics, Inc.      315,767  

4,589

   Tech Data Corp.*      382,768  

54,776

   Vishay Intertechnology, Inc.      1,369,400  
     

 

 

 
                2,486,835  
     

 

 

 
   Telecommunication Services - 1.4%

 

6,021

   Boingo Wireless, Inc.*      139,145  

43,677

   Telephone & Data Systems, Inc.      1,102,844  

27,702

   Vonage Holdings Corp.*      354,863  
     

 

 

 
        1,596,852  
     

 

 

 
   Transportation - 1.6%

 

8,463

   ArcBest Corp.      393,953  

4,730

   Avis Budget Group, Inc.*      164,841  

7,756

   Covenant Transportation Group, Inc. Class A*      224,769  

7,898

   Echo Global Logistics, Inc.*      272,086  

20,295

   Hawaiian Holdings, Inc.      813,829  
     

 

 

 
        1,869,478  
     

 

 

 
   Utilities - 1.3%

 

10,960

   El Paso Electric Co.      682,808  

1,373

   ONE Gas, Inc.      105,776  

5,459

   PNM Resources, Inc.      214,812  

9,700

   Portland General Electric Co.      439,992  
     

 

 

 
        1,443,388  
     

 

 

 
  

Total Common Stocks
(cost $95,207,143)

   $ 114,175,912  
     

 

 

 
  

Total Long-Term Investments
(cost $95,207,143)

   $ 114,175,912  
     

 

 

 

Short-Term Investments - 4.0%

 

   Other Investment Pools & Funds - 1.0%

 

1,134,798

   BlackRock Liquidity Funds TempFund Portfolio, Institutional Class, 1.82%(2)    $ 1,134,798  
     

 

 

 
   Securities Lending Collateral - 3.0%

 

175,324

   Citibank NA DDCA, 1.91%, 8/1/2018(2)      175,324  

1,802,469

   Goldman Sachs Financial Sq, Government Institutional Fund, 1.82%(2)      1,802,469  

722,011

   Invesco Government & Agency Portfolio, 1.82%(2)      722,011  

372,172

   Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.82%(2)      372,172  

434,495

   Western Asset Institutional Government Class A Fund, 1.76%(2)      434,495  
     

 

 

 
        3,506,471  
     

 

 

 
  

Total Short-Term Investments
(cost $4,641,269)

   $ 4,641,269  
     

 

 

 


 

  Hartford Small Cap Core Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

Total Investments
(cost $99,848,412)

     103.2   $ 118,817,181  
   Other Assets and Liabilities      (3.2 )%      (3,645,170
     

 

 

   

 

 

 
   Total Net Assets      100.0   $     115,172,011  
     

 

 

   

 

 

 

 

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 2 for securities lending information.

(2)

Current yield as of period end.

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

 

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

American Depositary Receipt

DDCA   

Dollars on Deposit in Custody Account

REIT   

Real Estate Investment Trust


 

  Hartford Small Cap Core Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Banks

   $ 10,263,457      $ 10,263,457      $ —       $ —   

Capital Goods

     8,156,541        8,156,541        —         —   

Commercial & Professional Services

     5,551,900        5,551,900        —         —   

Consumer Durables & Apparel

     4,382,368        4,382,368        —         —   

Consumer Services

     4,757,092        4,757,092        —         —   

Diversified Financials

     5,586,852        5,586,852        —         —   

Energy

     5,250,881        5,250,881        —         —   

Food & Staples Retailing

     248,492        248,492        —         —   

Food, Beverage & Tobacco

     572,200        572,200        —         —   

Health Care Equipment & Services

     8,891,504        8,891,504        —         —   

Household & Personal Products

     3,685,130        3,685,130        —         —   

Insurance

     2,445,860        2,445,860        —         —   

Materials

     4,209,628        4,209,628        —         —   

Media

     1,992,698        1,992,698        —         —   

Pharmaceuticals, Biotechnology & Life Sciences

     10,864,281        10,864,281        —         —   

Real Estate

     8,550,494        8,550,494        —         —   

Retailing

     5,500,357        5,500,357        —         —   

Semiconductors & Semiconductor Equipment

     3,728,051        3,728,051        —         —   

Software & Services

     12,141,573        12,141,573        —         —   

Technology Hardware & Equipment

     2,486,835        2,486,835        —         —   

Telecommunication Services

     1,596,852        1,596,852        —         —   

Transportation

     1,869,478        1,869,478        —         —   

Utilities

     1,443,388        1,443,388        —         —   

Short-Term Investments

     4,641,269        4,641,269        —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $   118,817,181      $   118,817,181      $                     —       $                     —   
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 2018, there were no transfers between any levels.


 

  The Hartford Small Company Fund

 

 

  Schedule of Investments

  July 31, 2018 (Unaudited)

 

 

Shares or Principal Amount

   Market Value  

Common Stocks - 90.8%

 

   Automobiles & Components - 0.1%

 

3,611

   Cooper Tire & Rubber Co.    $ 103,094  

4,155

   Tenneco, Inc.      191,545  

1,324

   Visteon Corp.*      155,014  
     

 

 

 
        449,653  
     

 

 

 
   Banks - 6.1%

 

169,300

   BancorpSouth Bank      5,569,970  

174,173

   CenterState Bank Corp.      4,833,301  

1,418

   FCB Financial Holdings, Inc. Class A*      72,318  

2,993

   First Busey Corp.      94,938  

3,708

   First Hawaiian, Inc.      104,788  

2,766

   Great Western Bancorp, Inc.      115,757  

2,003

   IBERIABANK Corp.      166,449  

416,476

   MGIC Investment Corp.*      5,197,621  

270,182

   Sterling Bancorp      5,998,040  

61,179

   Texas Capital Bancshares, Inc.*      5,555,053  

2,420

   Triumph Bancorp, Inc.*      92,807  

136,423

   Union Bankshares Corp.              5,526,496  
     

 

 

 
        33,327,538  
     

 

 

 
   Capital Goods - 10.8%

 

266,601

   Actuant Corp. Class A      7,611,459  

4,548

   Aerojet Rocketdyne Holdings, Inc.*      153,268  

49,935

   Altra Industrial Motion Corp.      2,192,146  

1,472

   American Woodmark Corp.*      122,838  

2,246

   Applied Industrial Technologies, Inc.      167,664  

2,601

   Armstrong World Industries, Inc.*      176,608  

1,790

   Astec Industries, Inc.      87,943  

64,121

   Axon Enterprise, Inc.*      4,355,740  

2,255

   AZZ, Inc.      122,221  

98,993

   Beacon Roofing Supply, Inc.*      4,165,625  

4,589

   BMC Stock Holdings, Inc.*      100,958  

97,099

   EnerSys      7,968,915  

3,900

   Evoqua Water Technologies Corp.*      83,226  

3,477

   Generac Holdings, Inc.*      186,889  

160,515

   ITT, Inc.      9,096,385  

5,576

   JELD-WEN Holding, Inc.*      153,005  

2,509

   John Bean Technologies Corp.      277,495  

2,873

   Mercury Systems, Inc.*      119,890  

6,854

   Milacron Holdings Corp.*      142,906  

334,554

   Rexnord Corp.*      10,116,913  

43,705

   SiteOne Landscape Supply, Inc.*      3,896,738  

156,303

   SPX FLOW, Inc.*      7,427,519  

3,955

   Welbilt, Inc.*      90,174  
     

 

 

 
        58,816,525  
     

 

 

 
   Commercial & Professional Services - 3.5%

 

3,966

   Advanced Disposal Services, Inc.*      97,564  

3,187

   ASGN, Inc.*      287,786  

91,147

   Brink’s Co.      7,278,088  

2,630

   Clean Harbors, Inc.*      149,726  

15,181

   CoStar Group, Inc.*      6,313,019  

4,537

   Exponent, Inc.      221,859  

2,267

   Huron Consulting Group, Inc.*      98,954  

1,817

   MSA Safety, Inc.      183,299  

80,479

   TriNet Group, Inc.*      4,333,794  

396

   WageWorks, Inc.*      20,909  
     

 

 

 
        18,984,998  
     

 

 

 
   Consumer Durables & Apparel - 2.5%

 

2,104

   Carter’s, Inc.      220,562  

3,314

   Installed Building Products, Inc.*      180,945  

2,133

   Oxford Industries, Inc.      196,492  

5,481

   Steven Madden Ltd.      296,248  


 

  The Hartford Small Company Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

60,726

   TopBuild Corp.*    $         4,510,727  

195,007

   TRI Pointe Group, Inc.*      2,763,249  

268,566

   Under Armour, Inc. Class C*      5,032,927  

7,597

   Wolverine World Wide, Inc.      268,782  
     

 

 

 
        13,469,932  
     

 

 

 
   Consumer Services - 6.8%

 

230,480

   Boyd Gaming Corp.      8,608,428  

580,284

   DraftKings, Inc.*(1)(2)(3)(4)      1,079,328  

2,562

   Dunkin’ Brands Group, Inc.      178,392  

80,474

   Marriott Vacations Worldwide Corp.      9,585,258  

2,560

   Papa John’s International, Inc.      107,418  

242,328

   Planet Fitness, Inc. Class A*      11,515,427  

114,163

   Wingstop, Inc.      5,633,944  
     

 

 

 
        36,708,195  
     

 

 

 
   Diversified Financials - 1.2%

 

3,849

   Blucora, Inc.*      133,753  

1,961

   Evercore, Inc. Class A      221,593  

73,791

   Green Dot Corp. Class A*      5,853,102  

2,619

   OneMain Holdings, Inc.*      87,082  

14,531

   SLM Corp.*      164,055  
     

 

 

 
        6,459,585  
     

 

 

 
   Energy - 1.5%

 

429,570

   Centennial Resource Development, Inc. Class A*      7,715,077  

4,665

   Newfield Exploration Co.*      133,979  

2,306

   PDC Energy, Inc.*      145,232  

5,699

   ProPetro Holding Corp.*      93,691  

6,090

   WildHorse Resource Development Corp.*      133,554  
     

 

 

 
        8,221,533  
     

 

 

 
   Food & Staples Retailing - 1.8%

 

835

   Casey’s General Stores, Inc.      91,332  

262,934

   Performance Food Group Co.*      9,426,184  

2,054

   PriceSmart, Inc.      167,915  
     

 

 

 
        9,685,431  
     

 

 

 
   Food, Beverage & Tobacco - 0.0%

 

9,976

   Hostess Brands, Inc.*      139,764  

1,381

   Post Holdings, Inc.*      119,539  
     

 

 

 
        259,303  
     

 

 

 
   Health Care Equipment & Services - 10.5%

 

48,376

   Amedisys, Inc.*      4,529,445  

4,841

   AtriCure, Inc.*      138,695  

4,280

   Cardiovascular Systems, Inc.*      162,340  

27,746

   DexCom, Inc.*      2,639,477  

113,873

   Globus Medical, Inc. Class A*      5,862,182  

48,648

   Haemonetics Corp.*      4,749,991  

63,898

   Hill-Rom Holdings, Inc.      6,019,192  

257,710

   HMS Holdings Corp.*      6,167,000  

600

   ICU Medical, Inc.*      172,080  

157,665

   Insulet Corp.*      13,111,421  

2,947

   Integra LifeSciences Holdings Corp.*      183,687  

1,868

   Medidata Solutions, Inc.*      138,811  

99,574

   Merit Medical Systems, Inc.*      5,406,868  

1,688

   Molina Healthcare, Inc.*      175,704  

117,335

   Omnicell, Inc.*      6,981,432  

6,929

   OraSure Technologies, Inc.*      116,338  

2,223

   Orthofix International N.V.*      134,469  

1,518

   Providence Service Corp.*      106,381  

1,146

   Teladoc, Inc.*      68,588  

1,322

   U.S. Physical Therapy, Inc.      138,480  
     

 

 

 
        57,002,581  
     

 

 

 
   Insurance - 0.0%

 

4,579

   James River Group Holdings Ltd.      189,525  
     

 

 

 


 

  The Hartford Small Company Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

   Materials - 6.6%

 

3,515

   Boise Cascade Co.    $ 152,024  

110,799

   Cabot Corp.      7,323,814  

147,114

   Carpenter Technology Corp.      8,057,434  

413,067

   Ferro Corp.*      9,302,269  

10,310

   Graphic Packaging Holding Co.      149,804  

43,497

   Ingevity Corp.*      4,335,346  

5,599

   Louisiana-Pacific Corp.      150,725  

8,393

   OMNOVA Solutions, Inc.*      78,474  

5,305

   PolyOne Corp.      237,929  

235,710

   Summit Materials, Inc. Class A*      5,916,321  
     

 

 

 
        35,704,140  
     

 

 

 
   Pharmaceuticals, Biotechnology & Life Sciences - 13.0%

 

3,867

   Abeona Therapeutics, Inc.*      55,878  

84,845

   Aerie Pharmaceuticals, Inc.*      5,731,280  

947

   Agios Pharmaceuticals, Inc.*      81,830  

132,233

   Amicus Therapeutics, Inc.*(5)      1,923,990  

7,548

   Amneal Pharmaceuticals, Inc.*      144,695  

1,900

   Aptinyx, Inc.*      41,648  

52,238

   Arena Pharmaceuticals, Inc.*      2,015,865  

2,689

   Audentes Therapeutics, Inc.*      101,241  

50,000

   Blueprint Medicines Corp.*      2,977,000  

5,070

   Catalent, Inc.*      211,419  

3,765

   Coherus Biosciences, Inc.*      71,723  

4,821

   Cytokinetics, Inc.*      35,434  

5,411

   Dermira, Inc.*      52,703  

99,201

   Exact Sciences Corp.*      5,798,299  

4,120

   Five Prime Therapeutics, Inc.*      61,388  

2,705

   Flexion Therapeutics, Inc.*(5)      64,541  

37,859

   G1 Therapeutics, Inc.*(5)      1,944,060  

38,340

   Galapagos N.V. ADR*      4,198,997  

3,247

   GlycoMimetics, Inc.*      47,699  

90,466

   Heron Therapeutics, Inc.*      3,387,952  

6,041

   Intersect ENT, Inc.*      195,426  

155,176

   Ironwood Pharmaceuticals, Inc.*      2,991,793  

143,313

   Karyopharm Therapeutics, Inc.*      2,548,105  

26,051

   Loxo Oncology, Inc.*      4,365,887  

2,947

   Medicines Co.*      117,084  

61,188

   MyoKardia, Inc.*      3,512,191  

6,367

   NanoString Technologies, Inc.*      74,685  

50,725

   Neurocrine Biosciences, Inc.*      5,097,355  

58,329

   Portola Pharmaceuticals, Inc.*      2,088,178  

63,966

   PRA Health Sciences, Inc.*      6,725,385  

1,458

   REGENXBIO, Inc.*      102,498  

1,951

   Revance Therapeutics, Inc.*      56,091  

59,300

   Rhythm Pharmaceuticals, Inc.*      1,840,672  

17,328

   Rigel Pharmaceuticals, Inc.*      48,865  

22,847

   Sage Therapeutics, Inc.*      3,297,279  

41,198

   Spark Therapeutics, Inc.*      3,160,711  

102,378

   Syneos Health, Inc.*      5,044,676  

2,500

   Ultragenyx Pharmaceutical, Inc.*      197,775  
     

 

 

 
        70,412,298  
     

 

 

 
   Real Estate - 0.7%

 

807

   Coresite Realty Corp. REIT      90,465  

3,102

   Corporate Office Properties Trust REIT      92,253  

3,808

   HFF, Inc. Class A, REIT      171,398  

9,063

   Sunstone Hotel Investors, Inc. REIT      147,455  

137,538

   Xenia Hotels & Resorts, Inc. REIT      3,354,552  
     

 

 

 
                3,856,123  
     

 

 

 
   Retailing - 5.3%

 

3,136,600

   Allstar Co.*(1)(2)(3)(4)      1,599,666  

3,946

   Caleres, Inc.      132,152  

5,647

   Core-Mark Holding Co., Inc.      136,544  

27,792

   Five Below, Inc.*      2,700,271  


 

  The Hartford Small Company Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

195,941

   Floor & Decor Holdings, Inc. Class A*    $         9,356,183  

127,546

   MarineMax, Inc.*      2,391,487  

5,956

   Michaels Cos., Inc.*      121,562  

74,009

   Shutterfly, Inc.*      6,087,980  

26,907

   Tory Burch LLC*(1)(2)(3)(4)      1,566,014  

41,393

   Wayfair, Inc. Class A*      4,504,386  
     

 

 

 
        28,596,245  
     

 

 

 
   Semiconductors & Semiconductor Equipment - 0.6%

 

4,852

   Cohu, Inc.      122,174  

3,332

   Diodes, Inc.*      123,817  

75,768

   Entegris, Inc.      2,663,245  

12,578

   FormFactor, Inc.*      162,885  
     

 

 

 
        3,072,121  
     

 

 

 
   Software & Services - 16.3%

 

63,050

   2U, Inc.*      4,770,363  

5,541

   8x8, Inc.*      110,543  

73,008

   Acxiom Corp.*      2,959,744  

1,375

   Blackbaud, Inc.      137,239  

1,020

   CACI International, Inc. Class A*      178,704  

107,852

   Carbonite, Inc.*      3,699,324  

8,701

   Cloudera, Inc.*      116,506  

34,295

   EPAM Systems, Inc.*      4,465,552  

90,511

   Etsy, Inc.*      3,698,279  

109,710

   Everbridge, Inc.*      4,934,756  

41,975

   Fair Isaac Corp.*      8,456,284  

169,038

   Five9, Inc.*      5,392,312  

130,374

   ForeScout Technologies, Inc.*      4,427,501  

105,100

   Globant S.A.*      5,826,744  

57,235

   Guidewire Software, Inc.*      4,933,657  

42,653

   HubSpot, Inc.*      5,293,237  

3,142

   Instructure, Inc.*      121,595  

1,110

   LogMeIn, Inc.      89,966  

223,602

   Mimecast Ltd.*      8,029,548  

3,332

   MINDBODY, Inc. Class A*      124,450  

2,494

   MongoDB, Inc.*      134,950  

28,700

   Okta, Inc.*      1,424,955  

2,624

   Paylocity Holding Corp.*      152,192  

2,961

   Pegasystems, Inc.      164,632  

3,450

   Pivotal Software, Inc. Class A*      79,178  

16,429

   Proofpoint, Inc.*      1,873,727  

1,623

   Q2 Holdings, Inc.*      96,000  

2,277

   Science Applications International Corp.      192,111  

193,212

   SendGrid, Inc.*      4,932,702  

75,422

   Trade Desk, Inc. Class A*      6,359,583  

9,499

   TrueCar, Inc.*      105,629  

55,943

   Wix.com Ltd.*      5,314,585  
     

 

 

 
        88,596,548  
     

 

 

 
   Technology Hardware & Equipment - 1.8%

 

1,993

   ePlus, Inc.*      196,609  

3,742

   Fabrinet*      146,387  

116,382

   II-VI, Inc.*      4,562,174  

1,626

   Lumentum Holdings, Inc.*      84,959  

1,099

   Rogers Corp.*      128,110  

34,679

   Zebra Technologies Corp. Class A*      4,783,275  
     

 

 

 
        9,901,514  
     

 

 

 
   Telecommunication Services - 0.7%

 

132,547

   Boingo Wireless, Inc.*      3,063,161  

6,869

   ORBCOMM, Inc.*      65,668  

72,695

   Vonage Holdings Corp.*      931,223  
     

 

 

 
        4,060,052  
     

 

 

 
   Transportation - 1.0%

 

2,065

   Genesee & Wyoming, Inc. Class A*      177,590  

268,966

   JetBlue Airways Corp.*      4,841,388  


 

  The Hartford Small Company Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

1,737

   Knight-Swift Transportation Holdings, Inc.*    $ 56,539  

5,291

   Marten Transport Ltd.      115,609  
     

 

 

 
        5,191,126  
     

 

 

 
  

Total Common Stocks
(cost $419,740,221)

   $ 492,964,966  
     

 

 

 

Exchange-Traded Funds - 2.1%

 

   Other Investment Pools & Funds - 2.1%   

54,401

   iShares Russell 2000 Growth ETF(5)    $ 11,290,927  
     

 

 

 
  

Total Exchange-Traded Funds
(cost $11,305,487)

   $ 11,290,927  
     

 

 

 

Preferred Stocks - 2.2%

 

   Pharmaceuticals, Biotechnology & Life Sciences - 0.0%   

92,973

   Sancilio & Co., Inc. *(1)(2)(3)(4)    $  
     

 

 

 
   Retailing - 0.3%   

47,489

   Honest Co. *(1)(2)(3)(4)      1,679,686  
     

 

 

 
   Software & Services - 1.9%   

263,189

   MarkLogic Corp. Class F *(1)(2)(3)(4)      2,608,203  

329,082

  

Zuora, Inc. Class F
01/2015*(1)(2)(3)(4)(6)

     7,753,971  
     

 

 

 
        10,362,174  
     

 

 

 
  

Total Preferred Stocks
(cost $8,022,087)

   $ 12,041,860  
     

 

 

 

Escrows - 0.1%

 

   Software & Services - 0.1%   

98,033

   Veracode, Inc. Escrow*(1)(2)(3)(4)    $ 394,093  
     

 

 

 
   Telecommunication Services - 0.0%   

26,297

   Docusign Earnout, Escrow*(1)(2)(3)(4)      59,168  
     

 

 

 
  

Total Escrows
(cost $—)

   $ 453,261  
     

 

 

 
  

Total Long-Term Investments
(cost $439,067,795)

   $ 516,751,014  
     

 

 

 

Short-Term Investments - 11.3%

 

   Other Investment Pools & Funds - 10.2%   

55,309,845

  

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.82%(7)

   $ 55,309,845  
     

 

 

 
   Securities Lending Collateral - 1.1%   

287,922

   Citibank NA DDCA, 1.91%, 8/1/2018(7)      287,922  

2,960,077

   Goldman Sachs Financial Sq, Government Institutional Fund, 1.82%(7)      2,960,077  

1,185,711

   Invesco Government & Agency Portfolio, 1.81%(7)      1,185,712  

611,195

  

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.82%(7)

     611,195  

713,543

   Western Asset Institutional Government Class A Fund, 1.76%(7)      713,543  
     

 

 

 
                5,758,449  
     

 

 

 
  

Total Short-Term Investments
(cost $61,068,294)

   $ 61,068,294  
     

 

 

 


 

  The Hartford Small Company Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

Total Investments
(cost $500,136,089)

     106.5   $ 577,819,308  
   Other Assets and Liabilities      (6.5 )%          (35,063,550
     

 

 

   

 

 

 
   Total Net Assets      100.0   $ 542,755,758  
     

 

 

   

 

 

 

 

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)

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 July 31, 2018, the aggregate fair value of these securities was $16,740,129, which represented 3.1% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

(3)

Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At July 31, 2018, the aggregate value of these securities was $16,740,129, which represented 3.1% 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 July 31, 2018, the aggregate value of these securities was $16,740,129, which represented 3.1% of total net assets.

(5)

Represents entire or partial securities on loan. See Note 2 for securities lending information .

(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. Class F Preferred               329,082               $    2,500,562               $    7,753,971
(7)

Current yield as of period end.

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

ADR

  American Depositary Receipt

DDCA

  Dollars on Deposit in Custody Account

ETF

  Exchange-Traded Fund

REIT

  Real Estate Investment Trust


 

  The Hartford Small Company Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Common Stocks

           

Automobiles & Components

   $ 449,653      $ 449,653      $      $  

Banks

     33,327,538        33,327,538                

Capital Goods

     58,816,525        58,816,525                

Commercial & Professional Services

     18,984,998        18,984,998                

Consumer Durables & Apparel

     13,469,932        13,469,932                

Consumer Services

     36,708,195        35,628,867               1,079,328  

Diversified Financials

     6,459,585        6,459,585                

Energy

     8,221,533        8,221,533                

Food & Staples Retailing

     9,685,431        9,685,431                

Food, Beverage & Tobacco

     259,303        259,303                

Health Care Equipment & Services

     57,002,581        57,002,581                

Insurance

     189,525        189,525                

Materials

     35,704,140        35,704,140                

Pharmaceuticals, Biotechnology & Life Sciences

     70,412,298        70,412,298                

Real Estate

     3,856,123        3,856,123                

Retailing

     28,596,245        25,430,565               3,165,680  

Semiconductors & Semiconductor Equipment

     3,072,121        3,072,121                

Software & Services

     88,596,548        88,596,548                

Technology Hardware & Equipment

     9,901,514        9,901,514                

Telecommunication Services

     4,060,052        4,060,052                

Transportation

     5,191,126        5,191,126                

Exchange-Traded Funds

     11,290,927        11,290,927                

Preferred Stocks

     12,041,860                      12,041,860  

Escrows

     453,261                      453,261  

Short-Term Investments

     61,068,294        61,068,294                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       577,819,308      $       561,079,179      $                     —      $       16,740,129  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended July 31, 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 period ended July 31, 2018:

 

    

Common

Stocks

    

Preferred

Stocks

     Escrows      Total  

Beginning balance

   $ 2,484,729      $ 7,971,312      $ -      $         10,456,041  

Conversions*

     (453,261)        -        453,261        -  

Purchases

     -        -        -        -  

Sales

     -        -        -        -  

Accrued discounts/(premiums)

     -        -        -        -  

Total realized gain/(loss)

     -        -        -        -  

Net change in unrealized appreciation/depreciation

     2,213,540        4,070,548        -        6,284,088  

Transfers into Level 3

     -        -        -        -  

Transfers out of Level 3

     -        -        -        -  

Ending balance

   $  4,245,008      $  12,041,860      $       453,261      $ 16,740,129  

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at July 31, 2018 was $6,284,088.

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


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments

  July 31, 2018 (Unaudited)

 

 

Shares or Principal Amount

   Market Value  

Asset & Commercial Mortgage Backed Securities - 14.2%

 

     Asset-Backed - Automobile - 0.3%

 

$

    30,446     

Honor Automobile Trust Securitization
2.94%, 11/15/2019(1)

   $ 30,446  
    1,370,000     

Westlake Automobile Receivables Trust
3.28%, 12/15/2022(1)

             1,360,177  
       

 

 

 
          1,390,623  
       

 

 

 
     Asset-Backed - Finance & Insurance - 5.1%

 

    250,000     

Apidos CLO
3 mo. USD LIBOR + 3.000%, 5.34%, 01/19/2025(1)(2)

     249,383  
    995,000     

Atrium X
3 mo. USD LIBOR + 3.000%, 5.34%, 07/16/2025(1)(2)

     995,944  
     Avery Point CLO Ltd.

 

    194,674     

3 mo. USD LIBOR + 1.120%, 3.45%, 01/18/2025(1)(2)

     194,574  
    270,000     

3 mo. USD LIBOR + 1.450%, 3.81%, 08/05/2027(1)(2)

     269,872  
     Bayview Opportunity Master Fund Trust

 

    35,276     

3.11%, 09/28/2032(1)(3)

     35,434  
    729,931     

3.35%, 11/28/2032(1)(3)

     724,400  
    85,041     

3.50%, 01/28/2055(1)(4)

     84,550  
    142,176     

3.50%, 06/28/2057(1)(4)

     141,316  
    174,780     

3.50%, 01/28/2058(1)(4)

     174,111  
    384,022     

3.60%, 02/25/2033(1)(3)

     384,254  
    78,329     

4.00%, 11/28/2053(1)(4)

     78,721  
    151,375     

4.00%, 10/28/2064(1)(4)

     152,025  
    709,872     

Civic Mortgage LLC
3.89%, 06/25/2022(1)(3)

     710,111  
    668,325     

Domino’s Pizza Master Issuer LLC
4.12%, 07/25/2048(1)(21)

     662,277  
    20,383     

Equity One Mortgage Pass-Through Trust
5.46%, 12/25/2033(4)(21)

     15,024  
    1,631,984     

GSAMP Trust
1 mo. USD LIBOR + 0.090%, 2.15%, 01/25/2037(2)(21)

     1,104,715  
     Lendmark Funding Trust

 

    125,000     

2.83%, 12/22/2025(1)(21)

     124,301  
    155,000     

3.26%, 04/21/2025(1)(21)

     155,001  
    45,120     

Long Beach Asset Holdings Corp.
5.78%, 04/25/2046(1)(5)(21)

      
    250,000     

Madison Park Funding Ltd.
3 mo. USD LIBOR + 1.160%, 3.51%, 07/23/2029(1)(2)

     249,996  
     Magnetite Ltd.

 

    480,000     

3 mo. USD LIBOR + 1.000%, 3.34%, 07/25/2026(1)(2)

     479,444  
    1,165,000     

3 mo. USD LIBOR + 5.150%, 7.48%, 01/18/2027(1)(2)(21)

     1,161,033  
    2,273,905     

MFA Trust
3.35%, 11/25/2047(1)(3)

     2,247,659  
    100,000     

Nationstar HECM Loan Trust
2.94%, 05/25/2027(1)

     99,211  
     NRZ Advance Receivables Trust

 

    420,000     

3.11%, 12/15/2050(1)

     417,321  
    370,000     

3.21%, 02/15/2051(1)

     366,654  
     Oak Hill Advisors Residential Loan Trust

 

    88,088     

3.00%, 06/25/2057(1)(3)

     87,207  
    900,000     

5.00%, 06/25/2057(1)(3)

     895,816  
     OneMain Financial Issuance Trust

 

    286,000     

2.37%, 09/14/2032(1)

     280,213  
    251,250     

4.10%, 03/20/2028(1)

     252,640  
    360,000     

OZLM Ltd.
3 mo. USD LIBOR + 1.450%, 3.79%, 04/30/2027(1)(2)

     360,020  
    313,822     

Pretium Mortgage Credit Partners LLC
3.33%, 12/30/2032(1)(4)

     312,174  
     SoFi Consumer Loan Program LLC

 

    66,381     

2.50%, 05/26/2026(1)

     65,426  
    56,722     

2.77%, 05/25/2026(1)

     56,231  
    69,014     

3.05%, 12/26/2025(1)(21)

     68,737  
    347,095     

3.09%, 10/27/2025(1)(21)

     346,243  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$

    86,998     

3.28%, 01/26/2026(1)(21)

   $ 86,840  
     Springleaf Funding Trust

 

    310,000     

2.68%, 07/15/2030(1)

     304,429  
    165,000     

2.90%, 11/15/2029(1)

     164,394  
     SPS Servicer Advance Receivables Trust   
    355,000     

2.75%, 11/15/2049(1)

     352,332  
     Symphony CLO Ltd.   
    395,000     

3 mo. USD LIBOR + 1.180%, 3.52%, 10/17/2026(1)(2)

     394,798  
     Towd Point Mortgage Trust

 

    305,775     

2.75%, 10/25/2056(1)(4)

     299,571  
    73,506     

2.75%, 04/25/2057(1)(4)

     72,055  
    226,032     

2.75%, 06/25/2057(1)(4)

     219,964  
    163,973     

2.75%, 07/25/2057(1)(4)

     159,965  
     U.S. Residential Opportunity Fund Trust   
    1,086,931     

3.35%, 11/27/2037(1)(3)

     1,078,231  
     VOLT LX LLC

 

    56,304     

3.25%, 06/25/2047(1)(3)

     55,961  
    1,080,000     

4.63%, 10/25/2047(1)(3)

     1,070,648  
    1,515,000     

5.38%, 06/25/2047(1)(3)(21)

     1,514,843  
     VOLT LXII LLC   
    1,423,000     

4.63%, 09/25/2047(1)(3)

     1,408,394  
     VOLT LXIV LLC   
    1,570,000     

4.63%, 10/25/2047(1)(3)

     1,542,214  
     VOLT LXVI   
    769,828     

4.34%, 05/25/2048(1)(3)

     768,820  
     Wendy’s Funding LLC   
    592,025     

3.88%, 03/15/2048(1)(21)

     571,440  
       

 

 

 
                  24,066,937  
       

 

 

 
     Asset-Backed - Home Equity - 1.4%

 

     GSAA Home Equity Trust

 

    675,190     

1 mo. USD LIBOR + 0.070%, 2.13%, 12/25/2046(2)(21)

     372,374  
    1,122,258     

1 mo. USD LIBOR + 0.080%, 2.14%, 02/25/2037(2)(21)

     589,255  
    1,134,470     

1 mo. USD LIBOR + 0.180%, 2.24%, 11/25/2036(2)(21)

     559,654  
    959,619     

1 mo. USD LIBOR + 0.230%, 2.29%, 04/25/2047(2)(21)

     676,169  
     Morgan Stanley Mortgage Loan Trust   
    2,498,462     

1 mo. USD LIBOR + 0.170%, 2.23%, 11/25/2036(2)(21)

     1,123,872  
     Nationstar NIM Ltd.   
    22,008     

9.79%, 03/25/2037(1)(5)(21)

     2  
     New Residential Mortgage Loan Trust

 

    241,926     

1 mo. USD LIBOR + 1.500%, 3.56%, 06/25/2057(1)(2)

     247,800  
    238,447     

4.00%, 02/25/2057(1)(4)

     239,943  
     NRZ Advance Receivables Trust   
    437,000     

2.58%, 10/15/2049(1)

     433,498  
     Soundview Home Loan Trust

 

    2,251,000     

1 mo. USD LIBOR + 0.240%, 2.30%, 07/25/2036(2)(21)

     2,043,848  
    115,000     

1 mo. USD LIBOR + 0.250%, 2.31%, 11/25/2036(2)(21)

     103,317  
       

 

 

 
          6,389,732  
       

 

 

 
     Collateralized - Mortgage Obligations - 0.0%

 

     COLT Mortgage Loan Trust   
    71,712     

2.61%, 05/27/2047(1)(4)

     71,321  
       

 

 

 
     Commercial Mortgage - Backed Securities - 1.8%

 

     Citigroup Commercial Mortgage Trust   
    180,000     

4.50%, 03/10/2047(1)(4)(21)

     136,677  
    

Commercial Mortgage Trust

 

    431,817     

1.92%, 07/10/2046(1)(4)(6)

     12,969  
    560,000     

4.57%, 10/15/2045(1)(4)(21)

     105,874  
    981,000     

4.75%, 10/15/2045(1)(4)(21)

     471,076  
     Credit Suisse First Boston Mortgage Securities Corp.   
    56,046     

4.88%, 04/15/2037

     55,581  
     GS Mortgage Securities Trust

 

    4,185,366     

0.09%, 07/10/2046(4)(6)

     17,253  
    380,154     

1.34%, 08/10/2044(1)(4)(6)

     12,214  
    565,333     

3.67%, 04/10/2047(1)(21)

     220,944  
    2,190,000     

4.75%, 11/10/2045(1)(4)

     2,086,622  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$     175,000     

4.96%, 04/10/2047(1)(4)

   $ 143,513  
     JP Morgan Chase Commercial Mortgage Securities Trust   
    860,000     

2.73%, 10/15/2045(1)(4)(21)

     406,857  
    485,000     

4.37%, 12/15/2047(1)(4)(21)

     386,849  
    765,000     

5.41%, 08/15/2046(1)(4)

     749,463  
     Morgan Stanley Capital Trust   
    465,000     

5.16%, 07/15/2049(1)(4)(21)

     402,123  
    20,000     

5.25%, 10/12/2052(1)(4)(21)

     1,253  
    30,000     

5.25%, 10/12/2052(1)(4)

     2,993  
     VNDO Mortgage Trust   
    870,000     

3.95%, 12/13/2029(1)(4)

     866,593  
     Wells Fargo Commercial Mortgage Trust   
    15,000     

4.10%, 05/15/2048(4)

     13,461  
     WF-RBS Commercial Mortgage Trust   
    900,599     

3.02%, 11/15/2047(1)(21)

     407,186  
    2,125,000     

4.78%, 11/15/2045(1)(4)(21)

     1,763,724  
    215,000     

5.00%, 06/15/2044(1)(4)(21)

     147,429  
       

 

 

 
                  8,410,654  
       

 

 

 
     Whole Loan Collateral CMO - 5.6%   
     Alternative Loan Trust   
    314,488     

1 mo. USD LIBOR + 0.320%, 2.38%, 11/25/2035(2)

     282,632  
    179,160     

1 mo. USD LIBOR + 0.540%, 2.60%, 01/25/2036(2)

     172,488  
    1,062,506     

5.75%, 05/25/2036

     799,152  
    886,415     

6.00%, 05/25/2036

     721,802  
     Angel Oak Mortgage Trust LLC   
    92,888     

2.48%, 07/25/2047(1)(4)

     91,907  
    173,904     

3.64%, 01/25/2047(1)(4)

     173,633  
     Banc of America Mortgage Trust   
    274,764     

3.57%, 09/25/2035(4)

     266,624  
     Bear Stearns Adjustable Rate Mortgage Trust   
    376,234     

1 year USD CMT + 2.300%, 3.52%, 10/25/2035(2)

     380,775  
     Bear Stearns Alt-A Trust   
    123,490     

1 mo. USD LIBOR + 0.500%, 2.56%, 01/25/2036(2)

     128,408  
     Chase Mortgage Finance Trust   
    1,081,171     

5.50%, 11/25/2035

     1,036,899  
     CHL Mortgage Pass-Through Trust   
    745,184     

3.48%, 09/25/2047(4)

     697,535  
     CSMC Trust   
    122,561     

3.25%, 04/25/2047(1)(4)

     119,417  
     Deephaven Residential Mortgage Trust   
    65,070     

2.45%, 06/25/2047(1)(4)

     64,263  
    250,000     

2.81%, 10/25/2047(1)(4)

     247,732  
    41,866     

3.49%, 12/26/2046(1)(4)

     41,785  
     Fannie Mae Connecticut Avenue Securities

 

    2,401,000     

1 mo. USD LIBOR + 2.200%, 4.26%, 01/25/2030(2)

     2,458,417  
    3,365,000     

1 mo. USD LIBOR + 2.550%, 4.61%, 12/25/2030(2)

     3,405,750  
    525,000     

1 mo. USD LIBOR + 3.550%, 5.61%, 07/25/2029(2)

     573,397  
    1,518,000     

1 mo. USD LIBOR + 4.250%, 6.31%, 04/25/2029(2)

     1,731,113  
    1,075,000     

1 mo. USD LIBOR + 4.350%, 6.41%, 05/25/2029(2)

     1,201,957  
    429,688     

1 mo. USD LIBOR + 4.900%, 6.96%, 11/25/2024(2)

     491,543  
    239,391     

1 mo. USD LIBOR + 5.700%, 7.76%, 04/25/2028(2)

     278,645  
    185,000     

1 mo. USD LIBOR + 6.000%, 8.06%, 09/25/2028(2)

     218,635  
     GMACM Mortgage Loan Trust   
    68,027     

3.82%, 04/19/2036(4)

     63,247  
     GSR Mortgage Loan Trust   
    861,133     

3.73%, 01/25/2036(4)

     851,107  
     HarborView Mortgage Loan Trust   
    1,855,106     

1 mo. USD LIBOR + 0.240%, 2.32%, 12/19/2036(2)

     1,717,866  
     Impac CMB Trust   
    50,172     

1 mo. USD LIBOR + 2.250%, 4.31%, 02/25/2036(2)

     49,026  
     IndyMac IMSC Mortgage Loan Trust   
    566,634     

1 mo. USD LIBOR + 0.150%, 2.21%, 03/25/2047(2)

     451,803  
     JP Morgan Mortgage Trust

 

    311,265     

3.52%, 11/25/2035(4)

     303,840  
    432,776     

3.58%, 05/25/2036(4)

     430,853  
    66,612     

3.84%, 04/25/2037(4)

     63,580  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

      LSTAR Securities Investment Ltd.   
$      796,708     

1 mo. USD LIBOR + 1.750%, 0.04%, 10/01/2022(1)(2)

   $ 793,366  
     531,309     

1 mo. USD LIBOR + 1.550%, 3.64%, 02/01/2023(1)(2)

     524,727  
     551,474     

1 mo. USD LIBOR + 1.650%, 3.74%, 11/01/2022(1)(2)

     549,018  
     403,265     

1 mo. USD LIBOR + 1.750%, 3.84%, 09/01/2022(1)(2)

     404,072  
      MASTR Adjustable Rate Mortgages Trust   
     164,998     

4.20%, 11/21/2034(4)

     169,338  
      MFA Trust   
     76,183     

2.59%, 02/25/2057(1)(4)

     74,607  
      New Residential Mortgage Loan Trust   
     165,786     

3.75%, 11/26/2035(1)(4)

     165,778  
     150,955     

3.75%, 11/25/2056(1)(4)

     150,857  
     228,205     

4.00%, 03/25/2057(1)(4)

     229,636  
     176,601     

4.00%, 04/25/2057(1)(4)

     177,583  
     207,426     

4.00%, 05/25/2057(1)(4)

     208,751  
      Nomura Asset Acceptance Corp. Alternative Loan Trust   
     399,837     

4.35%, 06/25/2036(4)

     354,971  
      Residential Accredit Loans, Inc.   
     1,115,502     

2.85%, 11/25/2037(4)

     966,511  
      Structured Agency Credit Risk Trust   
     365,000     

1 mo. USD LIBOR + 1.650%, 3.71%, 04/25/2043(1)(2)

     367,449  
      Structured Asset Mortgage Investments Trust   
     1,401,549     

1 mo. USD LIBOR + 0.230%, 2.29%, 02/25/2036(2)

     1,264,839  
      Towd Point Mortgage Trust   
     136,553     

2.25%, 04/25/2056(1)(4)

     133,220  
     116,829     

2.75%, 08/25/2055(1)(4)

     114,072  
      WaMu Mortgage Pass-Through Certificates Trust   
     38,102     

1 mo. USD LIBOR + 0.420%, 2.48%, 06/25/2044(2)

     36,843  
      Washington Mutual Mortgage Pass-Through Certificates WMALT Trust   
     663,241     

1 mo. USD LIBOR + 0.600%, 2.66%, 07/25/2036(2)

     465,839  
        

 

 

 
                   26,667,308  
        

 

 

 
      Whole Loan Collateral PAC - 0.0%   
      Alternative Loan Trust   
     51,226     

1 mo. USD LIBOR + 0.500%, 2.56%, 12/25/2035(2)

     38,099  
        

 

 

 
     

Total Asset & Commercial Mortgage Backed Securities
(cost $67,515,391)

   $ 67,034,674  
        

 

 

 

Corporate Bonds - 19.9%

  
      Aerospace/Defense - 0.2%   
      Lockheed Martin Corp.   
     800,000     

4.09%, 09/15/2052

   $ 767,806  
        

 

 

 
      Agriculture - 0.3%   
      Altria Group, Inc.   
     490,000     

3.88%, 09/16/2046

     441,221  
     760,000     

5.38%, 01/31/2044

     835,693  
      Kernel Holding S.A.   
     350,000     

8.75%, 01/31/2022(7)

     358,750  
        

 

 

 
           1,635,664  
        

 

 

 
      Auto Manufacturers - 1.0%   
      BMW Finance N.V.   
EUR      260,000     

5.00%, 08/06/2018

     304,207  
      Daimler Canada Finance, Inc.   
CAD      845,000     

1.42%, 10/02/2018(21)

     648,887  
      Ford Credit Canada Co.   
     515,000     

3.70%, 08/02/2018

     395,970  
      General Motors Co.   
$      610,000     

5.40%, 04/01/2048(8)

     589,644  
      General Motors Financial Co., Inc.   
     200,000     

3 mo. USD LIBOR + 1.270%, 3.61%, 10/04/2019(2)

     202,088  
     845,000     

3 mo. USD LIBOR + 1.450%, 3.82%, 05/09/2019(2)

     851,787  
      Toyota Motor Credit Corp.   
     420,000     

3 mo. USD LIBOR + 0.140%, 2.50%, 11/14/2019(2)

     418,909  
      Toyota Motor Finance Netherlands B.V.   
     500,000     

3 mo. USD LIBOR + 0.250%, 2.58%, 12/12/2019(2)(7)

     500,525  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

      VW Credit Canada, Inc.   

CAD

     790,000     

2.80%, 08/20/2018

   $ 607,605  
        

 

 

 
           4,519,622  
        

 

 

 
      Beverages - 0.4%   
      Anheuser-Busch InBev Worldwide, Inc.   

$

     850,000     

4.60%, 04/15/2048

     851,016  
      Constellation Brands, Inc.   
     840,000     

4.50%, 05/09/2047

     816,946  
      Molson Coors International L.P.   

CAD

     530,000     

2.25%, 09/18/2018(21)

     407,418  
        

 

 

 
                   2,075,380  
        

 

 

 
      Biotechnology - 0.1%   
      Gilead Sciences, Inc.   

$

     590,000     

4.15%, 03/01/2047

     572,021  
        

 

 

 
      Chemicals - 0.2%   
      OCP S.A.   
     200,000     

4.50%, 10/22/2025(7)

     195,798  
      Yingde Gases Investment Ltd.   
     530,000     

6.25%, 01/19/2023(1)

     503,653  
        

 

 

 
           699,451  
        

 

 

 
      Commercial Banks - 10.3%   
      Banco Bilbao Vizcaya Argentaria S.A.   

EUR

     200,000     

5 year EUR Swap + 5.779%, 5.88%, 05/24/2022(2)(7)(9)

     242,055  

$

     2,600,000     

5 year USD Swap + 3.870%, 6.13%, 11/16/2027(2)(8)(9)

     2,392,000  

EUR

     400,000     

5 year EUR Swap + 9.177%, 8.88%, 04/14/2021(2)(7)(9)

     530,690  
      Banco de Sabadell S.A.   
     800,000     

5 year EUR Swap + 6.051%, 6.13%, 11/23/2022(2)(7)(9)

     947,782  
     1,200,000     

5 year EUR Swap + 6.414%, 6.50%, 05/18/2022(2)(7)(9)

     1,449,877  
      Banco do Brasil S.A.   

$

     200,000     

4.63%, 01/15/2025(1)

     190,600  
     365,000     

10 year USD CMT + 6.362%, 9.00%, 06/18/2024(2)(7)(9)

     371,461  
      Banco Santander S.A.   

EUR

     200,000     

5 year EUR Swap + 4.999%, 5.25%, 09/29/2023(2)(7)(9)

     233,870  
     200,000     

5 year EUR Swap + 6.803%, 6.75%, 04/25/2022(2)(7)(9)

     255,019  
      Bank of Nova Scotia   

$

     420,000     

3 mo. USD LIBOR + 0.620%, 2.94%, 12/05/2019(2)

     422,677  
      Barclays plc   
     200,000     

5 year USD Swap + 6.772%, 7.88%, 03/15/2022(2)(7)(9)

     210,228  

EUR

     475,000     

5 year EUR Swap + 6.750%, 8.00%, 12/15/2020(2)(9)

     617,928  
      BBVA Bancomer S.A.   

$

     720,000     

1 year USD CMT + 2.650%, 5.13%, 01/18/2033(1)(2)

     670,147  
      BNP Paribas S.A.   
     1,135,000     

5 year USD Swap + 2.838%, 5.13%, 11/15/2027(1)(2)(9)

     1,008,731  
     755,000     

5 year USD Swap + 6.314%, 7.63%, 03/30/2021(1)(2)(8)(9)

     804,075  
      Caixa Geral de Depositos S.A.   

EUR

     600,000     

5 year EUR Swap + 10.925%, 10.75%, 03/30/2022(2)(7)(9)(21)

     796,229  
      CaixaBank S.A.   
     600,000     

5 year EUR Swap + 3.350%, 3.50%, 02/15/2027(2)(7)

     740,335  
     600,000     

5 year EUR Swap + 6.498%, 6.75%, 06/13/2024(2)(7)(9)

     770,368  
      Capital One Financial Corp.   

$

     275,000     

3 mo. USD LIBOR + 0.760%, 3.12%, 05/12/2020(2)

     276,417  
      Citibank NA   
     850,000     

3 mo. USD LIBOR + 0.320%, 2.66%, 05/01/2020(2)

     851,256  
      Citigroup, Inc.   
     590,000     

3 mo. USD LIBOR + 0.790%, 3.12%, 01/10/2020(2)

     594,138  
      Credit Agricole S.A.   
     225,000     

5 year USD Swap + 4.898%, 7.88%, 01/23/2024(1)(2)(9)

     239,378  
     1,850,000     

5 year USD Swap + 6.185%, 8.13%, 12/23/2025(1)(2)(9)

     2,030,375  
      Credit Suisse Group AG   
     350,000     

5 year USD Swap + 3.455%, 6.25%, 12/18/2024(2)(7)(9)

     351,313  
     2,765,000     

5 year USD Swap + 3.455%, 6.25%, 12/18/2024(1)(2)(9)

     2,775,369  
     340,000     

5 year USD Swap + 4.600%, 7.50%, 07/17/2023(1)(2)(9)

     349,775  
      Deutsche Bank AG   

EUR

     600,000     

4.50%, 05/19/2026

     738,824  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

     600,000     

Deutsche Pfandbriefbank AG
5 year EUR Swap + 2.750%, 2.88%, 06/28/2027(2)(7)

   $ 679,491  
$      600,000     

DNB Bank ASA
5 year USD Swap + 5.080%, 6.50%, 03/26/2022(2)(7)(9)

     620,676  
EUR      600,000     

Erste Group Bank AG
5 year EUR Swap + 6.204%, 6.50%, 04/15/2024(2)(7)(9)

     770,915  
$      1,500,000     

Goldman Sachs Group, Inc.
3 mo. USD LIBOR + 1.373%, 4.02%, 10/31/2038(2)

     1,410,580  
EUR      100,000     

3 mo. EURIBOR + 0.650%, 0.33%, 09/11/2018(2)(7)

     117,013  
      HSBC Holdings plc

 

$      1,175,000     

5 year USD ICE Swap + 3.746%, 6.00%, 05/22/2027(2)(9)

             1,138,575  
     650,000     

5 year USD ICE Swap + 3.453%, 6.25%, 03/23/2023(2)(9)

     654,875  
     200,000     

5 year USD ICE Swap + 4.368%, 6.38%, 03/30/2025(2)(9)

     200,872  
EUR      200,000     

Ibercaja Banco S.A.
5 year EUR Swap + 6.809%, 7.00%, 04/06/2023(2)(7)(9)

     235,474  
     400,000     

IKB Deutsche Industriebank AG
5 year EUR Swap + 3.617%, 4.00%, 01/31/2028(2)(7)

     460,072  
$      200,000     

Industrial & Commercial Bank of China Ltd.
4.88%, 09/21/2025(7)

     203,318  
     840,000     

ING Bank N.V.
3 mo. USD LIBOR + 0.610%, 2.95%, 08/15/2019(2)(7)

     842,998  
     

Intesa Sanpaolo S.p.A.

 

     675,000     

5 year USD Swap + 5.462%, 7.70%, 09/17/2025(1)(2)(9)

     644,625  
EUR      1,125,000     

5 year EUR Swap + 7.192%, 7.75%, 01/11/2027(2)(7)(9)

     1,429,379  
$      500,000     

Itau Unibanco Holding S.A.
5 year CMT Swap + 3.981%, 6.13%, 12/12/2022(1)(2)(9)

     479,375  
     375,000     

Marb Bondco plc
7.00%, 03/15/2024(7)

     366,563  
      Morgan Stanley

 

     500,000     

3 mo. USD LIBOR + 0.800%, 3.16%, 02/14/2020(2)

     501,425  
     840,000     

3 mo. USD LIBOR + 1.140%, 3.48%, 01/27/2020(2)

     850,421  
     860,000     

4.38%, 01/22/2047

     850,367  
     800,000     

Norddeutsche Landesbank Girozentrale
6.25%, 04/10/2024(7)

     759,760  
      Novo Banco S.A.

 

EUR      365,000     

3.50%, 01/23/2043(21)

     373,401  
     570,000     

3.50%, 02/19/2043(7)(21)

     583,120  
     775,000     

3.50%, 03/18/2043(7)(21)

     792,235  
     300,000     

5 year EUR Swap + 8.233%, 8.50%, 07/06/2028(2)(7)

     355,695  
      Raiffeisen Bank International AG

 

     500,000     

6.00%, 10/16/2023(7)

     693,900  
     600,000     

12 year EUR Swap + 5.954%, 6.13%, 12/15/2022(2)(7)(9)

     726,427  
$      300,000     

Royal Bank of Canada
3 mo. USD LIBOR + 0.300%, 2.64%, 07/22/2020(2)

     300,000  
     350,000     

Royal Bank of Scotland Group plc
5 year USD Swap + 7.598%, 8.63%, 08/15/2021(2)(9)

     377,685  
GBP      200,000     

Santander UK Group Holdings plc
5 year GBP Swap + 5.543%, 7.38%, 06/24/2022(2)(7)(9)

     275,242  
$      200,000     

Skandinaviska Enskilda Banken AB
5 year USD Swap + 3.493%, 5.63%, 05/13/2022(2)(7)(9)

     192,772  
     

Societe Generale S.A.

 

     1,125,000     

5 year USD Swap + 6.238%, 7.38%, 09/13/2021(1)(2)(9)

     1,182,656  
     200,000     

5 year USD Swap + 4.979%, 7.88%, 12/18/2023(1)(2)(8)(9)

     211,250  
     1,200,000     

Standard Chartered plc
5 year USD Swap + 6.301%, 7.50%, 04/02/2022(2)(7)(9)

     1,257,000  
     570,000     

Turkiye Vakiflar Bankasi TAO
5.75%, 01/30/2023(1)

     495,946  
      UBS Group Funding Switzerland AG

 

     725,000     

5 year USD ICE Swap + 5.497%, 6.88%, 03/22/2021(2)(7)(9)

     756,617  
     800,000     

5 year USD Swap + 4.866%, 7.00%, 02/19/2025(2)(7)(9)

     843,494  
     525,000     

5 year USD Swap + 5.464%, 7.13%, 02/19/2020(2)(7)(9)

     544,687  
      UniCredit S.p.A.

 

EUR      825,000     

5 year EUR Swap + 4.925%, 5.38%, 06/03/2025(2)(7)(9)

     884,646  
$      720,000     

5 year USD ICE Swap + 3.703%, 5.86%, 06/19/2032(2)(7)

     649,632  
EUR      975,000     

5 year EUR Swap + 6.387%, 6.63%, 06/03/2023(2)(7)(9)

     1,148,713  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$     475,000     

5 year USD Swap + 5.180%, 8.00%, 06/03/2024(2)(7)(9)

   $ 458,206  
    385,000     

Wells Fargo & Co.
4.40%, 06/14/2046

     368,085  
    425,000     

Westpac Banking Corp.
3 mo. USD LIBOR + 0.280%, 2.62%, 05/15/2020(2)

     425,330  
     Zenith Bank plc   
    495,000     

7.38%, 05/30/2022(1)

     499,950  
    400,000     

7.38%, 05/30/2022(7)

     404,000  
       

 

 

 
                  48,878,380  
       

 

 

 
     Commercial Services - 0.5%   
    2,203,000     

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

     2,208,067  
IDR     4,400,000,000     

Jasa Marga Persero Tbk PT
7.50%, 12/11/2020(1)

     291,340  
       

 

 

 
          2,499,407  
       

 

 

 
     Diversified Financial Services - 0.4%   
$           500,000     

Societe Generale S.A.
5 year USD Swap + 3.929%, 6.75%, 04/06/2028(1)(2)(8)(9)

     478,750  
    1,400,000     

Turkiye Sinai Kalkinma Bankasi AS
5.50%, 01/16/2023(7)

     1,195,919  
    200,000     

Unifin Financiera S.A.B. de C.V. SOFOM ENR
7.00%, 01/15/2025(7)

     193,000  
CAD     275,000     

Wells Fargo Canada Corp.
2.78%, 11/15/2018(7)

     211,809  
       

 

 

 
          2,079,478  
       

 

 

 
     Electric - 0.8%   
$           200,000     

Abu Dhabi National Energy Co. PJSC
4.88%, 04/23/2030(1)

     203,516  
    1,200,000     

Eskom Holdings SOC Ltd.
5.75%, 01/26/2021(7)

     1,183,500  
CAD     555,000     

Hydro One, Inc.
2.78%, 10/09/2018

     427,267  
$           200,000     

Israel Electric Corp. Ltd.
4.25%, 08/14/2028(1)(7)

     195,289  
    780,000     

Pacific Gas & Electric Co.
6.05%, 03/01/2034

     859,412  
    360,000     

Pampa Energia S.A.
7.50%, 01/24/2027(7)

     337,500  
    200,000     

Perusahaan Listrik Negara PT
6.15%, 05/21/2048(1)

     213,212  
    250,000     

State Grid Overseas Investment Ltd.
4.25%, 05/02/2028(1)

     251,712  
       

 

 

 
          3,671,408  
       

 

 

 
     Energy-Alternate Sources - 0.1%   
    280,000     

Rio Energy S.A. / UGEN S.A. / UENSA S.A.
6.88%, 02/01/2025(1)

     231,560  
       

 

 

 
     Engineering & Construction - 0.3%   
    785,000     

Aeropuertos Dominicanos Siglo XXI S.A.
6.75%, 03/30/2029(7)

     820,325  
GBP     355,000     

Heathrow Funding Ltd.
6.25%, 09/10/2018(7)

     468,246  
$     265,000     

SBA Tower Trust
3.17%, 04/09/2047(1)

     259,453  
       

 

 

 
          1,548,024  
       

 

 

 
     Healthcare-Services - 0.1%   
    400,000     

Rede D’or Finance S.a.r.l
4.95%, 01/17/2028(1)

     366,000  
       

 

 

 
     Insurance - 0.6%   
EUR     525,000     

Assicurazioni Generali S.p.A.
3 mo. EURIBOR + 5.350%, 5.50%, 10/27/2047(2)(7)

     666,842  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

     425,000     

AXA S.A.
3 mo. EURIBOR + 3.750%, 3.38%, 07/06/2047(2)(7)

   $ 513,537  
     300,000     

Intesa Sanpaolo Vita S.p.A.
6 Mo. EUR LIBOR + 4.817%, 4.75%, 12/17/2024(2)(7)(9)

     359,137  

CAD

     795,000     

Power Corp.
7.57%, 04/22/2019

     631,361  

$

     760,000     

VIVAT N.V.
5 year USD Swap + 4.174%, 6.25%, 11/16/2022(2)(7)(9)

     757,933  
        

 

 

 
             2,928,810  
        

 

 

 
   Iron/Steel - 0.3%

 

     1,120,000     

CSN Islands XI Corp.
6.88%, 09/21/2019(7)

     1,118,611  
     200,000     

Gerdau Trade, Inc.
4.88%, 10/24/2027(1)

     191,252  
        

 

 

 
     1,309,863  
        

 

 

 
   Machinery-Diversified - 0.0%

 

     100,000     

John Deere Capital Corp.
3 mo. USD LIBOR + 0.180%, 2.56%, 01/07/2020(2)

     100,136  
        

 

 

 
   Media - 0.3%

 

     645,000     

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

     703,731  
     600,000     

Comcast Corp.
4.05%, 11/01/2052

     539,439  
        

 

 

 
     1,243,170  
        

 

 

 
   Mining - 0.3%

 

     50,000     

Glencore Funding LLC
3 mo. USD LIBOR + 1.360%, 3.70%, 01/15/2019(2)(7)

     50,061  
     1,255,000     

Metinvest B.V.
7.75%, 04/23/2023(1)

     1,214,125  
        

 

 

 
     1,264,186  
        

 

 

 
   Multi-National - 0.0%

 

INR

     9,490,000     

International Finance Corp.
7.10%, 03/21/2031

     132,005  
        

 

 

 
   Oil & Gas - 1.9%

 

$

     375,000     

Frontera Energy Corp.
9.70%, 06/25/2023(1)(8)

     390,937  
     570,000     

Hunt Oil Co. of Peru LLC Sucursal Del Peru
6.38%, 06/01/2028(1)

     594,225  
     375,000     

Indika Energy Capital II Pte
6.88%, 04/10/2022

     379,162  
     200,000     

KazMunayGas National Co. JSC
5.38%, 04/24/2030(1)

     204,547  
   Nostrum Oil & Gas Finance B.V.

 

     1,085,000     

7.00%, 02/16/2025(1)

     955,342  
     500,000     

8.00%, 07/25/2022(1)

     474,585  
   Petrobras Global Finance B.V.

 

     1,190,000     

5.75%, 02/01/2029

     1,091,825  
     125,000     

6.00%, 01/27/2028(7)

     118,275  
   Petroleos Mexicanos

 

     155,000     

5.35%, 02/12/2028(7)

     144,817  
     233,000     

6.35%, 02/12/2048(1)

     207,079  
     455,000     

6.50%, 03/13/2027

     461,825  
     170,000     

6.75%, 09/21/2047

     157,473  
     350,000     

State Oil Co. of the Azerbaijan Republic
6.95%, 03/18/2030(7)(21)

     378,210  
   Tullow Oil plc

 

     405,000     

6.25%, 04/15/2022(7)

     401,962  
     1,295,000     

7.00%, 03/01/2025(1)

     1,261,006  
   YPF S.A.

 

     470,000     

7.00%, 12/15/2047(1)

     376,564  
     467,000     

8.50%, 07/28/2025(7)

     467,000  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

ARS      27,918,777     

16.50%, 05/09/2022(1)(21)

   $ 763,777  
        

 

 

 
        8,828,611  
        

 

 

 
      Oil & Gas Services - 0.1%

 

$      705,000     

Alpha Star Holding Ltd.
6.25%, 04/20/2022(7)

     674,713  
        

 

 

 
      Pharmaceuticals - 0.2%

 

     820,000     

CVS Health Corp.
5.05%, 03/25/2048

     849,764  
        

 

 

 
      Pipelines - 0.1%

 

     400,000     

Peru LNG Srl
5.38%, 03/22/2030(1)

     407,480  
        

 

 

 
      Real Estate - 0.2%

 

     815,000     

KWG Property Holding Ltd.
6.00%, 09/15/2022(7)

     753,131  
     200,000     

Shimao Property Holdings Ltd.
4.75%, 07/03/2022(7)

     190,567  
        

 

 

 
        943,698  
        

 

 

 
      Retail - 0.2%

 

     945,000     

Eurotorg LLC Via Bonitron DAC
8.75%, 10/30/2022(1)(8)

     944,717  
        

 

 

 
      Semiconductors - 0.1%

 

     355,000     

STATS ChipPAC Pte Ltd.
8.50%, 11/24/2020(7)

     361,656  
        

 

 

 
      Telecommunications - 0.6%

 

      AT&T, Inc.

 

     420,000     

3 mo. USD LIBOR + 0.650%, 2.99%, 01/15/2020(2)

     422,428  
     680,000     

4.75%, 05/15/2046

     623,492  
     360,000     

IHS Netherlands Holdco B.V.
9.50%, 10/27/2021(7)

     368,416  
     200,000     

Millicom International Cellular S.A.
5.13%, 01/15/2028(1)

     188,980  
     200,000     

Oztel Holdings SPC Ltd.
6.63%, 04/24/2028(1)

     198,250  
      Verizon Communications, Inc.

 

     536,000     

3 mo. USD LIBOR + 0.550%, 2.88%, 05/22/2020(2)

     539,630  
     630,000     

4.52%, 09/15/2048

     602,289  
        

 

 

 
                2,943,485  
        

 

 

 
      Transportation - 0.3%

 

     920,000     

FedEx Corp.
4.05%, 02/15/2048

     849,381  
     565,000     

Rumo Luxembourg S.a.r.l.
7.38%, 02/09/2024(7)

     585,905  
        

 

 

 
        1,435,286  
        

 

 

 
     

Total Corporate Bonds
(cost $96,491,682)

   $ 93,911,781  
        

 

 

 

Foreign Government Obligations - 22.4%

  
      Angola - 0.0%

 

     200,000     

Angolan Government International Bond
8.25%, 05/09/2028(1)

     207,240  
        

 

 

 
      Argentina - 2.3%

 

      Argentine Republic Government International Bond

 

EUR      1,480,000     

2.26%, 12/31/2038(3)

     1,060,016  
$      435,000     

2.50%, 12/31/2038(3)

     262,087  
EUR      100,000     

3.38%, 01/15/2023

     106,469  
     820,000     

5.25%, 01/15/2028

     838,385  
$      170,000     

5.88%, 01/11/2028

     143,225  
     665,000     

6.88%, 04/22/2021

     666,330  
     1,850,000     

6.88%, 01/26/2027

     1,683,500  
     995,000     

6.88%, 01/11/2048

     780,090  
     4,700,000     

Bonos De La Nacion Argentina En Moneda Dua
4.50%, 02/13/2020

     4,836,300  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$      475,000     

Provincia de Buenos Aires
9.13%, 03/16/2024(7)

   $ 463,130  
     150,000     

Provincia de Cordoba
7.13%, 08/01/2027

     122,627  
        

 

 

 
           10,962,159  
        

 

 

 
     

Armenia - 0.1%

 

     300,000     

Republic of Armenia International Bond
7.15%, 03/26/2025(7)(21)

     324,450  
        

 

 

 
     

Australia - 0.1%

 

     

Australia Government Bond

 

AUD      125,000     

4.75%, 04/21/2027(7)

     108,279  
     400,000     

5.50%, 04/21/2023(7)

     339,841  
        

 

 

 
           448,120  
        

 

 

 
     

Austria - 0.2%

 

     

Republic of Austria Government Bond

 

EUR      230,000     

0.75%, 10/20/2026(1)(7)

     275,675  
     420,000     

1.65%, 10/21/2024(1)(7)

     537,747  
        

 

 

 
           813,422  
        

 

 

 
     

Azerbaijan - 0.4%

 

     

Republic of Azerbaijan International Bond

 

$      580,000     

3.50%, 09/01/2032(7)

     494,444  
     735,000     

4.75%, 03/18/2024(7)

     736,070  
     630,000     

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

     692,786  
        

 

 

 
           1,923,300  
        

 

 

 
     

Belgium - 0.3%

 

     

Kingdom of Belgium Government Bond

 

EUR      155,000     

0.20%, 10/22/2023(1)(7)

     182,844  
     125,000     

0.80%, 06/22/2027(1)(7)

     148,554  
     185,000     

0.80%, 06/22/2028(1)(7)

     217,540  
     505,000     

2.60%, 06/22/2024(1)(7)

     675,883  
        

 

 

 
           1,224,821  
        

 

 

 
     

Brazil - 0.5%

 

     

Brazil Letras do Tesouro Nacional

 

BRL      3,126,000     

8.25%, 01/01/2020(10)

     748,133  
     570,000     

9.00%, 07/01/2020(10)

     130,139  
     

Brazil Notas do Tesouro Nacional

 

     362,955     

6.00%, 08/15/2050(11)

     100,246  
     1,164,000     

10.00%, 01/01/2021

     317,151  
     1,078,000     

10.00%, 01/01/2023

     285,290  
     

Brazilian Government International Bond

 

$      600,000     

5.00%, 01/27/2045

     508,500  
     200,000     

5.63%, 02/21/2047

     183,500  
        

 

 

 
                   2,272,959  
        

 

 

 
     

Bulgaria - 0.0%

 

EUR      175,000     

Bulgaria Government International Bond
3.13%, 03/26/2035(7)

     221,110  
        

 

 

 
     

Canada - 0.3%

 

     

Canadian Government Bond

 

CAD      165,000     

0.75%, 03/01/2021

     122,516  
     150,000     

1.00%, 09/01/2022

     109,865  
     575,000     

1.75%, 09/01/2019

     441,113  
     165,000     

2.25%, 06/01/2025

     126,423  
$      850,000     

Canadian Imperial Bank of Commerce
3 mo. USD LIBOR + 0.320%, 2.66%, 07/05/2019(2)

     851,473  
        

 

 

 
           1,651,390  
        

 

 

 
     

Colombia - 0.5%

 

     

Colombia Government International Bond

 

     535,000     

5.00%, 06/15/2045

     532,325  
     100,000     

7.38%, 09/18/2037

     126,000  
     

Colombian TES

 


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

COP      995,700,000     

7.50%, 08/26/2026

   $ 361,114  
     2,743,100,000     

10.00%, 07/24/2024

     1,121,741  
        

 

 

 
           2,141,180  
        

 

 

 
      Croatia - 0.5%   
      Croatia Government International Bond   
EUR      255,000     

2.75%, 01/27/2030(7)

     299,176  
     680,000     

3.00%, 03/11/2025(7)

     860,207  
$      1,060,000     

6.00%, 01/26/2024(7)

     1,155,082  
        

 

 

 
                   2,314,465  
        

 

 

 
      Denmark - 0.1%   
      Denmark Government Bond   
DKK      1,005,000     

1.75%, 11/15/2025

     175,956  
     1,745,000     

4.00%, 11/15/2019

     290,264  
        

 

 

 
           466,220  
        

 

 

 
      Dominican Republic - 0.1%   
      Dominican Republic International Bond   
$      280,000     

5.50%, 01/27/2025(7)

     280,910  
     160,000     

7.45%, 04/30/2044(7)

     173,200  
        

 

 

 
           454,110  
        

 

 

 
      Egypt - 0.4%   
      Egypt Government International Bond   
     480,000     

5.58%, 02/21/2023(1)

     476,097  
     500,000     

6.59%, 02/21/2028(1)

     489,757  
     350,000     

7.50%, 01/31/2027(7)

     364,574  
     200,000     

7.90%, 02/21/2048(1)

     198,493  
     295,000     

8.50%, 01/31/2047(7)

     310,412  
        

 

 

 
           1,839,333  
        

 

 

 
      Finland - 0.1%   
      Finland Government Bond   
EUR      100,000     

0.50%, 04/15/2026(1)(7)

     118,174  
     225,000     

1.50%, 04/15/2023(1)(7)

     283,089  
        

 

 

 
           401,263  
        

 

 

 
      France - 0.7%   
      France Government Bond OAT   
     325,000     

0.00%, 03/25/2023(7)

     381,282  
     630,000     

0.01%, 05/25/2020(7)

     743,366  
     760,000     

0.01%, 05/25/2022(7)

     896,125  
     50,000     

1.75%, 11/25/2024(7)

     64,279  
     875,000     

3.00%, 04/25/2022(7)

     1,147,889  
        

 

 

 
           3,232,941  
        

 

 

 
      Germany - 0.1%   
     360,000     

Bundesobligation
0.01%, 04/14/2023(7)

     425,111  
     80,000     

Bundesrepublik Deutschland Bundesanleihe
0.50%, 02/15/2028(7)

     94,583  
        

 

 

 
           519,694  
        

 

 

 
      Ghana - 0.2%   
      Ghana Government International Bond   
$      315,000     

8.13%, 01/18/2026(7)

     339,477  
     775,000     

8.63%, 06/16/2049(1)

     803,359  
        

 

 

 
           1,142,836  
        

 

 

 
      Greece - 0.1%   
      Hellenic Republic Government Bond   
EUR      85,000     

3.50%, 01/30/2023(7)

     101,458  
     115,000     

4.38%, 08/01/2022(1)(7)

     141,751  
        

 

 

 
           243,209  
        

 

 

 
      Honduras - 0.0%   
$      150,000     

Honduras Government International Bond
6.25%, 01/19/2027(1)(21)

     154,089  
        

 

 

 


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

      Hungary - 0.6%   
      Hungary Government International Bond   
$      1,666,000     

5.38%, 02/21/2023

   $ 1,774,290  
     990,000     

6.38%, 03/29/2021

     1,061,775  
        

 

 

 
           2,836,065  
        

 

 

 
      India - 0.0%   
INR      10,000,000     

India Government Bond
8.15%, 11/24/2026

     146,385  
        

 

 

 
      Indonesia - 0.6%   
      Indonesia Government International Bond   
$      200,000     

4.75%, 07/18/2047(1)

     196,967  
     755,000     

5.13%, 01/15/2045(7)

     773,152  
     330,000     

5.25%, 01/08/2047(7)

     345,501  
     200,000     

5.88%, 01/15/2024(7)

     216,665  
     775,000     

6.63%, 02/17/2037(7)

     923,209  
     260,000     

Perusahaan Penerbit SBSN Indonesia III
4.40%, 03/01/2028(1)

     257,985  
        

 

 

 
                   2,713,479  
        

 

 

 
      Ireland - 0.5%   
      Ireland Government Bond   
EUR      205,000     

3.40%, 03/18/2024(7)

     282,602  
     1,650,000     

4.50%, 10/18/2018

     1,947,803  
     85,000     

5.40%, 03/13/2025

     131,660  
        

 

 

 
           2,362,065  
        

 

 

 
      Israel - 0.0%   
$      200,000     

Israel Government International Bond
4.13%, 01/17/2048

     193,846  
        

 

 

 
      Italy - 1.3%   
EUR      1,895,000     

Italy Buoni Ordinari del Tesoro BOT
0.01%, 09/28/2018(7)(10)

     2,216,742  
      Italy Buoni Poliennali Del Tesoro   
     190,000     

0.05%, 04/15/2021

     215,733  
     170,000     

0.35%, 06/15/2020

     197,301  
     240,000     

0.95%, 03/15/2023

     270,114  
     820,000     

1.20%, 04/01/2022

     947,840  
     300,000     

3.75%, 09/01/2024

     380,757  
     670,000     

4.50%, 08/01/2018

     783,464  
     815,000     

4.75%, 09/01/2021

     1,051,709  
        

 

 

 
           6,063,660  
        

 

 

 
      Ivory Coast - 0.2%   
      Ivory Coast Government International Bond   
     135,000     

5.25%, 03/22/2030(1)

     153,453  
$      347,800     

5.75%, 12/31/2032(3)(7)

     331,732  
     200,000     

6.13%, 06/15/2033(1)

     183,689  
EUR      110,000     

6.63%, 03/22/2048(1)

     125,123  
        

 

 

 
           793,997  
        

 

 

 
      Japan - 0.5%   
      Japan Government Five Year Bond   
JPY      75,700,000     

0.10%, 03/20/2020

     679,374  
     93,900,000     

0.10%, 06/20/2020

     843,189  
     72,900,000     

Japan Government Ten Year Bond
1.10%, 03/20/2021

     672,833  
        

 

 

 
           2,195,396  
        

 

 

 
      Jordan - 0.0%   
$      200,000     

Jordan Government International Bond
5.75%, 01/31/2027(7)

     191,268  
        

 

 

 
      Kenya - 0.0%   
     200,000     

Kenya Government International Bond
7.25%, 02/28/2028(1)

     202,250  
        

 

 

 
      Malaysia - 0.4%   
      Malaysia Government Bond   


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

MYR

     425,000     

3.42%, 08/15/2022

   $ 103,107  
     1,266,000     

3.80%, 09/30/2022

     311,487  
     440,000     

3.96%, 09/15/2025

     107,474  
     4,725,000     

4.05%, 09/30/2021

     1,175,580  
     575,000     

5.73%, 07/30/2019

     144,616  
        

 

 

 
           1,842,264  
        

 

 

 
      Mexico - 0.7%

 

      Mexican Bonos

 

MXN

     3,969,600     

6.50%, 06/09/2022

     203,718  
     6,121,800     

7.75%, 05/29/2031

     326,928  
     1,749,000     

8.00%, 06/11/2020

     94,087  
     2,011,400     

10.00%, 12/05/2024

     120,075  
   Mexico Government International Bond

 

$

     200,000     

4.60%, 01/23/2046

     183,500  
     936,000     

4.75%, 03/08/2044

     878,436  
     185,000     

5.55%, 01/21/2045

     194,944  
     1,196,000     

6.05%, 01/11/2040

     1,315,600  
        

 

 

 
                   3,317,288  
        

 

 

 
      Mongolia - 0.2%

 

     760,000     

Mongolia Government International Bond
5.13%, 12/05/2022(7)

     735,323  
        

 

 

 
      Morocco - 0.0%

 

EUR

     180,000     

Morocco Government International Bond
3.50%, 06/19/2024(7)

     232,697  
        

 

 

 
      Netherlands - 0.3%

 

      Netherlands Government Bond

 

     70,000     

0.00%, 01/15/2024(1)(7)(10)

     81,937  
     105,000     

0.01%, 01/15/2022(1)(7)

     124,194  
     435,000     

0.25%, 01/15/2020(1)(7)

     515,168  
     230,000     

0.75%, 07/15/2027(1)(7)

     276,565  
     65,000     

0.75%, 07/15/2028(1)(7)

     77,618  
     340,000     

2.00%, 07/15/2024(1)(7)

     444,331  
        

 

 

 
           1,519,813  
        

 

 

 
      Nigeria - 0.1%

 

$

     460,000     

Nigeria Government International Bond
7.88%, 02/16/2032(7)

     474,398  
        

 

 

 
      Norway - 0.1%

 

      Norway Government Bond

 

NOK

     375,000     

1.75%, 02/17/2027(1)(7)

     45,761  
     295,000     

2.00%, 05/24/2023(1)(7)

     36,978  
     1,305,000     

3.75%, 05/25/2021(1)(7)

     170,921  
        

 

 

 
           253,660  
        

 

 

 
      Oman - 0.6%

 

      Oman Government International Bond

 

$

     200,000     

5.38%, 03/08/2027(1)

     194,074  
     1,430,000     

6.50%, 03/08/2047(7)

     1,334,116  
     1,195,000     

6.75%, 01/17/2048(1)

     1,138,175  
        

 

 

 
           2,666,365  
        

 

 

 
      Panama - 0.3%

 

      Panama Government International Bond

 

     1,012,000     

4.30%, 04/29/2053

     974,050  
     275,000     

4.50%, 04/16/2050

     270,875  
        

 

 

 
           1,244,925  
        

 

 

 
      Paraguay - 0.0%

 

     200,000     

Paraguay Government International Bond
5.60%, 03/13/2048(1)

     203,400  
        

 

 

 
      Poland - 0.4%

 

      Republic of Poland Government Bond

 

PLN

     1,658,000     

2.00%, 04/25/2021

     455,432  
     185,000     

2.50%, 07/25/2026

     48,570  
     155,000     

2.50%, 07/25/2027

     40,257  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

     1,185,000     

3.25%, 07/25/2025

   $ 330,880  
     3,135,000     

4.00%, 10/25/2023

     918,618  
     480,000     

5.25%, 10/25/2020

     141,445  
        

 

 

 
           1,935,202  
        

 

 

 
      Qatar - 0.7%   
      Qatar Government International Bond   
$      960,000     

2.38%, 06/02/2021(7)

     931,200  
     1,610,000     

3.88%, 04/23/2023(1)

     1,615,957  
     400,000     

5.10%, 04/23/2048(1)

     408,512  
     550,000     

Qatari Diar Finance Co.
5.00%, 07/21/2020(7)

     564,817  
        

 

 

 
                   3,520,486  
        

 

 

 
      Romania - 0.5%   
      Romanian Government International Bond   
EUR      75,000     

2.50%, 02/08/2030(7)

     84,588  
     115,000     

2.50%, 02/08/2030(1)

     129,701  
     55,000     

3.38%, 02/08/2038(1)

     61,898  
     275,000     

3.88%, 10/29/2035(7)

     333,228  
$      76,000     

5.13%, 06/15/2048(1)

     76,420  
     1,602,000     

6.13%, 01/22/2044(7)

     1,849,445  
        

 

 

 
           2,535,280  
        

 

 

 
      Russia - 1.2%   
      Russian Federal Bond - OFZ   
RUB      55,750,000     

7.00%, 08/16/2023

     880,685  
     29,007,000     

7.10%, 10/16/2024

     455,485  
     13,830,000     

8.50%, 09/17/2031

     236,094  
      Russian Foreign Bond - Eurobond   
$      400,000     

4.25%, 06/23/2027(1)

     389,862  
     600,000     

4.38%, 03/21/2029(1)

     586,686  
     1,000,000     

4.75%, 05/27/2026(7)

     1,013,750  
     200,000     

4.88%, 09/16/2023(7)

     208,500  
     400,000     

5.00%, 04/29/2020(7)

     410,293  
     200,000     

5.25%, 06/23/2047(1)

     198,500  
     1,400,000     

5.25%, 06/23/2047(7)

     1,389,500  
        

 

 

 
           5,769,355  
        

 

 

 
      Saudi Arabia - 0.4%   
      Saudi Government International Bond   
     275,000     

2.88%, 03/04/2023(7)

     264,165  
     200,000     

4.50%, 04/17/2030(1)

     201,668  
     1,209,000     

4.50%, 10/26/2046(7)

     1,139,725  
     220,000     

4.63%, 10/04/2047(1)

     209,739  
        

 

 

 
           1,815,297  
        

 

 

 
      Senegal - 0.3%   
      Senegal Government International Bond   
EUR      100,000     

4.75%, 03/13/2028(7)

     114,168  
     680,000     

4.75%, 03/13/2028(1)

     776,345  
$      200,000     

6.25%, 05/23/2033(1)

     188,515  
     200,000     

6.25%, 05/23/2033(7)

     188,515  
        

 

 

 
           1,267,543  
        

 

 

 
      Serbia - 0.1%   
     580,000     

Serbia International Bond
7.25%, 09/28/2021(7)

     634,375  
        

 

 

 
      Singapore - 0.0%   
      Singapore Government Bond   
SGD      150,000     

2.25%, 06/01/2021

     110,967  
     130,000     

3.00%, 09/01/2024

     99,266  
        

 

 

 
           210,233  
        

 

 

 
      South Africa - 0.6%   
      Republic of South Africa Government Bond   
ZAR      22,150,000     

6.25%, 03/31/2036

     1,244,883  
     2,625,000     

8.00%, 01/31/2030

     185,534  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

     2,965,000     

8.25%, 03/31/2032

   $ 209,543  
     970,000     

10.50%, 12/21/2026

     81,784  
      Republic of South Africa Government International Bond

 

$      870,000     

4.30%, 10/12/2028

     791,260  
     315,000     

4.85%, 09/27/2027

     303,479  
     200,000     

5.88%, 06/22/2030

     202,192  
        

 

 

 
           3,018,675  
        

 

 

 
      South Korea - 0.1%

 

     425,000     

Export-Import Bank of Korea
3 mo. USD LIBOR + 0.460%, 2.81%, 10/21/2019(2)

     424,669  
        

 

 

 
      Spain - 0.8%

 

EUR      300,000     

FADE - Fondo de Amortizacion del Deficit Electrico
5.60%, 09/17/2018(7)

     353,347  
      Spain Government Bond

 

     170,000     

0.05%, 01/31/2021

     199,767  
     160,000     

1.15%, 07/30/2020

     192,545  
     445,000     

1.30%, 10/31/2026(1)(7)

     528,530  
     220,000     

1.45%, 10/31/2027(1)(7)

     261,191  
     155,000     

1.95%, 04/30/2026(1)(7)

     193,951  
     840,000     

2.75%, 10/31/2024(1)(7)

     1,108,080  
     200,000     

5.40%, 01/31/2023(1)(7)

     288,040  
     520,000     

5.50%, 04/30/2021(1)(7)

     702,366  
        

 

 

 
                   3,827,817  
        

 

 

 
      Sri Lanka - 0.2%

 

      Sri Lanka Government International Bond

 

$      465,000     

6.20%, 05/11/2027(7)

     447,074  
     395,000     

6.85%, 11/03/2025(7)

     397,966  
        

 

 

 
           845,040  
        

 

 

 
      Supranational - 0.9%

 

IDR      21,407,000,000     

European Bank for Reconstruction & Development
6.45%, 12/13/2022

     1,420,700  
      International Finance Corp.

 

MXN      22,900,000     

0.00%, 02/22/2038(10)

     248,933  
     23,210,000     

7.75%, 01/18/2030

     1,203,342  
INR      79,560,000     

7.80%, 06/03/2019

     1,164,639  
        

 

 

 
           4,037,614  
        

 

 

 
      Sweden - 0.1%

 

      Sweden Government Bond

 

SEK      960,000     

1.00%, 11/12/2026

     114,310  
     1,215,000     

1.50%, 11/13/2023(1)(7)

     148,853  
        

 

 

 
           263,163  
        

 

 

 
      Switzerland - 0.0%

 

      Switzerland Government Bond

 

CHF      50,000     

2.00%, 05/25/2022(7)

     55,264  
     40,000     

3.25%, 06/27/2027(7)

     52,429  
        

 

 

 
           107,693  
        

 

 

 
      Thailand - 0.3%

 

      Thailand Government Bond

 

THB      8,590,000     

3.63%, 06/16/2023

     275,341  
     35,828,000     

3.85%, 12/12/2025

     1,173,330  
        

 

 

 
           1,448,671  
        

 

 

 
      Tunisia - 0.1%

 

$      285,000     

Banque Centrale de Tunisie International Bond
5.75%, 01/30/2025(7)

     259,778  
        

 

 

 
      Turkey - 1.2%

 

      Turkey Government Bond

 

TRY      950,000     

9.40%, 07/08/2020

     160,953  
     5,194,000     

11.00%, 03/02/2022

     817,247  
      Turkey Government International Bond

 

$      1,185,000     

3.25%, 03/23/2023

     1,034,223  
     200,000     

4.88%, 10/09/2026

     171,683  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$      940,000     

4.88%, 04/16/2043

   $ 679,564  
     201,000     

5.13%, 02/17/2028

     172,428  
     940,000     

5.75%, 03/22/2024

     888,826  
     755,000     

5.75%, 05/11/2047

     588,840  
     695,000     

6.00%, 03/25/2027

     638,079  
     200,000     

6.00%, 01/14/2041

     164,808  
     200,000     

6.63%, 02/17/2045

     173,954  
     95,000     

7.38%, 02/05/2025

     96,612  
        

 

 

 
           5,587,217  
        

 

 

 
      Ukraine - 0.4%   
      Ukraine Government International Bond   
     620,000     

7.38%, 09/25/2032(1)

     562,511  
     325,000     

7.38%, 09/25/2032(7)

     294,865  
     100,000     

7.75%, 09/01/2020(7)

     102,000  
     570,000     

7.75%, 09/01/2021(1)

     581,548  
     155,000     

7.75%, 09/01/2025(7)

     151,706  
     170,000     

7.75%, 09/01/2027(7)

     162,738  
        

 

 

 
           1,855,368  
        

 

 

 
      United Arab Emirates - 0.3%   
      Abu Dhabi Government International Bond   
     680,000     

2.50%, 10/11/2022(7)

     653,242  
     645,000     

3.13%, 10/11/2027(1)

     607,422  
        

 

 

 
           1,260,664  
        

 

 

 
      United Kingdom - 0.2%   
      United Kingdom Gilt   
GBP      295,000     

0.50%, 07/22/2022(7)

     380,587  
     120,000     

1.50%, 01/22/2021(7)

     160,168  
     285,000     

2.00%, 07/22/2020(7)

     383,059  
     105,000     

3.75%, 09/07/2021(7)

     150,065  
        

 

 

 
           1,073,879  
        

 

 

 
      Venezuela - 0.2%   
      Venezuela Government International Bond   
$      1,224,000     

7.75%, 10/13/2019(5)(7)

     325,217  
     380,000     

9.00%, 05/07/2023(5)(7)

     102,106  
     800,000     

9.25%, 05/07/2028(5)(7)

     210,960  
     1,355,300     

12.75%, 08/23/2022(5)(7)

     382,872  
        

 

 

 
           1,021,155  
        

 

 

 
     

Total Foreign Government Obligations
(cost $109,655,551)

   $         105,866,029  
        

 

 

 

Municipal Bonds - 2.0%

  
      Education - 0.3%   
      Chicago, IL, Board of Education   
     630,000     

5.18%, 12/01/2021

   $ 626,384  
     335,000     

6.14%, 12/01/2039

     320,960  
     660,000     

6.32%, 11/01/2029

     655,360  
        

 

 

 
           1,602,704  
        

 

 

 
      General - 0.8%   
     665,000     

Chicago, IL, Transit Auth
6.90%, 12/01/2040

     859,719  
      Puerto Rico Commonwealth Government Employees Retirement System   
     470,000     

5.85%, 07/01/2023

     204,450  
     3,180,000     

6.15%, 07/01/2038

     1,383,300  
     2,435,000     

6.30%, 07/01/2043

     1,059,225  
        

 

 

 
           3,506,694  
        

 

 

 
      General Obligation - 0.9%   
      City of Chicago, IL, GO   
     385,000     

7.05%, 01/01/2029

     412,393  
     1,405,000     

7.38%, 01/01/2033

     1,583,730  
      Illinois State, GO   
     2,495,000     

5.10%, 06/01/2033

     2,421,872  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$

     15,000     

5.88%, 03/01/2019

   $ 15,229  
        

 

 

 
     4,433,224  
        

 

 

 
  

Total Municipal Bonds
(cost $9,779,180)

   $ 9,542,622  
        

 

 

 

Senior Floating Rate Interests - 26.7%(12)

  
   Advertising - 0.3%   
     677,933     

Acosta Holdco, Inc.
1 mo. USD LIBOR + 3.250%, 5.33%, 09/26/2021

   $ 527,303  
     884,593     

Entravision Communications Corp.
1 mo. USD LIBOR + 2.750%, 4.83%, 11/29/2024

     873,164  
        

 

 

 
     1,400,467  
        

 

 

 
   Aerospace/Defense - 0.8%   
     800,975     

Circor International, Inc.
1 mo. USD LIBOR + 3.500%, 5.57%, 12/11/2024

     802,224  
     646,058     

Fly Funding S.a.r.l.
3 mo. USD LIBOR + 2.000%, 4.37%, 02/09/2023

     645,521  
   TransDigm, Inc.   
     227,706     

3 mo. USD LIBOR + 2.500%, 4.58%, 08/22/2024

     227,706  
     1,980,492     

1 mo. USD LIBOR + 2.500%, 4.58%, 05/30/2025

     1,978,967  
        

 

 

 
             3,654,418  
        

 

 

 
   Agriculture - 0.2%   
     893,038     

Pinnacle Operating Corp.
1 mo. USD LIBOR + 7.250%, 9.33%, 11/15/2021(21)

     819,362  
        

 

 

 
   Auto Manufacturers - 0.2%   
     590,000     

Navistar Financial Corp.
1 mo. USD LIBOR + 3.750%, 0.00%, 07/25/2025(13)

     590,738  
     452,725     

Navistar International Corp.
1 mo. USD LIBOR + 3.500%, 5.60%, 11/06/2024

     452,725  
        

 

 

 
     1,043,463  
        

 

 

 
   Biotechnology - 0.2%   
     500,000     

Lifescan Global Corp.
1 mo. USD LIBOR + 6.000%, 0.00%, 05/23/2025(13)

     485,000  
     614,405     

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%, 5.33%, 05/15/2022

     614,024  
        

 

 

 
     1,099,024  
        

 

 

 
   Chemicals - 0.8%   
     143,506     

American Rock Salt Co. LLC
1 mo. USD LIBOR + 3.750%, 5.83%, 03/21/2025

     143,625  
     229,425     

Axalta Coating Systems U.S. Holdings, Inc.
3 mo. USD LIBOR + 1.750%, 4.08%, 06/01/2024

     229,267  
     533,561     

Chemours Co.
1 mo. USD LIBOR + 1.750%, 3.83%, 04/03/2025

     531,560  

EUR

     149,250     

Diamond (BC) B.V.
EURIBOR + 3.250%, 3.25%, 09/06/2024

     170,653  

$

     175,000     

DuBois Chemicals, Inc.
UNFND + 3.250%, 1.00%, 03/01/2024(14)

     173,687  
     469,209     

MacDermid, Inc.
1 mo. USD LIBOR + 3.000%, 5.08%, 06/07/2023

     470,213  
     247,731     

Minerals Technologies, Inc.
1 mo. USD LIBOR + 2.250%, 4.40%, 02/14/2024

     248,660  
     676,290     

Nexeo Solutions LLC
3 mo. USD LIBOR + 3.250%, 5.58%, 06/09/2023

     679,672  
     156,215     

Tronox Blocked Borrower LLC
3 mo. USD LIBOR + 3.000%, 5.08%, 09/22/2024

     156,940  
     360,496     

Tronox Finance LLC
3 mo. USD LIBOR + 3.000%, 5.08%, 09/22/2024

     362,169  
     338,049     

Univar, Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 07/01/2024

     338,839  
     235,000     

WR Grace & Co.
3 mo. USD LIBOR + 1.750%, 4.08%, 04/03/2025

     235,470  
        

 

 

 
     3,740,755  
        

 

 

 


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

      Coal - 0.2%   

$

     977,876     

Foresight Energy LLC
3 mo. USD LIBOR + 5.750%, 7.83%, 03/28/2022

   $ 973,798  
     154,541     

Peabody Energy Corp.
1 mo. USD LIBOR + 2.750%, 4.83%, 03/31/2025

     154,541  
        

 

 

 
                   1,128,339  
        

 

 

 
      Commercial Services - 1.7%   
     244,388     

Aramark Services, Inc.
1 mo. USD LIBOR + 1.750%, 4.08%, 03/11/2025

     244,590  
     238,200     

Ascend Learning LLC
1 mo. USD LIBOR + 3.000%, 5.08%, 07/12/2024

     237,902  
     470,000     

Blackhawk Network Holdings, Inc.
1 mo. USD LIBOR + 3.000%, 5.07%, 06/15/2025

     470,785  

EUR

     470,000     

Blitz F18-675 GmbH
EURIBOR + 3.750%, 0.00%, 07/31/2025(13)

     547,446  

$

     737,693     

Brickman Group Ltd. LLC
1 mo. USD LIBOR + 3.000%, 5.08%, 12/18/2020

     738,615  
     146,027     

Capital Automotive L.P.
1 mo. USD LIBOR + 6.000%, 8.08%, 03/24/2025

     148,217  
     728,441     

Ceridian HCM Holding, Inc.
1 mo. USD LIBOR + 3.250%, 5.33%, 04/05/2025

     728,135  
     479,213     

DuPage Medical Group Ltd.
1 mo. USD LIBOR + 2.750%, 4.81%, 08/15/2024

     472,623  
     165,000     

Energizer Holdings, Inc.
1 mo. USD LIBOR + 2.250%, 0.00%, 06/30/2025(13)

     165,413  
     320,063     

Hertz Corp.
3 mo. USD LIBOR + 2.750%, 4.83%, 06/30/2023

     319,196  
     1,079,701     

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 11/15/2023

     1,078,352  
     929,831     

Russell Investments US Inst’l Holdco, Inc.
3 mo. USD LIBOR + 3.250%, 5.33%, 06/01/2023

     929,831  
     1,138,934     

Tempo Acquisition LLC
1 mo. USD LIBOR + 3.000%, 5.08%, 05/01/2024

     1,139,549  
     263,250     

Weight Watchers International, Inc.
3 mo. USD LIBOR + 4.750%, 7.05%, 11/29/2024

     266,130  
     591,000     

Xerox Business Services LLC
1 mo. USD LIBOR + 2.500%, 4.58%, 12/07/2023

     591,491  
        

 

 

 
           8,078,275  
        

 

 

 
      Construction Materials - 0.1%   
     450,000     

Pisces Midco, Inc.
1 mo. USD LIBOR + 3.750%, 6.09%, 04/12/2025

     450,423  
        

 

 

 
     

Distribution/Wholesale - 0.3%

  
     264,338     

Beacon Roofing Supply, Inc.
1 mo. USD LIBOR + 2.250%, 4.35%, 01/02/2025

     263,952  
     934,246     

PowerTeam Services LLC
3 mo. USD LIBOR + 3.250%, 5.58%, 02/27/2025

     926,659  
     265,000     

Reece Ltd.
1 mo. USD LIBOR + 2.000%, 4.34%, 07/02/2025

     265,000  
        

 

 

 
           1,455,611  
        

 

 

 
      Diversified Financial Services - 1.0%   
     375,250     

AlixPartners LLP
3 mo. USD LIBOR + 2.750%, 4.83%, 04/04/2024

     375,798  
     493,763     

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 02/28/2025

     492,064  
     827,376     

EVO Payments International LLC
1 mo. USD LIBOR + 3.250%, 5.33%, 12/12/2023

     828,932  
     622,005     

Fortress Investment Group LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 12/27/2022

     622,161  
     548,625     

GreenSky Holdings LLC
1 mo. USD LIBOR + 3.250%, 5.38%, 03/29/2025

     548,625  

EUR

     379,236     

Nets Holding A/S
EURIBOR + 3.250%, 3.25%, 02/06/2025

     438,608  

$      

     123,125     

NFP Corp.
1 mo. USD LIBOR + 3.000%, 5.08%, 01/08/2024

     122,856  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$

     197,000     

RP Crown Parent LLC
1 mo. USD LIBOR + 2.750%, 4.83%, 10/12/2023

   $ 197,246  
     263,772     

SS&C Technologies Holdings Europe S.a.r.l.
1 mo. USD LIBOR + 2.500%, 4.58%, 04/16/2025

     264,431  
     874,153     

Vantiv LLC
3 mo. USD LIBOR + 1.750%, 3.82%, 08/09/2024

     872,518  
        

 

 

 
                   4,763,239  
        

 

 

 
     

Electric - 0.1%

 

     346,206     

Helix Gen Funding LLC
1 mo. USD LIBOR + 3.750%, 5.83%, 06/02/2024

     348,657  
     327,251     

Seadrill Partners Finco LLC
3 mo. USD LIBOR + 6.000%, 8.33%, 02/21/2021

     305,433  
        

 

 

 
           654,090  
        

 

 

 
     

Electrical Components & Equipment - 0.1%

 

     

Brookfield WEC Holdings, Inc.

 

     525,000     

1 mo. USD LIBOR + 3.750%, 0.00%, 07/25/2025(13)

     528,365  
     145,000     

1 mo. USD LIBOR + 6.750%, 0.00%, 07/25/2026(13)

     147,227  
        

 

 

 
           675,592  
        

 

 

 
     

Energy-Alternate Sources - 0.3%

 

     865,000     

BCP Renaissance Parent LLC
3 mo. USD LIBOR + 3.500%, 5.84%, 10/31/2024

     868,244  
     218,900     

Medallion Midland Acquisition LLC
1 mo. USD LIBOR + 3.250%, 5.33%, 10/30/2024

     215,137  
     359,525     

TEX Operations Co. LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 08/04/2023

     358,777  
        

 

 

 
           1,442,158  
        

 

 

 
     

Engineering & Construction - 0.3%

 

     940,500     

Brand Energy & Infrastructure Services, Inc.
3 mo. USD LIBOR + 4.250%, 6.60%, 06/21/2024

     944,620  
     

DG Investment Intermediate Holdings, Inc.

 

     16,185     

UNFND + 1.500%, 3.59%, 02/03/2025(14)

     16,013  
     150,684     

3 mo. USD LIBOR + 3.000%, 5.08%, 02/03/2025

     149,084  
     100,000     

3 mo. USD LIBOR + 6.750%, 9.08%, 02/02/2026

     100,125  
     149,625     

Verra Mobility Corp.
1 mo. USD LIBOR + 3.750%, 5.82%, 02/28/2025

     149,999  
        

 

 

 
           1,359,841  
        

 

 

 
     

Entertainment - 0.2%

 

     293,291     

Camelot UK Holdco Ltd.
1 mo. USD LIBOR + 3.250%, 5.33%, 10/03/2023

     293,658  
     363,427     

Scientific Games International, Inc.
2 mo. USD LIBOR + 2.750%, 4.90%, 08/14/2024

     363,477  
     235,000     

Wyndham Hotels & Resorts, Inc.
1 mo. USD LIBOR + 1.750%, 3.83%, 05/30/2025

     235,515  
        

 

 

 
           892,650  
        

 

 

 
     

Environmental Control - 0.1%

 

     408,547     

Advanced Disposal Services, Inc.
1 Week USD LIBOR + 2.250%, 4.19%, 11/10/2023

     408,702  
        

 

 

 
     

Food - 0.5%

 

     205,000     

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%, 4.83%, 03/31/2025

     204,744  
     635,000     

Hearthside Food Solutions LLC
3 mo. USD LIBOR + 3.000%, 5.06%, 05/23/2025

     629,761  
     520,096     

Hostess Brands LLC
1 mo. USD LIBOR + 2.250%, 4.33%, 08/03/2022

     519,909  
     325,255     

JBS USA LLC
3 mo. USD LIBOR + 2.500%, 4.84%, 10/30/2022

     324,790  
     841,500     

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%, 4.07%, 05/24/2024

     841,407  
        

 

 

 
           2,520,611  
        

 

 

 


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

     

Healthcare-Products - 0.3%

 

$      358,200     

Avantor, Inc.
1 mo. USD LIBOR + 4.000%, 6.08%, 11/21/2024

   $ 360,886  
     257,400     

Kinetic Concepts, Inc.
3 mo. USD LIBOR + 3.250%, 5.58%, 02/02/2024

     257,935  
     511,138     

Parexel International Corp.
1 mo. USD LIBOR + 2.750%, 4.83%, 09/27/2024

     509,349  
     211,238     

Revlon Consumer Products Corp.
1 mo. USD LIBOR + 3.500%, 5.58%, 09/07/2023

     154,396  
        

 

 

 
           1,282,566  
        

 

 

 
     

Healthcare-Services - 1.8%

 

     281,607     

American Renal Holdings, Inc.
1 mo. USD LIBOR + 3.250%, 5.33%, 06/21/2024

     279,907  
     173,250     

CDRH Parent, Inc.
3 mo. USD LIBOR + 4.250%, 6.57%, 07/01/2021

     162,314  
     512,443     

Community Health Systems, Inc.
3 mo. USD LIBOR + 3.250%, 5.56%, 01/27/2021

     502,979  
     

DentalCorp Perfect Smile ULC

 

     59,056     

1 mo. USD LIBOR + 3.750%, 0.80%, 06/06/2025(14)

     59,252  
     236,222     

1 mo. USD LIBOR + 3.750%, 5.83%, 06/06/2025

     237,009  
     205,599     

DuPage Medical Group Ltd.
1 mo. USD LIBOR + 7.000%, 9.08%, 08/15/2025

     205,599  
     426,641     

Envision Healthcare Corp.
1 mo. USD LIBOR + 3.000%, 5.08%, 12/01/2023

     426,197  
     211,254     

Genoa, a QoL Healthcare Co. LLC
1 mo. USD LIBOR + 3.250%, 5.33%, 10/28/2023

     211,782  
     

Gentiva Health Services, Inc.

 

     430,920     

0.00%, 07/02/2025(13)

     434,152  
     100,000     

1 mo. USD LIBOR + 7.000%, 0.00%, 07/02/2026(13)

     101,750  
     

Global Medical Response, Inc.

 

     494,992     

1 mo. USD LIBOR + 3.250%, 5.35%, 04/28/2022

     479,964  
     426,429     

1 mo. USD LIBOR + 4.250%, 6.33%, 03/14/2025

     420,245  
     573,227     

Jaguar Holding Co.
3 mo. USD LIBOR + 2.500%, 4.58%, 08/18/2022

     573,227  
     1,030,836     

MPH Acquisition Holdings LLC
3 mo. USD LIBOR + 2.750%, 5.08%, 06/07/2023

     1,030,578  
     157,364     

One Call Corp.
1 mo. USD LIBOR + 5.250%, 7.32%, 11/25/2022

     151,003  
     532,546     

Ortho-Clinical Diagnostics S.A.
3 mo. USD LIBOR + 3.250%, 5.33%, 06/30/2025

     531,689  
     

Sound Inpatient Physicians

 

     110,000     

1 mo. USD LIBOR + 6.750%, 0.00%, 06/26/2026(13)

     110,825  
     255,000     

1 mo. USD LIBOR + 3.000%, 5.08%, 06/27/2025

     255,638  
     188,575     

Surgery Center Holdings, Inc.
1 mo. USD LIBOR + 3.250%, 5.33%, 09/02/2024

     188,535  
     444,078     

Syneos Health, Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 08/01/2024

     443,661  
     375,250     

Team Health Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 02/06/2024

     364,462  
     886,758     

U.S. Renal Care, Inc.
3 mo. USD LIBOR + 4.250%, 6.58%, 12/31/2022

     871,798  
     363,175     

Wink Holdco, Inc.
1 mo. USD LIBOR + 3.000%, 5.08%, 12/02/2024

     361,632  
        

 

 

 
                   8,404,198  
        

 

 

 
     

Household Products - 0.1%

 

     572,125     

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%, 5.08%, 09/06/2024

     559,967  
        

 

 

 
     

Housewares - 0.1%

 

     233,238     

Hayward Industries, Inc.
1 mo. USD LIBOR + 3.500%, 5.58%, 08/05/2024

     233,937  
        

 

 

 
     

Insurance - 1.4%

 

     

Asurion LLC

 

     275,000     

1 mo. USD LIBOR + 3.000%, 0.00%, 11/03/2024(13)

     274,557  
     1,441,109     

1 mo. USD LIBOR + 3.000%, 5.08%, 08/04/2022

     1,440,331  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$

     286,559     

1 mo. USD LIBOR + 3.000%, 5.08%, 11/03/2023

   $ 286,040  
     740,000     

1 mo. USD LIBOR + 6.500%, 8.58%, 08/04/2025

     750,330  
     489,250     

Evertec Group LLC
1 mo. USD LIBOR + 2.500%, 4.58%, 04/17/2020

     488,639  
     184,538     

Genworth Financial, Inc.
1 mo. USD LIBOR + 4.500%, 6.58%, 03/07/2023

     187,883  
     555,000     

Hub International Ltd.
2 mo. USD LIBOR + 3.000%, 5.34%, 04/25/2025

     554,445  
      Sedgwick Claims Management Services, Inc.   
     1,226,780     

1 mo. USD LIBOR + 2.750%, 4.83%, 03/01/2021

     1,224,731  
     515,000     

1 mo. USD LIBOR + 5.750%, 7.88%, 02/28/2022

     518,219  
     948,411     

USI, Inc.
3 mo. USD LIBOR + 3.000%, 5.33%, 05/16/2024

     945,329  
        

 

 

 
                   6,670,504  
        

 

 

 
      IT Services - 0.1%   
     248,128     

NAB Holdings LLC
3 mo. USD LIBOR + 3.000%, 5.33%, 07/01/2024

     247,818  
     385,000     

Trans Union LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 06/19/2025

     385,243  
        

 

 

 
           633,061  
        

 

 

 
      Leisure Time - 1.6%   
     1,864,020     

Caesars Resort Collection LLC
1 mo. USD LIBOR + 2.750%, 4.83%, 12/22/2024

     1,870,712  
     2,155,843     

Delta (LUX) S.a.r.l.
1 mo. USD LIBOR + 2.500%, 4.58%, 02/01/2024

     2,141,831  
     451,982     

Eldorado Resorts LLC
2 mo. USD LIBOR + 2.250%, 4.40%, 04/17/2024

     451,792  
      Golden Entertainment, Inc.   
     1,472,600     

1 mo. USD LIBOR + 3.000%, 5.08%, 10/20/2024

     1,470,759  
     550,000     

1 mo. USD LIBOR + 7.000%, 9.07%, 10/20/2025

     554,813  
     1,012,414     

SRAM LLC
2 mo. USD LIBOR + 2.750%, 4.95%, 03/15/2024

     1,014,945  
        

 

 

 
           7,504,852  
        

 

 

 
      Lodging - 0.3%   
     401,090     

Boyd Gaming Corp.
1 Week USD LIBOR + 2.500%, 4.45%, 09/15/2023

     403,096  
     845,750     

Caesars Entertainment Operating Co.
1 mo. USD LIBOR + 2.000%, 4.08%, 10/06/2024

     844,430  
        

 

 

 
           1,247,526  
        

 

 

 
      Machinery-Construction & Mining - 0.1%   
     229,802     

Pike Corp.
1 mo. USD LIBOR + 3.500%, 5.58%, 03/23/2025

     231,411  
     267,548     

Utility One Source L.P.
1 mo. USD LIBOR + 5.500%, 7.58%, 04/18/2023

     274,237  
        

 

 

 
           505,648  
        

 

 

 
      Machinery-Diversified - 0.8%   
      Gardner Denver, Inc.   

EUR

     1,022,275     

EURIBOR + 3.000%, 3.00%, 07/30/2024

     1,187,711  

$      

     255,290     

3 mo. USD LIBOR + 2.750%, 4.83%, 07/30/2024

     255,754  
     1,145,709     

Gates Global LLC
3 mo. USD LIBOR + 2.750%, 5.08%, 04/01/2024

     1,147,806  
     364,088     

Pro Mach Group, Inc.
1 mo. USD LIBOR + 3.000%, 5.10%, 03/07/2025

     361,357  
      Zodiac Pool Solutions LLC   

EUR

     330,000     

EURIBOR + 2.750%, 2.75%, 07/02/2025

     381,224  

$      

     190,000     

1 mo. USD LIBOR + 2.250%, 4.33%, 07/02/2025

     189,920  
        

 

 

 
           3,523,772  
        

 

 

 
      Media - 2.9%   
     946,451     

Advantage Sales & Marketing, Inc.
1 mo. USD LIBOR + 3.250%, 5.33%, 07/23/2021

     893,809  
      Altice Financing S.A.   

EUR

     129,025     

EURIBOR + 2.750%, 2.75%, 01/31/2026

     146,349  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$

    798,963     

3 mo. USD LIBOR + 2.750%, 4.82%, 01/31/2026

   $ 774,994  
    955,573     

Charter Communications Operating LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 04/30/2025

     955,793  
    443,888     

CSC Holdings LLC
1 mo. USD LIBOR + 2.500%, 4.57%, 01/25/2026

     443,146  
    334,729     

Getty Images, Inc.
3 mo. USD LIBOR + 3.500%, 5.57%, 10/18/2019

     327,562  
    810,436     

ION Media Networks, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 12/18/2020

     811,449  
    736,300     

Maxar Technologies Ltd.
1 mo. USD LIBOR + 2.750%, 4.85%, 10/04/2024

     735,262  
    244,388     

Meredith Corp.
1 mo. USD LIBOR + 3.000%, 5.08%, 01/31/2025

     244,964  
    652,036     

MTN Infrastructure TopCo, Inc.
1 mo. USD LIBOR + 3.000%, 5.08%, 11/15/2024

     654,683  
    281,438     

Numericable Group S.A.
1 mo. USD LIBOR + 2.750%, 4.82%, 07/31/2025

     267,929  
    1,112,903     

3 mo. USD LIBOR + 3.000%, 5.07%, 01/31/2026

     1,075,899  
     PSAV Holdings LLC   
    1,009,038     

3 mo. USD LIBOR + 3.250%, 5.44%, 03/01/2025

     1,000,844  
    310,000     

3 mo. USD LIBOR + 7.250%, 9.59%, 09/01/2025

     306,513  
    325,000     

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 08/17/2024

     326,219  
    825,000     

Sinclair Television Group, Inc.
1 mo. USD LIBOR + 2.500%, 0.00%, 12/12/2024(13)

     822,731  
    400,000     

Telenet Financing USD LLC
1 mo. USD LIBOR + 2.250%, 4.32%, 08/15/2026

     397,612  
    920,334     

Tribune Media Co.
1 mo. USD LIBOR + 3.000%, 5.08%, 01/27/2024

     919,183  
    430,000     

Unitymedia Finance LLC
1 mo. USD LIBOR + 2.250%, 4.32%, 09/30/2025

     428,792  
    1,205,000     

1 mo. USD LIBOR + 2.250%, 4.32%, 01/15/2026

     1,201,313  

EUR

    205,000     

Unitymedia Hessen GmbH & Co. KG
EURIBOR + 2.750%, 2.75%, 01/15/2027

     239,117  

$

    920,000     

Virgin Media Bristol LLC
1 mo. USD LIBOR + 2.500%, 4.57%, 01/15/2026

     918,749  
       

 

 

 
                  13,892,912  
       

 

 

 
     Metal Fabricate/Hardware - 0.2%   
    775,000     

NN, Inc.
1 mo. USD LIBOR + 8.000%, 10.10%, 04/14/2023

     759,500  
    392,683     

Rexnord LLC
1 mo. USD LIBOR + 2.250%, 4.31%, 08/21/2024

     393,217  
       

 

 

 
          1,152,717  
       

 

 

 
     Miscellaneous Manufacturing - 0.3%   
    183,613     

Core & Main LP
6 mo. USD LIBOR + 3.000%, 5.25%, 08/01/2024

     184,224  

EUR

    415,000     

CTC AcquiCo GmbH
EURIBOR + 3.000%, 3.00%, 03/07/2025

     479,083  

$

    770,658     

H.B. Fuller Co.
1 mo. USD LIBOR + 2.000%, 4.09%, 10/20/2024

     770,335  
       

 

 

 
          1,433,642  
       

 

 

 
     Oil & Gas - 0.6%   
    45,000     

Ascent Resources - Marcellus LLC
1 mo. USD LIBOR + 6.500%, 8.60%, 03/30/2023

     45,000  
    272,250     

BCP Raptor LLC
2 mo. USD LIBOR + 4.250%, 6.42%, 06/24/2024

     260,255  
    250,000     

California Resources Corp.
1 mo. USD LIBOR + 4.750%, 6.83%, 12/31/2022

     253,958  
    470,000     

1 mo. USD LIBOR + 10.375%, 12.44%, 12/31/2021

     518,175  
    445,000     

Chesapeake Energy Corp.
3 mo. USD LIBOR + 7.500%, 9.58%, 08/23/2021

     464,802  
    95,250     

Philadelphia Energy Solutions LLC
PRIME + 5.000%, 9.00%, 04/04/2019

     89,059  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$  

390,000

  

Traverse Midstream Partners LLC
3 mo. USD LIBOR + 4.000%, 6.34%, 09/27/2024

   $ 391,353  
 

900,000

  

Ultra Resources, Inc.
1 mo. USD LIBOR + 3.000%, 5.08%, 04/12/2024

     820,503  
       

 

 

 
          2,843,105  
       

 

 

 
     Oil & Gas Services - 0.2%

 

 

873,825

  

Crosby U.S. Acquisition Corp.
3 mo. USD LIBOR + 3.000%, 5.08%, 11/23/2020

     857,991  
       

 

 

 
     Packaging & Containers - 1.2%

 

 

135,000

  

Berlin Packaging LLC
1 mo. USD LIBOR + 3.000%, 5.12%, 11/07/2025

     134,972  
     Berry Global, Inc.

 

 

444,710

  

1 mo. USD LIBOR + 1.750%, 3.92%, 01/06/2021

     445,101  
 

723,174

  

1 mo. USD LIBOR + 2.000%, 4.08%, 10/01/2022

     724,258  
EUR  

190,000

  

Crown Americas LLC
EURIBOR + 2.375%, 2.38%, 04/03/2025

     222,114  
$  

255,000

  

3 mo. USD LIBOR + 2.000%, 4.08%, 04/03/2025

     255,510  
     Flex Acquisition Co., Inc.

 

 

385,125

  

3 mo. USD LIBOR + 3.000%, 5.34%, 12/29/2023

     384,370  
 

365,000

  

1 mo. USD LIBOR + 3.250%, 5.75%, 06/29/2025

     364,544  
 

253,725

  

Multi Color Corp.
1 mo. USD LIBOR + 2.250%, 4.33%, 10/31/2024

     253,725  
 

372,188

  

Plastipak Packaging, Inc.
1 mo. USD LIBOR + 2.500%, 4.59%, 10/14/2024

     370,993  
 

296,747

  

Proampac PG Borrower LLC
1 mo. USD LIBOR + 3.500%, 5.63%, 11/18/2023

     297,026  
 

2,057,907

  

Reynolds Group Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 02/05/2023

             2,064,039  
       

 

 

 
          5,516,652  
       

 

 

 
     Pharmaceuticals - 0.6%

 

 

821,700

  

Endo Luxembourg Finance Co. S.a r.l.
1 mo. USD LIBOR + 4.250%, 6.38%, 04/29/2024

     821,873  
     IQVIA, Inc.

 

EUR  

595,000

  

EURIBOR + 2.000%, 2.50%, 06/07/2025

     691,936  
$  

119,100

  

3 mo. USD LIBOR + 2.000%, 4.33%, 01/17/2025

     118,839  
 

289,750

  

NVA Holdings, Inc.
3 mo. USD LIBOR + 2.750%, 4.83%, 02/02/2025

     288,301  
 

662,626

  

Valeant Pharmaceuticals International, Inc.
1 mo. USD LIBOR + 3.000%, 5.09%, 06/01/2025

     663,216  
       

 

 

 
          2,584,165  
       

 

 

 
     Real Estate - 0.5%   
 

1,612,529

  

DTZ U.S. Borrower LLC
3 mo. USD LIBOR + 3.250%, 5.49%, 11/04/2021

     1,612,900  
 

806,591

  

VICI Properties LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 12/20/2024

     807,220  
       

 

 

 
          2,420,120  
       

 

 

 
     Real Estate Investment Trusts - 0.2%

 

 

264,338

  

Iron Mountain, Inc.
3 mo. USD LIBOR + 1.750%, 3.83%, 01/02/2026

     260,703  
 

899,300

  

MGM Growth Properties Operating Partnership L.P.
1 mo. USD LIBOR + 2.000%, 4.08%, 04/25/2023

     899,723  
       

 

 

 
          1,160,426  
       

 

 

 
     Retail - 2.1%   
 

1,289,509

  

Albertsons LLC
1 mo. USD LIBOR + 2.750%, 4.83%, 08/25/2021

     1,283,939  
 

443,439

  

B.C. Unlimited Liability Co.
1 mo. USD LIBOR + 2.250%, 4.33%, 02/16/2024

     442,978  
 

1,359,725

  

Bass Pro Group LLC
1 mo. USD LIBOR + 5.000%, 7.08%, 09/25/2024

     1,370,344  
     Coty, Inc.

 

EUR  

440,000

  

EURIBOR + 2.500%, 2.50%, 04/05/2025

     509,441  
 

688,063

  

1 mo. USD LIBOR + 2.250%, 4.35%, 04/07/2025

     670,648  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$

    410,255     

Harbor Freight Tools USA, Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 08/18/2023

   $ 408,614  
    503,405     

J. Crew Group, Inc.
3 mo. USD LIBOR + 3.000%, 5.21%, 03/05/2021

     429,153  
    1,014,940     

Michaels Stores, Inc.
1 mo. USD LIBOR + 2.500%, 4.57%, 01/28/2023

     1,013,357  
    904,089     

Neiman Marcus Group Ltd. LLC
1 mo. USD LIBOR + 3.250%, 5.34%, 10/25/2020

     796,818  
    340,000     

Rodan & Fields LLC
1 mo. USD LIBOR + 4.000%, 6.07%, 06/06/2025

     342,125  
    905,450     

Staples, Inc.
3 mo. USD LIBOR + 4.000%, 6.36%, 09/12/2024

     896,658  
    1,948,374     

U.S. Foods, Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 06/27/2023

     1,946,757  
       

 

 

 
                  10,110,832  
       

 

 

 
     Semiconductors - 0.2%

 

    490,000     

Microchip Technology, Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 05/29/2025

     490,980  
    225,052     

ON Semiconductor Corp.
1 mo. USD LIBOR + 1.750%, 3.83%, 03/31/2023

     225,178  
       

 

 

 
          716,158  
       

 

 

 
     Software - 2.5%

 

    655,050     

Almonde, Inc.
3 mo. USD LIBOR + 3.500%, 5.81%, 06/13/2024

     645,735  
    784,508     

Aristocrat Technologies, Inc.
3 mo. USD LIBOR + 1.750%, 4.10%, 10/19/2024

     783,081  
    641,875     

Change Healthcare Holdings LLC
1 mo. USD LIBOR + 2.750%, 4.83%, 03/01/2024

     640,630  
    277,200     

Cypress Intermediate Holdings , Inc.
1 mo. USD LIBOR + 3.000%, 5.08%, 04/27/2024

     276,637  
    1,316,527     

Epicor Software Corp.
1 mo. USD LIBOR + 3.250%, 5.33%, 06/01/2022

     1,313,473  
    

First Data Corp.

  
    1,245,094     

1 mo. USD LIBOR + 2.000%, 4.07%, 07/08/2022

     1,244,945  
    2,279,352     

1 mo. USD LIBOR + 2.000%, 4.07%, 04/26/2024

     2,278,281  
    237,000     

Global Payments, Inc.
1 mo. USD LIBOR + 1.750%, 3.83%, 04/21/2023

     237,197  
    756,529     

Go Daddy Operating Co. LLC
1 mo. USD LIBOR + 2.250%, 4.33%, 02/15/2024

     757,852  
    133,647     

Hyland Software, Inc.
1 mo. USD LIBOR + 3.250%, 5.33%, 07/01/2022

     133,981  
    760,181     

Infor U.S., Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 02/01/2022

     760,995  
    53,900     

MA FinanceCo. LLC
1 mo. USD LIBOR + 2.500%, 4.58%, 06/21/2024

     53,580  
    390,000     

Quest Software U.S. Holdings, Inc.
3 mo. USD LIBOR + 4.250%, 6.58%, 05/16/2025

     387,929  
    364,000     

Seattle Spinco, Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 06/21/2024

     361,838  
    687,659     

SS&C Technologies, Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 04/16/2025

     689,378  
    1,460,200     

WEX, Inc.
1 mo. USD LIBOR + 2.250%, 4.33%, 06/30/2023

     1,459,966  
       

 

 

 
          12,025,498  
       

 

 

 
     Telecommunications - 1.0%

 

    900,000     

Level 3 Financing, Inc.
1 mo. USD LIBOR + 2.250%, 4.33%, 02/22/2024

     901,251  
    1,377,563     

Sprint Communications, Inc.
1 mo. USD LIBOR + 2.500%, 4.63%, 02/02/2024

     1,377,218  
    1,873,093     

Univision Communications, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 03/15/2024

     1,816,900  
    295,000     

Zacapa LLC
1 mo. USD LIBOR + 5.000%, 7.34%, 07/03/2025

     296,475  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$

    282,410     

Zayo Group LLC
1 mo. USD LIBOR + 2.250%, 4.33%, 01/19/2024

   $ 283,367  
       

 

 

 
          4,675,211  
       

 

 

 
     Transportation - 0.2%   
    765,000     

Savage Enterprises LLC
1 mo. USD LIBOR + 4.500%, 0.00%, 06/26/2025(13)

     766,438  
       

 

 

 
    

Total Senior Floating Rate Interests
(cost $126,894,988)

   $ 126,308,918  
       

 

 

 

U.S. Government Agencies - 6.1%

 

     Mortgage-Backed Agencies - 6.1%   
     FHLMC - 2.4%   

$

    6,613     

0.00%, 11/15/2036(15)

   $ 5,981  
    4,581,085     

0.16%, 10/25/2020(4)(6)

     15,752  
    52,061     

3.00%, 03/15/2033(6)(21)

     6,416  
    430,000     

3.82%, 05/25/2048(1)(4)

     394,938  
    145,784     

4.00%, 07/15/2027(6)(21)

     13,564  
    2,382,000     

1 mo. USD LIBOR + 2.350%, 4.41%, 04/25/2030(2)

     2,443,716  
    76,170     

4.50%, 03/15/2041

     80,345  
    2,345,000     

1 mo. USD LIBOR + 2.500%, 4.56%, 03/25/2030(2)

     2,436,444  
    126,264     

4.75%, 07/15/2039

     133,449  
    13,276     

5.50%, 08/15/2033

     14,249  
    2,203,000     

1 mo. USD LIBOR + 3.450%, 5.51%, 10/25/2029(2)

     2,420,881  
    1,730,000     

1 mo. USD LIBOR + 3.900%, 5.96%, 04/25/2029(2)

     1,947,778  
    1,110,478     

1 mo. USD LIBOR + 4.000%, 6.06%, 08/25/2024(2)

     1,215,942  
    45,510     

6.50%, 07/15/2036

     49,847  
       

 

 

 
                  11,179,302  
       

 

 

 
     FNMA - 3.7%   
    59,628     

0.00%, 06/25/2036(15)(21)

     50,191  
    200,643     

1.40%, 04/25/2055(4)(6)

     9,469  
    5,000     

2.44%, 01/01/2023

     4,857  
    44,950     

2.50%, 06/25/2028(6)(21)

     3,417  
    297,254     

3.00%, 01/25/2028(6)(21)

     25,030  
    29,718     

3.16%, 12/01/2026

     29,149  
    24,170     

3.24%, 12/01/2026

     23,841  
    46,650     

3.26%, 05/01/2024

     46,411  
    24,210     

3.34%, 04/01/2024

     24,184  
    9,450     

3.45%, 01/01/2024

     9,516  
    9,391     

3.47%, 01/01/2024

     9,465  
    87,099     

3.50%, 05/25/2030(6)(21)

     10,412  
    400,000     

3.50%, 08/01/2048(16)

     396,321  
    16,600,000     

3.50%, 09/01/2048(16)

     16,431,682  
    23,398     

3.67%, 08/01/2023

     23,746  
    5,000     

3.70%, 10/01/2023

     5,086  
    10,000     

3.76%, 03/01/2024

     10,184  
    15,000     

3.86%, 12/01/2025

     15,395  
    5,000     

3.86%, 11/01/2023

     5,111  
    23,196     

3.87%, 10/01/2025

     23,795  
    33,478     

3.89%, 05/01/2030

     34,166  
    34,191     

3.93%, 10/01/2023

     35,099  
    9,401     

3.96%, 05/01/2034

     9,619  
    9,693     

3.97%, 05/01/2029

     10,042  
    43,969     

4.00%, 03/25/2042(6)(21)

     6,960  
    17,922     

4.06%, 10/01/2028

     18,560  
    36,616     

4.50%, 07/25/2027(6)(21)

     3,837  
    20,115     

5.46%, 05/25/2042(4)(6)

     2,063  
    82,591     

5.50%, 04/25/2035(21)

     90,832  
    32,326     

5.50%, 04/25/2037

     34,804  
    348,326     

5.50%, 06/25/2042(6)(21)

     77,621  
       

 

 

 
          17,480,865  
       

 

 

 
     GNMA - 0.0%   
    38,445     

4.00%, 05/16/2042(6)(21)

     5,258  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$

    103,017     

5.00%, 10/16/2041(6)(21)

   $ 17,663  
       

 

 

 
          22,921  
       

 

 

 
        $ 28,683,088  
       

 

 

 
    

Total U.S. Government Agencies
(cost $28,153,581)

   $ 28,683,088  
       

 

 

 

U.S. Government Securities - 6.7%

  
     U.S. Treasury Securities - 6.7%   
     U.S. Treasury Bonds - 0.9%   

$

    50,000     

5.38%, 02/15/2031

   $ 62,435  
    3,335,000     

6.25%, 05/15/2030(17)(18)

     4,412,101  
       

 

 

 
                  4,474,536  
       

 

 

 
    

U.S. Treasury Notes - 5.8%

  
    13,810,741     

0.38%, 07/15/2027(11)(17)

     13,277,016  
    3,722,430     

0.75%, 07/15/2028(11)

     3,690,966  
    2,280,000     

2.00%, 02/15/2023(17)

     2,199,309  
    2,890,000     

2.13%, 05/15/2025(17)

     2,747,758  
    5,785,000     

2.25%, 02/15/2027(17)

     5,478,350  
       

 

 

 
          27,393,399  
       

 

 

 
          31,867,935  
       

 

 

 
    

Total U.S. Government Securities
(cost $32,768,754)

   $ 31,867,935  
       

 

 

 

Common Stocks - 0.2%

  
     Consumer Services - 0.0%   
    13,341      Caesars Entertainment Corp.*    $ 150,753  
       

 

 

 
     Energy - 0.2%   
    32,328      Ascent Resources - Marcellus LLC Class A*(19)(20)(21)      101,833  
    83,644,001      KCA Deutag*(1)(19)(20)(21)      595,713  
    713      Paragon Offshore Ltd., Litigation*(21)      7,547  
    19,531      Templar Energy LLC Class A*(21)      17,578  
       

 

 

 
          722,671  
       

 

 

 
     Utilities - 0.0%   
    600,000      TCEH Corp.*(19)(20)(21)      1  
       

 

 

 
    

Total Common Stocks
(cost $1,576,108)

   $ 873,425  
       

 

 

 

Escrows - 0.0%

  
     Energy-Alternate Sources - 0.0%   
    2,648      Paragon Offshore Ltd., Escrow*(21)    $  
       

 

 

 
    

Total Escrows
(cost $—)

   $  
       

 

 

 

Convertible Preferred Stocks - 0.1%

  
     Utilities - 0.1%   
    5,000      Sempra Energy Class A , 6.00%*    $ 511,550  
       

 

 

 
    

Total Convertible Preferred Stocks
(cost $502,500)

   $ 511,550  
       

 

 

 

Warrants - 0.0%

  
     Energy - 0.0%   
    8,370      Ascent Resources - Marcellus LLC Expires 03/30/2023*(19)(20)(21)    $ 670  
       

 

 

 
    

Total Warrants
(cost $670)

   $ 670  
       

 

 

 
    

Total Long-Term Investments
(cost $473,338,405)

   $ 464,600,692  
       

 

 

 

Short-Term Investments - 6.2%

  
     Commercial Paper - 0.6%   
     Astrazeneca plc   
    430,000     

2.41%, 08/27/2018(22)

   $ 429,236  
    500,000     

2.49%, 10/17/2018(22)

     497,417  
    250,000     

2.55%, 11/13/2018(22)

     248,180  
    250,000     

Bell Canada
0.00%, 08/01/2018(22)

     250,000  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

CAD

     600,000     

Enbridge Pipelines, Inc.
0.00%, 08/01/2018(22)

     $ 461,237  

$

     250,000     

Erste Abwicklungsanstalt
2.20%, 08/21/2018(22)

       249,685  
     250,000     

Province of Alberta
0.00%, 08/01/2018(22)

       250,000  
     320,000     

VW CR, Inc.
2.42%, 08/16/2018(22)

       319,661  
          

 

 

 
                     2,705,416  
          

 

 

 
      Foreign Government Obligations - 4.5%     
      Japan Treasury Discount Bill     

JPY

     602,100,000     

0.13%, 10/01/2018(22)

       5,385,362  
     792,950,000     

0.14%, 10/09/2018(22)

       7,093,466  
     229,900,000     

0.15%, 08/06/2018(22)

       2,056,097  
     723,150,000     

0.16%, 10/29/2018(22)

       6,469,463  

CAD

     550,000     

Manitoba Treasury Bill
1.54%, 09/26/2018(22)

       421,853  
          

 

 

 
             21,426,241  
          

 

 

 
      Securities Lending Collateral - 1.1%     
     247,400      Citibank NA DDCA, 1.91%, 08/01/2018(23)        247,400  
     2,543,471      Goldman Sachs Financial Sq, Government Institutional Fund, 1.82%(23)        2,543,471  
     1,018,832      Invesco Government & Agency Portfolio, 1.81%(23)        1,018,832  
     525,174     

Morgan Stanley Institutional Liquidity Funds, Government Portfolio,
Institutional Class, 1.82%(23)

       525,174  
     613,118      Western Asset Institutional Government Class A Fund, 1.76%(23)        613,118  
          

 

 

 
             4,947,995  
          

 

 

 
     

Total Short-Term Investments
(cost $29,277,210)

     $ 29,079,652  
          

 

 

 
     

Total Investments Excluding Purchased Options
(cost $502,615,615)

     104.5   $ 493,680,344  
     

Total Purchased Options
(cost $626,061)

     0.1   $ 507,700  
        

 

 

   

 

 

 
     

Total Investments
(cost $503,241,676)

     104.6   $ 494,188,044  
      Other Assets and Liabilities      (4.6 )%      (21,561,141
        

 

 

   

 

 

 
      Total Net Assets      100.0   $ 472,626,903  
        

 

 

   

 

 

 

 

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)

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 July 31, 2018, the aggregate value of these securities was $83,600,114, which represented 17.7% of total net assets.

(2)

Variable rate securities; the rate reported is the coupon rate in effect at July 31, 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)

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.


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

(7)

These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At July 31, 2018, the aggregate value of these securities was $78,334,805, which represented 16.6% of total net assets.

(8)

Represents entire or partial securities on loan. See Note 2 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)

Security is a zero-coupon bond.

(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)

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 July 31, 2018.

(13)

Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

(14)

This security, or a portion of this security, has unfunded loan commitments. As of July 31, 2018, the aggregate value of the unfunded commitment was $248,952, which rounds to zero percent of total net assets.

(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 futures contracts.

(19)

Investment valued using significant unobservable inputs.

(20)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2018, the aggregate fair value of these securities was $698,217, 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.

(21)

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 July 31, 2018, the aggregate value of these securities was $22,804,658, which represented 4.8% of total net assets.

(22)

The rate shown represents current yield to maturity.

(23)

Current yield as of period end.

 

OTC Swaption Contracts Outstanding at July 31, 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 05/15/29(1)
  BOA     3.25     Receive       05/13/19     USD  3,909,000       3,909,000     $ 49,587     $ 61,420     $ (11,833
3 Month USD-LIBOR-
BBA-Interest Rate Swap
Expiring 05/15/29(1)
  BOA     3.25     Receive       05/13/19     USD  12,175,000       12,175,000       154,445       196,018       (41,573
3 Month USD-LIBOR-
BBA-Interest Rate Swap
Expiring 06/03/29(1)
  DEUT     3.20     Receive       05/30/19     USD  11,945,000       11,945,000       149,858       177,980       (28,122
3 Month USD-LIBOR-
BBA-Interest Rate Swap
Expiring 06/03/29(1)
  BOA     3.20     Receive       05/30/19     USD  12,260,000       12,260,000       153,810       190,643       (36,833
           

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

 

    40,289,000     $ 507,700     $ 626,061     $ (118,361
           

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased swaption contracts

 

          40,289,000     $   507,700     $   626,061     $   (118,361
           

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)

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 July 31, 2018, the aggregate value of these securities was $507,700, which represented 0.1% of total net assets.


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

Futures Contracts Outstanding at July 31, 2018  
Description    Number
of
Contracts
     Expiration Date      Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

           

90-Day Euro Future

     126        03/18/2019      $ 30,608,550      $ (29,171

Australian 3-Year Bond Future

     12        09/17/2018        991,846        2,730  

Australian 10-Year Bond Future

     3        09/17/2018        287,987        3,488  

Canadian Dollar Future

     43        09/18/2018        3,310,785        48,408  

Canadian Government 10-Year Bond Future

     39        09/19/2018        4,040,458        (30,169

Euro-BTP Future

     12        09/06/2018        1,786,299        14,090  

Euro-OAT Future

     13        09/06/2018        2,336,934        10,110  

Euro-Schatz Future

     18        09/06/2018        2,355,410        (2,438

Japanese 10-Year Bond Future

     4        09/12/2018        5,390,690        333  

Japanese Yen Future

     26        09/17/2018        2,915,250        (46,559

Mini-10-Year JGB Future

     8        09/11/2018        1,077,136        (956

U.S. Treasury 2-Year Note Future

     484        09/28/2018            102,305,500        (91,486

U.S. Treasury 5-Year Note Future

     774        09/28/2018        87,558,750        (190,704

U.S. Treasury 10-Year Note Future

     493        09/19/2018        58,874,985        24,634  

U.S. Treasury Long Bond Future

     44        09/19/2018        6,290,625        25,031  
           

 

 

 

Total

            $ (262,659
           

 

 

 

Short position contracts:

           

90-Day Euro Future

     126        03/16/2020      $ 30,532,950      $ 41,073  

Australian Dollar Future

     16        09/17/2018        1,190,240        (1,662

British Pound Future

     31        09/17/2018        2,547,812        34,030  

Euro FX Future

     13        09/17/2018        1,907,344        2,283  

Euro-BOBL Future

     7        09/06/2018        1,077,287        2,274  

Euro-BUXL 30-Year Bond Future

     3        09/06/2018        616,014        (1,548

Euro-Bund Future

     34        09/06/2018        6,424,081        (12,250

Long Gilt Future

     42        09/26/2018        6,762,990        5,156  

Swiss Franc Future

     11        09/17/2018        1,394,250        (9,650

U.S. Treasury 10-Year Ultra Future

     117        09/19/2018        14,871,797                133,242  

U.S. Treasury Ultra Bond Future

     122        09/19/2018        19,142,563        191,495  
           

 

 

 

Total

            $ 384,443  
           

 

 

 
           
           

 

 

 

Total futures contracts

            $ 121,784  
           

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at July 31, 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       364,031       (0.09%)       08/25/37       Monthly     $ 76,719     $     $ 17,285     $ (59,434

ABX.HE.AAA.07

    CSI       USD       1,039,619       (0.09%)       08/25/37       Monthly           251,924             49,364       (202,560

ABX.HE.PENAAA.06

    JPM       USD       298,137       (0.11%)       05/25/46       Monthly       32,153             19,000       (13,153

ABX.HE.PENAAA.06

    CSI       USD       468,420       (0.11%)       05/25/46       Monthly       50,632             29,853       (20,779

PrimeX.ARM.2 (19)

    MSC       USD       151,119       (4.58%)       12/25/37       Monthly             (314     (138     176  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

              $ 411,428     $ (314   $     115,364     $ (295,750
             

 

 

   

 

 

   

 

 

   

 

 

 

Sell protection:

                   

ABX.HE.AAA.07

    MSC       USD       364,030       0.09%       08/25/37       Monthly     $ 3,442     $     $ (17,285   $ (20,727

ABX.HE.AAA.07

    MSC       USD       1,039,619       0.09%       08/25/37       Monthly       9,887             (49,364     (59,251

ABX.HE.PENAAA.06

    BCLY       USD       766,557       0.11%       05/25/46       Monthly             (20,030     (48,854     (28,824

CMBX.NA.AAA.10

    GSC       USD       2,447,000       0.50%       11/17/59       Monthly             (1,479     (3,925     (2,446

CMBX.NA.AAA.6

    MSC       USD       9,550,499       0.50%       05/11/63       Monthly       52,994             75,035               22,041  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

CMBX.NA.AAA.6

    JPM       USD       3,014,081       0.50%       05/11/63       Monthly     $ 20,700     $     $ 23,722     $ 3,022  

CMBX.NA.BB.6

    CSI       USD       970,000       5.00%       05/11/63       Monthly             (198,232     (189,440     8,792  

CMBX.NA.BB.6

    CSI       USD       85,000       5.00%       05/11/63       Monthly             (16,302     (10,828     5,474  

CMBX.NA.BB.6

    CSI       USD       555,000       5.00%       05/11/63       Monthly             (109,467     (108,391     1,076  

CMBX.NA.BB.6

    CSI       USD       51,000       5.00%       05/11/63       Monthly             (9,116     (9,946     (830

CMBX.NA.BB.6

    JPM       USD       65,000       5.00%       05/11/63       Monthly             (9,381     (12,678     (3,297

CMBX.NA.BB.6

    CSI       USD       130,000       5.00%       05/11/63       Monthly             (18,762     (25,389     (6,627

CMBX.NA.BB.6

    GSC       USD       82,000       5.00%       05/11/63       Monthly             (9,248     (15,992     (6,744

CMBX.NA.BB.6

    CSI       USD       730,000       5.00%       05/11/63       Monthly             (130,489     (142,366     (11,877

CMBX.NA.BB.6

    CSI       USD       730,000       5.00%       05/11/63       Monthly             (130,489     (142,366     (11,877

CMBX.NA.BB.6

    CSI       USD       830,000       5.00%       05/11/63       Monthly             (148,364     (161,885     (13,521

CMBX.NA.BB.6

    CSI       USD       730,000       5.00%       05/11/63       Monthly             (130,487     (144,529     (14,042

CMBX.NA.BB.6

    GSC       USD       1,155,000       5.00%       05/11/63       Monthly             (207,032     (225,250     (18,218

CMBX.NA.BB.6

    MSC       USD       1,491,000       5.00%       05/11/63       Monthly             (266,535     (290,897     (24,362

CMBX.NA.BB.6

    GSC       USD       550,000       5.00%       05/11/63       Monthly             (58,456     (107,262     (48,806

CMBX.NA.BB.8

    CSI       USD       1,470,000       5.00%       10/17/57       Monthly             (398,338     (285,547     112,791  

CMBX.NA.BB.8

    CSI       USD       1,325,000       5.00%       10/17/57       Monthly             (359,046     (257,362     101,684  

CMBX.NA.BB.8

    MSC       USD       1,006,000       5.00%       10/17/57       Monthly             (272,622     (195,461     77,161  

CMBX.NA.BB.8

    GSC       USD       580,000       5.00%       10/17/57       Monthly             (170,879     (112,651     58,228  

CMBX.NA.BB.8

    GSC       USD       462,000       5.00%       10/17/57       Monthly             (112,096     (89,861     22,235  

CMBX.NA.BB.8

    DEUT       USD       365,000       5.00%       10/17/57       Monthly             (88,953     (70,993     17,960  

CMBX.NA.BB.8

    CSI       USD       34,000       5.00%       10/17/57       Monthly             (9,213     (6,603     2,610  

CMBX.NA.BBB-.6

    DEUT       USD       3,475,000       3.00%       05/11/63       Monthly             (553,239     (381,428     171,811  

CMBX.NA.BBB-.6

    MSC       USD       1,875,000       3.00%       05/11/63       Monthly             (304,215     (205,806     98,409  

CMBX.NA.BBB-.6

    DEUT       USD       1,924,000       3.00%       05/11/63       Monthly             (305,643     (211,185     94,458  

CMBX.NA.BBB-.6

    CSI       USD       2,370,000       3.00%       05/11/63       Monthly             (329,099     (259,744     69,355  

CMBX.NA.BBB-.6

    DEUT       USD       888,000       3.00%       05/11/63       Monthly             (124,548     (97,322     27,226  

CMBX.NA.BBB-.6

    MSC       USD       1,445,000       3.00%       05/11/63       Monthly             (213,019     (158,367     54,652  

CMBX.NA.BBB-.6

    DEUT       USD       1,205,000       3.00%       05/11/63       Monthly             (179,519     (132,064     47,455  

CMBX.NA.BBB-.6

    CSI       USD       850,000       3.00%       05/11/63       Monthly             (122,539     (93,158     29,381  

PrimeX.ARM.2 (19)

    JPM       USD       151,119       4.58%       12/25/37       Monthly       5,910             138       (5,772
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

 

        $ 92,933     $ (5,006,837   $ (4,165,304   $ 748,600  
             

 

 

   

 

 

   

 

 

   

 

 

 
                   
             

 

 

   

 

 

   

 

 

   

 

 

 

Total traded indices

 

        $ 504,361     $ (5,007,151   $ (4,049,940   $ 452,850  
             

 

 

   

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

Sell protection:

 

Republic of Turkey

    BOA       USD       1,480,000       1.00%/—       06/20/23       Quarterly     $     $ (126,436   $ (135,580   $ (9,144

Republic of Turkey

    BCLY       USD       1,280,000       1.00%/—       06/20/23       Quarterly             (106,435     (117,257     (10,822

Republic of Turkey

    JPM       USD       3,650,000       1.00%/—       06/20/23       Quarterly             (308,955     (334,369     (25,414

Republic of Turkey

    HSBC       USD       5,030,000       1.00%/—       06/20/23       Quarterly             (431,682     (460,787     (29,105

United Mexican States

    MSC       USD       1,190,000       1.00%/—       06/20/23       Quarterly             (15,816     (5,852     9,964  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

 

        $     $ (989,324   $ (1,053,845   $ (64,521
             

 

 

   

 

 

   

 

 

   

 

 

 
                   
             

 

 

   

 

 

   

 

 

   

 

 

 

Total single-name issues

 

    $     $ (989,324   $ (1,053,845   $ (64,521
             

 

 

   

 

 

   

 

 

   

 

 

 
                   
             

 

 

   

 

 

   

 

 

   

 

 

 

Total OTC contracts

 

        $ 504,361     $ (5,996,475   $ (5,103,785   $ 388,329  
             

 

 

   

 

 

   

 

 

   

 

 

 

 

(a)

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


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

     Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 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        6,650,000        (1.00%)        06/20/23        Quarterly      $ 172,939     $ 186,656     $ 13,717  

CDX.NA.IG.30.V1

     USD        20,155,000        (1.00%)        06/20/23        Quarterly        (315,506     (397,605     (82,099

ITRAXX.XOV.29.V1

     EUR        8,600,000        (5.00%)        06/20/23        Quarterly        (878,101     (1,007,149     (129,048
                 

 

 

   

 

 

   

 

 

 

Total

                  $ (1,020,668   $ (1,218,098   $ (197,430
                 

 

 

   

 

 

   

 

 

 

Credit default swaps on indices:

 

               

Sell protection:

                     

CDX.NA.HY.30.V1

     USD        26,297,000        5.00%        06/20/23        Quarterly      $ 1,640,549     $ 1,939,812     $ 299,263  
                 

 

 

   

 

 

   

 

 

 
                     
                 

 

 

   

 

 

   

 

 

 

Total

                  $ 619,881     $ 721,714     $ 101,833  
                 

 

 

   

 

 

   

 

 

 

 

(a)

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

 

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

12 M Federal Funds

Rate

  2.53% Fixed      USD     4,302,867       11/15/24     Annual   $     $     $ 312     $ 312  

3 Mo. USD LIBOR

  2.25% Fixed      USD     21,037,000       06/20/28     Semi-Annual     1,130,370             1,413,854       283,484  

3 Mo. USD LIBOR

  2.75% Fixed      USD     4,640,000       12/20/47     Semi-Annual           (102,052     272,419       374,471  
                     

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ 1,130,370     $ (102,052   $ 1,686,585     $ 658,267  
                     

 

 

   

 

 

   

 

 

   

 

 

 

 

OTC Total Return Swap Contracts Outstanding at July 31, 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

   MSC    USD 11,605,000      (1.00%)        12/20/18        Quarterly      $ 10,255      $         —      $ (243,677   $ (253,932
                 

 

 

    

 

 

    

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at July 31, 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             1,127,051          USD        MSC    08/03/18    $          7,459      $           

1,380,000

       AUD             1,021,851          USD        BNP    09/06/18         3,607            

809,000

       CAD             610,678          USD        RBC    08/03/18         11,254            

809,000

       CAD             621,604          USD        TDB    09/06/18         707            

11,000

       CHF             11,082          USD        MSC    08/03/18         30            

11,000

       CHF             11,157          USD        MSC    09/06/18                   (13

71,500,000

       CLP             112,936          USD        BCLY    09/20/18                   (749

9,982,000

       CNH             1,554,990          USD        GSC    09/19/18                   (89,899

660,000

       DKK             103,823          USD        MSC    08/03/18                   (230

7,120,000

       EGP             371,220          USD        GSC    01/08/19         7,463            

8,130,000

       EGP             426,772          USD        DEUT    04/22/19                   (6,996

12,510,000

       EGP             656,176          USD        MSC    04/22/19                   (10,249

4,693,000

       EUR             5,468,054          USD        CBK    08/03/18         20,892            

4,692,000

       EUR             5,483,132          USD        SSG    08/03/18         4,644            

691,000

       EUR             807,389          USD        SSG    08/03/18         806            

181,000

       EUR             211,810          USD        BCLY    08/03/18                   (112

125,000

       EUR             146,339          USD        GSC    08/03/18                   (139

73,000

       EUR             85,627          USD        DEUT    09/06/18                   (25

5,117,000

       EUR             6,009,917          USD        MSC    09/06/18                   (9,563

160,000

       EUR             186,654          USD        JPM    09/19/18         1,141            

21,000

       EUR             24,555          USD        CIBC    09/19/18         93            

16,000

       EUR             18,782          USD        CSFB    09/19/18                   (2

21,000

       EUR             24,701          USD        MSC    09/19/18                   (53

49,000

       GBP             64,781          USD        BCLY    08/03/18                   (458


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

1,034,000

    

GBP

 

1,360,768

 

USD

 

BCLY

 

08/03/18

 

$                —

 

$        (3,428)  

967,000

    

GBP

 

1,268,530

 

USD

 

DEUT

 

09/06/18

 

2,709

 

—   

318,000

    

GBP

 

417,846

 

USD

 

CBK

 

09/06/18

 

204

 

—   

4,774,000,000

    

IDR

 

339,787

 

USD

 

BCLY

 

09/19/18

 

 

(10,674)  

1,037,812,000

    

JPY

 

9,395,782

 

USD

 

CBA

 

08/03/18

 

 

(112,486)  

1,007,612,000

    

JPY

 

9,093,725

 

USD

 

ANZ

 

09/06/18

 

 

(59,507)  

2,122,000

    

MXN

 

107,579

 

USD

 

RBC

 

08/03/18

 

6,220

 

—   

2,122,000

    

MXN

 

113,155

 

USD

 

RBC

 

09/06/18

 

 

(16)  

99,000

    

MYR

 

24,393

 

USD

 

BCLY

 

08/03/18

 

 

(41)  

160,000

    

MYR

 

39,604

 

USD

 

BCLY

 

08/03/18

 

 

(247)  

332,000

    

NOK

 

40,828

 

USD

 

MSC

 

08/03/18

 

 

(120)  

382,000

    

PEN

 

116,322

 

USD

 

BCLY

 

09/19/18

 

176

 

—   

381,000

    

PEN

 

116,219

 

USD

 

BCLY

 

09/19/18

 

 

(27)  

250,000

    

PLN

 

66,729

 

USD

 

JPM

 

08/03/18

 

1,679

 

—   

250,000

    

PLN

 

68,235

 

USD

 

GSC

 

09/06/18

 

207

 

—   

110,000

    

PLN

 

30,136

 

USD

 

JPM

 

09/19/18

 

 

(16)  

405,000

    

PLN

 

111,250

 

USD

 

UBS

 

09/19/18

 

 

(353)  

405,000

    

PLN

 

112,092

 

USD

 

UBS

 

09/19/18

 

 

(1,195)  

300,000

    

SEK

 

33,613

 

USD

 

BCLY

 

08/03/18

 

513

 

—   

154,000

    

SEK

 

17,231

 

USD

 

CBK

 

08/03/18

 

287

 

—   

454,000

    

SEK

 

51,997

 

USD

 

MSC

 

09/06/18

 

 

(216)  

113,000

    

SGD

 

82,885

 

USD

 

CBK

 

08/03/18

 

123

 

—   

108,596

    

USD

 

147,000

 

AUD

 

BNP

 

08/03/18

 

 

(620)  

1,021,752

    

USD

 

1,380,000

 

AUD

 

BNP

 

08/03/18

 

 

(3,542)  

1,951,946

    

USD

 

2,570,000

 

AUD

 

BNP

 

09/19/18

 

42,182

 

—   

215,168

    

USD

 

791,000

 

BRL

 

SCB

 

09/05/18

 

5,313

 

—   

22,190

    

USD

 

87,000

 

BRL

 

MSC

 

09/05/18

 

 

(891)  

454,612

    

USD

 

600,000

 

CAD

 

HSBC

 

08/01/18

 

 

(6,633)  

409,986

    

USD

 

515,000

 

CAD

 

ANZ

 

08/02/18

 

14,078

 

—   

621,256

    

USD

 

809,000

 

CAD

 

TDB

 

08/03/18

 

 

(675)  

465,540

    

USD

 

590,000

 

CAD

 

SSG

 

08/20/18

 

11,822

 

—   

157,234

    

USD

 

200,000

 

CAD

 

ANZ

 

08/20/18

 

3,432

 

—   

611,379

    

USD

 

795,000

 

CAD

 

JPM

 

09/06/18

 

 

(163)  

423,201

    

USD

 

530,000

 

CAD

 

NAB

 

09/18/18

 

15,434

 

—   

1,984,924

    

USD

 

2,580,000

 

CAD

 

GSC

 

09/19/18

 

 

(85)  

423,091

    

USD

 

550,000

 

CAD

 

CBK

 

09/26/18

 

 

(113)  

644,613

    

USD

 

845,000

 

CAD

 

HSBC

 

10/02/18

 

 

(5,649)  

423,615

    

USD

 

555,000

 

CAD

 

HSBC

 

10/09/18

 

 

(3,540)  

210,948

    

USD

 

275,000

 

CAD

 

SSG

 

11/15/18

 

 

(852)  

11,125

    

USD

 

11,000

 

CHF

 

MSC

 

08/03/18

 

13

 

—   

108,284

    

USD

 

71,500,000

 

CLP

 

HSBC

 

09/20/18

 

 

(3,904)  

103,216

    

USD

 

660,000

 

DKK

 

MSC

 

08/03/18

 

 

(377)  

104,094

    

USD

 

660,000

 

DKK

 

MSC

 

09/06/18

 

217

 

—   

154,642

    

USD

 

2,990,000

 

EGP

 

DEUT

 

01/08/19

 

 

(4,384)  

832,021

    

USD

 

670,000

 

EUR

 

DEUT

 

08/01/18

 

48,500

 

—   

5,995,077

    

USD

 

5,117,000

 

EUR

 

MSC

 

08/03/18

 

10,220

 

—   

119,521

    

USD

 

102,000

 

EUR

 

RBC

 

08/03/18

 

221

 

—   

53,633

    

USD

 

46,000

 

EUR

 

BCLY

 

08/03/18

 

 

(169)  

304,866

    

USD

 

260,000

 

EUR

 

JPM

 

08/06/18

 

703

 

—   

23,297,973

    

USD

 

19,872,000

 

EUR

 

SSG

 

08/31/18

 

5,406

 

—   

712,852

    

USD

 

608,000

 

EUR

 

BCLY

 

09/06/18

 

 

(108)  

116,211

    

USD

 

100,000

 

EUR

 

DEUT

 

09/11/18

 

 

(1,094)  

349,852

    

USD

 

300,000

 

EUR

 

MSC

 

09/17/18

 

 

(2,213)  

5,359,058

    

USD

 

4,505,000

 

EUR

 

JPM

 

09/19/18

 

71,457

 

—   

5,332,876

    

USD

 

4,507,000

 

EUR

 

UBS

 

09/19/18

 

42,928

 

—   

117,577

    

USD

 

99,000

 

EUR

 

MSC

 

09/19/18

 

1,378

 

—   

123,456

    

USD

 

105,000

 

EUR

 

GSC

 

09/19/18

 

215

 

—   

56,341

    

USD

 

48,000

 

EUR

 

JPM

 

09/19/18

 

3

 

—   

198,107

    

USD

 

169,000

 

EUR

 

BNP

 

09/19/18

 

 

(252)  

90,051

    

USD

 

77,000

 

EUR

 

BCLY

 

09/19/18

 

 

(325)  

161,482

    

USD

 

138,000

 

EUR

 

BCLY

 

09/19/18

 

 

(491)  

1,415,166

    

USD

 

1,200,000

 

EUR

 

ANZ

 

09/28/18

 

5,799

 

—   

811,385

    

USD

 

695,000

 

EUR

 

NOM

 

09/28/18

 

 

(4,874)  

1,943,967

    

USD

 

1,650,000

 

EUR

 

JPM

 

10/18/18

 

2,983

 

—   

153,405

    

USD

 

116,000

 

GBP

 

SSG

 

08/03/18

 

1,131

 

—   

1,266,770

    

USD

 

967,000

 

GBP

 

DEUT

 

08/03/18

 

 

(2,619)  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

287,831

    

USD

 

219,000

 

GBP

 

CBK

 

08/31/18

 

  $                       —

 

  $                     (1)  

215,439

    

USD

 

164,000

 

GBP

 

CIBC

 

09/06/18

 

 

(158)  

509,322

    

USD

 

355,000

 

GBP

 

NAB

 

09/10/18

 

42,555

 

—   

3,664,996

    

USD

 

2,735,000

 

GBP

 

SSG

 

09/19/18

 

67,599

 

—   

108,399

    

USD

 

1,523,000,000

 

IDR

 

MSC

 

09/19/18

 

3,405

 

—   

9,073,498

    

USD

 

1,007,612,000

 

JPY

 

ANZ

 

08/03/18

 

60,344

 

—   

221,633

    

USD

 

24,500,000

 

JPY

 

BCLY

 

08/03/18

 

2,479

 

—   

51,626

    

USD

 

5,700,000

 

JPY

 

UBS

 

08/03/18

 

639

 

—   

2,110,003

    

USD

 

229,900,000

 

JPY

 

JPM

 

08/06/18

 

53,137

 

—   

3,411,172

    

USD

 

371,100,000

 

JPY

 

JPM

 

08/13/18

 

89,354

 

—   

3,695,203

    

USD

 

405,700,000

 

JPY

 

CBA

 

09/19/18

 

54,550

 

—   

2,100,357

    

USD

 

231,000,000

 

JPY

 

MSC

 

10/01/18

 

25,743

 

—   

2,888,923

    

USD

 

317,900,000

 

JPY

 

JPM

 

10/09/18

 

32,172

 

—   

4,245,072

    

USD

 

475,050,000

 

JPY

 

MSC

 

10/15/18

 

 

(25,771)  

2,131,639

    

USD

 

237,750,000

 

JPY

 

MSC

 

10/22/18

 

 

(6,911)  

2,465,283

    

USD

 

272,150,000

 

JPY

 

CBK

 

10/29/18

 

16,040

 

—   

1,929,969

    

USD

 

213,250,000

 

JPY

 

CIBC

 

10/29/18

 

10,803

 

—   

113,792

    

USD

 

2,122,000

 

MXN

 

RBC

 

08/03/18

 

 

(7)  

216,987

    

USD

 

4,545,000

 

MXN

 

BCLY

 

09/19/18

 

 

(24,864)  

64,236

    

USD

 

259,000

 

MYR

 

UBS

 

08/03/18

 

527

 

—   

24,384

    

USD

 

99,000

 

MYR

 

BCLY

 

09/06/18

 

58

 

—   

40,822

    

USD

 

332,000

 

NOK

 

CBK

 

08/03/18

 

114

 

—   

40,885

    

USD

 

332,000

 

NOK

 

MSC

 

09/06/18

 

119

 

—   

116,279

    

USD

 

165,000

 

NZD

 

SCB

 

09/19/18

 

3,821

 

—   

68,203

    

USD

 

250,000

 

PLN

 

GSC

 

08/03/18

 

 

(204)  

69,138

    

USD

 

4,355,000

 

RUB

 

HSBC

 

09/19/18

 

 

(192)  

68,455

    

USD

 

4,355,000

 

RUB

 

BCLY

 

09/19/18

 

 

(875)  

51,865

    

USD

 

454,000

 

SEK

 

MSC

 

08/03/18

 

221

 

—   

135,217

    

USD

 

1,809,000

 

ZAR

 

BCLY

 

09/19/18

 

 

(1,274)  

133,993

    

USD

 

1,809,000

 

ZAR

 

BCLY

 

09/19/18

 

 

(2,498)  

378,000

    

ZAR

 

27,450

 

USD

 

BCLY

 

08/03/18

 

1,245

 

—   

 

Total

                 $            818,574     $        (413,142)  

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

    
Counterparty Abbreviations:     
ANZ   

Australia and New Zealand Banking Group

  
BCLY   

Barclays

  
BNP   

BNP Paribas Securities Services

  
BOA   

Banc of America Securities LLC

  
CBA   

Commonwealth Bank of Australia

  
CBK   

Citibank NA

  
CIB   

Credit Agricole

  
CIBC   

Canadian Imperial Bank of Commerce

  
CSFB   

Credit Suisse First Boston Corp.

  
CSI   

Credit Suisse International

  
DEUT   

Deutsche Bank Securities, Inc.

  
GSC   

Goldman Sachs & Co.

  
HSBC   

HSBC Bank USA

  
JPM   

JP Morgan Chase & Co.

  
MSC   

Morgan Stanley

  
NAB   

National Australia Bank Limited

  
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

  


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

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

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

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

CMT   

Constant Maturity Treasury Index

ICE   

Intercontinental Exchange, Inc.

ITRAXX.XOV   

Markit iTraxx Index - Europe Crossover

PrimeX.ARM   

Markit PrimeX Adjustable Rate Mortgage Backed Security

iBoxx   

Markit iBoxx 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

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

OTC   

Over-the-Counter

PAC   

Planned Amortization Class

PJSC   

Private Joint Stock Company

TBA   

To Be Announced

Municipal Abbreviations:

    
GO   

General Obligation


 

  The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Asset & Commercial Mortgage Backed Securities

   $         67,034,674     $     $ 67,034,674     $  

Corporate Bonds

     93,911,781             93,911,781        

Foreign Government Obligations

     105,866,029             105,866,029        

Municipal Bonds

     9,542,622             9,542,622        

Senior Floating Rate Interests

     126,308,918             126,308,918        

U.S. Government Agencies

     28,683,088             28,683,088        

U.S. Government Securities

     31,867,935             31,867,935        

Common Stocks

 

Consumer Services

     150,753       150,753              

Energy

     722,671             25,125       697,546  

Utilities

     1                   1  

Escrows

                        

Convertible Preferred Stocks

     511,550       511,550              

Warrants

     670                   670  

Short-Term Investments

     29,079,652       4,947,995       24,131,657        

Purchased Options

     507,700             507,700        

Foreign Currency Contracts(2)

     818,574             818,574        

Futures Contracts(2)

     538,377       538,377              

Swaps - Credit Default(2)

     1,348,941             1,348,765       176  

Swaps - Interest Rate(2)

     658,267             658,267        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ 497,552,203     $         6,148,675     $         490,705,135     $             698,393  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (413,142   $     $ (413,142   $  

Futures Contracts(2)

     (416,593     (416,593            

Swaps - Credit Default(2)

     (858,779           (853,007     (5,772

Swaps - Total Return(2)

     (253,932           (253,932      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (1,942,446   $ (416,593   $ (1,520,081   $ (5,772
  

 

 

   

 

 

   

 

 

   

 

 

 

(1) For the period ended July 31, 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 period ended July 31, 2018 is not presented.


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments

  July 31, 2018 (Unaudited)

 

Shares or Principal Amount      Market Value  

Asset & Commercial Mortgage Backed Securities - 32.4%

  
      

Asset-Backed - Automobile - 0.5%

 

  $     983,450       

CIG Automobile Receivables Trust
2.71%, 05/15/2023(1)

   $ 976,776  
    2,435,000       

Credit Acceptance Auto Loan Trust
2.65%, 06/15/2026(1)

     2,406,686  
    334,519       

First Investors Auto Owner Trust
2.39%, 11/16/2020(1)

     334,381  
    505,297       

Honor Automobile Trust Securitization
2.94%, 11/15/2019(1)

     505,292  
    3,529,794       

Skopos Auto Receivables Trust
3.19%, 09/15/2021(1)(22)

     3,527,059  
    4,310,000       

Westlake Automobile Receivables Trust
3.28%, 12/15/2022(1)

     4,279,098  
         

 

 

 
            12,029,292  
         

 

 

 
      

Asset-Backed - Finance & Insurance - 18.8%

 

    1,540,000       

AIMCO CLO Ltd.
3 mo. USD LIBOR + 0.850%, 3.19%, 01/15/2028(1)(2)

     1,536,396  
    107,340       

Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates
5.82%, 11/25/2035(3)

     108,327  
    4,200,000       

AMMC CLO Ltd.
3 mo. USD LIBOR + 1.250%, 3.59%, 07/25/2029(1)(2)

     4,199,899  
      

Anchorage Capital CLO Ltd.

 

    6,130,000       

3 mo. USD LIBOR + 1.000%, 3.34%, 07/28/2028(1)(2)

     6,130,000  
    2,910,000       

3 mo. USD LIBOR + 1.510%, 3.85%, 01/15/2029(1)(2)

     2,921,978  
    3,970,000       

Apex Credit CLO Ltd.
3 mo. USD LIBOR + 1.470%, 3.81%, 04/24/2029(1)(2)

     3,981,382  
    1,441,673       

Apidos CLO
3 mo. USD LIBOR + 0.980%, 3.32%, 01/19/2025(1)(2)

     1,440,949  
    2,255,000       

Atlas Senior Loan Fund X Ltd.
3 mo. USD LIBOR + 1.090%, 3.43%, 01/15/2031(1)(2)

     2,251,917  
    6,225,000       

Atrium CDO Corp.
3 mo. USD LIBOR + 0.830%, 3.18%, 04/22/2027(1)(2)

     6,214,523  
      

Avery Point CLO Ltd.

 

    3,783,718       

3 mo. USD LIBOR + 1.100%, 3.44%, 04/25/2026(1)(2)

     3,783,620  
    1,864,148       

3 mo. USD LIBOR + 1.120%, 3.45%, 01/18/2025(1)(2)

     1,863,196  
    1,030,000       

Babson CLO Ltd.
3 mo. USD LIBOR + 1.150%, 3.50%, 07/20/2025(1)(2)

     1,029,611  
      

Bayview Koitere Fund Trust

 

    6,716,671       

3.50%, 07/28/2057(1)(4)

     6,669,339  
    2,333,153       

3.62%, 03/28/2033(1)(3)

     2,319,456  
    1,200,017       

Bayview Opportunity Master Fund IVa Trust
3.67%, 03/28/2033(1)(3)

     1,197,242  
      

Bayview Opportunity Master Fund Trust

 

    2,026,924       

2.98%, 10/28/2032(1)(3)

     2,016,550  
    110,771       

3.11%, 09/28/2032(1)(3)

     111,267  
    1,735,159       

3.35%, 11/28/2032(1)(3)

     1,722,012  
    2,767,695       

3.50%, 01/28/2055(1)(4)

     2,751,709  
    3,293,750       

3.50%, 06/28/2057(1)(4)

     3,273,828  
    6,378,101       

3.50%, 10/28/2057(1)(4)

     6,326,833  
    4,373,562       

3.50%, 01/28/2058(1)(4)

     4,356,829  
    1,841,396       

3.60%, 02/25/2033(1)(3)

     1,842,511  
    2,420,380       

4.00%, 11/28/2053(1)(4)

     2,432,477  
    4,680,979       

4.00%, 10/28/2064(1)(4)

     4,701,088  
    637,500       

Benefit Street Partners CLO Ltd.
3 mo. USD LIBOR + 0.800%, 3.13%, 10/18/2029(1)(2)

     637,181  
      

BlueMountain CLO Ltd.

 

    6,810,000       

3 mo. USD LIBOR + 0.930%, 3.26%, 07/18/2027(1)(2)

     6,810,000  
    6,935,000       

3 mo. USD LIBOR + 0.930%, 3.28%, 07/20/2026(1)(2)

     6,936,990  
    3,624,229       

3 mo. USD LIBOR + 1.010%, 3.35%, 04/15/2025(1)(2)

     3,623,174  
    6,799,000       

3 mo. USD LIBOR + 1.180%, 3.53%, 10/22/2030(1)(2)

     6,811,918  
    393,125       

Cal Funding Ltd.
3.47%, 10/25/2027(1)

     388,816  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

      

Carlyle Global Market Strategies CLO Ltd.

 

  $     6,485,000       

3 mo. USD LIBOR + 1.000%, 2.72%, 01/15/2031(1)(2)

   $         6,457,711  
    4,630,000       

1 mo. USD LIBOR + 0.780%, 3.12%, 04/27/2027(1)(2)

     4,600,123  
    4,860,000       

3 mo. USD LIBOR + 1.100%, 3.44%, 10/15/2030(1)(2)

     4,858,090  
    2,815,000       

3 mo. USD LIBOR + 1.900%, 4.25%, 10/20/2029(1)(2)

     2,815,282  
    4,030,000       

CBAM Ltd.
3 mo. USD LIBOR + 1.230%, 3.57%, 10/17/2029(1)(2)

     4,038,584  
    3,515,488       

Cent CLO Ltd.
3 mo. USD LIBOR + 1.100%, 3.44%, 01/25/2026(1)(2)

     3,517,735  
      

CIFC Funding Ltd.

 

    4,175,000       

3 mo. USD LIBOR + 1.050%, 3.16%, 04/24/2030(1)(2)

     4,151,361  
    515,918       

3 mo. USD LIBOR + 0.850%, 3.19%, 07/16/2030(1)(2)

     515,892  
    2,255,000       

3 mo. USD LIBOR + 1.110%, 3.46%, 01/22/2031(1)(2)

     2,248,968  
    6,175,000       

3 mo. USD LIBOR + 1.500%, 3.85%, 07/22/2026(1)(2)

     6,173,537  
    1,772,530       

Civic Mortgage LLC
3.89%, 06/25/2022(1)(3)

     1,773,126  
    383,058       

Conn’s Receivables Funding LLC
2.73%, 07/15/2020(1)(22)

     382,970  
    1,910,000       

Covenant Credit Partners CLO Ltd.
3 mo. USD LIBOR + 1.850%, 4.19%, 10/15/2029(1)(2)

     1,915,953  
    3,286,763       

Domino’s Pizza Master Issuer LLC
4.12%, 07/25/2048(1)(22)

     3,257,017  
      

Dryden Senior Loan Fund

 

    4,398,000       

3 mo. USD LIBOR + 0.820%, 3.16%, 11/15/2028(1)(2)

     4,361,365  
    5,350,000       

3 mo. USD LIBOR + 1.210%, 3.54%, 07/18/2030(1)(2)

     5,352,846  
    3,970,000       

3 mo. USD LIBOR + 1.430%, 3.77%, 07/15/2027(1)(2)

     3,970,000  
    4,796,000       

3 mo. USD LIBOR + 1.430%, 3.77%, 10/15/2028(1)(2)

     4,804,623  
      

First Franklin Mortgage Loan Trust

 

    2,250,478       

1 mo. USD LIBOR + 0.240%, 2.30%, 04/25/2036(2)(22)

     1,965,438  
    1,065,000       

1 mo. USD LIBOR + 0.310%, 2.37%, 09/25/2036(2)(22)

     949,256  
    3,435,000       

Flatiron CLO Ltd.
3 mo. USD LIBOR + 1.250%, 3.59%, 05/15/2030(1)(2)

     3,441,265  
    158,792       

GreatAmerica Leasing Receivables Funding LLC
1.72%, 04/22/2019(1)

     158,607  
    1,345,000       

Highbridge Loan Management Ltd.
3 mo. USD LIBOR + 1.000%, 3.36%, 02/05/2031(1)(2)

     1,343,129  
      

KKR CLO Ltd.

 

    5,530,000       

3 mo. USD LIBOR + 1.340%, 3.68%, 04/15/2029(1)(2)

     5,548,000  
    4,210,000       

3 mo. USD LIBOR + 1.560%, 3.89%, 10/18/2028(1)(2)

     4,213,848  
      

Lendmark Funding Trust

 

    2,875,000       

2.83%, 12/22/2025(1)(22)

     2,858,914  
    3,575,000       

3.26%, 04/21/2025(1)(22)

     3,575,026  
      

Madison Park Funding Ltd.

 

    4,825,000       

3 mo. USD LIBOR + 1.160%, 3.51%, 07/23/2029(1)(2)

     4,824,918  
    3,125,000       

3 mo. USD LIBOR + 1.190%, 3.54%, 10/21/2030(1)(2)

     3,126,788  
    4,525,000       

3 mo. USD LIBOR + 1.260%, 3.61%, 07/20/2026(1)(2)

     4,525,045  
    3,165,000       

Magnetite CLO Ltd.
3 mo. USD LIBOR + 1.330%, 3.67%, 04/15/2027(1)(2)

     3,165,411  
      

Magnetite Ltd.

 

    6,210,000       

3 mo. USD LIBOR + 1.000%, 3.34%, 07/25/2026(1)(2)

     6,202,809  
    6,481,000       

3 mo. USD LIBOR + 1.400%, 3.74%, 11/15/2028(1)(2)

     6,491,454  
    3,070,000       

3 mo. USD LIBOR + 1.500%, 3.84%, 07/25/2026(1)(2)

     3,070,421  
    2,370,000       

Magnetite VIII Ltd.
3 mo. USD LIBOR + 0.980%, 3.32%, 04/15/2031(1)(2)

     2,358,359  
    6,932,000       

Magnetite XI Ltd.
3 mo. USD LIBOR + 1.120%, 3.45%, 01/18/2027(1)(2)

     6,928,458  
    1,520,549       

Marlette Funding Trust
2.36%, 12/15/2024(1)(22)

     1,512,040  
    5,154,607       

MFA Trust
3.35%, 11/25/2047(1)(3)

     5,095,112  
      

Nationstar HECM Loan Trust

 

    547,272       

1.97%, 05/25/2027(1)

     545,904  
    1,123,613       

2.04%, 09/25/2027(1)(4)

     1,119,237  
    490,000       

2.94%, 05/25/2027(1)

     486,134  
    7,960,000       

New Residential Mortgage LLC
3.79%, 07/25/2054(1)

     7,959,362  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

      

NRZ Advance Receivables Trust

 

  $     4,895,000       

3.11%, 12/15/2050(1)

   $         4,863,779  
    4,425,000       

3.21%, 02/15/2051(1)

     4,384,979  
      

NRZ Excess Spread-Collateralized Notes

 

    4,945,459       

3.19%, 01/25/2023(1)

     4,905,363  
    3,053,045       

3.27%, 02/25/2023(1)

     3,035,938  
    1,933,531       

Oak Hill Advisors Residential Loan Trust
3.00%, 06/25/2057(1)(3)

     1,914,200  
    1,395,000       

Oak Hill Credit Partners Ltd.
3 mo. USD LIBOR + 1.130%, 3.48%, 07/20/2026(1)(2)

     1,394,381  
      

OCP CLO Ltd.

 

    4,015,000       

3 mo. USD LIBOR + 0.850%, 3.19%, 04/17/2027(1)(2)

     4,003,754  
    6,080,000       

3 mo. USD LIBOR + 1.400%, 3.73%, 11/22/2025(1)(2)

     6,086,256  
    3,020,000       

Octagon Investment Partners Ltd.
3 mo. USD LIBOR + 1.320%, 3.67%, 03/17/2030(1)(2)

     3,037,927  
      

OneMain Financial Issuance Trust

 

    7,054,000       

2.37%, 09/14/2032(1)

     6,911,255  
    4,462,675       

4.10%, 03/20/2028(1)

     4,487,373  
    212,500       

OZLM Funding Ltd.
3 mo. USD LIBOR + 0.900%, 3.25%, 07/22/2029(1)(2)

     212,489  
    4,470,000       

OZLM Ltd.
3 mo. USD LIBOR + 1.450%, 3.79%, 04/30/2027(1)(2)

     4,470,241  
      

Pretium Mortgage Credit Partners LLC

 

    742,458       

3.33%, 12/30/2032(1)(4)

     738,558  
    1,218,890       

3.38%, 01/27/2033(1)(3)

     1,207,635  
    1,491,286       

Prosper Marketplace Issuance Trust
2.36%, 11/15/2023(1)

     1,485,384  
    2,710,000       

SBA Tower Trust
2.90%, 10/15/2044(1)(3)

     2,691,698  
    3,320,000       

Seneca Park CLO Ltd.
3 mo. USD LIBOR + 1.120%, 3.46%, 07/17/2026(1)(2)

     3,318,300  
    3,420,000       

Shackleton CLO Ltd.
3 mo. USD LIBOR + 1.020%, 3.36%, 07/17/2028(1)(2)

     3,415,301  
      

SoFi Consumer Loan Program LLC

 

    1,526,752       

2.50%, 05/26/2026(1)

     1,504,785  
    762,916       

2.77%, 05/25/2026(1)

     756,305  
    1,611,673       

3.05%, 12/26/2025(1)(22)

     1,605,212  
    1,376,352       

3.09%, 10/27/2025(1)(22)

     1,372,971  
    1,260,292       

3.28%, 01/26/2026(1)(22)

     1,257,998  
      

Sound Point CLO Ltd.

 

    6,850,000       

3 mo. USD LIBOR + 0.890%, 3.24%, 01/20/2028(1)(2)

     6,836,149  
    6,690,000       

3 mo. USD LIBOR + 1.000%, 3.35%, 04/15/2031(1)(2)

     6,650,114  
    3,000,000       

1 mo. USD LIBOR + 1.150%, 3.65%, 04/18/2031(1)(2)

     2,992,665  
    2,100,000       

3 mo. USD LIBOR + 1.390%, 3.74%, 01/23/2029(1)(2)

     2,104,059  
      

Springleaf Funding Trust

 

    7,215,000       

2.68%, 07/15/2030(1)

     7,085,333  
    3,940,000       

2.90%, 11/15/2029(1)

     3,925,522  
    4,175,000       

SPS Servicer Advance Receivables Trust
2.75%, 11/15/2049(1)

     4,143,622  
    3,275,152       

Symphony CLO L.P.
1 mo. USD LIBOR + 1.750%, 3.85%, 01/09/2023(1)(2)

     3,274,844  
      

Symphony CLO Ltd.

 

    1,898,000       

3 mo. USD LIBOR + 1.180%, 3.52%, 10/17/2026(1)(2)

     1,897,028  
    3,950,000       

3 mo. USD LIBOR + 1.280%, 3.62%, 07/14/2026(1)(2)

     3,952,753  
    2,740,000       

Thacher Park CLO Ltd.
3 mo. USD LIBOR + 1.160%, 3.51%, 10/20/2026(1)(2)

     2,744,543  
      

Towd Point Mortgage Trust

 

    7,262,509       

2.75%, 10/25/2056(1)(4)

     7,115,173  
    2,000,086       

2.75%, 04/25/2057(1)(4)

     1,960,620  
    5,438,938       

2.75%, 06/25/2057(1)(4)

     5,292,941  
    3,861,574       

2.75%, 07/25/2057(1)(4)

     3,767,168  
    4,335,000       

Treman Park CLO Ltd.
3 mo. USD LIBOR + 1.370%, 3.72%, 04/20/2027(1)(2)

     4,339,491  
    2,468,721       

U.S. Residential Opportunity Fund Trust
3.35%, 11/27/2037(1)(3)

     2,448,962  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

  $     2,355,000       

Venture CLO Ltd.
3 mo. USD LIBOR + 1.300%, 3.65%, 07/20/2030(1)(2)

   $ 2,359,446  
    6,295,000       

Vibrant CLO VI Ltd.
3 mo. USD LIBOR + 1.240%, 3.57%, 06/20/2029(1)(2)

     6,304,940  
    6,365,601       

VOLT LLC
3.38%, 10/25/2047(1)(3)

     6,331,554  
    1,260,725       

VOLT LX LLC
3.25%, 06/25/2047(1)(3)

     1,253,047  
    1,262,377       

VOLT LXII LLC
3.13%, 09/25/2047(1)(3)

     1,250,051  
    2,396,047       

VOLT LXIII LLC
3.00%, 10/25/2047(1)(3)

     2,368,981  
    3,858,042       

VOLT LXVI
4.34%, 05/25/2048(1)(3)

     3,852,987  
      

Voya CLO Ltd.

 

    4,220,000       

3 mo. USD LIBOR + 0.900%, 3.23%, 01/18/2029(1)(2)

     4,202,698  
    2,085,000       

1 mo. USD LIBOR + 0.990%, 3.32%, 04/18/2031(1)(2)

     2,073,024  
    2,030,000       

3 mo. USD LIBOR + 1.130%, 3.47%, 10/15/2030(1)(2)

     2,029,923  
    1,505,000       

3 mo. USD LIBOR + 1.250%, 3.58%, 01/18/2029(1)(2)

     1,483,420  
    1,500,000       

3 mo. USD LIBOR + 1.250%, 3.59%, 04/17/2030(1)(2)

     1,500,812  
    1,970,100       

Wendy’s Funding LLC
3.88%, 03/15/2048(1)(22)

     1,901,600  
    4,650,000       

York CLO Ltd.
3 mo. USD LIBOR + 1.630%, 2.73%, 01/20/2030(1)(2)

     4,706,790  
    5,625,000       

Zais CLO Ltd.
3 mo. USD LIBOR + 1.530%, 3.87%, 10/15/2028(1)(2)

     5,628,116  
         

 

 

 
                433,891,594  
         

 

 

 
      

Asset-Backed - Home Equity - 2.0%

 

      

GSAA Home Equity Trust

 

    26,730       

1 mo. USD LIBOR + 0.070%, 2.13%, 12/25/2046(2)(22)

     14,741  
    3,348,908       

1 mo. USD LIBOR + 0.080%, 2.14%, 02/25/2037(2)(22)

     1,758,384  
    1,024,466       

1 mo. USD LIBOR + 0.090%, 2.15%, 12/25/2036(2)(22)

     497,108  
    1,770,149       

1 mo. USD LIBOR + 0.100%, 2.16%, 03/25/2037(2)(22)

     867,818  
    1,540,336       

1 mo. USD LIBOR + 0.180%, 2.24%, 11/25/2036(2)(22)

     759,876  
    1,488,382       

5.99%, 06/25/2036(4)(22)

     718,034  
    7,893,405       

Legacy Mortgage Asset Trust
4.00%, 03/25/2058(1)(3)

     7,880,221  
    75,770       

Morgan Stanley Asset-Backed Securities Capital, Inc. Trust
1 mo. USD LIBOR + 0.150%, 2.21%, 06/25/2036(2)(22)

     64,754  
    1,377,059       

Morgan Stanley Mortgage Loan Trust
1 mo. USD LIBOR + 0.170%, 2.23%, 11/25/2036(2)(22)

     619,436  
      

New Residential Mortgage Loan Trust

 

    5,807,743       

1 mo. USD LIBOR + 1.500%, 3.56%, 06/25/2057(1)(2)

     5,948,751  
    7,246,409       

4.00%, 02/25/2057(1)(4)

     7,291,866  
    6,581,020       

4.00%, 08/27/2057(1)(4)

     6,614,891  
    2,926,873       

4.00%, 12/25/2057(1)(4)

     2,941,792  
    5,080,000       

NRZ Advance Receivables Trust
2.58%, 10/15/2049(1)

     5,039,294  
    489,372       

Renaissance Home Equity Loan Trust
5.91%, 04/25/2037(3)(22)

     248,640  
      

Soundview Home Loan Trust

 

    3,312,938       

1 mo. USD LIBOR + 0.180%, 2.24%, 07/25/2037(2)(22)

     2,984,850  
    830,000       

1 mo. USD LIBOR + 0.240%, 2.30%, 07/25/2036(2)(22)

     753,618  
    1,110,000       

1 mo. USD LIBOR + 0.250%, 2.31%, 11/25/2036(2)(22)

     997,231  
         

 

 

 
            46,001,305  
         

 

 

 
      

Asset-Backed - Manufactured Housing - 0.1%

 

    1,389,000       

Octagon Investment Partners 24 Ltd.
3 mo. USD LIBOR + 0.090%, 3.23%, 05/21/2027(1)(2)(5)

     1,387,339  
         

 

 

 
      

Collateralized - Mortgage Obligations - 0.2%

 

    1,584,479       

COLT Mortgage Loan Trust
2.61%, 05/27/2047(1)(4)

     1,575,826  
    3,132,479       

Consumer Loan Underlying Bond Credit Trust
2.61%, 01/15/2024(1)(22)

     3,119,373  
         

 

 

 
            4,695,199  
         

 

 

 


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

      

Commercial Mortgage - Backed Securities - 4.6%

 

      

Banc of America Commercial Mortgage Trust

 

  $     37,298,707       

0.75%, 11/15/2050(4)(6)

   $         2,072,126  
    4,505,550       

0.82%, 11/15/2054(4)(6)

     266,451  
      

BBCMS Mortgage Trust

 

    23,802,883       

1.52%, 02/15/2050(4)(6)

     2,276,460  
    7,661,000       

1 mo. USD LIBOR + 0.850%, 2.92%, 08/15/2036(1)(2)

     7,660,937  
      

Benchmark Mortgage Trust

 

    11,667,109       

0.53%, 01/15/2051(4)(6)

     456,180  
    21,227,000       

0.70%, 07/15/2051(4)(6)

     834,385  
      

Citigroup Commercial Mortgage Trust

 

    22,442,659       

1.04%, 07/10/2047(4)(6)

     1,060,425  
    15,759,266       

1.11%, 04/10/2048(4)(6)

     815,782  
    687,000       

2.77%, 12/10/2045

     669,341  
    570,000       

3.33%, 06/10/2046

     567,466  
    1,045,000       

3.76%, 06/10/2048

     1,050,689  
    415,000       

4.50%, 03/10/2047(1)(4)(22)

     315,117  
      

Commercial Mortgage Pass-Through Certificates

 

    14,219,537       

0.73%, 02/10/2047(4)(6)

     334,509  
    360,000       

4.24%, 02/10/2047(4)

     372,682  
      

Commercial Mortgage Trust

 

    3,926,218       

0.77%, 08/10/2046(4)(6)

     113,334  
    2,768,995       

1.92%, 07/10/2046(1)(4)(6)

     83,164  
    380,000       

2.54%, 12/10/2045

     368,109  
    945,249       

2.85%, 10/15/2045

     918,247  
    745,000       

2.94%, 01/10/2046

     730,118  
    735,000       

3.10%, 03/10/2046

     726,001  
    1,025,000       

3.21%, 03/10/2046

     1,015,041  
    3,050,000       

3.42%, 03/10/2031(1)

     3,061,564  
    905,000       

3.61%, 06/10/2046(4)

     910,964  
    455,000       

3.62%, 07/10/2050

     452,383  
    1,425,000       

3.69%, 08/10/2047

     1,430,192  
    900,000       

3.80%, 08/10/2047

     910,621  
    1,350,000       

3.83%, 07/15/2047

     1,368,557  
    1,095,125       

3.96%, 03/10/2047

     1,116,080  
    812,262       

4.02%, 07/10/2045

     831,970  
    420,000       

4.07%, 02/10/2047(4)

     431,583  
    390,000       

4.21%, 08/10/2046

     402,371  
    660,000       

4.21%, 08/10/2046(4)

     681,995  
    595,000       

4.24%, 07/10/2045(4)

     616,814  
    805,000       

4.57%, 10/15/2045(1)(4)(22)

     152,193  
    1,825,000       

4.75%, 10/15/2045(1)(4)(22)

     876,365  
    416,983       

Credit Suisse First Boston Mortgage Securities Corp.
4.88%, 04/15/2037

     413,523  
      

CSAIL Commercial Mortgage Trust

 

    42,604,449       

0.83%, 06/15/2057(4)(6)

     1,724,845  
    1,486,737       

0.93%, 04/15/2050(4)(6)

     65,031  
    5,844,138       

1.04%, 11/15/2048(4)(6)

     293,114  
    10,347,899       

1.80%, 01/15/2049(4)(6)

     981,914  
    490,022       

3.45%, 08/15/2048

     484,309  
    430,000       

3.54%, 11/15/2048

     425,908  
    2,637,000       

3.72%, 08/15/2048

     2,643,053  
    74,000       

3.76%, 11/15/2048

     74,205  
    3,249,581       

DBUBS Mortgage Trust
0.72%, 11/10/2046(1)(4)(6)

     38,795  
    1,645,443       

Four Times Square Trust Commercial Mortgage Pass-Through Certificates
5.40%, 12/13/2028(1)

     1,719,001  
      

FREMF Mortgage Trust

 

    2,495,000       

3.02%, 10/25/2047(1)(4)

     2,486,338  
    755,000       

3.68%, 11/25/2049(1)(4)

     733,312  
    1,320,000       

3.75%, 11/25/2050(1)(4)

     1,249,008  
    2,710,000       

5.28%, 09/25/2043(1)(4)

     2,803,819  
    261,754       

GE Business Loan Trust
1 mo. USD LIBOR + 1.000%, 3.07%, 05/15/2034(1)(2)

     244,818  
      

GS Mortgage Securities Corp.

 


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

  $         2,010,000       

2.95%, 11/05/2034(1)

   $             1,953,123  
    935,000       

3.38%, 05/10/2050

     919,582  
      

GS Mortgage Securities Trust

  
    23,811,225       

0.09%, 07/10/2046(4)(6)

     98,152  
    3,167,946       

1.34%, 08/10/2044(1)(4)(6)

     101,782  
    890,000       

3.63%, 11/10/2047

     890,580  
    695,000       

3.67%, 04/10/2047(1)(22)

     271,620  
    825,000       

4.07%, 01/10/2047

     846,287  
    1,310,000       

4.96%, 04/10/2047(1)(4)

     1,074,299  
      

JP Morgan Chase Commercial Mortgage Securities Trust

  
    1,325,000       

2.73%, 10/15/2045(1)(4)(22)

     626,844  
    991,343       

2.84%, 12/15/2047

     968,823  
    730,000       

4.37%, 12/15/2047(1)(4)(22)

     582,268  
    970,000       

5.41%, 08/15/2046(1)(4)

     950,300  
      

JPMBB Commercial Mortgage Securities Trust

  
    14,688,048       

0.79%, 09/15/2047(4)(6)

     384,298  
    4,780,661       

0.83%, 05/15/2048(4)(6)

     150,713  
    1,455,000       

3.36%, 07/15/2045

     1,451,879  
    4,654       

Lehman Brothers Small Balance Commercial Mortgage Trust
5.52%, 09/25/2030(1)(4)

     4,677  
      

Morgan Stanley Bank of America Merrill Lynch Trust

  
    4,254,555       

1.08%, 10/15/2048(4)(6)

     243,613  
    9,407,152       

1.11%, 12/15/2047(4)(6)

     388,809  
    700,000       

2.92%, 02/15/2046

     686,198  
    1,465,000       

3.13%, 12/15/2048

     1,448,038  
    880,000       

3.18%, 08/15/2045

     873,986  
    730,173       

4.26%, 10/15/2046(4)

     752,383  
      

Morgan Stanley Capital Trust

  
    15,044,298       

0.39%, 09/15/2047(1)(4)(6)

     108,463  
    7,209,837       

1.45%, 06/15/2050(4)(6)

     626,486  
    2,605,000       

3.47%, 08/11/2033(1)

     2,593,942  
    885,000       

5.16%, 07/15/2049(1)(4)(22)

     765,332  
    175,000       

5.25%, 10/12/2052(1)(4)(22)

     10,963  
    250,000       

5.25%, 10/12/2052(1)(4)

     24,941  
    4,000,000       

Oaktown Re II Ltd.
3 mo. USD LIBOR + 1.550%, 4.50%, 07/25/2028(1)(2)

     4,000,000  
    705,000       

SFAVE Commercial Mortgage Securities Trust
3.87%, 01/05/2043(1)(4)

     659,074  
      

UBS Commercial Mortgage Trust

  
    5,914,226       

1.15%, 08/15/2050(4)(6)

     442,317  
    935,000       

3.43%, 08/15/2050

     906,441  
      

UBS-Barclays Commercial Mortgage Trust

  
    920,000       

2.85%, 12/10/2045

     898,074  
    2,215,000       

3.09%, 08/10/2049

     2,188,364  
    910,000       

3.19%, 03/10/2046

     900,867  
    1,005,120       

3.24%, 04/10/2046

     997,645  
    6,160,000       

Verus Securitization Trust
3.68%, 06/01/2058(1)(4)

     6,177,655  
      

Wells Fargo Commercial Mortgage Trust

  
    12,722,228       

1.16%, 05/15/2048(4)(6)

     648,228  
    908,424       

2.92%, 10/15/2045

     892,268  
    380,000       

2.92%, 11/15/2049

     357,991  
    295,000       

2.94%, 10/15/2049

     278,054  
    10,000       

3.17%, 02/15/2048

     9,703  
    645,000       

3.29%, 05/15/2048

     631,588  
    810,000       

3.41%, 12/15/2047

     797,583  
    605,000       

3.41%, 09/15/2058

     595,921  
    373,000       

3.64%, 03/15/2050

     367,861  
    1,095,000       

3.79%, 09/15/2048

     1,100,873  
    255,000       

4.10%, 05/15/2048(4)

     228,832  
      

WF-RBS Commercial Mortgage Trust

  
    2,153,263       

1.29%, 03/15/2047(4)(6)

     92,571  
    914,823       

2.87%, 11/15/2045

     896,356  
    1,170,000       

2.88%, 12/15/2045

     1,144,479  
    1,490,000       

3.00%, 08/15/2045

     1,469,715  
    1,545,000       

3.02%, 11/15/2047(1)(22)

     698,538  
    740,000       

3.07%, 03/15/2045

     728,372  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

  $         350,000       

3.35%, 05/15/2045

   $             342,608  
    925,000       

3.61%, 11/15/2047

     922,521  
    740,000       

3.72%, 05/15/2047

     746,182  
    660,281       

4.00%, 05/15/2047

     674,500  
    225,000       

4.05%, 03/15/2047

     230,182  
    745,125       

4.10%, 03/15/2047

     765,487  
    1,070,000       

4.15%, 08/15/2046(4)

     1,101,362  
    345,000       

5.00%, 06/15/2044(1)(4)(22)

     236,572  
    770,000       

5.58%, 04/15/2045(1)(4)

     774,521  
         

 

 

 
            106,032,895  
         

 

 

 
      

Diversified Financial Services - 0.1%

  
    3,281,000       

Barings CLO Ltd.
1 mo. USD LIBOR + 0.950%, 3.02%, 07/20/2029(1)(2)

     3,266,363  
         

 

 

 
      

Other ABS - 0.2%

  
    2,830,000       

Cent CLO 21 Ltd.
3 mo. USD LIBOR + 1.150%, 3.49%, 07/27/2030(1)(2)

     2,830,000  
    1,120,000       

OZLM VII Ltd.
3 mo. USD LIBOR + 1.010%, 3.35%, 07/17/2029(1)(2)

     1,120,000  
         

 

 

 
            3,950,000  
         

 

 

 
      

Whole Loan Collateral CMO - 5.9%

  
    226,746       

Adjustable Rate Mortgage Trust
1 mo. USD LIBOR + 0.540%, 2.60%, 11/25/2035(2)

     225,016  
      

Alternative Loan Trust

  
    536,177       

1 mo. USD LIBOR + 0.320%, 2.38%, 11/25/2035(2)

     481,864  
    1,954,933       

1 mo. USD LIBOR + 0.540%, 2.60%, 01/25/2036(2)

     1,882,130  
    1,344,052       

12 mo. USD MTA + 1.350%, 3.00%, 08/25/2035(2)

     1,194,577  
    373,991       

5.75%, 05/25/2036

     281,293  
    263,481       

6.00%, 05/25/2036

     214,551  
    183,899       

6.00%, 12/25/2036

     128,588  
      

Angel Oak Mortgage Trust LLC

  
    2,198,354       

2.48%, 07/25/2047(1)(4)

     2,175,138  
    1,884,930       

2.71%, 11/25/2047(1)(4)

     1,869,867  
    544,759       

2.81%, 01/25/2047(1)(4)

     541,295  
      

Banc of America Funding Trust

  
    680,944       

1 mo. USD LIBOR + 0.300%, 2.39%, 05/20/2047(2)

     625,676  
    2,111,254       

5.77%, 05/25/2037(4)

     2,086,356  
    78,208       

5.85%, 01/25/2037(3)

     73,960  
      

Bear Stearns Adjustable Rate Mortgage Trust

  
    680,479       

1 year USD CMT + 2.300%, 3.52%, 10/25/2035(2)

     688,692  
    418,530       

3.64%, 02/25/2036(4)

     356,956  
    2,217,830       

Bear Stearns Alt-A Trust
1 mo. USD LIBOR + 0.500%, 2.56%, 01/25/2036(2)

     2,306,158  
    673,621       

Bear Stearns Mortgage Funding Trust
1 mo. USD LIBOR + 0.180%, 2.24%, 10/25/2036(2)

     630,207  
    593,220       

Chase Mortgage Finance Trust
3.54%, 12/25/2035(4)

     568,161  
      

CHL Mortgage Pass-Through Trust

  
    647,885       

1 mo. USD LIBOR + 0.680%, 2.74%, 03/25/2035(2)

     597,605  
    829,726       

3.34%, 11/20/2035(4)

     756,394  
    1,285,079       

3.48%, 09/25/2047(4)

     1,202,907  
    335,994       

3.73%, 06/20/2035(4)

     338,180  
    584,904       

3.87%, 04/20/2036(4)

     461,678  
    6,342,981       

CIM Trust
3.00%, 04/25/2057(1)(4)

     6,262,417  
      

COLT Mortgage Loan Trust

  
    4,417,695       

2.42%, 10/25/2047(1)(4)

     4,386,313  
    2,540,123       

2.93%, 02/25/2048(1)(4)

     2,528,370  
    996,356       

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

     970,609  
    2,351,346       

CSMC Trust
3.25%, 04/25/2047(1)(4)

     2,291,034  
      

Deephaven Residential Mortgage Trust

  
    1,507,481       

2.45%, 06/25/2047(1)(4)

     1,488,770  
    2,066,930       

2.58%, 10/25/2047(1)(4)

     2,051,310  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

  $             879,191       

2.73%, 12/26/2046(1)(4)

   $                 874,963  
    185,487       

DSLA Mortgage Loan Trust
1 mo. USD LIBOR + 0.360%, 2.44%, 01/19/2045(2)

     177,426  
      

Fannie Mae Connecticut Avenue Securities

  
    1,620,000       

1 mo. USD LIBOR + 3.550%, 5.61%, 07/25/2029(2)

     1,769,339  
    3,190,143       

1 mo. USD LIBOR + 4.350%, 6.41%, 05/25/2029(2)

     3,566,898  
    1,277,338       

1 mo. USD LIBOR + 4.900%, 6.96%, 11/25/2024(2)

     1,461,214  
    724,114       

1 mo. USD LIBOR + 5.700%, 7.76%, 04/25/2028(2)

     842,852  
    593,000       

1 mo. USD LIBOR + 6.000%, 8.06%, 09/25/2028(2)

     700,813  
    2,119,498       

Galton Funding Mortgage Trust
3.50%, 11/25/2057(1)(4)

     2,105,107  
      

GMACM Mortgage Loan Trust

  
    99,480       

3.82%, 04/19/2036(4)

     92,490  
    459,942       

3.89%, 09/19/2035(4)

     444,635  
      

GSR Mortgage Loan Trust

  
    2,801,146       

1 mo. USD LIBOR + 0.300%, 2.36%, 01/25/2037(2)

     1,634,751  
    1,754,216       

3.73%, 01/25/2036(4)

     1,733,790  
    180,753       

4.11%, 10/25/2035(4)

     153,644  
      

HarborView Mortgage Loan Trust

  
    883,712       

1 mo. USD LIBOR + 0.190%, 2.27%, 01/19/2038(2)

     866,463  
    1,722,942       

1 mo. USD LIBOR + 0.240%, 2.32%, 12/19/2036(2)

     1,595,480  
      

IndyMac Index Mortgage Loan Trust

  
    570,774       

3.62%, 03/25/2036(4)

     510,445  
    1,304,656       

3.88%, 04/25/2037(4)

     1,016,558  
    581,872       

3.88%, 01/25/2036(4)

     578,868  
      

JP Morgan Mortgage Trust

  
    437,666       

3.58%, 05/25/2036(4)

     435,722  
    525,687       

3.69%, 09/25/2035(4)

     531,963  
    155,237       

3.84%, 04/25/2037(4)

     148,171  
    638,325       

Lehman XS Trust
1 mo. USD LIBOR + 0.210%, 2.27%, 07/25/2046(2)

     614,438  
      

LSTAR Securities Investment Ltd.

  
    2,756,020       

1 mo. USD LIBOR + 1.750%, 0.04%, 10/01/2022(1)(2)

     2,744,459  
    2,216,841       

1 mo. USD LIBOR + 1.550%, 3.64%, 02/01/2023(1)(2)

     2,189,376  
    1,739,901       

1 mo. USD LIBOR + 1.650%, 3.74%, 11/01/2022(1)(2)

     1,732,152  
    1,587,503       

1 mo. USD LIBOR + 1.750%, 3.84%, 09/01/2022(1)(2)

     1,590,678  
    3,051,373       

Luminent Mortgage Trust
1 mo. USD LIBOR + 0.190%, 2.25%, 05/25/2046(2)

     2,829,784  
    2,104,298       

MetLife Securitization Trust
3.00%, 04/25/2055(1)(4)

     2,061,061  
    1,535,081       

MFA Trust
2.59%, 02/25/2057(1)(4)

     1,503,327  
    4,775,715       

Mill City Mortgage Loan Trust
2.75%, 01/25/2061(1)(4)

     4,670,782  
    693,067       

Morgan Stanley Mortgage Loan Trust
3.83%, 05/25/2036(4)

     539,700  
      

New Residential Mortgage Loan Trust

  
    3,710,593       

3.75%, 11/26/2035(1)(4)

     3,710,419  
    3,559,534       

3.75%, 11/25/2056(1)(4)

     3,557,235  
    7,155,109       

4.00%, 03/25/2057(1)(4)

     7,199,969  
    5,905,055       

4.00%, 04/25/2057(1)(4)

     5,937,889  
    4,889,316       

4.00%, 05/25/2057(1)(4)

     4,920,560  
    1,253,203       

OBX Trust
1 mo. USD LIBOR + 0.650%, 2.71%, 06/25/2057(1)(2)

     1,253,572  
    1,285,036       

RBSGC Mortgage Loan Trust
6.25%, 01/25/2037

     1,260,559  
      

Residential Accredit Loans, Inc.

  
    1,674,191       

1 mo. USD LIBOR + 0.300%, 2.36%, 04/25/2036(2)

     1,546,282  
    1,666,842       

2.85%, 11/25/2037(4)

     1,444,212  
    1,244,229       

6.00%, 12/25/2035

     1,197,167  
    871,246       

Residential Asset Securitization Trust
5.50%, 06/25/2035

     786,285  
    596,975       

Residential Funding Mortgage Securities, Inc.
4.13%, 08/25/2035(4)

     460,691  
    1,805,000       

Structured Agency Credit Risk Trust
1 mo. USD LIBOR + 1.650%, 3.71%, 04/25/2043(1)(2)

     1,817,113  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

$

    715,309       

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

   $ 523,768  
      

Towd Point Mortgage Trust

  
        3,075,291       

2.25%, 04/25/2056(1)(4)

     3,000,227  
    5,640,196       

1 mo. USD LIBOR + 0.600%, 2.66%, 02/25/2057(1)(2)

     5,627,568  
    1,044,327       

2.75%, 04/25/2055(1)(4)

     1,029,627  
    2,538,102       

2.75%, 08/25/2055(1)(4)

     2,478,215  
    343,334       

3.00%, 03/25/2054(1)(4)

     340,452  
      

WaMu Mortgage Pass-Through Certificates Trust

  
    580,751       

12 mo. MTA + 0.880%, 2.53%, 10/25/2046(2)

     524,334  
    469,012       

12 mo. MTA + 0.980%, 2.63%, 07/25/2046(2)

     445,207  
    1,220,008       

3.57%, 06/25/2037(4)

     1,141,050  
      

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust

  
    711,082       

12 mo. MTA + 0.830%, 2.48%, 11/25/2046(2)

     642,200  
    1,350,999       

1 mo. USD LIBOR + 0.600%, 2.66%, 07/25/2036(2)

     948,899  
      

Wells Fargo Commercial Mortgage Trust

  
    29,983,566       

1.16%, 09/15/2057(4)(6)

     1,460,595  
    859,000       

3.84%, 09/15/2058

     867,867  
    376,229       

Wells Fargo Mortgage Backed Securities Trust
4.13%, 09/25/2036(4)

     375,626  
         

 

 

 
            135,881,009  
         

 

 

 
      

Total Asset & Commercial Mortgage Backed Securities
(cost $752,834,177)

   $     747,134,996  
         

 

 

 

Corporate Bonds - 31.7%

  
      

Aerospace/Defense - 0.2%

  
      

DAE Funding LLC

  
    65,000       

4.50%, 08/01/2022(1)

     64,025  
    70,000       

5.00%, 08/01/2024(1)

     68,775  
    4,217,000       

Lockheed Martin Corp.
4.09%, 09/15/2052

     4,047,299  
    140,000       

United Technologies Corp.
2.80%, 05/04/2024

     132,791  
         

 

 

 
            4,312,890  
         

 

 

 
      

Agriculture - 1.4%

  
      

Altria Group, Inc.

  
    5,895,000       

2.85%, 08/09/2022

     5,758,893  
    3,190,000       

3.88%, 09/16/2046

     2,872,437  
      

BAT Capital Corp.

  
    15,350,000       

2.30%, 08/14/2020(1)

     15,055,991  
    2,250,000       

4.39%, 08/15/2037(1)

     2,156,963  
    1,680,000       

BAT International Finance plc
2.75%, 06/15/2020(1)

     1,663,962  
      

Imperial Brands Finance plc

  
    760,000       

2.95%, 07/21/2020(1)

     752,085  
    1,855,000       

3.75%, 07/21/2022(1)

     1,840,683  
    1,935,000       

Reynolds American, Inc.
3.25%, 06/12/2020

     1,934,438  
         

 

 

 
            32,035,452  
         

 

 

 
      

Auto Manufacturers - 0.4%

  

EUR

    275,000       

BMW Finance N.V.
5.00%, 08/06/2018

     321,758  

CAD

    595,000       

Daimler Canada Finance, Inc.
1.42%, 10/02/2018(22)

     456,908  

$

    315,000       

Daimler Finance North America LLC
3 mo. USD LIBOR + 0.390%, 2.75%, 05/04/2020(1)(2)

     315,465  

CAD

    555,000       

Ford Credit Canada Co.
3.70%, 08/02/2018

     426,725  

$

    660,000       

Ford Motor Co.
5.29%, 12/08/2046

     609,695  
    200,000       

Ford Motor Credit Co. LLC
3 mo. USD LIBOR + 1.000%, 3.34%, 01/09/2020(2)

     201,708  
      

General Motors Co.

  
    2,070,000       

5.40%, 04/01/2048(5)

     2,000,922  
    965,000       

6.25%, 10/02/2043

     1,007,330  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

$

        945,000       

6.75%, 04/01/2046

   $             1,045,444  
      

General Motors Financial Co., Inc.

  
    375,000       

3 mo. USD LIBOR + 1.270%, 3.61%, 10/04/2019(2)

     378,916  
    1,130,000       

3.70%, 05/09/2023

     1,106,780  
    500,000       

3 mo. USD LIBOR + 1.560%, 3.90%, 01/15/2020(2)

     507,374  
    1,255,000       

3.95%, 04/13/2024

     1,228,909  
    250,000       

Toyota Motor Credit Corp.
3 mo. USD LIBOR + 0.140%, 2.50%, 11/14/2019

     249,350  
         

 

 

 
            9,857,284  
         

 

 

 
      

Auto Parts & Equipment - 0.0%

  
    450,000       

Adient Global Holdings Ltd.
4.88%, 08/15/2026(1)

     412,875  
    285,000       

Goodyear Tire & Rubber Co.
5.00%, 05/31/2026

     265,763  
         

 

 

 
            678,638  
         

 

 

 
      

Beverages - 0.8%

  
      

Anheuser-Busch InBev Finance, Inc.

  
    2,755,000       

3.30%, 02/01/2023

     2,736,072  
    40,000       

3.65%, 02/01/2026

     39,269  
    875,000       

4.70%, 02/01/2036

     903,710  
    365,000       

4.90%, 02/01/2046

     380,910  
      

Anheuser-Busch InBev Worldwide, Inc.

  
    1,410,000       

3.50%, 01/12/2024

     1,405,047  
    1,445,000       

3.75%, 07/15/2042

     1,288,734  
    1,605,000       

4.60%, 04/15/2048

     1,606,919  
    2,080,000       

4.75%, 04/15/2058

     2,093,336  
      

Constellation Brands, Inc.

  
    2,180,000       

2.65%, 11/07/2022

     2,085,104  
    325,000       

2.70%, 05/09/2022

     314,254  
    1,555,000       

3.60%, 02/15/2028

     1,471,368  
    210,000       

4.50%, 05/09/2047

     204,237  
    2,017,000       

4.75%, 12/01/2025

     2,096,053  

CAD

    860,000       

Molson Coors International L.P.
2.25%, 09/18/2018(22)

     661,093  
         

 

 

 
            17,286,106  
         

 

 

 
      

Biotechnology - 0.3%

  

$

    1,490,000       

Amgen, Inc.
2.65%, 05/11/2022

     1,448,127  
    755,000       

Celgene Corp.
4.63%, 05/15/2044

     722,183  
      

Gilead Sciences, Inc.

  
    675,000       

3.25%, 09/01/2022

     670,407  
    4,510,000       

4.15%, 03/01/2047

     4,372,568  
         

 

 

 
            7,213,285  
         

 

 

 
      

Chemicals - 0.5%

  
    450,000       

CF Industries, Inc.
4.95%, 06/01/2043

     380,250  
    285,000       

Chemours Co.
5.38%, 05/15/2027

     277,162  
    1,060,000       

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

     991,295  
      

Methanex Corp.

  
    1,380,000       

4.25%, 12/01/2024

     1,347,449  
    560,000       

5.65%, 12/01/2044

     532,682  
    285,000       

Olin Corp.
5.13%, 09/15/2027

     279,300  
      

Sherwin-Williams Co.

  
    755,000       

3.13%, 06/01/2024

     725,348  
    1,890,000       

3.45%, 06/01/2027

     1,801,467  
      

Syngenta Finance N.V.

  
    2,575,000       

4.44%, 04/24/2023(1)

     2,567,760  
    1,810,000       

4.89%, 04/24/2025(1)

     1,801,450  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

$

    270,000       

Versum Materials, Inc.
5.50%, 09/30/2024(1)

   $ 275,063  
         

 

 

 
                10,979,226  
         

 

 

 
      

Commercial Banks - 10.1%

  
      

Banco Bilbao Vizcaya Argentaria S.A.

  

EUR

    400,000       

5 year EUR Swap + 5.779%, 5.88%, 05/24/2022(2)(7)(8)

     484,111  

$

        4,600,000       

5 year USD Swap + 3.870%, 6.13%, 11/16/2027(2)(5)(8)

     4,232,000  

EUR

    800,000       

5 year EUR Swap + 9.177%, 8.88%, 04/14/2021(2)(7)(8)

     1,061,381  
      

Banco de Sabadell S.A.

  
    1,400,000       

5 year EUR Swap + 6.051%, 6.13%, 11/23/2022(2)(7)(8)

     1,658,618  
    2,000,000       

5 year EUR Swap + 6.414%, 6.50%, 05/18/2022(2)(7)(8)

     2,416,462  
      

Banco Santander S.A.

  

$

    3,400,000       

3.80%, 02/23/2028

     3,157,012  
    1,400,000       

3.85%, 04/12/2023

     1,385,032  

EUR

    2,400,000       

5 year EUR Swap + 6.803%, 6.75%, 04/25/2022(2)(7)(8)

     3,060,226  
      

Bank of America Corp.

  

$

    8,900,000       

2.25%, 04/21/2020

     8,777,625  
    4,525,000       

3 mo. USD LIBOR + 1.160%, 3.12%, 01/20/2023(2)

     4,440,357  
    5,830,000       

3 mo. USD LIBOR + 0.810%, 3.37%, 01/23/2026(2)

     5,620,893  
    5,285,000       

3 mo. USD LIBOR + 1.512%, 3.71%, 04/24/2028(2)

     5,101,552  
    2,285,000       

3 mo. USD LIBOR + 0.940%, 3.86%, 07/23/2024(2)

     2,288,272  
    2,040,000       

4.00%, 01/22/2025

     2,014,261  
    2,945,000       

4.20%, 08/26/2024

     2,958,796  
    2,235,000       

7.75%, 05/14/2038

     3,068,712  
    600,000       

Bank of Nova Scotia
3 mo. USD LIBOR + 0.620%, 2.94%, 12/05/2019(2)

     603,825  
    1,170,000       

Barclays Bank plc
2.65%, 01/11/2021

     1,146,944  
    1,025,000       

Barclays plc
5 year USD Swap + 6.772%, 7.88%, 03/15/2022(2)(7)(8)

     1,077,421  
      

BNP Paribas S.A.

  
    925,000       

2.95%, 05/23/2022(1)

     899,702  
    2,835,000       

3.38%, 01/09/2025(1)

     2,691,346  
    830,000       

5 year USD Swap + 2.838%, 5.13%, 11/15/2027(1)(2)(8)

     737,663  
    2,265,000       

5 year USD Swap + 6.314%, 7.63%, 03/30/2021(1)(2)(5)(8)

     2,412,225  
      

BPCE S.A.

  
    1,350,000       

2.75%, 01/11/2023(1)

     1,294,888  
    1,090,000       

3.00%, 05/22/2022(1)

     1,056,779  
    1,275,000       

Branch Banking & Trust Co.
1.45%, 05/10/2019

     1,263,089  

EUR

    600,000       

Caixa Geral de Depositos S.A.
5 year EUR Swap + 10.925%, 10.75%, 03/30/2022(2)(7)(8)

     796,229  
    1,000,000       

CaixaBank S.A.
5 year EUR Swap + 6.498%, 6.75%, 06/13/2024(2)(7)(8)(22)

     1,283,946  

$

    200,000       

Capital One Financial Corp.
3 mo. USD LIBOR + 0.760%, 3.12%, 05/12/2020(2)

     201,031  
    270,000       

Citibank NA
3 mo. USD LIBOR + 0.320%, 2.66%, 05/01/2020(4)

     270,399  
      

Citigroup, Inc.

  
    1,890,000       

2.70%, 03/30/2021

     1,857,002  
    1,205,000       

2.70%, 10/27/2022

     1,155,368  
    600,000       

3 mo. USD LIBOR + 0.790%, 3.12%, 01/10/2020(2)

     604,208  
    535,000       

3.20%, 10/21/2026

     500,709  
    2,680,000       

3 mo. USD LIBOR + 1.100%, 3.42%, 05/17/2024(2)

     2,701,550  
    1,010,000       

3 mo. USD LIBOR + 1.151%, 3.52%, 10/27/2028(2)

     950,761  
    835,000       

3 mo. USD LIBOR + 1.192%, 4.08%, 04/23/2029(2)

     823,062  
    3,815,000       

4.45%, 09/29/2027

     3,771,680  
    94,000       

4.65%, 07/30/2045

     95,734  
    1,680,000       

4.75%, 05/18/2046

     1,652,118  
      

Credit Agricole S.A.

  
    1,695,000       

5 year USD Swap +1.644%, 4.00%, 01/10/2033(1)(2)

     1,568,827  
    275,000       

5 year USD Swap + 4.898%, 7.88%, 01/23/2024(1)(2)(8)

     292,573  
    3,400,000       

5 year USD Swap + 6.185%, 8.13%, 12/23/2025(1)(2)(8)

     3,731,500  
      

Credit Suisse Group AG

  
    5,765,000       

5 year USD Swap + 3.455%, 6.25%, 12/18/2024(1)(2)(8)

     5,786,619  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

$

    640,000       

5 year USD Swap + 4.600%, 7.50%, 07/17/2023(1)(8)

   $ 658,400  
        1,675,000       

DNB Bank ASA
5 year USD Swap + 5.080%, 6.50%, 03/26/2022(2)(7)(8)

                 1,732,720  
      

Goldman Sachs Group, Inc.

  
    460,000       

2.00%, 04/25/2019

     457,806  
    3,040,000       

2.35%, 11/15/2021

     2,934,245  
    560,000       

2.60%, 04/23/2020

     554,355  
    4,682,000       

2.75%, 09/15/2020

     4,637,155  
    2,045,000       

2.88%, 02/25/2021

     2,012,496  
    1,660,000       

3 mo. USD LIBOR + 0.821%, 2.88%, 10/31/2022(2)

     1,623,867  
    2,720,000       

3 mo. USD LIBOR + 0.990%, 2.91%, 07/24/2023(2)

     2,626,283  
    500,000       

3 mo. USD LIBOR + 0.800%, 3.13%, 12/13/2019(2)

     502,924  
    360,000       

3 mo. USD LIBOR + 1.160%, 3.51%, 04/23/2020(2)

     364,737  
    2,520,000       

3 mo. USD LIBOR + 1.510%, 3.69%, 06/05/2028(2)

     2,401,459  
    4,110,000       

3 mo. USD LIBOR + 1.158%, 3.81%, 04/23/2029(2)

     3,934,997  
    4,515,000       

3 mo. USD LIBOR + 1.373%, 4.02%, 10/31/2038(2)

     4,245,845  
    1,255,000       

3 mo. USD LIBOR + 1.301%, 4.22%, 05/01/2029(2)

     1,238,552  
    425,000       

5.15%, 05/22/2045

     440,526  
    2,696,000       

6.00%, 06/15/2020

     2,825,939  
    1,410,000       

6.25%, 02/01/2041

     1,701,119  
    1,490,000       

6.75%, 10/01/2037

     1,822,008  
      

HSBC Holdings plc

  
    1,125,000       

2.95%, 05/25/2021

     1,110,337  
    1,360,000       

3.40%, 03/08/2021

     1,360,065  
    1,125,000       

3.60%, 05/25/2023

     1,118,268  
    2,670,000       

4.25%, 08/18/2025

     2,631,096  
    1,235,000       

3 mo. USD LIBOR + 1.535%, 4.58%, 06/19/2029(2)

     1,253,613  
    2,400,000       

5 year USD ICE Swap + 3.746%, 6.00%, 05/22/2027(2)(8)

     2,325,600  
    2,125,000       

5 year USD ICE Swap + 3.453%, 6.25%, 03/23/2023(2)(8)

     2,140,937  
      

ING Bank N.V.

  
    355,000       

3 mo. USD LIBOR + 0.610%, 2.95%, 08/15/2019(2)(7)

     356,267  
    400,000       

3 mo. USD LIBOR + 1.130%, 3.46%, 03/22/2019(2)(7)

     402,581  
      

Intesa Sanpaolo S.p.A.

  
    990,000       

3.38%, 01/12/2023(1)

     920,534  
    1,370,000       

3.88%, 01/12/2028(1)

     1,188,012  
    2,875,000       

5 year USD Swap + 5.462%, 7.70%, 09/17/2025(1)(2)(5)(8)

     2,745,625  

EUR

    800,000       

5 year EUR Swap + 7.192%, 7.75%, 01/11/2027(2)(7)(8)

     1,016,448  
      

JP Morgan Chase & Co.

  

$

    1,110,000       

2.30%, 08/15/2021

     1,075,887  
    5,745,000       

2.40%, 06/07/2021

     5,603,310  
    1,275,000       

2.55%, 10/29/2020

     1,257,294  
    2,190,000       

2.70%, 05/18/2023

     2,106,927  
    3,765,000       

3 mo. USD LIBOR + 1.155%, 3.22%, 03/01/2025(2)

     3,636,339  
    2,430,000       

3 mo. USD LIBOR + 0.945%, 3.51%, 01/23/2029(2)

     2,308,414  
    2,070,000       

3 mo. USD LIBOR + 0.890%, 3.80%, 07/23/2024(2)

     2,069,445  
      

Morgan Stanley

  
    3,945,000       

2.50%, 04/21/2021

     3,848,339  
    1,030,000       

2.63%, 11/17/2021

     1,002,433  
    3,540,000       

2.75%, 05/19/2022

     3,436,210  
    825,000       

3.13%, 07/27/2026

     769,860  
    100,000       

3 mo. USD LIBOR + 0.800%, 3.16%, 02/14/2020(2)

     100,285  
    1,110,000       

3 mo. USD LIBOR + 0.850%, 3.19%, 01/24/2019(2)

     1,113,743  
    5,300,000       

3 mo. USD LIBOR + 1.340%, 3.59%, 07/22/2028(2)

     5,038,966  
    635,000       

3.63%, 01/20/2027

     610,023  
    1,665,000       

3.95%, 04/23/2027

     1,603,520  
    2,710,000       

4.00%, 07/23/2025

     2,712,415  
    230,000       

4.35%, 09/08/2026

     228,596  
    750,000       

NRW Bank
3 mo. USD LIBOR + 0.060%, 2.40%, 06/14/2019(2)(7)

     750,255  
      

Royal Bank of Canada

  

CAD

    250,000       

1 mo. CAD CDOR + 15.000%, 1.83%, 08/01/2018(2)

     192,184  

$

    4,555,000       

2.15%, 10/26/2020

     4,459,254  
    300,000       

3 mo. USD LIBOR + 0.300%, 2.64%, 07/22/2020

     300,000  
      

Royal Bank of Scotland Group plc

  
    520,000       

5 year USD Swap + 5.720%, 8.00%, 08/10/2025(2)(8)

     552,302  
    545,000       

5 year USD Swap + 7.598%, 8.63%, 08/15/2021(2)(8)

     588,110  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

$

        1,560,000       

Santander Holdings USA, Inc.
3.70%, 03/28/2022

   $     1,548,162  
      

Societe Generale S.A.

  
        2,225,000       

5 year USD Swap + 6.238%, 7.38%, 09/13/2021(1)(2)(8)

     2,339,031  
    200,000       

5 year USD Swap + 4.979%, 7.88%, 12/18/2023(1)(2)(5)(8)

     211,250  
    200,000       

5 year USD ICE Swap + 5.873%, 8.00%, 09/29/2025(1)(2)(8)

     214,794  
    465,000       

5 year USD Swap + 6.394%, 8.25%, 11/29/2018(2)(7)(8)

     471,816  
    2,250,000       

Standard Chartered plc
5 year USD Swap + 6.301%, 7.50%, 04/02/2022(2)(7)(8)

     2,356,875  
    3,460,000       

UBS AG
2.45%, 12/01/2020(1)

     3,383,880  

EUR

    475,000       

UBS Group AG
5 year EUR Swap + 5.287%, 5.75%, 02/19/2022(2)(7)(8)

     613,096  
      

UBS Group Funding Switzerland AG

  

$

    2,550,000       

2.65%, 02/01/2022(1)

     2,462,952  
    1,875,000       

5 year USD ICE Swap + 5.497%, 6.88%, 03/22/2021(2)(7)(8)

     1,956,769  
    2,315,000       

5 year USD Swap + 5.464%, 7.13%, 02/19/2020(2)(7)(8)

     2,401,812  
      

UniCredit S.p.A.

  

EUR

    1,825,000       

5 year EUR Swap + 4.925%, 5.38%, 06/03/2025(2)(7)(8)

     1,956,945  
    1,475,000       

5 year EUR Swap + 6.387%, 6.63%, 06/03/2023(2)(7)(8)

     1,737,796  

$

    1,070,000       

5 year USD Swap + 5.180%, 8.00%, 06/03/2024(2)(7)(8)

     1,032,169  
      

Wells Fargo & Co.

  
    3,175,000       

2.63%, 07/22/2022

     3,065,210  
    1,190,000       

3.00%, 04/22/2026

     1,111,160  
    955,000       

3.00%, 10/23/2026

     887,727  
    4,340,000       

3.07%, 01/24/2023

     4,238,321  
    3,885,000       

3 mo. USD LIBOR + 1.310%, 3.58%, 05/22/2028(2)

     3,734,251  
    1,310,000       

4.40%, 06/14/2046

     1,252,444  
    1,745,000       

4.90%, 11/17/2045

     1,787,789  
        710,000       

5.61%, 01/15/2044

     799,026  
            233,164,710  
      

Commercial Services - 0.3%

  
    5,304,000       

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

     5,316,199  
      

Ashtead Capital, Inc.

  
    210,000       

4.13%, 08/15/2025(1)

     199,763  
    230,000       

4.38%, 08/15/2027(1)

     219,006  
    445,000       

Cardtronics, Inc.
5.13%, 08/01/2022

     421,637  
    265,000       

United Rentals North America, Inc.
5.50%, 07/15/2025

     268,975  
            6,425,580  
      

Construction Materials - 0.0%

  
      

Standard Industries, Inc.

  
    145,000       

5.00%, 02/15/2027(1)

     135,938  
    255,000       

5.38%, 11/15/2024(1)

     252,527  
    545,000       

6.00%, 10/15/2025(1)

     551,812  
            940,277  
      

Diversified Financial Services - 0.4%

  
    2,375,000       

American Express Co.
3.40%, 02/27/2023

     2,356,335  
    5,810,000       

IHS Markit Ltd.
4.13%, 08/01/2023

     5,801,285  
      

Navient Corp.

  
    100,000       

5.88%, 03/25/2021

     101,500  
    70,000       

5.88%, 10/25/2024

     67,725  
    275,000       

6.63%, 07/26/2021

     283,938  
    395,000       

7.25%, 01/25/2022

     411,787  
    180,000       

7.25%, 09/25/2023

     188,550  
    925,000       

Societe Generale S.A.
5 year USD Swap + 3.929%, 6.75%, 04/06/2028(1)(5)(8)

     885,687  
                10,096,807  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

      

Electric - 1.5%

  
      

AES Corp.

  

$

        1,065,000       

4.00%, 03/15/2021

   $     1,063,669  
    485,000       

4.88%, 05/15/2023

     486,819  
    45,000       

5.13%, 09/01/2027

     45,450  
    1,125,000       

Berkshire Hathaway Energy Co.
3.25%, 04/15/2028

     1,071,225  
    1,260,000       

DTE Energy Co.
1.50%, 10/01/2019

     1,236,809  
    1,145,000       

Duke Energy Carolinas LLC
4.25%, 12/15/2041

     1,159,390  
    1,710,000       

Duke Energy Florida LLC
3.40%, 10/01/2046

     1,502,230  
    1,435,000       

Duke Energy Progress LLC
4.38%, 03/30/2044

     1,478,904  
    90,000       

Emera U.S. Finance L.P.
4.75%, 06/15/2046

     89,527  
      

Exelon Corp.

  
    370,000       

2.45%, 04/15/2021

     359,625  
    1,880,000       

2.85%, 06/15/2020

     1,862,339  
    515,000       

FirstEnergy Corp.
4.25%, 03/15/2023

     523,298  
    630,000       

Fortis, Inc.
2.10%, 10/04/2021

     600,000  
    6,402,000       

Georgia Power Co.
2.00%, 09/08/2020

     6,245,274  

CAD

    585,000       

Hydro One, Inc.
2.78%, 10/09/2018

     450,362  

$

    1,430,000       

IPALCO Enterprises, Inc.
3.70%, 09/01/2024

     1,379,935  
    495,000       

Oncor Electric Delivery Co. LLC
7.00%, 09/01/2022

     560,845  
      

Pacific Gas & Electric Co.

  
    810,000       

2.95%, 03/01/2026

     731,273  
    4,525,000       

3.30%, 12/01/2027

     4,140,335  
    655,000       

3.40%, 08/15/2024

     623,711  
    2,535,000       

6.05%, 03/01/2034

     2,793,088  
    2,225,000       

South Carolina Electric & Gas Co.
4.50%, 06/01/2064

     2,047,653  
      

Southern California Edison Co.

  
    445,000       

3.70%, 08/01/2025

     444,353  
    250,000       

4.13%, 03/01/2048

     242,422  
      

Southern Co.

  
    1,320,000       

1.85%, 07/01/2019

     1,309,780  
    2,550,000       

2.75%, 06/15/2020

     2,527,789  
    490,000       

2.95%, 07/01/2023

     474,929  
            35,451,034  
      

Electronics - 0.1%

  
    1,140,000       

Fortive Corp.
2.35%, 06/15/2021

     1,103,659  
      

Engineering & Construction - 0.3%

  

GBP

    300,000       

Heathrow Funding Ltd.
6.25%, 09/10/2018(7)

     395,701  

$

        1,100,000       

Mexico City Airport Trust
3.88%, 04/30/2028(1)

     1,005,400  
      

SBA Tower Trust

  
    4,130,000       

3.17%, 04/09/2047(1)

     4,043,546  
    2,040,000       

3.45%, 03/15/2048(1)

     2,012,553  
            7,457,200  
      

Entertainment - 0.2%

  
    2,672,000       

Discovery Communications LLC
2.80%, 06/15/2020(1)

     2,636,719  
    275,000       

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

     279,428  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

      

WMG Acquisition Corp.

 

  $     425,000       

4.88%, 11/01/2024(1)

   $ 415,437  
    185,000       

5.00%, 08/01/2023(1)

     182,225  
            3,513,809  
      

Food - 0.2%

 

      

Kraft Heinz Foods Co.

 

    1,520,000       

4.38%, 06/01/2046

     1,351,356  
    1,620,000       

4.63%, 01/30/2029

     1,618,691  
    1,640,000       

Sysco Corp.
2.50%, 07/15/2021

     1,593,632  
    285,000       

TreeHouse Foods, Inc.
6.00%, 02/15/2024(1)(5)

     285,000  
            4,848,679  
      

Food Service - 0.0%

 

    580,000       

Aramark Services, Inc.
5.00%, 02/01/2028(1)

     559,526  
      

Gas - 0.1%

 

      

AmeriGas Partners L.P. / AmeriGas Finance Corp.

 

    40,000       

5.63%, 05/20/2024

     39,400  
    365,000       

5.88%, 08/20/2026

     354,962  
    1,595,000       

Sempra Energy
2.40%, 02/01/2020

     1,576,003  
            1,970,365  
      

Healthcare-Products - 0.4%

 

      

Becton Dickinson and Co.

 

    4,350,000       

3.36%, 06/06/2024

     4,196,189  
    2,560,000       

3.70%, 06/06/2027

     2,456,458  
    2,340,000       

Boston Scientific Corp.
4.00%, 03/01/2028

     2,311,189  
      

Thermo Fisher Scientific, Inc.

 

    490,000       

2.95%, 09/19/2026

     454,077  
    360,000       

3.00%, 04/15/2023

     349,268  
            9,767,181  
      

Healthcare-Services - 0.9%

 

    730,000       

Aetna, Inc.
2.80%, 06/15/2023

     699,382  
      

Anthem, Inc.

 

    3,540,000       

3.50%, 08/15/2024

     3,450,228  
    2,385,000       

3.65%, 12/01/2027

     2,272,578  
    320,000       

4.63%, 05/15/2042

     314,715  
      

Community Health Systems, Inc.

 

    480,000       

5.13%, 08/01/2021(5)

     453,000  
    75,000       

6.25%, 03/31/2023

     69,750  
    9,090,000       

Dignity Health
2.64%, 11/01/2019

     9,077,948  
    255,000       

Tenet Healthcare Corp.
6.00%, 10/01/2020

     264,881  
      

UnitedHealth Group, Inc.

 

    1,410,000       

3.50%, 06/15/2023

     1,414,333  
    1,195,000       

3.75%, 07/15/2025

     1,200,180  
    455,000       

4.25%, 04/15/2047

     460,490  
    765,000       

4.25%, 06/15/2048

     781,383  
    590,000       

4.75%, 07/15/2045

     644,666  
                21,103,534  
      

Home Builders - 0.1%

 

    590,000       

Lennar Corp.
4.75%, 11/29/2027

     554,600  
    285,000       

PulteGroup, Inc.
5.50%, 03/01/2026

     281,084  
    525,000       

Toll Brothers Finance Corp.
4.88%, 11/15/2025

     510,143  
            1,345,827  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

      

Insurance - 1.2%

  

$

        5,311,000       

American International Group, Inc.
3.38%, 08/15/2020

   $     5,317,662  
    15,295,000       

Assurant, Inc.
3 mo. USD LIBOR + 1.250%, 3.59%, 03/26/2021(2)

     15,338,841  
    750,000       

CNO Financial Group, Inc.
5.25%, 05/30/2025

     735,000  
      

Genworth Holdings, Inc.

  
    10,000       

4.80%, 02/15/2024

     8,850  
    350,000       

4.90%, 08/15/2023

     316,750  
    15,000       

7.63%, 09/24/2021

     15,600  
    275,000       

Massachusetts Mutual Life Insurance Co.
8.88%, 06/01/2039(1)

     427,240  
    380,000       

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

     391,761  

  CAD

    900,000       

Power Corp.
7.57%, 04/22/2019

     714,749  

$

    2,485,000       

Principal Life Global Funding
2.20%, 04/08/2020(1)

     2,448,347  
    895,000       

Willis North America, Inc.
3.60%, 05/15/2024

     872,134  
         

 

 

 
            26,586,934  
         

 

 

 
      

Internet - 0.5%

  
      

Alibaba Group Holding Ltd.

  
    3,175,000       

3.40%, 12/06/2027

     2,974,914  
    615,000       

4.00%, 12/06/2037

     576,116  
    1,050,000       

4.20%, 12/06/2047

     984,844  
      

Amazon.com, Inc.

  
    660,000       

2.80%, 08/22/2024

     637,588  
    2,660,000       

3.88%, 08/22/2037

     2,646,798  
    140,000       

Symantec Corp.
5.00%, 04/15/2025(1)

     138,039  
      

Tencent Holdings Ltd.

  
    2,300,000       

2.99%, 01/19/2023(1)

     2,233,278  
    1,170,000       

3.60%, 01/19/2028(1)

     1,115,806  
         

 

 

 
            11,307,383  
         

 

 

 
      

Iron/Steel - 0.3%

  
    225,000       

ArcelorMittal
6.13%, 06/01/2025(5)

     243,720  
    285,000       

Commercial Metals Co
5.38%, 07/15/2027

     265,050  
      

Steel Dynamics, Inc.

  
    710,000       

4.13%, 09/15/2025

     678,937  
    250,000       

5.50%, 10/01/2024

     255,313  
      

Vale Overseas Ltd.

  
    3,915,000       

6.25%, 08/10/2026

     4,306,500  
    340,000       

6.88%, 11/10/2039

     400,350  
         

 

 

 
            6,149,870  
         

 

 

 
      

IT Services - 0.2%

  
      

Apple, Inc.

  
    275,000       

3.00%, 02/09/2024

     270,579  
    740,000       

3.35%, 02/09/2027

     726,960  
    1,490,000       

3.45%, 02/09/2045

     1,348,902  
    615,000       

3.85%, 08/04/2046

     593,846  
    1,040,000       

Hewlett Packard Enterprise Co.
6.35%, 10/15/2045

     1,064,209  
         

 

 

 
            4,004,496  
         

 

 

 
      

Leisure Time - 0.0%

  
    135,000       

VOC Escrow Ltd.
5.00%, 02/15/2028(1)

     129,263  
         

 

 

 
      

Lodging - 0.0%

  
    280,000       

Hilton Domestic Operating Co., Inc.
5.13%, 05/01/2026(1)

     280,000  
         

 

 

 


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

      

Machinery-Construction & Mining - 0.0%

  
  $ 145,000       

BWX Technologies, Inc.
5.38%, 07/15/2026(1)

   $ 147,175  
    345,000       

Oshkosh Corp.
5.38%, 03/01/2025

     356,213  
         

 

 

 
            503,388  
         

 

 

 
      

Machinery-Diversified - 0.0%

  
    450,000       

John Deere Capital Corp.
3 mo. USD LIBOR + 0.180%, 2.56%, 01/07/2020

     450,612  
         

 

 

 
      

Media - 2.1%

  
      

21st Century Fox America, Inc.

  
    1,420,000       

6.15%, 03/01/2037

     1,754,086  
    750,000       

6.20%, 12/15/2034

     914,801  
      

CCO Holdings LLC / CCO Holdings Capital Corp.

  
    150,000       

5.13%, 05/01/2027(1)

     143,203  
    170,000       

5.75%, 02/15/2026(1)

     168,937  
      

Charter Communications Operating LLC / Charter Communications Operating Capital

  
    1,100,000       

3.58%, 07/23/2020

     1,101,029  
    3,790,000       

4.20%, 03/15/2028

     3,621,661  
    3,920,000       

4.46%, 07/23/2022

     3,985,152  
    740,000       

5.75%, 04/01/2048

     742,890  
    3,525,000       

6.48%, 10/23/2045

     3,845,972  
      

Comcast Corp.

  
    600,000       

2.35%, 01/15/2027

     531,869  
    490,000       

3.20%, 07/15/2036

     419,507  
    455,000       

3.40%, 07/15/2046

     375,384  
    1,880,000       

4.05%, 11/01/2052

     1,690,242  
      

Cox Communications, Inc.

  
    2,530,000       

3.15%, 08/15/2024(1)

     2,398,980  
    280,000       

3.35%, 09/15/2026(1)

     260,339  
    80,000       

3.85%, 02/01/2025(1)

     78,257  
    490,000       

4.80%, 02/01/2035(1)

     457,450  
    310,000       

CSC Holdings LLC
5.50%, 04/15/2027(1)

     298,375  
      

Discovery Communications LLC

  
    1,523,000       

3.80%, 03/13/2024

     1,497,540  
    927,000       

3.95%, 06/15/2025(1)

     909,547  
    785,000       

4.90%, 03/11/2026

     810,396  
    505,000       

DISH DBS Corp.
5.88%, 11/15/2024

     419,150  
    545,000       

Liberty Interactive LLC
8.25%, 02/01/2030

     581,820  
    1,379,000       

NBCUniversal Media LLC
5.95%, 04/01/2041

     1,606,210  
      

Time Warner Cable LLC

  
    1,175,000       

4.50%, 09/15/2042

     1,004,574  
    2,145,000       

8.75%, 02/14/2019

     2,210,562  
    3,190,000       

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

     4,008,709  
      

Viacom, Inc.

  
    5,520,000       

4.25%, 09/01/2023

     5,542,226  
    719,000       

4.38%, 03/15/2043

     630,097  
    45,000       

3 mo. USD LIBOR + 3.895%, 5.88%, 02/28/2057(2)

     43,830  
    50,000       

3 mo. USD LIBOR + 3.899%, 6.25%, 02/28/2057(2)

     48,716  
      

Videotron Ltd.

  
    70,000       

5.13%, 04/15/2027(1)

     68,775  
    480,000       

5.38%, 06/15/2024(1)

     495,600  
      

Warner Media LLC

  
    3,030,000       

3.80%, 02/15/2027

     2,897,244  
    3,705,000       

4.88%, 03/15/2020

     3,794,200  
         

 

 

 
                49,357,330  
         

 

 

 
      

Mining - 0.3%

  
      

Anglo American Capital plc

  
    1,655,000       

3.75%, 04/10/2022(1)

     1,631,135  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

  $         1,625,000       

4.13%, 09/27/2022(1)

   $         1,625,796  
    285,000       

FMG Resources August 2006 Pty Ltd.
5.13%, 05/15/2024(1)

     272,888  
      

Glencore Funding LLC

  
    740,000       

3 mo. USD LIBOR + 1.360%, 3.70%, 01/15/2019(2)(7)

     740,901  
    1,035,000       

3.88%, 10/27/2027(1)

     960,583  
    585,000       

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

     598,162  
         

 

 

 
            5,829,465  
         

 

 

 
      

Miscellaneous Manufacturing - 0.1%

  
    1,255,000       

Ingersoll-Rand Global Holding Co., Ltd.
2.90%, 02/21/2021

     1,242,111  
         

 

 

 
      

Office/Business Equipment - 0.1%

  
    1,830,000       

Pitney Bowes, Inc.
4.70%, 04/01/2023

     1,642,425  
         

 

 

 
      

Oil & Gas - 1.1%

  
    150,000       

Aker BP ASA
5.88%, 03/31/2025(1)

     153,750  
      

Anadarko Petroleum Corp.

  
    975,000       

3.45%, 07/15/2024

     945,910  
    260,000       

4.50%, 07/15/2044

     247,696  
    280,000       

6.95%, 06/15/2019

     289,332  
    1,020,000       

Andeavor
3.80%, 04/01/2028

     974,951  
    275,000       

Antero Resources Corp.
5.63%, 06/01/2023

     280,500  
    3,330,000       

Canadian Natural Resources Ltd.
3.85%, 06/01/2027

     3,248,133  
    195,000       

Continental Resources, Inc.
5.00%, 09/15/2022

     197,876  
    1,000,000       

EnCana Corp.
3.90%, 11/15/2021

     1,006,925  
      

Hess Corp.

  
    1,735,000       

4.30%, 04/01/2027

     1,698,899  
    76,000       

6.00%, 01/15/2040

     79,591  
    1,945,000       

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

     2,217,021  
    611,000       

Marathon Oil Corp.
3.85%, 06/01/2025

     599,615  
    290,000       

MEG Energy Corp.
6.50%, 01/15/2025(1)

     285,287  
    140,000       

Nabors Industries, Inc.
4.63%, 09/15/2021

     137,550  
      

Petroleos Mexicanos

  
    55,000       

5.35%, 02/12/2028(1)

     51,387  
    2,090,000       

6.63%, 06/15/2035

     2,024,165  
    175,000       

6.75%, 09/21/2047

     162,104  
    2,165,000       

Phillips 66
3.90%, 03/15/2028

     2,133,852  
    355,000       

QEP Resources, Inc.
5.25%, 05/01/2023

     349,675  
    1,735,000       

Shell International Finance B.V.
4.38%, 05/11/2045

     1,816,750  
      

SM Energy Co.

  
    170,000       

6.13%, 11/15/2022(5)

     174,250  
    140,000       

6.75%, 09/15/2026(5)

     142,450  
    290,000       

Sunoco L.P. / Sunoco Finance Corp.
5.50%, 02/15/2026(1)

     275,862  
    2,310,000       

Tullow Oil plc
7.00%, 03/01/2025(1)

     2,249,362  
    1,620,000       

Valero Energy Corp.
3.40%, 09/15/2026

     1,547,914  
    525,000       

WPX Energy, Inc.
5.25%, 09/15/2024

     521,719  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

ARS

    81,010,352       

YPF S.A.
16.50%, 05/09/2022(1)(22)

   $ 2,216,209  
         

 

 

 
            26,028,735  
         

 

 

 
      

Packaging & Containers - 0.0%

  

$

        690,000       

Owens-Brockway Glass Container, Inc.
5.88%, 08/15/2023(1)

     700,350  
    265,000       

Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds
Group Issuer Lu
5.13%, 07/15/2023(1)

     263,516  
         

 

 

 
            963,866  
         

 

 

 
      

Pharmaceuticals - 1.5%

  
      

Allergan Funding SCS

  
    1,170,000       

3.45%, 03/15/2022

     1,156,772  
    920,000       

3.80%, 03/15/2025

     902,659  
      

Bausch Health Cos., Inc.

  
    245,000       

6.50%, 03/15/2022(1)

     255,461  
    145,000       

7.00%, 03/15/2024(1)

     153,736  
    256,000       

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

     252,266  
    4,035,000       

Bayer U.S. Finance LLC
4.25%, 12/15/2025(1)

     4,080,457  
    2,495,000       

Cardinal Health, Inc.
2.62%, 06/15/2022

     2,385,337  
      

CVS Health Corp.

  
    7,365,000       

3.13%, 03/09/2020

     7,363,022  
    3,855,000       

4.10%, 03/25/2025

     3,854,426  
    1,640,000       

5.05%, 03/25/2048

     1,699,528  
    2,940,000       

GlaxoSmithKline Capital, Inc.
3.63%, 05/15/2025

     2,944,703  
    3,460,000       

GlaxoSmithKline Capital, plc.
3.13%, 05/14/2021

     3,460,810  
    405,000       

IQVIA, Inc.
4.88%, 05/15/2023(1)

     411,075  
      

Mylan N.V.

  
    885,000       

3.15%, 06/15/2021

     876,405  
    1,170,000       

3.75%, 12/15/2020

     1,173,511  
    550,000       

3.95%, 06/15/2026

     529,475  
    585,000       

Mylan, Inc.
5.20%, 04/15/2048(1)

     575,679  
    1,920,000       

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

     1,850,573  
         

 

 

 
                33,925,895  
         

 

 

 
      

Pipelines - 0.8%

  
      

Andeavor Logistics L.P. / Tesoro Logistics Finance Corp.

  
    1,935,000       

4.25%, 12/01/2027

     1,901,473  
    155,000       

6.25%, 10/15/2022

     160,239  
    270,000       

Cheniere Corpus Christi Holdings LLC
5.88%, 03/31/2025

     284,175  
      

DCP Midstream Operating L.P.

  
    100,000       

3.88%, 03/15/2023

     97,250  
    200,000       

4.95%, 04/01/2022

     202,500  
    100,000       

5.60%, 04/01/2044

     95,500  
    550,000       

Energy Transfer Equity L.P.
5.50%, 06/01/2027

     563,750  
    825,000       

Energy Transfer Partners L.P.
4.20%, 09/15/2023

     826,152  
      

EQT Midstream Partners L.P.

  
    1,030,000       

4.75%, 07/15/2023

     1,037,121  
    1,285,000       

5.50%, 07/15/2028

     1,312,457  
    160,000       

Kinder Morgan, Inc.
5.55%, 06/01/2045

     168,658  
      

MPLX L.P.

  
    920,000       

4.00%, 03/15/2028

     890,397  
    1,575,000       

4.13%, 03/01/2027

     1,544,531  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

  $ 540,000       

4.70%, 04/15/2048

   $       513,731  
    265,000       

5.20%, 03/01/2047

     269,144  
    690,000       

Sabine Pass Liquefaction LLC
4.20%, 03/15/2028

     676,166  
      

Sunoco Logistics Partners Operations L.P.

  
    165,000       

5.30%, 04/01/2044

     155,488  
    170,000       

5.35%, 05/15/2045

     160,917  
      

Texas Eastern Transmission L.P.

  
    1,675,000       

2.80%, 10/15/2022(1)

     1,604,180  
    465,000       

3.50%, 01/15/2028(1)

     437,542  
    645,000       

TransCanada PipeLines Ltd.
4.75%, 05/15/2038

     660,550  
    460,000       

Transcontinental Gas Pipe Line Co. LLC
4.00%, 03/15/2028(1)

     452,904  
    2,120,000       

Valero Energy Partners L.P.
4.50%, 03/15/2028

     2,101,091  
    2,070,000       

Western Gas Partners L.P.
4.50%, 03/01/2028

     2,021,751  
      

Williams Cos., Inc.

  
    295,000       

3.70%, 01/15/2023

     287,625  
    75,000       

4.55%, 06/24/2024

     75,375  
    625,000       

Williams Partners L.P.
4.30%, 03/04/2024

     630,366  
         

 

 

 
            19,131,033  
         

 

 

 
      

Real Estate Investment Trusts - 0.1%

  
      

Crown Castle International Corp.

  
    1,460,000       

3.15%, 07/15/2023

     1,401,706  
    580,000       

3.20%, 09/01/2024

     551,211  
      

Equinix, Inc.

  
    95,000       

5.38%, 04/01/2023

     97,375  
    500,000       

5.88%, 01/15/2026

     516,875  
    270,000       

Starwood Property Trust, Inc.
4.75%, 03/15/2025(1)

     266,625  
         

 

 

 
            2,833,792  
         

 

 

 
      

Retail - 1.3%

  
    150,000       

1011778 BC ULC / New Red Finance, Inc.
4.25%, 05/15/2024(1)

     142,688  
      

CVS Health Corp.

  
    18,010,000       

2.80%, 07/20/2020

     17,838,480  
    1,421,000       

3.88%, 07/20/2025

     1,399,506  
    1,420,000       

5.13%, 07/20/2045

     1,477,495  
    265,000       

Dollar Tree, Inc.
3 mo. USD LIBOR + 0.700%, 3.04%, 04/17/2020(2)

     265,541  
      

Home Depot, Inc.

  
    795,000       

3.50%, 09/15/2056

     701,511  
    260,000       

4.20%, 04/01/2043

     261,521  
    280,000       

Lowe’s Cos., Inc.
3.70%, 04/15/2046

     256,615  
    1,900,000       

McDonald’s Corp.
3.35%, 04/01/2023

     1,892,630  
    285,000       

Suburban Propane Partners L.P. / Suburban Energy Finance Corp.
5.88%, 03/01/2027

     265,762  
    590,000       

United Rentals North America, Inc.
4.88%, 01/15/2028

     551,107  
    5,790,000       

Walmart, Inc.
3.40%, 06/26/2023

     5,818,862  
         

 

 

 
                30,871,718  
         

 

 

 
      

Semiconductors - 0.6%

  
      

Broadcom Corp. / Broadcom Cayman Finance Ltd.

  
    4,500,000       

2.38%, 01/15/2020

     4,436,905  
    2,725,000       

3.00%, 01/15/2022

     2,644,002  
    640,000       

3.13%, 01/15/2025

     588,525  
    2,905,000       

3.63%, 01/15/2024

     2,810,530  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

  $ 910,000       

Intel Corp.
4.10%, 05/19/2046

   $ 918,336  
    1,875,000       

Microchip Technology, Inc.
4.33%, 06/01/2023(1)

     1,874,362  
    350,000       

Sensata Technologies B.V.
5.00%, 10/01/2025(1)

     350,000  
    211,000       

Sensata Technologies UK Financing Co. plc
6.25%, 02/15/2026(1)

     221,286  
         

 

 

 
            13,843,946  
         

 

 

 
      

Software - 0.5%

  
      

CDK Global, Inc.

  
    150,000       

4.88%, 06/01/2027

     146,812  
    30,000       

5.88%, 06/15/2026

     30,750  
    925,000       

Fidelity National Information Services, Inc.
4.25%, 05/15/2028

     926,883  
      

First Data Corp.

  
    280,000       

5.00%, 01/15/2024(1)

     282,975  
    245,000       

5.38%, 08/15/2023(1)

     248,369  
      

Microsoft Corp.

  
    310,000       

3.30%, 02/06/2027

     306,158  
    1,720,000       

3.70%, 08/08/2046

     1,670,454  
    1,570,000       

3.95%, 08/08/2056

     1,567,206  
      

MSCI, Inc.

  
    360,000       

5.25%, 11/15/2024(1)

     369,000  
    115,000       

5.75%, 08/15/2025(1)

     119,887  
    285,000       

Open Text Corp.
5.88%, 06/01/2026(1)

     292,125  
    885,000       

Oracle Corp.
4.00%, 11/15/2047

     860,655  
      

salesforce.com, Inc.

  
    1,165,000       

3.25%, 04/11/2023

     1,161,992  
    780,000       

3.70%, 04/11/2028

     782,784  
    3,660,000       

Western Digital Corp.
4.75%, 02/15/2026

     3,598,237  
         

 

 

 
                12,364,287  
         

 

 

 
      

Telecommunications - 2.1%

  
      

AT&T, Inc.

  
    335,000       

3 mo. USD LIBOR + 0.650%, 2.99%, 01/15/2020(2)

     336,936  
    900,000       

4.10%, 02/15/2028(1)

     867,352  
    705,000       

4.25%, 03/01/2027

     697,653  
    4,451,000       

4.30%, 02/15/2030(1)

     4,256,092  
    835,000       

4.50%, 05/15/2035

     781,117  
    3,320,000       

4.75%, 05/15/2046

     3,044,110  
    155,000       

5.80%, 02/15/2019

     157,455  
    4,500,000       

GTP Acquisition Partners LLC
3.48%, 06/15/2050(1)

     4,370,309  
      

Nokia Oyj

  
    1,230,000       

4.38%, 06/12/2027

     1,165,302  
    455,000       

6.63%, 05/15/2039

     482,300  
    260,000       

Sprint Communications, Inc.
7.00%, 03/01/2020(1)

     269,854  
    385,000       

Sprint Corp.
7.13%, 06/15/2024

     395,347  
    5,305,000       

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
5.15%, 09/20/2029(1)

     5,265,212  
      

Telecom Italia Capital S.A.

  
    185,000       

6.00%, 09/30/2034

     181,763  
    215,000       

7.72%, 06/04/2038

     237,037  
    4,310,000       

Telecom Italia S.p.A.
5.30%, 05/30/2024(1)

     4,320,775  
      

Telefonica Emisiones SAU

  
    525,000       

4.67%, 03/06/2038

     503,942  
    1,050,000       

4.90%, 03/06/2048

     1,022,890  
    485,000       

5.21%, 03/08/2047

     491,452  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

    

Verizon Communications, Inc.

 

$

    665,000       

3 mo. USD LIBOR + 0.550%, 2.88%, 05/22/2020(2)

   $         669,503  
    1,971,000       

4.27%, 01/15/2036

     1,884,280  
    465,000       

4.40%, 11/01/2034

     451,043  
    1,150,000       

4.50%, 08/10/2033

     1,140,709  
    4,488,000       

4.52%, 09/15/2048

     4,290,592  
    1,700,000       

4.81%, 03/15/2039

     1,713,045  
    720,000       

4.86%, 08/21/2046

     720,932  
    1,195,000       

5.01%, 08/21/2054

     1,189,260  
    2,130,000       

5.25%, 03/16/2037

     2,284,301  
    3,865,000       

Vodafone Group plc
4.38%, 05/30/2028

     3,868,846  
         

 

 

 
     47,059,409  
         

 

 

 
    

Transportation - 0.7%

 

    725,000       

Canadian Pacific Railway Co.
9.45%, 08/01/2021

     842,142  
    2,785,000       

CSX Corp.
3.25%, 06/01/2027

     2,655,471  
    

Delta Air Lines, Inc.

 

    1,485,000       

3.63%, 03/15/2022

     1,474,821  
    1,310,000       

3.80%, 04/19/2023

     1,291,644  
    

FedEx Corp.

 

    2,750,000       

4.05%, 02/15/2048

     2,538,911  
    45,000       

4.40%, 01/15/2047

     43,840  
    585,000       

4.55%, 04/01/2046

     579,229  
    620,000       

4.75%, 11/15/2045

     632,667  
    1,535,000       

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

     1,440,213  
    3,225,000       

Union Pacific Corp.
4.38%, 09/10/2038

     3,337,123  
         

 

 

 
     14,836,061  
         

 

 

 
    

Total Corporate Bonds
(cost $742,561,631)

   $     729,453,088  
         

 

 

 

Foreign Government Obligations - 1.7%

 

    

Argentina - 0.1%

 

EUR

    1,665,000       

Argentine Republic Government International Bond
5.25%, 01/15/2028

   $ 1,702,331  
         

 

 

 
    

Egypt - 0.0%

 

$

    725,000       

Egypt Government International Bond
8.50%, 01/31/2047(7)

     762,877  
         

 

 

 
    

Ghana - 0.1%

 

    1,165,000       

Ghana Government International Bond
8.63%, 06/16/2049(1)

     1,207,630  
         

 

 

 
    

Ireland - 0.1%

 

EUR

    2,090,000       

Ireland Government Bond
4.50%, 10/18/2018

     2,467,217  
         

 

 

 
    

Italy - 0.2%

 

    

Italy Buoni Ordinari del Tesoro BOT

 

    620,000       

0.00%, 09/28/2018(7)(9)

     725,267  
    915,000       

0.00%, 10/31/2018(7)(9)

     1,070,476  
    1,685,000       

Italy Buoni Poliennali Del Tesoro
4.50%, 08/01/2018

     1,970,354  
         

 

 

 
     3,766,097  
         

 

 

 
    

Oman - 0.1%

 

$

    930,000       

Oman Government International Bond
6.75%, 01/17/2048(1)

     885,777  
         

 

 

 
    

Panama - 0.1%

 

    

Panama Government International Bond

 

    2,520,000       

4.30%, 04/29/2053

     2,425,500  
    685,000       

4.50%, 04/16/2050

     674,725  
         

 

 

 
     3,100,225  
         

 

 

 


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

  

Qatar - 0.1%

  

$

     2,600,000     

Qatar Government International Bond
5.10%, 04/23/2048(1)

   $ 2,655,328  
        

 

 

 
  

Romania - 0.2%

  
     3,992,000     

Romanian Government International Bond
6.13%, 01/22/2044(7)

     4,608,604  
        

 

 

 
  

Saudi Arabia - 0.3%

  
  

Saudi Government International Bond

  
     2,951,000     

4.50%, 10/26/2046(7)

     2,781,908  
     5,025,000     

4.63%, 10/04/2047(1)

     4,790,634  
        

 

 

 
     7,572,542  
        

 

 

 
  

South Korea - 0.0%

  
     445,000     

Export-Import Bank of Korea
3 mo. USD LIBOR + 0.460%, 2.81%, 10/21/2019(2)

     444,654  
        

 

 

 
  

Spain - 0.1%

  

EUR

     400,000     

FADE - Fondo de Amortizacion del Deficit Electrico
5.60%, 09/17/2018(7)

     471,129  
     2,115,000     

Spain Letras del Tesoro
0.50%, 08/17/2018(9)(10)

     2,473,623  
        

 

 

 
     2,944,752  
        

 

 

 
  

United Arab Emirates - 0.3%

  
  

Abu Dhabi Government International Bond

  

$

     1,250,000     

3.13%, 10/11/2027(1)

     1,177,175  
     6,770,000     

4.13%, 10/11/2047(1)

     6,416,728  
        

 

 

 
     7,593,903  
        

 

 

 
  

Total Foreign Government Obligations
(cost $40,420,476)

   $     39,711,937  
        

 

 

 

Municipal Bonds - 0.8%

  
  

Education - 0.1%

  
  

Chicago, IL, Board of Education

  
     695,000     

6.14%, 12/01/2039

   $ 665,873  
     1,660,000     

6.32%, 11/01/2029

     1,648,330  
        

 

 

 
     2,314,203  
        

 

 

 
  

General - 0.2%

  
     1,615,000     

Chicago, IL, Transit Auth
6.90%, 12/01/2040

     2,087,888  
  

Puerto Rico Commonwealth Government Employees Retirement System

  
     5,400,000     

6.15%, 07/01/2038

     2,349,000  
     2,820,000     

6.30%, 07/01/2043

     1,226,700  
        

 

 

 
     5,663,588  
        

 

 

 
  

General Obligation - 0.5%

  
     2,085,000     

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

     3,077,564  
  

City of Chicago, IL, GO

  
     715,000     

7.05%, 01/01/2029

     765,872  
     3,345,000     

7.38%, 01/01/2033

     3,770,518  
     2,920,000     

Illinois State, GO
5.88%, 03/01/2019

     2,964,676  
     155,000     

State of Illinois
5.36%, 02/01/2019

     156,392  
        

 

 

 
     10,735,022  
        

 

 

 
  

Total Municipal Bonds
(cost $18,839,001)

   $ 18,712,813  
        

 

 

 

Senior Floating Rate Interests - 2.6%(11)

  
  

Advertising - 0.0%

  
     466,891     

Acosta Holdco, Inc.
1 mo. USD LIBOR + 3.250%, 5.33%, 09/26/2021

   $ 363,153  
        

 

 

 
  

Aerospace/Defense - 0.1%

  
     358,200     

Circor International, Inc.
1 mo. USD LIBOR + 3.500%, 5.57%, 12/11/2024

     358,759  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

$

    771,355       

TransDigm, Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 05/30/2025

   $ 770,761  
         

 

 

 
         1,129,520  
         

 

 

 
    

Agriculture - 0.0%

 

    291,461       

Pinnacle Operating Corp.
1 mo. USD LIBOR + 7.250%, 9.33%, 11/15/2021(22)

     267,416  
         

 

 

 
    

Auto Manufacturers - 0.0%

 

    199,000       

Navistar International Corp.
1 mo. USD LIBOR + 3.500%, 5.60%, 11/06/2024

     199,000  
         

 

 

 
    

Biotechnology - 0.0%

 

    225,000       

Lifescan Global Corp.
1 mo. USD LIBOR + 6.000%, 0.00%, 05/23/2025(12)

     218,250  
    524,017       

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%, 5.33%, 05/15/2022

     523,692  
         

 

 

 
     741,942  
         

 

 

 
    

Chemicals - 0.1%

 

    580,933       

Chemours Co.
1 mo. USD LIBOR + 1.750%, 3.83%, 04/03/2025

     578,754  
    486,228       

Univar, Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 07/01/2024

     487,366  
    185,000       

WR Grace & Co.

3 mo. USD LIBOR + 1.750%, 4.08%, 04/03/2025

     185,370  
         

 

 

 
     1,251,490  
         

 

 

 
    

Coal - 0.1%

 

    770,308       

Foresight Energy LLC
3 mo. USD LIBOR + 5.750%, 7.83%, 03/28/2022

     767,095  
    166,249       

Peabody Energy Corp.
1 mo. USD LIBOR + 2.750%, 4.83%, 03/31/2025

     166,249  
         

 

 

 
     933,344  
         

 

 

 
    

Commercial Services - 0.1%

 

    114,713       

Aramark Services, Inc.
1 mo. USD LIBOR + 1.750%, 4.08%, 03/11/2025

     114,808  
    213,388       

Ascend Learning LLC
1 mo. USD LIBOR + 3.000%, 5.08%, 07/12/2024

     213,121  
    215,000       

Blackhawk Network Holdings, Inc.
1 mo. USD LIBOR + 3.000%, 5.07%, 06/15/2025

     215,359  

EUR

    215,000       

Blitz F18-675 GmbH
EURIBOR + 3.750%, 0.00%, 07/31/2025(12)

     250,427  

$

    146,027       

Capital Automotive L.P.
1 mo. USD LIBOR + 6.000%, 8.08%, 03/24/2025

     148,217  
    100,000       

Energizer Holdings, Inc.
1 mo. USD LIBOR + 2.250%, 0.00%, 06/30/2025(12)

     100,250  
    456,731       

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 11/15/2023

     456,160  

EUR

    49,478       

Techem GmbH
EURIBOR + 3.000%, 3.00%, 10/02/2024

     57,661  

$

    881,100       

Tempo Acquisition LLC
1 mo. USD LIBOR + 3.000%, 5.08%, 05/01/2024

     881,576  
    121,875       

Weight Watchers International, Inc.
3 mo. USD LIBOR + 4.750%, 7.05%, 11/29/2024

     123,208  
    394,000       

Xerox Business Services LLC
1 mo. USD LIBOR + 2.500%, 4.58%, 12/07/2023

     394,327  
         

 

 

 
     2,955,114  
         

 

 

 
    

Construction Materials - 0.0%

 

    270,000       

Pisces Midco, Inc.
1 mo. USD LIBOR + 3.750%, 6.09%, 04/12/2025

     270,254  
         

 

 

 
    

Distribution/Wholesale - 0.0%

 

    145,000       

Reece Ltd.
1 mo. USD LIBOR + 2.000%, 4.34%, 07/02/2025

     145,000  
         

 

 

 


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

      

Diversified Financial Services - 0.1%

 

$

        493,750       

AlixPartners LLP
3 mo. USD LIBOR + 2.750%, 4.83%, 04/04/2024

   $ 494,471  
    224,438       

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 02/28/2025

     223,666  

  EUR

    194,028       

Nets Holding A/S
EURIBOR + 3.250%, 3.25%, 02/06/2025

     224,404  

$

    261,025       

RP Crown Parent LLC
1 mo. USD LIBOR + 2.750%, 4.83%, 10/12/2023

     261,351  
    75,687       

SS&C Technologies Holdings Europe S.a.r.l.
1 mo. USD LIBOR + 2.500%, 4.58%, 04/16/2025

     75,876  
         

 

 

 
           1,279,768  
         

 

 

 
      

Electric - 0.0%

 

    216,379       

Helix Gen Funding LLC
1 mo. USD LIBOR + 3.750%, 5.83%, 06/02/2024

     217,911  
    278,734       

Seadrill Partners Finco LLC
3 mo. USD LIBOR + 6.000%, 8.33%, 02/21/2021

     260,151  
         

 

 

 
       478,062  
         

 

 

 
      

Electrical Components & Equipment - 0.0%

 

    310,000       

Brookfield WEC Holdings, Inc.
1 mo. USD LIBOR + 3.750%, 0.00%, 07/25/2025(12)

     311,987  
         

 

 

 
      

Energy-Alternate Sources - 0.0%

 

    245,000       

BCP Renaissance Parent LLC
3 mo. USD LIBOR + 3.500%, 5.84%, 10/31/2024

     245,919  
    99,500       

Medallion Midland Acquisition LLC
1 mo. USD LIBOR + 3.250%, 5.33%, 10/30/2024

     97,789  
         

 

 

 
       343,708  
         

 

 

 
      

Engineering & Construction - 0.0%

 

    643,500       

Brand Energy & Infrastructure Services, Inc.
3 mo. USD LIBOR + 4.250%, 6.60%, 06/21/2024

     646,319  
    99,750       

Verra Mobility Corp.
1 mo. USD LIBOR + 3.750%, 5.82%, 02/28/2025

     99,999  
         

 

 

 
       746,318  
         

 

 

 
      

Entertainment - 0.0%

 

    227,933       

Camelot UK Holdco Ltd.
1 mo. USD LIBOR + 3.250%, 5.33%, 10/03/2023

     228,218  
    199,001       

Scientific Games International, Inc.
2 mo. USD LIBOR + 2.750%, 4.90%, 08/14/2024

     199,029  
    110,000       

Wyndham Hotels & Resorts, Inc.
1 mo. USD LIBOR + 1.750%, 3.83%, 05/30/2025

     110,241  
         

 

 

 
       537,488  
         

 

 

 
      

Food - 0.1%

 

    100,000       

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%, 4.83%, 03/31/2025

     99,875  
    552,602       

Hostess Brands LLC
1 mo. USD LIBOR + 2.250%, 4.33%, 08/03/2022

     552,403  
    673,200       

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%, 4.07%, 05/24/2024

     673,126  
         

 

 

 
       1,325,404  
         

 

 

 
      

Healthcare-Products - 0.1%

 

    243,775       

Avantor, Inc.
1 mo. USD LIBOR + 4.000%, 6.08%, 11/21/2024

     245,603  
    282,150       

Kinetic Concepts, Inc.
3 mo. USD LIBOR + 3.250%, 5.58%, 02/02/2024

     282,737  
    238,200       

Parexel International Corp.
1 mo. USD LIBOR + 2.750%, 4.83%, 09/27/2024

     237,366  
    221,063       

Revlon Consumer Products Corp.
1 mo. USD LIBOR + 3.500%, 5.58%, 09/07/2023

     161,577  
         

 

 

 
       927,283  
         

 

 

 


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

      

Healthcare-Services - 0.2%

 

  $ 182,875       

CDRH Parent, Inc.
3 mo. USD LIBOR + 4.250%, 6.57%, 07/01/2021

   $ 171,332  
      

DentalCorp Perfect Smile ULC

 

    26,420       

1 mo. USD LIBOR + 3.750%, 0.80%, 06/06/2025(13)

     26,508  
    105,678       

1 mo. USD LIBOR + 3.750%, 5.83%, 06/06/2025

     106,030  
    421,037       

Envision Healthcare Corp.
1 mo. USD LIBOR + 3.000%, 5.08%, 12/01/2023

     420,600  
    206,841       

Gentiva Health Services, Inc.

1 mo. USD LIBOR + 3.500%, 0.00%, 07/02/2025(12)

     208,393  
    291,795       

Global Medical Response, Inc.
1 mo. USD LIBOR + 3.250%, 5.35%, 04/28/2022

     282,937  
    599,045       

Jaguar Holding Co.
3 mo. USD LIBOR + 2.500%, 4.58%, 08/18/2022

     599,045  
    890,603       

MPH Acquisition Holdings LLC
3 mo. USD LIBOR + 2.750%, 5.08%, 06/07/2023

     890,381  
    223,974       

One Call Corp.
1 mo. USD LIBOR + 5.250%, 7.32%, 11/25/2022

     214,921  
    407,453       

Syneos Health, Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 08/01/2024

     407,070  
    813,140       

U.S. Renal Care, Inc.
3 mo. USD LIBOR + 4.250%, 6.58%, 12/31/2022

     799,422  
         

 

 

 
                4,126,639  
         

 

 

 
      

Household Products - 0.0%

 

    393,025       

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%, 5.08%, 09/06/2024

     384,673  
         

 

 

 
      

Insurance - 0.2%

 

      

Asurion LLC

 

    1,125,283       

1 mo. USD LIBOR + 3.000%, 5.08%, 08/04/2022

     1,124,675  
    370,000       

1 mo. USD LIBOR + 6.500%, 8.58%, 08/04/2025

     375,165  
    377,823       

Evertec Group LLC
1 mo. USD LIBOR + 2.500%, 4.58%, 04/17/2020

     377,351  
    230,000       

Hub International Ltd.
2 mo. USD LIBOR + 3.000%, 5.34%, 04/25/2025

     229,770  
      

Sedgwick Claims Management Services, Inc.

 

    810,580       

1 mo. USD LIBOR + 2.750%, 4.83%, 03/01/2021

     809,226  
    580,000       

1 mo. USD LIBOR + 5.750%, 7.88%, 02/28/2022

     583,625  
    526,524       

USI, Inc.
3 mo. USD LIBOR + 3.000%, 5.33%, 05/16/2024

     524,813  
         

 

 

 
            4,024,625  
         

 

 

 
      

Internet - 0.0%

 

    306,158       

Lands’ End, Inc.
1 mo. USD LIBOR + 3.250%, 5.32%, 04/04/2021

     294,166  
         

 

 

 
      

IT Services - 0.0%

 

    175,000       

Trans Union LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 06/19/2025

     175,110  
         

 

 

 
      

Leisure Time - 0.1%

 

    424,480       

Caesars Resort Collection LLC
1 mo. USD LIBOR + 2.750%, 4.83%, 12/22/2024

     426,004  
    988,717       

Delta (LUX) S.a.r.l.
1 mo. USD LIBOR + 2.500%, 4.58%, 02/01/2024

     982,290  
    736,300       

Golden Entertainment, Inc.
1 mo. USD LIBOR + 3.000%, 5.08%, 10/20/2024

     735,379  
         

 

 

 
            2,143,673  
         

 

 

 
      

Lodging - 0.1%

 

    569,731       

Boyd Gaming Corp.
1 Week USD LIBOR + 2.500%, 4.45%, 09/15/2023

     572,579  
    611,925       

Caesars Entertainment Operating Co.
1 mo. USD LIBOR + 2.000%, 4.08%, 10/06/2024

     610,971  
         

 

 

 
            1,183,550  
         

 

 

 


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

     

Machinery - Construction & Mining - 0.0%

 

$      112,556     

Pike Corp.
1 mo. USD LIBOR + 3.500%, 5.58%, 03/23/2025

   $ 113,344  
        

 

 

 
     

Machinery-Diversified - 0.0%

 

     663,409     

Gates Global LLC
3 mo. USD LIBOR + 2.750%, 5.08%, 04/01/2024

     664,624  
     100,000     

Zodiac Pool Solutions LLC
1 mo. USD LIBOR + 2.250%, 4.33%, 07/02/2025

     99,958  
        

 

 

 
                764,582  
        

 

 

 
     

Media - 0.2%

 

     183,613     

Altice Financing S.A.
3 mo. USD LIBOR + 2.750%, 4.82%, 01/31/2026

     178,104  
     1,314,743     

Charter Communications Operating LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 04/30/2025

     1,315,046  
EUR      99,750     

Crown Finance U.S., Inc.
EURIBOR + 2.625%, 2.63%, 02/28/2025

     115,455  
$      264,338     

CSC Holdings LLC
1 mo. USD LIBOR + 2.500%, 4.57%, 01/25/2026

     263,896  
     164,588     

Meredith Corp.
1 mo. USD LIBOR + 3.000%, 5.08%, 01/31/2025

     164,976  
     286,896     

MTN Infrastructure TopCo, Inc.
1 mo. USD LIBOR + 3.000%, 5.08%, 11/15/2024

     288,060  
     537,841     

Numericable Group S.A.
3 mo. USD LIBOR + 3.000%, 5.07%, 01/31/2026

     519,958  
     534,413     

PSAV Holdings LLC
3 mo. USD LIBOR + 3.250%, 5.44%, 03/01/2025

     530,073  
     155,000     

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 08/17/2024

     155,581  
     380,000     

Sinclair Television Group, Inc.
1 mo. USD LIBOR + 2.500%, 0.00%, 12/12/2024(12)

     378,955  
     220,000     

Telenet Financing USD LLC
1 mo. USD LIBOR + 2.250%, 4.32%, 08/15/2026

     218,687  
     395,000     

Unitymedia Finance LLC
1 mo. USD LIBOR + 2.250%, 4.32%, 09/30/2025

     393,890  
     320,000     

Unitymedia Hessen GmbH & Co. KG
1 mo. USD LIBOR + 2.000%, 4.07%, 06/01/2023

     318,934  
     655,000     

UPC Financing Partnership
1 mo. USD LIBOR + 2.500%, 4.57%, 01/15/2026

     651,889  
        

 

 

 
                5,493,504  
        

 

 

 
     

Metal Fabricate/Hardware - 0.0%

 

     271,384     

Rexnord LLC
1 mo. USD LIBOR + 2.250%, 4.31%, 08/21/2024

     271,753  
        

 

 

 
     

Miscellaneous Manufacturing - 0.0%

 

EUR      210,000     

CTC AcquiCo GmbH
EURIBOR + 3.000%, 3.00%, 03/07/2025

     242,428  
$      158,084     

H.B. Fuller Co.
1 mo. USD LIBOR + 2.000%, 4.09%, 10/20/2024

     158,017  
        

 

 

 
        400,445  
        

 

 

 
     

Oil & Gas - 0.1%

 

     54,167     

Ascent Resources - Marcellus LLC
1 mo. USD LIBOR + 6.500%, 8.60%, 03/30/2023

     54,167  
     212,850     

BCP Raptor LLC
2 mo. USD LIBOR + 4.250%, 6.42%, 06/24/2024

     203,472  
     485,000     

California Resources Corp.
1 mo. USD LIBOR + 10.375%, 12.44%, 12/31/2021

     534,712  
     380,000     

Chesapeake Energy Corp.
3 mo. USD LIBOR + 7.500%, 9.58%, 08/23/2021

     396,910  
     646,774     

Fieldwood Energy LLC
1 mo. USD LIBOR + 5.250%, 7.33%, 04/11/2022

     646,774  
     352,425     

Philadelphia Energy Solutions LLC
PRIME + 5.000%, 9.00%, 04/04/2019

     329,517  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$

     110,000     

Traverse Midstream Partners LLC
3 mo. USD LIBOR + 4.000%, 6.34%, 09/27/2024

   $        110,382  
        

 

 

 
        2,275,934  
        

 

 

 
      Packaging & Containers - 0.1%   
      Berry Global, Inc.

 

     725,714     

3 mo. USD LIBOR + 1.750%, 3.92%, 02/08/2020

     726,375  
     366,827     

1 mo. USD LIBOR + 2.000%, 4.08%, 10/01/2022

     367,378  
     120,000     

Crown Americas LLC
3 mo. USD LIBOR + 2.000%, 4.08%, 04/03/2025

     120,240  
     

Flex Acquisition Co., Inc.

  
     404,875     

3 mo. USD LIBOR + 3.000%, 5.34%, 12/29/2023

     404,081  
     100,000     

1 mo. USD LIBOR + 3.250%, 5.75%, 06/29/2025

     99,875  
     142,825     

Proampac PG Borrower LLC
1 mo. USD LIBOR + 3.500%, 5.63%, 11/18/2023

     142,959  
     1,113,648     

Reynolds Group Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 02/05/2023

     1,116,966  
        

 

 

 
        2,977,874  
        

 

 

 
      Pharmaceuticals - 0.1%

 

     697,950     

Endo Luxembourg Finance Co. S.a r.l.
1 mo. USD LIBOR + 4.250%, 6.38%, 04/29/2024

     698,097  

EUR

     340,000     

IQVIA, Inc.
EURIBOR + 2.000%, 2.50%, 06/07/2025

     395,392  

$

     424,868     

Valeant Pharmaceuticals International, Inc.
1 mo. USD LIBOR + 3.000%, 5.09%, 06/01/2025

     425,246  
        

 

 

 
        1,518,735  
        

 

 

 
      Real Estate - 0.1%

 

     1,050,731     

DTZ U.S. Borrower LLC
3 mo. USD LIBOR + 3.250%, 5.49%, 11/04/2021

     1,050,973  
     405,682     

VICI Properties LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 12/20/2024

     405,998  
        

 

 

 
        1,456,971  
        

 

 

 
      Retail - 0.3%

 

      Albertsons LLC

 

     774,480     

1 mo. USD LIBOR + 2.750%, 4.83%, 08/25/2021

     771,134  
     353,734     

3 mo. USD LIBOR + 3.000%, 5.34%, 12/21/2022

     352,188  
     992,376     

American Builders & Contractors Supply Co., Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 10/31/2023

     987,305  
     590,538     

Bass Pro Group LLC
1 mo. USD LIBOR + 5.000%, 7.08%, 09/25/2024

     595,149  
     494,949     

Coty, Inc.
1 mo. USD LIBOR + 2.250%, 4.35%, 04/07/2025

     482,422  
     897,735     

Harbor Freight Tools USA, Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 08/18/2023

     894,144  
     658,293     

Neiman Marcus Group Ltd. LLC
1 mo. USD LIBOR + 3.250%, 5.34%, 10/25/2020

     580,187  
     160,000     

Rodan & Fields LLC
1 mo. USD LIBOR + 4.000%, 6.07%, 06/06/2025

     161,000  
     492,525     

Staples, Inc.
3 mo. USD LIBOR + 4.000%, 6.36%, 09/12/2024

     487,742  
     440,485     

U.S. Foods, Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 06/27/2023

     440,119  
        

 

 

 
        5,751,390  
        

 

 

 
      Semiconductors - 0.0%

 

     295,000     

Microchip Technology, Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 05/29/2025

     295,590  
        

 

 

 
      Software - 0.3%

 

     481,363     

Almonde, Inc.
3 mo. USD LIBOR + 3.500%, 5.81%, 06/13/2024

     474,517  
     306,481     

Aristocrat Technologies, Inc.
3 mo. USD LIBOR + 1.750%, 4.10%, 10/19/2024

     305,923  
     641,875     

Change Healthcare Holdings LLC
1 mo. USD LIBOR + 2.750%, 4.83%, 03/01/2024

     640,630  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$      154,149     

Epicor Software Corp.
1 mo. USD LIBOR + 3.250%, 5.33%, 06/01/2022

   $ 153,792  
     2,211,197     

First Data Corp.
1 mo. USD LIBOR + 2.000%, 4.07%, 04/26/2024

     2,210,158  
     547,974     

Hyland Software, Inc.
1 mo. USD LIBOR + 3.250%, 5.33%, 07/01/2022

     549,344  
     725,593     

Infor U.S., Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 02/01/2022

     726,369  
     250,000     

Quest Software U.S. Holdings, Inc.
3 mo. USD LIBOR + 4.250%, 6.58%, 05/16/2025

     248,672  
     197,316     

SS&C Technologies, Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 04/16/2025

     197,810  
     1,749,300     

WEX, Inc.
1 mo. USD LIBOR + 2.250%, 4.33%, 06/30/2023

     1,749,020  
        

 

 

 
           7,256,235  
        

 

 

 
     

Telecommunications - 0.1%

 

     615,000     

Level 3 Financing, Inc.
1 mo. USD LIBOR + 2.250%, 4.33%, 02/22/2024

     615,855  
     1,402,250     

Sprint Communications, Inc.
1 mo. USD LIBOR + 2.500%, 4.63%, 02/02/2024

     1,401,899  
     737,932     

Univision Communications, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 03/15/2024

     715,794  
     160,000     

Zacapa LLC
1 mo. USD LIBOR + 5.000%, 7.34%, 07/03/2025

     160,800  
     318,158     

Zayo Group LLC
1 mo. USD LIBOR + 2.250%, 4.33%, 01/19/2024

     319,237  
        

 

 

 
           3,213,585  
        

 

 

 
     

Transportation - 0.0%

 

     350,000     

Savage Enterprises LLC
1 mo. USD LIBOR + 4.500%, 0.00%, 06/26/2025(12)

     350,658  
        

 

 

 
     

Total Senior Floating Rate Interests
(cost $58,922,191)

   $ 58,679,287  
        

 

 

 

U.S. Government Agencies - 49.7%

 

     

Mortgage-Backed Agencies - 49.7%

 

     

FHLMC - 16.0%

 

     98,151     

0.00%, 11/15/2036(14)

   $ 88,772  
     23,459,559     

0.16%, 10/25/2020(4)(6)

     80,666  
     18,283,290     

0.61%, 03/25/2027(4)(6)

     814,985  
     2,387,650     

1.75%, 10/15/2042

     2,246,249  
     850,626     

1.85%, 08/25/2018(4)(6)

     9  
     1,142,424     

2.50%, 12/15/2026(6)

     57,129  
     1,104,294     

2.50%, 03/15/2028(6)

     84,823  
     841,071     

2.50%, 05/15/2028(6)

     62,879  
     2,393,939     

3.00%, 03/15/2028(6)(22)

     187,183  
     1,331,399     

3.00%, 08/01/2029

     1,323,874  
     1,110,644     

3.00%, 05/15/2032(6)

     80,817  
     668,986     

3.00%, 03/15/2033(6)(22)

     82,450  
     17,597,840     

3.00%, 04/01/2033

     17,424,745  
     9,975,000     

3.00%, 08/01/2033(15)

     9,867,988  
     4,805,555     

3.00%, 11/01/2036

     4,715,786  
     4,193,053     

3.00%, 01/01/2037

     4,114,731  
     4,050,000     

3.00%, 08/15/2043

     3,861,059  
     7,615,184     

3.00%, 11/01/2046

     7,349,964  
     21,641,792     

3.00%, 12/01/2046

     20,880,202  
     32,087,409     

3.00%, 01/01/2048

     30,924,577  
     5,009,724     

3.00%, 02/15/2048

     4,940,502  
     13,325,000     

3.00%, 08/01/2048(15)

     12,833,403  
     1,329,714     

3.50%, 06/15/2026(6)(22)

     87,341  
     456,936     

3.50%, 09/15/2026(6)

     41,142  
     788,381     

3.50%, 03/15/2027(6)

     68,498  
     4,400,000     

3.50%, 08/01/2033(15)

     4,435,320  
     2,676,618     

3.50%, 08/01/2034

     2,702,173  
     3,313,776     

3.50%, 03/15/2041(6)(22)

     407,538  
     1,196,726     

3.50%, 06/01/2046

     1,188,514  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$

     6,326,289     

3.50%, 10/01/2047

   $ 6,269,396  
     36,330,000     

3.50%, 08/01/2048(15)

     35,981,079  
     36,300,000     

3.50%, 09/01/2048(15)

     35,905,993  
     2,501,653     

4.00%, 08/01/2025

     2,569,340  
     454,241     

4.00%, 08/15/2026(6)(22)

     43,105  
     2,594,106     

4.00%, 07/15/2027(6)(22)

     243,533  
     1,904,291     

4.00%, 03/15/2028(6)(22)

     177,911  
     1,374,909     

4.00%, 03/15/2028(6)

     138,214  
     740,709     

4.00%, 06/15/2028(6)

     77,318  
     2,245,064     

4.00%, 07/15/2030(6)

     241,452  
     2,584,425     

4.00%, 05/01/2042

     2,646,303  
     683,469     

4.00%, 08/01/2042

     699,872  
     961,233     

4.00%, 09/01/2042

     983,411  
     254,993     

4.00%, 07/01/2044

     261,034  
     1,189,488     

4.00%, 02/01/2046

     1,212,489  
     81,985,000     

4.00%, 08/01/2048(15)

     83,235,706  
     443,534     

4.50%, 02/01/2039

     460,832  
     4,730,036     

4.50%, 05/01/2042

     4,956,481  
     707,237     

4.50%, 09/01/2044

     734,222  
     35,015,000     

4.50%, 08/01/2048(15)

     36,303,752  
     1,880,014     

4.75%, 07/15/2039

     1,986,999  
     139,337     

5.00%, 02/01/2028

     146,850  
     152,912     

5.00%, 04/01/2028

     161,157  
     300,048     

5.00%, 01/01/2030

     316,949  
     10,985     

5.00%, 09/01/2031

     11,578  
     1,036,067     

5.00%, 09/15/2033(6)

     201,973  
     10,927     

5.00%, 07/01/2035

     11,633  
     224,216     

5.00%, 04/01/2038

     238,701  
     377,010     

5.00%, 09/01/2039

     400,273  
     651,836     

5.00%, 01/01/2040

     694,793  
     202,638     

5.00%, 08/01/2040

     215,475  
     12,056     

5.00%, 02/01/2041

     12,878  
     408,476     

5.00%, 04/01/2044

     434,905  
     1,720,354     

5.00%, 03/01/2047

     1,821,791  
     832,918     

5.00%, 04/01/2047

     881,585  
     687,168     

5.00%, 06/01/2047

     727,514  
     97,544     

5.00%, 11/01/2047

     104,432  
     9,320,000     

5.00%, 08/01/2048(15)

     9,822,770  
     892,120     

5.50%, 04/15/2036(6)

     173,469  
     9,951     

5.50%, 11/01/2037

     10,724  
     1,109     

5.50%, 02/01/2038

     1,201  
     45,641     

5.50%, 04/01/2038

     49,178  
     43,544     

5.50%, 06/01/2038

     46,894  
     2,435,081     

5.50%, 08/01/2038

     2,625,199  
     124,157     

5.50%, 05/01/2040

     133,741  
     512,901     

5.50%, 08/01/2040

     552,550  
     483,168     

5.50%, 06/01/2041

     520,675  
     1,903,742     

5.50%, 12/15/2046(6)

     394,283  
     174,241     

6.00%, 01/01/2023

     180,901  
     55,400     

6.00%, 11/01/2032

     60,341  
     122,045     

6.00%, 11/01/2033

     133,639  
     101,431     

6.00%, 02/01/2034

     111,087  
     145,538     

6.00%, 07/01/2034

     159,329  
     47,988     

6.00%, 08/01/2034

     52,557  
     59,982     

6.00%, 09/01/2034

     65,652  
     34,406     

6.00%, 01/01/2035

     37,356  
     39,090     

6.00%, 03/01/2035

     42,804  
     46,483     

6.00%, 05/01/2038

     50,469  
     235,237     

6.00%, 06/01/2038

     256,553  
     640,248     

6.00%, 05/15/2039

     696,710  
     676,221     

6.50%, 07/15/2036

     740,661  
        

 

 

 
                   369,382,991  
        

 

 

 
      FNMA - 22.0%

 

     108,568     

0.00%, 03/25/2036(14)

     88,354  
     892,609     

0.00%, 06/25/2036(14)(22)

     751,348  
     2,922,340     

1.40%, 04/25/2055(4)(6)

     137,912  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$

    3,192,791     

1.44%, 05/25/2046(4)(6)(22)

   $ 148,532  
    2,363,330     

1.44%, 06/25/2055(4)(6)(22)

     116,009  
    2,942,904     

1.51%, 08/25/2044(4)(6)(22)

     116,939  
    2,678,325     

1.75%, 12/25/2042

     2,506,240  
    1,851,430     

2.00%, 09/25/2039

     1,725,334  
    1,321,858     

2.00%, 08/25/2043

     1,226,778  
    697,977     

2.50%, 06/25/2028(6)(22)

     53,053  
    6,100,000     

2.50%, 08/01/2033(15)

             5,903,895  
    455,476     

2.50%, 01/01/2043

     426,276  
    2,388,738     

2.50%, 02/01/2043

     2,238,073  
    1,903,820     

2.50%, 03/01/2043

     1,783,679  
    1,122,370     

2.50%, 04/01/2043

     1,051,661  
    455,426     

2.50%, 06/01/2043

     426,429  
    783,249     

2.50%, 08/01/2043

     733,028  
    3,660,000     

2.85%, 12/01/2027

     3,460,549  
    4,385,546     

2.88%, 12/01/2027

     4,164,118  
    3,700,000     

2.98%, 12/01/2029

     3,481,092  
    2,075,195     

3.00%, 02/25/2027(6)(22)

     154,999  
    664,548     

3.00%, 09/25/2027(6)(22)

     58,957  
    4,236,738     

3.00%, 01/25/2028(6)(22)

     356,750  
    969,021     

3.00%, 01/01/2030

     965,598  
    4,177,653     

3.00%, 03/01/2037

     4,093,472  
    7,050,005     

3.00%, 09/25/2047

     6,899,033  
    6,471,307     

3.00%, 06/25/2048

     6,258,887  
    4,057,000     

3.00%, 08/01/2048(15)

     3,910,251  
    6,400,000     

3.07%, 09/01/2029

     6,072,374  
    2,940,000     

3.09%, 02/25/2030(4)

     2,784,374  
    4,400,000     

3.13%, 01/01/2030

     4,200,712  
    1,439,000     

3.18%, 01/01/2030

     1,379,518  
    4,900,000     

3.18%, 12/01/2029

     4,693,154  
    4,500,000     

3.19%, 09/01/2029

     4,320,261  
    3,800,000     

3.22%, 01/01/2030

     3,646,071  
    254,356     

3.24%, 12/01/2026

     250,902  
    95,000     

3.29%, 06/01/2029

     92,283  
    656,626     

3.30%, 12/01/2026

     650,493  
    6,500,000     

3.37%, 04/01/2028

     6,406,364  
    548,563     

3.41%, 11/01/2024

     549,403  
    2,075,046     

3.50%, 05/25/2027(6)(22)

     210,925  
    1,225,471     

3.50%, 10/25/2027(6)(22)

     118,103  
    1,141,291     

3.50%, 05/25/2030(6)(22)

     136,427  
    436,499     

3.50%, 08/25/2030(6)(22)

     50,059  
    1,018,472     

3.50%, 02/25/2031(6)(22)

     91,439  
    4,180,000     

3.50%, 08/01/2033(15)

     4,216,901  
    815,779     

3.50%, 09/25/2035(6)(22)

     127,878  
    1,648,948     

3.50%, 10/01/2044

     1,642,204  
    1,809,732     

3.50%, 02/01/2045

     1,798,406  
    3,586,966     

3.50%, 09/01/2046

     3,564,526  
    1,597,578     

3.50%, 10/01/2046

     1,587,580  
    740,113     

3.50%, 10/25/2046(6)(22)

     172,209  
    1,232,522     

3.50%, 11/01/2046

     1,225,572  
    1,560,450     

3.50%, 09/01/2047

     1,547,493  
    5,845,648     

3.50%, 11/25/2047

     5,842,975  
    1,096,023     

3.50%, 12/01/2047

     1,087,211  
    6,276,903     

3.50%, 01/01/2048

     6,222,965  
    1,253,403     

3.50%, 02/01/2048

     1,244,669  
    3,794,489     

3.50%, 04/25/2048

     3,800,705  
    136,503,000     

3.50%, 08/01/2048(15)

     135,247,691  
    152,100,000     

3.50%, 09/01/2048(15)

     150,557,758  
    1,900,000     

3.66%, 07/01/2030

     1,897,921  
    301,303     

3.89%, 05/01/2030

     307,498  
    131,618     

3.96%, 05/01/2034

     134,662  
    721,596     

4.00%, 06/01/2025

     741,299  
    2,870,410     

4.00%, 05/25/2027(6)

     259,420  
    2,136,626     

4.00%, 01/25/2038(6)(22)

     412,445  
    3,172,683     

4.00%, 10/01/2040

     3,246,449  
    1,406,609     

4.00%, 11/01/2040

     1,439,233  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$

    1,020,992     

4.00%, 12/01/2040

   $ 1,044,719  
    495,292     

4.00%, 02/01/2041

     507,103  
    1,148,868     

4.00%, 03/01/2041

     1,175,525  
    523,232     

4.00%, 03/25/2042(6)(22)

     82,819  
    3,273,533     

4.00%, 05/25/2042(6)(22)

     444,137  
    438,833     

4.00%, 08/01/2042

     449,047  
    1,029,495     

4.00%, 09/01/2042

     1,053,456  
    297,221     

4.00%, 11/25/2042(6)(22)

     46,080  
    240,337     

4.00%, 03/01/2045

     244,539  
    1,220,460     

4.00%, 07/01/2045

     1,249,094  
    570,849     

4.00%, 05/01/2046

     580,250  
    1,257,706     

4.00%, 06/01/2046

     1,278,418  
    1,369,327     

4.00%, 04/01/2047

     1,399,711  
    38,190,000     

4.00%, 08/01/2048(15)

             38,792,684  
    394,521     

4.50%, 08/01/2024

     407,893  
    30,799     

4.50%, 04/01/2025

     31,834  
    567,412     

4.50%, 07/25/2027(6)(22)

     59,463  
    900,002     

4.50%, 09/01/2035

     938,091  
    233,476     

4.50%, 08/01/2040

     244,607  
    2,689,063     

4.50%, 10/01/2040

     2,818,063  
    1,165,572     

4.50%, 10/01/2041

     1,221,451  
    1,071,099     

4.50%, 09/01/2043

     1,122,436  
    12,500,000     

4.50%, 08/01/2048(15)

     12,965,820  
    14,247     

5.00%, 12/01/2019

     14,502  
    149,180     

5.00%, 01/01/2022

     151,978  
    283,321     

5.00%, 04/25/2038

     294,772  
    3,447,223     

5.00%, 06/01/2047

     3,642,804  
    6,200,000     

5.00%, 08/01/2048(15)

     6,548,992  
    309,202     

5.46%, 05/25/2042(4)(6)

     31,707  
    17     

5.50%, 11/01/2018

     17  
    17,929     

5.50%, 08/01/2019

     18,011  
    16,140     

5.50%, 09/01/2019

     16,211  
    19,898     

5.50%, 10/01/2019

     20,000  
    4,463     

5.50%, 05/01/2020

     4,508  
    324,760     

5.50%, 06/01/2022

     333,574  
    165,086     

5.50%, 06/01/2033

     179,227  
    623,904     

5.50%, 07/01/2033

     674,061  
    45,371     

5.50%, 08/01/2033

     48,884  
    2,323,953     

5.50%, 11/01/2035

     2,513,267  
    565,153     

5.50%, 04/01/2036

     610,630  
    486,880     

5.50%, 04/25/2037

     524,206  
    918,979     

5.50%, 11/01/2037

     990,273  
    1,218,614     

5.50%, 06/25/2042(6)(22)

     271,557  
    1,934,187     

5.50%, 09/25/2044(6)(22)

     443,075  
    1,294,943     

5.50%, 07/25/2045(6)(22)

     283,277  
    10,354     

6.00%, 11/01/2031

     11,231  
    161,437     

6.00%, 12/01/2032

     176,638  
    222,654     

6.00%, 03/01/2033

     243,454  
    527,807     

6.00%, 02/01/2037

     575,995  
    345,852     

6.00%, 12/01/2037

     377,148  
    176,173     

6.00%, 03/01/2038

     192,772  
    155,357     

6.00%, 10/01/2038

     168,804  
    2,982,963     

6.00%, 01/25/2042(6)(22)

     574,873  
    1,763,366     

6.00%, 09/25/2047(6)(22)

     412,672  
    2,282     

7.50%, 12/01/2029

     2,366  
    12,984     

7.50%, 03/01/2030

     14,829  
    23,470     

7.50%, 09/01/2031

     24,578  
       

 

 

 
          505,763,911  
       

 

 

 
     GNMA - 11.7%

 

    466,420     

1.75%, 09/20/2043

     439,356  
    1,365,000     

2.00%, 10/20/2042

     1,017,877  
    1,838,781     

2.50%, 12/16/2039

     1,783,790  
    950,317     

3.00%, 09/20/2028(6)

     82,597  
    196,611     

3.00%, 11/15/2042

     192,574  
    567,525     

3.00%, 02/16/2043(6)

     94,198  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$

    191,009     

3.00%, 06/15/2043

     $            187,742  
    172,634     

3.00%, 07/15/2043

     169,680  
    197,534     

3.00%, 10/15/2044

     192,968  
    255,558     

3.00%, 02/15/2045

     249,651  
    135,897     

3.00%, 03/15/2045

     132,756  
    686,458     

3.00%, 04/15/2045

     670,589  
    173,111     

3.00%, 06/15/2045

     169,109  
    6,453,258     

3.00%, 07/15/2045

     6,304,079  
    1,409,764     

3.00%, 09/20/2047

     1,198,959  
    53,048,452     

3.00%, 11/20/2047

             51,758,190  
    16,900,000     

3.00%, 08/01/2048(15)

     16,475,519  
    409,388     

3.50%, 02/16/2027(6)

     36,920  
    988,314     

3.50%, 03/20/2027(6)

     98,076  
    987,366     

3.50%, 07/20/2040(6)

     115,282  
    1,373,683     

3.50%, 02/20/2041(6)

     169,249  
    2,296,528     

3.50%, 04/20/2042(6)

     308,605  
    521,480     

3.50%, 05/15/2042

     522,986  
    3,459,579     

3.50%, 10/20/2042(6)

     617,117  
    1,368,057     

3.50%, 12/15/2042

     1,375,436  
    1,190,642     

3.50%, 03/15/2043

     1,197,055  
    1,143,409     

3.50%, 04/15/2043

     1,149,572  
    3,816,565     

3.50%, 05/15/2043

     3,833,604  
    441,741     

3.50%, 05/20/2043(6)(22)

     77,541  
    1,817,031     

3.50%, 07/20/2043(6)(22)

     276,860  
    2,391,000     

3.50%, 01/20/2046

     2,304,042  
    10,753,590     

3.50%, 08/20/2047

     10,765,982  
    57,562,000     

3.50%, 08/01/2048(15)

     57,586,734  
    300,991     

4.00%, 12/16/2026(6)

     30,942  
    3,925,484     

4.00%, 05/20/2029(6)

     399,803  
    2,607,875     

4.00%, 09/20/2040

     2,690,156  
    382,058     

4.00%, 10/20/2040

     394,208  
    695,907     

4.00%, 12/20/2040

     717,834  
    326,783     

4.00%, 05/16/2042(6)(22)

     44,693  
    649,480     

4.00%, 03/20/2043(6)

     143,420  
    227,568     

4.00%, 01/20/2044(6)(22)

     52,586  
    2,282,195     

4.00%, 03/20/2047(6)

     444,162  
    3,462,071     

4.00%, 07/20/2047(6)

     647,705  
    4,703,549     

4.00%, 10/20/2047

     4,812,868  
    5,768,615     

4.00%, 11/20/2047

     5,909,375  
    5,243,374     

4.00%, 03/20/2048

     5,377,131  
    280,000     

4.00%, 08/01/2048(15)

     286,256  
    38,499     

4.50%, 07/15/2033

     40,145  
    114,701     

4.50%, 05/15/2040

     121,226  
    552,338     

4.50%, 06/15/2041

     583,226  
    1,667,832     

4.50%, 06/20/2044

     1,759,156  
    1,407,387     

4.50%, 10/20/2044

     1,481,167  
    988,484     

4.50%, 04/20/2045(6)(22)

     235,658  
    1,344,921     

4.50%, 01/20/2046

     1,414,253  
    41,520,000     

4.50%, 08/01/2048(15)

     43,119,168  
    2,713,430     

5.00%, 02/16/2040(6)

     653,153  
    895,295     

5.00%, 06/15/2041

     952,690  
    1,236,200     

5.00%, 10/16/2041(6)(22)

     211,953  
    1,410,881     

5.00%, 03/15/2044

     1,500,609  
    1,997,205     

5.00%, 06/20/2046(6)

     426,839  
    666,059     

5.00%, 01/16/2047(6)

     165,455  
    22,415,000     

5.00%, 08/01/2048(15)

     23,473,914  
    510,684     

5.50%, 05/15/2033

     559,973  
    44,065     

5.50%, 06/15/2035

     47,800  
    46,637     

5.50%, 04/15/2038

     50,116  
    2,026,702     

5.50%, 03/20/2039(6)(22)

     461,254  
    1,898,832     

5.50%, 02/16/2047(6)

     427,188  
    1,143,820     

5.50%, 02/20/2047(6)

     251,016  
    1,000,000     

5.50%, 08/01/2048(15)

     1,070,195  
    71,798     

6.00%, 02/15/2029

     77,876  
    125,624     

6.00%, 11/15/2032

     137,758  
    135,071     

6.00%, 02/15/2033

     146,506  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$

    41,770     

6.00%, 07/15/2033

   $ 45,513  
    63,061     

6.00%, 10/15/2034

     68,399  
    431,629     

6.00%, 03/15/2036

     474,138  
    4,956     

6.00%, 05/15/2036

     5,401  
    138,839     

6.00%, 10/15/2036

     151,875  
    58,990     

6.00%, 01/15/2037

     64,099  
    135,642     

6.00%, 02/15/2037

     148,288  
    240,452     

6.00%, 06/15/2037

     262,917  
    83,568     

6.00%, 11/15/2037

     90,716  
    67,728     

6.00%, 06/15/2038

     74,022  
    142,165     

6.00%, 08/15/2038

     154,203  
    240,213     

6.00%, 10/15/2038

     260,549  
    215,455     

6.00%, 11/15/2038

     234,663  
    118,233     

6.00%, 12/15/2038

     128,422  
    95,145     

6.00%, 01/15/2039

     103,200  
    2,787     

6.00%, 03/15/2039

     3,023  
    362,393     

6.00%, 04/15/2039

     393,072  
    384,870     

6.00%, 08/15/2039

     417,453  
    20,607     

6.00%, 09/15/2039

     22,351  
    57,453     

6.00%, 11/15/2039

     62,316  
    29,234     

6.00%, 06/15/2040

     31,709  
    2,414,877     

6.00%, 09/20/2040(6)

     575,111  
    168,484     

6.00%, 12/15/2040

     182,757  
    547,867     

6.00%, 06/15/2041

     594,249  
    1,778,425     

6.00%, 02/20/2046(6)

     410,898  
    14,618     

6.50%, 09/15/2028

     16,047  
    2,443     

6.50%, 10/15/2028

     2,681  
    4,895     

6.50%, 12/15/2028

     5,373  
    49,215     

6.50%, 05/15/2029

     54,667  
    84,612     

6.50%, 08/15/2031

     92,878  
    4,165     

6.50%, 09/15/2031

     4,571  
    55,668     

6.50%, 10/15/2031

     61,106  
    154,620     

6.50%, 11/15/2031

     169,723  
    32,038     

6.50%, 01/15/2032

     35,168  
    26,089     

6.50%, 03/15/2032

     28,637  
    7,050     

6.50%, 04/15/2032

     7,738  
    13,298     

6.50%, 07/15/2032

     14,597  
       

 

 

 
                  268,326,658  
       

 

 

 
          1,143,473,560  
       

 

 

 
    

Total U.S. Government Agencies
(cost $1,154,595,844)

   $ 1,143,473,560  
       

 

 

 

U.S. Government Securities - 8.6%

 

     U.S. Treasury Securities - 8.6%   
     U.S. Treasury Bonds - 4.7%   

$

    16,530,000     

2.50%, 02/15/2045

   $ 14,785,310  
    7,800,000     

2.50%, 02/15/2046

     6,953,883  
    6,525,000     

2.88%, 08/15/2045(16)

     6,274,450  
    23,034,000     

2.88%, 11/15/2046(16)(17)

     22,117,139  
    3,440,000     

3.00%, 11/15/2044

     3,388,803  
    9,045,000     

3.00%, 05/15/2045(16)(18)

     8,909,325  
    8,485,000     

3.00%, 11/15/2045

     8,356,068  
    31,854,000     

3.13%, 08/15/2044(16)

     32,096,638  
    530,000     

3.38%, 05/15/2044

     557,618  
    3,560,000     

3.63%, 02/15/2044

     3,900,981  
       

 

 

 
          107,340,215  
       

 

 

 
     U.S. Treasury Notes - 3.9%

 

    5,314,598     

0.25%, 01/15/2025(19)

     5,121,862  
    62,431,129     

0.38%, 07/15/2027(19)

     60,018,438  
    13,074,698     

0.63%, 01/15/2026(19)

     12,870,663  


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$     12,289,529     

0.75%, 07/15/2028(19)

   $ 12,185,653  
       

 

 

 
          90,196,616  
       

 

 

 
          197,536,831  
       

 

 

 
    

Total U.S. Government Securities
(cost $204,427,403)

   $ 197,536,831  
       

 

 

 

Common Stocks - 0.0%

 

     Energy - 0.0%   
    38,914     

Ascent Resources - Marcellus LLC Class A*(20)(21)(22)

   $ 122,579  
    8,492     

Templar Energy LLC Class A*(22)

     7,643  
       

 

 

 
          130,222  
       

 

 

 
     Utilities - 0.0%   
    350,000     

TCEH Corp.*(20)(21)(22)

      
       

 

 

 
    

Total Common Stocks
(cost $195,288)

   $ 130,222  
       

 

 

 

Preferred Stocks - 0.0%

 

     Banks - 0.0%   
    469     

U.S. Bancorp Class A
3 mo. USD LIBOR + 1.020%, 3.50%(2)(8)(22)

   $ 428,903  
       

 

 

 
    

Total Preferred Stocks
(cost $332,990)

   $ 428,903  
       

 

 

 

Warrants - 0.0%

 

     Energy - 0.0%   
    10,075     

Ascent Resources - Marcellus LLC Expires 03/30/2023*(20)(21)(22)

   $ 806  
       

 

 

 
    

Total Warrants
(cost $806)

   $ 806  
       

 

 

 
    

Total Long-Term Investments
(cost $2,973,129,807)

   $ 2,935,262,443  
       

 

 

 

Short-Term Investments - 4.3%

 

     Certificates of Deposit - 0.0%   
    250,000     

Bank of Montreal
3 mo. USD LIBOR + 0.260%, 2.62%, 11/04/2019(2)

   $ 250,093  
       

 

 

 
     Commercial Paper - 0.2%   
    

Astrazeneca plc

  
    450,000     

2.41%, 08/27/2018(10)

     449,201  
    500,000     

2.49%, 10/17/2018(10)

     497,417  
    500,000     

2.55%, 11/13/2018(10)

     496,360  
    

Bell Canada, Inc.

  
    250,000     

0.01%, 08/01/2018(10)

     250,000  
    500,000     

2.68%, 10/18/2018(10)

     497,345  
CAD     600,000     

Enbridge Pipelines, Inc.
0.00%, 08/01/2018(10)

     461,237  
$     250,000     

Korea Development Bank
2.33%, 09/24/2018(10)

     249,126  
    250,000     

Province of Alberta
0.00%, 08/01/2018(10)

     250,000  
    450,000     

TransCanada PipeLines Ltd.
2.49%, 09/17/2018(10)

     448,531  
    340,000     

VW CR, Inc.
2.42%, 08/16/2018(10)

     339,640  
       

 

 

 
          3,938,857  
       

 

 

 
     Foreign Government Obligations - 0.9%   
    

Japan Treasury Discount Bill

  
JPY     268,050,000     

0.12%, 09/18/2018(10)

     2,397,642  
    299,900,000     

0.13%, 08/13/2018(10)

     2,682,223  
    362,150,000     

0.14%, 10/09/2018(10)

     3,239,622  
    469,400,000     

0.15%, 09/03/2018(10)

     4,198,438  
    812,350,000     

0.16%, 10/22/2018(10)

     7,267,385  
CAD     575,000     

Manitoba Treasury Bill
1.54%, 09/26/2018(10)

     441,029  
       

 

 

 
                  20,226,339  
       

 

 

 


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

     Other Investment Pools & Funds - 2.6%

 

    61,348,237      Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,1.82%(23)

 

  $ 61,348,237  
         

 

 

 
     Securities Lending Collateral - 0.6%     
    702,972      Citibank NA DDCA, 1.91%, 8/1/2018(23)

 

    702,972  
    7,227,122      Goldman Sachs Financial Sq, Government Institutional Fund, 1.82%(23)

 

    7,227,121  
    2,894,952      Invesco Government & Agency Portfolio, 1.81%(23)

 

    2,894,952  
    1,492,251      Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.82%(23)

 

    1,492,251  
    1,742,139      Western Asset Institutional Government Class A Fund, 1.76%(23)

 

    1,742,139  
         

 

 

 
                    14,059,435  
         

 

 

 
    

Total Short-Term Investments
(cost $100,061,808)

 

  $ 99,822,961  
         

 

 

 
    

Total Investments Excluding Purchased Options
(cost $3,073,191,615)

     131.8   $ 3,035,085,404  
    

Total Purchased Options
(cost $7,935,513)

     0.3   $ 7,022,376  
       

 

 

   

 

 

 
    

Total Investments
(cost $3,081,127,128)

     132.1   $ 3,042,107,780  
     Other Assets and Liabilities      (32.1 )%      (739,360,764
       

 

 

   

 

 

 
     Total Net Assets      100.0   $ 2,302,747,016  
       

 

 

   

 

 

 

 

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 July 31, 2018, the aggregate value of these securities was $770,671,179, which represented 33.5% of total net assets.

(2)

Variable rate securities; the rate reported is the coupon rate in effect at July 31, 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)

Represents entire or partial securities on loan. See Note 2 for securities lending information.

(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 July 31, 2018, the aggregate value of these securities was $40,180,806, which represented 1.7% of total net assets.

(8)

Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

(9)

Security is a zero-coupon bond.

(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 July 31, 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 July 31, 2018, the aggregate value of the unfunded commitment was $26,508, which rounds to zero percent of total net assets.


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

(14)

Securities disclosed are principal-only strips.

(15)

Represents or includes a TBA transaction.

(16)

This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

(17)

This security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts.

(18)

This security, or a portion of this security, has been pledged as collateral in connection with futures 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)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At July 31, 2018, the aggregate fair value of these securities was $123,385, 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.

(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 July 31, 2018, the aggregate value of these securities was $55,346,593, which represented 2.4% of total net assets.

(23)

Current yield as of period end.

 

        OTC Swaption Contracts Outstanding at July 31, 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 07/20/48(1)     CITI       2.91%       Pay       07/18/28       USD       3,250,000       3,250,000     $ 343,241       $379,925     $ (36,684
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 08/04/57(1)     JPM       2.45%       Pay       08/02/27       USD       2,400,000       2,400,000       239,207       280,800       (41,593
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 08/04/57(1)     BCLY       2.45%       Receive       08/02/27       USD       9,600,000       9,600,000       956,830       1,384,210       (427,380
             

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

 

        15,250,000     $ 1,539,278       $2,044,935     $ (505,657
             

 

 

   

 

 

   

 

 

   

 

 

 

Puts

                   
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 02/28/19(1)     BCLY       2.45%       Pay       08/02/27       USD       9,600,000       9,600,000     $ 2,035,185     $ 1,890,348     $ 144,837  
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 05/15/29(1)     BOA       3.25%       Receive       05/13/19       USD       19,468,000       19,468,000       246,959       305,891       (58,932
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 05/15/29(1)     BOA       3.25%       Receive       05/13/19       USD       60,680,000       60,680,000       769,750       976,948       (207,198
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 06/03/29(1)     DEUT       3.20%       Receive       05/30/19       USD       60,115,000       60,115,000       754,184       895,714       (141,530
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 06/03/29(1)     BOA       3.20%       Receive       05/30/19       USD       61,710,000       61,710,000       774,194       959,590       (185,396
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 07/20/48(1)     CITI       2.91%       Receive       07/18/28       USD       3,250,000       3,250,000       394,031       379,925       14,106  
3 Month USD-LIBOR- BBA-Interest Rate Swap Expiring 08/04/57(1)     JPM       2.45%       Receive       08/02/27       USD       2,400,000       2,400,000       508,795       482,160       26,635  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

 

        217,223,000     $ 5,483,098       $5,890,576     $ (407,478
             

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased swaption contracts

 

        232,473,000     $ 7,022,376       $7,935,511     $ (913,135
             

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)

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 July 31, 2018, the aggregate value of these securities was $7,022,376, which represented 0.3% of total net assets.


 

  The Hartford Total Return Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

        Exchange-Traded Options Contracts Outstanding at July 31, 2018

 

                   Premiums    
                   Paid       Unrealized  
     Exercise Price/        Expiration        Number of        Notional        Market       (Received     Appreciation/  

Description

     FX Rate/ Rate        Date        Contracts        Amount        Value †       by Fund       (Depreciation

Written option contracts:

                  

Calls

                  

U.S. Treasury 10-Year Future Option

     120.00 USD        09/21/18        (3)    USD        (3,000)        $ (938)     $ (2,060)       $ 1,122  
           

 

 

    

 

 

   

 

 

   

 

 

 

Puts

                  

U.S. Treasury 10-Year Future Option

     120.00 USD        09/21/18        (3)    USD        (3,000)        $ (3,281)     $ (2,107)       $ (1,174)  
           

 

 

    

 

 

   

 

 

   

 

 

 

Total written option contracts

              (6,000)        $     (4,219)     $ (4,167)       $ (52)  
           

 

 

    

 

 

   

 

 

   

 

 

 

 

        Futures Contracts Outstanding at July 31, 2018
                          Value and  
     Number             Current      Unrealized  
     of             Notional      Appreciation/  
Description    Contracts      Expiration Date      Amount          (Depreciation)      

Long position contracts:

           

90-Day Euro Future

     464        03/18/2019      $       112,717,200      $ (108,201)  

Canadian Government 10-Year Bond Future

     134        09/19/2018        13,882,600        (123,887)  

U.S. Treasury 2-Year Note Future

     998        09/28/2018        210,952,250        (52,222)  

U.S. Treasury 5-Year Note Future

     2,838        09/28/2018        321,048,750        (575,338)  

U.S. Treasury Long Bond Future

     286        09/19/2018        40,889,063        169,883   
           

 

 

 

Total

            $ (689,765)  
           

 

 

 

Short position contracts:

           

90-Day Euro Future

     462        03/16/2020      $ 111,954,150      $ 147,305   

Long Gilt Future

     179        09/26/2018        28,823,221        12,056   

U.S. Treasury 10-Year Note Future

     112        09/19/2018        13,375,250        52,483   

U.S. Treasury 10-Year Ultra Future

     430        09/19/2018        54,657,031        180,515   

U.S. Treasury Ultra Bond Future

     8        09/19/2018        1,255,250        8,985   
           

 

 

 

Total

            $ 401,344   
           

 

 

 
           
           

 

 

 

Total futures contracts

            $ (288,421)  
           

 

 

 

 

TBA Sale Commitments Outstanding at July 31, 2018
                         Unrealized  
Description    Principal
Amount
     Maturity Date      Market Value †     Appreciation/
    (Depreciation)    
 

FNMA, 2.50%

   $         1,730,000        08/01/2033      $ (1,674,383   $ 5,880   

FNMA, 3.00%

     57,641,000        08/01/2033        (57,111,873     126,094   

FNMA, 3.00%

     15,400,000        08/01/2048        (14,842,952     36,696   

FNMA, 4.50%

     55,615,000        08/01/2048        (57,687,526     87,722   

FNMA, 5.00%

     3,415,000        08/01/2048        (3,607,227     2,535   

FNMA, 5.50%

     5,650,000        08/01/2048        (6,033,582     (8,387)  

GNMA II, 3.00%

     33,195,000        08/01/2048        (32,361,235     88,492   

GNMA II, 4.00%

     15,845,000        08/01/2048        (16,199,038     49,514   
        

 

 

   

 

 

 

Total (proceeds receivable $189,906,362)

 

   $ (189,517,816)     $ 388,546   
        

 

 

   

 

 

 

At July 31, 2018, the aggregate market value of TBA Sale Commitments represents (8.2)% of total net assets.

 

OTC Credit Default Swap Contracts Outstanding at July 31, 2018
                                      Periodic      Upfront      Upfront             Unrealized  
          Counter-      Notional      (Pay)/Receive      Expiration      Payment      Premiums      Premiums      Market      Appreciation/  
Reference Entity          party      Amount (a)      Fixed Rate      Date      Frequency      Paid      Received      Value †          (Depreciation)      

Credit default swaps on indices:

 

     

Buy protection:

 

     

ABX.HE.AAA.06

   CSI      USD        4,914        (0.18%)        07/25/45        Monthly      $ 74      $      $ 92      $ 18  

ABX.HE.AAA.07

   GSC      USD        163,978        (0.09%)        08/25/37        Monthly        34,381               7,786        (26,595


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

ABX.HE.AAA.07

    GSC       USD       718,223       (0.09%)       08/25/37       Monthly     $ 151,365     $     $ 34,103     $ (117,262

ABX.HE.AAA.07

    CSI       USD       1,557,789       (0.09%)       08/25/37       Monthly       379,919             76,399       (303,520

ABX.HE.PENAAA.06

    MSC       USD       278,195       (0.11%)       05/25/46       Monthly       30,073             17,729       (12,344

ABX.HE.PENAAA.06

    JPM       USD       919,302       (0.11%)       05/25/46       Monthly       99,142             58,585       (40,557

ABX.HE.PENAAA.06

    GSC       USD       756,118       (0.11%)       05/25/46       Monthly       186,931             48,187       (138,744

PrimeX.ARM.2 (20)

    MSC       USD       172,560       (4.58%)       12/25/37       Monthly             (359     (158     201  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

              $ 881,885     $ (359  ) $      242,723     $ (638,803
             

 

 

   

 

 

   

 

 

   

 

 

 

Sell protection:

                   

ABX.HE.AAA.06

    MSC       USD       4,466       0.18%       07/25/45       Monthly     $     $     $ (84 )     $ (84

ABX.HE.AAA.07

    MSC       USD       163,978       0.09%       08/25/37       Monthly       1,559             (7,786     (9,345

ABX.HE.AAA.07

    MSC       USD       718,222       0.09%       08/25/37       Monthly       6,790             (34,103     (40,893

ABX.HE.AAA.07

    MSC       USD       1,557,788       0.09%       08/25/37       Monthly       14,815             (73,967     (88,782

ABX.HE.PENAAA .06

    BCLY       USD       1,939,164       0.11%       05/25/46       Monthly             (50,669     (123,586     (72,917

CMBX.NA.BB.6

    CSI       USD       2,680,000       5.00%       05/11/63       Monthly             (547,692     (523,402     24,290  

CMBX.NA.BB.6

    CSI       USD       1,540,000       5.00%       05/11/63       Monthly             (303,746     (300,761     2,985  

CMBX.NA.BB.6

    CSI       USD       1,080,000       5.00%       05/11/63       Monthly             (207,125     (210,623     (3,498

CMBX.NA.BB.6

    CSI       USD       952,000       5.00%       05/11/63       Monthly             (170,172     (185,661     (15,489

CMBX.NA.BB.6

    GSC       USD       1,715,000       5.00%       05/11/63       Monthly             (307,411     (334,462     (27,051

CMBX.NA.BB.6

    CSI       USD       1,830,000       5.00%       05/11/63       Monthly             (327,116     (356,890     (29,774

CMBX.NA.BB.6

    CSI       USD       1,830,000       5.00%       05/11/63       Monthly             (327,116     (356,890     (29,774

CMBX.NA.BB.6

    CSI       USD       1,830,000       5.00%       05/11/63       Monthly             (327,116     (356,890     (29,774

CMBX.NA.BB.6

    CSI       USD       1,835,000       5.00%       05/11/63       Monthly             (328,009     (357,864     (29,855

CMBX.NA.BB.6

    GSC       USD       396,000       5.00%       05/11/63       Monthly             (44,662     (77,228     (32,566

CMBX.NA.BB.6

    CSI       USD       1,085,000       5.00%       05/11/63       Monthly             (156,588     (211,900     (55,312

CMBX.NA.BB.6

    GSC       USD       1,635,000       5.00%       05/11/63       Monthly             (173,772     (340,062     (166,290

CMBX.NA.BB.8

    MSC       USD       3,099,000       5.00%       10/17/57       Monthly             (839,818     (601,905     237,913  

CMBX.NA.BB.8

    GSC       USD       2,890,000       5.00%       10/17/57       Monthly             (701,204     (562,115     139,089  

CMBX.NA.BB.8

    MSC       USD       1,485,000       5.00%       10/17/57       Monthly             (413,757     (288,425     125,332  

CMBX.NA.BB.8

    GSC       USD       1,625,000       5.00%       10/17/57       Monthly             (438,351     (315,616     122,735  

CMBX.NA.BB.8

    MSC       USD       1,270,000       5.00%       10/17/57       Monthly             (353,336     (246,666     106,670  

CMBX.NA.BB.8

    GSC       USD       890,000       5.00%       10/17/57       Monthly             (254,812     (172,860     81,952  

CMBX.NA.BB.8

    CSI       USD       530,000       5.00%       10/17/57       Monthly             (143,619     (102,940     40,679  

CMBX.NA.BBB-.6

    MSC       USD       2,115,000       3.00%       05/11/63       Monthly             (343,155     (232,150     111,005  

CMBX.NA.BBB-.6

    MSC       USD       360,000       3.00%       05/11/63       Monthly             (30,816     (39,455     (8,639

CMBX.NA.BBB-.6

    MSC       USD       3,725,000       3.00%       05/11/63       Monthly             (549,132     (408,247     140,885  

CMBX.NA.BBB-.6

    DEUT       USD       2,225,000       3.00%       05/11/63       Monthly             (331,476     (243,852     87,624  

CMBX.NA.BBB-.6

    GSC       USD       1,175,000       3.00%       05/11/63       Monthly             (195,880     (128,988     66,892  

CMBX.NA.BBB-.6

    CSI       USD       1,900,000       3.00%       05/11/63       Monthly             (273,910     (208,234     65,676  

CMBX.NA.BBB-.6

    MSC       USD       1,060,000       3.00%       05/11/63       Monthly             (174,855     (116,349     58,506  

CMBX.NA.BBB-.6

    MSC       USD       935,000       3.00%       05/11/63       Monthly             (157,176     (102,642     54,534  

CMBX.NA.BBB-.6

    DEUT       USD       935,000       3.00%       05/11/63       Monthly             (156,951     (102,628     54,323  

CMBX.NA.BBB-.6

    MSC       USD       569,000       3.00%       05/11/63       Monthly             (95,698     (62,455     33,243  

CMBX.NA.BBB-.6

    CSI       USD       815,000       3.00%       05/11/63       Monthly             (113,338     (89,458     23,880  

CMBX.NA.BBB-.6

    GSC       USD       2,790,000       3.00%       05/11/63       Monthly             (308,775     (306,007     2,768  

PrimeX.ARM.2 (20)

    JPM       USD       172,560       4.58%       12/25/37       Monthly       6,749             159       (6,590
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

              $ 29,913     $ (9,147,253   $ (8,182,992   $ 934,348  
             

 

 

   

 

 

   

 

 

   

 

 

 
                   
             

 

 

   

 

 

   

 

 

   

 

 

 

Total traded indices

 

        $ 911,798     $ (9,147,612   $ (7,940,269   $ 295,545  
             

 

 

   

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

   

Sell protection:

 

   

Republic of

                   

Turkey

    JPM       USD       3,165,000       1.00%/—       06/20/23       Quarterly     $     $ (267,902   $ (289,939   $ (22,037

Republic of

                   

Turkey

    BCLY       USD       3,170,000       1.00%/—       06/20/23       Quarterly             (263,595     (290,397     (26,802

Republic of

                   

Turkey

    BOA       USD       5,640,000       1.00%/—       06/20/23       Quarterly             (481,823     (516,668     (34,845

United Mexican

                   

States

    MSC       USD       2,950,000       1.00%/—       06/20/23       Quarterly             (39,208     (14,508     24,700  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

              $           —     $ (1,052,528   $ (1,111,512   $ (58,984
             

 

 

   

 

 

   

 

 

   

 

 

 


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

 

  

 

 

    

 

 

   

 

 

   

 

 

 

Total single-name issues

   $ —          $ (1,052,528   $ (1,111,512   $ (58,984
  

 

 

    

 

 

   

 

 

   

 

 

 
         
  

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC contracts

   $ 911,798          $ (10,200,140   $ (9,051,781   $ 236,561  
  

 

 

    

 

 

   

 

 

   

 

 

 

 

(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 July 31, 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.IG.30.V1

     USD        33,270,000        (1.00%)        06/20/23        Quarterly      $ (573,187 )     $ (656,193   $ (83,006

ITRAXX.EUR.29.V1

     EUR        24,390,000        (1.00%)        06/20/23        Quarterly        (417,179     (571,358     (154,179

ITRAXX.XOV.29.V1

     EUR        14,390,000        (5.00%)        06/20/23        Quarterly        (1,479,640     (1,686,636     (206,996
                 

 

 

   

 

 

   

 

 

 

Total

                    $ (2,470,006)      $ (2,914,187)       $ (444,181
                 

 

 

   

 

 

   

 

 

 

Credit default swaps on indices:

                     

Sell protection:

                     

CDX.NA.HY.30.V1

     USD        24,927,000        (5.00%)        06/20/23        Quarterly      $ 1,574,870     $ 1,838,753     $ 263,883  
                 

 

 

   

 

 

   

 

 

 
                     
                 

 

 

   

 

 

   

 

 

 

Total

                    $ (895,136    $ (1,075,434     $ (180,298
                 

 

 

   

 

 

   

 

 

 

 

(a)

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

 

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

12 M Federal Funds Rate

  2.53% Fixed     USD     13,802,348       11/15/24     Annual   $     $     $ 1,001     $ 1,001  

12 M Federal Funds Rate

  1.63% Fixed     USD     10,705,000       11/14/26     Annual                 822,238       822,238  

12 M Federal Funds Rate

  2.50% Fixed     USD     15,900,000       03/01/28     Annual     50,579             181,801       131,222  

12M Federal Funds Rate

  1.00% Fixed     USD     6,875,000       09/29/26     Annual     170,184             867,764       697,580  

3 Mo. USD LIBOR

  2.00% Fixed     USD     12,225,000       03/21/23     Semi-Annual     62,665             427,434       364,769  

3 Mo. USD LIBOR

  3.00% Fixed     USD     37,590,000       04/30/25     Semi-Annual     133,632             9,351       (124,281

3 Mo. USD LIBOR

  2.28% Fixed     USD     1,663,000       07/14/27     Semi-Annual                 97,895       97,895  

3 Mo. USD LIBOR

  3.00% Fixed     USD     14,403,000       06/18/28     Semi-Annual                 (20,971     (20,971

3 Mo. USD LIBOR

  2.25% Fixed     USD     102,572,000       06/20/28     Semi-Annual     5,511,447             6,893,658       1,382,211  

3 Mo. USD LIBOR

  2.75% Fixed     USD     15,675,000       12/20/47     Semi-Annual           (344,756     920,293       1,265,049  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ 5,928,507     $ (344,756   $ 10,200,464     $ 4,616,713  
           

 

 

   

 

 

   

 

 

   

 

 

 

 

OTC Total Return Swap Contracts Outstanding at July 31, 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

  MSC     USD    23,040,000       (1.00 %)      12/20/18       Quarterly     $     20,360     $       $  (483,784)     $ (504,144
           

 

 

   

 

 

   

 

 

   

 

 

 


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Foreign Currency Contracts Outstanding at July 31, 2018
    Amount and Description
    of Currency to be
     Purchased
       Amount and Description
of Currency to be
Sold
       Counterparty        Settlement
Date
       Appreciation        Depreciation  
  61,420,000        EGP          3,221,610            USD          MSC          04/22/19        $        $ (50,318
  8,000        GBP          10,514            USD          CBK          08/31/18                    
  192,768        USD          250,000            CAD          BCLY          08/01/18          583           
  454,611        USD          600,000            CAD          HSBC          08/01/18                   (6,633
  441,845        USD          555,000            CAD          CBK          08/02/18          15,187           
  692,127        USD          900,000            CAD          JPM          09/06/18                   (184
  447,156        USD          560,000            CAD          NAB          09/18/18          16,308           
  230,775        USD          300,000            CAD          WEST          09/18/18                   (37
  442,323        USD          575,000            CAD          CBK          09/26/18                   (118
  453,898        USD          595,000            CAD          HSBC          10/02/18                   (3,978
  446,513        USD          585,000            CAD          HSBC          10/09/18                   (3,732
  2,023,388        USD          1,685,000            EUR          GSC          08/01/18          52,892           
  322,454        USD          275,000            EUR          JPM          08/06/18          744           
  2,574,360        USD          2,115,000            EUR          MSC          08/17/18          97,926           
  18,188,645        USD          15,514,000            EUR          SSG          08/31/18          4,221           
  466,470        USD          400,000            EUR          MSC          09/17/18                   (2,951
  986,162        USD          829,000            EUR          JPM          09/19/18          13,149           
  982,092        USD          830,000            EUR          UBS          09/19/18          7,906           
  723,825        USD          620,000            EUR          NOM          09/28/18                   (4,348
  2,462,359        USD          2,090,000            EUR          JPM          10/18/18          3,778           
  1,081,461        USD          915,000            EUR          JPM          10/31/18          4,049           
  409,380        USD          300,000            GBP          SCB          09/10/18          14,929           
  2,756,697        USD          299,900,000            JPY          JPM          08/13/18          72,210           
  4,329,104        USD          469,400,000            JPY          MSC          09/04/18          121,040           
  2,439,653        USD          268,050,000            JPY          CBK          09/18/18          34,398           
  3,291,046        USD          362,150,000            JPY          JPM          10/09/18          36,651           
  4,851,440        USD          541,100,000            JPY          MSC          10/22/18                   (15,729
  1,777,472        USD          196,400,000            JPY          CIBC          10/29/18          9,949           
  678,032        USD          74,850,000            JPY          CBK          10/29/18          4,412           
           Total                                                                     $             510,332          $            (88,028

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

    

Counterparty Abbreviations:

    
BCLY   

Barclays

  
BOA   

Banc of America Securities LLC

  
CBK   

Citibank NA

  
CIBC   

Canadian Imperial Bank of Commerce

  
CITI   

Citigroup Global Markets, Inc.

  
CSI   

Credit Suisse International

  
DEUT   

Deutsche Bank Securities, Inc.

  
GSC   

Goldman Sachs & Co.

  
HSBC   

HSBC Bank USA

  
JPM   

JP Morgan Chase & Co.

  
MSC   

Morgan Stanley

  
NAB   

National Australia Bank Limited

  
NOM   

Nomura International

  
SCB   

Standard Chartered Bank

  
SSG   

State Street Global Markets LLC

  
UBS   

UBS AG

  
WEST   

Westpac International

  

Currency Abbreviations:

  
ARS   

Argentine Peso

  
CAD   

Canadian Dollar

  
EGP   

Egyptian Pound

  
EUR   

Euro

  
GBP   

British Pound

  


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

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.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

CMT   

Constant Maturity Treasury Index

  
ICE   

Intercontinental Exchange, Inc.

  
ITRAXX.EUR   

Markit iTraxx - Europe

  
ITRAXX.XOV   

Markit iTraxx Index - Europe Crossover

  
MSCI   

Morgan Stanley Capital International

  
MTA   

Monthly Treasury Average Index

  
PrimeX.ARM   

Markit PrimeX Adjustable Rate Mortgage Backed Security

  

Markit iBoxx Indices - Euro, Sterling, Asian, US Dollar and European High-Yield

iBoxx   

Bond Markets

  

Other Abbreviations:

  
CDO   

Collateralized Debt Obligation

  
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.

  
FNMA   

Federal National Mortgage Association

  
GNMA   

Government National Mortgage Association

  
LIBOR   

London Interbank Offered Rate

  
MSCI   

Morgan Stanley Capital International

  
OTC   

Over-the-Counter

  
PAC   

Planned Amortization Class

  
TBA   

To Be Announced

  

Municipal Abbreviations:

  
GO   

General Obligation

  


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

           

Asset & Commercial Mortgage Backed Securities

   $ 747,134,996       $ —       $ 747,134,996       $ —   

Corporate Bonds

     729,453,088         —         729,453,088         —   

Foreign Government Obligations

     39,711,937         —         39,711,937         —   

Municipal Bonds

     18,712,813         —         18,712,813         —   

Senior Floating Rate Interests

     58,679,287         —         58,679,287         —   

U.S. Government Agencies

     1,143,473,560         —         1,143,473,560         —   

U.S. Government Securities

     197,536,831         —         197,536,831         —   

Common Stocks

           

Energy

     130,222         —         7,643         122,579   

Utilities

     —         —         —         —   

Preferred Stocks

     428,903         428,903         —         —   

Warrants

     806         —         —         806   

Short-Term Investments

     99,822,961         75,407,672         24,415,289         —   

Purchased Options

     7,022,376         —         7,022,376         —   

Foreign Currency Contracts(2)

     510,332         —         510,332         —   

Futures Contracts(2)

     571,227         571,227         —         —   

Swaps - Credit Default(2)

     1,869,783         —         1,869,582         201   

Swaps - Interest Rate(2)

     4,761,965         —         4,761,965         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $   3,049,821,087       $       76,407,802       $   2,973,289,699       $         123,586   
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $ (88,028)      $ —       $ (88,028)      $ —   

Futures Contracts(2)

     (859,648)        (859,648)               —   

Swaps - Credit Default(2)

     (1,813,520)        —         (1,806,930)        (6,590)  

Swaps - Interest Rate(2)

     (145,252)        —         (145,252)        —   

Swaps - Total Return(2)

     (504,144)        —         (504,144)        —   

TBA Sale Commitments

     (189,517,816)        —         (189,517,816)        —   

Written Options

     (4,219)        (4,219)        —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (192,932,627)      $ (863,867)      $ (192,062,170)      $ (6,590)  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

For the period ended July 31, 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 period ended July 31, 2018 is not presented.


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments

  July 31, 2018 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Common Stocks - 0.0%

  
  

United States - 0.0%

  
47,282   

Homer City Generation L.P.*(13)

   $           472,820  
     

 

 

 
  

Total Common Stocks
(cost $2,698,660)

   $ 472,820  
     

 

 

 

Asset & Commercial Mortgage Backed Securities - 6.3%

  
  

Bermuda - 0.0%

  
$          280,500   

Cal Funding Ltd.
3.47%, 10/25/2027(1)

   $ 277,426  
     

 

 

 
  

Cayman Islands - 1.8%

  
2,315,000   

Apex Credit CLO Ltd.
3 mo. USD LIBOR + 1.470%, 3.81%, 04/24/2029(1)(2)

     2,321,637  
  

Apidos CLO

  
1,886,209   

3 mo. USD LIBOR + 0.980%, 3.32%, 01/19/2025(1)(2)

     1,885,262  
3,380,000   

3 mo. USD LIBOR + 1.120%, 3.47%, 07/22/2026(1)(2)

     3,378,408  
3,030,000   

3 mo. USD LIBOR + 1.450%, 3.78%, 07/18/2027(1)(2)

     3,013,032  
  

Ares CLO Ltd.

  
2,630,683   

3 mo. USD LIBOR + 1.190%, 3.53%, 04/17/2026(1)(2)

     2,629,336  
2,675,000   

3 mo. USD LIBOR + 1.950%, 4.27%, 12/05/2025(1)(2)

     2,679,299  
2,625,000   

Atlas Senior Loan Fund Ltd.
3 mo. USD LIBOR + 1.300%, 3.64%, 01/16/2030(1)(2)

     2,617,290  
1,383,760   

Avery Point CLO Ltd.
3 mo. USD LIBOR + 1.100%, 3.44%, 04/25/2026(1)(2)

     1,383,724  
1,330,000   

Bain Capital Credit CLO
3 mo. USD LIBOR + 1.800%, 4.14%, 07/25/2030(1)(2)

     1,337,117  
3,000,000   

BlueMountain CLO Ltd.
3 mo. USD LIBOR + 1.140%, 3.48%, 10/15/2026(1)(2)

     2,998,464  
  

CIFC Funding Ltd.

  
763,982   

3 mo. USD LIBOR + 0.850%, 3.19%, 07/16/2030(1)(2)

     763,944  
3,750,000   

3 mo. USD LIBOR + 1.480%, 3.83%, 10/21/2028(1)(2)

     3,757,121  
1,015,000   

Covenant Credit Partners CLO Ltd.
3 mo. USD LIBOR + 1.850%, 4.19%, 10/15/2029(1)(2)

     1,018,164  
250,000   

Galaxy CLO Ltd.
3 mo. USD LIBOR + 1.220%, 3.56%, 07/24/2030(1)(2)

     250,018  
928,571   

ICG US CLO Ltd.
3 mo. USD LIBOR + 0.800%, 3.15%, 10/23/2029(1)(2)

     928,525  
3,000,000   

KKR CLO Ltd.
3 mo. USD LIBOR + 1.050%, 3.39%, 07/15/2027(1)(2)

     3,000,744  
1,040,000   

LCM L.P.
3 mo. USD LIBOR + 1.400%, 3.75%, 04/20/2028(1)(2)

     1,036,313  
3,010,000   

LCM Ltd.
3 mo. USD LIBOR + 1.210%, 3.56%, 07/20/2030(1)(2)

     3,014,530  
  

Madison Park Funding Ltd.

  
3,000,000   

3 mo. USD LIBOR + 1.120%, 3.47%, 07/20/2026(1)(2)

     3,000,591  
3,760,000   

3 mo. USD LIBOR + 1.260%, 3.61%, 07/20/2026(1)(2)

     3,760,038  
1,750,000   

3 mo. USD LIBOR + 1.900%, 4.25%, 04/20/2026(1)(2)

     1,753,353  
2,935,000   

Northwoods Capital Ltd.
3 mo. USD LIBOR + 1.300%, 3.63%, 06/20/2029(1)(2)

     2,946,062  
2,995,000   

Octagon Investment Partners Ltd.
3 mo. USD LIBOR + 1.130%, 3.49%, 08/12/2026(1)(2)

     2,993,715  
2,960,000   

Octagon Loan Funding Ltd.
3 mo. USD LIBOR + 1.140%, 3.47%, 11/18/2026(1)(2)

     2,958,781  
712,500   

OZLM Funding Ltd.
3 mo. USD LIBOR + 0.900%, 3.25%, 07/22/2029(1)(2)

     712,464  
3,000,000   

Seneca Park CLO Ltd.
3 mo. USD LIBOR + 1.120%, 3.46%, 07/17/2026(1)(2)

     2,998,464  
  

Sound Point CLO Ltd.

  
3,000,000   

3 mo. USD LIBOR + 1.140%, 3.49%, 10/20/2026(1)(2)

     3,002,049  
2,850,000   

3 mo. USD LIBOR + 1.660%, 4.01%, 10/20/2028(1)(2)

     2,852,314  
1,020,000   

Thunderbolt Aircraft Lease
4.15%, 07/15/2038(1)(3)(4)

     1,019,978  
2,620,000   

Vibrant CLO Ltd.
3 mo. USD LIBOR + 1.480%, 3.83%, 04/20/2026(1)(2)

     2,621,724  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$       2,867,000   

Voya CLO Ltd.
3 mo. USD LIBOR + 1.250%, 3.59%, 04/17/2030(1)(2)

   $        2,868,551  
2,000,000   

Z Capital Credit Partners CLO Ltd.
3 mo. USD LIBOR + 0.950%,, 3.29%, 07/16/2027(1)(2)

     1,999,388  
3,975,000   

Zais CLO Ltd.
3 mo. USD LIBOR + 1.530%, 3.87%, 10/15/2028(1)(2)

     3,977,202  
     

 

 

 
        77,477,602  
     

 

 

 
  

United Kingdom - 0.0%

  
GBP          425,000   

Canary Wharf Finance plc
5.95%, 10/22/2037(5)

     789,559  
     

 

 

 
  

United States - 4.5%

  
$          900,000   

280 Park Avenue Mortgage Trust
1 mo. USD LIBOR + 2.119%, 4.19%, 09/15/2034(1)(2)

     894,657  
1,261,674   

Ajax Mortgage Loan Trust
3.16%, 09/25/2056(1)(6)

     1,234,152  
975,000   

Ally Auto Receivables Trust
2.01%, 08/17/2020

     971,358  
  

Alternative Loan Trust

  
320,933   

1 mo. USD LIBOR + 0.320%, 2.38%, 11/25/2035(2)

     288,423  
363,394   

1 mo. USD LIBOR + 0.500%, 2.56%, 12/25/2035(2)

     270,273  
1,798,697   

12 mo. USD MTA + 1.350%, 3.00%, 08/25/2035(2)

     1,598,661  
655,559   

5.75%, 05/25/2036

     493,072  
312,339   

6.00%, 05/25/2036

     254,336  
113,456   

American Credit Acceptance Receivables Trust
1.84%, 07/13/2020(1)

     113,428  
1,825,000   

American Express Credit Account Master Trust
1.77%, 11/15/2022

     1,789,714  
1,966,571   

Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates
1 mo. USD LIBOR + 6.000%, 5.28%, 01/25/2034(2)(13)

     1,870,861  
  

Angel Oak Mortgage Trust LLC

  
939,203   

2.48%, 07/25/2047(1)(6)

     929,284  
475,703   

2.71%, 11/25/2047(1)(6)

     471,902  
186,475   

2.81%, 01/25/2047(1)(6)

     185,290  
821,482   

3.26%, 04/27/2048(1)(6)

     821,371  
1,539,931   

3.50%, 07/25/2046(1)(4)

     1,539,954  
228,975   

Banc of America Funding Trust
5.77%, 05/25/2037(6)

     226,274  
1,535,000   

BBCMS Mortgage Trust
3.67%, 02/15/2050

     1,513,063  
  

Bear Stearns Adjustable Rate Mortgage Trust

  
707,501   

3.94%, 06/25/2047(6)

     647,464  
711,029   

3.98%, 10/25/2035(6)

     712,025  
662,690   

3.99%, 07/25/2036(6)

     596,076  
  

Bear Stearns Alt-A Trust

  
403,629   

1 mo. USD LIBOR + 0.320%, 2.38%, 08/25/2036(2)

     421,429  
1,384,762   

1 mo. USD LIBOR + 0.500%, 2.56%, 01/25/2036(2)

     1,439,912  
384,941   

4.46%, 09/25/2035(6)

     364,227  
436,509   

Bear Stearns Mortgage Funding Trust
1 mo. USD LIBOR + 0.200%, 2.26%, 02/25/2037(2)

     444,805  
2,885,000   

CarMax Auto Owner Trust
2.25%, 09/15/2022

     2,821,145  
1,710,097   

Chase Mortgage Finance Trust
3.54%, 12/25/2035(6)

     1,637,858  
151,784   

ChaseFlex Trust
5.50%, 06/25/2035

     132,142  
1,032,233   

Chesapeake Funding LLC
1.99%, 05/15/2029(1)

     1,021,629  
  

CHL Mortgage Pass-Through Trust

  
883,435   

1 mo. USD LIBOR + 0.680%, 2.74%, 03/25/2035(2)

     814,874  
908,569   

3.34%, 11/20/2035(6)

     828,268  
489,785   

3.48%, 09/25/2047(6)

     458,467  
301,707   

3.61%, 03/20/2036(6)

     276,828  
247,449   

CIG Automobile Receivables Trust
2.71%, 05/15/2023(1)

     245,769  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$       2,505,000   

Citibank Credit Card Issuance Trust
1 mo. USD LIBOR + 0.620%, 2.70%, 04/22/2026(2)

   $        2,536,728  
365,000   

Citigroup Commercial Mortgage Trust
3.62%, 07/10/2047

     366,286  
  

COLT Mortgage Loan Trust

  
431,637   

2.75%, 09/25/2046(1)(6)

     430,037  
626,589   

2.93%, 02/25/2048(1)(6)

     623,689  
32,416,887   

Commercial Mortgage Pass-Through Certificates
0.73%, 02/10/2047(6)(7)

     762,594  
  

Commercial Mortgage Trust

  
1,590,000   

3.10%, 03/10/2046

     1,570,533  
465,000   

3.61%, 06/10/2046(6)

     468,064  
2,035,000   

3.69%, 08/10/2047

     2,042,414  
2,230,000   

3.80%, 08/10/2047

     2,256,316  
139,169   

Conn’s Receivables Funding LLC
2.73%, 07/15/2020(1)(13)

     139,136  
  

Connecticut Avenue Securities

  
1,150,000   

1 mo. USD LIBOR + 2.600%, 4.66%, 05/25/2024(2)

     1,222,549  
982,418   

1 mo. USD LIBOR + 2.900%, 4.96%, 07/25/2024(2)

     1,048,504  
1,091,282   

1 mo. USD LIBOR + 4.300%, 6.36%, 02/25/2025(2)

     1,204,379  
1,050,000   

1 mo. USD LIBOR + 4.400%, 6.46%, 01/25/2024(2)

     1,195,147  
952,637   

1 mo. USD LIBOR + 4.550%, 6.61%, 02/25/2025(2)

     1,033,843  
1,025,000   

1 mo. USD LIBOR + 5.250%, 7.31%, 10/25/2023(2)

     1,179,943  
  

Countrywide Alternative Loan Trust

  
532,862   

1 mo. USD LIBOR + 0.140%, 2.20%, 04/25/2047(2)

     504,234  
585,458   

1 mo. USD LIBOR + 0.800%, 2.86%, 12/25/2035(2)

     513,906  
20,924   

Credit Suisse First Boston Mortgage Securities Corp.
4.88%, 04/15/2037

     20,750  
  

CSAIL Commercial Mortgage Trust

  
52,200,089   

0.83%, 06/15/2057(6)(7)

     2,113,326  
14,716,754   

0.93%, 04/15/2050(6)(7)

     643,718  
2,685,022   

3.45%, 08/15/2048

     2,653,717  
  

CSMC Trust

  
1,103,045   

3.25%, 04/25/2047(1)(6)

     1,074,752  
1,838,826   

3.50%, 08/25/2043(1)(6)

     1,798,960  
865,697   

DBUBS Mortgage Trust
0.72%, 11/10/2046(1)(6)(7)

     10,335  
  

Deephaven Residential Mortgage Trust

  
656,168   

2.71%, 10/25/2047(1)(6)

     650,996  
837,802   

2.98%, 12/25/2057(1)(6)

     831,751  
337,023   

3.49%, 12/26/2046(1)(6)

     336,370  
  

Enterprise Fleet Financing LLC

  
1,322,698   

2.09%, 02/22/2021(1)

     1,318,950  
380,405   

2.13%, 07/20/2022(1)

     378,159  
  

Fannie Mae Connecticut Avenue Securities

  
2,820,000   

1 mo. USD LIBOR + 2.150%, 4.21%, 10/25/2030(2)

     2,824,302  
3,000,000   

1 mo. USD LIBOR + 2.200%, 4.26%, 08/25/2030(2)

     3,014,891  
1,280,000   

1 mo. USD LIBOR + 2.350%, 4.43%, 01/25/2031(2)(3)

     1,287,444  
1,041,121   

1 mo. USD LIBOR + 3.000%, 5.06%, 07/25/2024(2)

     1,114,638  
245,000   

1 mo. USD LIBOR + 3.550%, 5.61%, 07/25/2029(2)

     267,585  
900,419   

1 mo. USD LIBOR + 4.900%, 6.96%, 11/25/2024(2)

     1,030,036  
382,648   

1 mo. USD LIBOR + 5.000%, 7.06%, 07/25/2025(2)

     425,967  
924,455   

1 mo. USD LIBOR + 5.700%, 7.76%, 04/25/2028(2)

     1,076,044  
2,520,000   

1 mo. USD LIBOR + 6.750%, 8.81%, 08/25/2028(2)

     3,046,705  
2,525,000   

1 mo. USD LIBOR + 6.950%, 9.01%, 08/25/2028(2)

     3,001,246  
411,986   

Finance of America Structured Securities Trust
2.32%, 11/25/2027(1)(6)

     411,355  
52,848   

First Investors Auto Owner Trust
1.53%, 11/16/2020(1)

     52,769  
679,863   

Five Guys Holdings, Inc.
4.60%, 07/25/2047(1)(13)

     679,514  
542,055   

Flagship Credit Auto Trust
1.85%, 07/15/2021(1)

     538,682  
2,750,000   

Ford Credit Auto Owner Trust
2.26%, 11/15/2025(1)

     2,738,726  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$       1,566,665   

Foursight Capital Automobile Receivables Trust
2.37%, 04/15/2022(1)(13)

   $        1,557,235  
  

FREMF Mortgage Trust

  
1,195,000   

3.39%, 07/25/2022(1)(6)

     1,166,349  
2,875,000   

3.57%, 11/25/2047(1)(6)

     2,826,461  
1,190,000   

3.72%, 10/25/2048(1)(6)

     1,159,212  
3,100,000   

3.88%, 02/25/2050(1)(6)

     3,015,450  
3,090,000   

3.97%, 07/25/2049(1)(6)

     3,010,269  
1,675,000   

4.03%, 07/25/2027(1)(6)

     1,585,197  
  

GLS Auto Receivables Trust

  
633,648   

2.67%, 04/15/2021(1)

     632,004  
172,762   

2.73%, 10/15/2020(1)(13)

     172,745  
465,000   

GM Financial Consumer Automobile
2.30%, 06/16/2023(1)

     455,658  
800,000   

GreatAmerica Leasing Receivables Funding LLC
2.06%, 06/22/2020(1)

     795,258  
  

GSAA Home Equity Trust

  
1,304,803   

1 mo. USD LIBOR + 0.080%, 2.14%, 02/25/2037(2)(13)

     685,102  
1,619,427   

1 mo. USD LIBOR + 0.120%, 2.18%, 05/25/2047(2)(13)

     1,285,928  
1,024,446   

1 mo. USD LIBOR + 0.180%, 2.24%, 11/25/2036(2)(13)

     505,378  
1,555,260   

1 mo. USD LIBOR + 0.240%, 2.30%, 11/25/2036(2)(13)

     920,576  
166,520   

GSR Mortgage Loan Trust
3.75%, 05/25/2037(6)

     142,399  
  

HarborView Mortgage Loan Trust

  
2,037,733   

1 mo. USD LIBOR + 0.240%, 2.32%, 12/19/2036(2)

     1,886,983  
333,543   

1 mo. USD LIBOR + 1.000%, 3.06%, 10/25/2037(2)

     328,645  
195,495   

Honor Automobile Trust Securitization
2.94%, 11/15/2019(1)

     195,493  
1,065,000   

Huntington Auto Trust
1.95%, 06/15/2021

     1,063,674  
  

JP Morgan Mortgage Trust

  
718,653   

3.00%, 09/25/2044(1)(6)

     712,282  
592,495   

3.52%, 11/25/2035(6)

     578,363  
1,180,811   

3.92%, 08/25/2036(6)

     1,130,989  
161,940   

6.00%, 01/25/2037

     130,034  
66,961,197   

JPMBB Commercial Mortgage Securities Trust
0.79%, 09/15/2047(6)(7)

     1,751,973  
1,708,952   

Legacy Mortgage Asset Trust
4.00%, 03/25/2058(1)(4)

     1,706,098  
  

Lendmark Funding Trust

  
569,000   

2.80%, 05/20/2026(1)(13)

     562,881  
1,135,000   

2.83%, 12/22/2025(1)(13)

     1,128,650  
2,060,000   

3.26%, 04/21/2025(1)(13)

     2,060,015  
1,597,294   

Long Beach Mortgage Loan Trust
1 mo. USD LIBOR + 0.620%, 2.68%, 08/25/2033(2)

     1,594,837  
1,575,000   

Mariner Finance Issuance Trust
2.92%, 12/20/2029(1)

     1,550,470  
  

Marlette Funding Trust

  
385,769   

2.36%, 12/15/2024(1)(13)

     383,610  
955,213   

2.61%, 03/15/2028(1)(13)

     952,523  
590,000   

Mill City Mortgage Loan Trust
2.50%, 04/25/2057(1)(6)

     576,177  
1,380,000   

MMAF Equipment Finance LLC
2.41%, 08/16/2024(1)

     1,346,636  
  

Morgan Stanley Bank of America Merrill Lynch Trust

  
12,778,054   

1.08%, 10/15/2048(6)(7)

     731,662  
2,860,000   

3.73%, 05/15/2048

     2,872,400  
100,000   

Morgan Stanley Capital Trust
5.43%, 09/15/2047(1)(6)

     103,900  
421,410   

Morgan Stanley Mortgage Loan Trust
3.16%, 06/25/2037(6)

     290,326  
254,941   

Nationstar HECM Loan Trust
1.97%, 05/25/2027(1)

     254,303  
  

Natixis Commercial Mortgage Securities Trust

  
1,780,000   

1 mo. USD LIBOR + 1.954%, 4.03%, 07/15/2033(1)(2)(3)

     1,780,178  
800,000   

4.32%, 01/15/2043(1)(6)

     753,220  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$       2,637,500   

4.93%, 06/17/2028(1)(6)

   $        2,622,814  
1,445,000   

New Residential Mortgage LLC
4.09%, 07/25/2054(1)

     1,445,084  
  

New Residential Mortgage Loan Trust

  
493,158   

3.25%, 09/25/2056(1)(6)

     485,625  
1,688,003   

3.75%, 11/26/2035(1)(6)

     1,687,924  
921,368   

3.75%, 05/28/2052(1)(6)

     920,735  
1,748,144   

4.00%, 02/25/2057(1)(6)

     1,759,111  
2,018,738   

4.00%, 03/25/2057(1)(6)

     2,031,395  
1,643,691   

4.00%, 04/25/2057(1)(6)

     1,652,830  
1,926,094   

4.00%, 05/25/2057(1)(6)

     1,938,402  
719,648   

4.00%, 12/25/2057(1)(6)

     723,316  
4,690,000   

NRZ Advance Receivables Trust
2.58%, 10/15/2049(1)

     4,652,419  
  

NRZ Excess Spread-Collateralized Notes

  
847,421   

3.19%, 01/25/2023(1)

     840,550  
373,842   

3.27%, 02/25/2023(1)

     371,748  
2,645,000   

OneMain Direct Auto Receivables Trust
3.85%, 10/14/2025(1)

     2,644,141  
  

OneMain Financial Issuance Trust

  
845,000   

3.66%, 02/20/2029(1)

     849,541  
615,000   

4.57%, 02/20/2029(1)

     621,875  
1,695,000   

Planet Fitness Master Issuer LLC
4.26%, 09/05/2048(1)(3)

     1,694,830  
422,431   

Pretium Mortgage Credit Partners LLC
3.38%, 01/27/2033(1)(4)

     418,531  
377,079   

Prosper Marketplace Issuance Trust
2.36%, 11/15/2023(1)

     375,587  
  

Residential Funding Mortgage Securities, Inc.

  
110,777   

5.75%, 01/25/2036

     90,566  
120,038   

6.00%, 04/25/2037

     112,754  
153,596   

6.00%, 07/25/2037

     145,523  
1,935,000   

SFAVE Commercial Mortgage Securities Trust
3.87%, 01/05/2043(1)(6)

     1,808,947  
1,313,677   

Skopos Auto Receivables Trust
3.19%, 09/15/2021(1)(13)

     1,312,660  
  

SoFi Consumer Loan Program LLC

  
377,754   

2.20%, 11/25/2026(1)

     375,459  
500,871   

2.50%, 05/26/2026(1)

     493,665  
1,039,993   

2.55%, 02/25/2027(1)

     1,035,420  
360,187   

2.77%, 05/25/2026(1)

     357,066  
566,318   

3.05%, 12/26/2025(1)(13)

     564,048  
444,394   

3.28%, 01/26/2026(1)(13)

     443,585  
  

Springleaf Funding Trust

  
1,945,316   

3.16%, 11/15/2024(1)

     1,944,288  
3,215,000   

3.48%, 05/15/2028(1)

     3,214,954  
753,000   

SPS Servicer Advance Receivables Trust
3.59%, 11/15/2049(1)

     743,988  
1,263,797   

Structured Adjustable Rate Mortgage Loan Trust
4.04%, 06/25/2035(6)

     1,156,496  
483,903   

Structured Asset Mortgage Investments Trust
1 mo. USD LIBOR + 0.230%, 2.29%, 02/25/2036(2)

     436,702  
944,567   

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

     910,662  
593,542   

TAL Advantage V LLC
2.83%, 02/22/2038(1)

     579,127  
  

Towd Point Mortgage Trust

  
1,072,511   

2.25%, 04/25/2056(1)(6)

     1,046,333  
919,447   

2.25%, 07/25/2056(1)(6)

     892,574  
2,135,516   

2.75%, 04/25/2055(1)(6)

     2,096,661  
653,938   

2.75%, 05/25/2055(1)(6)

     644,050  
695,130   

2.75%, 08/25/2055(1)(6)

     678,729  
1,543,229   

2.75%, 10/25/2056(1)(6)

     1,511,921  
377,083   

2.75%, 04/25/2057(1)(6)

     369,643  
952,072   

3.00%, 03/25/2054(1)(6)

     944,078  
540,696   

3.00%, 01/25/2058(1)(6)

     530,553  


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  

United Auto Credit Securitization Trust

 

        $           994,227   

2.40%, 11/12/2019(1)

   $ 993,287  
1,985,000   

2.76%, 10/13/2020(1)

     1,977,471  
1,560,000   

US Mortgage Trust
4.49%, 05/12/2038(1)(6)

     1,498,714  
425,662   

Verus Securitization Trust
2.93%, 02/25/2048(1)(6)

     420,429  
1,571,474   

WaMu Mortgage Pass-Through Certificates Trust
1 mo. USD LIBOR + 0.420%, 2.48%, 07/25/2044(2)

     1,577,155  
569,774   

Wells Fargo Mortgage Backed Securities Trust
3.74%, 12/28/2037(6)

     553,822  
  

Westlake Automobile Receivables Trust

  
4,070,000   

2.46%, 01/18/2022(1)

     4,053,812  
1,685,000   

3.28%, 12/15/2022(1)

     1,672,919  
1,830,000   

4.40%, 05/17/2021(1)

     1,835,516  
  

WF-RBS Commercial Mortgage Trust

  
14,736,972   

1.29%, 03/15/2047(6)(7)

     633,560  
915,000   

3.07%, 03/15/2045

     900,622  
875,000   

3.72%, 05/15/2047

     882,310  
395,160   

4.10%, 03/15/2047

     405,959  
200,585   

Wheels SPV LLC
1.59%, 05/20/2025(1)

     199,801  
     

 

 

 
     196,892,811  
     

 

 

 
  

Total Asset & Commercial Mortgage Backed Securities
(cost $275,672,287)

   $     275,437,398  
     

 

 

 

Corporate Bonds - 11.1%

  
   Bermuda - 0.0%

 

  

Weatherford International Ltd.

  
285,000   

5.95%, 04/15/2042

   $ 211,612  
765,000   

6.50%, 08/01/2036

     600,525  
280,000   

7.00%, 03/15/2038(13)

     226,100  
     

 

 

 
     1,038,237  
     

 

 

 
   Canada - 0.5%

 

2,600,000   

1011778 BC ULC / New Red Finance, Inc.
5.00%, 10/15/2025(1)

     2,492,750  
  

Bausch Health Cos., Inc.

  
3,390,000   

5.88%, 05/15/2023(1)

     3,256,095  
3,570,000   

6.13%, 04/15/2025(1)

     3,346,875  
250,000   

7.00%, 03/15/2024(1)

     265,063  
  

First Quantum Minerals Ltd.

  
1,840,000   

7.00%, 02/15/2021(1)

     1,858,400  
520,000   

7.25%, 04/01/2023(1)

     521,950  
1,860,000   

Garda World Security Corp.
8.75%, 05/15/2025(1)

     1,869,300  
2,790,000   

goeasy Ltd.
7.88%, 11/01/2022(1)

     2,929,807  
  

MEG Energy Corp.

  
1,130,000   

6.38%, 01/30/2023(1)

     1,019,825  
1,160,000   

6.50%, 01/15/2025(1)

     1,141,150  
1,170,000   

New Gold, Inc.
6.38%, 05/15/2025(1)

     1,064,700  
2,890,000   

Tervita Escrow Corp.
7.63%, 12/01/2021(1)

     2,984,936  
     

 

 

 
     22,750,851  
     

 

 

 
   Cayman Islands - 0.1%

 

4,900,000   

CSN Islands XI Corp.
6.88%, 09/21/2019(5)

     4,893,924  
1,410,000   

Shimao Property Holdings Ltd.
5.20%, 01/30/2025(5)

     1,295,820  
     

 

 

 
     6,189,744  
     

 

 

 
   Denmark - 0.3%

 

10,650,000   

Danske Bank A/S
3 mo. USD LIBOR + 0.580%, 2.89%, 09/06/2019(1)(2)

     10,690,718  
     

 

 

 


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

   France - 0.2%

 

        $           1,925,000   

AXA S.A.
3 mo. USD LIBOR + 1.449%, 6.46%, 12/14/2018(2)(5)(8)

   $ 1,896,125  
  

BNP Paribas S.A.

  
765,000   

5 year USD Swap + 2.838%, 5.13%, 11/15/2027(1)(2)(8)

     679,894  
2,555,000   

5 year USD Swap + 6.314%, 7.63%, 03/30/2021(1)(2)(8)(9)

     2,721,075  
2,050,000   

Credit Agricole S.A.
5 year USD Swap + 6.185%, 8.13%, 12/23/2025(1)(2)(8)

     2,249,875  
1,975,000   

Societe Generale S.A.
5 year USD Swap + 6.238%, 7.38%, 09/13/2021(2)(5)(8)

     2,076,218  
     

 

 

 
     9,623,187  
     

 

 

 
   Germany - 0.5%

 

EUR           2,240,000   

Blitz F18-674 GmbH
6.00%, 07/30/2026(1)

     2,635,715  
$         15,250,000   

Deutsche Bank AG
3 mo. USD LIBOR + 0.970%, 3.31%, 07/13/2020(2)

     15,116,647  
EUR           4,520,000   

Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH
4.00%, 01/15/2025(5)

     5,537,314  
     

 

 

 
     23,289,676  
     

 

 

 
   Ireland - 0.1%

 

  

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

  
2,450,000   

6.75%, 05/15/2024(5)

     3,095,045  
        $           1,636,000   

7.25%, 05/15/2024(1)

     1,705,530  
     

 

 

 
     4,800,575  
     

 

 

 
   Italy - 0.1%

 

  

Intesa Sanpaolo S.p.A.

  
430,000   

5 year USD Swap + 5.462%, 7.70%, 09/17/2025(1)(2)(8)(9)

     410,650  
        EUR              550,000   

5 year EUR Swap + 7.192%, 7.75%, 01/11/2027(2)(5)(8)

     698,808  
  

UniCredit S.p.A.

  
1,525,000   

5 year EUR Swap + 6.387%, 6.63%, 06/03/2023(2)(5)(8)

     1,796,704  
        $           1,435,000   

5 year USD Swap + 5.180%, 8.00%, 06/03/2024(2)(5)(8)

     1,384,264  
     

 

 

 
     4,290,426  
     

 

 

 
   Luxembourg - 0.2%

 

1,845,000   

Altice Financing S.A.
7.50%, 05/15/2026(1)

     1,796,292  
2,080,000   

Altice Luxembourg S.A.
7.75%, 05/15/2022(1)(9)

     2,069,600  
EUR           2,790,000   

ARD Finance S.A. (7.38% PIK)
6.63%, 09/15/2023(10)

     3,368,354  
$           235,000      

ARD Securities Finance S.a.r.l. (8.75% Cash, 8.75% PIK)
8.75%, 01/31/2023(1)(10)

     235,000  
1,299,000   

Camelot Finance S.A.
7.88%, 10/15/2024(1)

     1,289,257  
EUR           1,666,000   

Codere Finance 2 Luxembourg S.A.
6.75%, 11/01/2021(1)(13)

     1,876,777  
     

 

 

 
     10,635,280  
     

 

 

 
   Netherlands - 0.4%

 

$           1,415,000   

Constellium N.V.
5.88%, 02/15/2026(1)

     1,393,775  
EUR           2,090,000   

Diamond (BC) B.V.
5.63%, 08/15/2025(1)

     2,249,110  
2,565,000   

LKQ European Holdings B.V.
3.63%, 04/01/2026(1)

     3,014,800  
$           3,430,000   

Teva Pharmaceutical Finance Netherlands B.V.
2.80%, 07/21/2023

     3,099,743  
EUR           4,600,000   

Volkswagen International Finance N.V.
10 year EUR Swap + 3.370%, 3.88%, 06/14/2027(2)(5)(8)

     5,257,982  
     

 

 

 
     15,015,410  
     

 

 

 
   Spain - 0.4%

 

  

Banco Bilbao Vizcaya Argentaria S.A.

  
$           3,800,000   

5 year USD Swap + 3.870%, 6.13%, 11/16/2027(2)(8)(9)

     3,496,000  
EUR           1,000,000   

5 year EUR Swap + 6.155%, 7.00%, 02/19/2019(2)(5)(8)

     1,198,546  


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

1,200,000   

5 year EUR Swap + 9.177%, 8.88%, 04/14/2021(2)(5)(8)

   $ 1,592,071  
  

Banco de Sabadell S.A.

  
1,600,000   

5 year EUR Swap + 6.051%, 6.13%, 11/23/2022(2)(5)(8)

     1,895,563  
5,400,000   

5 year EUR Swap + 6.414%, 6.50%, 05/18/2022(2)(5)(8)

     6,524,447  
1,900,000   

Banco Santander S.A.
5 year EUR Swap + 5.410%, 6.25%, 03/12/2019(2)(5)(8)

     2,260,361  
1,800,000   

CaixaBank S.A.
5 year EUR Swap + 3.350%, 3.50%, 02/15/2027(2)(5)

     2,221,004  
     

 

 

 
     19,187,992  
     

 

 

 
   Sweden - 0.3%

 

3,580,000   

Intrum AB
3.13%, 07/15/2024(1)

     3,946,998  
        $           7,820,000   

Svenska Handelsbanken AB
3 mo. USD LIBOR + 0.490%, 2.80%, 09/06/2019(2)

     7,851,613  
     

 

 

 
     11,798,611  
     

 

 

 
   Switzerland - 0.1%

 

  

Credit Suisse Group AG

  
1,995,000   

5 year USD Swap + 3.455%, 6.25%, 12/18/2024(2)(5)(8)

     2,002,481  
2,125,000   

5 year USD Swap + 4.600%, 7.50%, 07/17/2023(1)(2)(8)

     2,186,094  
875,000   

UBS Group Funding Switzerland AG
5 year USD ICE Swap + 5.497%, 6.88%, 03/22/2021(2)(5)(8)

     913,159  
     

 

 

 
     5,101,734  
     

 

 

 
   United Kingdom - 0.5%

 

GBP             550,000   

Barclays Bank plc
3 mo. GBP LIBOR + 13.400%, 14.00%, 06/15/2019(2)(5)(8)

     788,838  
$           7,825,000   

Barclays plc
5 year USD Swap + 6.705%, 8.25%, 12/15/2018(2)(8)

     7,968,573  
6,475,000   

BP Capital Markets plc
3 mo. USD LIBOR + 0.630%, 2.97%, 09/26/2018(2)

     6,481,993  
2,620,000   

HSBC Bank plc
6 mo. USD LIBOR + 0.250%, 2.75%, 09/28/2018(2)(8)

     2,011,243  
  

National Westminster Bank plc

  
EUR             725,000   

3 mo. EUR LIBOR + 2.150%, 1.83%, 10/05/2018(2)(8)

     830,827  
        $           1,270,000   

2.81%, 01/11/2019(6)(8)

     1,024,636  
  

Royal Bank of Scotland Group plc

  
1,000,000   

3 mo. USD LIBOR + 2.320%, 4.65%, 09/30/2027(2)(8)

     954,500  
925,000   

5 year USD Swap + 7.598%, 8.63%, 08/15/2021(2)(8)

     998,168  
520,000   

Tullow Oil plc
6.25%, 04/15/2022(1)

     516,100  
     

 

 

 
     21,574,878  
     

 

 

 
   United States - 7.4%

 

504,000   

ACE Cash Express, Inc.
12.00%, 12/15/2022(1)

     534,240  
  

AK Steel Corp.

  
930,000   

7.00%, 03/15/2027(9)

     882,338  
4,096,000   

7.63%, 10/01/2021

     4,167,680  
680,000   

American Builders & Contractors Supply Co., Inc.
5.75%, 12/15/2023(1)(9)

     698,700  
  

APX Group, Inc.

  
1,405,000   

7.63%, 09/01/2023(9)

     1,269,207  
1,765,000   

7.88%, 12/01/2022

     1,778,237  
2,180,000   

AV Homes, Inc.
6.63%, 05/15/2022

     2,245,400  
  

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

  
1,625,000   

5.25%, 03/15/2025(1)(9)

     1,495,000  
2,185,000   

5.50%, 04/01/2023(9)

     2,152,225  
3,321,000   

Beacon Roofing Supply, Inc.
6.38%, 10/01/2023

     3,437,235  
1,650,000   

Beazer Homes USA, Inc.
5.88%, 10/15/2027

     1,447,875  
4,580,000   

BlueLine Rental Finance Corp. / BlueLine Rental LLC
9.25%, 03/15/2024(1)

     4,837,625  
  

Boyd Gaming Corp.

  


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

$           930,000   

6.38%, 04/01/2026

   $             950,925  
6,820,000   

6.88%, 05/15/2023

     7,171,639  
1,920,000   

Brand Industrial Services, Inc.
8.50%, 07/15/2025(1)

     1,958,400  
1,000,000   

Caesars Entertainment Corp.
5.00%, 10/01/2024

     1,796,410  
2,015,000   

California Resources Corp.
8.00%, 12/15/2022(1)(9)

     1,803,425  
460,000   

Catalent Pharma Solutions, Inc.
4.88%, 01/15/2026(1)

     450,800  
316,000   

CEC Entertainment, Inc.
8.00%, 02/15/2022(9)(13)

     279,660  
4,090,000   

Celgene Corp.
2.25%, 05/15/2019

     4,073,367  
  

Chemours Co.

  
1,774,000   

6.63%, 05/15/2023

     1,858,265  
2,130,000   

7.00%, 05/15/2025

     2,279,100  
2,345,000   

Cloud Crane LLC
10.13%, 08/01/2024(1)

     2,532,600  
5,065,000   

Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp.
12.00%, 11/01/2021(13)

     5,191,625  
1,910,000   

CNH Industrial Capital LLC
4.38%, 11/06/2020

     1,935,021  
  

Continental Resources, Inc.

  
1,585,000   

3.80%, 06/01/2024

     1,556,973  
200,000   

4.50%, 04/15/2023

     203,485  
178,000   

5.00%, 09/15/2022

     180,625  
1,424,000   

CSC Holdings LLC
10.88%, 10/15/2025(1)

     1,651,840  
7,270,000   

CVS Health Corp.
3 mo. USD LIBOR + 0.720%, 3.05%, 03/09/2021(2)

     7,319,039  
1,480,000   

Eldorado Resorts, Inc.
6.00%, 04/01/2025

     1,494,800  
  

Endo Dac / Endo Finance LLC / Endo Finco, Inc.

  
1,935,000   

6.00%, 07/15/2023(1)

     1,644,750  
3,675,000   

6.00%, 02/01/2025(1)

     2,949,187  
2,570,000   

Energy Transfer Equity L.P.
4.25%, 03/15/2023

     2,499,325  
1,960,000   

FBM Finance, Inc.
8.25%, 08/15/2021(1)

     2,038,400  
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(9)

     1,219,100  
865,000   

6.75%, 01/15/2022

     774,175  
1,340,000   

First Data Corp.
7.00%, 12/01/2023(1)

     1,401,975  
2,170,000   

Flex Acquisition Co., Inc.
6.88%, 01/15/2025(1)

     2,110,325  
2,030,000   

Foresight Energy LLC / Foresight Energy Finance Corp.
11.50%, 04/01/2023(1)(9)(13)

     1,811,775  
1,935,000   

Freedom Mortgage Corp.
8.13%, 11/15/2024(1)

     1,886,625  
435,000   

Fresenius Medical Care U.S. Finance II, Inc.
5.63%, 07/31/2019(1)

     445,367  
7,100,000   

General Motors Financial Co., Inc.
3 mo. USD LIBOR + 1.450%, 3.82%, 05/09/2019(2)

     7,157,029  
  

Genworth Holdings, Inc.

  
210,000   

4.80%, 02/15/2024

     185,850  
1,425,000   

4.90%, 08/15/2023

     1,289,625  
450,000   

7.63%, 09/24/2021

     468,000  
1,165,000   

Goldman Sachs Group, Inc.
2.00%, 04/25/2019

     1,159,443  
1,785,000   

Gray Television, Inc.
5.13%, 10/15/2024(1)(9)

     1,713,600  


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

$            220,000   

5.88%, 07/15/2026(1)

   $         215,050  
1,800,000   

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

     1,874,250  
2,530,000   

HCA, Inc.
7.50%, 11/15/2095(9)

     2,485,725  
946,000   

Hertz Corp.
7.38%, 01/15/2021(1)(13)

     931,810  
585,000   

Infor Software Parent LLC (7.13% Cash, 7.88% PIK)
7.13%, 05/01/2021(1)(10)

     590,850  
1,730,000   

Infor U.S., Inc.
6.50%, 05/15/2022

     1,751,625  
1,233,000   

inVentiv Group Holdings Inc/inVentiv Health Inc/inVentiv Health Clinical, Inc.
7.50%, 10/01/2024(1)

     1,294,650  
4,135,000   

iStar, Inc.
4.63%, 09/15/2020

     4,098,819  
1,490,000   

Jack Ohio Finance LLC / Jack Ohio Finance Corp.
6.75%, 11/15/2021(1)

     1,538,425  
2,835,000   

Jacobs Entertainment, Inc.
7.88%, 02/01/2024(1)

     2,962,575  
10,400,000   

JPMorgan Chase Bank NA
3 mo. USD LIBOR + 0.450%, 2.78%, 09/21/2018(2)

     10,403,186  
1,500,000   

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

     1,533,750  
  

Laredo Petroleum, Inc.

  
1,065,000   

5.63%, 01/15/2022

     1,063,669  
2,095,000   

6.25%, 03/15/2023(9)

     2,105,475  
1,255,000   

Lithia Motors, Inc.
5.25%, 08/01/2025(1)

     1,198,525  
1,690,000   

Manitowoc Co., Inc.
12.75%, 08/15/2021(1)

     1,867,450  
2,550,000   

MDC Holdings, Inc.
5.50%, 01/15/2024

     2,524,500  
1,025,000   

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

     1,056,724  
10,055,000   

Microchip Technology, Inc.
3.92%, 06/01/2021(1)

     10,074,978  
3,750,000   

Molson Coors Brewing Co.
1.45%, 07/15/2019

     3,701,388  
1,720,000   

Multi-Color Corp.
4.88%, 11/01/2025(1)

     1,595,300  
2,030,000   

National Rural Utilities Cooperative Finance Corp.
10.38%, 11/01/2018

     2,068,986  
  

Nationstar Mortgage LLC / Nationstar Capital Corp.

  
1,045,000   

6.50%, 08/01/2018

     1,045,000  
456,000   

7.88%, 10/01/2020

     465,120  
  

Navient Corp.

  
1,002,000   

5.50%, 01/25/2023

     979,455  
165,000   

5.63%, 08/01/2033

     141,075  
386,000   

5.88%, 10/25/2024

     373,455  
2,350,000   

6.13%, 03/25/2024

     2,314,750  
1,735,000   

6.50%, 06/15/2022

     1,771,869  
422,000   

7.25%, 09/25/2023

     442,045  
5,190,000   

NextEra Energy Capital Holdings, Inc.
2.30%, 04/01/2019

     5,173,034  
  

Nissan Motor Acceptance Corp.

  
15,775,000   

2.00%, 03/08/2019(1)

     15,695,624  
15,300,000   

3 mo. USD LIBOR + 0.520%, 2.85%, 09/13/2019(1)(2)

     15,339,158  
  

Novelis Corp.

  
615,000   

5.88%, 09/30/2026(1)

     589,631  
1,700,000   

6.25%, 08/15/2024(1)

     1,704,250  
1,005,000   

Party City Holdings, Inc.
6.13%, 08/15/2023(1)(9)

     1,007,512  
  

Peabody Energy Corp.

  
1,975,000   

6.00%, 03/31/2022(1)

     2,034,250  
6,415,000   

6.38%, 03/31/2025(1)

     6,831,975  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$       1,535,000   

Penn National Gaming, Inc.
5.63%, 01/15/2027(1)

   $        1,448,687  
1,190,000   

Penske Automotive Group, Inc.
3.75%, 08/15/2020

     1,175,125  
1,085,000   

Plastipak Holdings, Inc.
6.25%, 10/15/2025(1)

     995,487  
  

QEP Resources, Inc.

  
2,965,000   

5.25%, 05/01/2023

     2,920,525  
810,000   

5.63%, 03/01/2026(9)

     779,625  
865,000   

Radian Group, Inc.
4.50%, 10/01/2024

     839,050  
3,070,000   

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

     1,627,100  
12,040,000   

Reynolds American, Inc.
8.13%, 06/23/2019

     12,584,647  
  

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

  
1,660,000   

5.13%, 07/15/2023(1)

     1,650,704  
645,000   

7.00%, 07/15/2024(1)

     653,063  
1,915,000   

SBA Tower Trust
2.88%, 07/10/2046(1)

     1,872,064  
  

Scientific Games International, Inc.

  
795,000   

6.63%, 05/15/2021

     803,944  
7,915,000   

10.00%, 12/01/2022

     8,449,262  
1,055,000   

Sinclair Television Group, Inc.
5.13%, 02/15/2027(1)(9)

     978,513  
  

SM Energy Co.

  
1,310,000   

5.00%, 01/15/2024

     1,260,875  
265,000   

6.13%, 11/15/2022(9)

     271,625  
1,920,000   

Sotera Health Holdings LLC
6.50%, 05/15/2023(1)

     1,948,800  
610,000   

Sotera Health Topco, Inc. (8.13% Cash, 8.88% PIK)
8.13%, 11/01/2021(1)(10)

     616,741  
1,990,000   

Springleaf Finance Corp.
6.88%, 03/15/2025

     2,019,850  
3,720,000   

Sprint Corp.
7.63%, 02/15/2025

     3,889,744  
  

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

  
3,660,000   

4.74%, 03/20/2025(1)

     3,632,550  
4,660,000   

5.15%, 09/20/2029(1)

     4,625,050  
1,510,000   

Staples, Inc.
8.50%, 09/15/2025(1)(9)

     1,419,400  
3,990,000   

Starwood Property Trust, Inc.
3.63%, 02/01/2021(1)

     3,895,437  
1,410,000   

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.
5.88%, 05/15/2025(1)

     1,330,687  
4,510,000   

Tesla, Inc.
5.30%, 08/15/2025(1)(9)

     3,991,350  
1,150,000   

Teva Pharmaceutical Finance IV LLC
2.25%, 03/18/2020

     1,115,536  
  

Time Warner Cable LLC

  
4,680,000   

8.25%, 04/01/2019

     4,836,372  
4,685,000   

8.75%, 02/14/2019

     4,828,198  
825,000   

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

     829,125  
410,000   

TriMas Corp.
4.88%, 10/15/2025(1)

     392,575  
5,950,000   

USG Corp.
4.88%, 06/01/2027(1)

     6,054,125  
2,015,000   

USIS Merger Sub, Inc.
6.88%, 05/01/2025(1)

     1,989,812  
3,050,000   

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.
8.75%, 04/15/2023(1)

     2,821,250  
4,015,000   

Warrior Met Coal, Inc.
8.00%, 11/01/2024(1)

     4,150,506  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$       4,085,000   

West Street Merger Sub, Inc.
6.38%, 09/01/2025(1)

   $        3,972,662  
1,126,000   

WMG Acquisition Corp.
5.50%, 04/15/2026(1)

     1,114,740  
5,265,000   

Workday, Inc.
0.25%, 10/01/2022(1)

     5,552,606  
  

WPX Energy, Inc.

  
624,000   

6.00%, 01/15/2022

     647,400  
900,000   

8.25%, 08/01/2023

     1,018,170  
     

 

 

 
        320,190,182  
     

 

 

 
  

Total Corporate Bonds
(cost $487,118,805)

   $ 486,177,501  
     

 

 

 

Escrows - 0.0%

  
  

United States - 0.0%

  
925,000   

Texas Competitive Electric Holdings Co. LLC(11)(12)(13)(14)

   $  
15,842   

Vistra Energy Corp.(13)

     9,980  
     

 

 

 
        9,980  
     

 

 

 
  

Total Escrows
(cost $—)

   $ 9,980  
     

 

 

 

Foreign Government Obligations - 57.1%

  
  

Australia - 9.7%

  
  

Australia Government Bond

  
AUD      95,645,000   

2.25%, 11/21/2022

   $ 71,098,088  
79,070,000   

3.00%, 03/21/2047(5)

     57,357,716  
46,110,000   

3.25%, 04/21/2025(5)

     35,872,240  
20,080,000   

3.75%, 04/21/2037(5)

     16,609,197  
86,525,000   

4.75%, 04/21/2027(5)

     74,950,972  
143,545,000   

5.75%, 05/15/2021(5)

     117,142,683  
56,835,000   

5.75%, 07/15/2022(5)

     47,901,129  
     

 

 

 
        420,932,025  
     

 

 

 
  

Canada - 13.6%

  
  

Canadian Government Bond

  
CAD    278,910,000   

0.75%, 03/01/2021

     207,096,866  
77,750,000   

0.75%, 09/01/2021

     57,302,560  
175,850,000   

1.25%, 09/01/2018

     135,128,123  
53,810,000   

1.50%, 06/01/2023

     39,948,501  
202,600,000   

1.75%, 09/01/2019

     155,425,045  
     

 

 

 
        594,901,095  
     

 

 

 
  

Denmark - 12.9%

  
  

Denmark Government Bond

  
DKK 1,231,430,000   

0.25%, 11/15/2018

     193,698,120  
534,425,000   

0.25%, 11/15/2020

     85,250,958  
1,695,600,000   

4.00%, 11/15/2019

     282,047,177  
     

 

 

 
        560,996,255  
     

 

 

 
  

Germany - 1.4%

  
EUR      52,590,000   

Bundesobligation
0.01%, 04/14/2023(5)

     62,101,604  
     

 

 

 
  

New Zealand - 5.0%

  
  

New Zealand Government Bond

  
NZD    108,220,000   

2.75%, 04/15/2025(5)

     75,121,396  
30,195,000   

2.75%, 04/15/2037(5)

     19,620,300  
134,900,000   

3.00%, 04/20/2029

     93,894,753  
39,615,000   

5.50%, 04/15/2023(5)

     31,025,552  
     

 

 

 
        219,662,001  
     

 

 

 
  

Norway - 4.4%

  
  

Norway Government Bond

  
NOK    925,090,000   

1.75%, 02/17/2027(1)(5)

     112,887,825  
583,905,000   

2.00%, 05/24/2023(1)(5)

     73,191,914  
60,000,000   

2.00%, 04/26/2028(1)(5)

     7,442,850  
     

 

 

 
        193,522,589  
     

 

 

 


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

Singapore - 4.1%

  
  

Singapore Government Bond

  
SGD 78,310,000     

1.75%, 04/01/2022

   $      56,954,296  
  78,500,000     

2.25%, 06/01/2021

     58,072,759  
  15,535,000     

2.25%, 08/01/2036

     10,536,435  
  49,385,000     

2.63%, 05/01/2028

     36,760,418  
  21,400,000     

2.75%, 03/01/2046

     15,288,499  
     

 

 

 
        177,612,407  
     

 

 

 
  

South Korea - 5.0%

  
  

Korea Treasury Bond

  
KRW 60,598,020,000     

1.38%, 09/10/2021

     52,862,123  
  65,782,100,000     

2.00%, 09/10/2020

     58,731,804  
  117,063,040,000     

3.00%, 03/10/2023

     107,348,582  
     

 

 

 
        218,942,509  
     

 

 

 
  

Supranational - 1.0%

  
MXN 808,460,000     

International Finance Corp.
7.75%, 01/18/2030

     41,915,296  
     

 

 

 
  

Total Foreign Government Obligations
(cost $2,512,842,146)

   $   2,490,585,781  
     

 

 

 
 

Senior Floating Rate Interests - 2.9%(15)

  
  

Canada - 0.1%

  
     $ 2,383,149     

B.C. Unlimited Liability Co.
1 mo. USD LIBOR + 2.250%, 4.33%, 02/16/2024

   $ 2,380,671  
     

 

 

 
  

Denmark - 0.1%

  
EUR 2,332,742     

Nets Holding A/S
EURIBOR + 3.250%, 3.25%, 02/06/2025

     2,697,950  
     

 

 

 
  

Germany - 0.1%

  
     $ 8,125,000     

Unitymedia Finance LLC
1 mo. USD LIBOR + 2.250%, 4.32%, 09/30/2025

     8,102,169  
     

 

 

 
  

Luxembourg - 0.1%

  
  3,941,083     

Almonde, Inc.
3 mo. USD LIBOR + 3.500%, 5.81%, 06/13/2024

     3,885,041  
     

 

 

 
  

United Kingdom - 0.1%

  
  6,014,925     

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 02/28/2025

     5,994,234  
     

 

 

 
  

United States - 2.4%

  
  924,633     

American Builders & Contractors Supply Co., Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 10/31/2023

     919,909  
  2,943,187     

Aristocrat Technologies, Inc.
3 mo. USD LIBOR + 1.750%, 4.10%, 10/19/2024

     2,937,830  
  

Asurion LLC

  
  2,645,000     

1 mo. USD LIBOR + 3.000%, 0.00%, 11/03/2024(16)

     2,640,742  
  765,000     

1 mo. USD LIBOR + 6.500%, 0.00%, 08/04/2025(16)

     775,679  
  2,924,002     

1 mo. USD LIBOR + 3.000%, 5.08%, 11/03/2023

     2,918,709  
  2,806,650     

BCP Raptor LLC
2 mo. USD LIBOR + 4.250%, 6.42%, 06/24/2024

     2,682,989  
  2,995,000     

Blackhawk Network Holdings, Inc.
1 mo. USD LIBOR + 3.000%, 5.07%, 06/15/2025

     3,000,002  
  955,000     

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%, 4.83%, 03/31/2025

     953,806  
  1,616,875     

Circor International, Inc.
1 mo. USD LIBOR + 3.500%, 5.57%, 12/11/2024

     1,619,397  
  3,560,021     

Clark Equipment Co.
3 mo. USD LIBOR + 2.000%, 4.33%, 05/18/2024

     3,556,852  
  580,613     

Core & Main LP
6 mo. USD LIBOR + 3.000%, 5.25%, 08/01/2024

     582,546  
  1,065,000     

Crown Americas LLC
3 mo. USD LIBOR + 2.000%, 4.08%, 04/03/2025

     1,067,130  
  1,780,538     

CSC Holdings LLC
1 mo. USD LIBOR + 2.500%, 4.57%, 01/25/2026

     1,777,564  
  1,134,300     

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%, 5.08%, 09/06/2024

     1,110,196  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

  

First Data Corp.

  
$       2,289,780   

1 mo. USD LIBOR + 2.000%, 4.07%, 07/08/2022

   $      2,289,505  
2,174,386   

1 mo. USD LIBOR + 2.000%, 4.07%, 04/26/2024

     2,173,364  
3,485,000   

Flex Acquisition Co., Inc.
1 mo. USD LIBOR + 3.250%, 5.75%, 06/29/2025

     3,480,644  
249,375   

Genworth Financial, Inc.
1 mo. USD LIBOR + 4.500%, 6.58%, 03/07/2023

     253,896  
3,950,150   

Golden Entertainment, Inc.
1 mo. USD LIBOR + 3.000%, 5.08%, 10/20/2024

     3,945,212  
3,477,421   

Hostess Brands LLC
1 mo. USD LIBOR + 2.250%, 4.33%, 08/03/2022

     3,476,169  
3,075,000   

Hub International Ltd.
2 mo. USD LIBOR + 3.000%, 5.34%, 04/25/2025

     3,071,925  
2,427,390   

Hyland Software, Inc.
1 mo. USD LIBOR + 3.250%, 5.33%, 07/01/2022

     2,433,459  
2,758,088   

Lamar Media Corp.
1 mo. USD LIBOR + 1.750%, 3.88%, 03/14/2025

     2,760,377  
2,753,759   

Lands’ End, Inc.
1 mo. USD LIBOR + 3.250%, 5.32%, 04/04/2021

     2,645,894  
4,075,000   

Level 3 Financing, Inc.
1 mo. USD LIBOR + 2.250%, 4.33%, 02/22/2024

     4,080,664  
1,167,075   

Meredith Corp.
1 mo. USD LIBOR + 3.000%, 5.08%, 01/31/2025

     1,169,829  
2,420,000   

Microchip Technology, Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 05/29/2025

     2,424,840  
1,358,175   

Multi Color Corp.
1 mo. USD LIBOR + 2.250%, 4.33%, 10/31/2024

     1,358,175  
3,252,150   

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%, 4.07%, 05/24/2024

     3,251,792  
6,114,675   

PSAV Holdings LLC
3 mo. USD LIBOR + 3.250%, 5.44%, 03/01/2025

     6,065,024  
5,076,923   

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 11/15/2023

     5,070,577  
1,132,308   

Rexnord LLC
1 mo. USD LIBOR + 2.250%, 4.31%, 08/21/2024

     1,133,848  
6,033,946   

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%, 4.83%, 08/17/2024

     6,056,573  
4,215,905   

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%, 5.33%, 05/15/2022

     4,213,292  
706,696   

SS&C Technologies Holdings Europe S.a.r.l.
1 mo. USD LIBOR + 2.500%, 4.58%, 04/16/2025

     708,463  
1,842,372   

SS&C Technologies, Inc.
1 mo. USD LIBOR + 2.500%, 4.58%, 04/16/2025

     1,846,978  
3,699,125   

Syneos Health, Inc.
1 mo. USD LIBOR + 2.000%, 4.08%, 08/01/2024

     3,695,648  
2,530,000   

Trans Union LLC
1 mo. USD LIBOR + 2.000%, 4.08%, 06/19/2025

     2,531,594  
  

Tribune Media Co.

  
79,474   

1 mo. USD LIBOR + 3.000%, 5.08%, 12/27/2020

     79,474  
990,554   

1 mo. USD LIBOR + 3.000%, 5.08%, 01/27/2024

     989,316  
3,766,538   

USI, Inc.
3 mo. USD LIBOR + 3.000%, 5.33%, 05/16/2024

     3,754,296  
3,124,875   

Weight Watchers International, Inc.
3 mo. USD LIBOR + 4.750%, 7.05%, 11/29/2024

     3,159,061  
     

 

 

 
        104,663,240  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $127,925,140)

   $ 127,723,305  
     

 

 

 

U.S. Government Agencies - 0.7%

  
  

United States - 0.7%

  
  

FHLMC - 0.3%

  
$       1,025,000   

1 mo. USD LIBOR + 4.500%, 6.56%, 02/25/2024(2)

   $ 1,188,316  
3,120,000   

1 mo. USD LIBOR + 2.500%, 4.56%, 03/25/2030(2)

     3,241,666  
2,775,000   

1 mo. USD LIBOR + 4.750%, 6.81%, 12/25/2029(2)

     3,043,416  
975,000   

1 mo. USD LIBOR + 2.450%, 4.51%, 12/25/2042(2)

     1,004,977  
3,000,000   

1 mo. USD LIBOR + 2.300%, 4.36%, 09/25/2030(2)

     3,009,037  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$       3,690,853   

1.72%, 09/25/2041(6)(7)

   $           272,515  
6,087,872   

2.21%, 01/25/2042(6)(7)

     627,380  
11,435,000   

2.02%, 02/25/2041(6)(7)

     556,334  
  

FNMA - 0.0%

  
3,314,133   

5.50%, 09/25/2044(7)(13)

     759,187  
     

 

 

 
  

GNMA - 0.0%

  
3,425,183   

5.00%, 07/16/2047(7)

     753,498  
     

 

 

 
        14,456,326  
     

 

 

 
  

SLM Student Loan Trust - 0.4%

  
  

Nelnet Student Loan Trust

  
1,930,989   

3 mo. USD LIBOR + 0.350%, 2.69%, 03/25/2026(1)(2)

     1,904,066  
2,032,393   

3 mo. USD LIBOR + 1.480%, 3.82%, 04/25/2024(2)(13)

     2,042,498  
1,257,641   

3 mo. USD LIBOR + 1.650%, 3.98%, 11/25/2024(2)

     1,274,942  
  

SLC Student Loan Trust

  
1,000,000   

3 mo. USD LIBOR + 0.900%, 3.24%, 06/15/2021(2)(13)

     1,004,312  
444,797   

1 mo. USD LIBOR + 0.650%, 2.71%, 05/26/2026(2)(13)

     441,479  
1,128,069   

3 mo. USD LIBOR + 0.750%, 3.09%, 04/25/2023(2)

     1,127,718  
3,767,378   

3 mo. USD LIBOR + 1.500%, 3.84%, 04/25/2023(2)

     3,833,791  
2,990,322   

3 mo. USD LIBOR + 1.700%, 4.04%, 07/25/2023(2)

     3,064,028  
     

 

 

 
        14,692,834  
     

 

 

 
  

Total U.S. Government Agencies
(cost $28,793,643)

   $ 29,149,160  
     

 

 

 

U.S. Government Securities - 12.0%

  
  

United States - 12.0%

  
  

U.S. Treasury Bonds - 0.9%

  
$     46,045,000   

0.00%, 08/15/2045(17)(18)

   $ 20,122,279  
38,200,000   

0.00%, 11/15/2045(17)(18)

     16,587,719  
     

 

 

 
        36,709,998  
     

 

 

 
  

U.S. Treasury Notes - 11.1%

  
214,812,790   

0.13%, 04/15/2022(19)

     208,867,734  
65,795,000   

1.00%, 09/30/2019(20)

     64,661,578  
19,865,000   

1.25%, 01/31/2019(20)

     19,769,555  
196,165,000   

1.38%, 04/30/2020(20)

     191,919,868  
     

 

 

 
        485,218,735  
     

 

 

 
        521,928,733  
     

 

 

 
  

Total U.S. Government Securities
(cost $527,292,518)

   $ 521,928,733  
     

 

 

 

Convertible Bonds - 0.3%

  
  

Commercial Services - 0.0%

  
1,600,000   

Cardtronics, Inc.
1.00%, 12/01/2020(13)

   $ 1,499,834  
     

 

 

 
  

Media - 0.1%

  
2,525,000   

DISH Network Corp.
3.38%, 08/15/2026

     2,293,849  
     

 

 

 
  

Oil & Gas - 0.0%

  
1,155,000   

Cobalt International Energy, Inc.
2.63%, 12/01/2019(14)

     1,502  
     

 

 

 
  

Semiconductors - 0.1%

  
  

Microchip Technology, Inc.

  
435,000   

1.63%, 02/15/2025

     782,547  
392,000   

1.63%, 02/15/2027

     466,847  
450,000   

2.25%, 02/15/2037(13)

     548,219  
     

 

 

 
        1,797,613  
     

 

 

 
  

Software - 0.1%

  
2,727,000   

Guidewire Software, Inc.
1.25%, 03/15/2025

     2,710,161  
720,000   

Servicenow, Inc.
0.00%, 06/01/2022(13)(17)

     989,258  


 

  The Hartford World Bond Fund

 

 

  Schedule of Investments – (continued)

  July 31, 2018 (Unaudited)

 

 

$       1,959,000   

Western Digital Corp.
1.50%, 02/01/2024(1)(9)

        $        1,917,189  
          

 

 

 
             5,616,608  
          

 

 

 
  

Total Convertible Bonds
(cost $12,502,415)

        $ 11,209,406  
          

 

 

 

Preferred Stocks - 0.0%

       
  

United States - 0.0%

       
21,100   

GMAC Capital Trust Class 2
3 mo. USD LIBOR + 5.785%, 8.13%(2)

        $ 560,627  
          

 

 

 
  

Total Preferred Stocks
(cost $552,899)

        $ 560,627  
          

 

 

 
  

Total Long-Term Investments
(cost $3,975,398,513)

        $ 3,943,254,711  
          

 

 

 

Short-Term Investments - 10.3%

       
  

Foreign Government Obligations - 1.5%

       
EUR      54,000,000   

French Treasury Bill
0.59%, 08/15/2018(5)(21)

        $ 63,153,800  
          

 

 

 
  

Other Investment Pools & Funds - 8.2%

       
  

BlackRock Liquidity Funds TempFund Portfolio, Institutional Class,

       
356,849,226   

1.82%(22)

          356,849,226  
          

 

 

 
  

Securities Lending Collateral - 0.6%

       
1,402,673   

Citibank NA DDCA, 1.91%, 8/1/2018(22)

          1,402,673  
14,420,621   

Goldman Sachs Financial Sq, Government Institutional Fund, 1.82%(22)

 

       14,420,621  
5,776,436   

Invesco Government & Agency Portfolio, 1.81%(22)

          5,776,436  
2,977,560   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio,
Institutional Class, 1.82%(22)

          2,977,560  
3,476,173   

Western Asset Institutional Government Class A Fund, 1.76%(22)

          3,476,173  
          

 

 

 
             28,053,463  
          

 

 

 
  

Total Short-Term Investments
(cost $450,163,186)

        $ 448,056,489  
          

 

 

 
  

Total Investments Excluding Purchased Options
(cost $4,425,561,699)

     100.7%        $ 4,391,311,200  
  

Total Purchased Options
(cost $4,363,245)

     0.1%        $ 3,713,112  
     

 

 

      

 

 

 
  

Total Investments
(cost $4,429,924,944)

     100.8%        $ 4,395,024,312  
  

Other Assets and Liabilities

     (0.8)%          (35,127,941
     

 

 

      

 

 

 
  

Total Net Assets

     100.0%        $   4,359,896,371  
     

 

 

      

 

 

 

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

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

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

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

 

*

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 July 31, 2018, the aggregate value of these securities was $603,950,486, which represented 13.9% of total net assets.

(2)

Variable rate securities; the rate reported is the coupon rate in effect at July 31, 2018.

(3)

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $5,763,816 at July 31, 2018.

(4)

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

(5)

These securities were sold to the Fund under Regulation S, rules governing offers and sales made outside the United States without registration under the Securities Act of 1933, as amended. The Fund may only be able to resell these securities in the United States if an exemption from registration under the federal and state securities laws is available, or the Fund may only be able to sell these securities outside of the United States (such as on a foreign exchange) to a non-U.S. person. Unless otherwise indicated, these holdings are determined to be liquid. At July 31, 2018, the aggregate value of these securities was $842,497,411, which represented 19.3% of total net assets.

(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)

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)

Represents entire or partial securities on loan. See Note 2 for securities lending information.

(10)

Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

(11)

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 July 31, 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 July 31, 2018, the aggregate value of this security was $33,309,781, which represented 0.8% of total net assets.

(14)

Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

(15)

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 July 31, 2018.

(16)

Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

(17)

Security is a zero-coupon bond.

(18)

This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

(19)

The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

(20)

This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

(21)

The rate shown represents current yield to maturity.

(22)

Current yield as of period end.

 

OTC Swaption Contracts Outstanding at July 31, 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 USD-LIBOR- BBA Interest Rate Swap Expiring 05/06/2057(1)   JPM     2.38           05/04/27     USD       12,000,000       12,000,000     $ 1,116,198     $ 1,272,000     $ (155,802

Puts

 

3 Months USD-LIBOR- BBA Interest Rate Swap Expiring 05/06/2057(1)   JPM     2.38     05/04/27     USD       12,000,000       12,000,000     $ 2,548,422     $ 2,496,000     $ 52,422  
6 Months JPY-LIBOR- BBA Interest Rate Swap Expiring 11/26/2038(1)   JPM     0.93     Pay     11/21/18     JPY       1,100,450,000       1,100,450,000       24,355       247,804       (223,449
CDX.NA.IG.30 Credit Default Swap Expiring 06/20/2023(1)   MSC     67.50     Receive     08/15/18     USD       206,810,000       206,810,000       24,137       347,441       (323,304
             

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

 

    1,319,260,000     $ 2,596,914     $ 3,091,245     $ (494,331
             

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased swaption contracts

 

    1,331,260,000     $ 3,713,112     $ 4,363,245     $ (650,133
             

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)

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 July 31, 2018, the aggregate value of this security was $3,713,112, which represented 0.1% of total net assets.


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

OTC Swaption Contracts Outstanding at July 31, 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)
 
Written swaption contracts:

 

Puts

 

CDX.NA.IG.30 Credit Default Swap Expiring 06/20/2023   MSC       90.00     USD     08/15/18        USD       (206,810,000   $ (2,674   $ (99,269   $ 96,595  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total written swaption contracts

 

    (206,810,000   $ (2,674   $ (99,269   $ 96,595  
           

 

 

   

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at July 31, 2018  
Description    Number     
of     
Contracts     
         Expiration Date        Current
Notional
Amount
     Value and    
Unrealized    
Appreciation/    
(Depreciation)    
 

Long position contracts:

 

90-Day Euro Future      831      03/18/2019    $ 201,870,675      $ (195,166)  
Australian 3-Year Bond Future      2,646      09/17/2018      218,702,097        156,310  
Australian 10-Year Bond Future      3,085      09/17/2018      296,146,624        (454,285)  
Euro-BOBL Future      476      09/06/2018      73,255,517        (146,251)  
Euro-OAT Future      23      09/06/2018      4,134,576        50,715  
Euro-Schatz Future      234      09/06/2018      30,620,329        (23,573)  
U.S. Treasury Long Bond Future      55      09/19/2018      7,863,281        55,661  
           

 

 

 

Total

 

   $ (556,589)  
           

 

 

 

Short position contracts:

 

90-Day Euro Future

     830      03/16/2020    $ 201,129,750      $ 269,611  

Canadian Government 10-Year Bond Future

     795      09/19/2018      82,363,186        1,304,269  

Euro-BTP Future

     176      09/06/2018      26,199,052        143,738  

Euro-BUXL 30-Year Bond Future

     20      09/06/2018      4,106,757        21,860  

Euro-Bund Future

     381      09/06/2018      71,987,497        363,558  

Long Gilt Future

     569      09/26/2018      91,622,416        698,619  

U.S. Treasury 2-Year Note Future

     796      09/28/2018      168,254,500        1,398  

U.S. Treasury 5-Year Note Future

     10,601      09/28/2018      1,199,238,125        3,193,484  

U.S. Treasury 10-Year Note Future

     2,712      09/19/2018      323,872,125        106,665  

U.S. Treasury Ultra Bond Future

     193      09/19/2018      30,282,906        4,848  
           

 

 

 

Total

 

   $ 6,108,050  
           

 

 

 
           
           

 

 

 

Total futures contracts

 

   $ 5,551,461  
           

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at July 31, 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:

 

 

Banco Santander S.A.

   BNP      EUR        4,370,000      (1.00%)     06/20/23        Quarterly      $      $ (74,813   $ (113,346   $ (38,533

Banco Santander S.A.

   BNP      EUR        6,880,000      (1.00%)     06/20/23        Quarterly               (117,785     (178,449     (60,664

CMBX.NA.A.7

   JPM      USD        1,645,000      (2.00%)     01/17/47        Monthly        60,770              2,690       (58,080

CMBX.NA.AS.7

   CSI      USD        1,505,000      (1.00%)     01/17/47        Monthly        26,161              (26,563     (52,724

General Electric Co.

   CBK      USD        2,345,000      (1.00%)     06/20/25        Quarterly        13,863              (2,976     (16,839

Tesco plc

   BCLY      EUR        15,550,000      (1.00%)     06/20/23        Quarterly               (43,472     (51,129     (7,657

Wind Tre S.p.A.

   BCLY      EUR        2,420,000      (5.00%)     06/20/23        Quarterly               (290,297     (268,095     22,202  

Wind Tre S.p.A.

   GSC      EUR        3,385,000      (5.00%)     06/20/23        Quarterly               (390,676     (374,999     15,677  
                   

 

 

    

 

 

   

 

 

   

 

 

 


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Total

        $ 100,794      $ (917,043 )     $ (1,012,867   $ (196,618
                   

 

 

    

 

 

   

 

 

   

 

 

 

Sell protection:

 

 

Tesla, Inc.

   GSC      USD        2,060,000        1.00     06/20/21        Quarterly      $      $ (218,139   $ (244,909   $ (26,770
                   

 

 

    

 

 

   

 

 

   

 

 

 
              
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total traded indices

        $ 100,794      $ (1,135,182   $ (1,257,776   $ (223,388
                   

 

 

    

 

 

   

 

 

   

 

 

 

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      $      $ (638,340   $ (660,259   $ (21,919

Cox Communications, Inc.

   BCLY      USD        4,050,000        (1.00 %)      06/20/23        Quarterly               (47,057     (75,962     (28,905

Dell, Inc

   JPM      USD        7,230,000        (1.00 %)      06/20/23        Quarterly        449,901              334,519       (115,382

General Electric Co.

   CBK      USD        3,660,000        (1.00 %)      06/20/25        Quarterly        32,558              (4,645     (37,203

Ineos Group Holdings S.A.

   GSC      EUR        5,820,000        (5.00 %)      06/20/23        Quarterly               (988,551     (993,866     (5,315

International Business Machines Corp.

   BOA      USD        3,980,000        (1.00 %)      06/20/23        Quarterly               (123,134     (132,791     (9,657

Kohl’s Corp.

   MSC      USD        1,850,000        (1.00 %)      06/20/23        Quarterly        26,592              10,071       (16,521

Kohl’s Corp.

   JPM      USD        8,260,000        (1.00 %)      06/20/23        Quarterly        125,850              44,966       (80,884

Macy’s, inc.

   CBK      USD        8,580,000        (1.00 %)      06/20/23        Quarterly        363,432              185,874       (177,558

MDC Holdings, Inc.

   JPM      USD        3,075,000        (1.00 %)      03/20/20        Quarterly        35,616              (35,023     (70,639

Omnicom Group

   GSC      USD        8,030,000        (1.00 %)      06/20/23        Quarterly               (144,398     (135,093     9,305  

Target Corp.

   JPM      USD        8,000,000        (1.00 %)      06/20/23        Quarterly               (199,014     (231,016     (32,002

Uniti Group, Inc./Uniti Group Finance, Inc.

   JPM      USD        3,040,000        (5.00 %)      06/20/23        Quarterly        198,866              232,628       33,762  

Verizon Communications, Inc.

   CBK      USD        4,040,000        (1.00 %)      06/20/23        Quarterly               (67,114     (75,560     (8,446

Wester Union Co.

   GSC      USD        8,290,000        (1.00 %)      06/20/23        Quarterly        144,273              53,076       (91,197

Wind Tre S.p.A.

   BOA      EUR        1,455,000        (5.00 %)      06/20/23        Quarterly               (10,663     (161,148     (150,485

Windstream Services LLC

   BCLY      USD        1,680,000        (5.00 %)      06/20/23        Quarterly        657,332              723,189       65,857  
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total

        $ 2,034,420      $ (2,218,271   $ (921,040   $ (737,189
                   

 

 

    

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

 

Sell protection:

 

 

CalAtlantic Group, Inc.

   JPM      USD        4,230,000        5.00     12/20/22        Quarterly      $ 638,390      $     $ 668,214     $ 29,824  

Liberty Interactive LLC

   GSC      USD        1,425,000        5.00     03/20/20        Quarterly        54,134              111,369       57,235  

Liberty Interactive LLC

   BCLY      USD        850,000        5.00     03/20/20        Quarterly        27,817              66,431       38,614  
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total

        $ 720,341      $     $ 846,014     $ 125,673  
                   

 

 

    

 

 

   

 

 

   

 

 

 
           
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total single-name issues

 

     $ 2,754,761      $ (2,218,271   $ (75,026   $ (611,516
                   

 

 

    

 

 

   

 

 

   

 

 

 
           
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC contracts

        $ 2,855,555      $ (3,353,453   $ (1,332,802   $ (834,904
                   

 

 

    

 

 

   

 

 

   

 

 

 

 

(a)

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


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

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

                 

ITRAXX.XOV.29.V1

     EUR      26,017,500        (5.00%)       06/20/23        Quarterly      $ (2,686,186)     $ (3,047,630   $ (361,444
             

 

 

   

 

 

   

 

 

 
                 
             

 

 

   

 

 

   

 

 

 

Total

              $ (2,686,186   $ (3,047,630   $ (361,444
             

 

 

   

 

 

   

 

 

 

 

(a)

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

 

OTC Interest Rate Swap Contracts Outstanding at July 31, 2018  
Counter-
party
   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      $      $      $ 1,631     $ 1,631  
DEUT    3 Mo. NZD
Bank Bill
     2.31% Fixed       NZD        26,605,000        03/20/22       
Semi-
Annual
 
 
                   (66,762     (66,762
                   

 

 

    

 

 

    

 

 

   

 

 

 

Total

                 $      $      $ (65,131   $ (65,131
                   

 

 

    

 

 

    

 

 

   

 

 

 

 

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

7.99% Fixed

   1 Mo. MXN TIIE     MXN       1,003,955,000        09/16/20      Monthly    $ 22,179      $     $ 127,232     $ 105,053  

1.83% Fixed

   3 Mo. CAD
CDOR
    CAD       24,589,000        09/18/22      Semi-Annual                   468,672       468,672  

2.21% Fixed

   3 Mo. CAD
CDOR
    CAD       19,060,000        09/21/27      Semi-Annual                   397,764       397,764  

2.46% Fixed

   3 Mo. CAD
CDOR
    CAD       18,935,000        09/19/23      Semi-Annual             (2,824     121,765       124,589  

2.61% Fixed

   3 Mo. CAD
CDOR
    CAD       8,910,000        09/19/28      Semi-Annual             (11,469     88,498       99,967  

3 Mo. SEK STIBOR

   0.81% Fixed     SEK       228,460,000        09/19/23      Quarterly             (43,514     319,145       362,659  

3 Mo. SEK STIBOR

   1.51% Fixed     SEK       52,545,000        09/19/28      Quarterly             (9,353     147,770       157,123  

2.42% Fixed

   3 Mo. USD
LIBOR
    USD       19,099,000        09/18/22      Semi-Annual                   342,398       342,398  

2.64% Fixed

   3 Mo. USD
LIBOR
    USD       13,600,000        03/16/27      Semi-Annual                   237,214       237,214  

2.86% Fixed

   3 Mo. USD
LIBOR
    USD       14,800,000        09/19/23      Semi-Annual             (8,951     90,825       99,776  

2.95% Fixed

   3 Mo. USD
LIBOR
    USD       7,020,000        09/19/28      Semi-Annual             (19,915     54,042       73,957  

3 Mo. USD LIBOR

   7.71% Fixed     ZAR       1,465,970,000        09/18/20      Quarterly      81,220              255,496       174,276  

3 Mo. USD LIBOR

   3.12% Fixed     USD       216,075,000        06/19/21      Quarterly                   228,279       228,279  

3 Mo. USD LIBOR

   3.08% Fixed     USD       216,070,000        06/19/21      Quarterly                   56,338       56,338  

3 Mo. USD LIBOR

   3.03% Fixed     USD       215,925,000        06/19/21      Quarterly      189,966              (158,988     (348,954

3 Mo. USD LIBOR

   2.90% Fixed     NZD       160,450,000        09/16/22      Quarterly      51,794              301,718       249,924  

3 Mo. USD LIBOR

   3.03% Fixed     USD       23,925,000        11/15/43      Quarterly      71,149              (136,973     (208,122

3.12% Fixed

   3 Mo. USD
LIBOR
    USD       48,475,000        06/19/29      Semi-Annual             (259,193     (177,482     81,711  

3.18% Fixed

   3 Mo. USD
LIBOR
    USD       48,620,000        06/19/29      Semi-Annual                     (453,567       (453,567

3.21% Fixed

   3 Mo. USD
LIBOR
    USD       48,620,000        06/19/29      Semi-Annual                   (573,319     (573,319


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

8.10% Fixed

    3 Mo. ZAR JIBAR       ZAR         200,690,000       09/19/28       Quarterly     $ 325,018      $ —      $ 11,167      $ (313,851)  

3 Mo.NZD Bank Bill

    2.90% Fixed       NZD         467,120,000       12/18/21       Semi-Annual       384,307        —        2,207,484        1,823,177   

3 Mo.NZD Bank Bill

    2.75% Fixed       NZD         142,960,000       12/18/21       Quarterly       —        (24,539)       398,996        423,535   

3 Mo.NZD Bank Bill

    2.88% Fixed       NZD         40,640,000       09/19/23       Quarterly       —        —        372,784        372,784   

3 Mo.NZD Bank Bill

    3.31% Fixed       NZD         9,720,000       09/19/28       Quarterly       5,797        —        139,122        133,325   

2.76% Fixed

    6 Mo. AUD BBSW       AUD         18,695,000       09/19/23       Semi-Annual       1,814        —        (142,064)       (143,878)  

0.00% Fixed

    6 Mo. EUR EURIBOR       EUR               09/19/28       Annual       —        —        —         

6 Mo. EUR EURIBOR

    1.09% Fixed       GBP         834,570,000       06/19/20       Maturity       1,510,506        —        1,135,463        (375,043)  

6 Mo. EUR EURIBOR

    0.62% Fixed       EUR         16,558,000       09/18/22       Annual       —        —        145,765        145,765   

6 Mo. EUR EURIBOR

    0.62% Fixed       EUR         22,555,000       09/19/23       Semi-Annual       2,606        —        325,766        323,160   

6 Mo. EUR EURIBOR

    0.00% Fixed       EUR               03/21/28       Annual       —        —        —         

6 Mo. EUR EURIBOR

    1.19% Fixed       EUR         5,135,000       09/19/28       Semi-Annual       605        —        120,372        119,767   

1.28% Fixed

    6 Mo. GBP LIBOR       GBP         14,450,000       03/20/22       Semi-Annual       —        —        49,005        49,005   

1.48% Fixed

    6 Mo. GBP LIBOR       GBP         10,230,000       09/19/23       Semi-Annual       —        (1,350)       (47,180)       (45,830)  

1.56% Fixed

    6 Mo. GBP LIBOR       GBP         10,760,000       03/15/28       Semi-Annual       —        —        151,900        151,900   

1.68% Fixed

    6 Mo. GBP LIBOR       GBP         4,725,000       09/19/28       Semi-Annual       —        (3,271)       (42,625)       (39,354)  

0.00% Fixed

    6 Mo. JPY LIBOR       JPY         1,823,130,000       03/20/22       Semi-Annual       —        —        120,984        120,984   

0.34% Fixed

    6 Mo. JPY LIBOR       JPY         656,795,000       09/19/28       Semi-Annual       4,917        —        5,390        473   

2.70% Fixed

    6 Mo. NOK NIBOR       NOK         125,440,000       09/20/28       Annual       —        —        (55,725)       (55,725)  

6 Mo. NOK NIBOR

    1.80% Fixed       NOK         166,100,000       09/18/22       Annual       —        —        (141,552)       (141,552)  

6 Mo. NOK NIBOR

    2.13% Fixed       NOK         228,645,000       09/19/23       Semi-Annual       —        (11,396)       209,592        220,988   

6 Mo. NOK NIBOR

    2.36% Fixed       NOK         54,105,000       09/19/28       Semi-Annual       —        (42,062)       48,998        91,060   
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

            $ 2,651,878      $ (437,837 )     $ 6,750,469      $ 4,536,428   
           

 

 

   

 

 

   

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at July 31, 2018  

Amount and Description

of Currency to be
Purchased

  

Amount and Description

of Currency to be
Sold

     Counterparty    Settlement
Date
     Appreciation      Depreciation  
  258,363,000      AUD      191,421,147        USD      DEUT      08/03/18      $ 534,016      $  
  129,182,000      AUD      95,614,057        USD      BOA      08/03/18        363,895         
  129,182,000      AUD      95,646,353        USD      BNP      08/03/18        331,600         
  21,700,000      AUD      16,016,379        USD      MSC      08/03/18        106,003         
  8,019,000      AUD      5,937,268        USD      BNP      08/03/18        20,584         
  1,712,000      AUD      1,252,852        USD      JPM      08/03/18        19,108         
  5,795,000      AUD      4,291,163        USD      JPM      08/03/18        14,331         
  2,630,000      AUD      1,944,412        USD      BCLY      08/03/18        9,591         
  3,515,000      AUD      2,609,779        USD      DEUT      08/03/18        1,750         
  20,107,000      AUD      14,888,671        USD      BNP      09/06/18        52,555         
  2,337,000      AUD      1,731,509        USD      JPM      09/06/18        5,082         
  5,000,000      BRL      1,285,347        USD      BCLY      08/02/18        46,515         
  7,385,000      BRL      1,942,526        USD      SCB      08/02/18        24,634         
  16,360,000      BRL      4,356,974        USD      SCB      08/02/18        879         
  11,360,000      BRL      3,059,669        USD      DEUT      08/02/18               (33,679
  23,745,000      BRL      6,376,636        USD      SCB      09/05/18               (77,016
  798,351,000      CAD      613,078,636        USD      TDB      08/03/18        666,573         
  1,365,000      CAD      1,028,307        USD      CBK      08/03/18        21,058         
  2,565,000      CAD      1,951,960        USD      JPM      08/03/18        19,925         
  1,401,000      CAD      1,060,593        USD      CBK      08/03/18        16,448         
  1,364,000      CAD      1,033,177        USD      JPM      08/03/18        15,420         
  1,667,000      CAD      1,269,001        USD      JPM      08/03/18        12,532         
  909,000      CAD      687,974        USD      CBK      08/03/18        10,834         
  1,667,000      CAD      1,271,133        USD      JPM      08/03/18        10,400         
  2,256,000      CHF      2,272,872        USD      MSC      08/03/18        6,133         
  1,090,000      CHF      1,102,424        USD      MSC      08/03/18               (1,309
  2,114,700,000      CLP      3,243,266        USD      HSBC      08/03/18        72,815         


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  1,399,600,000      CLP      2,147,779        USD      GSC      08/03/18      $ 46,947      $  
  389,600,000      CLP      610,037        USD      CBK      09/06/18        1,255         
  12,924,000      CNH      1,929,560        USD      GSC      09/19/18               (32,663
  23,019,000      CNH      3,472,286        USD      BCLY      09/19/18               (93,714
  529,800,000      COP      182,595        USD      CBK      08/03/18        672         
  2,514,400,000      COP      870,035        USD      BCLY      08/03/18               (259
  2,497,800,000      COP      871,528        USD      JPM      08/03/18               (7,495
  23,960,000      CZK      1,079,425        USD      GSC      08/03/18        16,235         
  16,520,000      CZK      745,672        USD      MSC      08/03/18        9,766         
  23,960,000      CZK      1,091,467        USD      GSC      08/03/18        4,193         
  20,000      CZK      909        USD      CBK      08/03/18        5         
  23,820,000      CZK      1,090,060        USD      MSC      08/03/18               (802
  28,620,000      CZK      1,312,242        USD      CBK      09/06/18               (1,710
  2,399,854,000      DKK      377,513,607        USD      MSC      08/03/18               (836,327
  73,957,000      EUR      86,122,409        USD      JPM      08/03/18        377,900         
  55,467,000      EUR      64,549,888        USD      JPM      08/03/18        324,466         
  5,559,000      EUR      6,459,352        USD      CBK      08/03/18        42,469         
  2,977,000      EUR      3,454,285        USD      CBK      08/03/18        27,622         
  5,548,000      EUR      6,471,004        USD      CBK      08/03/18        17,952         
  2,597,000      EUR      3,019,654        USD      JPM      08/03/18        17,804         
  2,407,000      EUR      2,804,518        USD      CBK      08/03/18        10,715         
  925,000      EUR      1,075,122        USD      JPM      08/03/18        6,761         
  2,406,000      EUR      2,807,571        USD      JPM      08/03/18        6,493         
  1,112,000      EUR      1,295,056        USD      CBK      08/03/18        5,543         
  1,480,000      EUR      1,726,547        USD      CBK      08/03/18        4,465         
  1,107,000      EUR      1,291,058        USD      JPM      08/03/18        3,693         
  1,107,000      EUR      1,291,081        USD      JPM      08/03/18        3,669         
  1,107,000      EUR      1,291,730        USD      JPM      08/03/18        3,021         
  2,407,000      EUR      2,812,851        USD      SSG      08/03/18        2,382         
  1,107,000      EUR      1,293,103        USD      JPM      08/03/18        1,647         
  886,000      EUR      1,035,243        USD      JPM      08/03/18        1,025         
  929,000      EUR      1,087,725        USD      BCLY      08/03/18               (1,164
  1,110,000      EUR      1,300,112        USD      JPM      08/03/18               (1,853
  1,110,000      EUR      1,301,514        USD      JPM      08/03/18               (3,255
  1,107,000      EUR      1,302,188        USD      JPM      08/03/18               (7,438
  6,493,000      EUR      7,603,128        USD      JPM      08/03/18               (8,897
  5,548,000      EUR      6,502,789        USD      CBK      08/03/18               (13,833
  5,559,000      EUR      6,519,339        USD      CBK      08/03/18               (17,518
  18,379,000      EUR      21,517,490        USD      HSBC      08/03/18               (21,362
  36,758,000      EUR      43,053,469        USD      HSBC      08/03/18               (61,212
  51,425,000      EUR      60,249,530        USD      MSC      08/03/18               (102,710
  37,302,000      EUR      43,971,113        USD      CBK      08/03/18               (342,592
  696,000      EUR      815,992        USD      SSG      08/31/18               (189
  11,115,000      EUR      12,988,444        USD      CBK      09/06/18        45,350         
  5,190,000      EUR      6,095,655        USD      MSC      09/06/18               (9,700
  981,000      GBP      1,277,391        USD      JPM      08/03/18        10,376         
  2,953,000      GBP      3,866,496        USD      JPM      08/03/18        9,931         
  2,776,000      GBP      3,636,560        USD      DEUT      08/03/18        7,518         
  1,148,000      GBP      1,504,549        USD      CBK      08/03/18        2,440         
  656,000      GBP      860,088        USD      JPM      08/03/18        1,048         
  328,000      GBP      430,084        USD      JPM      08/03/18        485         
  164,000      GBP      215,042        USD      JPM      08/03/18        242         
  645,000      GBP      848,323        USD      JPM      08/03/18               (1,626
  967,000      GBP      1,271,021        USD      JPM      08/03/18               (1,632
  1,961,000      GBP      2,590,469        USD      JPM      08/03/18               (16,249
  1,179,000      GBP      1,549,556        USD      CBK      08/31/18        3         
  2,219,000      GBP      2,910,929        USD      DEUT      09/06/18        6,216         
  858,200,000      HUF      3,036,526        USD      JPM      08/03/18        92,829         
  302,800,000      HUF      1,084,916        USD      GSC      08/03/18        19,219         
  128,370,000      HUF      456,514        USD      SCB      08/03/18        11,577         
  239,200,000      HUF      867,354        USD      JPM      08/03/18        4,869         
  298,800,000      HUF      1,089,890        USD      GSC      08/03/18               (341
  1,525,970,000      HUF      5,574,721        USD      CBK      09/06/18        2,118         
  128,496,000,000      IDR      8,932,638        USD      GSC      08/03/18               (24,461
  66,104,000,000      IDR      4,592,150        USD      CSFB      09/06/18               (27,682


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  282,890,000      INR      4,113,567        USD      DEUT      08/03/18      $ 9,604      $  
  817,837,000      INR      11,913,139        USD      BCLY      08/03/18        6,976         
  89,250,000      INR      1,295,638        USD      MSC      08/03/18        5,197         
  359,430,000      INR      5,218,509        USD      SCB      09/06/18               (1,572
  214,900,000      JPY      1,912,055        USD      CBK      08/03/18        10,240         
  192,500,000      JPY      1,733,422        USD      CIBC      08/03/18               (11,497
  142,135,000      JPY      1,286,037        USD      JPM      08/03/18               (14,630
  170,606,000      JPY      1,544,779        USD      JPM      08/03/18               (18,697
  333,700,000      JPY      3,032,936        USD      RBC      08/03/18               (47,968
  1,912,870,000      JPY      17,176,582        USD      JPM      08/03/18               (65,835
  1,882,727,000      JPY      17,087,831        USD      JPM      08/03/18               (246,716
  2,340,463,000      JPY      21,199,904        USD      JPM      08/03/18               (264,310
  2,340,463,000      JPY      21,200,038        USD      JPM      08/03/18               (264,444
  2,353,820,000      JPY      21,355,265        USD      HSBC      08/03/18               (300,192
  2,340,463,000      JPY      21,283,233        USD      JPM      08/03/18               (347,639
  48,624,166,000      JPY      440,216,577        USD      CBA      08/03/18               (5,270,250
  21,687,000      JPY      195,768        USD      NOM      08/31/18               (1,401
  21,686,000      JPY      195,807        USD      CBA      08/31/18               (1,449
  45,339,300,000      JPY      409,188,379        USD      ANZ      09/06/18               (2,677,615
  2,113,370,000      KRW      1,883,087        USD      DEUT      08/03/18        6,207         
  1,232,430,000      KRW      1,101,973        USD      MSC      08/03/18               (215
  1,935,970,000      KRW      1,736,218        USD      SCB      08/03/18               (5,514
  244,222,992,000      KRW      218,544,064        USD      DEUT      08/03/18               (215,468
  4,078,570,000      KRW      3,651,361        USD      DEUT      09/06/18               (2,417
  222,763,000      MXN      11,293,435        USD      RBC      08/03/18        652,962         
  37,140,000      MXN      1,836,846        USD      CBK      08/03/18        154,908         
  1,374,963,000      MXN      73,732,465        USD      RBC      08/03/18        4,434         
  28,310,000      MXN      1,518,288        USD      DEUT      09/06/18               (8,887
  1,191,526,000      NOK      145,577,758        USD      HSBC      08/03/18        520,903         
  23,030,000      NOK      2,797,013        USD      CBK      08/03/18        26,805         
  17,560,000      NOK      2,141,276        USD      JPM      08/03/18        11,839         
  21,100,000      NOK      2,575,526        USD      JPM      08/03/18        11,645         
  10,566,000      NOK      1,289,566        USD      BCLY      08/03/18        5,981         
  8,780,000      NOK      1,070,967        USD      JPM      08/03/18        5,591         
  14,079,000      NOK      1,722,506        USD      JPM      08/03/18        3,787         
  10,513,000      NOK      1,285,567        USD      JPM      08/03/18        3,481         
  8,780,000      NOK      1,075,260        USD      JPM      08/03/18        1,298         
  11,030,000      NOK      1,351,710        USD      CBK      08/03/18        731         
  6,081,000      NOK      748,364        USD      JPM      08/03/18               (2,744
  14,017,000      NOK      1,729,278        USD      JPM      08/03/18               (10,587
  18,244,000      NOK      2,253,449        USD      JPM      08/03/18               (16,466
  1,669,509,000      NOK      205,311,255        USD      MSC      08/03/18               (604,828
  48,448,000      NOK      5,966,245        USD      MSC      09/06/18               (17,367
  339,491,000      NZD      231,193,371        USD      MSC      08/03/18        203,718         
  34,625,000      NZD      23,547,677        USD      BNP      08/03/18        52,726         
  23,205,000      NZD      15,777,474        USD      GSC      08/03/18        39,056         
  1,825,000      NZD      1,222,823        USD      JPM      08/03/18        21,097         
  2,715,000      NZD      1,830,664        USD      DEUT      08/03/18        19,880         
  2,715,000      NZD      1,830,886        USD      JPM      08/03/18        19,658         
  1,532,000      NZD      1,025,980        USD      CBK      08/03/18        18,231         
  1,825,000      NZD      1,228,137        USD      JPM      08/03/18        15,783         
  1,536,000      NZD      1,031,994        USD      BCLY      08/03/18        14,943         
  1,521,000      NZD      1,022,946        USD      JPM      08/03/18        13,768         
  2,879,000      NZD      1,949,097        USD      JPM      08/03/18        13,229         
  2,240,000      NZD      1,515,022        USD      JPM      08/03/18        11,762         
  1,825,000      NZD      1,235,549        USD      JPM      08/03/18        8,371         
  1,825,000      NZD      1,236,476        USD      JPM      08/03/18        7,444         
  1,532,000      NZD      1,040,734        USD      CBK      08/03/18        3,478         
  582,000      NZD      393,662        USD      BOA      08/03/18        3,029         
  1,915,000      NZD      1,305,088        USD      CBK      08/03/18        176         
  1,600,000      NZD      1,090,416        USD      CBK      08/03/18        144         
  3,190,000      NZD      2,178,674        USD      CBK      08/03/18               (4,370
  7,047,000      NZD      4,798,655        USD      MSC      09/06/18        4,299         
  1,605,000      NZD      1,094,711        USD      JPM      09/06/18               (807
  11,365,000      PEN      3,459,665        USD      BNP      08/03/18        13,632         


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  8,495,000      PEN      2,595,351        USD      BNP      08/03/18      $ 835      $  
  3,905,000      PEN      1,192,694        USD      BNP      08/03/18        726         
  3,905,000      PEN      1,192,731        USD      HSBC      08/03/18        690         
  2,058,000      PEN      629,550        USD      SCB      08/03/18               (598
  8,500,000      PEN      2,599,388        USD      BNP      08/03/18               (1,674
  448,885,000      PLN      119,815,293        USD      JPM      08/03/18        3,013,927         
  4,035,000      PLN      1,071,494        USD      DEUT      08/03/18        32,611         
  9,615,000      PLN      2,615,999        USD      CBK      08/03/18        14,971         
  4,820,000      PLN      1,310,732        USD      CBK      08/03/18        8,174         
  205,697,000      PLN      56,143,076        USD      GSC      09/06/18        170,024         
  408,838,000      RUB      6,450,584        USD      BOA      08/03/18        91,172         
  405,990,000      RUB      6,405,648        USD      BCLY      08/03/18        90,537         
  405,990,000      RUB      6,427,452        USD      BCLY      08/03/18        68,733         
  163,400,000      RUB      2,592,828        USD      HSBC      08/03/18        21,711         
  937,859,000      RUB      14,986,561        USD      CBK      08/03/18        19,980         
  108,890,000      RUB      1,729,511        USD      BOA      08/03/18        12,822         
  109,640,000      RUB      1,747,390        USD      BOA      08/03/18        6,943         
  217,090,000      RUB      3,481,796        USD      GSC      08/03/18               (8,172
  811,735,000      RUB      12,890,821        USD      BOA      09/06/18        46,778         
  270,390,000      RUB      4,289,862        USD      CBK      09/06/18        19,669         
  6,482,000      RUB      103,564        USD      JPM      09/06/18               (253
  54,690,000      RUB      876,161        USD      BCLY      09/06/18               (4,501
  64,119,000      SEK      7,174,415        USD      CBK      08/03/18        119,298         
  32,740,000      SEK      3,649,334        USD      CBK      08/03/18        74,931         
  13,053,000      SEK      1,466,321        USD      JPM      08/03/18        18,494         
  8,951,000      SEK      1,005,821        USD      JPM      08/03/18        12,380         
  9,560,000      SEK      1,077,516        USD      JPM      08/03/18        9,960         
  5,724,000      SEK      643,627        USD      JPM      08/03/18        7,494         
  7,590,000      SEK      856,309        USD      BCLY      08/03/18        7,074         
  7,459,000      SEK      844,104        USD      JPM      08/03/18        4,378         
  1,865,000      SEK      210,297        USD      JPM      08/03/18        1,852         
  3,730,000      SEK      426,187        USD      JPM      08/03/18               (1,889
  69,409,000      SEK      7,929,285        USD      MSC      08/03/18               (33,820
  2,290,000      SGD      1,675,488        USD      JPM      08/03/18        6,708         
  1,770,000      SGD      1,299,574        USD      MSC      08/03/18        638         
  2,655,000      SGD      1,955,418        USD      CBK      08/03/18               (5,099
  172,057,000      THB      5,164,395        USD      JPM      08/03/18        7,407         
  172,057,000      THB      5,166,877        USD      BNP      08/03/18        4,926         
  156,190,000      THB      4,722,012        USD      JPM      08/03/18               (27,151
  31,105,000      TRY      6,324,083        USD      GSC      08/03/18               (17,049
  11,450,000      TRY      2,338,782        USD      GSC      08/03/18               (17,113
  23,028,000      TRY      4,705,715        USD      BCLY      08/03/18               (36,422
  3,970,000      TRY      854,867        USD      BCLY      08/03/18               (49,887
  61,880,000      TRY      12,601,209        USD      GSC      08/03/18               (54,055
  4,950,000      TRY      1,069,553        USD      BCLY      08/03/18               (65,862
  31,105,000      TRY      6,399,284        USD      GSC      08/03/18               (92,251
  9,920,000      TRY      2,131,853        USD      BCLY      08/03/18               (120,415
  29,920,000      TRY      6,257,058        USD      MSC      08/03/18               (190,302
  29,920,000      TRY      6,313,835        USD      MSC      08/03/18               (247,079
  29,920,000      TRY      6,360,950        USD      GSC      08/03/18               (294,194
  29,920,000      TRY      6,383,750        USD      GSC      08/03/18               (316,995
  58,610,000      TRY      12,678,392        USD      BCLY      08/03/18               (794,283
  5,498,000      TRY      1,102,770        USD      JPM      09/06/18               (5,171
  56,380,000      TRY      11,356,371        USD      BCLY      09/06/18               (100,888
  272,030,000      TWD      8,886,965        USD      BCLY      08/03/18        239         
  870,910      USD      1,165,000        AUD      GSC      08/03/18        5,353         
  1,737,992      USD      2,338,000        AUD      JPM      08/03/18        935         
  1,250,154      USD      1,692,000        AUD      JPM      08/03/18               (6,946
  1,248,303      USD      1,692,000        AUD      JPM      08/03/18               (8,797
  1,291,950      USD      1,753,000        AUD      JPM      08/03/18               (10,471
  1,245,485      USD      1,692,000        AUD      JPM      08/03/18               (11,615
  1,244,476      USD      1,692,000        AUD      JPM      08/03/18               (12,624
  2,156,698      USD      2,920,000        AUD      CSFB      08/03/18               (12,766
  2,366,888      USD      3,230,000        AUD      CBK      08/03/18               (32,895
  3,737,455      USD      5,090,000        AUD      CBA      08/03/18               (44,247
  14,887,223      USD      20,107,000        AUD      BNP      08/03/18               (51,613


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  16,768,271      USD      22,662,000        AUD      GSC      08/03/18      $      $ (68,845
  12,220,713      USD      16,666,000        AUD      SSG      08/03/18               (161,574
  88,125,653      USD      119,350,000        AUD      HSBC      08/03/18               (547,449
  88,090,087      USD      119,350,000        AUD      MSC      08/03/18               (583,015
  87,674,253      USD      119,349,000        AUD      DEUT      08/03/18               (998,106
  87,674,987      USD      119,350,000        AUD      DEUT      08/03/18               (998,115
  40,805,268      USD      55,187,000        AUD      GSC      08/31/18               (203,076
  5,937,845      USD      8,019,000        AUD      BNP      09/06/18               (20,960
  95,655,654      USD      129,182,000        AUD      BNP      09/06/18               (337,653
  95,625,942      USD      129,182,000        AUD      BOA      09/06/18               (367,365
  191,445,691      USD      258,363,000        AUD      DEUT      09/06/18               (540,180
  6,401,995      USD      23,745,000        BRL      SCB      08/02/18        76,983         
  1,331,593      USD      5,000,000        BRL      BCLY      08/02/18               (269
  3,025,380      USD      11,360,000        BRL      DEUT      08/02/18               (610
  1,091,796      USD      1,422,000        CAD      CBK      08/03/18               (1,389
  1,305,121      USD      1,706,000        CAD      CBK      08/03/18               (6,394
  1,083,846      USD      1,421,000        CAD      JPM      08/03/18               (8,571
  1,957,467      USD      2,559,000        CAD      JPM      08/03/18               (9,806
  1,092,421      USD      1,435,000        CAD      GSC      08/03/18               (10,758
  1,079,979      USD      1,422,000        CAD      JPM      08/03/18               (13,206
  1,252,852      USD      1,649,000        CAD      JPM      08/03/18               (14,843
  1,052,748      USD      1,389,000        CAD      JPM      08/03/18               (15,068
  1,708,827      USD      2,243,000        CAD      JPM      08/03/18               (15,515
  1,080,825      USD      1,435,000        CAD      GSC      08/03/18               (22,354
  1,516,655      USD      2,004,000        CAD      JPM      08/03/18               (23,952
  2,600,175      USD      3,420,000        CAD      BNP      08/03/18               (29,006
  2,545,463      USD      3,364,000        CAD      JPM      08/03/18               (40,666
  4,445,341      USD      5,861,000        CAD      HSBC      08/03/18               (60,397
  587,246,123      USD      777,959,000        CAD      RBC      08/03/18               (10,822,407
  613,421,101      USD      798,351,000        CAD      TDB      09/06/18               (697,888
  1,616,886      USD      1,608,000        CHF      CBK      08/03/18               (7,511
  1,735,624      USD      1,738,000        CHF      JPM      08/03/18               (20,099
  1,103,049      USD      1,086,000        CHF      CBK      09/06/18        2,792         
  1,105,541      USD      1,090,000        CHF      MSC      09/06/18        1,232         
  609,560      USD      389,600,000        CLP      CBK      08/03/18               (1,376
  1,510,117      USD      992,600,000        CLP      BCLY      08/03/18               (46,388
  3,285,208      USD      2,132,100,000        CLP      BNP      08/03/18               (58,157
  611,665      USD      389,600,000        CLP      JPM      09/06/18        373         
  6,827,493      USD      44,462,000        CNH      GSC      09/19/18        301,663         
  4,102,449      USD      26,335,000        CNH      GSC      09/19/18        237,177         
  4,902,590      USD      31,831,000        CNH      GSC      09/19/18        230,653         
  3,836,116      USD      25,018,000        CNH      GSC      09/19/18        164,145         
  1,666,245      USD      11,185,000        CNH      GSC      09/19/18        24,586         
  1,878,326      USD      5,542,000,000        COP      SCB      08/03/18               (38,749
  1,086,431      USD      23,820,000        CZK      GSC      08/03/18               (2,828
  2,897,606      USD      64,460,000        CZK      GSC      08/03/18               (50,068
  1,091,471      USD      23,820,000        CZK      MSC      09/06/18        735         
  9,587,583      USD      61,255,000        DKK      HSBC      08/03/18               (26,905
  365,727,534      USD      2,338,599,000        DKK      MSC      08/03/18               (1,335,258
  378,499,002      USD      2,399,854,000        DKK      MSC      09/06/18        789,440         
  195,393,745      USD      1,231,430,000        DKK      GSC      11/15/18        466,726         
  6,080,604      USD      5,190,000        EUR      MSC      08/03/18        10,366         
  1,088,419      USD      924,000        EUR      SCB      08/03/18        7,706         
  21,280,699      USD      18,190,000        EUR      JPM      08/03/18        5,626         
  21,280,681      USD      18,190,000        EUR      JPM      08/03/18        5,608         
  1,083,395      USD      923,000        EUR      JPM      08/03/18        3,852         
  572,970      USD      488,000        EUR      JPM      08/03/18        2,203         
  21,578,691      USD      18,452,000        EUR      JPM      08/03/18               (2,818
  1,305,266      USD      1,119,000        EUR      CBK      08/03/18               (3,519
  1,297,366      USD      1,114,000        EUR      BCLY      08/03/18               (5,572
  1,942,779      USD      1,670,000        EUR      CBK      08/03/18               (10,457
  21,605,783      USD      18,489,000        EUR      JPM      08/03/18               (19,001
  2,582,870      USD      2,232,000        EUR      JPM      08/03/18               (27,683
  21,216,288      USD      18,190,000        EUR      JPM      08/03/18               (58,785
  21,520,900      USD      18,452,000        EUR      JPM      08/03/18               (60,610
  131,265,624      USD      112,326,000        EUR      SSG      08/03/18               (111,171


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  29,936,314      USD      25,833,000        EUR      HSBC      08/03/18      $      $ (278,033
  130,879,082      USD      112,328,000        EUR      CBK      08/03/18               (500,053
  65,784,906      USD      54,000,000        EUR      RBS      08/15/18        2,567,066         
  48,430,316      USD      41,308,627        EUR      SSG      08/31/18        11,239         
  60,398,663      USD      51,425,000        EUR      MSC      09/06/18        96,109         
  1,526,838      USD      1,307,000        EUR      CBK      09/06/18               (5,790
  12,366,668      USD      9,397,000        GBP      BCLY      08/03/18        31,150         
  1,273,023      USD      963,000        GBP      JPM      08/03/18        8,886         
  2,906,890      USD      2,219,000        GBP      DEUT      08/03/18               (6,009
  4,243,865      USD      3,229,000        GBP      CBK      08/31/18               (9
  3,641,612      USD      2,776,000        GBP      DEUT      09/06/18               (7,776
  5,562,295      USD      1,525,970,000        HUF      CBK      08/03/18               (2,028
  1,072,106      USD      301,400,000        HUF      CBK      08/03/18               (26,924
  4,468,383      USD      64,233,000,000        IDR      JPM      08/03/18        15,334         
  4,443,269      USD      64,263,000,000        IDR      SCB      08/03/18               (11,859
  8,905,399      USD      128,496,000,000        IDR      GSC      09/06/18        32,775         
  1,081,355      USD      3,945,000        ILS      HSBC      08/03/18        6,875         
  10,975      USD      40,000        ILS      MSC      08/03/18        81         
  5,334,155      USD      367,710,000        INR      BNP      08/03/18               (25,281
  11,890,719      USD      822,267,000        INR      BCLY      08/03/18               (93,965
  11,865,608      USD      817,837,000        INR      BCLY      09/06/18               (4,865
  408,278,253      USD      45,339,300,000        JPY      ANZ      08/03/18        2,715,266         
  60,697,183      USD      6,695,045,000        JPY      JPM      08/03/18        809,570         
  42,968,381      USD      4,773,250,000        JPY      HSBC      08/03/18        271,349         
  21,497,214      USD      2,386,625,000        JPY      HSBC      08/03/18        148,698         
  17,236,852      USD      1,912,870,000        JPY      JPM      08/03/18        126,106         
  3,893,339      USD      428,900,000        JPY      JPM      08/03/18        56,801         
  3,065,801      USD      340,589,000        JPY      JPM      08/03/18        19,210         
  2,620,284      USD      291,500,000        JPY      BNP      08/03/18        12,798         
  867,343      USD      95,700,000        JPY      CIBC      08/03/18        11,300         
  1,532,032      USD      170,367,000        JPY      CBK      08/03/18        8,088         
  875,653      USD      97,354,000        JPY      JPM      08/03/18        4,815         
  437,863      USD      48,674,000        JPY      JPM      08/03/18        2,471         
  218,942      USD      24,339,000        JPY      JPM      08/03/18        1,228         
  2,165,005      USD      244,300,000        JPY      DEUT      08/03/18               (20,274
  3,649,727      USD      4,078,570,000        KRW      DEUT      08/03/18        3,598         
  1,078,040      USD      1,203,200,000        KRW      BCLY      08/03/18        2,412         
  217,611,305      USD      244,222,992,000        KRW      DEUT      08/03/18               (717,291
  218,641,891      USD      244,222,992,000        KRW      DEUT      09/06/18        144,752         
  1,949,832      USD      37,090,000        MXN      CBK      08/03/18               (39,241
  4,567,504      USD      87,380,000        MXN      JPM      08/03/18               (118,535
  2,421,634      USD      47,820,000        MXN      CBK      08/03/18               (142,870
  2,384,342      USD      47,270,000        MXN      JPM      08/03/18               (150,666
  6,470,693      USD      128,202,000        MXN      BNP      08/03/18               (404,560
  7,170,187      USD      141,850,000        MXN      BNP      08/03/18               (436,984
  6,402,353      USD      128,202,000        MXN      MSC      08/03/18               (472,899
  10,155,741      USD      200,322,000        MXN      RBC      08/03/18               (587,183
  41,297,912      USD      816,730,000        MXN      JPM      08/03/18               (2,501,912
  73,319,238      USD      1,374,963,000        MXN      RBC      09/06/18        10,516         
  350,026,436      USD      2,846,695,000        NOK      CBK      08/03/18        979,643         
  2,813,519      USD      22,610,000        NOK      GSC      08/03/18        41,199         
  1,304,262      USD      10,425,000        NOK      JPM      08/03/18        26,003         
  5,957,991      USD      48,448,000        NOK      MSC      08/03/18        17,552         
  1,291,844      USD      10,425,000        NOK      JPM      08/03/18        13,585         
  433,129      USD      3,475,000        NOK      JPM      08/03/18        7,043         
  858,106      USD      6,950,000        NOK      JPM      08/03/18        5,934         
  1,495,531      USD      12,162,000        NOK      JPM      08/03/18        4,290         
  214,522      USD      1,738,000        NOK      JPM      08/03/18        1,418         
  7,589,034      USD      61,887,000        NOK      JPM      08/03/18        775         
  205,595,695      USD      1,669,509,000        NOK      MSC      09/06/18        598,455         
  1,248,112      USD      1,825,000        NZD      JPM      08/03/18        4,192         
  1,256,600      USD      1,838,000        NZD      JPM      08/03/18        3,819         
  1,240,978      USD      1,825,000        NZD      JPM      08/03/18               (2,942


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  4,799,007      USD      7,047,000        NZD      MSC      08/03/18      $      $ (4,229
  1,303,488      USD      1,919,000        NZD      CBK      08/03/18               (4,502
  1,521,117      USD      2,240,000        NZD      BCLY      08/03/18               (5,667
  1,955,025      USD      2,882,000        NZD      JPM      08/03/18               (9,347
  1,292,152      USD      1,916,000        NZD      JPM      08/03/18               (13,793
  2,590,775      USD      3,831,000        NZD      JPM      08/03/18               (20,435
  2,482,774      USD      3,676,000        NZD      JPM      08/03/18               (22,788
  2,748,316      USD      4,070,000        NZD      CIBC      08/03/18               (25,796
  2,715,379      USD      4,024,000        NZD      JPM      08/03/18               (27,380
  24,539,314      USD      36,082,000        NZD      SSG      08/03/18               (54,180
  29,431,686      USD      43,412,000        NZD      GSC      08/03/18               (157,936
  28,720,542      USD      42,828,000        NZD      RBS      08/03/18               (471,025
  182,060,507      USD      269,163,000        NZD      BOA      08/03/18               (1,401,012
  1,749,068      USD      2,561,000        NZD      JPM      09/06/18        3,593         
  231,176,396      USD      339,491,000        NZD      MSC      09/06/18               (207,113
  5,937,414      USD      19,448,000        PEN      BNP      08/03/18               (6,157
  2,597,395      USD      8,530,000        PEN      DEUT      08/03/18               (9,488
  3,112,663      USD      10,250,000        PEN      BNP      08/03/18               (19,875
  628,493      USD      2,058,000        PEN      SCB      09/06/18        499         
  1,310,623      USD      4,880,000        PLN      JPM      08/03/18               (24,700
  6,471,927      USD      23,856,000        PLN      CBK      08/03/18               (55,834
  6,414,248      USD      23,856,000        PLN      CBK      08/03/18               (113,513
  6,466,350      USD      24,074,000        PLN      CBK      08/03/18               (121,063
  56,117,037      USD      205,697,000        PLN      GSC      08/03/18               (168,207
  6,401,992      USD      24,074,000        PLN      CBK      08/03/18               (185,420
  43,802,114      USD      160,918,000        PLN      CBK      08/03/18               (230,171
  12,971,794      USD      47,697,000        PLN      CBK      09/06/18               (86,082
  6,546,889      USD      408,755,000        RUB      GSC      08/03/18        6,461         
  1,717,767      USD      109,250,000        RUB      CBK      08/03/18               (30,326
  4,277,247      USD      270,600,000        RUB      BOA      08/03/18               (52,584
  31,253,940      USD      1,969,092,000        RUB      BCLY      08/03/18               (253,206
  14,931,445      USD      937,859,000        RUB      CBK      09/06/18               (16,344
  1,422,593      USD      12,430,000        SEK      GSC      08/03/18        8,646         
  2,233,739      USD      19,580,000        SEK      JPM      08/03/18        6,460         
  681,192      USD      5,963,000        SEK      JPM      08/03/18        2,885         
  596,754      USD      5,225,000        SEK      JPM      08/03/18        2,395         
  1,443,414      USD      12,676,000        SEK      JPM      08/03/18        1,484         
  1,305,457      USD      11,467,000        SEK      JPM      08/03/18        1,054         
  1,273,390      USD      11,188,000        SEK      JPM      08/03/18        724         
  1,304,399      USD      11,467,000        SEK      JPM      08/03/18               (4
  1,304,084      USD      11,467,000        SEK      JPM      08/03/18               (318
  741,922      USD      6,527,000        SEK      JPM      08/03/18               (542
  1,739,355      USD      15,297,000        SEK      CBK      08/03/18               (721
  1,267,548      USD      11,188,000        SEK      JPM      08/03/18               (5,118
  1,264,278      USD      11,188,000        SEK      JPM      08/03/18               (8,388
  1,262,992      USD      11,188,000        SEK      JPM      08/03/18               (9,674
  832,026      USD      7,451,000        SEK      JPM      08/03/18               (15,545
  1,248,531      USD      11,188,000        SEK      JPM      08/03/18               (24,135
  5,450,268      USD      48,710,000        SEK      CBK      08/03/18               (90,629
  7,949,469      USD      69,409,000        SEK      MSC      09/06/18        33,051         
  8,448,065      USD      11,480,000        SGD      BCLY      08/03/18        15,047         
  4,084,050      USD      5,551,000        SGD      BCLY      08/03/18        6,377         
  8,218,904      USD      11,184,000        SGD      SSG      08/03/18        3,323         
  1,737,082      USD      2,365,000        SGD      SCB      08/03/18               (208
  4,097,188      USD      5,586,000        SGD      BCLY      08/03/18               (6,195
  10,603,933      USD      14,493,000        SGD      BNP      08/03/18               (42,385
  143,903,208      USD      196,189,000        SGD      CBK      08/03/18               (213,985
  13,173,542      USD      436,064,000        THB      SSG      08/03/18        66,044         
  861,464      USD      28,480,000        THB      JPM      08/03/18        5,393         
  1,079,124      USD      35,760,000        THB      JPM      08/03/18        4,226         
  5,169,516      USD      172,057,000        THB      BNP      09/06/18               (6,438
  5,165,791      USD      172,057,000        THB      JPM      09/06/18               (10,163
  6,425,535      USD      29,925,000        TRY      BCLY      08/03/18        357,765         
  6,400,385      USD      29,925,000        TRY      GSC      08/03/18        332,615         
  3,307,068      USD      15,288,000        TRY      BCLY      08/03/18        207,183         
  6,508,305      USD      31,111,000        TRY      HSBC      08/03/18        200,055         


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

  6,485,377        USD        31,111,000        TRY        GSC        08/03/18      $ 177,127      $  
  3,332,841        USD        15,785,000        TRY        MSC        08/03/18        132,181         
  6,388,000        USD        30,939,000        TRY        GSC        08/03/18        114,626         
  6,372,081        USD        30,939,000        TRY        GSC        08/03/18        98,706         
  6,401,598        USD        31,111,000        TRY        JPM        08/03/18        93,348         
  11,521,114        USD        56,380,000        TRY        BCLY        08/03/18        89,173         
  6,353,330        USD        30,939,000        TRY        JPM        08/03/18        79,955         
  2,375,454        USD        11,520,000        TRY        GSC        08/03/18        39,590         
  545,456        USD        2,681,000        TRY        JPM        08/03/18        1,841         
  1,088,024        USD        5,363,000        TRY        JPM        08/03/18        590         
  541,093        USD        2,681,000        TRY        JPM        08/03/18               (2,523
  12,484,162        USD        61,878,000        TRY        GSC        09/06/18        131,079         
  4,638,427        USD        23,028,000        TRY        BCLY        09/06/18        41,207         
  8,906,460        USD        272,030,000        TWD        BCLY        08/03/18        19,256         
  8,901,942        USD        272,030,000        TWD        BCLY        09/06/18               (2,768
  1,094,711        USD        14,440,000        ZAR        MSC        08/03/18               (1,446
  1,079,248        USD        14,410,000        ZAR        GSC        08/03/18               (14,632
  1,064,689        USD        14,370,000        ZAR        BCLY        08/03/18               (26,155
  1,732,895        USD        23,240,000        ZAR        GSC        08/03/18               (31,281
  1,740,010        USD        23,360,000        ZAR        BCLY        08/03/18               (33,275
  1,076,600        USD        14,820,000        ZAR        BCLY        08/03/18               (48,404
  1,696,963        USD        23,360,000        ZAR        GSC        08/03/18               (76,322
  6,404,639        USD        85,883,000        ZAR        GSC        08/03/18               (114,841
  6,403,556        USD        85,883,000        ZAR        GSC        08/03/18               (115,924
  4,061,842        USD        55,934,000        ZAR        BCLY        08/03/18               (184,174
  6,299,795        USD        87,540,000        ZAR        BCLY        08/03/18               (345,470
  87,540,000        ZAR        6,236,731        USD        GSC        08/03/18        408,534         
  110,653,000        ZAR        8,035,452        USD        BCLY        08/03/18        364,348         
  171,765,000        ZAR        12,706,861        USD        GSC        08/03/18        332,023         
  17,970,000        ZAR        1,294,948        USD        CBK        08/03/18        69,176         
  49,150,000        ZAR        3,692,928        USD        JPM        08/03/18        38,107         
  17,520,000        ZAR        1,293,395        USD        GSC        08/03/18        36,569         
              Total                                                   $ 24,049,968      $ (45,143,847

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

    

Counterparty Abbreviations:

    
ANZ   

Australia and New Zealand Banking Group

  
BCLY   

Barclays

  
BNP   

BNP Paribas Securities Services

  
BOA   

Banc of America Securities LLC

  
CBA   

Commonwealth Bank of Australia

  
CBK   

Citibank NA

  
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

  

Currency Abbreviations:

    
AUD   

Australian Dollar

  
BRL   

Brazilian Real

  
CAD   

Canadian Dollar

  
CHF   

Swiss Franc

  
CLP   

Chilean Peso

  


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

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

  

Index Abbreviations:

    
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

  
MTA   

Monthly Treasury Average Index

  

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.

  
FNMA   

Federal National Mortgage Association

  
GNMA   

Government National Mortgage Association

  
JIBAR   

Johannesburg Interbank Agreed Rate

  
LIBOR   

London Interbank Offered Rate

  
NIBOR   

Norwegian Interbank Offered Rate

  
OTC   

Over-the-Counter

  
PAC   

Planned Amortization Class

  
PIK   

Payment-in-kind

  
STIBOR   

Stockholm Interbank Offered Rate

  
TIIE   

Interbank Equilibrium Interest Rate

  


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Fund’s investments.

 

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

Assets

 

Common Stocks

           

Utilities

   $ 472,820       $ —       $ 472,820       $ —   

Asset & Commercial Mortgage Backed Securities

     275,437,398         —         275,437,398         —   

Corporate Bonds

     486,177,501         —         486,177,501         —   

Escrows

     9,980         —         9,980         —   

Foreign Government Obligations

     2,490,585,781         —         2,490,585,781         —   

Senior Floating Rate Interests

     127,723,305         —         127,723,305         —   

U.S. Government Agencies

     29,149,160         —         29,149,160         —   

U.S. Government Securities

     521,928,733         —         521,928,733         —   

Convertible Bonds

     11,209,406         —         11,209,406         —   

Preferred Stocks

     560,627         560,627         —         —   

Short-Term Investments

     448,056,489         384,902,689         63,153,800         —   

Purchased Options

     3,713,112         —         3,713,112         —   

Foreign Currency Contracts(2)

     24,049,968         —         24,049,968         —   

Futures Contracts(2)

     6,370,736         6,370,736         —         —   

Swaps - Credit Default(2)

     272,476         —         272,476         —   

Swaps - Interest Rate(2)

     7,237,254         —         7,237,254         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $   4,432,954,746       $     391,834,052       $   4,041,120,694       $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $ (45,143,847)      $ —       $ (45,143,847)      $ —   

Futures Contracts(2)

     (819,275)        (819,275)        —         —   

Swaps - Credit Default(2)

     (1,468,824)        —         (1,468,824)        —   

Swaps - Interest Rate(2)

     (2,765,957)        —         (2,765,957)        —   

Written Options

     (2,674)        —         (2,674)        —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (50,200,577)      $ (819,275)      $ (49,381,302)      $ —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

For the period ended July 31, 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 Hartford Mutual Funds, Inc. (the “Company”)

Notes to the Schedule of Investments

1. Investment Valuation and Fair Value Measurements:

For purposes of calculating the net asset value (“NAV”) of each Fund, portfolio securities and other assets held in the Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of last reported trade prices or official close price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers, or independent pricing services. If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Directors of the Company (the “Board of Directors”). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the close of the New York Stock Exchange (“NYSE Close”), that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. In addition, prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service approved by the Board of Directors in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase or redeem shares of the Fund. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.

Fixed income investments (other than short-term obligations and senior floating rate interest), non-exchange traded derivatives and centrally cleared swaps held by a Fund are normally valued on the basis of quotes obtained from brokers and dealers or independent pricing services in accordance with procedures established by the Board of Directors. Prices obtained from independent pricing services use information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Senior floating rate interests generally trade in over-the-counter (“OTC”) markets and are priced through an independent pricing service utilizing independent market quotations from loan dealers or financial institutions. Generally, a Fund may use fair valuation in regard to fixed income positions when the Fund holds defaulted or distressed investments or investments in a company in which a reorganization is pending. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

Exchange traded options, futures and options on futures are valued at the settlement price or last trade price determined by the relevant exchange as of the NYSE Close. If a last trade price is not available, the value will be the mean of the bid and ask prices as of the NYSE Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the bid price as of the NYSE Close. In the case of OTC options and such instruments that do not trade on an exchange, values may be supplied by a pricing service using a formula or other objective method that may take into consideration the style, direction, expiration, strike price, notional value and volatility or other special adjustments.

Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the New York Stock Exchange (“NYSE”) is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.

Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.

Investments in open-end mutual funds are valued at the respective NAV of each open-end mutual fund on each day that the NYSE is open (the “Valuation Date”). Such open-end mutual funds may use fair value pricing as disclosed in their prospectuses.

Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with procedures established by the Board of Directors.

U.S. Generally Accepted Accounting Principles (“U.S. GAAP”) defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:

Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange-traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange traded funds, rights and warrants.

Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not


active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.

Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.

The Board of Directors has approved procedures that govern the valuation of portfolio investments, including in circumstances where market quotes are not readily available. The Board of Directors has delegated the day-to-day responsibility for implementing these procedures to the Valuation Committee. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser, as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board of Directors.

Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.

For additional information, refer to the Fair Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.

For information regarding a Fund’s other significant accounting policies, please refer to the Fund’s most recent Semiannual or Annual Report.

2. 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 July 31, 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 Fund

   $             2,987,514      $ 3,056,643      $             —          

Balanced Income Fund

     38,593,637        39,494,880        —          

Capital Appreciation Fund

     39,363,478        40,534,661        505,599(2)  

Emerging Markets Local Debt Fund

     474,820        485,973        —          

Environmental Opportunities Fund

     694,246        56,240        673,513(2)  

Global All-Asset Fund (consolidated)

     1,496,556        1,106,757        472,493(2)  

Global Capital Appreciation Fund

     8,161,038        6,861,674        1,670,285(2)  

Global Real Asset Fund (consolidated)

     2,955,152        3,014,162        139,843(2)  

Healthcare Fund

     30,476,568        31,363,203        4,011(2)  

International Equity Fund

     5,200,250        5,193,151        375,800(2)  

International Growth Fund

     7,908,668        8,304,758        —          

International Opportunities Fund

     52,940,917        45,723,829        9,740,134(2)  

International Small Company Fund

     10,488,130        6,607,906        4,449,154(2)  

International Value Fund

     29,032,500        31,033,404        242,703(2)  

Long/Short Global Equity Fund

     681,335        726,231        —          

MidCap Fund

     66,425,550        55,239,263        13,443,179(2)  

MidCap Value Fund

     7,392,571        7,595,461        —          

Multi-Asset Income Fund

     3,972,602        4,078,216        15,617(2)  


Real Total Return Fund

     $            556,156        $            575,000        $            —  

Short Duration Fund

     1,434,844        1,465,000         

Small Cap Core Fund

     3,407,241        3,506,471         

Small Company Fund

     5,615,467        5,758,449         

Strategic Income Fund

     4,846,783        4,947,995         

Total Return Bond Fund

     13,757,447        14,059,435         

World Bond Fund

     27,405,350        28,053,463         

 

(1) 

These securities are held for the benefit of the Fund at the Fund’s custodian. The Fund cannot repledge or resell this collateral.

(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 July 31, 2018.

Balanced 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

   $ 3,056,643      $      $      $      $ 3,056,643  

Total Borrowings

   $ 3,056,643      $      $      $      $ 3,056,643  

Gross amount of recognized liabilities for securities lending transactions

 

   $     3,056,643  

 

(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.

 

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

   $ 39,494,880      $      $      $      $ 39,494,880  

Total Borrowings

   $ 39,494,880      $      $      $      $ 39,494,880  

Gross amount of recognized liabilities for securities lending transactions

 

   $     39,494,880  

 

(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.

 

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

   $ 40,534,661      $      $      $      $ 40,534,661  

Total Borrowings

   $ 40,534,661      $      $      $      $ 40,534,661  

Gross amount of recognized liabilities for securities lending transactions

 

   $     40,534,661  

 

(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.

 


Emerging Markets Local Debt 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

   $ 485,973      $      $      $      $ 485,973  

Total Borrowings

   $   485,973      $      $      $      $ 485,973  

Gross amount of recognized liabilities for securities lending transactions

 

   $   485,973  

 

(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.

 

Environmental 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

   $ 56,240      $      $      $      $ 56,240  

Total Borrowings

   $   56,240      $      $      $      $ 56,240  

Gross amount of recognized liabilities for securities lending transactions

 

   $   56,240  

 

(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

   $ 1,106,757      $      $      $      $ 1,106,757  

Total Borrowings

   $   1,106,757      $      $      $      $ 1,106,757  

Gross amount of recognized liabilities for securities lending transactions

 

   $   1,106,757  

 

(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

   $ 6,861,674      $      $      $      $ 6,861,674  

Total Borrowings

   $ 6,861,674      $      $      $      $ 6,861,674  

Gross amount of recognized liabilities for securities lending transactions

 

   $   6,861,674  

 

(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 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

     $ 3,014,162        $        $        $        $ 3,014,162  

Total Borrowings

     $ 3,014,162        $        $        $        $ 3,014,162  

Gross amount of recognized liabilities for securities lending transactions

 

     $   3,014,162  

 

(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.

 

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

     $ 31,363,203        $        $        $        $ 31,363,203  

Total Borrowings

     $ 31,363,203        $        $        $        $ 31,363,203  

Gross amount of recognized liabilities for securities lending transactions

 

     $   31,363,203  

 

(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 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

     $ 5,193,151        $        $        $        $ 5,193,151  

Total Borrowings

     $ 5,193,151        $        $        $        $ 5,193,151  

Gross amount of recognized liabilities for securities lending transactions

 

     $   5,193,151  

 

(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

     $ 8,304,758        $        $        $        $ 8,304,758  

Total Borrowings

     $ 8,304,758        $        $        $        $ 8,304,758  

Gross amount of recognized liabilities for securities lending transactions

 

     $   8,304,758  


(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

   $ 45,723,829      $      $      $      $ 45,723,829  

Total Borrowings

   $   45,723,829      $      $      $      $ 45,723,829  

Gross amount of recognized liabilities for securities lending transactions

 

   $   45,723,829  

 

(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 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

   $ 6,607,906      $      $      $      $ 6,607,906  

Total Borrowings

   $   6,607,906      $      $      $      $ 6,607,906  

Gross amount of recognized liabilities for securities lending transactions

 

   $   6,607,906  

 

(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

   $ 31,033,404      $      $      $      $ 31,033,404  

Total Borrowings

   $   31,033,404      $      $      $      $ 31,033,404  

Gross amount of recognized liabilities for securities lending transactions

 

   $   31,033,404  

 

(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.

 

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

   $   153,323      $      $      $      $ 153,323  

Exchange-Traded Funds

     572,908                             572,908  

Total

   $ 726,231      $      $      $      $ 726,231  

Total Borrowings

   $ 726,231      $      $      $      $ 726,231  

Gross amount of recognized liabilities for securities lending transactions

 

   $     726,231  

 

(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

   $ 55,239,263      $      $      $      $ 55,239,263  

Total Borrowings

   $ 55,239,263      $      $      $      $ 55,239,263  

Gross amount of recognized liabilities for securities lending transactions

 

   $     55,239,263  

 

(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

   $   7,595,461      $      $      $      $ 7,595,461  

Total Borrowings

   $ 7,595,461      $      $      $      $ 7,595,461  

Gross amount of recognized liabilities for securities lending transactions

 

   $     7,595,461  

 

(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

   $ 2,795      $      $      $      $ 2,795  

Convertible Bonds

     2,183                             2,183  

Corporate Bonds

     6,528                             6,528  

Exchange-Traded Funds

     4,066,710                             4,066,710  

Total

   $   4,078,216      $      $      $      $ 4,078,216  

Total Borrowings

   $ 4,078,216      $      $      $      $ 4,078,216  

Gross amount of recognized liabilities for securities lending transactions

 

   $     4,078,216  

 

(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.

 


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

   $   575,000      $   —      $   —      $   —      $   575,000  

Total Borrowings

   $   575,000      $   —      $   —      $   —      $   575,000  

Gross amount of recognized liabilities for securities lending transactions

 

   $   575,000  

 

(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.

 

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

   $   1,465,000      $   —      $   —      $   —      $   1,465,000  

Total Borrowings

   $   1,465,000      $   —      $   —      $   —      $   1,465,000  

Gross amount of recognized liabilities for securities lending transactions

 

   $   1,465,000  

 

(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 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

   $   3,506,471      $   —      $   —      $   —      $   3,506,471  

Total Borrowings

   $   3,506,471      $   —      $   —      $   —      $   3,506,471  

Gross amount of recognized liabilities for securities lending transactions

 

   $   3,506,471  

 

(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

   $ 28,186      $   —      $   —      $   —      $ 28,186  

Exchange-Traded Funds

     5,730,263          —          —          —        5,730,263  

Total

   $   5,758,449      $   —      $   —      $   —      $   5,758,449  

Total Borrowings

   $   5,758,449      $   —      $   —      $   —      $   5,758,449  

Gross amount of recognized liabilities for securities lending transactions

 

            $   5,758,449  


(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.

 

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)

 

Corporate Bonds

   $   4,947,995      $     —      $     —      $     —      $   4,947,995  

Total Borrowings

   $   4,947,995      $      $      $      $   4,947,995  

Gross amount of recognized liabilities for securities lending transactions

 

   $   4,947,995  

 

(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.

 

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)

 

Asset & Commercial Mortgage Backed Securities

   $ 1,456,287      $     —      $     —      $     —      $ 1,456,287  

Corporate Bonds

     12,603,148                             12,603,148  

Total

   $ 14,059,435      $      $      $      $ 14,059,435  

Total Borrowings

   $   14,059,435      $      $      $      $ 14,059,435  

Gross amount of recognized liabilities for securities lending transactions

 

   $   14,059,435  

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)

 

Convertible Bonds

   $ 802,597      $     —      $     —      $     —      $ 802,597  

Corporate Bonds

     27,250,866                             27,250,866  

Total

   $ 28,053,463      $      $      $      $ 28,053,463  

Total Borrowings

   $   28,053,463      $      $      $      $ 28,053,463  

Gross amount of recognized liabilities for securities lending transactions

 

   $   28,053,463  

 

(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.

 


Hartford Global Impact 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-two series as of July 31, 2018.

Hartford Global Impact Fund operates as a “feeder fund,’’ which means it invests all of its investable assets in the Global Impact Master Portfolio (the “Master Portfolio”). As of July 31, 2018, Hartford Global Impact Fund owned approximately 83.8% of the Master Portfolio. The Master Portfolio is a series of Hartford Funds Master Fund. Hartford Global Impact Fund has the same investment objective and limitations as the Master Portfolio in which it invests. Hartford Global Impact Fund does not buy investment securities directly. The Master Portfolio, on the other hand, invests directly in portfolio securities. Investment in the Master Portfolio is valued daily based on Hartford Global Impact Fund’s proportionate share of the Master Portfolio’s net assets, which is also valued daily. The Master Portfolio’s Schedule of Investments is included herein.

Valuation of the securities held by the Master Portfolio is discussed in the notes to the Master Portfolio’s Schedule of Investments.


 

Global Impact Master Portfolio

    

Schedule of Investments

July 31, 2018 (Unaudited)

 

Shares or Principal Amount

   Market Value  

Common Stocks - 99.5%

  
     Australia - 1.8%

 

  41,140    SEEK Ltd.    $ 654,381  
       

 

 

 
     Bangladesh-3.1%

 

  243,511    GrameenPhone Ltd.      1,134,611  
       

 

 

 
     Brazil - 6.8%

 

  17,500    Hapvida Participacoes e Investimentos S.A.*(1)      131,298  
  247,075    Kroton Educacional S.A.      743,865  
  232,974    MRV Engenharia e Participacoes S.A.      819,968  
  30,538    Pagseguro Digital Ltd. Class A*      822,083  
       

 

 

 
       2,517,214  
       

 

 

 
     China - 4.7%

 

  2,612,995    CT Environmental Group Ltd.      326,650  
  2,363,162    Huaneng Renewables Corp. Ltd. Class H      879,313  
  30,494    Sunny Optical Technology Group Co., Ltd.      505,792  
       

 

 

 
       1,711,755  
       

 

 

 
     Denmark - 1.8%

 

  10,300    Vestas Wind Systems A/S      664,655  
       

 

 

 
     France - 3.6%

 

  7,164    Kaufman & Broad S.A.      366,164  
  9,034    Nexity S.A.      555,882  
  28,101    Suez      397,515  
       

 

 

 
       1,319,561  
       

 

 

 
     Germany - 1.4%

 

  4,680    LEG Immobilien AG      526,387  
       

 

 

 
     Hong Kong - 2.8%

 

  1,216,431    Canvest Environmental Protection Group Co., Ltd.      667,956  
  264,097    China Water Affairs Group Ltd.      346,663  
       

 

 

 
       1,014,619  
       

 

 

 
     India - 7.8%

 

  31,667    Bharat Financial Inclusion Ltd.*      562,505  
  52,004    Indiabulls Housing Finance Ltd.      986,534  
  42,094    Repco Home Finance Ltd.      369,263  
  38,458    Shriram Transport Finance Co., Ltd.      776,229  
  247,976    Vakrangee Ltd.      173,876  
       

 

 

 
       2,868,407  
       

 

 

 
     Israel - 1.5%

 

  23,068    Teva Pharmaceutical Industries Ltd.      551,567  
       

 

 

 
     Japan - 1.4%

 

  3,522    Eisai Co., Ltd.      303,217  
  5,395    Katitas Co., Ltd.      198,408  
       

 

 

 
       501,625  
       

 

 

 
     Kenya - 3.0%

 

  4,012,115    Safaricom plc      1,116,319  
       

 

 

 
     Luxembourg - 2.5%

 

  846    Eurofins Scientific SE      461,138  
  7,399    Millicom International Cellular S.A.      473,978  
       

 

 

 
       935,116  
       

 

 

 
     Netherlands - 6.1%

 

  19,723    Basic-Fit N.V.*(1)      643,460  
  12,693    Corbion N.V.      434,593  
  12,496    Koninklijke Philips N.V.      548,569  
  22,831    Philips Lighting N.V.(1)      632,198  
       

 

 

 
       2,258,820  
       

 

 

 
     South Africa - 1.2%

 

  47,525    Net 1 UEPS Technologies, Inc.*      443,883  
       

 

 

 


 

Global Impact Master Portfolio

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

   South Korea - 1.7%

 

    3,095      Samsung SDI Co., Ltd.      $ 635,880  
         

 

 

 
   Spain - 1.6%

 

    6,795      Acciona S.A.        583,490  
         

 

 

 
   Switzerland - 1.8%

 

    10,105      Landis+Gyr Group AG*(2)        644,856  
         

 

 

 
   United Kingdom - 7.1%

 

    18,176      Genus plc        684,539  
    11,062      Hikma Pharmaceuticals plc        238,042  
    125,550      PureCircle Ltd.*        650,923  
    23,119      Smith & Nephew plc        400,283  
    98,480      Sophos Group plc(1)        623,733  
         

 

 

 
       2,597,520  
         

 

 

 
   United States - 37.8%

 

    16,305      Advanced Drainage Systems, Inc.        455,725  
    6,117      Aimmune Therapeutics, Inc.*        176,904  
    3,949      Alkermes plc*        173,164  
    2,442      athenahealth, Inc.*        368,034  
    21,989      Avangrid, Inc.        1,100,769  
    1,327      Bright Horizons Family Solutions, Inc.*        141,976  
    11,747      Clean Harbors, Inc.*        668,757  
    42,614      Covanta Holding Corp.        767,052  
    5,829      First Solar, Inc.*        305,148  
    4,262      Global Blood Therapeutics, Inc.*        178,152  
    49,862      Invitae Corp.*        440,780  
    13,566      Itron, Inc.*        830,239  
    23,403      Johnson Controls International plc        877,846  
    67,057      Laureate Education, Inc. Class A*        993,114  
    41,488      Nuance Communications, Inc.*        612,778  
    38,457      Pattern Energy Group, Inc. Class A        714,146  
    15,429      Rapid7, Inc.*        429,080  
    19,098      Sprouts Farmers Market, Inc.*        410,416  
    3,668      Square, Inc. Class A*        237,136  
    22,881      Stratasys Ltd.*(2)        444,349  
    3,382      Teladoc, Inc.*(2)        202,413  
    1,413      Tesla, Inc.*(2)        421,272  
    1,777      Thermo Fisher Scientific, Inc.        416,760  
    5,605      Ubiquiti Networks, Inc.*(2)        462,861  
    3,701      Watts Water Technologies, Inc. Class A        316,621  
    9,067      Xylem, Inc.        694,169  
    12,429      Zoetis, Inc.        1,074,860  
         

 

 

 
       13,914,521  
         

 

 

 
  

Total Common Stocks
(cost $36,618,713)

     $ 36,595,187  
         

 

 

 
  

Total Long-Term Investments
(cost $36,618,713)

     $ 36,595,187  
         

 

 

 
         

Short-Term Investments - 4.4%

    
   Other Investment Pools & Funds - 0.3%

 

    120,098      Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,1.82%(3)      $ 120,098  
         

 

 

 
   Securities Lending Collateral - 4.1%

 

    75,665      Citibank NA DDCA, 1.91%, 8/1/2018(3)        75,665  
    777,897      Goldman Sachs Financial Sq, Government Institutional Fund, 1.81%(3)        777,897  
    311,601      Invesco Government & Agency Portfolio, 1.81%(3)        311,600  
    160,620      Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 1.82%(3)        160,620  
    187,517      Western Asset Institutional Government Class A Fund, 1.76%(3)        187,517  
         

 

 

 
       1,513,299  
         

 

 

 
  

Total Short-Term Investments
(cost $1,633,397)

     $ 1,633,397  
         

 

 

 
    

Total Investments

    (cost $38,252,110)

     103.9   $     38,228,584  
    

Other Assets and Liabilities

     (3.9 )%      (1,447,761
       

 

 

   

 

 

 
    

Total Net Assets

     100.0   $     36,780,823  
       

 

 

   

 

 

 


 

Global Impact Master Portfolio

    

Schedule of Investments – (continued)

July 31, 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.

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 July 31, 2018, the aggregate value of these securities was $2,030,689, which represented 5.5% of total net assets.

(2)

Represents entire or partial securities on loan. See Note 2 for securities lending information.

(3)

Current yield as of period end.

 

                  Foreign Currency Contracts Outstanding at July 31, 2018  
Amount and Description
of Currency to be
Purchased
   Amount and Description
of Currency to be
Sold
   Counterparty    Settlement
Date
     Appreciation      Depreciation  

      22,130,000

  INR    321,284    USD    BOA      10/23/18      $      $ (1,866

      47,620,000

  INR    698,343    USD    SCB      10/23/18               (11,010

           729,279

  USD    2,710,000    BRL    SCB      09/05/18        10,308         

        1,043,849

  USD    69,750,000    INR    SCB      10/23/18        37,099         

      Total

 

   $   47,407      $   (12,876)  

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

 

Counterparty Abbreviations:

    

BOA

  Banc of America Securities LLC

SCB

  Standard Chartered Bank

 

Currency Abbreviations:

BRL

  Brazilian Real

INR

  Indian Rupee

USD

  United States Dollar

 

Other Abbreviations:

DDCA

  Dollars on Deposit in Custody Account


 

Global Impact Master Portfolio

    

Schedule of Investments – (continued)

July 31, 2018 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of July 31, 2018 in valuing the Master Portfolio’s investments.

 

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

Assets

         

Common Stocks

         

Australia

   $ 654,381     $      $ 654,381     $   —  

Bangladesh

     1,134,611       1,134,611               

Brazil

     2,517,214       2,517,214               

China

     1,711,755              1,711,755        

Denmark

     664,655              664,655        

France

     1,319,561              1,319,561        

Germany

     526,387              526,387        

Hong Kong

     1,014,619       667,956        346,663        

India

     2,868,407              2,868,407        

Israel

     551,567              551,567        

Japan

     501,625              501,625        

Kenya

     1,116,319              1,116,319        

Luxembourg

     935,116              935,116        

Netherlands

     2,258,820       643,460        1,615,360        

South Africa

     443,883       443,883               

South Korea

     635,880              635,880        

Spain

     583,490              583,490        

Switzerland

     644,856              644,856        

United Kingdom

     2,597,520       650,923        1,946,597        

United States

     13,914,521       13,914,521               

Short-Term Investments

     1,633,397       1,633,397               

Foreign Currency Contracts(2)

     47,407              47,407        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $   38,275,991     $   21,605,965      $   16,670,026     $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

         

Foreign Currency Contracts(2)

   $ (12,876   $      $ (12,876   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (12,876   $      $ (12,876   $   —  
  

 

 

   

 

 

    

 

 

   

 

 

 

(1) For the period ended July 31, 2018, investments valued at $1,769,042 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 or out of Level 3.

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

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


Hartford Funds Master Fund (the “Trust”)

Notes to the Schedule of Investments

 

1.

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 Global Impact Master Portfolio (“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 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.

Fixed income investments (other than short-term obligations and senior floating rate interest), non-exchange traded derivatives and centrally cleared swaps held by the Master Portfolio are normally valued on the basis of quotes obtained from brokers and dealers or independent pricing services in accordance with procedures established by the 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 New York Stock Exchange (“NYSE”) is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of the Master Portfolio.

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. Generally Accepted Accounting Principles (“U.S. GAAP”) defines fair value as the price that the Master Portfolio would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of the Master Portfolio’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:

Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange traded funds, rights and warrants.


Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.

Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.

The Board of Trustees has approved procedures that govern the valuation of portfolio investments, including in circumstances where market quotes are not readily available. The Board of Trustees has delegated the day-to-day responsibility for implementing these procedures to the Valuation Committee. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of 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.

Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.

For additional information, refer to the Fair Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Master Portfolio’s Schedule of Investments.

For information regarding the Master Portfolio’s other significant accounting policies, please refer to the Master Portfolio’s most recent Shareholder Report.

2. 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 1/3%) 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 July 31, 2018, the Master Portfolio had securities on loan at value, cash collateral and non-cash collateral as follows:

 

Market Value of
Securities on
Loan

  

    Cash Collateral    

  

Non - Cash

     Collateral(1)    

$        1,586,741

   $1,513,299    $119,297(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.

(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 July 31, 2018.

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

   $ 1,513,299      $     —      $     —      $     —      $ 1,513,299  

Total Borrowings

   $ 1,513,299      $      $      $      $ 1,513,299  

Gross amount of recognized liabilities for securities lending transactions

 

   $   1,513,299  

 

(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.

 


Item 2. Controls and Procedures.

(a) The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are generally effective to provide reasonable assurance, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)).

(b) There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the registrant’s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 3. Exhibits.

 

  (a)

Separate certifications for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)) are attached herewith.


SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

 

  THE HARTFORD MUTUAL FUNDS, INC.
Date: October 1, 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: October 1, 2018   By:   /s/ James E. Davey
    James E. Davey
    President and Chief Executive Officer
Date: October 1, 2018   By:   /s/ Amy N. Furlong
    Amy N. Furlong
    Treasurer
    (Principal Financial Officer and Principal Accounting Officer)