N-Q 1 d720458dnq.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, Esquire

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: January 31, 2019

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

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


Item 1. Schedule of Investments.


 

The Hartford Balanced Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 58.6%

 

  

Automobiles & Components - 0.5%

 

288,069   

Astra International Tbk PT

   $              174,757  
101,208   

BAIC Motor Corp. Ltd. Class H(1)

     66,046  
76,184   

Dongfeng Motor Group Co., Ltd. Class H

     79,867  
73   

Hyundai Mobis Co., Ltd.

     14,787  
1,155   

Kia Motors Corp.

     37,766  
8,086   

Tata Motors Ltd. ADR*

     105,684  
18,858   

UMW Holdings Bhd

     26,919  
27,439   

Volkswagen AG

     4,680,177  
     

 

 

 
        5,186,003  
     

 

 

 
  

Banks - 5.9%

 

43,161   

ABN Amro Group N.V.(1)

     1,076,261  
659,691   

Agricultural Bank of China Ltd. Class H

     312,332  
30,992   

AMMB Holdings Bhd

     34,172  
7,987   

Banco do Brasil S.A.*

     113,568  
14,153   

Banco Santander Mexico S.A. Institucion de Banca Multiple Grupo Financiero Santand Class B

     21,109  
10,156   

Bangkok Bank PCL NVDR

     70,082  
106,550   

Bank Mandiri Persero Tbk PT

     57,103  
485,340   

Bank of America Corp.

     13,817,630  
861,636   

Bank of China Ltd. Class H

     400,611  
179,473   

Bank of Communications Co., Ltd. Class H

     152,562  
607,659   

Bank Rakyat Indonesia Persero Tbk PT

     168,437  
8,628   

BNK Financial Group, Inc.

     57,075  
230,888   

China CITIC Bank Corp. Ltd. Class H

     150,422  
309,063   

China Construction Bank Corp. Class H

     278,404  
43,648   

China Merchants Bank Co., Ltd. Class H

     192,433  
170,027   

China Minsheng Banking Corp. Ltd. Class H

     130,255  
195,390   

Citigroup, Inc.

     12,594,839  
26,806   

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

     149,084  
4,499   

Hana Financial Group, Inc.

     161,768  
2,592   

ICICI Bank Ltd. ADR

     26,464  
60,990   

Industrial & Commercial Bank of China Ltd. Class H

     47,381  
1,559   

Industrial Bank of Korea*

     19,969  
157,740   

JP Morgan Chase & Co.

     16,326,090  
6,710   

KB Financial Group, Inc.

     288,311  
131,558   

Krung Thai Bank PCL

     83,375  
1,960   

OTP Bank Nyrt

     80,857  
56,830   

PNC Financial Services Group, Inc.

     6,971,336  
50,980   

Postal Savings Bank of China Co., Ltd. Class H(1)

     28,689  
19,856   

Powszechna Kasa Oszczednosci Bank Polski S.A.

     211,071  
4,509   

Sberbank of Russia PJSC ADR

     61,317  
4,791   

Shinhan Financial Group Co., Ltd.*

     185,307  
12,156   

Siam Commercial Bank PCL

     51,943  
55,406   

Societe Generale S.A.

     1,727,531  
8,669   

Thanachart Capital PCL

     14,914  
780   

Woori Bank*(2)(3)

     10,375  
     

 

 

 
        56,073,077  
     

 

 

 
  

Capital Goods - 1.8%

 

27,503   

Alfa S.A.B. de C.V. Class A

     34,706  
2,052   

Aselsan Elektronik Sanayi Ve Ticaret A.S.

     10,212  
54,900   

Caterpillar, Inc.

     7,310,484  
124,116   

CITIC Ltd.

     188,019  
652   

Daelim Industrial Co., Ltd.

     62,547  
33,930   

Fortune Brands Home & Security, Inc.

     1,537,029  
43,594   

Fosun International Ltd.

     65,411  
1,251   

GS Engineering & Construction Corp.

     53,027  
2,612   

HDC Holdings Co., Ltd.

     43,970  
108   

Hyundai Heavy Industries Holdings Co., Ltd.*

     34,958  
77,680   

Ingersoll-Rand plc

     7,771,107  
54,216   

Sime Darby Bhd

     29,785  
13,090   

Sinotruk Hong Kong Ltd.

     24,245  


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

874   

SK Holdings Co., Ltd.

   $              207,609  
49,823   

Walsin Lihwa Corp.

     28,902  
49,590   

Weichai Power Co., Ltd. Class H

     66,928  
     

 

 

 
        17,468,939  
     

 

 

 
  

Commercial & Professional Services - 0.0%

 

17,767   

Country Garden Services Holdings Co., Ltd.*

     27,523  
     

 

 

 
  

Consumer Durables & Apparel - 2.3%

 

4,838   

Cyrela Brazil Realty S.A. Empreendimentos e Participacoes

     22,564  
38,474   

D.R. Horton, Inc.

     1,479,325  
920   

F&F Co., Ltd.

     35,212  
11,485   

Feng TAY Enterprise Co., Ltd.

     73,195  
2,791   

Fila Korea Ltd.

     119,942  
69,961   

KB Home

     1,497,865  
32,265   

Lennar Corp. Class A

     1,530,006  
19,265   

Li Ning Co., Ltd.*

     23,704  
15,472   

Makalot Industrial Co., Ltd.

     97,065  
11,223   

Mohawk Industries, Inc.*

     1,445,410  
136,055   

NIKE, Inc. Class B

     11,140,183  
54,088   

PulteGroup, Inc.

     1,504,187  
4,336   

Shenzhou International Group Holdings Ltd.

     51,058  
40,821   

Toll Brothers, Inc.

     1,507,928  
113,753   

TRI Pointe Group, Inc.*

     1,529,978  
363   

Youngone Corp.

     11,312  
     

 

 

 
        22,068,934  
     

 

 

 
  

Consumer Services - 0.0%

 

81,625   

China Yuhua Education Corp. Ltd.(1)

     33,023  
2,611   

Estacio Participacoes S.A.

     22,264  
2,124   

Yum China Holdings, Inc.

     77,420  
     

 

 

 
        132,707  
     

 

 

 
  

Diversified Financials - 0.1%

 

27,571   

B3 S.A. - Brasil Bolsa Balcao

     237,897  
21,937   

Chailease Holding Co., Ltd.

     81,933  
241,135   

China Cinda Asset Management Co., Ltd. Class H

     62,397  
198,073   

China Huarong Asset Management Co., Ltd. Class H(1)

     40,331  
6,468   

FirstRand Ltd.

     33,988  
14,899   

Gentera S.A.B. de C.V.

     10,885  
38,688   

Krungthai Card PCL

     36,530  
3,833   

Qudian, Inc. ADR*(4)

     20,353  
9,287   

Remgro Ltd.

     148,155  
13,874   

Srisawad Corp. PCL

     21,649  
184,294   

Yuanta Financial Holding Co., Ltd.

     103,114  
     

 

 

 
        797,232  
     

 

 

 
  

Energy - 8.3%

 

155,122   

BP plc ADR

     6,378,617  
188,517   

Bukit Asam Tbk PT

     58,326  
106,250   

Chevron Corp.

     12,181,562  
49,209   

China Petroleum & Chemical Corp. Class H

     41,148  
39,917   

China Shenhua Energy Co., Ltd. Class H

     101,592  
101,521   

ConocoPhillips

     6,871,956  
4,349   

Ecopetrol S.A. ADR

     81,979  
191,545   

Eni S.p.A. ADR

     6,489,545  
361,648   

Equinor ASA ADR(4)

     8,238,341  
9,844   

Exxaro Resources Ltd.

     114,739  
124,946   

Exxon Mobil Corp.

     9,156,043  
73,294   

Gazprom PJSC ADR

     358,350  
1,651   

Grupa Lotos S.A.

     41,279  
2,308   

LUKOIL PJSC ADR

     185,327  
56,290   

Occidental Petroleum Corp.

     3,759,046  
28,670   

Pioneer Natural Resources Co.

     4,080,314  
57,333   

PTT PCL

     89,461  
100,675   

Repsol S.A.

     1,767,144  
102,159   

Royal Dutch Shell plc Class A, ADR

     6,306,275  
171,820   

Suncor Energy, Inc.

     5,553,222  


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

2,897   

Surgutneftegas PJSC ADR

   $                11,992  
25,051   

Thai Oil PCL

     57,731  
62,904   

Total S.A.

     3,448,468  
77,590   

Total S.A. ADR

     4,246,501  
54,672   

United Tractors Tbk PT

     100,832  
31,128   

Yanzhou Coal Mining Co., Ltd. Class H

     28,619  
     

 

 

 
        79,748,409  
     

 

 

 
  

Food & Staples Retailing - 0.7%

 

5,877   

BIM Birlesik Magazalar A.S.

     102,698  
3,865   

Clicks Group Ltd.

     57,376  
8,192   

SPAR Group Ltd.

     123,612  
50,686   

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

     133,141  
68,628   

Walmart, Inc.

     6,576,621  
     

 

 

 
        6,993,448  
     

 

 

 
  

Food, Beverage & Tobacco - 0.1%

 

18,705   

Charoen Pokphand Indonesia Tbk PT

     9,915  
8,203   

Gudang Garam Tbk PT

     49,135  
45,945   

Hanjaya Mandala Sampoerna Tbk PT

     12,606  
13,910   

JBS S.A.

     57,551  
1,025   

KT&G Corp.

     91,268  
1,740   

SLC Agricola S.A.

     21,134  
75,572   

Uni-President Enterprises Corp.

     179,082  
14,863   

Yihai International Holding Ltd.

     45,604  
     

 

 

 
        466,295  
     

 

 

 
  

Health Care Equipment & Services - 6.6%

 

303,129   

Boston Scientific Corp.*

     11,564,371  
168,310   

Koninklijke Philips N.V.

     6,635,634  
135,092   

Medtronic plc

     11,940,782  
16,098   

Sinopharm Group Co., Ltd. Class H

     71,943  
58,560   

UnitedHealth Group, Inc.

     15,822,912  
130,128   

Universal Health Services, Inc. Class B

     17,245,864  
     

 

 

 
        63,281,506  
     

 

 

 
  

Household & Personal Products - 0.0%

 

6,655   

Chlitina Holding Ltd.

     63,844  
4,852   

TCI Co., Ltd.

     71,297  
     

 

 

 
        135,141  
     

 

 

 
  

Insurance - 1.4%

 

186,362   

Aegon N.V.

     960,088  
30,214   

Ageas

     1,404,842  
20,004   

ASR Nederland N.V.

     843,731  
157,514   

AXA S.A.

     3,652,776  
67,109   

CNP Assurances

     1,524,642  
23,616   

Fubon Financial Holding Co., Ltd.

     34,627  
2,447   

Hanwha Life Insurance Co., Ltd.

     9,479  
5,407   

IRB Brasil Resseguros S.A.

     126,398  
37,466   

NN Group N.V.

     1,582,090  
6,467   

Old Mutual Ltd.

     11,417  
425   

Orange Life Insurance Ltd.(1)

     11,475  
3,518   

Porto Seguro S.A.

     54,093  
154,997   

Shin Kong Financial Holding Co., Ltd.

     44,522  
8,544   

Sul America S.A. UNIT

     75,198  
84,463   

Unum Group

     2,935,934  
     

 

 

 
        13,271,312  
     

 

 

 
  

Materials - 0.3%

 

722   

Anglo American Platinum Ltd.

     34,851  
1,980   

AngloGold Ashanti Ltd. ADR

     28,294  
44,711   

Anhui Conch Cement Co., Ltd. Class H

     243,824  
19,545   

Asia Cement Corp.

     23,500  
210,680   

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

     114,252  
37,864   

China Hongqiao Group Ltd.

     24,202  
15,819   

China Oriental Group Co., Ltd.

     10,703  
32,464   

Eregli Demir ve Celik Fabrikalari T.A.S.

     53,320  


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

63,390   

Hindalco Industries Ltd. GDR(1)(2)(3)

   $              187,502  
502   

Jastrzebska Spolka Weglowa S.A.*

     9,230  
2,514   

Kumba Iron Ore Ltd.

     64,711  
251   

Kumho Petrochemical Co., Ltd.

     20,357  
2,525   

Magnitogorsk Iron & Steel Works PJSC GDR

     21,766  
2,777   

Mondi Ltd.

     69,054  
599   

POSCO

     147,864  
55,851   

PTT Global Chemical PCL

     121,561  
114,499   

Sinopec Shanghai Petrochemical Co., Ltd. Class H

     54,403  
2,139   

Sociedad Quimica y Minera de Chile S.A. ADR(4)

     91,250  
4,862   

Tata Steel Ltd. GDR

     32,964  
53,981   

UPM-Kymmene Oyj

     1,567,702  
2,465   

Vale S.A.

     30,752  
11,798   

Vedanta Ltd. ADR

     131,784  
     

 

 

 
        3,083,846  
     

 

 

 
  

Media & Entertainment - 5.1%

 

19,787   

Alphabet, Inc. Class C*

     22,089,613  
54,713   

Astro Malaysia Holdings Bhd

     22,499  
1,621   

Autohome, Inc. ADR*

     117,328  
514   

Baidu, Inc. ADR*

     88,732  
470,722   

Comcast Corp. Class A

     17,214,304  
44,357   

IGG, Inc.

     67,471  
16,922   

Megacable Holdings S.A.B. de C.V. UNIT

     76,113  
1,024   

Naspers Ltd. Class N

     236,875  
74   

NetEase, Inc. ADR

     18,643  
1,078   

SM Entertainment Co., Ltd.*

     46,724  
15,426   

Tencent Holdings Ltd.

     686,682  
259,100   

Viacom, Inc. Class B

     7,622,722  
     

 

 

 
        48,287,706  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 5.8%

 

211,520   

AstraZeneca plc ADR

     7,737,402  
16,553   

China Medical System Holdings Ltd.

     17,227  
40,162   

China Traditional Chinese Medicine Co., Ltd.

     26,215  
6,044   

Dr. Reddy’s Laboratories Ltd. ADR

     230,820  
53,860   

Eisai Co., Ltd.

     4,182,040  
118,600   

Eli Lilly & Co.

     14,215,396  
3,850   

Guangzhou Baiyunshan Pharmaceutical Holdings Co., Ltd. Class H

     14,890  
80,573   

Luye Pharma Group Ltd.(1)

     60,204  
118,958   

Novartis AG

     10,385,124  
33,456   

Roche Holding AG

     8,900,490  
48,082   

Sanofi

     4,179,185  
30,990   

Vertex Pharmaceuticals, Inc.*

     5,916,301  
     

 

 

 
        55,865,294  
     

 

 

 
  

Real Estate - 2.3%

 

163,853   

Castellum AB

     3,106,332  
60,668   

China Evergrande Group(4)

     191,356  
109,748   

China SCE Group Holdings Ltd.

     45,337  
57,213   

CIFI Holdings Group Co., Ltd.

     37,856  
42,087   

Country Garden Holdings Co., Ltd.

     59,826  
67,663   

Fibra Uno Administracion S.A. de C.V. REIT

     92,990  
61,296   

Future Land Development Holdings Ltd.

     51,940  
9,151   

Gecina S.A. REIT

     1,344,854  
48,127   

Greentown China Holdings Ltd.

     43,046  
48,048   

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

     95,853  
12,207   

Shimao Property Holdings Ltd.

     34,761  
88,972   

Simon Property Group, Inc. REIT

     16,203,581  
45,435   

Sino-Ocean Group Holdings Ltd.

     22,332  
38,411   

Sunac China Holdings Ltd.

     152,987  
     

 

 

 
        21,483,051  
     

 

 

 
  

Retailing - 1.9%

 

2,991   

Alibaba Group Holding Ltd. ADR*

     503,954  
2,006,600   

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

     421,386  
3,250   

Booking Holdings, Inc.*

     5,956,632  


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

311   

Hyundai Department Store Co., Ltd.

   $                26,773  
56,243   

Matahari Department Store Tbk PT

     28,273  
1,651   

Mr. Price Group Ltd.

     27,791  
2,887   

Petrobras Distribuidora S.A.

     21,095  
200,940   

TJX Cos., Inc.

     9,992,746  
13,296   

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

     740,454  
8,876   

Truworths International Ltd.

     54,022  
     

 

 

 
        17,773,126  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 1.9%

 

48,336   

Chipbond Technology Corp.

     107,406  
59,788   

ChipMOS Technologies, Inc.

     48,875  
24,583   

Elan Microelectronics Corp.*

     69,350  
356,156   

Intel Corp.

     16,782,071  
249   

Machvision, Inc.

     3,448  
9,967   

Novatek Microelectronics Corp.

     52,362  
24,862   

Radiant Opto-Electronics Corp.

     71,335  
10,914   

Realtek Semiconductor Corp.

     59,810  
1,856   

SK Hynix, Inc.

     124,110  
52,954   

Taiwan Semiconductor Manufacturing Co., Ltd.

     392,811  
     

 

 

 
        17,711,578  
     

 

 

 
  

Software & Services - 5.1%

 

19,151   

Adobe, Inc.*

     4,746,001  
111,043   

Cognizant Technology Solutions Corp. Class A

     7,737,476  
25,539   

Infosys Ltd. ADR

     275,821  
345,421   

Microsoft Corp.

     36,072,315  
31,826   

Wipro Ltd. ADR

     181,090  
495   

WNS Holdings Ltd. ADR*

     24,151  
     

 

 

 
        49,036,854  
     

 

 

 
  

Technology Hardware & Equipment - 3.6%

 

95,551   

Apple, Inc.

     15,903,508  
178,717   

AU Optronics Corp.

     70,057  
204,542   

Cisco Systems, Inc.

     9,672,791  
4,601   

FLEXium Interconnect, Inc.

     11,478  
177,836   

Innolux Corp.

     61,327  
14,619   

Kingboard Holdings Ltd.

     51,441  
112,154   

NetApp, Inc.

     7,152,061  
760   

Samsung Electro-Mechanics Co., Ltd.

     74,377  
23,955   

Samsung Electronics Co., Ltd.

     998,782  
1,011   

SFA Engineering Corp.

     37,301  
11,084   

Tong Hsing Electronic Industries Ltd.

     40,738  
179,010   

Unimicron Technology Corp.

     133,928  
6,653   

Walsin Technology Corp.

     38,494  
22,854   

Zhen Ding Technology Holding Ltd.

     60,062  
9,517   

ZTE Corp. Class H*

     19,296  
     

 

 

 
        34,325,641  
     

 

 

 
  

Telecommunication Services - 1.4%

 

3,404   

America Movil S.A.B. de C.V. Class L, ADR

     54,634  
61,992   

China Communications Services Corp. Ltd. Class H

     58,199  
37,699   

China Mobile Ltd.

     396,493  
251,009   

China Unicom Hong Kong Ltd.

     287,525  
6,163   

LG Uplus Corp.

     83,768  
15,258   

MTN Group Ltd.

     99,831  
231,256   

Orange S.A.

     3,586,872  
267   

SK Telecom Co., Ltd.

     61,813  
4,325   

Swisscom AG

     2,072,982  
11,524   

Telkom S.A. SOC Ltd.

     58,308  
120,989   

Verizon Communications, Inc.

     6,661,654  
     

 

 

 
        13,422,079  
     

 

 

 
  

Transportation - 1.4%

 

8,753   

Grupo Aeroportuario del Centro Norte S.A.B. de C.V.

     48,891  
1,248   

Korean Air Lines Co., Ltd.

     40,880  
26,187   

Turk Hava Yollari AO*

     78,010  


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

84,130   

Union Pacific Corp.

   $         13,382,559  
     

 

 

 
        13,550,340  
     

 

 

 
  

Utilities - 2.1%

 

2,530   

CEZ A.S.

     63,866  
8,485   

China Resources Gas Group Ltd.

     33,389  
2,500   

Cia de Transmissao de Energia Eletrica Paulista

     53,884  
2,707   

Electricity Generating PCL

     22,701  
68,998   

Endesa S.A.

     1,725,740  
15,130   

Enel Americas S.A. ADR

     156,444  
4,427   

GAIL India Ltd. GDR

     123,956  
149,119   

Italgas S.p.A.

     902,831  
579   

Korea Gas Corp.*

     28,218  
95,280   

NextEra Energy, Inc.

     17,053,215  
17,578   

PGE Polska Grupa Energetyczna S.A.*

     56,222  
     

 

 

 
        20,220,466  
     

 

 

 
  

Total Common Stocks
(cost $453,894,979)

   $ 560,410,507  
     

 

 

 

Asset & Commercial Mortgage Backed Securities - 3.8%

 

  

Asset-Backed - Automobile - 0.8%

 

      $         14,197   

AmeriCredit Automobile Receivables Trust
1.65%, 09/18/2020

     14,188  
  

ARI Fleet Lease Trust

 

67,832   

1.91%, 04/15/2026(1)

     67,460  
260,000   

2.55%, 10/15/2026(1)

     259,053  
285,000   

3.22%, 08/16/2027(1)

     285,405  
  

Canadian Pacer Auto Receivables Trust

 

260,000   

2.05%, 03/19/2021(1)

     258,467  
178,000   

3.00%, 06/21/2021(1)

     178,177  
45,000   

3.27%, 12/19/2022(1)

     45,377  
  

Chesapeake Funding LLC

 

344,808   

1.91%, 08/15/2029(1)

     341,422  
238,747   

1 mo. USD LIBOR + 0.450%, 2.96%, 05/15/2029(1)(6)

     239,179  
500,000   

3.23%, 08/15/2030(1)

     501,171  
216,807   

1 mo. USD LIBOR + 1.000%, 3.51%, 06/15/2028(1)(6)

     217,217  
  

Enterprise Fleet Financing LLC

 

216,198   

1.97%, 01/20/2023(1)

     214,732  
351,546   

2.13%, 05/22/2023(1)

     348,762  
465,000   

3.38%, 05/20/2024(1)

     466,715  
  

First Investors Auto Owner Trust

 

10,212   

1.69%, 04/15/2021(1)

     10,200  
40,292   

1.86%, 10/15/2021(1)

     40,168  
153,912   

2.00%, 03/15/2022(1)

     153,371  
693,084   

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

     691,752  
515,000   

Mercedes-Benz Master Owner Trust
1 mo. USD LIBOR + 0.300%, 2.81%, 05/16/2021(1)(6)

     515,177  
  

OneMain Direct Auto Receivables Trust

 

241,964   

2.31%, 12/14/2021(1)

     240,621  
745,000   

3.43%, 12/16/2024(1)

     747,155  
  

Securitized Term Auto Receivables Trust

 

104,980   

1.52%, 03/25/2020(1)

     104,716  
208,571   

1.89%, 08/25/2020(1)

     207,661  
215,000   

2.04%, 04/26/2021(1)

     212,997  
625,000   

3.06%, 02/25/2021(1)

     624,208  
  

Westlake Automobile Receivables Trust

 

480,659   

2.24%, 12/15/2020(1)

     479,599  
565,000   

2.98%, 01/18/2022(1)

     565,005  
173,637   

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

     172,413  
     

 

 

 
        8,202,368  
     

 

 

 
  

Asset-Backed - Finance & Insurance - 1.9%

 

943,308   

Ajax Mortgage Loan Trust
3.16%, 09/25/2056(1)(7)

     932,347  


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $       745,000   

ALM VI Ltd.
3 mo. USD LIBOR + 1.400%, 4.19%, 07/15/2026(1)(6)

   $              733,441  
1,345,000   

Atlas Senior Loan Fund Ltd.
3 mo. USD LIBOR + 1.300%, 4.08%, 01/16/2030(1)(6)

     1,343,631  
442,822   

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

     439,191  
  

Bayview Opportunity Master Fund Trust

 

217,096   

3.50%, 01/28/2055(1)(7)

     215,302  
290,895   

3.50%, 06/28/2057(1)(7)

     288,455  
203,833   

4.00%, 11/28/2053(1)(7)

     204,627  
252,896   

4.00%, 10/28/2064(1)(7)

     253,699  
1,500,000   

CIFC Funding Ltd.
3 mo. USD LIBOR + 1.050%, 3.83%, 04/24/2030(1)(6)

     1,484,485  
540,000   

Dryden Senior Loan Fund
3 mo. USD LIBOR + 1.800%, 4.60%, 01/15/2029(1)(6)(8)

     539,951  
405,376   

Finance of America Structured Securities Trust
3.38%, 09/25/2028(1)(7)

     405,681  
  

Ford Credit Floorplan Master Owner Trust

 

440,000   

1.75%, 07/15/2021

     437,457  
100,000   

2.09%, 03/15/2022(1)

     99,056  
  

GreatAmerica Leasing Receivables Funding LLC

 

330,000   

2.36%, 01/20/2023(1)

     326,838  
190,000   

2.60%, 06/15/2021(1)

     188,904  
160,000   

2.83%, 06/17/2024(1)

     159,272  
  

KKR CLO Ltd.

 

1,055,000   

3 mo. USD LIBOR + 1.340%, 4.13%, 04/15/2029(1)(6)

     1,054,080  
605,000   

3 mo. USD LIBOR + 1.490%, 4.25%, 01/20/2029(1)(6)

     604,689  
855,000   

Madison Park Funding Ltd.
3 mo. USD LIBOR + 0.750%, 3.54%, 04/15/2029(1)(6)

     841,205  
1,090,000   

Magnetite Ltd.
3 mo. USD LIBOR + 0.800%, 3.59%, 01/15/2028(1)(6)

     1,071,047  
  

Magnetite XVIII Ltd.

 

643,000   

3 mo. USD LIBOR + 1.080%, 3.70%, 11/15/2028(1)(6)

     640,211  
715,000   

3 mo. USD LIBOR + 1.500%, 4.07%, 11/15/2028(1)(6)

     706,360  
  

MMAF Equipment Finance LLC

 

7,669   

1.73%, 05/18/2020(1)

     7,664  
240,000   

2.21%, 10/17/2022(1)

     236,622  
295,000   

2.21%, 12/15/2032(1)

     287,831  
  

Nationstar HECM Loan Trust

 

66,525   

2.04%, 09/25/2027(1)(7)

     66,326  
114,870   

2.76%, 02/25/2028(1)(2)(3)(7)

     114,870  
  

OneMain Financial Issuance Trust

 

136,000   

2.37%, 09/14/2032(1)

     134,003  
115,697   

3.66%, 02/20/2029(1)

     115,962  
47,894   

4.10%, 03/20/2028(1)

     48,012  
310,000   

SBA Tower Trust
2.90%, 10/15/2044(1)(9)

     308,926  
260,632   

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

     259,984  
  

Springleaf Funding Trust

 

295,539   

2.90%, 11/15/2029(1)

     294,224  
78,527   

3.16%, 11/15/2024(1)

     78,505  
170,000   

3.48%, 05/15/2028(1)

     170,310  
275,000   

SPS Servicer Advance Receivables Trust
3.62%, 10/17/2050(1)

     276,012  
  

Towd Point Mortgage Trust

 

336,540   

2.75%, 10/25/2056(1)(7)

     329,355  
118,672   

2.75%, 04/25/2057(1)(7)

     116,230  
399,683   

2.75%, 06/25/2057(1)(7)

     390,589  
152,836   

3.00%, 01/25/2058(1)(7)

     150,032  
1,195,000   

Treman Park CLO Ltd.
3 mo. USD LIBOR + 1.070%, 3.83%, 10/20/2028(1)(6)

     1,190,757  
326,975   

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

     329,219  


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $       177,321   

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

   $        176,240  
     

 

 

 
        18,051,602  
     

 

 

 
  

Commercial Mortgage - Backed Securities - 0.5%

 

365,000   

BAMLL Commercial Mortgage Securities Trust
4.09%, 08/10/2038(1)(7)

     380,588  
365,000   

CD Commercial Mortgage Trust
3.51%, 05/10/2050(7)

     366,398  
95,000   

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

     97,855  
  

CSAIL Commercial Mortgage Trust

 

950,000   

3.50%, 06/15/2057

     959,070  
1,000,000   

3.51%, 04/15/2050

     1,010,496  
785,000   

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

     777,199  
  

FREMF Mortgage Trust

 

95,000   

3.15%, 04/25/2046(1)(7)

     94,867  
150,000   

3.36%, 05/25/2045(1)(7)

     150,014  
460,000   

4.08%, 09/25/2025(1)(7)

     460,494  
215,000   

5.50%, 04/25/2020(1)(7)

     220,302  
210,000   

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

     216,704  
165,000   

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

     164,868  
400,000   

SFAVE Commercial Mortgage Securities Trust
4.14%, 01/05/2043(1)(7)

     379,097  
     

 

 

 
        5,277,952  
     

 

 

 
  

Other ABS - 0.2%

 

541,425   

AASET U.S. Ltd.
4.45%, 11/18/2038(1)

     547,692  
545,000   

BlueMountain CLO Ltd.
3 mo. USD LIBOR + 1.450%, 4.10%, 11/20/2028(1)(6)

     533,770  
756,836   

SoFi Consumer Loan Program Trust
3.54%, 11/26/2027(1)

     759,188  
     

 

 

 
        1,840,650  
     

 

 

 
  

Whole Loan Collateral CMO - 0.4%

 

  

Angel Oak Mortgage Trust LLC

 

130,124   

2.71%, 11/25/2047(1)(7)

     129,143  
874,719   

3.65%, 09/25/2048(1)(7)

     875,609  
  

COLT Mortgage Loan Trust

 

231,694   

2.93%, 02/25/2048(1)(7)

     229,354  
223,869   

3.69%, 10/26/2048(1)(7)

     224,248  
  

Deephaven Residential Mortgage Trust

 

159,922   

2.45%, 06/25/2047(1)(7)

     157,402  
141,061   

2.58%, 10/25/2047(1)(7)

     139,358  
52,625   

2.73%, 12/26/2046(1)(7)

     52,130  
234,323   

2.98%, 12/25/2057(1)(7)

     232,227  
90,611   

Finance of America Structured Securities Trust
2.32%, 11/25/2027(1)(7)

     90,567  
293,422   

MetLife Securitization Trust
3.00%, 04/25/2055(1)(7)

     288,150  
  

Mill City Mortgage Loan Trust

 

95,176   

2.50%, 04/25/2057(1)(7)

     93,351  
327,925   

2.75%, 01/25/2061(1)(7)

     320,118  
373,957   

New Residential Mortgage Loan Trust
4.00%, 04/25/2057(1)(7)

     379,897  
220,912   

Towd Point Mortgage Trust
2.25%, 04/25/2056(1)(7)

     216,055  
     

 

 

 
        3,427,609  
     

 

 

 
  

Total Asset & Commercial Mortgage Backed Securities
(cost $37,216,548)

   $ 36,800,181  
     

 

 

 


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

Corporate Bonds - 26.1%

 

   Aerospace/Defense - 0.2%

 

      $       600,000   

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

   $              597,361  
  

Lockheed Martin Corp.

 

115,000   

2.50%, 11/23/2020

     114,673  
400,000   

4.07%, 12/15/2042

     397,716  
140,000   

4.50%, 05/15/2036

     146,727  
135,000   

4.85%, 09/15/2041

     145,512  
300,000   

United Technologies Corp.
3.95%, 08/16/2025

     306,941  
     

 

 

 
        1,708,930  
     

 

 

 
   Agriculture - 1.0%

 

  

Altria Group, Inc.

 

2,350,000   

4.00%, 01/31/2024

     2,361,280  
140,000   

4.50%, 05/02/2043

     118,061  
420,000   

4.75%, 05/05/2021

     433,450  
4,355,000   

BAT Capital Corp.
3.56%, 08/15/2027

     3,984,513  
  

BAT International Finance plc

 

160,000   

2.75%, 06/15/2020(1)

     158,832  
565,000   

3.25%, 06/07/2022(1)

     557,628  
65,000   

3.50%, 06/15/2022(1)

     64,652  
1,250,000   

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

     1,246,098  
  

Philip Morris International, Inc.

 

300,000   

2.63%, 03/06/2023

     291,584  
80,000   

4.88%, 11/15/2043

     80,372  
     

 

 

 
        9,296,470  
     

 

 

 
   Airlines - 0.1%

 

516,323   

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

     538,473  
357,068   

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

     374,733  
70,000   

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

     70,004  
     

 

 

 
        983,210  
     

 

 

 
   Apparel - 0.1%

 

1,425,000   

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

     1,398,281  
     

 

 

 
   Auto Manufacturers - 0.8%

 

  

Daimler Finance North America LLC

 

600,000   

2.20%, 05/05/2020(1)

     593,418  
580,000   

2.30%, 02/12/2021(1)

     569,132  
2,975,000   

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

     2,986,156  
1,675,000   

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

     1,511,266  
  

General Motors Financial Co., Inc.

 

1,375,000   

3.70%, 05/09/2023

     1,328,090  
335,000   

3.95%, 04/13/2024

     320,921  
     

 

 

 
        7,308,983  
     

 

 

 
   Auto Parts & Equipment - 0.1%

 

825,000   

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

     757,763  
     

 

 

 
   Beverages - 0.5%

 

  

Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.

 

2,780,000   

3.65%, 02/01/2026(1)

     2,731,359  
105,000   

4.70%, 02/01/2036(1)

     100,900  
270,000   

4.90%, 02/01/2046(1)

     257,490  
  

Anheuser-Busch InBev Worldwide, Inc.

 

540,000   

3.50%, 01/12/2024

     541,889  
115,000   

3.75%, 07/15/2042

     94,246  


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $       105,000   

4.38%, 04/15/2038

         $          95,983  
985,000   

4.75%, 01/23/2029

     1,022,246  
250,000   

Coca-Cola Femsa S.A.B. de C.V.
3.88%, 11/26/2023

     254,739  
180,000   

Molson Coors Brewing Co.
3.50%, 05/01/2022

     179,998  
     

 

 

 
        5,278,850  
     

 

 

 
  

Biotechnology - 0.2%

 

1,425,000   

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

     1,405,227  
320,000   

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

     319,644  
180,000   

Celgene Corp.
3.55%, 08/15/2022

     181,133  
120,000   

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

     119,320  
     

 

 

 
        2,025,324  
     

 

 

 
  

Chemicals - 0.4%

 

2,350,000   

CF Industries, Inc.
3.45%, 06/01/2023

     2,267,750  
1,120,000   

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

     1,127,582  
725,000   

Olin Corp.
5.13%, 09/15/2027(4)

     706,875  
     

 

 

 
        4,102,207  
     

 

 

 
  

Commercial Banks - 4.5%

 

  

Banco Santander S.A.

 

400,000   

3.13%, 02/23/2023

     388,660  
200,000   

3.85%, 04/12/2023

     198,867  
  

Bank of America Corp.

 

740,000   

2.63%, 10/19/2020

     736,621  
1,181,000   

3 mo. USD LIBOR + 1.040%, 3.42%, 12/20/2028(6)

     1,139,463  
450,000   

3 mo. USD LIBOR + 1.370%, 3.59%, 07/21/2028(6)

     440,917  
635,000   

4.00%, 04/01/2024

     655,082  
750,000   

4.20%, 08/26/2024

     767,724  
  

Bank of New York Mellon Corp.

 

440,000   

2.15%, 02/24/2020

     437,060  
200,000   

3.00%, 02/24/2025

     196,461  
700,000   

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

     695,516  
815,000   

Barclays plc
3.20%, 08/10/2021

     801,905  
695,000   

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

     697,975  
  

BNP Paribas S.A.

 

405,000   

3.38%, 01/09/2025(1)

     390,070  
935,000   

3.50%, 11/16/2027(1)

     879,267  
  

BPCE S.A.

 

800,000   

3.50%, 10/23/2027(1)

     744,295  
725,000   

5.15%, 07/21/2024(1)

     739,021  
1,200,000   

5.70%, 10/22/2023(1)

     1,252,612  
  

Capital One Financial Corp.

 

615,000   

3.75%, 04/24/2024

     615,991  
165,000   

4.20%, 10/29/2025

     165,155  
  

Citigroup, Inc.

 

255,000   

2.50%, 07/29/2019

     254,559  
1,000,000   

3 mo. USD LIBOR + 0.950%, 2.88%, 07/24/2023(6)

     981,529  
170,000   

3 mo. USD LIBOR + 1.151%, 3.52%, 10/27/2028(6)

     164,060  
925,000   

4.45%, 09/29/2027

     938,524  
59,000   

8.13%, 07/15/2039

     86,037  
500,000   

Citizens Bank NA
2.55%, 05/13/2021

     493,004  
675,000   

Compass Bank
2.75%, 09/29/2019

     672,523  


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Credit Agricole S.A.

 

      $       360,000   

3.25%, 10/04/2024(1)

   $              344,622  
250,000   

3.75%, 04/24/2023(1)

     248,316  
500,000   

4.38%, 03/17/2025(1)

     495,229  
  

Credit Suisse AG

 

250,000   

2.30%, 05/28/2019

     249,654  
335,000   

3.63%, 09/09/2024

     336,296  
  

Credit Suisse Group AG

 

850,000   

3.57%, 01/09/2023(1)

     840,997  
250,000   

3 mo. USD LIBOR + 1.410%, 3.87%, 01/12/2029(1)(6)

     238,670  
950,000   

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

     951,471  
  

Danske Bank A/S

 

485,000   

3.88%, 09/12/2023(1)

     464,260  
200,000   

5.00%, 01/12/2022(1)

     202,806  
250,000   

5.38%, 01/12/2024(1)

     253,548  
  

Deutsche Bank AG

 

700,000   

2.70%, 07/13/2020

     684,344  
425,000   

3.15%, 01/22/2021

     413,168  
670,000   

4.25%, 10/14/2021

     663,193  
250,000   

Discover Bank
3.10%, 06/04/2020

     249,397  
450,000   

Fifth Third Bancorp
2.88%, 10/01/2021

     446,164  
  

Goldman Sachs Group, Inc.

 

530,000   

3 mo. USD LIBOR + 1.201%, 3.27%, 09/29/2025(6)

     514,611  
1,325,000   

4.25%, 10/21/2025

     1,337,301  
470,000   

6.25%, 02/01/2041

     567,617  
  

HSBC Holdings plc

 

290,000   

3.40%, 03/08/2021

     291,524  
1,755,000   

3.60%, 05/25/2023

     1,767,721  
200,000   

3 mo. USD LIBOR + 1.546%, 4.04%, 03/13/2028(6)

     197,918  
225,000   

3 mo. USD LIBOR + 1.535%, 4.58%, 06/19/2029(6)

     229,953  
720,000   

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

     702,023  
  

JP Morgan Chase & Co.

 

650,000   

3.25%, 09/23/2022

     655,213  
180,000   

3.38%, 05/01/2023

     179,806  
230,000   

5.40%, 01/06/2042

     264,331  
100,000   

6.30%, 04/23/2019

     100,765  
100,000   

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

     99,453  
920,000   

Macquarie Group Ltd.
3 mo. USD LIBOR + 1.330%, 4.15%, 03/27/2024(1)(6)

     924,485  
  

Morgan Stanley

 

320,000   

3.13%, 07/27/2026

     306,920  
300,000   

3.63%, 01/20/2027

     294,885  
875,000   

3.70%, 10/23/2024

     881,486  
575,000   

4.10%, 05/22/2023

     587,331  
550,000   

5.75%, 01/25/2021

     577,399  
125,000   

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

     126,412  
1,795,000   

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

     1,741,150  
625,000   

PNC Bank NA
3.10%, 10/25/2027

     608,693  
  

Santander Holdings USA, Inc.

 

205,000   

3.40%, 01/18/2023

     201,626  
1,095,000   

3.70%, 03/28/2022

     1,093,653  
640,000   

Santander UK plc
2.50%, 03/14/2019

     639,907  
575,000   

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

     570,199  
615,000   

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

     608,083  


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $       410,000   

Synchrony Bank
3.65%, 05/24/2021

   $              409,017  
165,000   

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

     168,607  
540,000   

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

     533,148  
  

UBS Group Funding Switzerland AG

 

785,000   

2.95%, 09/24/2020(1)

     780,652  
550,000   

3.00%, 04/15/2021(1)

     546,866  
1,794,000   

Wells Fargo & Co.
4.48%, 01/16/2024

     1,859,626  
     

 

 

 
        42,983,414  
     

 

 

 
  

Commercial Services - 0.8%

 

1,250,000   

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

     1,243,750  
  

Catholic Health Initiatives

 

597,000   

2.95%, 11/01/2022

     581,988  
70,000   

4.35%, 11/01/2042

     63,406  
  

ERAC USA Finance LLC

 

140,000   

2.35%, 10/15/2019(1)

     139,305  
510,000   

4.50%, 08/16/2021(1)

     521,720  
550,000   

5.63%, 03/15/2042(1)

     593,562  
1,350,000   

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

     1,378,688  
730,000   

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

     732,122  
2,350,000   

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

     2,408,750  
     

 

 

 
        7,663,291  
     

 

 

 
  

Construction Materials - 0.1%

 

625,000   

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

     579,688  
     

 

 

 
  

Distribution/Wholesale - 0.1%

 

900,000   

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

     901,935  
     

 

 

 
  

Diversified Financial Services - 0.6%

 

700,000   

Capital One Bank USA NA
3.38%, 02/15/2023

     686,286  
2,650,000   

Navient Corp.
5.50%, 01/25/2023

     2,557,250  
2,700,000   

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

     2,743,875  
     

 

 

 
        5,987,411  
     

 

 

 
  

Electric - 1.7%

 

910,000   

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

     871,189  
1,230,000   

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

     1,162,353  
  

Dominion Energy, Inc.

 

320,000   

2.96%, 07/01/2019(9)

     319,848  
510,000   

4.10%, 04/01/2021(9)

     513,698  
275,000   

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

     334,897  
  

Duke Energy Corp.

 

105,000   

2.65%, 09/01/2026

     97,900  
550,000   

3.05%, 08/15/2022

     546,969  
  

Electricite de France S.A.

 

85,000   

4.88%, 01/22/2044(1)

     79,327  
525,000   

10 year USD Swap + 3.041%, 5.63%, 01/22/2024(1)(4)(6)(10)

     500,063  
110,000   

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

     107,766  
360,000   

Eversource Energy
2.90%, 10/01/2024

     348,765  


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $       505,000   

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

   $              470,075  
  

Georgia Power Co.

 

99,000   

4.30%, 03/15/2042

     92,359  
140,000   

4.75%, 09/01/2040

     136,987  
425,000   

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

     530,299  
205,000   

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

     168,356  
490,000   

Niagara Mohawk Power Corp.
4.28%, 12/15/2028(1)

     509,316  
950,000   

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

     1,000,084  
550,000   

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

     575,018  
  

Oncor Electric Delivery Co. LLC

 

115,000   

2.95%, 04/01/2025

     112,323  
340,000   

4.10%, 06/01/2022

     348,502  
60,000   

Pacific Gas & Electric Co.
6.25%, 03/01/2039*

     52,782  
  

SCANA Corp.

 

631,000   

4.13%, 02/01/2022

     632,733  
1,085,000   

4.75%, 05/15/2021(4)

     1,099,707  
1,110,000   

6.25%, 04/01/2020

     1,136,562  
  

South Carolina Electric & Gas Co.

 

305,000   

3.50%, 08/15/2021

     308,922  
360,000   

4.25%, 08/15/2028

     377,014  
50,000   

4.35%, 02/01/2042

     50,489  
105,000   

4.60%, 06/15/2043

     109,025  
370,000   

6.05%, 01/15/2038

     445,612  
156,000   

6.63%, 02/01/2032

     191,650  
  

Southern California Edison Co.

 

750,000   

5.55%, 01/15/2037

     783,423  
485,000   

6.65%, 04/01/2029

     511,135  
  

Southern Co.

 

575,000   

2.75%, 06/15/2020

     573,087  
605,000   

2.95%, 07/01/2023

     594,167  
  

State Grid Overseas Investment Ltd.

 

520,000   

2.75%, 05/04/2022(1)

     509,703  
520,000   

3.50%, 05/04/2027(1)

     507,445  
     

 

 

 
        16,709,550  
     

 

 

 
  

Electrical Components & Equipment - 0.1%

 

1,025,000   

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

     1,012,187  
     

 

 

 
  

Engineering & Construction - 0.1%

 

  

SBA Tower Trust

 

355,000   

2.88%, 07/15/2046(1)

     349,088  
300,000   

3.45%, 03/15/2048(1)

     298,164  
     

 

 

 
        647,252  
     

 

 

 
  

Food - 1.3%

 

  

Conagra Brands, Inc.

 

200,000   

4.60%, 11/01/2025

     202,535  
2,300,000   

4.85%, 11/01/2028(4)

     2,330,953  
145,000   

5.30%, 11/01/2038

     139,276  
  

Kraft Heinz Foods Co.

 

840,000   

3.00%, 06/01/2026

     777,864  
2,835,000   

4.00%, 06/15/2023

     2,886,167  
520,000   

4.38%, 06/01/2046

     447,991  
  

Kroger Co.

 

125,000   

3.30%, 01/15/2021

     125,180  
780,000   

4.00%, 02/01/2024

     790,685  
1,675,000   

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

     1,583,210  


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

 

        $      510,000   

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

   $              490,875  
1,000,000   

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

     888,250  
1,900,000   

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

     1,885,750  
     

 

 

 
                12,548,736  
     

 

 

 
  

Food Service - 0.1%

 

725,000   

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

     707,781  
     

 

 

 
  

Forest Products & Paper - 0.1%

 

750,000   

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

     760,763  
     

 

 

 
  

Gas - 0.1%

 

125,000   

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

     119,517  
359,000   

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

     366,770  
560,000   

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

     522,717  
     

 

 

 
        1,009,004  
     

 

 

 
  

Healthcare-Products - 0.1%

 

  

Medtronic, Inc.

 

405,000   

3.15%, 03/15/2022

     408,643  
245,000   

3.50%, 03/15/2025

     249,554  
65,000   

3.63%, 03/15/2024

     66,632  
     

 

 

 
        724,829  
     

 

 

 
  

Healthcare-Services - 0.9%

 

495,000   

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

     481,400  
  

Anthem, Inc.

 

631,000   

3.30%, 01/15/2023

     634,792  
130,000   

4.10%, 03/01/2028

     131,165  
175,000   

4.38%, 12/01/2047

     168,116  
225,000   

4.65%, 08/15/2044

     223,321  
305,000   

Catholic Health Initiatives
4.20%, 08/01/2023

     310,328  
415,000   

Cigna Corp.
4.38%, 10/15/2028(1)

     426,133  
  

Dignity Health

 

35,000   

2.64%, 11/01/2019

     34,917  
214,000   

3.81%, 11/01/2024

     216,749  
552,000   

4.50%, 11/01/2042

     520,985  
2,925,000   

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

     3,202,875  
715,000   

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

     698,298  
565,000   

Mercy Health
3.56%, 08/01/2027

     551,611  
510,000   

PeaceHealth Obligated Group
4.79%, 11/15/2048

     547,392  
  

UnitedHealth Group, Inc.

 

220,000   

3.35%, 07/15/2022

     222,791  
340,000   

3.75%, 07/15/2025

     351,900  
380,000   

3.85%, 06/15/2028

     394,097  
     

 

 

 
        9,116,870  
     

 

 

 
  

Household Products - 0.1%

 

547,344   

Procter & Gamble - Esop
9.36%, 01/01/2021

     583,647  
     

 

 

 
  

Insurance - 0.4%

 

415,000   

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

     412,233  


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Chubb INA Holdings, Inc.

 

        $       120,000   

2.30%, 11/03/2020

   $              118,987  
185,000   

3.35%, 05/15/2024

     186,242  
115,000   

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

     119,366  
515,000   

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

     511,603  
  

Liberty Mutual Group, Inc.

 

23,000   

4.25%, 06/15/2023(1)

     23,363  
77,000   

4.57%, 02/01/2029(1)

     78,456  
305,000   

Marsh & McLennan Cos., Inc.
4.38%, 03/15/2029

     315,471  
  

MetLife, Inc.

 

485,000   

3.60%, 04/10/2024

     495,227  
160,000   

4.88%, 11/13/2043

     173,159  
  

Prudential Financial, Inc.

 

200,000   

3.50%, 05/15/2024

     202,520  
300,000   

4.50%, 11/15/2020

     307,749  
100,000   

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

     106,838  
645,000   

Trinity Acquisition plc
4.40%, 03/15/2026

     645,150  
     

 

 

 
            3,696,364  
     

 

 

 
  

Internet - 0.3%

 

  

Alibaba Group Holding Ltd.

 

370,000   

3.40%, 12/06/2027

     353,329  
1,030,000   

3.60%, 11/28/2024

     1,037,212  
  

Amazon.com, Inc.

 

285,000   

2.50%, 11/29/2022

     283,433  
530,000   

4.80%, 12/05/2034

     595,389  
100,000   

4.95%, 12/05/2044

     114,870  
445,000   

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

     432,834  
     

 

 

 
        2,817,067  
     

 

 

 
  

Iron/Steel - 0.3%

 

1,675,000   

AK Steel Corp.
7.00%, 03/15/2027(4)

     1,360,937  
1,300,000   

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

     1,341,990  
     

 

 

 
        2,702,927  
     

 

 

 
  

IT Services - 0.1%

 

  

Apple, Inc.

 

25,000   

2.45%, 08/04/2026

     23,641  
225,000   

3.00%, 02/09/2024

     226,124  
170,000   

3.25%, 02/23/2026

     170,014  
270,000   

3.45%, 05/06/2024

     276,719  
35,000   

4.45%, 05/06/2044

     37,260  
     

 

 

 
        733,758  
     

 

 

 
  

Lodging - 0.5%

 

1,825,000   

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

     1,861,500  
825,000   

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

     831,187  
1,775,000   

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

     1,775,000  
     

 

 

 
        4,467,687  
     

 

 

 
  

Machinery-Construction & Mining - 0.1%

 

400,000   

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

     402,294  
170,000   

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

     173,336  
     

 

 

 
        575,630  
     

 

 

 


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Media - 1.5%

  
  

21st Century Fox America, Inc.

 

$         180,000   

4.00%, 10/01/2023

   $          186,316  
220,000   

4.50%, 02/15/2021

     225,490  
300,000   

4.75%, 09/15/2044

     327,830  
  

CCO Holdings LLC / CCO Holdings Capital Corp.

 

1,425,000   

5.00%, 02/01/2028(1)

     1,353,750  
800,000   

5.13%, 05/01/2023(1)

     810,704  
  

Charter Communications Operating LLC / Charter Communications Operating Capital

 

210,000   

5.38%, 05/01/2047

     199,820  
65,000   

6.48%, 10/23/2045

     69,960  
  

Comcast Corp.

 

450,000   

3.13%, 07/15/2022

     451,514  
495,000   

3.95%, 10/15/2025

     512,260  
158,000   

4.05%, 11/01/2052

     146,787  
450,000   

4.40%, 08/15/2035

     452,257  
255,000   

4.60%, 10/15/2038

     263,578  
34,000   

6.40%, 05/15/2038

     41,658  
  

Cox Communications, Inc.

 

35,000   

4.60%, 08/15/2047(1)

     31,598  
920,000   

4.80%, 02/01/2035(1)

     850,875  
1,025,000   

CSC Holdings LLC
5.25%, 06/01/2024

     984,000  
1,275,000   

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

     1,211,250  
155,000   

Fox Corp.
4.03%, 01/25/2024(1)

     158,108  
350,000   

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

     350,438  
920,000   

Sky Ltd.
3.75%, 09/16/2024(1)

     938,333  
200,000   

Sky plc
2.63%, 09/16/2019(1)

     199,011  
  

Time Warner Cable LLC

 

80,000   

6.55%, 05/01/2037

     84,062  
60,000   

7.30%, 07/01/2038

     66,784  
106,000   

8.25%, 04/01/2019

     106,871  
5,000   

8.75%, 02/14/2019

     5,006  
30,000   

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

     34,692  
1,250,000   

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

     1,290,625  
1,000,000   

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

     911,250  
  

Viacom, Inc.

 

145,000   

3.88%, 12/15/2021

     146,021  
875,000   

4.25%, 09/01/2023

     887,307  
950,000   

Warner Media LLC
3.60%, 07/15/2025

     936,153  
     

 

 

 
        14,234,308  
     

 

 

 
  

Metal Fabricate/Hardware - 0.1%

 

825,000   

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

     796,125  
     

 

 

 
  

Mining - 0.2%

 

1,450,000   

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

     1,468,125  
725,000   

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

     734,679  
     

 

 

 
        2,202,804  
     

 

 

 
  

Miscellaneous Manufacturing - 0.1%

 

260,000   

General Electric Co.
4.13%, 10/09/2042

     214,995  


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$         850,000   

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

   $          844,381  
     

 

 

 
        1,059,376  
     

 

 

 
  

Oil & Gas - 2.2%

 

395,000   

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

     404,816  
450,000   

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

     457,816  
130,000   

BP Capital Markets America, Inc.
3.25%, 05/06/2022

     130,827  
  

BP Capital Markets plc

 

570,000   

3.81%, 02/10/2024

     585,439  
575,000   

4.75%, 03/10/2019

     576,220  
40,000   

ConocoPhillips Co.
4.95%, 03/15/2026

     43,760  
2,400,000   

Continental Resources, Inc.
4.38%, 01/15/2028

     2,387,780  
  

Equinor ASA

  
30,000   

2.65%, 01/15/2024

     29,624  
70,000   

2.25%, 11/08/2019

     69,719  
30,000   

2.45%, 01/17/2023

     29,618  
355,000   

2.90%, 11/08/2020

     355,779  
35,000   

3.25%, 11/10/2024

     35,709  
5,000   

3.70%, 03/01/2024

     5,162  
2,550,000   

Hess Corp.
5.80%, 04/01/2047

     2,456,861  
  

Marathon Oil Corp.

 

265,000   

2.70%, 06/01/2020

     262,035  
2,375,000   

4.40%, 07/15/2027

     2,383,108  
3,700,000   

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

     3,692,600  
  

Petroleos Mexicanos

 

80,000   

5.38%, 03/13/2022

     78,992  
570,000   

5.50%, 01/21/2021

     571,670  
3,000,000   

5.50%, 06/27/2044

     2,370,000  
75,000   

6.35%, 02/12/2048

     62,992  
730,000   

6.38%, 02/04/2021

     739,490  
1,100,000   

6.75%, 09/21/2047

     958,650  
755,000   

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

     785,288  
890,000   

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

     881,789  
325,000   

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

     322,378  
     

 

 

 
        20,678,122  
     

 

 

 
  

Oil & Gas Services - 0.0%

 

250,000   

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

     248,773  
     

 

 

 
  

Packaging & Containers - 0.3%

 

1,350,000   

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

     1,336,230  
835,000   

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

     793,250  
1,250,000   

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

     1,252,312  
     

 

 

 
        3,381,792  
     

 

 

 
  

Pharmaceuticals - 1.4%

 

  

Allergan Funding SCS

 

450,000   

3.45%, 03/15/2022

     449,010  
525,000   

3.80%, 03/15/2025

     523,172  
125,000   

4.85%, 06/15/2044

     120,656  
  

Allergan Sales LLC

 

121,000   

4.88%, 02/15/2021(1)

     124,304  


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $       225,000   

5.00%, 12/15/2021(1)

   $              233,257  
1,000,000   

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

     945,000  
515,000   

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

     512,770  
  

Cardinal Health, Inc.

 

195,000   

2.40%, 11/15/2019

     194,207  
230,000   

3.08%, 06/15/2024

     219,450  
730,000   

3.50%, 11/15/2024

     711,973  
200,000   

4.50%, 11/15/2044

     172,570  
  

CVS Health Corp.

 

450,000   

3.88%, 07/20/2025

     451,524  
1,035,000   

4.10%, 03/25/2025

     1,053,760  
215,000   

5.13%, 07/20/2045

     222,155  
705,000   

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

     696,908  
315,000   

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

     314,302  
  

McKesson Corp.

 

25,000   

2.85%, 03/15/2023

     24,230  
535,000   

3.80%, 03/15/2024

     534,161  
  

Merck & Co., Inc.

 

430,000   

2.75%, 02/10/2025

     422,561  
315,000   

2.80%, 05/18/2023

     313,796  
125,000   

4.15%, 05/18/2043

     128,630  
  

Mylan N.V.

 

EUR    2,050,000   

2.25%, 11/22/2024(11)

     2,343,060  
$       930,000   

3.95%, 06/15/2026

     878,534  
  

Mylan, Inc.

 

460,000   

4.55%, 04/15/2028

     441,719  
195,000   

5.20%, 04/15/2048

     168,984  
225,000   

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

     217,326  
880,000   

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

     791,890  
     

 

 

 
     13,209,909  
     

 

 

 
  

Pipelines - 0.5%

 

400,000   

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

     407,855  
214,000   

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

     241,223  
340,000   

Energy Transfer Partners L.P.
4.50%, 11/01/2023

     346,168  
1,010,000   

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

     1,024,316  
  

Kinder Morgan Energy Partners L.P.

 

419,000   

4.25%, 09/01/2024

     429,557  
275,000   

4.30%, 05/01/2024

     281,671  
977,000   

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

     954,460  
  

Sunoco Logistics Partners Operations L.P.

 

300,000   

3.90%, 07/15/2026

     285,019  
130,000   

4.40%, 04/01/2021

     132,143  
400,000   

5.35%, 05/15/2045

     372,931  
780,000   

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

     782,642  
     

 

 

 
     5,257,985  
     

 

 

 
  

Real Estate - 0.1%

 

830,000   

WEA Finance LLC
4.13%, 09/20/2028(1)

     843,537  
650,000   

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

     648,379  
     

 

 

 
     1,491,916  
     

 

 

 


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Real Estate Investment Trusts - 1.0%

 

  

American Tower Corp.

 

$         450,000   

3.45%, 09/15/2021

   $          451,072  
150,000   

4.40%, 02/15/2026

     152,774  
240,000   

5.00%, 02/15/2024

     253,378  
150,000   

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

     150,933  
785,000   

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

     753,836  
  

Crown Castle International Corp.

 

265,000   

3.65%, 09/01/2027

     254,793  
215,000   

3.80%, 02/15/2028

     209,722  
4,225,000   

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

     4,304,219  
670,000   

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

     665,724  
1,025,000   

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

     1,053,188  
345,000   

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

     342,887  
134,000   

SITE Centers Corp.
4.63%, 07/15/2022

     137,883  
775,000   

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

     744,000  
     

 

 

 
        9,474,409  
     

 

 

 
  

Retail - 0.6%

 

900,000   

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

     838,125  
  

CVS Health Corp.

 

695,000   

4.00%, 12/05/2023

     709,199  
160,000   

4.88%, 07/20/2035

     160,975  
1,050,000   

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

     1,052,625  
800,000   

L Brands, Inc.
5.25%, 02/01/2028

     702,000  
2,550,000   

Lowe’s Cos., Inc.
3.10%, 05/03/2027

     2,410,250  
     

 

 

 
        5,873,174  
     

 

 

 
  

Semiconductors - 0.4%

 

570,000   

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

     554,296  
345,000   

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

     341,421  
2,700,000   

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

     2,700,000  
     

 

 

 
        3,595,717  
     

 

 

 
  

Software - 0.3%

 

  

Microsoft Corp.

 

475,000   

2.40%, 08/08/2026

     452,975  
610,000   

2.88%, 02/06/2024

     613,373  
365,000   

3.70%, 08/08/2046

     362,474  
915,000   

Oracle Corp.
3.25%, 11/15/2027

     901,844  
825,000   

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

     767,250  
     

 

 

 
        3,097,916  
     

 

 

 
  

Telecommunications - 1.3%

 

775,000   

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

     766,438  
  

AT&T, Inc.

 

65,000   

3.95%, 01/15/2025

     65,609  
500,000   

4.13%, 02/17/2026

     504,573  


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$         460,000   

4.45%, 04/01/2024

   $          477,783  
215,000   

4.75%, 05/15/2046

     201,129  
3,000   

5.35%, 09/01/2040

     3,029  
1,525,000   

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

     1,528,248  
550,000   

Embarq Corp.
8.00%, 06/01/2036

     519,750  
165,000   

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

     162,602  
725,000   

Nokia Oyj
4.38%, 06/12/2027

     701,655  
  

Orange S.A.

 

650,000   

4.13%, 09/14/2021

     666,223  
200,000   

9.00%, 03/01/2031

     282,309  
2,200,000   

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

     2,183,500  
835,000   

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
4.74%, 09/20/2029(1)

     833,956  
1,525,000   

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

     1,327,207  
  

Verizon Communications, Inc.

 

450,000   

2.95%, 03/15/2022

     448,721  
1,266,000   

4.52%, 09/15/2048

     1,233,682  
175,000   

4.67%, 03/15/2055

     168,734  
130,000   

4.75%, 11/01/2041

     129,609  
93,000   

4.81%, 03/15/2039

     94,527  
     

 

 

 
     12,299,284  
     

 

 

 
  

Toys/Games/Hobbies - 0.1%

 

900,000   

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

     850,500  
     

 

 

 
  

Transportation - 0.2%

 

270,000   

FedEx Corp.
5.10%, 01/15/2044

     273,468  
  

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

 

405,000   

3.20%, 07/15/2020(1)

     404,270  
400,000   

3.38%, 02/01/2022(1)

     397,166  
730,000   

3.95%, 03/10/2025(1)

     720,567  
     

 

 

 
     1,795,471  
     

 

 

 
  

Water - 0.0%

 

240,000   

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

     228,887  
     

 

 

 
  

Total Corporate Bonds
(cost $250,134,996)

   $ 249,566,277  
     

 

 

 

Foreign Government Obligations - 0.9%

 

  

Japan - 0.1%

 

  

Japan Bank for International Cooperation

 

510,000   

2.13%, 06/01/2020

     505,800  
776,000   

2.13%, 07/21/2020

     769,460  
     

 

 

 
     1,275,260  
     

 

 

 
  

Qatar - 0.3%

 

  

Qatar Government International Bond

 

2,320,000   

2.38%, 06/02/2021(1)

     2,275,627  
565,000   

3.88%, 04/23/2023(1)

     575,594  
     

 

 

 
     2,851,221  
     

 

 

 
  

Romania - 0.3%

 

RON      9,500,000   

Romania Government Bond
5.80%, 07/26/2027

     2,445,399  
     

 

 

 
  

Saudi Arabia - 0.1%

 

  

Saudi Government International Bond

 

$         265,000   

2.38%, 10/26/2021(1)

     257,580  
660,000   

2.88%, 03/04/2023(1)

     642,430  


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $       350,000   

4.00%, 04/17/2025(1)

   $          353,850  
     

 

 

 
        1,253,860  
     

 

 

 
  

South Korea - 0.1%

 

680,000   

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

     677,824  
     

 

 

 
  

Total Foreign Government Obligations
(cost $8,579,583)

   $ 8,503,564  
     

 

 

 

Municipal Bonds - 0.9%

 

  

General - 0.3%

 

  

Chicago, IL, Transit Auth

  
365,000   

6.30%, 12/01/2021

     384,049  
455,000   

6.90%, 12/01/2040

     581,531  
140,000   

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

     158,421  
  

Kansas, Development Finance Auth

 

395,000   

4.93%, 04/15/2045

     434,579  
280,000   

5.37%, 05/01/2026

     301,132  
125,000   

New Jersey State, Econ Development Auth
3.88%, 06/15/2019

     125,243  
1,020,000   

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

     1,007,117  
240,000   

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

     229,001  
     

 

 

 
        3,221,073  
     

 

 

 
  

General Obligation - 0.4%

 

  

California State, GO Taxable

  
335,000   

7.35%, 11/01/2039

     471,895  
130,000   

7.55%, 04/01/2039

     190,787  
130,000   

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

     156,893  
375,000   

Illinois Municipal Electric Agency, GO
6.83%, 02/01/2035

     463,016  
1,475,000   

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

     1,411,265  
305,000   

South Carolina Public Service Auth, GO
6.45%, 01/01/2050

     387,859  
840,000   

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

     832,944  
     

 

 

 
        3,914,659  
     

 

 

 
  

Medical - 0.0%

 

150,000   

University of California, Regents MedCenter Pooled Rev
6.55%, 05/15/2048

     198,856  
     

 

 

 
  

Power - 0.0%

 

100,000   

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

     100,461  
     

 

 

 
  

Transportation - 0.1%

 

350,000   

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

     437,003  
  

New York and New Jersey Port Auth, Taxable Rev

  
185,000   

5.86%, 12/01/2024

     211,677  
115,000   

6.04%, 12/01/2029

     140,114  
     

 

 

 
        788,794  
     

 

 

 
  

Utility - Electric - 0.1%

 

  

Municipal Electric Auth, GA

  
711,000   

6.64%, 04/01/2057

     758,779  
115,000   

6.66%, 04/01/2057

     131,070  
     

 

 

 
        889,849  
     

 

 

 
  

Total Municipal Bonds
(cost $8,838,735)

   $        9,113,692  
     

 

 

 


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

U.S. Government Agencies - 0.7%

 

  

Mortgage-Backed Agencies - 0.7%

 

  

FHLMC - 0.6%

 

$    5,468,374   

3.50%, 08/01/2048

   $        5,499,678  
32,316   

4.00%, 03/01/2041

     33,400  
     

 

 

 
        5,533,078  
     

 

 

 
  

FNMA - 0.0%

 

$       340,797   

1 mo. USD LIBOR + 0.400%, 2.87%, 10/25/2024(6)

   $          340,304  
13,149   

4.50%, 04/01/2041

     13,821  
     

 

 

 
        354,125  
     

 

 

 
  

GNMA - 0.1%

 

$              651   

6.00%, 11/20/2023

   $                 692  
794   

6.00%, 12/20/2023

     851  
127   

6.00%, 01/20/2024

     135  
616   

6.00%, 02/20/2024

     655  
844   

6.00%, 06/20/2024

     897  
138   

6.00%, 02/20/2026

     146  
664   

6.00%, 02/20/2027

     706  
176   

6.00%, 01/20/2028

     187  
5,404   

6.00%, 02/20/2028

     5,746  
7,423   

6.00%, 04/20/2028

     8,152  
2,956   

6.00%, 06/15/2028

     3,221  
18,191   

6.00%, 07/20/2028

     19,970  
19,537   

6.00%, 08/20/2028

     21,457  
5,183   

6.00%, 10/15/2028

     5,567  
24,527   

6.00%, 11/15/2028

     26,395  
19,028   

6.00%, 03/20/2029

     20,884  
21,855   

6.00%, 09/20/2029

     23,755  
22,023   

6.00%, 04/20/2030

     23,404  
3,237   

6.00%, 06/20/2030

     3,440  
2,271   

6.00%, 08/15/2034

     2,476  
2   

6.50%, 04/15/2026

     2  
10,486   

6.50%, 10/15/2028

     11,410  
877   

6.50%, 12/15/2028

     954  
28,376   

6.50%, 03/15/2028

     30,843  
4,117   

6.50%, 05/15/2028

     4,474  
11,999   

6.50%, 07/15/2028

     13,041  
13,419   

6.50%, 01/15/2029

     14,585  
10,810   

6.50%, 02/15/2029

     11,749  
82,278   

6.50%, 03/15/2029

     89,428  
12,654   

6.50%, 04/15/2029

     13,764  
7,187   

6.50%, 05/15/2029

     7,841  
8,954   

6.50%, 06/15/2029

     9,732  
13,561   

6.50%, 02/15/2035

     15,161  
29,445   

7.00%, 11/15/2031

     32,294  
19,196   

7.00%, 03/15/2032

     21,118  
161,919   

7.00%, 11/15/2032

     187,823  
4,447   

7.00%, 01/15/2033

     5,064  
15,152   

7.00%, 05/15/2033

     17,179  
28,105   

7.00%, 07/15/2033

     31,592  
42,657   

7.00%, 11/15/2033

     48,405  
1,905   

8.00%, 12/15/2029

     1,925  
1,578   

8.00%, 04/15/2030

     1,615  
7,003   

8.00%, 05/15/2030

     7,077  
209   

8.00%, 07/15/2030

     213  
6,491   

8.00%, 08/15/2030

     6,725  
13,013   

8.00%, 11/15/2030

     13,635  
73,611   

8.00%, 02/15/2031

     78,140  
     

 

 

 
        844,525  
     

 

 

 
  

Total U.S. Government Agencies
(cost $6,571,425)

   $       6,731,728  
     

 

 

 


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

U.S. Government Securities - 8.1%

 

  

U.S. Treasury Securities - 8.1%

 

  

U.S. Treasury Bonds - 3.4%

 

      $       665,000   

2.75%, 11/15/2042

   $          638,738  
4,275,000   

2.88%, 05/15/2043

     4,191,337  
25,085,000   

3.00%, 08/15/2048

     25,021,308  
2,167,500   

3.13%, 02/15/2043

     2,220,417  
200,000   

3.13%, 08/15/2044(12)

     204,781  
     

 

 

 
        32,276,581  
     

 

 

 
  

U.S. Treasury Notes - 4.7%

 

10,744,726   

0.75%, 07/15/2028(13)

     10,744,866  
410,000   

1.25%, 03/31/2021

     399,782  
2,525,000   

2.13%, 12/31/2022

     2,495,410  
1,915,000   

2.63%, 06/30/2023

     1,929,437  
15,530,000   

2.88%, 10/31/2020

     15,630,703  
2,720,000   

2.88%, 11/15/2021

     2,751,344  
11,000,000   

2.88%, 10/31/2023

     11,210,117  
     

 

 

 
        45,161,659  
     

 

 

 
  

Total U.S. Government Securities
(cost $74,580,613)

   $     77,438,240  
     

 

 

 

Preferred Stocks - 0.1%

 

  

Banks - 0.1%

 

37,000   

Banco Bradesco S.A. *

     459,152  
4,900   

Itausa - Investimentos Itau S.A.

     18,137  
     

 

 

 
        477,289  
     

 

 

 
  

Energy - 0.0%

 

32,500   

Petroleo Brasileiro S.A. *

     227,942  
     

 

 

 
  

Materials - 0.0%

 

7,300   

Gerdau S.A.

     31,324  
     

 

 

 
  

Telecommunication Services - 0.0%

 

15,600   

Telefonica Brasil S.A.

     208,260  
     

 

 

 
  

Total Preferred Stocks
(cost $783,290)

   $          944,815  
     

 

 

 
  

Total Long-Term Investments
(cost $840,600,169)

   $ 949,509,004  
     

 

 

 

Short-Term Investments - 1.0%

 

  

Other Investment Pools & Funds - 0.5%

 

4,858,922   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(14)

     4,858,922  
     

 

 

 
  

Securities Lending Collateral - 0.5%

 

226,912   

Citibank NA DDCA, 2.39%, 2/1/2019(14)

     226,912  
2,520,595   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.31%(14)

     2,520,595  
1,003,883   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.29%(14)

     1,003,883  
137,714   

Invesco Government & Agency Portfolio, Institutional Class, 2.28%(14)

     137,714  
588,148   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(14)

     588,148  
60,985   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.25%(14)

     60,986  
     

 

 

 
        4,538,238  
     

 

 

 
  

Total Short-Term Investments
(cost $9,397,160)

   $       9,397,160  
     

 

 

 


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Total Investments
(cost $849,997,329)

        100.2   $ 958,906,164  
  

Other Assets and Liabilities

        (0.2 )%      (2,289,229
        

 

 

   

 

 

 
  

Total Net Assets

        100.0   $ 956,616,935  
        

 

 

   

 

 

 

 

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. These classifications are used for financial reporting purposes.

 

*

Non-income producing.

(1)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $104,190,385, representing 10.9% of net assets.

(2)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2019, the aggregate fair value of these securities was $1,474,587, 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.

(3)

Investment valued using significant unobservable inputs.

(4)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(5)

Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $1,161,840 or 0.1% of net assets.

 

            Period Acquired   Security Name     Shares/Par Value     Base Total Cost     Base Market Value  
            08/2011     Allstar Co.       2,006,600     $ 872,908     $ 421,386  
            11/2013     Tory Burch LLC       13,296       1,042,090       740,454  
     

 

 

   

 

 

 
      $ 1,914,998     $ 1,161,840  
     

 

 

   

 

 

 

 

(6)

Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2019.

(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)

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of this security was $540,000 at January 31, 2019.

(9)

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

(10)

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

(11)

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At January 31, 2019, the aggregate value of this security was $2,343,060, representing 0.2% of net assets.

(12)

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

(13)

The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

(14)

Current yield as of period end.


 

The Hartford Balanced Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

Futures Contracts Outstanding at January 31, 2019  
Description    Number
of
Contracts
         Expiration Date          Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

U.S. Treasury 5-Year Note Future

     35        03/29/2019      $     4,020,078      $     71,408  

U.S. Treasury 10-Year Note Future

     32        03/20/2019        3,919,000      $ 7,442  
           

 

 

 

Total

 

   $ 78,850  
           

 

 

 

Short position contracts:

 

U.S. Treasury 10-Year Ultra Future

     1        03/20/2019      $ 130,687      $ (4,674
           

 

 

 
           
           

 

 

 

Total futures contracts

 

   $ 74,176  
           

 

 

 

 

Foreign Currency Contracts Outstanding at January 31, 2019  

Amount and Description

of Currency to be
Purchased

    Amount and Description
of Currency to be
Sold
  Counterparty   Settlement
Date
    Appreciation       Depreciation      

 

 

 
  510,000       GBP       672,524     USD   GSC   02/28/19   $     $ (2,650)  
  20,435,641       USD       20,305,000     CHF   BCLY   02/28/19           (36,824)  
  955,009       USD       835,000     EUR   BOA   02/28/19           (2,986)  
  50,281,132       USD       44,283,000     EUR   GSC   02/28/19           (524,734)  
  20,539,591       USD       15,590,000     GBP   BNP   02/28/19     62,450        
  4,297,142       USD       470,000,000     JPY   GSC   02/28/19           (27,122)  
  7,712,268       USD       65,970,000     NOK   BCLY   02/28/19           (119,998)  
  2,485,927       USD       10,484,000     RON   HSBC   02/28/19           (45,682)  
  2,985,497       USD       27,020,000     SEK   BNP   02/28/19           (7,274)  

 

 

 
  Total               $ 62,450     $ (767,270)  

 

 

 

 

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

  
GSC   

Goldman Sachs & Co.

  
HSBC   

HSBC Bank USA

  

Currency Abbreviations:

    
CHF   

Swiss Franc

  
EUR   

Euro

  
GBP   

British Pound

  
JPY   

Japanese Yen

  
NOK   

Norwegian Krone

  
RON   

New Romanian Leu

  
SEK   

Swedish Krona

  
USD   

United States Dollar

  

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

  
GDR   

Global Depositary Receipt

  
GNMA   

Government National Mortgage Association

  
LIBOR   

London Interbank Offered Rate

  
NVDR   

Non-Voting Depositary Receipt

  
PJSC   

Private Joint Stock Company

  
PT   

Perseroan Terbatas

  
REIT   

Real Estate Investment Trust

  

Municipal Abbreviations:

    
GO   

General Obligation

  
Rev   

Revenue

  


 

The Hartford Balanced Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total     Level 1     Level 2     Level 3(1)  

Assets

        

Common Stocks

        

Automobiles & Components

   $     5,186,003     $ 105,684     $ 5,080,319     $  

Banks

     56,073,077       50,170,352       5,892,350       10,375  

Capital Goods

     17,468,939       16,653,326       815,613        

Commercial & Professional Services

     27,523             27,523        

Consumer Durables & Apparel

     22,068,934       21,657,446       411,488        

Consumer Services

     132,707       99,684       33,023        

Diversified Financials

     797,232       327,314       469,918        

Energy

     79,748,409       73,490,593       6,257,816        

Food & Staples Retailing

     6,993,448       6,767,138       226,310        

Food, Beverage & Tobacco

     466,295       78,685       387,610        

Health Care Equipment & Services

     63,281,506       56,573,929       6,707,577        

Household & Personal Products

     135,141             135,141        

Insurance

     13,271,312       3,191,623       10,079,689        

Materials

     3,083,846       572,623       2,323,721       187,502  

Media & Entertainment

     48,287,706       47,227,455       1,060,251        

Pharmaceuticals, Biotechnology & Life Sciences

     55,865,294       28,099,919       27,765,375        

Real Estate

     21,483,051       16,296,571       5,186,480        

Retailing

     17,773,126       16,474,427       136,859       1,161,840  

Semiconductors & Semiconductor Equipment

     17,711,578       16,782,071       929,507        

Software & Services

     49,036,854       49,036,854              

Technology Hardware & Equipment

     34,325,641       32,728,360       1,597,281        

Telecommunication Services

     13,422,079       6,716,288       6,705,791        

Transportation

     13,550,340       13,431,450       118,890        

Utilities

     20,220,466       17,410,200       2,810,266        

Asset & Commercial Mortgage Backed Securities

     36,800,181             36,685,311       114,870  

Corporate Bonds

     249,566,277             249,566,277        

Foreign Government Obligations

     8,503,564             8,503,564        

Municipal Bonds

     9,113,692             9,113,692        

U.S. Government Agencies

     6,731,728             6,731,728        

U.S. Government Securities

     77,438,240             77,438,240        

Preferred Stocks

     944,815       944,815              

Short-Term Investments

     9,397,160       9,397,160              

Foreign Currency Contracts(2)

     62,450             62,450        

Futures Contracts(2)

     78,850       78,850              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     959,047,464     $     484,312,817     $     473,260,060     $     1,474,587  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (767,270   $     $ (767,270   $  

Futures Contracts(2)

     (4,674     (4,674            
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (771,944   $ (4,674   $ (767,270   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

(1) For the period ended January 31, 2019, there were no transfers in and out of Level 3.

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2019 is not presented.


 

The Hartford Balanced Income Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Common Stocks - 44.2%

 

  

Automobiles & Components - 0.2%

 

266,339   

Cie Generale des Etablissements Michelin SCA

   $        28,930,244  
     

 

 

 
  

Banks - 6.2%

 

3,990,099   

Bank of America Corp.

     113,598,119  
417,679   

Bank of Nova Scotia

     23,782,642  
1,045,850   

BB&T Corp.

     51,037,480  
2,342,620   

JP Morgan Chase & Co.

     242,461,170  
385,295   

M&T Bank Corp.

     63,396,439  
507,514   

PNC Financial Services Group, Inc.

     62,256,743  
1,224,431   

US Bancorp

     62,641,890  
1,900,986   

Wells Fargo & Co.

     92,977,225  
     

 

 

 
        712,151,708  
     

 

 

 
  

Capital Goods - 2.8%

 

228,045   

3M Co.

     45,677,414  
7,080,738   

BAE Systems plc

     47,634,751  
493,561   

Caterpillar, Inc.

     65,722,583  
1,039,758   

Eaton Corp. plc

     79,281,547  
288,838   

Lockheed Martin Corp.

     83,673,480  
     

 

 

 
        321,989,775  
     

 

 

 
  

Consumer Services - 0.3%

 

163,469   

McDonald’s Corp.

     29,224,988  
     

 

 

 
  

Diversified Financials - 0.2%

 

52,341   

BlackRock, Inc.

     21,725,702  
     

 

 

 
  

Energy - 4.9%

 

240,421   

Canadian Natural Resources Ltd.

     6,457,708  
1,156,095   

Chevron Corp.

     132,546,292  
1,386,860   

Exxon Mobil Corp.

     101,629,101  
2,844,112   

Kinder Morgan, Inc.

     51,478,427  
768,607   

Occidental Petroleum Corp.

     51,327,575  
294,697   

Phillips 66

     28,117,041  
3,772,697   

Suncor Energy, Inc.

     121,933,567  
1,769,923   

TransCanada Corp.

     75,271,736  
     

 

 

 
        568,761,447  
     

 

 

 
  

Food & Staples Retailing - 0.2%

 

295,626   

Sysco Corp.

     18,875,720  
     

 

 

 
  

Food, Beverage & Tobacco - 3.0%

 

936,158   

Coca-Cola Co.

     45,057,285  
958,590   

Kraft Heinz Co.

     46,069,835  
1,311,215   

Mondelez International, Inc. Class A

     60,656,806  
415,224   

Nestle S.A.

     36,200,840  
415,320   

PepsiCo., Inc.

     46,794,104  
1,470,129   

Philip Morris International, Inc.

     112,788,297  
     

 

 

 
        347,567,167  
     

 

 

 
  

Health Care Equipment & Services - 1.3%

 

1,646,751   

Koninklijke Philips N.V.

     64,923,273  
1,008,867   

Medtronic plc

     89,173,754  
     

 

 

 
        154,097,027  
     

 

 

 
  

Household & Personal Products - 1.4%

 

585,371   

Procter & Gamble Co.

     56,470,740  
1,952,242   

Unilever N.V.

     104,464,470  
     

 

 

 
        160,935,210  
     

 

 

 
  

Insurance - 2.6%

 

903,900   

American International Group, Inc.

     39,075,597  
384,250   

Chubb Ltd.

     51,124,462  
2,342,977   

MetLife, Inc.

     107,003,760  
840,656   

Principal Financial Group, Inc.

     42,091,646  
457,416   

Travelers Cos., Inc.

     57,424,005  
     

 

 

 
        296,719,470  
     

 

 

 


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Materials - 1.6%

 

1,796,205   

DowDuPont, Inc.

   $        96,653,791  
608,216   

International Paper Co.

     28,847,685  
1,087,956   

Nutrien Ltd.

     56,377,880  
     

 

 

 
        181,879,356  
     

 

 

 
  

Media & Entertainment - 0.9%

 

2,872,410   

Comcast Corp. Class A

     105,044,034  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 6.3%

 

1,269,283   

Bristol-Myers Squibb Co.

     62,664,502  
897,236   

Eli Lilly & Co.

     107,542,707  
896,127   

Johnson & Johnson

     119,256,581  
1,441,326   

Merck & Co., Inc.

     107,277,894  
923,957   

Novartis AG

     80,662,151  
4,407,341   

Pfizer, Inc.

     187,091,625  
243,285   

Roche Holding AG

     64,722,494  
     

 

 

 
        729,217,954  
     

 

 

 
  

Real Estate - 0.8%

 

758,534   

Crown Castle International Corp. REIT

     88,793,990  
     

 

 

 
  

Retailing - 0.7%

 

423,327   

Home Depot, Inc.

     77,693,204  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 3.0%

 

1,161,916   

Analog Devices, Inc.

     114,867,016  
2,026,203   

Intel Corp.

     95,474,685  
283,093   

KLA-Tencor Corp.

     30,169,221  
897,648   

Maxim Integrated Products, Inc.

     48,715,357  
842,231   

QUALCOMM, Inc.

     41,707,279  
102,939   

Texas Instruments, Inc.

     10,363,899  
     

 

 

 
        341,297,457  
     

 

 

 
  

Technology Hardware & Equipment - 1.4%

 

3,444,540   

Cisco Systems, Inc.

     162,892,297  
     

 

 

 
  

Telecommunication Services - 1.9%

 

1,195,832   

BCE, Inc.

     51,994,279  
3,135,053   

Verizon Communications, Inc.

     172,616,018  
     

 

 

 
        224,610,297  
     

 

 

 
  

Transportation - 0.6%

 

404,815   

Union Pacific Corp.

     64,393,922  
     

 

 

 
  

Utilities - 3.9%

 

811,474   

American Electric Power Co., Inc.

     64,203,823  
1,240,592   

Dominion Energy, Inc.

     87,139,182  
583,748   

Duke Energy Corp.

     51,241,399  
228,673   

Edison International

     13,027,501  
987,751   

Eversource Energy

     68,559,797  
366,430   

NextEra Energy, Inc.

     65,583,641  
574,580   

Sempra Energy

     67,214,368  
625,888   

Xcel Energy, Inc.

     32,771,496  
     

 

 

 
        449,741,207  
     

 

 

 
  

Total Common Stocks
(cost $4,582,567,812)

   $ 5,086,542,176  
     

 

 

 

Preferred Stocks - 0.0%

 

  

Diversified Financials - 0.0%

 

29,500   

GMAC Capital Trust Series 2, 8.40%(1)

     770,245  
     

 

 

 
  

Total Preferred Stocks
(cost $773,012)

   $ 770,245  
     

 

 

 

Corporate Bonds - 48.3%

 

  

Advertising - 0.0%

 

      $           1,445,000   

Lamar Media Corp.
5.75%, 02/01/2026(2)(3)

     1,496,442  
     

 

 

 
  

Aerospace/Defense - 1.0%

 

4,085,000   

BAE Systems Holdings, Inc.
3.80%, 10/07/2024(2)

     4,107,893  


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $         4,220,000   

BAE Systems plc
4.75%, 10/11/2021(2)

   $          4,345,287  
  

DAE Funding LLC

 

670,000   

4.50%, 08/01/2022(2)

     661,625  
1,365,000   

5.00%, 08/01/2024(2)

     1,341,795  
  

L3 Technologies, Inc.

 

6,650,000   

3.85%, 06/15/2023

     6,719,324  
7,545,000   

4.40%, 06/15/2028

     7,736,134  
  

Lockheed Martin Corp.

 

11,120,000   

3.55%, 01/15/2026

     11,264,563  
5,800,000   

3.60%, 03/01/2035

     5,510,360  
3,183,000   

4.09%, 09/15/2052

     3,130,966  
6,025,000   

4.50%, 05/15/2036

     6,314,488  
2,435,000   

Raytheon Co.
4.70%, 12/15/2041

     2,726,657  
4,970,000   

TransDigm, Inc.
6.25%, 03/15/2026(2)(3)

     5,044,550  
  

United Technologies Corp.

 

17,555,000   

2.80%, 05/04/2024

     16,990,442  
5,000,000   

3.75%, 11/01/2046

     4,444,246  
8,945,000   

3.95%, 08/16/2025

     9,151,948  
5,000,000   

4.05%, 05/04/2047

     4,667,547  
5,000,000   

4.13%, 11/16/2028

     5,142,887  
1,925,000   

4.50%, 06/01/2042

     1,934,042  
6,680,000   

4.63%, 11/16/2048

     6,868,471  
5,300,000   

5.70%, 04/15/2040

     5,973,051  
1,890,000   

6.13%, 07/15/2038

     2,230,633  
     

 

 

 
        116,306,909  
     

 

 

 
  

Agriculture - 1.0%

 

  

Altria Group, Inc.

 

555,000   

2.63%, 09/16/2026

     491,654  
10,525,000   

2.85%, 08/09/2022

     10,295,532  
8,760,000   

3.88%, 09/16/2046

     6,795,861  
1,560,000   

4.25%, 08/09/2042

     1,275,518  
1,500,000   

4.50%, 05/02/2043

     1,264,933  
19,360,000   

5.38%, 01/31/2044

     18,270,883  
  

BAT Capital Corp.

 

385,000   

2.76%, 08/15/2022

     374,236  
21,955,000   

3.22%, 08/15/2024

     20,998,337  
9,610,000   

3.56%, 08/15/2027

     8,792,461  
13,225,000   

4.39%, 08/15/2037

     11,269,056  
1,465,000   

4.54%, 08/15/2047

     1,203,235  
  

Imperial Brands Finance plc

 

9,400,000   

3.50%, 02/11/2023(2)

     9,251,516  
6,090,000   

3.75%, 07/21/2022(2)

     6,070,991  
450,000   

JBS Investments II GmbH
7.00%, 01/15/2026(2)

     456,750  
  

Philip Morris International, Inc.

 

5,000,000   

2.63%, 03/06/2023

     4,859,723  
370,000   

3.60%, 11/15/2023

     375,891  
1,230,000   

4.13%, 03/04/2043

     1,122,696  
  

Reynolds American, Inc.

 

365,000   

4.45%, 06/12/2025

     367,724  
10,785,000   

5.85%, 08/15/2045

     10,467,113  
1,535,000   

6.15%, 09/15/2043

     1,513,246  
     

 

 

 
        115,517,356  
     

 

 

 
  

Airlines - 0.2%

 

2,163   

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

     2,228  
  

Delta Air Lines, Inc.

 

8,960,000   

3.63%, 03/15/2022

     8,901,309  
16,350,000   

3.80%, 04/19/2023

     15,948,570  
     

 

 

 
        24,852,107  
     

 

 

 


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Auto Manufacturers - 0.6%

 

  

Ford Motor Co.

 

      $       14,885,000   

4.75%, 01/15/2043

   $        11,297,539  
3,065,000   

5.29%, 12/08/2046

     2,455,990  
  

Ford Motor Credit Co. LLC

 

400,000   

3.10%, 05/04/2023

     360,899  
14,460,000   

5.60%, 01/07/2022

     14,651,751  
  

General Motors Co.

 

5,015,000   

5.15%, 04/01/2038

     4,419,632  
5,585,000   

5.95%, 04/01/2049

     5,213,523  
4,850,000   

6.25%, 10/02/2043

     4,711,301  
  

General Motors Financial Co., Inc.

 

470,000   

3.25%, 01/05/2023

     448,273  
10,985,000   

3.50%, 11/07/2024

     10,208,944  
10,545,000   

4.35%, 01/17/2027

     9,871,863  
745,000   

5.65%, 01/17/2029

     754,444  
455,000   

3 mo. USD LIBOR + 3.598%, 5.75%, 09/30/2027(1)(4)(5)

     390,162  
6,885,000   

Volkswagen Group of America Finance LLC
3.88%, 11/13/2020(2)

     6,962,950  
     

 

 

 
        71,747,271  
     

 

 

 
  

Auto Parts & Equipment - 0.0%

 

540,000   

Dana, Inc.
5.50%, 12/15/2024

     529,200  
390,000   

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

     358,215  
770,000   

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

     743,050  
     

 

 

 
        1,630,465  
     

 

 

 
  

Beverages - 1.7%

 

  

Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.

 

27,810,000   

3.65%, 02/01/2026(2)

     27,323,417  
9,105,000   

4.70%, 02/01/2036(2)

     8,749,462  
30,491,000   

4.90%, 02/01/2046(2)

     29,078,215  
  

Anheuser-Busch InBev Finance, Inc.

 

22,465,000   

3.30%, 02/01/2023

     22,413,052  
71,000   

4.00%, 01/17/2043

     59,097  
  

Anheuser-Busch InBev Worldwide, Inc.

 

6,563,000   

3.75%, 07/15/2042

     5,378,552  
20,030,000   

4.15%, 01/23/2025

     20,572,102  
7,095,000   

4.38%, 04/15/2038

     6,485,730  
8,940,000   

4.60%, 04/15/2048

     8,092,896  
6,290,000   

4.75%, 01/23/2029

     6,527,841  
11,135,000   

4.75%, 04/15/2058

     9,905,550  
4,215,000   

5.45%, 01/23/2039

     4,403,841  
750,000   

Bacardi Ltd.
4.45%, 05/15/2025(2)

     741,078  
  

Constellation Brands, Inc.

 

36,850,000   

2.00%, 11/07/2019

     36,548,937  
375,000   

2.70%, 05/09/2022

     365,461  
3,680,000   

3.20%, 02/15/2023

     3,618,547  
7,280,000   

3.60%, 02/15/2028

     6,959,898  
370,000   

4.40%, 11/15/2025

     381,316  
380,000   

Keurig Dr Pepper, Inc.
3.13%, 12/15/2023

     366,703  
  

Molson Coors Brewing Co.

 

405,000   

3.00%, 07/15/2026

     375,922  
605,000   

5.00%, 05/01/2042

     601,348  
     

 

 

 
        198,948,965  
     

 

 

 
  

Biotechnology - 0.3%

 

  

Amgen, Inc.

 

4,790,000   

3.63%, 05/22/2024

     4,862,634  
10,000,000   

4.40%, 05/01/2045

     9,500,464  
7,500,000   

4.56%, 06/15/2048

     7,345,504  
  

Gilead Sciences, Inc.

 


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $         7,150,000   

3.50%, 02/01/2025

   $          7,180,906  
1,375,000   

4.60%, 09/01/2035

     1,404,336  
1,220,000   

Sotera Health Topco, Inc. (8.13% Cash, 8.88% PIK)
8.13%, 11/01/2021(2)(7)

     1,216,950  
     

 

 

 
        31,510,794  
     

 

 

 
  

Chemicals - 0.9%

 

370,000   

Alpek S.A.B. de C.V.
4.50%, 11/20/2022(2)

     370,000  
1,760,000   

Braskem Netherlands Finance B.V.
4.50%, 01/10/2028(6)

     1,713,800  
  

CF Industries, Inc.

 

920,000   

4.95%, 06/01/2043

     762,726  
1,361,000   

5.15%, 03/15/2034

     1,252,120  
390,000   

5.38%, 03/15/2044

     338,930  
  

Chemours Co.

 

1,730,000   

6.63%, 05/15/2023

     1,788,388  
2,260,000   

7.00%, 05/15/2025

     2,358,875  
9,700,000   

Dow Chemical Co. (The)
4.55%, 11/30/2025(2)

     10,041,531  
  

DowDuPont, Inc.

 

13,205,000   

4.21%, 11/15/2023

     13,687,271  
13,075,000   

4.73%, 11/15/2028

     13,857,605  
370,000   

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

     373,814  
2,305,000   

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

     2,025,712  
  

Methanex Corp.

 

3,855,000   

3.25%, 12/15/2019

     3,836,255  
10,545,000   

4.25%, 12/01/2024

     10,044,267  
1,227,000   

5.65%, 12/01/2044

     1,109,489  
805,000   

NOVA Chemicals Corp.
4.88%, 06/01/2024(2)

     764,750  
375,000   

Nutrien Ltd.
3.50%, 06/01/2023

     368,418  
3,175,000   

OCP S.A.
4.50%, 10/22/2025(6)

     3,108,261  
5,925,000   

SABIC Capital II B.V.
4.00%, 10/10/2023(2)

     5,990,175  
  

SASOL Financing USA LLC

 

685,000   

5.88%, 03/27/2024

     706,570  
735,000   

6.50%, 09/27/2028

     775,932  
  

Sherwin-Williams Co.

 

6,625,000   

2.75%, 06/01/2022

     6,499,694  
385,000   

3.13%, 06/01/2024

     374,697  
950,000   

4.55%, 08/01/2045

     882,385  
830,000   

Starfruit Finco B.V. / Starfruit US Holdco LLC
8.00%, 10/01/2026(2)(4)

     827,925  
  

Syngenta Finance N.V.

 

8,555,000   

4.89%, 04/24/2025(2)

     8,374,832  
8,600,000   

5.18%, 04/24/2028(2)

     8,190,968  
3,480,000   

5.68%, 04/24/2048(2)

     3,004,281  
     

 

 

 
        103,429,671  
     

 

 

 
  

Coal - 0.1%

 

2,770,000   

Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp.
12.00%, 11/01/2021(4)

     1,108,000  
3,420,000   

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

     2,932,650  
2,360,000   

Peabody Energy Corp.
6.38%, 03/31/2025(2)

     2,277,400  
     

 

 

 
        6,318,050  
     

 

 

 
  

Commercial Banks - 10.0%

 

  

Banco Bilbao Vizcaya Argentaria S.A.

 

2,000,000   

5 year USD Swap + 3.870%, 6.13%, 11/16/2027(1)(4)(5)

     1,762,500  


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

EUR              400,000   

5 year EUR Swap + 6.604%, 6.75%, 02/18/2020(1)(5)(6)

   $             469,235  
1,600,000   

5 year EUR Swap + 9.177%, 8.88%, 04/14/2021(1)(5)(6)

     2,041,966  
3,600,000   

Banco de Sabadell S.A.
5 year EUR Swap + 6.414%, 6.50%, 05/18/2022(1)(5)(6)

     3,990,085  
  

Banco do Brasil S.A.

 

      $              845,000   

4.63%, 01/15/2025(2)

     830,348  
465,000   

4.88%, 04/19/2023(2)

     469,883  
  

Banco Santander S.A.

 

4,400,000   

3.80%, 02/23/2028

     4,115,057  
10,200,000   

4.38%, 04/12/2028

     9,983,665  
  

Bank of America Corp.

 

18,260,000   

2.50%, 10/21/2022

     17,844,839  
19,950,000   

3 mo. USD LIBOR + 0.930%, 2.82%, 07/21/2023(1)

     19,621,400  
3,733,000   

3 mo. USD LIBOR + 0.790%, 3.00%, 12/20/2023(1)

     3,685,371  
15,270,000   

3 mo. USD LIBOR + 1.090%, 3.09%, 10/01/2025(1)

     14,871,443  
7,500,000   

3 mo. USD LIBOR + 1.160%, 3.12%, 01/20/2023(1)

     7,473,844  
15,020,000   

3 mo. USD LIBOR + 0.810%, 3.37%, 01/23/2026(1)

     14,795,755  
9,280,000   

3 mo. USD LIBOR + 1.512%, 3.71%, 04/24/2028(1)

     9,149,815  
9,905,000   

3 mo. USD LIBOR + 1.000%, 3.78%, 04/24/2023(1)

     9,928,090  
9,550,000   

3 mo. USD LIBOR + 1.575%, 3.82%, 01/20/2028(1)

     9,519,243  
5,015,000   

3 mo. USD LIBOR + 0.940%, 3.86%, 07/23/2024(1)

     5,098,041  
5,895,000   

4.00%, 01/22/2025

     5,941,331  
4,260,000   

4.10%, 07/24/2023

     4,414,923  
2,450,000   

4.20%, 08/26/2024

     2,507,900  
5,000,000   

3 mo. USD LIBOR + 1.814%, 4.24%, 04/24/2038(1)

     5,000,354  
1,760,000   

5.00%, 01/21/2044

     1,935,419  
9,525,000   

7.75%, 05/14/2038

     12,971,340  
  

Bank of New York Mellon Corp.

 

15,380,000   

2.20%, 08/16/2023

     14,835,652  
9,525,000   

3 mo. USD LIBOR + 0.634%, 2.66%, 05/16/2023(1)

     9,406,133  
8,855,000   

3 mo. USD LIBOR + 1.050%, 3.80%, 10/30/2023(1)

     8,929,683  
2,205,000   

Barclays plc
3.68%, 01/10/2023

     2,157,154  
325,000   

BBVA Bancomer S.A.
1 year USD CMT + 2.650%, 5.13%, 01/18/2033(1)(2)

     293,313  
  

BNP Paribas S.A.

 

8,145,000   

2.95%, 05/23/2022(2)

     7,981,767  
5,375,000   

3.38%, 01/09/2025(2)

     5,176,862  
10,260,000   

3.80%, 01/10/2024(2)

     10,172,952  
370,000   

3 mo. USD LIBOR + 2.235%, 4.71%, 01/10/2025(1)(2)

     377,699  
940,000   

5 year USD Swap + 2.838%, 5.13%, 11/15/2027(1)(2)(5)

     826,025  
955,000   

5 year USD Swap + 6.314%, 7.63%, 03/30/2021(1)(2)(5)

     1,005,357  
15,295,000   

BPCE S.A.
2.75%, 01/11/2023(2)

     14,861,400  
15,000,000   

Capital One Financial Corp.
3.75%, 07/28/2026

     14,286,628  
  

Citigroup, Inc.

 

5,290,000   

2.90%, 12/08/2021

     5,256,795  
12,235,000   

3 mo. USD LIBOR + 0.722%, 3.14%, 01/24/2023(1)

     12,151,963  
4,945,000   

3.20%, 10/21/2026

     4,757,711  
13,815,000   

3 mo. USD LIBOR + 1.151%, 3.52%, 10/27/2028(1)

     13,332,306  
14,050,000   

3 mo. USD LIBOR + 1.100%, 3.74%, 05/17/2024(1)

     14,038,577  
6,330,000   

3 mo. USD LIBOR + 1.563%, 3.89%, 01/10/2028(1)

     6,310,696  
775,000   

4.13%, 07/25/2028

     768,413  
7,440,000   

4.30%, 11/20/2026

     7,446,685  
8,145,000   

4.45%, 09/29/2027

     8,264,082  
2,585,000   

4.60%, 03/09/2026

     2,640,932  
1,124,000   

4.65%, 07/30/2045

     1,156,459  
5,165,000   

4.65%, 07/23/2048

     5,369,933  
1,709,000   

4.75%, 05/18/2046

     1,711,895  
  

Credit Agricole S.A.

 

2,900,000   

3.75%, 04/24/2023(2)

     2,880,466  
14,070,000   

5 year USD Swap +1.644%, 4.00%, 01/10/2033(1)(2)

     13,178,728  
890,000   

5 year USD Swap + 4.898%, 7.88%, 01/23/2024(1)(2)(5)

     933,320  
1,030,000   

5 year USD Swap + 6.185%, 8.13%, 12/23/2025(1)(2)(5)

     1,116,263  
  

Credit Suisse Group AG

 


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $           9,580,000   

3 mo. USD LIBOR + 1.200%, 3.00%, 12/14/2023(1)(2)

   $          9,221,092  
770,000   

3 mo. USD LIBOR + 1.410%, 3.87%, 01/12/2029(1)(2)

     735,102  
9,725,000   

3 mo. USD LIBOR + 1.2400%, 4.21%, 06/12/2024(1)(2)

     9,757,840  
14,435,000   

4.28%, 01/09/2028(2)

     14,223,273  
5,230,000   

5 year USD Swap + 3.455%, 6.25%, 12/18/2024(1)(5)(6)

     5,170,723  
  

Credit Suisse Group Funding Guernsey Ltd.

 

5,870,000   

3.13%, 12/10/2020

     5,852,365  
10,410,000   

3.80%, 09/15/2022

     10,426,121  
  

Danske Bank A/S

 

4,035,000   

5.00%, 01/12/2022(2)

     4,091,608  
5,935,000   

5.38%, 01/12/2024(2)

     6,019,233  
  

Discover Bank

 

7,220,000   

3.35%, 02/06/2023

     7,114,616  
6,520,000   

4.20%, 08/08/2023

     6,614,984  
19,000,000   

Fifth Third Bank
3.95%, 07/28/2025

     19,558,332  
3,070,000   

Freedom Mortgage Corp.
8.13%, 11/15/2024(2)

     2,816,725  
  

Goldman Sachs Group, Inc.

 

10,375,000   

2.35%, 11/15/2021

     10,143,422  
10,015,000   

3 mo. USD LIBOR + 0.821%, 2.88%, 10/31/2022(1)

     9,866,675  
14,115,000   

3 mo. USD LIBOR + 0.990%, 2.91%, 07/24/2023(1)

     13,812,948  
18,660,000   

3 mo. USD LIBOR + 1.201%, 3.27%, 09/29/2025(1)

     18,118,192  
6,345,000   

3.50%, 01/23/2025

     6,253,201  
9,820,000   

3.50%, 11/16/2026

     9,461,520  
370,000   

3.63%, 01/22/2023

     374,553  
13,605,000   

3 mo. USD LIBOR + 1.510%, 3.69%, 06/05/2028(1)

     13,202,524  
6,800,000   

3.85%, 01/26/2027

     6,709,639  
21,760,000   

3 mo. USD LIBOR + 1.373%, 4.02%, 10/31/2038(1)

     20,429,824  
10,545,000   

3 mo. USD LIBOR + 1.301%, 4.22%, 05/01/2029(1)

     10,590,712  
370,000   

4.25%, 10/21/2025

     373,435  
6,425,000   

3 mo. USD LIBOR + 1.600%, 4.31%, 11/29/2023(1)

     6,533,839  
5,390,000   

4.75%, 10/21/2045

     5,573,443  
2,625,000   

4.80%, 07/08/2044

     2,700,877  
1,835,000   

5.15%, 05/22/2045

     1,884,953  
2,015,000   

Grupo Aval Ltd.
4.75%, 09/26/2022(6)

     1,985,783  
  

HSBC Holdings plc

 

5,300,000   

2.65%, 01/05/2022

     5,222,055  
11,275,000   

3 mo. USD LIBOR + 0.923%, 3.03%, 11/22/2023(1)

     11,097,531  
6,035,000   

3 mo. USD LIBOR + 1.055%, 3.26%, 03/13/2023(1)

     5,991,152  
15,055,000   

3.60%, 05/25/2023

     15,164,122  
7,655,000   

4.25%, 03/14/2024

     7,777,409  
6,755,000   

4.30%, 03/08/2026

     6,894,377  
9,160,000   

3 mo. USD LIBOR + 1.535%, 4.58%, 06/19/2029(1)

     9,361,646  
1,000,000   

6.50%, 09/15/2037

     1,190,913  
4,440,000   

6.80%, 06/01/2038

     5,494,016  
1,205,000   

Industrial & Commercial Bank of China Ltd.
4.88%, 09/21/2025(6)

     1,245,889  
IDR  25,000,000,000   

International Finance Corp.
8.00%, 10/09/2023

     1,793,045  
  

Intesa Sanpaolo S.p.A.

 

$           8,270,000   

3.13%, 07/14/2022(2)

     7,771,320  
4,865,000   

3.38%, 01/12/2023(2)

     4,535,632  
3,890,000   

3.88%, 01/12/2028(2)

     3,346,721  
780,000   

5 year USD Swap + 5.462%, 7.70%, 09/17/2025(1)(2)(4)(5)

     714,675  
  

JP Morgan Chase & Co.

 

22,475,000   

2.97%, 01/15/2023

     22,299,593  
13,440,000   

3 mo. USD LIBOR + 1.155%, 3.22%, 03/01/2025(1)

     13,217,210  
19,950,000   

3.30%, 04/01/2026

     19,556,692  
19,130,000   

3 mo. USD LIBOR + 0.890%, 3.80%, 07/23/2024(1)

     19,449,808  
20,290,000   

3 mo. USD LIBOR + 1.360%, 3.88%, 07/24/2038(1)

     19,350,769  
10,685,000   

3 mo. USD LIBOR + 1.245%, 3.96%, 01/29/2027(1)

     10,873,986  
3,500,000   

3 mo. USD LIBOR + 1.380%, 3.96%, 11/15/2048(1)

     3,288,551  
8,000,000   

3 mo. USD LIBOR + 1.230%, 4.01%, 10/24/2023(1)

     8,098,060  
725,000   

3 mo. USD LIBOR + 1.000%, 4.02%, 12/05/2024(1)

     742,861  


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $           4,055,000   

3 mo. USD LIBOR + 1.580%, 4.26%, 02/22/2048(1)

   $          3,994,142  
9,510,000   

JPMorgan Chase Bank NA
3 mo. USD LIBOR + 0.280%, 2.60%, 02/01/2021(1)

     9,470,740  
  

Morgan Stanley

 

4,505,000   

2.50%, 04/21/2021

     4,447,242  
13,795,000   

2.63%, 11/17/2021

     13,604,377  
19,430,000   

2.75%, 05/19/2022

     19,140,223  
3,685,000   

3.13%, 01/23/2023

     3,659,550  
8,790,000   

3.13%, 07/27/2026

     8,430,707  
3,490,000   

3 mo. USD LIBOR + 0.800%, 3.41%, 02/14/2020(1)

     3,490,000  
20,500,000   

3 mo. USD LIBOR + 1.340%, 3.59%, 07/22/2028(1)

     20,007,618  
8,040,000   

3.63%, 01/20/2027

     7,902,917  
9,230,000   

3.70%, 10/23/2024

     9,298,420  
7,115,000   

3 mo. USD LIBOR + 0.847%, 3.74%, 04/24/2024(1)

     7,195,917  
6,320,000   

3.95%, 04/23/2027

     6,166,877  
9,690,000   

4.00%, 07/23/2025

     9,925,050  
7,125,000   

3 mo. USD LIBOR + 1.400%, 4.18%, 10/24/2023(1)

     7,216,024  
2,300,000   

4.35%, 09/08/2026

     2,327,213  
7,945,000   

4.38%, 01/22/2047

     7,947,678  
2,555,000   

3 mo. USD LIBOR + 1.628%, 4.43%, 01/23/2030(1)

     2,654,555  
5,825,000   

3 mo. USD LIBOR + 1.431%, 4.46%, 04/22/2039(1)

     5,875,304  
7,465,000   

PNC Bank NA
2.70%, 11/01/2022

     7,309,602  
4,310,000   

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

     4,361,657  
  

Santander Holdings USA, Inc.

 

6,970,000   

3.40%, 01/18/2023

     6,855,285  
6,145,000   

3.70%, 03/28/2022

     6,137,440  
8,700,000   

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

     8,519,736  
1,650,000   

State Bank of India
4.38%, 01/24/2024(2)

     1,655,293  
7,445,000   

State Street Corp.
3 mo. USD LIBOR + 0.770%, 3.78%, 12/03/2024(1)

     7,615,766  
6,800,000   

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

     6,683,330  
310,000   

Turkiye Vakiflar Bankasi TAO
5.75%, 01/30/2023(2)

     286,115  
11,470,000   

UBS AG
2.45%, 12/01/2020(2)

     11,313,870  
  

UBS Group Funding Switzerland AG

 

21,500,000   

2.65%, 02/01/2022(2)

     21,024,142  
1,490,000   

3 mo. USD LIBOR + 4.344%, 7.00%, 01/31/2024(1)(2)(5)

     1,499,313  
  

UniCredit S.p.A.

 

400,000   

3.75%, 04/12/2022(2)

     388,986  
1,320,000   

6.57%, 01/14/2022(2)

     1,348,477  
1,980,000   

5 year USD Swap + 5.180%, 8.00%, 06/03/2024(1)(5)(6)

     1,811,233  
2,850,000   

Wachovia Corp.
5.50%, 08/01/2035

     3,171,181  
  

Wells Fargo & Co.

 

8,500,000   

2.10%, 07/26/2021

     8,309,924  
14,455,000   

2.63%, 07/22/2022

     14,181,416  
7,285,000   

3.00%, 10/23/2026

     6,963,573  
11,480,000   

3.07%, 01/24/2023

     11,417,305  
9,965,000   

3.45%, 02/13/2023

     9,916,748  
5,540,000   

3.75%, 01/24/2024

     5,636,669  
7,100,000   

3 mo. USD LIBOR + 1.230%, 3.97%, 10/31/2023(1)

     7,174,642  
4,080,000   

4.13%, 08/15/2023

     4,160,790  
880,000   

4.40%, 06/14/2046

     859,820  
360,000   

4.48%, 01/16/2024

     373,169  
3,690,000   

4.65%, 11/04/2044

     3,710,185  
2,655,000   

4.75%, 12/07/2046

     2,722,007  
3,026,000   

4.90%, 11/17/2045

     3,158,565  
1,475,000   

5.38%, 11/02/2043

     1,630,427  
4,408,000   

5.61%, 01/15/2044

     5,030,386  


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Wells Fargo Bank NA

 

      $         10,000,000   

2.60%, 01/15/2021

   $          9,922,265  
12,920,000   

3.55%, 08/14/2023

     13,106,313  
     

 

 

 
        1,155,153,467  
     

 

 

 
  

Commercial Services - 0.4%

 

654,000   

ACE Cash Express, Inc.
12.00%, 12/15/2022(2)

     609,855  
715,000   

Aeropuerto Internacional de Tocumen S.A.
6.00%, 11/18/2048(2)

     739,131  
  

APX Group, Inc.

 

1,775,000   

7.63%, 09/01/2023

     1,464,375  
2,025,000   

7.88%, 12/01/2022

     1,959,187  
375,000   

Atento Luxco 1 S.A.
6.13%, 08/10/2022(6)

     366,562  
2,195,000   

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

     2,184,025  
2,445,000   

Brand Industrial Services, Inc.
8.50%, 07/15/2025(2)

     2,185,219  
2,510,000   

Garda World Security Corp.
8.75%, 05/15/2025(2)

     2,328,025  
1,169,000   

Herc Rentals, Inc.
7.50%, 06/01/2022(2)

     1,223,066  
12,300,000   

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

     12,247,110  
735,000   

4.75%, 02/15/2025(2)

     733,824  
  

Moody’s Corp.

 

11,195,000   

2.63%, 01/15/2023

     10,858,867  
6,230,000   

2.75%, 12/15/2021

     6,139,147  
775,000   

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

     755,625  
720,000   

Total System Services, Inc.
4.80%, 04/01/2026

     735,465  
  

United Rentals North America, Inc.

 

390,000   

4.63%, 10/15/2025

     374,205  
3,425,000   

5.88%, 09/15/2026

     3,476,375  
     

 

 

 
        48,380,063  
     

 

 

 
  

Construction Materials - 0.0%

 

750,000   

Boise Cascade Co.
5.63%, 09/01/2024(2)

     725,625  
3,925,000   

Standard Industries, Inc.
5.38%, 11/15/2024(2)

     3,895,563  
     

 

 

 
        4,621,188  
     

 

 

 
  

Distribution/Wholesale - 0.0%

 

1,400,000   

American Builders & Contractors Supply Co., Inc.
5.75%, 12/15/2023(2)

     1,438,500  
     

 

 

 
  

Diversified Financial Services - 1.2%

 

9,020,000   

AIG Global Funding
2.15%, 07/02/2020(2)

     8,920,524  
  

Aircastle Ltd.

 

385,000   

4.13%, 05/01/2024

     370,619  
730,000   

4.40%, 09/25/2023

     722,771  
  

American Express Co.

 

375,000   

2.65%, 12/02/2022

     367,760  
6,740,000   

3.70%, 11/05/2021

     6,845,503  
  

Capital One Financial Corp.

 

390,000   

3.30%, 10/30/2024

     380,117  
580,000   

3.90%, 01/29/2024

     584,118  
2,060,000   

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

     2,028,478  
1,170,000   

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

     1,088,100  
19,859,000   

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

     17,725,877  
3,640,000   

goeasy Ltd.
7.88%, 11/01/2022(2)

     3,812,900  


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $              480,000   

MDC-GMTN B.V.
4.50%, 11/07/2028(2)

   $             506,400  
  

Nasdaq, Inc.

 

12,925,000   

3.85%, 06/30/2026

     12,694,505  
16,765,000   

4.25%, 06/01/2024

     17,185,467  
  

National Rural Utilities Cooperative Finance Corp.

 

6,625,000   

3.25%, 11/01/2025

     6,573,518  
14,585,000   

3.70%, 03/15/2029

     14,743,174  
  

Navient Corp.

 

3,567,000   

5.50%, 01/25/2023

     3,442,155  
365,000   

5.63%, 08/01/2033

     278,313  
2,481,000   

5.88%, 10/25/2024

     2,332,140  
965,000   

6.13%, 03/25/2024

     923,384  
1,816,000   

6.50%, 06/15/2022

     1,855,135  
1,422,000   

7.25%, 09/25/2023

     1,446,885  
  

Springleaf Finance Corp.

 

830,000   

5.25%, 12/15/2019

     835,188  
2,675,000   

6.13%, 05/15/2022

     2,749,686  
255,000   

6.88%, 03/15/2025

     243,844  
490,000   

7.13%, 03/15/2026

     466,725  
1,610,000   

7.75%, 10/01/2021

     1,694,525  
2,815,000   

8.25%, 12/15/2020

     3,005,012  
  

Synchrony Financial

 

425,000   

3.70%, 08/04/2026

     388,067  
5,580,000   

4.50%, 07/23/2025

     5,430,257  
4,710,000   

Tempo Acquisition LLC / Tempo Acquisition Finance Corp.
6.75%, 06/01/2025(2)

     4,651,125  
400,000   

Turkiye Sinai Kalkinma Bankasi AS
5.50%, 01/16/2023(6)

     352,446  
3,329,000   

Vantiv LLC / Vantiv Issuer Corp.
4.38%, 11/15/2025(2)

     3,195,773  
  

Visa, Inc.

 

8,665,000   

3.15%, 12/14/2025

     8,725,876  
1,395,000   

4.30%, 12/14/2045

     1,502,473  
     

 

 

 
        138,068,840  
     

 

 

 
  

Electric - 3.4%

 

  

Abu Dhabi National Energy Co. PJSC

 

785,000   

3.63%, 01/12/2023(6)

     779,882  
300,000   

4.38%, 06/22/2026(6)

     304,200  
700,000   

4.88%, 04/23/2030(6)

     726,936  
285,000   

4.88%, 04/23/2030(2)

     295,967  
527,000   

5.88%, 12/13/2021(6)

     557,988  
4,430,000   

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

     3,990,263  
2,565,000   

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

     2,487,434  
  

AES Corp.

 

1,130,000   

4.00%, 03/15/2021

     1,127,175  
4,100,000   

5.13%, 09/01/2027

     4,182,000  
5,210,000   

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

     5,242,367  
  

Berkshire Hathaway Energy Co.

 

15,710,000   

3.25%, 04/15/2028

     15,203,731  
500,000   

5.95%, 05/15/2037

     593,551  
770,000   

Calpine Corp.
5.25%, 06/01/2026(2)

     731,500  
6,740,000   

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

     6,485,731  
  

Centrais Electricas Brasileiras S.A.

 

1,155,000   

5.75%, 10/27/2021(6)

     1,179,255  
150,000   

6.88%, 07/30/2019(6)

     151,688  
3,000,000   

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

     2,872,369  


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $              365,000   

Comision Federal de Electricidad
4.88%, 01/15/2024(2)

   $            364,088  
  

Commonwealth Edison Co.

 

605,000   

3.65%, 06/15/2046

     561,043  
14,120,000   

3.70%, 08/15/2028

     14,291,549  
620,000   

4.35%, 11/15/2045

     634,382  
  

Consolidated Edison Co. of New York, Inc.

 

865,000   

4.50%, 12/01/2045

     891,199  
5,050,000   

4.50%, 05/15/2058

     4,996,567  
  

Dominion Energy, Inc.

 

11,710,000   

3.90%, 10/01/2025

     11,777,740  
5,145,000   

4.25%, 06/01/2028

     5,249,450  
3,390,000   

7.00%, 06/15/2038

     4,264,295  
  

DTE Energy Co.

 

4,150,000   

3.80%, 03/15/2027

     4,096,945  
360,000   

3.85%, 12/01/2023

     360,827  
  

Duke Energy Carolinas LLC

 

9,845,000   

2.95%, 12/01/2026

     9,519,204  
3,270,000   

3.75%, 06/01/2045

     3,096,584  
3,305,000   

3.88%, 03/15/2046

     3,193,358  
3,000,000   

5.30%, 02/15/2040

     3,459,653  
  

Duke Energy Corp.

 

4,000,000   

2.65%, 09/01/2026

     3,729,521  
3,000,000   

3.95%, 10/15/2023

     3,065,718  
  

Duke Energy Progress LLC

 

2,060,000   

4.10%, 05/15/2042

     2,046,743  
1,940,000   

4.15%, 12/01/2044

     1,942,023  
6,845,000   

4.20%, 08/15/2045

     6,893,352  
2,730,000   

4.38%, 03/30/2044

     2,790,616  
  

Emera U.S. Finance L.P.

 

255,000   

2.70%, 06/15/2021

     249,821  
1,755,000   

4.75%, 06/15/2046

     1,707,397  
365,000   

Emera, Inc.
3 mo. USD LIBOR + 5.440%, 6.75%, 06/15/2076(1)

     372,300  
25,000,000   

Enel Finance International N.V.
3.50%, 04/06/2028(2)

     22,036,755  
  

Entergy Corp.

 

1,930,000   

2.95%, 09/01/2026

     1,798,575  
355,000   

4.00%, 07/15/2022

     357,636  
  

Eversource Energy

 

2,775,000   

2.80%, 05/01/2023

     2,718,504  
10,275,000   

3.80%, 12/01/2023

     10,438,107  
2,105,000   

Exelon Corp.
3.40%, 04/15/2026

     2,033,950  
6,525,000   

FirstEnergy Corp.
7.38%, 11/15/2031

     8,330,441  
  

FirstEnergy Transmission LLC

 

7,260,000   

4.35%, 01/15/2025(2)

     7,389,468  
2,790,000   

5.45%, 07/15/2044(2)

     3,046,440  
  

Fortis, Inc.

 

4,960,000   

2.10%, 10/04/2021

     4,777,613  
7,865,000   

3.06%, 10/04/2026

     7,321,070  
4,570,000   

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

     4,496,123  
  

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

 

4,150,000   

3.75%, 01/14/2028(2)

     3,750,562  
810,000   

4.88%, 01/14/2048(6)

     665,213  
5,190,000   

4.88%, 01/14/2048(2)

     4,262,287  
7,155,000   

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

     7,026,171  
  

Israel Electric Corp. Ltd.

 

3,270,000   

4.25%, 08/14/2028(2)(6)

     3,242,532  
410,000   

5.00%, 11/12/2024(2)(6)

     430,705  
  

ITC Holdings Corp.

 

7,280,000   

2.70%, 11/15/2022

     7,043,866  
6,355,000   

3.25%, 06/30/2026

     6,098,803  


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $           4,400,000   

Mid-Atlantic Interstate Transmission LLC
4.10%, 05/15/2028(2)

   $          4,391,243  
2,598,000   

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

     2,707,071  
1,395,000   

Minejesa Capital B.V.
4.63%, 08/10/2030(6)

     1,310,566  
375,000   

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

     364,034  
390,000   

NextEra Energy Operating Partners L.P.
4.25%, 09/15/2024(2)

     371,592  
  

Oncor Electric Delivery Co. LLC

 

5,666,000   

2.95%, 04/01/2025

     5,534,116  
3,915,000   

4.10%, 06/01/2022

     4,012,893  
  

Pacific Gas & Electric Co.

 

8,480,000   

2.95%, 03/01/2026

     6,766,192  
11,775,000   

4.30%, 03/15/2045

     8,978,437  
1,775,000   

6.05%, 03/01/2034

     1,557,562  
3,500,000   

PacifiCorp
4.10%, 02/01/2042

     3,457,121  
9,625,000   

PECO Energy Co.
3.90%, 03/01/2048

     9,364,569  
7,975,000   

Pennsylvania Electric Co.
3.25%, 03/15/2028(2)

     7,466,887  
  

Perusahaan Listrik Negara PT

 

850,000   

5.45%, 05/21/2028(2)

     891,323  
980,000   

6.15%, 05/21/2048(2)

     1,055,611  
2,700,000   

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

     2,649,561  
250,000   

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

     246,862  
1,930,000   

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

     1,794,896  
345,000   

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

     363,630  
  

SCANA Corp.

 

5,000,000   

4.13%, 02/01/2022

     5,013,732  
635,000   

4.75%, 05/15/2021(4)

     643,607  
9,647,000   

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

     9,110,053  
  

South Carolina Electric & Gas Co.

 

6,020,000   

3.50%, 08/15/2021

     6,097,412  
5,745,000   

4.10%, 06/15/2046

     5,590,459  
8,870,000   

4.25%, 08/15/2028

     9,289,205  
1,930,000   

5.30%, 05/15/2033

     2,144,332  
  

Southern California Edison Co.

 

565,000   

3.70%, 08/01/2025

     552,392  
353,000   

3.90%, 03/15/2043

     307,211  
131,000   

4.00%, 04/01/2047

     114,308  
6,361,000   

4.13%, 03/01/2048

     5,733,109  
220,000   

6.00%, 01/15/2034

     243,742  
  

Southern Co.

 

20,545,000   

2.75%, 06/15/2020

     20,476,656  
7,055,000   

2.95%, 07/01/2023

     6,928,669  
3,000,000   

3.25%, 07/01/2026

     2,863,602  
5,005,000   

4.40%, 07/01/2046

     4,839,924  
589,800   

Star Energy Geothermal Wayang Windu Ltd.
6.75%, 04/24/2033(2)

     572,491  
1,480,000   

State Grid Overseas Investment Ltd.
4.25%, 05/02/2028(2)

     1,527,767  
775,000   

Termocandelaria Power Ltd.
7.88%, 01/30/2029(2)

     797,281  
     

 

 

 
        389,861,351  
     

 

 

 
  

Energy-Alternate Sources - 0.0%

 

800,000   

Azure Power Energy Ltd.
5.50%, 11/03/2022(6)

     776,712  


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $              805,000   

Greenko Dutch B.V.
5.25%, 07/24/2024(6)

   $           746,316  
     

 

 

 
        1,523,028  
     

 

 

 
  

Engineering & Construction - 0.2%

 

200,000   

Aeropuerto Internacional de Tocumen S.A.
6.00%, 11/18/2048(6)

     206,750  
12,570,000   

Fluor Corp.
4.25%, 09/15/2028

     12,151,975  
470,000   

Hacienda Investments Ltd. Via DME Airport DAC
5.08%, 02/15/2023(6)

     456,361  
350,000   

Indo Energy Finance II B.V.
6.38%, 01/24/2023(2)

     339,642  
  

Mexico City Airport Trust

 

3,244,000   

3.88%, 04/30/2028(2)

     2,863,641  
3,255,000   

4.25%, 10/31/2026(6)

     3,012,502  
1,003,000   

5.50%, 07/31/2047(2)

     888,558  
     

 

 

 
        19,919,429  
     

 

 

 
  

Entertainment - 0.3%

 

3,168,000   

Caesars Resort Collection LLC / CRC Finco, Inc.
5.25%, 10/15/2025(2)

     2,966,040  
7,101,000   

Discovery Communications LLC
2.80%, 06/15/2020(2)

     7,041,588  
  

Eldorado Resorts, Inc.

 

2,045,000   

6.00%, 04/01/2025

     2,056,759  
405,000   

6.00%, 09/15/2026(2)

     403,987  
  

GLP Capital L.P. / GLP Financing II, Inc.

 

7,550,000   

5.30%, 01/15/2029

     7,632,899  
720,000   

5.38%, 11/01/2023

     742,493  
4,110,000   

Jacobs Entertainment, Inc.
7.88%, 02/01/2024(2)

     4,316,733  
4,625,000   

Penn National Gaming, Inc.
5.63%, 01/15/2027(2)

     4,347,500  
     

 

 

 
        29,507,999  
     

 

 

 
  

Environmental Control - 0.1%

 

4,915,000   

Tervita Escrow Corp.
7.63%, 12/01/2021(2)

     4,828,988  
1,170,000   

Waste Pro USA, Inc.
5.50%, 02/15/2026(2)

     1,134,900  
     

 

 

 
        5,963,888  
     

 

 

 
  

Food - 1.1%

 

  

Conagra Brands, Inc.

 

760,000   

3.20%, 01/25/2023

     739,564  
7,385,000   

4.30%, 05/01/2024

     7,430,530  
1,880,000   

4.60%, 11/01/2025

     1,903,832  
14,405,000   

5.30%, 11/01/2038

     13,836,325  
5,000,000   

5.40%, 11/01/2048

     4,699,004  
6,705,000   

Danone S.A.
2.59%, 11/02/2023(2)

     6,448,419  
9,390,000   

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

     8,751,896  
  

Kraft Heinz Foods Co.

 

10,830,000   

3.00%, 06/01/2026

     10,028,896  
4,115,000   

3.95%, 07/15/2025

     4,112,164  
360,000   

4.00%, 06/15/2023

     366,497  
8,460,000   

4.38%, 06/01/2046

     7,288,471  
25,675,000   

4.63%, 01/30/2029

     26,094,316  
1,870,000   

5.00%, 07/15/2035

     1,790,815  
265,000   

Minerva Luxembourg S.A.
6.50%, 09/20/2026(2)

     253,738  
  

Nestle Holdings, Inc.

 

12,065,000   

3.35%, 09/24/2023(2)

     12,313,029  
6,500,000   

3.90%, 09/24/2038(2)

     6,534,972  
  

Post Holdings, Inc.

 


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $           3,010,000   

5.00%, 08/15/2026(2)

   $          2,845,052  
1,320,000   

5.63%, 01/15/2028(2)

     1,265,537  
4,145,000   

5.75%, 03/01/2027(2)

     4,061,312  
395,000   

Sigma Alimentos S.A. de C.V.
4.13%, 05/02/2026(2)

     380,187  
  

TreeHouse Foods, Inc.

 

2,340,000   

4.88%, 03/15/2022

     2,322,450  
605,000   

6.00%, 02/15/2024(2)(4)

     621,577  
880,000   

Tyson Foods, Inc.
4.88%, 08/15/2034

     868,223  
     

 

 

 
        124,956,806  
     

 

 

 
  

Food Service - 0.0%

 

1,450,000   

Aramark Services, Inc.
5.00%, 02/01/2028(2)

     1,415,563  
     

 

 

 
  

Forest Products & Paper - 0.1%

 

  

International Paper Co.

 

1,869,000   

5.00%, 09/15/2035

     1,870,335  
745,000   

7.30%, 11/15/2039

     903,246  
1,450,000   

Schweitzer-Mauduit International, Inc.
6.88%, 10/01/2026(2)

     1,392,000  
  

Suzano Austria GmbH

 

5,500,000   

6.00%, 01/15/2029(2)

     5,754,375  
1,820,000   

7.00%, 03/16/2047(2)

     1,970,150  
     

 

 

 
        11,890,106  
     

 

 

 
  

Gas - 0.3%

 

750,000   

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

     740,625  
6,070,000   

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

     6,201,371  
15,000,000   

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

     14,530,873  
8,750,000   

Sempra Energy
2.40%, 02/01/2020

     8,666,837  
265,000   

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

     251,659  
     

 

 

 
        30,391,365  
     

 

 

 
  

Healthcare-Products - 1.1%

 

  

Abbott Laboratories

 

10,375,000   

2.90%, 11/30/2021

     10,366,411  
5,425,000   

3.40%, 11/30/2023

     5,493,334  
6,550,000   

4.75%, 11/30/2036

     7,046,059  
5,340,000   

Avantor, Inc.
6.00%, 10/01/2024(2)

     5,460,150  
  

Becton Dickinson and Co.

 

23,345,000   

2.89%, 06/06/2022

     22,924,266  
18,500,000   

3.36%, 06/06/2024

     18,129,173  
750,000   

3.73%, 12/15/2024

     747,597  
  

Boston Scientific Corp.

 

5,000,000   

2.85%, 05/15/2020

     4,986,791  
7,000,000   

3.38%, 05/15/2022

     6,975,193  
15,095,000   

4.00%, 03/01/2028

     15,193,913  
11,038,000   

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

     11,624,136  
4,720,000   

Sotera Health Holdings LLC
6.50%, 05/15/2023(2)

     4,755,400  
4,690,000   

Stryker Corp.
4.63%, 03/15/2046

     4,838,457  
4,430,000   

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

     4,367,176  
370,000   

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

     365,403  
     

 

 

 
        123,273,459  
     

 

 

 


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Healthcare-Services - 1.9%

 

      $         10,670,000   

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

   $        10,376,849  
  

Anthem, Inc.

 

4,760,000   

3.13%, 05/15/2022

     4,746,885  
3,215,000   

3.30%, 01/15/2023

     3,234,322  
3,175,000   

3.50%, 08/15/2024

     3,167,887  
15,805,000   

3.65%, 12/01/2027

     15,544,974  
2,520,000   

4.10%, 03/01/2028

     2,542,580  
5,335,000   

4.38%, 12/01/2047

     5,125,152  
2,795,000   

4.55%, 03/01/2048

     2,753,662  
3,315,000   

4.63%, 05/15/2042

     3,210,034  
1,560,000   

CHS/Community Health Systems, Inc.
8.13%, 06/30/2024(2)

     1,236,300  
  

Cigna Corp.

 

14,405,000   

4.13%, 11/15/2025(2)

     14,696,925  
43,370,000   

4.38%, 10/15/2028(2)

     44,533,484  
6,445,000   

Cigna Holding Co.
3.05%, 10/15/2027

     5,970,252  
4,305,000   

3.25%, 04/15/2025

     4,204,524  
8,070,000   

3.88%, 10/15/2047

     7,100,235  
295,000   

4.00%, 02/15/2022

     299,282  
2,060,000   

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

     2,143,804  
3,335,000   

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

     3,476,737  
  

HCA, Inc.

 

6,940,000   

5.38%, 02/01/2025

     7,163,399  
1,500,000   

5.38%, 09/01/2026

     1,535,160  
115,000   

5.63%, 09/01/2028

     118,917  
2,125,000   

5.88%, 05/01/2023

     2,247,187  
90,000   

5.88%, 02/01/2029

     94,275  
1,627,000   

7.50%, 11/15/2095

     1,622,932  
  

Humana, Inc.

 

3,555,000   

3.85%, 10/01/2024

     3,559,226  
14,570,000   

3.95%, 03/15/2027

     14,466,603  
360,000   

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

     363,192  
  

UnitedHealth Group, Inc.

 

13,000,000   

3.50%, 06/15/2023

     13,290,739  
4,445,000   

3.70%, 12/15/2025

     4,565,734  
13,580,000   

3.88%, 12/15/2028

     14,121,591  
3,500,000   

4.25%, 06/15/2048

     3,640,354  
9,685,000   

4.63%, 07/15/2035

     10,577,031  
1,981,000   

6.88%, 02/15/2038

     2,653,977  
5,280,000   

West Street Merger Sub, Inc.
6.38%, 09/01/2025(2)

     4,778,400  
     

 

 

 
        219,162,605  
     

 

 

 
  

Home Builders - 0.2%

 

  

Beazer Homes USA, Inc.

 

830,000   

5.88%, 10/15/2027

     705,500  
865,000   

6.75%, 03/15/2025

     774,175  
1,950,000   

8.75%, 03/15/2022

     2,038,725  
  

KB Home

 

1,450,000   

7.00%, 12/15/2021

     1,524,313  
1,586,000   

8.00%, 03/15/2020

     1,651,422  
  

Lennar Corp.

 

735,000   

4.75%, 11/15/2022

     737,756  
1,450,000   

4.88%, 12/15/2023

     1,450,000  
265,000   

5.25%, 06/01/2026

     258,375  
  

M/I Homes, Inc.

 

2,050,000   

5.63%, 08/01/2025

     1,886,000  
2,440,000   

6.75%, 01/15/2021

     2,464,400  
320,000   

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

     321,600  


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $           2,970,000   

Taylor Morrison Communities, Inc.
6.63%, 05/15/2022

   $          3,021,975  
380,000   

Toll Brothers Finance Corp.
4.88%, 11/15/2025

     369,550  
1,655,000   

TRI Pointe Group, Inc. / TRI Pointe Homes, Inc.
5.88%, 06/15/2024

     1,595,006  
1,600,000   

William Lyon Homes, Inc.
5.88%, 01/31/2025

     1,408,000  
     

 

 

 
     20,206,797  
     

 

 

 
  

Household Products - 0.0%

 

3,480,000   

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

     1,905,300  
     

 

 

 
  

Household Products/Wares - 0.1%

 

EUR           2,380,000   

Diamond (BC) B.V.
5.63%, 08/15/2025(2)

     2,419,043  
  

S.C. Johnson & Son, Inc.

 

$           2,520,000   

4.00%, 05/15/2043(2)

     2,394,594  
1,840,000   

4.75%, 10/15/2046(2)

     1,974,806  
     

 

 

 
     6,788,443  
     

 

 

 
  

Insurance - 1.7%

 

1,905,000   

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

     2,571,750  
2,365,000   

Acrisure LLC / Acrisure Finance, Inc.
8.13%, 02/15/2024(2)

     2,406,387  
5,180,000   

American International Group, Inc.
4.70%, 07/10/2035

     5,118,425  
  

Aon plc

 

4,775,000   

3.50%, 06/14/2024

     4,702,824  
5,480,000   

3.88%, 12/15/2025

     5,501,358  
2,300,000   

4.25%, 12/12/2042

     2,105,497  
11,664,000   

4.75%, 05/15/2045

     11,730,122  
  

AXA Equitable Holdings, Inc.

 

740,000   

3.90%, 04/20/2023

     740,198  
14,220,000   

4.35%, 04/20/2028

     13,919,682  
  

Berkshire Hathaway Finance Corp.

 

7,845,000   

4.20%, 08/15/2048

     8,050,338  
3,460,000   

4.40%, 05/15/2042

     3,613,129  
3,745,000   

Brighthouse Financial, Inc.
4.70%, 06/22/2047

     2,910,494  
9,800,000   

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

     9,246,483  
  

Genworth Holdings, Inc.

 

205,000   

4.80%, 02/15/2024(4)

     176,813  
900,000   

4.90%, 08/15/2023

     789,750  
770,000   

7.20%, 02/15/2021

     770,000  
1,250,000   

7.63%, 09/24/2021

     1,256,250  
65,000   

7.70%, 06/15/2020

     66,300  
  

Marsh & McLennan Cos., Inc.

 

7,485,000   

2.75%, 01/30/2022

     7,370,948  
3,290,000   

3.50%, 12/29/2020

     3,322,739  
1,635,000   

3.75%, 03/14/2026

     1,629,566  
12,690,000   

3.88%, 03/15/2024

     12,951,745  
3,900,000   

4.05%, 10/15/2023

     3,980,393  
3,455,000   

4.75%, 03/15/2039

     3,593,060  
1,008,000   

Massachusetts Mutual Life Insurance Co.
8.88%, 06/01/2039(2)

     1,517,564  
8,334,000   

MassMutual Global Funding II
2.50%, 04/13/2022(2)

     8,194,509  
  

Metropolitan Life Global Funding I

 

15,080,000   

2.40%, 01/08/2021(2)

     14,939,264  
13,735,000   

3.00%, 09/19/2027(2)

     13,059,157  
700,000   

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

     717,500  


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $           4,940,000   

Nationwide Mutual Insurance Co.
9.38%, 08/15/2039(2)

   $          7,510,480  
  

New York Life Global Funding

 

14,915,000   

1.95%, 09/28/2020(2)

     14,694,762  
14,205,000   

3.00%, 01/10/2028(2)

     13,792,690  
1,345,000   

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

     1,310,703  
4,715,000   

Trinity Acquisition plc
4.40%, 03/15/2026

     4,716,092  
1,560,000   

USIS Merger Sub, Inc.
6.88%, 05/01/2025(2)

     1,497,600  
10,435,000   

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

     10,225,552  
     

 

 

 
        200,700,124  
     

 

 

 
  

Internet - 0.7%

 

  

Alibaba Group Holding Ltd.

 

18,635,000   

3.40%, 12/06/2027

     17,795,382  
11,585,000   

4.00%, 12/06/2037

     10,871,809  
7,675,000   

4.20%, 12/06/2047

     7,183,475  
  

Amazon.com, Inc.

 

2,910,000   

2.80%, 08/22/2024

     2,889,228  
13,385,000   

3.88%, 08/22/2037

     13,434,926  
4,280,000   

4.05%, 08/22/2047

     4,358,517  
5,535,000   

4.95%, 12/05/2044

     6,358,070  
22,630,000   

Tencent Holdings Ltd.
3.60%, 01/19/2028(2)

     22,011,323  
     

 

 

 
        84,902,730  
     

 

 

 
  

Iron/Steel - 0.4%

 

  

AK Steel Corp.

 

2,230,000   

7.00%, 03/15/2027(4)

     1,811,875  
365,000   

7.50%, 07/15/2023

     371,388  
1,760,000   

7.63%, 10/01/2021

     1,698,400  
8,070,000   

ArcelorMittal
6.13%, 06/01/2025(4)

     8,679,285  
380,000   

Cleveland-Cliffs, Inc.
4.88%, 01/15/2024(2)

     365,750  
240,000   

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

     234,000  
620,000   

JSW Steel Ltd.
5.25%, 04/13/2022(6)

     615,911  
  

Steel Dynamics, Inc.

 

3,430,000   

4.13%, 09/15/2025

     3,258,500  
665,000   

5.13%, 10/01/2021

     669,987  
1,770,000   

5.50%, 10/01/2024

     1,827,171  
  

United States Steel Corp.

 

795,000   

6.25%, 03/15/2026

     720,469  
445,000   

6.65%, 06/01/2037

     371,575  
  

Vale Overseas Ltd.

 

3,370,000   

4.38%, 01/11/2022

     3,368,315  
13,350,000   

6.25%, 08/10/2026

     14,234,437  
1,761,000   

6.88%, 11/21/2036

     1,954,710  
6,150,000   

6.88%, 11/10/2039

     6,825,885  
     

 

 

 
        47,007,658  
     

 

 

 
  

IT Services - 0.3%

 

  

Apple, Inc.

 

8,650,000   

2.90%, 09/12/2027

     8,354,512  
3,865,000   

3.85%, 08/04/2046

     3,733,013  
2,895,000   

4.25%, 02/09/2047

     2,965,605  
3,990,000   

4.38%, 05/13/2045

     4,197,651  
1,120,000   

4.45%, 05/06/2044

     1,192,315  
5,000,000   

4.65%, 02/23/2046

     5,481,027  
  

Hewlett Packard Enterprise Co.

 

360,000   

4.90%, 10/15/2025

     376,096  


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $           8,845,000   

6.35%, 10/15/2045

   $          9,011,512  
     

 

 

 
        35,311,731  
     

 

 

 
  

Lodging - 0.2%

 

3,880,000   

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

     3,957,600  
770,000   

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

     1,136,103  
3,895,000   

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

     4,002,112  
2,720,000   

Jack Ohio Finance LLC / Jack Ohio Finance Corp.
6.75%, 11/15/2021(2)

     2,808,400  
2,185,000   

Station Casinos LLC
5.00%, 10/01/2025(2)

     2,086,675  
3,105,000   

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.
5.88%, 05/15/2025(2)(4)

     2,973,038  
     

 

 

 
        16,963,928  
     

 

 

 
  

Machinery - Construction & Mining - 0.1%

 

8,095,000   

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

     7,940,126  
     

 

 

 
  

Machinery-Diversified - 0.0%

 

2,610,000   

Cloud Crane LLC
10.13%, 08/01/2024(2)

     2,779,650  
1,675,000   

Stevens Holding Co., Inc.
6.13%, 10/01/2026(2)

     1,692,387  
     

 

 

 
        4,472,037  
     

 

 

 
  

Media - 3.6%

 

  

21st Century Fox America, Inc.

 

5,390,000   

3.38%, 11/15/2026

     5,349,531  
355,000   

4.00%, 10/01/2023

     367,456  
3,890,000   

4.95%, 10/15/2045

     4,322,161  
1,177,000   

5.40%, 10/01/2043

     1,373,944  
3,197,000   

6.40%, 12/15/2035

     4,061,250  
520,000   

6.65%, 11/15/2037

     684,905  
  

Altice France S.A.

 

4,020,000   

7.38%, 05/01/2026(2)

     3,874,235  
4,020,000   

8.13%, 02/01/2027(2)

     3,949,248  
2,840,000   

Altice Luxembourg S.A.
7.75%, 05/15/2022(2)

     2,754,800  
  

CBS Corp.

 

16,810,000   

2.90%, 06/01/2023

     16,177,724  
9,920,000   

3.50%, 01/15/2025

     9,644,918  
  

CCO Holdings LLC / CCO Holdings Capital Corp.

 

3,120,000   

5.13%, 05/01/2023(2)

     3,161,746  
1,600,000   

5.25%, 09/30/2022

     1,617,480  
2,510,000   

5.75%, 09/01/2023

     2,547,650  
205,000   

5.75%, 01/15/2024

     209,100  
1,550,000   

5.75%, 02/15/2026(2)

     1,573,250  
  

Charter Communications Operating LLC / Charter Communications Operating Capital

 

11,845,000   

4.20%, 03/15/2028

     11,445,278  
4,990,000   

4.46%, 07/23/2022

     5,089,857  
10,865,000   

4.91%, 07/23/2025

     11,169,700  
12,510,000   

5.38%, 05/01/2047

     11,903,587  
10,215,000   

5.75%, 04/01/2048

     10,177,687  
8,613,000   

6.48%, 10/23/2045

     9,270,232  
  

Comcast Corp.

 

9,280,000   

3.20%, 07/15/2036

     8,084,771  
5,005,000   

3.40%, 07/15/2046

     4,273,858  
9,100,000   

3.95%, 10/15/2025

     9,417,314  
3,678,000   

4.05%, 11/01/2052

     3,416,981  
15,590,000   

4.25%, 10/15/2030

     16,160,185  
4,530,000   

4.40%, 08/15/2035

     4,552,716  
6,230,000   

4.60%, 10/15/2038

     6,439,574  
5,000,000   

4.60%, 08/15/2045

     5,100,512  


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $           8,875,000   

4.95%, 10/15/2058

   $          9,371,474  
975,000   

5.65%, 06/15/2035

     1,102,238  
446,000   

7.05%, 03/15/2033

     573,333  
  

Cox Communications, Inc.

 

1,330,000   

2.95%, 06/30/2023(2)

     1,292,675  
13,234,000   

3.15%, 08/15/2024(2)

     12,843,953  
10,479,000   

4.50%, 06/30/2043(2)

     8,779,149  
2,286,000   

4.70%, 12/15/2042(2)

     1,962,560  
7,875,000   

4.80%, 02/01/2035(2)

     7,283,305  
2,604,000   

6.45%, 12/01/2036(2)

     2,793,545  
  

CSC Holdings LLC

 

4,455,000   

5.13%, 12/15/2021(2)

     4,461,905  
3,330,000   

5.50%, 04/15/2027(2)

     3,255,008  
3,480,000   

6.50%, 02/01/2029(2)

     3,525,675  
  

Discovery Communications LLC

 

780,000   

3.45%, 03/15/2025

     744,872  
6,087,000   

3.95%, 06/15/2025(2)

     5,905,903  
2,443,000   

4.88%, 04/01/2043

     2,214,092  
15,995,000   

5.20%, 09/20/2047

     15,119,114  
  

DISH DBS Corp.

 

1,310,000   

5.00%, 03/15/2023

     1,139,700  
1,225,000   

5.88%, 07/15/2022

     1,163,750  
2,535,000   

6.75%, 06/01/2021

     2,581,923  
1,260,000   

7.88%, 09/01/2019

     1,282,050  
  

Fox Corp.

 

7,870,000   

4.03%, 01/25/2024(2)

     8,027,830  
1,015,000   

4.71%, 01/25/2029(2)

     1,058,861  
10,160,000   

5.48%, 01/25/2039(2)

     10,638,432  
  

Gray Television, Inc.

 

2,160,000   

5.13%, 10/15/2024(2)

     2,099,250  
630,000   

5.88%, 07/15/2026(2)

     618,975  
2,118,000   

Liberty Interactive LLC
8.25%, 02/01/2030

     2,144,475  
335,000   

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

     345,050  
  

Sinclair Television Group, Inc.

 

1,795,000   

5.13%, 02/15/2027(2)

     1,633,450  
1,055,000   

5.88%, 03/15/2026(2)

     1,012,800  
995,000   

6.13%, 10/01/2022

     1,012,413  
16,875,000   

Sky plc
3.13%, 11/26/2022(2)

     16,776,066  
  

TEGNA, Inc.

 

2,305,000   

4.88%, 09/15/2021(2)

     2,299,238  
960,000   

5.50%, 09/15/2024(2)(4)

     945,408  
1,980,000   

6.38%, 10/15/2023

     2,009,700  
  

Time Warner Cable LLC

 

295,000   

4.00%, 09/01/2021

     297,703  
5,570,000   

4.50%, 09/15/2042

     4,643,117  
1,300,000   

5.50%, 09/01/2041

     1,218,277  
10,340,000   

5.88%, 11/15/2040

     10,224,579  
2,825,000   

6.75%, 06/15/2039

     3,043,531  
535,000   

8.75%, 02/14/2019

     535,668  
1,565,000   

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

     1,963,413  
2,735,000   

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

     2,782,862  
  

Viacom, Inc.

 

22,095,000   

4.25%, 09/01/2023

     22,405,770  
13,045,000   

4.38%, 03/15/2043

     11,153,943  
5,755,000   

5.85%, 09/01/2043

     5,839,375  
375,000   

3 mo. USD LIBOR + 3.895%, 5.88%, 02/28/2057(1)

     361,905  
1,320,000   

Videotron Ltd.
5.00%, 07/15/2022

     1,357,224  
  

Warner Media LLC

  
10,175,000   

3.60%, 07/15/2025

     10,026,688  


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $           5,545,000   

3.88%, 01/15/2026

   $          5,467,620  
355,000   

4.05%, 12/15/2023

     363,962  
6,545,000   

5.35%, 12/15/2043

     6,577,750  
2,890,000   

WMG Acquisition Corp.
5.50%, 04/15/2026(2)

     2,853,875  
1,250,000   

Ziggo B.V
5.50%, 01/15/2027(2)

     1,181,250  
     

 

 

 
        408,488,334  
     

 

 

 
  

Metal Fabricate/Hardware - 0.1%

 

  

Novelis Corp.

 

1,045,000   

5.88%, 09/30/2026(2)

     1,008,425  
4,235,000   

6.25%, 08/15/2024(2)

     4,261,469  
630,000   

TriMas Corp.
4.88%, 10/15/2025(2)

     611,100  
     

 

 

 
        5,880,994  
     

 

 

 
  

Mining - 0.4%

 

1,115,000   

Alcoa Nederland Holding B.V.
6.13%, 05/15/2028(2)

     1,128,938  
  

Anglo American Capital plc

 

3,540,000   

4.00%, 09/11/2027(2)

     3,342,257  
3,300,000   

4.50%, 03/15/2028(2)

     3,201,215  
7,875,000   

4.75%, 04/10/2027(2)

     7,857,523  
5,375,000   

4.88%, 05/14/2025(2)

     5,474,049  
2,640,000   

Constellium N.V.
5.88%, 02/15/2026(2)

     2,527,800  
  

Corp. Nacional del Cobre de Chile

 

3,580,000   

3.63%, 08/01/2027(2)

     3,486,455  
495,000   

4.38%, 02/05/2049(2)(3)

     472,923  
  

First Quantum Minerals Ltd.

 

1,410,000   

7.00%, 02/15/2021(2)

     1,406,475  
780,000   

7.25%, 04/01/2023(2)

     746,858  
780,000   

Freeport-McMoRan, Inc.
4.55%, 11/14/2024

     747,825  
  

Glencore Finance Canada Ltd.

 

330,000   

5.55%, 10/25/2042(2)

     317,757  
5,030,000   

6.00%, 11/15/2041(2)

     4,994,840  
12,640,000   

Glencore Funding LLC
4.00%, 03/27/2027(2)

     12,148,069  
1,940,000   

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

     1,969,100  
315,000   

New Gold, Inc.
6.38%, 05/15/2025(2)

     265,584  
390,000   

Vedanta Resources plc
6.38%, 07/30/2022(6)

     376,545  
     

 

 

 
        50,464,213  
     

 

 

 
  

Miscellaneous Manufacturing - 0.2%

 

4,255,000   

Bombardier, Inc.
6.13%, 01/15/2023(2)

     4,111,181  
13,030,000   

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

     12,909,933  
     

 

 

 
        17,021,114  
     

 

 

 
  

Office/Business Equipment - 0.1%

 

1,495,000   

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

     1,498,737  
  

Pitney Bowes, Inc.

 

570,000   

4.63%, 03/15/2024(4)

     511,575  
2,770,000   

4.70%, 04/01/2023

     2,553,608  
  

Xerox Corp.

 

4,050,000   

3.63%, 03/15/2023

     3,857,625  
470,000   

6.75%, 12/15/2039(4)

     427,559  
     

 

 

 
        8,849,104  
     

 

 

 
  

Oil & Gas - 2.5%

 

  

Anadarko Petroleum Corp.

 


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $              380,000   

3.45%, 07/15/2024

   $             367,237  
1,250,000   

4.50%, 07/15/2044

     1,130,041  
4,475,000   

6.45%, 09/15/2036

     5,089,153  
7,041,000   

6.60%, 03/15/2046

     8,382,800  
795,000   

Antero Resources Corp.
5.00%, 03/01/2025(4)

     767,175  
3,865,000   

BG Energy Capital plc
4.00%, 10/15/2021(2)

     3,932,129  
4,230,000   

Blue Racer Midstream LLC / Blue Racer Finance Corp.
6.13%, 11/15/2022(2)

     4,272,300  
460,000   

Borets Finance DAC
6.50%, 04/07/2022(6)

     460,575  
  

BP Capital Markets America, Inc.

 

8,835,000   

3.22%, 11/28/2023

     8,836,771  
2,555,000   

3.79%, 02/06/2024

     2,633,122  
2,840,000   

BP Capital Markets plc
3.81%, 02/10/2024

     2,916,924  
1,560,000   

California Resources Corp.
8.00%, 12/15/2022(2)(4)

     1,258,733  
  

Canadian Natural Resources Ltd.

 

1,825,000   

2.95%, 01/15/2023

     1,783,334  
11,250,000   

3.85%, 06/01/2027

     11,023,883  
4,626,000   

3.90%, 02/01/2025

     4,664,591  
1,200,000   

Centennial Resource Production LLC
5.38%, 01/15/2026(2)

     1,158,000  
  

Chesapeake Energy Corp.

 

3,380,000   

7.00%, 10/01/2024(4)

     3,299,725  
1,575,000   

7.50%, 10/01/2026

     1,504,125  
  

Cimarex Energy Co.

 

13,107,000   

3.90%, 05/15/2027

     12,651,516  
365,000   

4.38%, 06/01/2024

     370,022  
3,610,000   

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

     3,516,512  
  

Continental Resources, Inc.

 

1,570,000   

3.80%, 06/01/2024

     1,551,257  
391,000   

4.50%, 04/15/2023

     398,312  
442,000   

5.00%, 09/15/2022

     444,190  
425,000   

Denbury Resources, Inc.
7.50%, 02/15/2024(2)

     371,875  
  

Devon Energy Corp.

 

3,095,000   

4.75%, 05/15/2042

     2,859,840  
1,390,000   

5.00%, 06/15/2045

     1,329,582  
5,955,000   

5.60%, 07/15/2041

     6,053,457  
365,000   

EnCana Corp.
3.90%, 11/15/2021

     367,625  
2,055,000   

Energen Corp.
4.63%, 09/01/2021

     2,061,781  
2,970,000   

Eni S.p.A.
4.75%, 09/12/2028(2)

     3,001,118  
3,075,000   

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

     3,001,653  
5,750,000   

EQT Corp.
3.90%, 10/01/2027

     5,207,742  
4,520,000   

Equinor ASA
2.65%, 01/15/2024

     4,463,341  
  

Gazprom OAO Via Gaz Capital S.A.

 

495,000   

3.85%, 02/06/2020(6)

     495,000  
1,625,000   

9.25%, 04/23/2019(6)

     1,643,749  
  

Hess Corp.

 

16,580,000   

4.30%, 04/01/2027

     15,999,672  
5,915,000   

5.60%, 02/15/2041

     5,667,534  
2,270,000   

5.80%, 04/01/2047

     2,187,088  
1,445,000   

6.00%, 01/15/2040

     1,417,672  
1,325,000   

7.30%, 08/15/2031

     1,489,318  
700,000   

7.88%, 10/01/2029

     812,030  


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $              870,000   

Hunt Oil Co. of Peru LLC Sucursal Del Peru
6.38%, 06/01/2028(2)

   $             917,632  
2,960,000   

Jagged Peak Energy LLC
5.88%, 05/01/2026(2)

     2,856,400  
3,470,000   

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

     3,919,207  
1,990,000   

Marathon Oil Corp.
4.40%, 07/15/2027

     1,996,794  
17,090,000   

Marathon Petroleum Corp.
3.80%, 04/01/2028(2)

     16,389,692  
2,215,000   

Matador Resources Co.
5.88%, 09/15/2026

     2,206,694  
  

MEG Energy Corp.

 

2,360,000   

6.38%, 01/30/2023(2)(4)

     2,088,600  
1,485,000   

6.50%, 01/15/2025(2)

     1,459,012  
690,000   

7.00%, 03/31/2024(2)

     608,925  
  

Noble Energy, Inc.

 

27,195,000   

3.85%, 01/15/2028

     25,705,108  
2,020,000   

8.00%, 04/01/2027

     2,380,590  
  

Petrobras Global Finance B.V.

 

6,335,000   

5.75%, 02/01/2029

     6,213,368  
1,830,000   

6.00%, 01/27/2028

     1,826,340  
  

Petroleos de Venezuela S.A.

 

435,000   

6.00%, 05/16/2024(8)

     107,010  
190,000   

9.00%, 11/17/2021(8)

     54,720  
  

Petroleos Mexicanos

 

1,420,000   

4.50%, 01/23/2026

     1,249,600  
3,460,000   

5.35%, 02/12/2028

     3,027,500  
1,467,000   

6.35%, 02/12/2048

     1,232,133  
5,295,000   

6.50%, 03/13/2027

     5,080,552  
7,925,000   

6.50%, 01/23/2029

     7,467,331  
110,000   

6.88%, 08/04/2026

     109,071  
1,001,000   

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

     1,185,631  
  

QEP Resources, Inc.

 

4,385,000   

5.25%, 05/01/2023

     4,242,751  
1,410,000   

5.63%, 03/01/2026(4)

     1,353,600  
230,000   

6.80%, 03/01/2020

     235,750  
  

Shell International Finance B.V.

 

2,040,000   

4.38%, 05/11/2045

     2,165,399  
3,250,000   

4.55%, 08/12/2043

     3,516,560  
  

SM Energy Co.

 

2,935,000   

5.00%, 01/15/2024

     2,773,546  
700,000   

5.63%, 06/01/2025(4)

     668,500  
355,000   

6.13%, 11/15/2022

     355,888  
1,000,000   

6.63%, 01/15/2027(4)

     974,980  
1,175,000   

6.75%, 09/15/2026(4)

     1,157,551  
395,000   

Southwestern Energy Co.
4.10%, 03/15/2022

     379,200  
  

State Oil Co. of the Azerbaijan Republic

 

725,000   

4.75%, 03/13/2023(6)

     730,438  
220,000   

6.95%, 03/18/2030(6)

     242,000  
  

Suncor Energy, Inc.

 

5,000,000   

3.60%, 12/01/2024

     5,031,618  
4,235,000   

4.00%, 11/15/2047

     3,924,821  
  

Sunoco L.P. / Sunoco Finance Corp.

 

370,000   

4.88%, 01/15/2023

     364,450  
1,425,000   

5.50%, 02/15/2026

     1,407,173  
1,366,000   

Tullow Oil plc
6.25%, 04/15/2022(2)

     1,346,616  
  

Valero Energy Corp.

 

9,443,000   

3.40%, 09/15/2026

     9,000,315  
5,000,000   

4.35%, 06/01/2028

     5,080,507  
844,000   

4.90%, 03/15/2045

     847,301  
1,380,000   

6.63%, 06/15/2037

     1,604,805  


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $           4,000,000   

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.
8.75%, 04/15/2023(2)

   $            3,290,000  
370,000   

Whiting Petroleum Corp.
6.25%, 04/01/2023(4)

     365,375  
  

WPX Energy, Inc.

 

1,220,000   

5.25%, 09/15/2024

     1,201,700  
410,000   

5.75%, 06/01/2026

     407,950  
2,269,000   

6.00%, 01/15/2022

     2,303,035  
1,240,000   

8.25%, 08/01/2023

     1,379,500  
  

YPF S.A.

 

1,017,000   

6.95%, 07/21/2027(2)

     910,673  
1,025,000   

7.00%, 12/15/2047(2)

     837,425  
925,000   

8.50%, 07/28/2025(6)

     905,575  
830,000   

8.75%, 04/04/2024(2)

     834,731  
     

 

 

 
        288,764,147  
     

 

 

 
  

Oil & Gas Services - 0.0%

 

708,000   

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

     735,435  
  

Weatherford International Ltd.

 

445,000   

5.95%, 04/15/2042

     251,425  
1,180,000   

6.50%, 08/01/2036

     672,600  
800,000   

7.00%, 03/15/2038

     460,000  
     

 

 

 
        2,119,460  
     

 

 

 
  

Packaging & Containers - 0.4%

 

3,780,000   

ARD Finance S.A. (PIK 7.88%)
7.13%, 09/15/2023(7)

     3,647,700  
  

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

 

1,115,000   

6.00%, 02/15/2025(2)

     1,084,338  
1,695,000   

7.25%, 05/15/2024(2)

     1,752,206  
2,055,000   

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

     2,013,900  
4,355,000   

Flex Acquisition Co., Inc.
6.88%, 01/15/2025(2)

     4,071,925  
1,840,000   

Multi-Color Corp.
4.88%, 11/01/2025(2)

     1,748,000  
820,000   

OI European Group B.V.
4.00%, 03/15/2023(2)

     793,350  
  

Owens-Brockway Glass Container, Inc.

 

2,960,000   

5.88%, 08/15/2023(2)

     3,063,600  
2,710,000   

6.38%, 08/15/2025(2)

     2,831,950  
3,570,000   

Plastipak Holdings, Inc.
6.25%, 10/15/2025(2)

     3,221,925  
  

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

 

3,240,000   

5.13%, 07/15/2023(2)

     3,245,994  
1,155,000   

7.00%, 07/15/2024(2)

     1,180,987  
11,125,000   

WRKCo, Inc.
4.65%, 03/15/2026(2)

     11,456,948  
     

 

 

 
        40,112,823  
     

 

 

 
  

Pharmaceuticals - 2.6%

 

3,990,000   

Abbott Laboratories
2.55%, 03/15/2022

     3,903,087  
  

AbbVie, Inc.

 

14,100,000   

2.50%, 05/14/2020

     14,015,935  
380,000   

2.85%, 05/14/2023

     371,070  
6,285,000   

4.25%, 11/14/2028

     6,251,759  
6,105,000   

4.88%, 11/14/2048

     5,838,432  
  

Allergan Funding SCS

 

19,690,000   

3.45%, 03/15/2022

     19,646,677  
3,275,000   

3.80%, 03/15/2025

     3,263,597  
15,510,000   

AstraZeneca plc
3.38%, 11/16/2025

     15,228,118  
  

Bausch Health Cos., Inc.

 

4,800,000   

5.50%, 03/01/2023(2)

     4,656,000  
9,535,000   

5.88%, 05/15/2023(2)

     9,332,381  


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $           1,970,000   

6.13%, 04/15/2025(2)

   $            1,861,650  
255,000   

7.00%, 03/15/2024(2)

     267,903  
360,000   

9.00%, 12/15/2025(2)

     383,850  
390,000   

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

     388,892  
  

Bayer U.S. Finance LLC

 

670,000   

2.85%, 04/15/2025(2)

     599,467  
2,900,000   

4.20%, 07/15/2034(2)

     2,580,230  
7,820,000   

4.25%, 12/15/2025(2)

     7,786,142  
  

Cardinal Health, Inc.

 

375,000   

2.62%, 06/15/2022

     362,986  
4,505,000   

3.50%, 11/15/2024

     4,393,752  
1,495,000   

4.37%, 06/15/2047

     1,281,287  
535,000   

Catalent Pharma Solutions, Inc.
4.88%, 01/15/2026(2)

     518,950  
  

CVS Health Corp.

 

18,425,000   

3.13%, 03/09/2020

     18,439,607  
5,370,000   

3.70%, 03/09/2023

     5,416,456  
17,840,000   

4.10%, 03/25/2025

     18,163,366  
6,500,000   

4.30%, 03/25/2028

     6,590,371  
11,570,000   

4.78%, 03/25/2038

     11,581,227  
14,680,000   

5.05%, 03/25/2048

     15,069,704  
9,435,000   

5.13%, 07/20/2045

     9,748,975  
  

Elanco Animal Health, Inc.

 

7,562,000   

3.91%, 08/27/2021(2)

     7,571,754  
6,925,000   

4.27%, 08/28/2023(2)

     6,973,927  
765,000   

Endo Dac / Endo Finance LLC / Endo Finco, Inc.
5.88%, 10/15/2024(2)(4)

     749,700  
2,470,000   

6.00%, 07/15/2023(2)

     2,018,286  
1,530,000   

6.00%, 02/01/2025(2)

     1,181,925  
10,000,000   

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

     10,233,015  
6,420,000   

Johnson & Johnson
3.63%, 03/03/2037

     6,411,167  
  

McKesson Corp.

 

380,000   

2.85%, 03/15/2023

     368,297  
17,275,000   

3.65%, 11/30/2020

     17,390,337  
  

Mylan N.V.

 

2,410,000   

3.75%, 12/15/2020

     2,406,911  
3,610,000   

3.95%, 06/15/2026

     3,410,223  
7,445,000   

5.25%, 06/15/2046

     6,613,696  
  

Mylan, Inc.

 

385,000   

3.13%, 01/15/2023(2)

     366,112  
6,210,000   

4.55%, 04/15/2028

     5,963,205  
10,565,000   

5.20%, 04/15/2048

     9,155,441  
293,000   

5.40%, 11/29/2043

     260,327  
390,000   

Perrigo Finance Unlimited Co.
4.38%, 03/15/2026

     362,575  
4,525,000   

Pfizer, Inc.
4.00%, 12/15/2036

     4,640,938  
18,890,000   

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

     18,384,640  
815,000   

Teva Pharmaceutical Finance Co. B.V.
2.95%, 12/18/2022

     762,457  
1,775,000   

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

     1,733,520  
  

Teva Pharmaceutical Finance Netherlands B.V.

 

1,475,000   

2.80%, 07/21/2023

     1,327,316  
910,000   

3.15%, 10/01/2026

     755,574  
1,130,000   

6.75%, 03/01/2028

     1,170,997  
255,000   

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

     253,162  
     

 

 

 
        298,407,373  
     

 

 

 


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Pipelines - 2.3%

 

      $           1,355,000   

Abu Dhabi Crude Oil Pipeline LLC
3.65%, 11/02/2029(2)

   $            1,324,588  
  

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

 

4,730,000   

3.50%, 12/01/2022

     4,682,510  
13,115,000   

4.25%, 12/01/2027

     12,756,618  
  

Cheniere Corpus Christi Holdings LLC

 

3,025,000   

5.13%, 06/30/2027

     3,055,250  
1,350,000   

5.88%, 03/31/2025

     1,422,171  
  

DCP Midstream Operating L.P.

 

755,000   

3.88%, 03/15/2023

     734,238  
3,725,000   

5.38%, 07/15/2025

     3,799,500  
  

Enbridge, Inc.

 

2,460,000   

3.70%, 07/15/2027

     2,418,954  
780,000   

3 mo. USD LIBOR + 3.641%, 6.25%, 03/01/2078(1)

     738,805  
  

Energy Transfer Equity L.P.

 

750,000   

3.60%, 02/01/2023

     740,500  
435,000   

4.20%, 04/15/2027

     418,527  
70,000   

4.25%, 03/15/2023

     70,525  
2,225,000   

5.50%, 06/01/2027

     2,308,438  
425,000   

7.50%, 10/15/2020

     451,031  
  

Energy Transfer Operating L.P.

 

3,975,000   

4.20%, 09/15/2023

     4,005,171  
8,070,000   

4.50%, 04/15/2024

     8,220,364  
2,275,000   

4.90%, 03/15/2035

     2,099,101  
1,190,000   

5.15%, 03/15/2045

     1,081,320  
3,555,000   

5.25%, 04/15/2029

     3,679,945  
940,000   

6.05%, 06/01/2041

     960,276  
3,165,000   

6.25%, 04/15/2049

     3,369,905  
265,000   

7.50%, 07/01/2038

     310,371  
  

Enterprise Products Operating LLC

 

730,000   

4.45%, 02/15/2043

     696,639  
1,516,000   

4.85%, 08/15/2042

     1,538,381  
3,310,000   

4.85%, 03/15/2044

     3,403,419  
1,025,000   

5.10%, 02/15/2045

     1,060,787  
1,300,000   

5.95%, 02/01/2041

     1,485,736  
  

EQT Midstream Partners L.P.

 

13,485,000   

4.75%, 07/15/2023

     13,676,137  
5,370,000   

5.50%, 07/15/2028

     5,383,439  
  

Kinder Morgan Energy Partners L.P.

 

1,475,000   

4.30%, 05/01/2024

     1,510,779  
3,155,000   

5.80%, 03/15/2035

     3,319,794  
380,000   

Kinder Morgan, Inc.
5.30%, 12/01/2034

     390,682  
  

MPLX L.P.

 

5,980,000   

4.50%, 04/15/2038

     5,489,354  
6,900,000   

4.90%, 04/15/2058

     6,152,831  
  

NuStar Logistics L.P.

 

750,000   

4.75%, 02/01/2022

     731,250  
410,000   

5.63%, 04/28/2027

     397,700  
  

Peru LNG Srl

 

200,000   

5.38%, 03/22/2030(6)

     200,810  
3,110,000   

5.38%, 03/22/2030(2)

     3,122,596  
380,000   

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

     371,233  
375,000   

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

     370,424  
3,495,000   

Plains All American Pipeline L.P. / PAA Finance Corp.
4.30%, 01/31/2043

     2,900,899  
  

Sabine Pass Liquefaction LLC

 

5,670,000   

5.00%, 03/15/2027

     5,860,916  
16,845,000   

5.63%, 03/01/2025

     18,152,959  
4,850,000   

5.88%, 06/30/2026

     5,255,293  
1,394,000   

Southern Gas Corridor CJSC
6.88%, 03/24/2026(2)

     1,547,340  


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $           6,450,000   

Spectra Energy Partners L.P.
3.38%, 10/15/2026

   $            6,153,789  
  

Sunoco Logistics Partners Operations L.P.

 

375,000   

4.25%, 04/01/2024

     377,515  
5,100,000   

5.30%, 04/01/2044

     4,709,271  
1,145,000   

Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp.
4.75%, 10/01/2023(2)

     1,142,138  
5,750,000   

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.
6.50%, 07/15/2027(2)

     5,929,630  
14,465,000   

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

     13,891,945  
  

Texas Eastern Transmission L.P.

 

375,000   

2.80%, 10/15/2022(2)

     362,933  
6,195,000   

3.50%, 01/15/2028(2)

     5,903,964  
  

TransCanada PipeLines Ltd.

 

11,675,000   

4.25%, 05/15/2028

     11,912,853  
6,665,000   

5.10%, 03/15/2049

     6,979,334  
1,080,000   

6.20%, 10/15/2037

     1,245,763  
745,000   

Transcanada Trust
3 mo. USD LIBOR + 4.640%, 5.88%, 08/15/2076(1)

     727,269  
1,600,000   

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

     1,586,133  
1,395,000   

Transportadora de Gas Internacional S.A. ESP
5.55%, 11/01/2028(2)

     1,467,610  
  

Valero Energy Partners L.P.

 

16,790,000   

4.38%, 12/15/2026

     16,907,474  
3,235,000   

4.50%, 03/15/2028

     3,263,460  
  

Western Gas Partners L.P.

 

5,980,000   

4.50%, 03/01/2028

     5,769,929  
1,530,000   

4.75%, 08/15/2028

     1,495,240  
13,731,000   

5.30%, 03/01/2048

     12,239,402  
2,055,000   

5.50%, 08/15/2048

     1,923,696  
  

Williams Cos., Inc.

 

12,015,000   

3.75%, 06/15/2027

     11,689,495  
1,160,000   

4.30%, 03/04/2024

     1,188,579  
4,915,000   

4.50%, 11/15/2023

     5,049,756  
970,000   

5.40%, 03/04/2044

     993,844  
2,750,000   

6.30%, 04/15/2040

     3,143,062  
     

 

 

 
        267,721,590  
     

 

 

 
  

Real Estate - 0.0%

 

825,000   

Alpha Star Holding V Ltd.
6.63%, 04/18/2023(6)

     710,237  
200,000   

China Evergrande Group
7.50%, 06/28/2023(6)

     179,956  
600,000   

Country Garden Holdings Co., Ltd.
4.75%, 01/17/2023(6)

     555,695  
1,210,000   

Shimao Property Holdings Ltd.
4.75%, 07/03/2022(6)

     1,179,941  
     

 

 

 
        2,625,829  
     

 

 

 
  

Real Estate Investment Trusts - 0.2%

 

9,630,000   

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

     9,285,361  
360,000   

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

     364,853  
375,000   

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

     362,878  
  

Crown Castle International Corp.

 

8,000,000   

3.15%, 07/15/2023

     7,815,009  
8,745,000   

3.20%, 09/01/2024

     8,379,376  
360,000   

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

     365,396  
410,000   

Iron Mountain US Holdings, Inc.
5.38%, 06/01/2026(2)

     390,012  


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $           375,000   

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

   $            365,494  
240,000   

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

     250,563  
725,000   

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

     734,581  
     

 

 

 
        28,313,523  
     

 

 

 
  

Retail - 1.2%

 

6,890,000   

1011778 BC ULC / New Red Finance, Inc.
5.00%, 10/15/2025(2)

     6,648,850  
3,125,000   

Beacon Roofing Supply, Inc.
4.88%, 11/01/2025(2)

     2,910,156  
  

CVS Health Corp.

 

5,860,000   

2.13%, 06/01/2021

     5,732,164  
5,330,000   

2.75%, 12/01/2022

     5,207,717  
3,467,000   

2.88%, 06/01/2026

     3,242,079  
  

CVS Pass-Through Trust

 

12,176   

6.04%, 12/10/2028

     13,083  
27,266   

6.94%, 01/10/2030

     30,581  
  

Ferrellgas L.P. / Ferrellgas Finance Corp.

 

466,000   

6.50%, 05/01/2021(4)

     407,750  
1,470,000   

6.75%, 01/15/2022(4)

     1,287,169  
1,112,000   

6.75%, 06/15/2023(4)

     971,610  
  

Home Depot, Inc.

 

7,787,000   

3.50%, 09/15/2056

     6,783,229  
9,050,000   

5.88%, 12/16/2036

     11,093,807  
  

L Brands, Inc.

 

2,295,000   

5.25%, 02/01/2028

     2,013,862  
340,000   

6.75%, 07/01/2036

     287,300  
150,000   

6.88%, 11/01/2035

     128,625  
2,925,000   

Lithia Motors, Inc.
5.25%, 08/01/2025(2)

     2,822,625  
  

Lowe’s Cos., Inc.

 

7,925,000   

3.38%, 09/15/2025

     7,745,826  
4,715,000   

3.70%, 04/15/2046

     4,005,427  
5,365,000   

4.05%, 05/03/2047

     4,821,092  
  

McDonald’s Corp.

 

5,000,000   

3.35%, 04/01/2023(4)

     5,043,178  
7,180,000   

4.45%, 03/01/2047

     7,058,575  
9,030,000   

4.60%, 05/26/2045

     9,014,666  
5,000,000   

6.30%, 10/15/2037

     5,950,776  
1,720,000   

PetSmart, Inc.
5.88%, 06/01/2025(2)

     1,350,716  
2,820,000   

Staples, Inc.
8.50%, 09/15/2025(2)

     2,707,200  
9,605,000   

Starbucks Corp.
3.80%, 08/15/2025

     9,683,799  
5,405,000   

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

     5,127,994  
  

Walmart, Inc.

 

19,985,000   

3.40%, 06/26/2023

     20,480,649  
2,050,000   

3.63%, 12/15/2047

     1,968,485  
     

 

 

 
        134,538,990  
     

 

 

 
  

Semiconductors - 0.8%

 

  

Broadcom Corp. / Broadcom Cayman Finance Ltd.

 

390,000   

2.65%, 01/15/2023

     370,514  
11,385,000   

3.50%, 01/15/2028

     10,115,174  
33,235,000   

3.63%, 01/15/2024

     32,319,327  
13,435,000   

3.88%, 01/15/2027

     12,344,662  
1,900,000   

Entegris, Inc.
4.63%, 02/10/2026(2)

     1,843,000  
1,700,000   

Intel Corp.
4.10%, 05/19/2046

     1,731,196  
16,305,000   

Microchip Technology, Inc.
4.33%, 06/01/2023(2)

     16,062,907  


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $           2,305,000   

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

   $            2,337,472  
  

NXP B.V. / NXP Funding LLC

 

375,000   

3.88%, 09/01/2022(2)

     373,631  
13,680,000   

4.88%, 03/01/2024(2)

     14,033,765  
  

Sensata Technologies B.V.

 

1,020,000   

5.00%, 10/01/2025(2)

     1,025,100  
1,475,000   

5.63%, 11/01/2024(2)

     1,530,312  
     

 

 

 
        94,087,060  
     

 

 

 
  

Software - 1.2%

 

1,675,000   

Change Healthcare Holdings LLC / Change Healthcare Finance, Inc.
5.75%, 03/01/2025(2)

     1,603,812  
  

Fidelity National Information Services, Inc.

 

9,065,000   

3.00%, 08/15/2026

     8,432,170  
365,000   

3.50%, 04/15/2023

     362,767  
5,390,000   

4.50%, 08/15/2046

     4,900,210  
  

First Data Corp.

 

2,490,000   

5.38%, 08/15/2023(2)

     2,538,244  
3,225,000   

5.75%, 01/15/2024(2)

     3,315,703  
15,015,000   

Fiserv, Inc.
3.80%, 10/01/2023

     15,027,719  
510,000   

Infor Software Parent LLC (7.13% Cash, 7.88% PIK)
7.13%, 05/01/2021(2)(4)(7)

     513,825  
  

Infor U.S., Inc.

 

155,000   

5.75%, 08/15/2020(2)

     157,294  
5,648,000   

6.50%, 05/15/2022

     5,746,840  
  

Microsoft Corp.

 

6,350,000   

3.45%, 08/08/2036

     6,209,254  
3,805,000   

3.50%, 02/12/2035

     3,754,948  
6,750,000   

3.95%, 08/08/2056

     6,773,613  
8,065,000   

4.10%, 02/06/2037

     8,498,252  
6,030,000   

4.45%, 11/03/2045

     6,701,631  
  

Oracle Corp.

 

6,000,000   

2.65%, 07/15/2026

     5,709,026  
10,835,000   

2.95%, 11/15/2024

     10,733,851  
2,100,000   

3.85%, 07/15/2036

     2,029,135  
15,105,000   

3.90%, 05/15/2035

     14,881,788  
5,835,000   

4.00%, 11/15/2047

     5,638,006  
4,300,000   

6.50%, 04/15/2038

     5,494,440  
13,935,000   

salesforce.com, Inc.
3.25%, 04/11/2023

     14,154,818  
10,741,000   

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

     9,989,130  
     

 

 

 
        143,166,476  
     

 

 

 
  

Telecommunications - 2.5%

 

  

Altice Financing S.A.

 

1,715,000   

6.63%, 02/15/2023(2)

     1,724,090  
2,380,000   

7.50%, 05/15/2026(2)

     2,255,050  
  

AT&T, Inc.

 

24,705,000   

4.10%, 02/15/2028

     24,516,083  
3,335,000   

4.13%, 02/17/2026

     3,365,501  
9,925,000   

4.25%, 03/01/2027

     10,044,964  
21,650,000   

4.30%, 02/15/2030

     21,452,481  
1,045,000   

4.30%, 12/15/2042

     930,192  
3,490,000   

4.35%, 06/15/2045

     3,079,023  
1,265,000   

4.50%, 05/15/2035

     1,194,865  
3,315,000   

4.50%, 03/09/2048

     2,982,296  
1,735,000   

4.55%, 03/09/2049

     1,560,103  
315,000   

5.15%, 03/15/2042

     309,365  
735,000   

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

     705,600  
  

CenturyLink, Inc.

 

4,556,000   

5.63%, 04/01/2025(4)

     4,123,180  
1,515,000   

5.80%, 03/15/2022

     1,518,227  
639,000   

7.50%, 04/01/2024(4)

     648,585  


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $           3,322,000   

Cisco Systems, Inc.
5.90%, 02/15/2039

   $            4,207,106  
695,000   

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

     934,245  
2,620,000   

Embarq Corp.
8.00%, 06/01/2036

     2,475,900  
  

Frontier Communications Corp.

 

2,510,000   

6.88%, 01/15/2025

     1,324,025  
2,480,000   

8.50%, 04/01/2026(2)

     2,249,980  
2,450,000   

Intelsat Jackson Holdings S.A.
8.50%, 10/15/2024(2)

     2,475,235  
335,000   

Millicom International Cellular S.A.
6.63%, 10/15/2026(2)

     342,538  
655,000   

Oztel Holdings SPC Ltd.
5.63%, 10/24/2023(6)

     637,674  
1,690,000   

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

     1,677,325  
350,000   

Sprint Communications, Inc.
7.00%, 03/01/2020(2)

     360,063  
  

Sprint Corp.

 

5,278,000   

7.13%, 06/15/2024

     5,400,054  
1,715,000   

7.63%, 02/15/2025

     1,792,690  
7,107,000   

7.88%, 09/15/2023

     7,551,188  
9,265,000   

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
5.15%, 09/20/2029(2)

     9,331,523  
670,000   

Telecom Italia Capital S.A.
7.20%, 07/18/2036

     646,751  
13,850,000   

Telecom Italia S.p.A.
5.30%, 05/30/2024(2)

     13,157,500  
  

Telefonica Emisiones SAU

 

9,425,000   

4.10%, 03/08/2027

     9,372,016  
4,965,000   

4.67%, 03/06/2038

     4,621,912  
7,690,000   

4.90%, 03/06/2048

     7,189,527  
5,895,000   

5.21%, 03/08/2047

     5,710,440  
11,395,000   

5.46%, 02/16/2021

     11,899,272  
2,875,000   

7.05%, 06/20/2036

     3,377,494  
  

Verizon Communications, Inc.

 

9,585,000   

4.13%, 08/15/2046

     8,848,128  
13,000,000   

4.50%, 08/10/2033

     13,216,223  
8,593,000   

4.67%, 03/15/2055

     8,285,320  
5,670,000   

4.81%, 03/15/2039

     5,763,067  
11,709,000   

4.86%, 08/21/2046

     11,968,690  
10,040,000   

5.01%, 04/15/2049

     10,541,205  
970,000   

5.01%, 08/21/2054

     989,152  
13,425,000   

5.25%, 03/16/2037

     14,430,210  
370,000   

Virgin Media Secured Finance plc
5.25%, 01/15/2026(2)

     364,450  
  

Vodafone Group plc

 

19,750,000   

3.75%, 01/16/2024

     19,734,762  
7,205,000   

4.13%, 05/30/2025

     7,220,288  
4,955,000   

5.25%, 05/30/2048

     4,823,208  
     

 

 

 
        283,328,766  
     

 

 

 
  

Textiles - 0.0%

 

3,180,000   

Eagle Intermediate Global Holding B.V./Ruyi US Finance LLC
7.50%, 05/01/2025(2)

     3,028,950  
     

 

 

 
  

Transportation - 0.6%

 

8,215,000   

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

     8,722,727  
  

CSX Corp.

 

10,315,000   

2.60%, 11/01/2026

     9,502,631  
7,415,000   

3.25%, 06/01/2027

     7,151,532  
1,000,000   

4.75%, 05/30/2042

     1,025,428  
  

FedEx Corp.

 

4,900,000   

3.88%, 08/01/2042

     4,198,178  


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $           9,840,000   

4.05%, 02/15/2048

   $            8,533,469  
375,000   

Kansas City Southern
3.00%, 05/15/2023

     367,581  
3,734,000   

Norfolk Southern Corp.
4.65%, 01/15/2046

     3,738,290  
2,095,000   

Pelabuhan Indonesia II PT
5.38%, 05/05/2045(6)

     1,990,250  
9,895,000   

Penske Truck Leasing Co. L.P. / PTL Finance Corp.
4.88%, 07/11/2022(2)

     10,252,183  
  

Rumo Luxembourg S.a.r.l.

  
566,000   

5.88%, 01/18/2025(2)

     561,418  
600,000   

5.88%, 01/18/2025(6)

     595,143  
520,000   

7.38%, 02/09/2024(6)

     551,460  
EUR              340,000   

Russian Railways via RZD Capital plc
4.60%, 03/06/2023(6)

     428,158  
  

Union Pacific Corp.

 

      $           3,970,000   

4.38%, 11/15/2065

     3,546,855  
10,385,000   

4.80%, 09/10/2058

     10,744,127  
     

 

 

 
     71,909,430  
     

 

 

 
  

Trucking & Leasing - 0.0%

 

350,000   

Aviation Capital Group LLC
3.88%, 05/01/2023(2)

     344,923  
375,000   

GATX Corp.
4.35%, 02/15/2024

     380,733  
     

 

 

 
     725,656  
     

 

 

 
  

Total Corporate Bonds
(cost $5,607,195,758)

   $ 5,553,038,393  
     

 

 

 
Foreign Government Obligations - 4.5%

 

  

Angola - 0.0%

 

  

Angolan Government International Bond

 

825,000   

8.25%, 05/09/2028(2)

     849,552  
1,415,000   

8.25%, 05/09/2028(6)

     1,457,110  
     

 

 

 
     2,306,662  
     

 

 

 
  

Argentina - 0.6%

 

  

Argentine Republic Government International Bond

 

EUR           6,770,000   

2.26%, 12/31/2038(9)

     4,614,493  
      $         12,430,000   

2.50%, 12/31/2038(9)

     7,364,775  
EUR              550,000   

3.38%, 01/15/2023

     533,526  
      $              425,000   

4.63%, 01/11/2023

     364,438  
EUR           6,995,000   

5.25%, 01/15/2028

     6,271,471  
      $           1,655,000   

5.88%, 01/11/2028

     1,315,725  
1,000,000   

6.25%, 04/22/2019

     1,006,510  
3,350,000   

6.88%, 04/22/2021

     3,199,250  
13,965,000   

6.88%, 01/26/2027

     11,821,512  
9,480,000   

6.88%, 01/11/2048

     7,252,200  
7,200,000   

7.50%, 04/22/2026

     6,382,872  
EUR           1,527,475   

7.82%, 12/31/2033

     1,568,827  
      $           2,986,341   

8.28%, 12/31/2033

     2,568,253  
  

Autonomous City of Buenos Aires Argentina

 

1,350,000   

7.50%, 06/01/2027(2)

     1,234,440  
596,000   

8.95%, 02/19/2021(2)

     598,980  
2,295,000   

8.95%, 02/19/2021(6)

     2,306,475  
  

Provincia de Buenos Aires

 

EUR           1,320,000   

4.00%, 05/01/2020(6)(9)

     1,473,341  
      $           1,065,000   

7.88%, 06/15/2027(2)

     873,300  
1,980,000   

10.88%, 01/26/2021(6)

     2,012,690  
  

Provincia de Cordoba

 

425,000   

7.13%, 06/10/2021(2)

     398,438  
1,630,000   

7.13%, 08/01/2027

     1,271,400  
1,675,000   

7.45%, 09/01/2024(6)

     1,423,750  
     

 

 

 
     65,856,666  
     

 

 

 
  

Azerbaijan - 0.1%

 

  

Republic of Azerbaijan International Bond

 


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $           681,000   

3.50%, 09/01/2032(2)

   $            584,245  
6,357,000   

3.50%, 09/01/2032(6)

     5,453,810  
1,270,000   

4.75%, 03/18/2024(6)

     1,289,584  
275,000   

5.13%, 09/01/2029(6)

     267,637  
2,650,000   

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

     2,941,500  
     

 

 

 
     10,536,776  
     

 

 

 
  

Bermuda - 0.0%

 

1,525,000   

Bermuda Government International Bond
4.75%, 02/15/2029(2)

     1,582,188  
     

 

 

 
  

Brazil - 0.1%

 

  

Brazil Minas SPE via State of Minas Gerais

 

335,000   

5.33%, 02/15/2028(2)

     339,941  
1,195,000   

5.33%, 02/15/2028(6)

     1,212,626  
BRL       11,632,000   

Brazil Notas do Tesouro Nacional
10.00%, 01/01/2029

     3,418,729  
  

Brazilian Government International Bond

 

      $         2,354,000   

5.00%, 01/27/2045

     2,168,058  
2,325,000   

5.63%, 02/21/2047

     2,311,073  
     

 

 

 
     9,450,427  
     

 

 

 
  

Bulgaria - 0.0%

 

EUR         1,436,000   

Bulgaria Government International Bond
3.13%, 03/26/2035(6)

     1,789,094  
     

 

 

 
  

Cayman Islands - 0.0%

 

      $         2,775,000   

KSA Sukuk Ltd.
2.89%, 04/20/2022(2)

     2,726,271  
     

 

 

 
  

Colombia - 0.1%

 

  

Colombia Government International Bond

 

3,595,000   

3.88%, 04/25/2027

     3,550,062  
2,980,000   

4.50%, 03/15/2029

     3,050,060  
6,260,000   

5.00%, 06/15/2045

     6,344,573  
     

 

 

 
     12,944,695  
     

 

 

 
  

Croatia - 0.2%

 

  

Croatia Government International Bond

 

EUR        3,830,000   

2.75%, 01/27/2030(6)

     4,504,108  
3,560,000   

3.00%, 03/11/2025(6)

     4,448,431  
3,675,000   

3.00%, 03/20/2027(6)

     4,528,950  
      $           735,000   

5.50%, 04/04/2023(6)

     784,613  
7,120,000   

6.00%, 01/26/2024(6)

     7,832,114  
3,795,000   

6.38%, 03/24/2021(6)

     4,003,497  
1,750,000   

6.63%, 07/14/2020(6)

     1,827,035  
     

 

 

 
     27,928,748  
     

 

 

 
  

Dominican Republic - 0.0%

 

  

Dominican Republic International Bond

 

935,000   

5.50%, 01/27/2025(2)

     949,025  
1,570,000   

5.88%, 04/18/2024(6)

     1,626,771  
342,000   

7.45%, 04/30/2044(6)

     371,925  
     

 

 

 
     2,947,721  
     

 

 

 
  

Ecuador - 0.0%

 

1,775,000   

Ecuador Government International Bond
10.75%, 01/31/2029(2)

     1,806,062  
     

 

 

 
  

Egypt - 0.0%

 

  

Egypt Government International Bond

 

EUR           135,000   

4.75%, 04/16/2026(2)

     144,214  
450,000   

5.63%, 04/16/2030(2)

     466,138  
810,000   

5.63%, 04/16/2030(6)

     839,049  
500,000   

7.50%, 01/31/2027(6)

     495,000  
250,000   

7.90%, 02/21/2048(2)

     230,141  
910,000   

8.50%, 01/31/2047(6)

     874,894  
     

 

 

 
     3,049,436  
     

 

 

 


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Gabon - 0.0%

 

      $         2,335,000   

Gabon Government International Bond
6.95%, 06/16/2025(6)

   $            2,241,600  
  

Ghana - 0.0%

 

  

Ghana Government International Bond

 

1,260,000   

8.13%, 01/18/2026(6)

     1,279,114  
1,350,000   

8.63%, 06/16/2049(2)

     1,254,444  
575,000   

8.63%, 06/16/2049(6)

     534,301  
     

 

 

 
     3,067,859  
     

 

 

 
  

Greece - 0.1%

 

  

Hellenic Republic Government Bond

 

EUR         2,610,000   

3.45%, 04/02/2024(2)(3)(6)

     3,011,842  
1,015,000   

3.50%, 01/30/2023(6)

     1,190,658  
1,440,000   

4.38%, 08/01/2022(2)(6)

     1,740,511  
     

 

 

 
     5,943,011  
     

 

 

 
  

Honduras - 0.0%

 

  

Honduras Government International Bond

 

      $           710,000   

6.25%, 01/19/2027(2)

     728,595  
1,195,000   

7.50%, 03/15/2024(6)

     1,285,473  
     

 

 

 
     2,014,068  
     

 

 

 
  

Hungary - 0.3%

 

  

Hungary Government International Bond

 

6,920,000   

5.38%, 02/21/2023

     7,386,616  
7,798,000   

5.75%, 11/22/2023

     8,511,361  
14,560,000   

6.38%, 03/29/2021

     15,434,939  
     

 

 

 
     31,332,916  
     

 

 

 
  

Indonesia - 0.4%

 

  

Indonesia Government International Bond

 

1,255,000   

4.35%, 01/08/2027(6)

     1,266,457  
3,342,000   

4.75%, 01/08/2026(6)

     3,465,286  
530,000   

4.75%, 07/18/2047(2)

     524,874  
10,765,000   

5.13%, 01/15/2045(6)

     11,158,816  
3,370,000   

5.25%, 01/08/2047(6)

     3,560,712  
6,545,000   

5.38%, 10/17/2023(6)

     6,993,967  
5,760,000   

5.88%, 01/15/2024(6)

     6,269,040  
1,246,000   

6.63%, 02/17/2037(6)

     1,484,770  
900,000   

6.75%, 01/15/2044(6)

     1,128,713  
2,807,000   

7.75%, 01/17/2038(6)

     3,758,885  
886,000   

Perusahaan Penerbit SBSN Indonesia III
4.15%, 03/29/2027(2)

     872,710  
     

 

 

 
     40,484,230  
     

 

 

 
  

Ivory Coast - 0.0%

 

  

Ivory Coast Government International Bond

 

EUR         1,196,000   

5.25%, 03/22/2030(2)

     1,267,941  
580,000   

6.63%, 03/22/2048(6)

     591,612  
440,000   

6.63%, 03/22/2048(2)

     448,809  
     

 

 

 
     2,308,362  
     

 

 

 
  

Jordan - 0.0%

 

      $         1,455,000   

Jordan Government International Bond
7.38%, 10/10/2047(6)

     1,380,853  
     

 

 

 
  

Macedonia - 0.0%

 

EUR         2,610,000   

Former Yugoslav Republic of Macedonia
3.98%, 07/24/2021(6)

     3,155,446  
     

 

 

 
  

Mexico - 0.3%

 

  

Mexico Government International Bond

 

      $         2,005,000   

4.50%, 04/22/2029

     2,010,012  
2,260,000   

4.60%, 01/23/2046

     2,080,353  
20,268,000   

4.75%, 03/08/2044

     19,096,510  
4,433,000   

5.55%, 01/21/2045

     4,656,911  


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $         2,138,000   

6.05%, 01/11/2040

   $            2,341,110  
     

 

 

 
     30,184,896  
     

 

 

 
  

Morocco - 0.0%

 

EUR          870,000   

Morocco Government International Bond
3.50%, 06/19/2024(6)

     1,100,361  
     

 

 

 
  

Oman - 0.0%

 

  

Oman Government International Bond

 

      $           715,000   

4.75%, 06/15/2026(6)

     636,350  
445,000   

6.75%, 01/17/2048(6)

     379,168  
     

 

 

 
     1,015,518  
     

 

 

 
  

Panama - 0.0%

 

1,140,000   

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

     1,144,001  
     

 

 

 
  

Papua New Guinea - 0.0%

 

1,335,000   

Papua New Guinea Government International Bond
8.38%, 10/04/2028(2)

     1,428,450  
     

 

 

 
  

Paraguay - 0.0%

 

  

Paraguay Government International Bond

 

465,000   

4.70%, 03/27/2027(2)

     474,300  
230,000   

5.00%, 04/15/2026(6)

     236,900  
595,000   

5.60%, 03/13/2048(6)

     614,338  
645,000   

5.60%, 03/13/2048(2)

     665,962  
     

 

 

 
     1,991,500  
     

 

 

 
  

Philippines - 0.0%

 

2,350,000   

Philippine Government International Bond
10.63%, 03/16/2025

     3,281,166  
     

 

 

 
  

Qatar - 0.3%

 

  

Qatar Government International Bond

 

7,215,000   

2.38%, 06/02/2021(6)

     7,077,006  
1,785,000   

3.88%, 04/23/2023(6)

     1,818,469  
1,330,000   

4.50%, 04/23/2028(6)

     1,404,241  
1,085,000   

5.10%, 04/23/2048(6)

     1,163,968  
12,085,000   

5.10%, 04/23/2048(2)

     12,964,570  
8,125,000   

Qatari Diar Finance Co.
5.00%, 07/21/2020(6)

     8,287,988  
     

 

 

 
     32,716,242  
     

 

 

 
  

Romania - 0.1%

 

  

Romanian Government International Bond

 

EUR          795,000   

2.50%, 02/08/2030(2)

     848,261  
790,000   

3.38%, 02/08/2038(6)

     818,751  
370,000   

3.38%, 02/08/2038(2)

     383,466  
3,547,000   

3.88%, 10/29/2035(6)

     3,978,291  
     

 

 

 
     6,028,769  
     

 

 

 
  

Russia - 0.4%

 

  

Russian Foreign Bond - Eurobond

 

      $       2,200,000   

4.25%, 06/23/2027(2)

     2,150,320  
2,600,000   

4.25%, 06/23/2027(6)

     2,541,287  
5,600,000   

4.38%, 03/21/2029(6)

     5,469,744  
4,000,000   

4.38%, 03/21/2029(2)

     3,906,960  
2,400,000   

4.75%, 05/27/2026(6)

     2,444,160  
3,600,000   

4.88%, 09/16/2023(6)

     3,732,897  
1,100,000   

5.00%, 04/29/2020(6)

     1,122,066  
4,400,000   

5.25%, 06/23/2047(2)

     4,346,461  
15,000,000   

5.25%, 06/23/2047(6)

     14,817,480  
1,200,000   

5.63%, 04/04/2042(6)

     1,282,898  
     

 

 

 
     41,814,273  
     

 

 

 
  

Saudi Arabia - 0.1%

 

  

Saudi Government International Bond

 

1,165,000   

2.38%, 10/26/2021(2)

     1,132,380  
1,175,000   

2.88%, 03/04/2023(2)

     1,143,719  
920,000   

4.00%, 04/17/2025(2)

     930,120  


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $         3,460,000   

4.00%, 04/17/2025(6)

   $            3,498,060  
1,325,000   

4.38%, 04/16/2029(2)

     1,349,248  
1,635,000   

5.25%, 01/16/2050(2)

     1,676,202  
     

 

 

 
     9,729,729  
     

 

 

 
  

Senegal - 0.0%

 

  

Senegal Government International Bond

 

485,000   

6.25%, 07/30/2024(6)

     492,042  
595,000   

6.25%, 05/23/2033(6)

     551,558  
1,300,000   

6.75%, 03/13/2048(6)

     1,156,033  
973,000   

6.75%, 03/13/2048(2)

     865,246  
     

 

 

 
     3,064,879  
     

 

 

 
  

Serbia - 0.1%

 

4,900,000   

Serbia International Bond
7.25%, 09/28/2021(6)

     5,323,017  
     

 

 

 
  

South Africa - 0.1%

 

  

Republic of South Africa Government Bond

 

ZAR         5,465,000   

6.25%, 03/31/2036

     301,742  
39,775,000   

8.00%, 01/31/2030

     2,773,276  
  

Republic of South Africa Government International Bond

 

      $         3,235,000   

4.85%, 09/27/2027

     3,146,038  
4,860,000   

6.30%, 06/22/2048

     4,927,894  
     

 

 

 
     11,148,950  
     

 

 

 
  

Sri Lanka - 0.1%

 

  

Sri Lanka Government International Bond

 

1,140,000   

6.20%, 05/11/2027(2)

     1,061,818  
1,385,000   

6.20%, 05/11/2027(6)

     1,290,015  
355,000   

6.83%, 07/18/2026(6)

     345,297  
2,575,000   

6.85%, 11/03/2025(6)

     2,541,314  
     

 

 

 
     5,238,444  
     

 

 

 
  

Supranational - 0.0%

 

MXN     154,000,000   

International Finance Corp.
0.00%, 02/22/2038(10)

     1,524,517  
     

 

 

 
  

Tunisia - 0.1%

 

  

Banque Centrale de Tunisie International Bond

 

EUR         2,825,000   

5.63%, 02/17/2024(6)

     2,997,190  
2,120,000   

6.75%, 10/31/2023(2)

     2,372,376  
     

 

 

 
     5,369,566  
     

 

 

 
  

Turkey - 0.6%

 

      $           985,000   

Export Credit Bank of Turkey
8.25%, 01/24/2024(2)

     1,017,686  
  

Turkey Government International Bond

 

895,000   

3.25%, 03/23/2023

     814,450  
EUR        1,365,000   

4.63%, 03/31/2025

     1,570,190  
      $        1,770,000   

4.88%, 10/09/2026

     1,603,928  
12,075,000   

4.88%, 04/16/2043

     9,456,536  
2,715,000   

5.13%, 02/17/2028

     2,451,509  
EUR        1,650,000   

5.20%, 02/16/2026

     1,937,239  
      $        4,379,000   

5.63%, 03/30/2021

     4,422,790  
16,105,000   

5.75%, 03/22/2024

     15,845,871  
11,170,000   

5.75%, 05/11/2047

     9,541,191  
7,230,000   

6.00%, 03/25/2027

     6,963,170  
11,325,000   

6.00%, 01/14/2041

     10,022,625  
438,000   

6.88%, 03/17/2036

     429,951  
1,140,000   

7.25%, 12/23/2023

     1,195,187  
3,372,000   

7.38%, 02/05/2025

     3,523,477  
     

 

 

 
     70,795,800  
     

 

 

 
  

Ukraine - 0.2%

 

  

Ukraine Government International Bond

 

1,515,000   

7.38%, 09/25/2032(2)

     1,289,411  
7,285,000   

7.38%, 09/25/2032(6)

     6,200,234  
1,260,000   

7.75%, 09/01/2020(6)

     1,247,337  


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $         540,000   

7.75%, 09/01/2021(6)

   $            530,377  
1,502,000   

7.75%, 09/01/2021(2)

     1,475,234  
620,000   

7.75%, 09/01/2023(2)

     590,705  
1,580,000   

7.75%, 09/01/2023(6)

     1,505,345  
2,465,000   

7.75%, 09/01/2025(6)

     2,262,698  
620,000   

7.75%, 09/01/2026(2)

     563,239  
6,165,000   

7.75%, 09/01/2027(6)

     5,557,871  
1,850,000   

8.99%, 02/01/2024(2)

     1,817,625  
1,650,000   

9.75%, 11/01/2028(2)

     1,636,701  
     

 

 

 
        24,676,777  
     

 

 

 
  

United Arab Emirates - 0.1%

 

  

Abu Dhabi Government International Bond

 

5,845,000   

2.50%, 10/11/2022(2)

     5,728,100  
990,000   

3.13%, 10/11/2027(2)

     966,834  
2,875,000   

4.13%, 10/11/2047(2)

     2,837,337  
2,070,000   

4.13%, 10/11/2047(6)

     2,042,883  
     

 

 

 
        11,575,154  
     

 

 

 
  

Venezuela - 0.1%

 

  

Venezuela Government International Bond

 

345,000   

6.00%, 12/09/2020(6)(8)

     106,950  
1,015,000   

7.00%, 12/01/2018(6)(8)

     289,275  
3,170,000   

7.00%, 03/31/2038(6)(8)

     966,850  
4,085,000   

7.65%, 04/21/2025(6)(8)

     1,276,563  
4,765,000   

7.75%, 10/13/2019(6)(8)

     1,441,413  
11,205,000   

8.25%, 10/13/2024(6)(8)

     3,481,393  
11,937,200   

9.00%, 05/07/2023(6)(8)

     3,768,574  
12,825,000   

9.25%, 05/07/2028(6)(8)

     4,048,852  
     

 

 

 
        15,379,870  
     

 

 

 
  

Total Foreign Government Obligations
(cost $540,533,132)

   $ 519,384,970  
     

 

 

 
Municipal Bonds - 0.0%

 

  

General Obligation - 0.0%

 

2,265,000   

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

     3,324,091  
     

 

 

 
  

Transportation - 0.0%

 

1,850,000   

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

     1,963,683  
     

 

 

 
  

Total Municipal Bonds
(cost $4,751,668)

   $ 5,287,774  
     

 

 

 
Senior Floating Rate Interests - 0.2%(11)

 

  

Chemicals - 0.0%

 

415,000   

Starfruit Finco B.V.
1 mo. USD LIBOR + 3.250%, 5.75%, 10/01/2025

     405,405  
     

 

 

 
  

Commercial Services - 0.0%

 

1,557,175   

Blackhawk Network Holdings, Inc.
1 mo. USD LIBOR + 3.000%, 5.50%, 06/15/2025

     1,526,810  
1,179,075   

Trans Union LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 06/19/2025

     1,162,651  
     

 

 

 
        2,689,461  
     

 

 

 
  

Diversified Financial Services - 0.0%

 

2,069,363   

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 02/28/2025

     2,017,111  
506,943   

SS&C Technologies Holdings Europe S.a.r.l.
1 mo. USD LIBOR + 2.250%, 4.75%, 04/16/2025

     496,312  
     

 

 

 
        2,513,423  
     

 

 

 
  

Food - 0.0%

 

537,300   

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%, 5.25%, 03/31/2025

     525,211  
     

 

 

 


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Healthcare-Services - 0.0%

 

      $         1,614,009   

Syneos Health, Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 08/01/2024

   $            1,585,086  
     

 

 

 
  

Household Products - 0.0%

 

851,400   

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%, 5.74%, 09/06/2024

     800,852  
     

 

 

 
  

Insurance - 0.1%

 

4,550,766   

Asurion LLC
1 mo. USD LIBOR + 3.000%, 5.50%, 11/03/2024

     4,474,905  
387,075   

Genworth Holdings, Inc.
1 mo. USD LIBOR + 4.500%, 7.01%, 03/07/2023

     386,107  
1,696,475   

Hub International Ltd.
2 mo. USD LIBOR + 2.750%, 5.51%, 04/25/2025

     1,633,383  
     

 

 

 
        6,494,395  
     

 

 

 
  

Internet - 0.0%

 

1,025,322   

Lands’ End, Inc.
1 mo. USD LIBOR + 3.250%, 5.77%, 04/04/2021

     959,527  
     

 

 

 
  

Leisure Time - 0.0%

 

3,608,550   

Golden Entertainment, Inc.
1 mo. USD LIBOR + 3.000%, 5.51%, 10/21/2024

     3,538,653  
     

 

 

 
  

Machinery-Diversified - 0.0%

 

982,669   

Gardner Denver, Inc.
3 mo. USD LIBOR + 2.750%, 5.25%, 07/30/2024

     975,918  
     

 

 

 
  

Media - 0.1%

 

3,091,638   

PSAV Holdings LLC
3 mo. USD LIBOR + 3.250%, 5.88%, 03/01/2025

     2,949,948  
2,326,085   

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 08/17/2024

     2,266,956  
     

 

 

 
        5,216,904  
     

 

 

 
  

Semiconductors - 0.0%

 

1,175,633   

Microchip Technology, Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 05/29/2025

     1,155,060  
     

 

 

 
  

Software - 0.0%

 

1,562,375   

SS&C Technologies, Inc.
1 mo. USD LIBOR + 2.250%, 4.75%, 04/16/2025

     1,529,910  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $29,030,748)

   $ 28,389,805  
     

 

 

 
U.S. Government Securities - 0.7%

 

  

U.S. Treasury Securities - 0.7%

 

  

U.S. Treasury Bonds - 0.4%

 

      $       14,800,000   

4.25%, 11/15/2040

   $ 17,971,594  
20,345,000   

4.38%, 02/15/2038

     25,048,986  
  

U.S. Treasury Notes - 0.3%

 

10,935,000   

2.50%, 01/31/2021

     10,942,687  
6,605,000   

2.50%, 01/15/2022

     6,616,353  
14,370,000   

2.88%, 11/30/2023(12)(13)

     14,657,400  
     

 

 

 
        32,216,440  
     

 

 

 
        75,237,020  
     

 

 

 
  

Total U.S. Government Securities
(cost $74,242,143)

   $ 75,237,020  
     

 

 

 
Convertible Bonds - 0.1%

 

  

Commercial Services - 0.0%

 

1,200,000   

Cardtronics, Inc.
1.00%, 12/01/2020

     1,134,193  
     

 

 

 
  

Media - 0.0%

 

1,620,000   

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

     1,376,190  
     

 

 

 
  

Oil & Gas - 0.0%

 

1,415,000   

Cobalt International Energy, Inc.
2.63%, 12/01/2019(8)

     1,839  
     

 

 

 


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Semiconductors - 0.0%

 

  

Microchip Technology, Inc.

 

      $         563,000   

1.63%, 02/15/2027

        $ 602,410  
579,000   

2.25%, 02/15/2037

          629,489  
          

 

 

 
             1,231,899  
          

 

 

 
  

Software - 0.1%

 

2,226,000   

Western Digital Corp.
1.50%, 02/01/2024(2)

 

    1,911,698  
          

 

 

 
  

Total Convertible Bonds
(cost $7,853,895)

 

  $ 5,655,819  
          

 

 

 
Escrows - 0.0%(14)

 

  

Utilities - 0.0%

 

3,799,308   

TCEH Corp.*(15)(16)

 

    4  
          

 

 

 
  

Total Escrows
(cost $—)

 

  $ 4  
          

 

 

 
  

Total Long-Term Investments
(cost $10,846,948,168)

        $ 11,274,306,206  
          

 

 

 
Short-Term Investments - 1.8%

 

  

Other Investment Pools & Funds - 1.5%

 

176,439,348   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(17)

 

    176,439,348  
          

 

 

 
  

Securities Lending Collateral - 0.3%

 

1,615,335   

Citibank NA DDCA, 2.39%, 2/1/2019(17)

 

    1,615,335  
17,943,554   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.31%(17)

 

    17,943,554  
7,146,421   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.29%(17)

 

    7,146,421  
980,352   

Invesco Government & Agency Portfolio, Institutional Class, 2.28%(17)

 

    980,352  
4,186,896   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(17)

 

    4,186,896  
434,142   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.25%(17)

 

    434,142  
          

 

 

 
             32,306,700  
          

 

 

 
  

Total Short-Term Investments
(cost $208,746,048)

 

  $ 208,746,048  
          

 

 

 
  

Total Investments
(cost $11,055,694,216)

        99.8   $ 11,483,052,254  
  

Other Assets and Liabilities

        0.2     24,869,531  
        

 

 

   

 

 

 
  

Total Net Assets

        100.0   $ 11,507,921,785  
        

 

 

   

 

 

 

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. 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 January 31, 2019.

(2)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $1,185,770,538, representing 10.3% of net assets.


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (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 $9,875,120 at January 31, 2019.

(4)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(5)

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

(6)

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $272,094,920, representing 2.4% of net assets.

(7)

Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

(8)

Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

(9)

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

(10)

Security is a zero-coupon bond.

(11)

Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of January 31, 2019.

(12)

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

(13)

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

(14)

Share amount represents shares of the issuer previously held that resulted in receipt of the escrow.

(15)

Investment valued using significant unobservable inputs.

(16)

This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2019, the aggregate fair value of this security was $4, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

(17)

Current yield as of period end.

 

Futures Contracts Outstanding at January 31, 2019  
Description   

    Number    

    of    
    Contracts    

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

Long position contracts:

 

U.S. Treasury 2-Year Note Future

     1,686      03/29/2019    $     357,985,221      $ 1,423,346  

U.S. Treasury 5-Year Note Future

     5,286      03/29/2019      607,146,656        9,583,319  

U.S. Treasury Long Bond Future

     506      03/20/2019      74,223,875        2,860,053  

U.S. Treasury Ultra Bond Future

     389      03/20/2019      62,677,625        1,158,192  
           

 

 

 

Total

 

   $ 15,024,910  
           

 

 

 

Short position contracts:

 

Euro BUXL 30-Year Bond Future

     26      03/07/2019    $ 5,531,117      $ (207,459)  

Euro-BOBL Future

     102      03/07/2019      15,519,465        (50,235)  

Euro-Bund Future

     125      03/07/2019      23,703,226        (383,283)  

U.S. Treasury 10-Year Note Future

     7,612      03/20/2019      932,232,125        (23,094,401)  
           

 

 

 

Total

 

   $ (23,735,378)  
           

 

 

 
  
           

 

 

 

Total futures contracts

 

   $ (8,710,468)  
           

 

 

 

 

Foreign Currency Contracts Outstanding at January 31, 2019  
Amount and Description
of Currency to be
Purchased
    Amount and Description
of Currency to be
Sold
  Counterparty   Settlement
Date
    Appreciation       Depreciation      

 

 

 
  29,310,000       ARS       749,501     USD   MSC   03/20/19   $     $ (3,130)    
  2,990,000       BRL       767,158     USD   MSC   03/06/19     50,917       —     
  567,700,000       CLP       830,882     USD   JPM   03/20/19     34,829       —     
  298,600,000       CLP       438,988     USD   HSBC   03/20/19     16,360       —     
  207,400,000       CLP       310,945     USD   BCLY   03/20/19     5,329       —     
  2,567,200,000       COP       807,105     USD   MSC   03/20/19     18,084       —     
  1,414,000,000       COP       445,004     USD   CBK   03/20/19     9,506       —     
  971,700,000       COP       306,917     USD   CBK   03/20/19     5,422       —     
  18,620,000       CZK       823,311     USD   BNP   03/20/19     5,319       —     


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  7,510,000       CZK       331,994     USD   CBK   03/20/19   $ 2,217       $ —   
  9,850,000       CZK       440,263     USD   GSC   03/20/19           (1,917)  
  26,150,000       EGP       1,384,330     USD   GSC   06/19/19     35,017       —   
  5,480,000       EGP       289,794     USD   GSC   07/09/19     5,933       —   
  190,000       EUR       215,419     USD   BNP   02/28/19     2,568       —   
  2,962,000       EUR       3,389,784     USD   BNP   03/20/19     14,811       —   
  327,000       EUR       375,167     USD   GSC   03/20/19     695       —   
  273,000       EUR       314,559     USD   JPM   03/20/19           (766)  
  1,518,000       EUR       1,753,912     USD   CBK   03/20/19           (9,086)  
  6,690,000       MXN       341,976     USD   JPM   03/20/19     5,292       —   
  4,660,000       MXN       243,759     USD   CSFB   03/20/19           (1,865)  
  5,525,000       PEN       1,629,793     USD   BNP   03/20/19     27,955       —   
  1,035,000       PEN       307,990     USD   CBK   03/20/19     2,557       —   
  44,970,000       PHP       847,691     USD   DEUT   03/20/19     12,137       —   
  23,020,000       PHP       436,398     USD   MSC   03/20/19     3,745       —   
  6,210,000       PLN       1,641,867     USD   BNP   03/20/19     28,847       —   
  2,475,000       PLN       655,508     USD   CBK   03/20/19     10,357       —   
  3,380,000       PLN       899,307     USD   GSC   03/20/19     10,035       —   
  55,230,000       RUB       821,722     USD   JPM   03/20/19     17,632       —   
  30,290,000       RUB       447,878     USD   GSC   03/20/19     12,452       —   
  19,630,000       RUB       294,966     USD   CBK   03/20/19     3,359       —   
  5,005,000       TRY       884,073     USD   GSC   03/20/19     58,786       —   
  4,100,000       TRY       756,109     USD   GSC   03/20/19     16,263       —   
  766,666       USD       2,990,000     BRL   DEUT   03/06/19           (51,409)  
  93,075       USD       64,200,000     CLP   CBK   03/20/19           (4,827)  
  68,535       USD       225,300,000     COP   CBK   03/20/19           (3,884)  
  94,098       USD       2,110,000     CZK   GSC   03/20/19     199       —   
  9,993,095       USD       8,801,000     EUR   GSC   02/28/19           (104,288)  
  1,580,261       USD       1,375,000     EUR   JPM   03/20/19           (197)  
  1,507,587       USD       1,313,000     EUR   SSG   03/20/19           (1,608)  
  2,974,180       USD       2,592,000     EUR   CBK   03/20/19           (5,128)  
  1,133,583       USD       996,000     EUR   SSG   03/20/19           (11,244)  
  1,544,355       USD       1,356,000     EUR   MSC   03/20/19           (14,264)  
  59,649,542       USD       52,185,000     EUR   BOA   03/20/19           (333,162)  
  21,080       USD       16,000     GBP   BNP   02/28/19     64       —   
  58,072       USD       1,170,000     MXN   CSFB   03/20/19           (2,661)  
  459,132       USD       9,490,000     MXN   JPM   03/20/19           (33,480)  
  191,850       USD       645,000     PEN   BNP   03/20/19           (1,679)  
  115,758       USD       6,200,000     PHP   BCLY   03/20/19           (2,786)  
  199,774       USD       745,000     PLN   HSBC   03/20/19           (658)  
  85,553       USD       5,910,000     RUB   BCLY   03/20/19           (4,264)  
  212,126       USD       1,170,000     TRY   HSBC   03/20/19           (8,283)  
  828,786       USD       11,082,000     ZAR   BOA   03/20/19           (2,039)  
  170,301       USD       2,480,000     ZAR   SSG   03/20/19           (15,627)  
  902,750       USD       13,033,000     ZAR   GSC   03/20/19           (74,343)  
  5,470,000       ZAR       388,388     USD   JPM   03/20/19     21,702       —   
  5,340,000       ZAR       387,378     USD   GSC   03/20/19     12,966       —   

 

 

 
  Total               $         451,355       $        (692,595)  

 

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

    

Counterparty Abbreviations:

    
BCLY   

Barclays

  
BNP   

BNP Paribas Securities Services

  
BOA   

Banc of America Securities LLC

  
CBK   

Citibank NA

  
CSFB   

Credit Suisse First Boston Corp.

  
DEUT   

Deutsche Bank Securities, Inc.

  
GSC   

Goldman Sachs & Co.

  
HSBC   

HSBC Bank USA

  
JPM   

JP Morgan Chase & Co.

  
MSC   

Morgan Stanley

  
SSG   

State Street Global Markets LLC

  


 

The Hartford Balanced Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

Currency Abbreviations:

    
ARS   

Argentine Peso

  
BRL   

Brazilian Real

  
CLP   

Chilean Peso

  
COP   

Colombian Peso

  
CZK   

Czech Koruna

  
EGP   

Egyptian Pound

  
EUR   

Euro

  
GBP   

British Pound

  
IDR   

Indonesian Rupiah

  
MXN   

Mexican Peso

  
PEN   

Peruvian Sol

  
PHP   

Philippine Peso

  
PLN   

Polish Zloty

  
RUB   

Russian Ruble

  
TRY   

Turkish Lira

  
USD   

United States Dollar

  
ZAR   

South African Rand

  

Index Abbreviations:

    
CMT   

Constant Maturity Treasury Index

  

Other Abbreviations:

    
ADR   

American Depositary Receipt

  
CJSC   

Closed Joint Stock Company

  
DDCA   

Dollars on Deposit in Custody Account

  
LIBOR   

London Interbank Offered Rate

  
PIK   

Payment-in-kind

  
PJSC   

Private Joint Stock Company

  
PT   

Perseroan Terbatas

  
REIT   

Real Estate Investment Trust

  

Municipal Abbreviations:

    
GO   

General Obligation

  


 

The Hartford Balanced Income Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

           

Common Stocks

 

Automobiles & Components

   $ 28,930,244       $ —       $ 28,930,244       $ —   

Banks

     712,151,708         712,151,708         —         —   

Capital Goods

     321,989,775         274,355,024         47,634,751         —   

Consumer Services

     29,224,988         29,224,988         —         —   

Diversified Financials

     21,725,702         21,725,702         —         —   

Energy

     568,761,447         568,761,447         —         —   

Food & Staples Retailing

     18,875,720         18,875,720         —         —   

Food, Beverage & Tobacco

     347,567,167         311,366,327         36,200,840         —   

Health Care Equipment & Services

     154,097,027         89,173,754         64,923,273         —   

Household & Personal Products

     160,935,210         160,935,210         —         —   

Insurance

     296,719,470         296,719,470         —         —   

Materials

     181,879,356         181,879,356         —         —   

Media & Entertainment

     105,044,034         105,044,034         —         —   

Pharmaceuticals, Biotechnology & Life Sciences

     729,217,954         583,833,309         145,384,645         —   

Real Estate

     88,793,990         88,793,990         —         —   

Retailing

     77,693,204         77,693,204         —         —   

Semiconductors & Semiconductor Equipment

     341,297,457         341,297,457         —         —   

Technology Hardware & Equipment

     162,892,297         162,892,297         —         —   

Telecommunication Services

     224,610,297         224,610,297         —         —   

Transportation

     64,393,922         64,393,922         —         —   

Utilities

     449,741,207         449,741,207         —         —   

Preferred Stocks

     770,245         770,245         —         —   

Corporate Bonds

     5,553,038,393         —         5,553,038,393         —   

Foreign Government Obligations

     519,384,970         —         519,384,970         —   

Municipal Bonds

     5,287,774         —         5,287,774         —   

Senior Floating Rate Interests

     28,389,805         —         28,389,805         —   

U.S. Government Securities

     75,237,020         —         75,237,020         —   

Convertible Bonds

     5,655,819         —         5,655,819         —   

Escrows

            —         —          

Short-Term Investments

     208,746,048         208,746,048         —         —   

Foreign Currency Contracts(2)

     451,355         —         451,355         —   

Futures Contracts(2)

     15,024,910         15,024,910         —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       11,498,528,519       $       4,988,009,626       $       6,510,518,889       $       4   
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (692,595)      $ —       $ (692,595)      $ —   

Futures Contracts(2)

     (23,735,378)        (23,735,378)        —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (24,427,973)      $ (23,735,378)      $ (692,595)      $                     —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the period ended January 31, 2019, there were no transfers in and out of Level 3.

 

(2) 

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2019 is not presented.


 

The Hartford Capital Appreciation Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 95.6%

 

  

Automobiles & Components - 1.1%

 

431,386   

Aptiv plc

   $        34,135,574  
100,369   

Cie Generale des Etablissements Michelin SCA

     10,902,270  
112,725   

Delphi Technologies plc

     2,018,905  
117,505   

Ferrari N.V.

     14,630,560  
380,416   

Valeo S.A.

     11,900,787  
     

 

 

 
        73,588,096  
     

 

 

 
  

Banks - 2.8%

 

1,683,132   

Bank of America Corp.

     47,918,768  
117,615   

First Republic Bank

     11,365,137  
510,648   

HDFC Bank Ltd.

     14,934,228  
3,661   

HDFC Bank Ltd. ADR

     359,583  
255,663   

JP Morgan Chase & Co.

     26,461,121  
1,461,478   

KeyCorp.

     24,070,543  
444,292   

PNC Financial Services Group, Inc.

     54,501,300  
348,310   

Sumitomo Mitsui Financial Group, Inc.

     12,957,817  
     

 

 

 
        192,568,497  
     

 

 

 
  

Capital Goods - 4.7%

 

186,642   

3M Co.

     37,384,393  
292,565   

AerCap Holdings N.V.*

     13,826,622  
75,830   

Airbus SE

     8,740,164  
316,207   

General Dynamics Corp.

     54,125,152  
806,800   

Harry’s Manufacturing, Inc.*(1)(2)(3)

     10,682,032  
286,510   

Ingersoll-Rand plc

     28,662,460  
143,525   

L3 Technologies, Inc.

     28,257,202  
217,495   

Lockheed Martin Corp.

     63,006,126  
148,292   

Northrop Grumman Corp.

     40,861,861  
123,478   

Rockwell Automation, Inc.

     20,931,991  
134,421   

Safran S.A.

     17,661,459  
     

 

 

 
        324,139,462  
     

 

 

 
  

Commercial & Professional Services - 2.8%

 

126,936   

CoStar Group, Inc.*

     49,598,973  
246,889   

Equifax, Inc.

     26,422,061  
291,040   

IHS Markit Ltd.*

     15,110,797  
184,075   

Intertek Group plc

     11,878,201  
4,595   

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

     572,829  
734,251   

Republic Services, Inc.

     56,324,394  
269,474   

TransUnion

     16,389,409  
205,858   

Waste Connections, Inc.

     17,201,494  
     

 

 

 
        193,498,158  
     

 

 

 
  

Consumer Durables & Apparel - 3.7%

 

1,394,894   

NIKE, Inc. Class B

     114,213,921  
119,375   

Sony Corp.

     5,981,515  
297,537   

Tapestry, Inc.

     11,517,657  
1,528,863   

Under Armour, Inc. Class A*

     31,708,619  
3,047,228   

Under Armour, Inc. Class C*

     57,714,498  
351,562   

VF Corp.

     29,590,973  
     

 

 

 
        250,727,183  
     

 

 

 
  

Consumer Services - 4.7%

 

99,864   

Chipotle Mexican Grill, Inc.*

     52,888,973  
56,191   

Domino’s Pizza, Inc.

     15,943,073  
5,654,566   

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

     14,416,655  
697,473   

Hilton Worldwide Holdings, Inc.

     51,947,789  
883,506   

Las Vegas Sands Corp.

     51,561,410  
292,805   

Marriott Vacations Worldwide Corp.

     25,924,955  
412,822   

McDonald’s Corp.

     73,804,317  
156,768   

New Oriental Education & Technology Group, Inc. ADR*

     12,077,407  
172,542   

Royal Caribbean Cruises Ltd.

     20,713,667  
     

 

 

 
        319,278,246  
     

 

 

 


 

The Hartford Capital Appreciation Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Diversified Financials - 4.3%

 

914,486   

American Express Co.

   $        93,917,712  
270,090   

Intercontinental Exchange, Inc.

     20,732,108  
1,339,319   

J2 Acquisition Ltd.*(4)

     11,989,577  
1,087,552   

Morgan Stanley

     46,003,450  
2,355,348   

SLM Corp.*

     25,225,777  
429,854   

State Street Corp.

     30,476,649  
1,180,901   

TD Ameritrade Holding Corp.

     66,071,411  
     

 

 

 
        294,416,684  
     

 

 

 
  

Energy - 1.5%

 

170,150   

Concho Resources, Inc.*

     20,390,776  
176,706   

Diamondback Energy, Inc.

     18,221,923  
2,141,995   

Encana Corp.

     14,704,361  
277,266   

EOG Resources, Inc.

     27,504,787  
360,781   

Total S.A.

     19,778,419  
     

 

 

 
        100,600,266  
     

 

 

 
  

Food & Staples Retailing - 1.9%

 

155,011   

Costco Wholesale Corp.

     33,270,011  
1,050,301   

Walmart, Inc.

     100,650,345  
     

 

 

 
        133,920,356  
     

 

 

 
  

Food, Beverage & Tobacco - 4.4%

 

764,092   

Altria Group, Inc.

     37,707,940  
1,498,501   

Coca-Cola Co.

     72,122,853  
1,732,041   

Diageo plc

     66,105,795  
417,581   

Lamb Weston Holdings, Inc.

     30,191,106  
289,945   

Monster Beverage Corp.*

     16,596,452  
578,902   

PepsiCo., Inc.

     65,224,888  
914,640   

Treasury Wine Estates Ltd.

     10,293,367  
     

 

 

 
        298,242,401  
     

 

 

 
  

Health Care Equipment & Services - 9.3%

 

158,453   

Align Technology, Inc.*

     39,446,874  
885,855   

Baxter International, Inc.

     64,215,629  
114,079   

Becton Dickinson and Co.

     28,458,147  
643,046   

Danaher Corp.

     71,326,662  
334,475   

Haemonetics Corp.*

     33,082,922  
380,964   

Hologic, Inc.*

     16,914,802  
460,290   

Insulet Corp.*

     37,370,945  
327,769   

Koninklijke Philips N.V.

     12,922,316  
1,404,976   

Medtronic plc

     124,185,829  
250,114   

Penumbra, Inc.*

     36,394,088  
314,143   

Stryker Corp.

     55,782,373  
65,706   

Teleflex, Inc.

     17,970,591  
192,580   

UnitedHealth Group, Inc.

     52,035,116  
277,390   

Veeva Systems, Inc. Class A*

     30,252,153  
57,960   

WellCare Health Plans, Inc.*

     16,024,781  
     

 

 

 
        636,383,228  
     

 

 

 
  

Household & Personal Products - 0.9%

 

934,782   

Colgate-Palmolive Co.

     60,461,700  
     

 

 

 
  

Insurance - 4.4%

 

956,370   

Aflac, Inc.

     45,618,849  
508,843   

Arthur J Gallagher & Co.

     38,015,660  
477,332   

Chubb Ltd.

     63,509,023  
350,293   

Lincoln National Corp.

     20,488,638  
489,151   

Marsh & McLennan Cos., Inc.

     43,138,227  
1,337,083   

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

     13,017,249  
247,921   

Tokio Marine Holdings, Inc.

     12,139,623  
537,892   

Unum Group

     18,697,126  
297,742   

Willis Towers Watson plc

     48,469,420  
     

 

 

 
        303,093,815  
     

 

 

 
  

Materials - 3.4%

 

340,402   

Anglo American plc

     8,699,237  
387,224   

CF Industries Holdings, Inc.

     16,902,328  


 

The Hartford Capital Appreciation Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

307,214   

Eastman Chemical Co.

   $        24,767,593  
298,467   

FMC Corp.

     23,817,666  
1,669,739   

Freeport-McMoRan, Inc.

     19,435,762  
478,646   

Linde plc

     78,024,084  
716,679   

Mosaic Co.

     23,134,398  
391,707   

Nucor Corp.

     23,988,137  
117,871   

Packaging Corp. of America

     11,117,593  
     

 

 

 
        229,886,798  
     

 

 

 
  

Media & Entertainment - 4.6%

 

56,695   

Alphabet, Inc. Class A*

     63,832,334  
10,933   

Alphabet, Inc. Class C*

     12,205,273  
37,457   

Charter Communications, Inc. Class A*

     12,400,140  
437,588   

Facebook, Inc. Class A*

     72,941,544  
157,205   

Netflix, Inc.*

     53,371,098  
558,005   

Ocean Outdoor Ltd.*(4)

     4,352,439  
392,396   

Spotify Technology S.A.*

     53,150,038  
356,857   

Tencent Holdings Ltd.

     15,885,340  
544,780   

Yandex N.V. Class A*

     18,293,712  
163,540   

Zillow Group, Inc. Class A*

     5,692,827  
     

 

 

 
        312,124,745  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 7.2%

 

257,812   

Agilent Technologies, Inc.

     19,606,603  
315,402   

Alkermes plc*

     10,367,264  
156,294   

Allergan plc

     22,503,210  
202,716   

Alnylam Pharmaceuticals, Inc.*

     16,932,868  
432,926   

Bausch Health Cos., Inc.*

     10,628,333  
62,846   

BeiGene Ltd. ADR*

     8,137,300  
477,829   

Bristol-Myers Squibb Co.

     23,590,418  
706,230   

Elanco Animal Health, Inc.*(5)

     20,607,791  
407,178   

Exact Sciences Corp.*

     36,678,594  
404,199   

Gilead Sciences, Inc.

     28,297,972  
244,978   

Heron Therapeutics, Inc.*

     6,589,908  
277,136   

Ionis Pharmaceuticals, Inc.*

     16,073,888  
719,382   

Johnson & Johnson

     95,735,357  
906,723   

Merck & Co., Inc.

     67,487,393  
27,584   

Mettler-Toledo International, Inc.*

     17,603,005  
438,912   

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

     6,779,971  
1,522,797   

Pfizer, Inc.

     64,642,733  
312,245   

Teva Pharmaceutical Industries Ltd. ADR*

     6,198,063  
69,249   

Thermo Fisher Scientific, Inc.

     17,012,402  
     

 

 

 
        495,473,073  
     

 

 

 
  

Real Estate - 4.7%

 

714,591   

American Tower Corp. REIT

     123,509,908  
233,462   

AvalonBay Communities, Inc. REIT

     45,039,489  
310,414   

Crown Castle International Corp. REIT

     36,337,063  
34,910   

Equinix, Inc. REIT

     13,754,540  
679,300   

Mitsui Fudosan Co., Ltd. REIT

     16,503,492  
270,164   

Public Storage REIT

     57,415,253  
140,469   

Simon Property Group, Inc. REIT

     25,582,214  
55,763   

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

     3,791,884  
     

 

 

 
        321,933,843  
     

 

 

 
  

Retailing - 5.8%

 

195,910   

Alibaba Group Holding Ltd. ADR*

     33,008,876  
66,873   

Amazon.com, Inc.*

     114,936,631  
13,853   

Booking Holdings, Inc.*

     25,389,917  
154,254   

CarMax, Inc.*

     9,067,050  
336,545   

Delivery Hero SE*(4)

     12,429,724  
368,642   

Expedia Group, Inc.

     43,960,558  
128,682   

Home Depot, Inc.

     23,617,007  
10,615   

JAND, Inc. Class A*(1)(2)(3)

     140,012  
1,710,949   

Just Eat plc*

     15,635,451  
362,030   

Lowe’s Cos., Inc.

     34,812,805  
1,066,531   

TJX Cos., Inc.

     53,038,587  


 

The Hartford Capital Appreciation Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

316,327   

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

   $        17,616,233  
142,961   

Wayfair, Inc. Class A*(5)

     15,648,511  
     

 

 

 
        399,301,362  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 3.0%

 

1,985,610   

Advanced Micro Devices, Inc.*

     48,468,740  
311,982   

Analog Devices, Inc.

     30,842,541  
56,348   

Broadcom, Inc.

     15,115,351  
1,318,479   

Micron Technology, Inc.*

     50,392,267  
501,071   

NXP Semiconductors N.V.

     43,608,209  
2,141,180   

Taiwan Semiconductor Manufacturing Co., Ltd.

     15,883,198  
     

 

 

 
        204,310,306  
     

 

 

 
  

Software & Services - 11.3%

 

142,569   

2U, Inc.*

     8,105,048  
296,443   

Accenture plc Class A

     45,518,823  
63,789   

Adobe, Inc.*

     15,808,190  
182,173   

Autodesk, Inc.*

     26,815,866  
168,666   

DXC Technology Co.

     10,814,864  
223,689   

FleetCor Technologies, Inc.*

     45,142,677  
696,095   

Genpact Ltd.

     20,764,514  
277,093   

Global Payments, Inc.

     31,112,002  
667,593   

GoDaddy, Inc. Class A*

     45,816,907  
586,542   

Guidewire Software, Inc.*

     50,841,460  
29,650   

Intuit, Inc.

     6,399,063  
592,271   

Microsoft Corp.

     61,850,860  
558,850   

Nuance Communications, Inc.*

     8,868,949  
423,410   

PayPal Holdings, Inc.*

     37,581,872  
426,911   

salesforce.com, Inc.*

     64,877,665  
269,213   

ServiceNow, Inc.*

     59,232,244  
236,678   

Shopify, Inc. Class A*

     39,873,143  
198,662   

Splunk, Inc.*

     24,800,964  
651,628   

SS&C Technologies Holdings, Inc.

     33,552,326  
318,622   

Verint Systems, Inc.*

     15,411,746  
122,884   

VeriSign, Inc.*

     20,800,575  
286,259   

Visa, Inc. Class A

     38,647,828  
59,789   

WEX, Inc.*

     9,645,759  
289,608   

Workday, Inc. Class A*

     52,572,540  
105,190   

Zuora, Inc. Class A*

     2,276,312  
     

 

 

 
        777,132,197  
     

 

 

 
  

Technology Hardware & Equipment - 1.7%

 

251,942   

Apple, Inc.

     41,933,227  
200,592   

CDW Corp.

     16,703,296  
812,820   

Flex Ltd.*

     7,819,328  
630,252   

TE Connectivity Ltd.

     51,018,899  
34,612   

Western Digital Corp.

     1,557,194  
     

 

 

 
        119,031,944  
     

 

 

 
  

Telecommunication Services - 2.5%

 

1,836,398   

AT&T, Inc.

     55,202,124  
727,090   

T-Mobile US, Inc.*

     50,620,006  
1,139,477   

Verizon Communications, Inc.

     62,739,603  
     

 

 

 
        168,561,733  
     

 

 

 
  

Transportation - 2.9%

 

807,043   

Canadian National Railway Co.

     67,348,274  
927,141   

CSX Corp.

     60,913,164  
182,257   

Expeditors International of Washington, Inc.

     12,630,410  
377,653   

Union Pacific Corp.

     60,073,263  
     

 

 

 
        200,965,111  
     

 

 

 
  

Utilities - 2.0%

 

373,109   

Dominion Energy, Inc.

     26,207,176  
483,758   

NRG Energy, Inc.

     19,790,540  
192,190   

PG&E Corp.*

     2,498,470  
297,952   

Sempra Energy

     34,854,425  


 

The Hartford Capital Appreciation Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

1,074,471   

Southern Co.

   $ 52,219,290  
     

 

 

 
        135,569,901  
     

 

 

 
  

Total Common Stocks
(cost $6,278,483,862)

   $   6,545,209,105  
     

 

 

 

Preferred Stocks - 2.7%

 

  

Commercial & Professional Services - 0.0%

 

33,739   

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

     898,807  
     

 

 

 
  

Consumer Services - 0.0%

 

10,074   

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

     1,103,909  
     

 

 

 
  

Diversified Financials - 0.1%

 

348,919   

Social Finance, Inc. Series F(1)(2)(3)

     5,673,423  
     

 

 

 
  

Real Estate - 1.4%

 

762,484   

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

     51,848,912  
599,094   

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

     40,738,392  
     

 

 

 
        92,587,304  
     

 

 

 
  

Retailing - 0.2%

 

448,670   

Coupang LLC (1)(2)(3)

     2,557,778  
278,194   

Honest Co., Inc. (1)(2)(3)

     10,220,848  
23,702   

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

     322,584  
     

 

 

 
        13,101,210  
     

 

 

 
  

Software & Services - 1.0%

 

566,622   

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

     1,269,233  
77,707   

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

     574,255  
95,031   

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

     950,310  
2,286,050   

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

     11,133,063  
47,064   

Sharecare, Inc. Series B2(1)(2)(3)

     10,516,921  
1,025,459   

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

     44,556,194  
     

 

 

 
        68,999,976  
     

 

 

 
  

Total Preferred Stocks
(cost $91,152,544)

   $ 182,364,629  
     

 

 

 

Convertible Preferred Stocks - 0.0%

 

  

Retailing - 0.0%

 

28,025   

Honest Co., Inc. Series C(1)(2)(3)

     869,896  
     

 

 

 
  

Total Convertible Preferred Stocks
(cost $758,281)

   $ 869,896  
     

 

 

 

Escrows - 0.0%(6)

 

  

Capital Goods - 0.0%

 

372,334   

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

     3,723  
     

 

 

 
  

Consumer Durables & Apparel - 0.0%

 

83,332   

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

     15,000  
     

 

 

 
  

Software & Services - 0.0%

 

143,626   

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

     7,469  
143,626   

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

      
58,205   

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

     31,663  
     

 

 

 
        39,132  
     

 

 

 
  

Total Escrows
(cost $—)

   $ 57,855  
     

 

 

 

Warrants - 0.0%

 

  

Diversified Financials - 0.0%

 

1,365,300   

J2 Acquisition Ltd. Expires 9/7/27*

     389,110  
     

 

 

 
  

Total Warrants
(cost $13,653)

   $ 389,110  
     

 

 

 

Closed End Funds - 0.5%

 

  

Other Investment Pools & Funds - 0.5%

 

518,200   

Altaba, Inc.*

     35,501,882  
     

 

 

 
  

Total Closed Funds
(cost $35,102,297)

   $ 35,501,882  
     

 

 

 


 

The Hartford Capital Appreciation Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Total Long-Term Investments
(cost $6,405,510,637)

         $   6,764,392,477   
           

 

 

 

Short-Term Investments - 3.0%

 

  

Other Investment Pools & Funds - 2.7%

 

180,167,342   

Fidelity Institutional Government Fund, Institutional Class, 2.31%(7)

 

   $ 180,167,342   
           

 

 

 
  

Securities Lending Collateral - 0.3%

 

1,101,309   

Citibank NA DDCA, 2.39%, 2/1/2019(7)

 

     1,101,309   
12,233,620   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.31%(7)

 

     12,233,620   
4,872,312   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.29%(7)

 

     4,872,312   
668,388   

Invesco Government & Agency Portfolio, Institutional Class, 2.28%(7)

 

     668,388   
2,854,557   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(7)

 

     2,854,557   
295,991   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.25%(7)

 

     295,991   
           

 

 

 
              22,026,177   
           

 

 

 
  

Total Short-Term Investments
(cost $202,193,519)

 

   $ 202,193,519   
           

 

 

 
  

Total Investments
(cost $6,607,704,156)

        101.8%      $ 6,966,585,996   
  

Other Assets and Liabilities

        (1.8)%        (123,721,253)  
        

 

 

    

 

 

 
  

Total Net Assets

        100.0%      $ 6,842,864,743   
        

 

 

    

 

 

 

 

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. 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 January 31, 2019, the aggregate fair value of these securities was $237,291,996, which represented 3.5% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

(3)

Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $237,291,996 or 3.5% of net assets.

 

        Period Acquired    Security Name    Shares/Par Value            Base Total Cost      Base Market Value  

06/2015

   Airbnb, Inc. Series E Preferred      10,074         $          937,833      $       1,103,909  

03/2015

   Birst, Inc. Earnout      143,626                   

03/2015

   Birst, Inc.      143,626                  7,469  

11/2014

   Coupang LLC Preferred      448,670           1,396,764        2,557,778  

12/2014

   DraftKings, Inc.      5,654,566           20,596,932        14,416,655  

05/2014

   Essence Group Holdings Corp. Series 3 Preferred      566,622           895,999        1,269,233  

06/2015

   Harry’s Manufacturing, Inc.      806,800           10,846,942        10,682,032  

08/2015

   Honest Co., Inc. Preferred      278,194           12,728,766        10,220,848  


 

The Hartford Capital Appreciation Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

08/2014

   Honest Co., Inc. Series C Convertible Preferred      28,025           758,281      $ 869,896  

04/2015

   JAND, Inc. Class A      10,615           121,916        140,012  

04/2015

   JAND, Inc. Series D Preferred      23,702           272,225        322,584  

08/2015

   Klarna Holding AB      4,595           503,982        572,829  

08/2012

   Lithium Technology Corp.      372,334                  3,723  

07/2014

   Lookout, Inc. Series F Preferred      77,707           887,655        574,255  

04/2015

   MarkLogic Corp. Series F Preferred      95,031           1,103,709        950,310  

12/2014

   Moderna, Inc.      438,912           5,900,771        6,779,971  

01/2014

   One Kings Lane, Inc.      83,332                  15,000  

03/2015

   Pinterest, Inc. Series G Preferred      2,286,050           16,411,763        11,133,063  

09/2015

   Rubicon Global Holdings LLC Series C Preferred      33,739           673,447        898,807  

03/2015

   Sharecare, Inc. Series B2 Preferred      47,064           11,759,882        10,516,921  

09/2015

   Social Finance, Inc. Series F Preferred      348,919           5,504,651        5,673,423  

11/2013

   Tory Burch LLC      316,327           24,792,581        17,616,233  

06/2014

   Uber Technologies, Inc. Series D Preferred      1,025,459           15,907,997        44,556,194  

04/2017

   Veracode, Inc.      58,205                  31,663  

12/2014

   WeWork Companies, Inc. Class A      55,763           928,519        3,791,884  

12/2014

   WeWork Companies, Inc. Class D-1 Preferred      762,484           12,696,243        51,848,912  

12/2014

   WeWork Companies, Inc. Class D-2 Preferred      599,094           9,975,610        40,738,392  
           

 

 

    

 

 

 
            $   155,602,468      $   237,291,996  
           

 

 

    

 

 

 
(4)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $28,771,740, representing 0.4% of net assets.

(5)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(6)

Share amount represents shares of the issuer previously held that resulted in receipt of the escrow.

(7)

Current yield as of period end.

Futures Contracts Outstanding at January 31, 2019

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

Long position contracts:

 

S&P 500 (E-Mini) Future

     564        03/15/2019      $ 76,266,900      $ 6,122,466  
           

 

 

 
           
           

 

 

 

Total futures contracts

 

   $ 6,122,466  
           

 

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Index Abbreviations:

S&P   

Standard & Poors

Other Abbreviations:

ADR   

American Depositary Receipt

DDCA   

Dollars on Deposit in Custody Account

REIT   

Real Estate Investment Trust


 

The Hartford Capital Appreciation Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

           

Common Stocks

           

Automobiles & Components

   $ 73,588,096      $ 36,154,479      $ 37,433,617      $  

Banks

     192,568,497        164,676,452        27,892,045         

Capital Goods

     324,139,462        287,055,807        26,401,623        10,682,032  

Commercial & Professional Services

     193,498,158        181,047,128        11,878,201        572,829  

Consumer Durables & Apparel

     250,727,183        244,745,668        5,981,515         

Consumer Services

     319,278,246        304,861,591               14,416,655  

Diversified Financials

     294,416,684        282,427,107        11,989,577         

Energy

     100,600,266        80,821,847        19,778,419         

Food & Staples Retailing

     133,920,356        133,920,356                

Food, Beverage & Tobacco

     298,242,401        221,843,239        76,399,162         

Health Care Equipment & Services

     636,383,228        623,460,912        12,922,316         

Household & Personal Products

     60,461,700        60,461,700                

Insurance

     303,093,815        277,936,943        25,156,872         

Materials

     229,886,798        221,187,561        8,699,237         

Media & Entertainment

     312,124,745        296,239,405        15,885,340         

Pharmaceuticals, Biotechnology & Life Sciences

     495,473,073        488,693,102               6,779,971  

Real Estate

     321,933,843        301,638,467        16,503,492        3,791,884  

Retailing

     399,301,362        353,479,942        28,065,175        17,756,245  

Semiconductors & Semiconductor Equipment

     204,310,306        188,427,108        15,883,198         

Software & Services

     777,132,197        777,132,197                

Technology Hardware & Equipment

     119,031,944        119,031,944                

Telecommunication Services

     168,561,733        168,561,733                

Transportation

     200,965,111        200,965,111                

Utilities

     135,569,901        135,569,901                

Preferred Stocks

     182,364,629                      182,364,629  

Convertible Preferred Stocks

     869,896                      869,896  

Escrows

     57,855                      57,855  

Warrants

     389,110        389,110                

Closed End Funds

     35,501,882        35,501,882                

Short-Term Investments

     202,193,519        202,193,519                

Futures Contracts(2)

     6,122,466        6,122,466                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $   6,972,708,462      $   6,394,546,677      $   340,869,789      $   237,291,996  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the period ended January 31, 2019, investments valued at $5,342,898 were transferred out of Level 3 due to the expiration of trading restrictions and there were no transfers in to Level 3.

 

(2) 

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


 

The Hartford Capital Appreciation Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

 

 

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the period ended January 31, 2019:

 

       Common Stocks     Preferred Stocks     Convertible
Preferred
Stocks
     Escrows     Total  
  

 

 

 

Beginning balance

       $ 50,975,578     $ 185,270,623     $ 857,565      $ 85,346     $ 237,189,112  

Purchases

     5,900,771       -       -        -       5,900,771  

Sales

     -       (5,900,771     -        (30,545     (5,931,316

Accrued discounts/(premiums)

     -       -       -        -       -  

Total realized gain/(loss)

            30,545       30,545  

Net change in unrealized appreciation/depreciation

     2,466,165       2,994,777       12,331        (27,491     5,445,782  

Transfers into Level 3

     -       -       -        -       -  

Transfers out of Level 3

     (5,342,898     -       -        -       (5,342,898
  

 

 

 

Ending balance

       $   53,999,616     $   182,364,629     $   869,896      $   57,855     $   237,291,996  
  

 

 

 

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at January 31, 2019 was $9,198,212.


 

The Hartford Checks and Balances Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

 

 

Shares or Principal Amount

           

Market Value

 

Affiliated Investment Companies - 99.7%

 

  

Domestic Equity Funds - 67.3%

 

15,498,722   

The Hartford Capital Appreciation Fund, Class F

 

   $ 510,837,881   
21,985,129   

The Hartford Dividend and Growth Fund, Class F

 

     503,459,443   
           

 

 

 
  

Total Domestic Equity Funds
(cost $1,116,007,947)

 

   $ 1,014,297,324   
           

 

 

 
  

Taxable Fixed Income Funds - 32.4%

 

12,428,801   

Hartford Total Return Bond ETF

 

     487,954,727   
           

 

 

 
  

Total Taxable Fixed Income Funds
(cost $479,339,685)

 

   $ 487,954,727   
           

 

 

 
  

Total Affiliated Investment Companies
(cost $1,595,347,632)

 

   $ 1,502,252,051   
           

 

 

 
  

Total Long-Term Investments
(cost $1,595,347,632)

         $ 1,502,252,051   
           

 

 

 

Short-Term Investments - 0.3%

 

  

Other Investment Pools & Funds - 0.3%

 

4,092,706   

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.29%(1)

 

     4,092,706  
           

 

 

 
  

Total Short-Term Investments
(cost $4,092,706)

 

   $ 4,092,706   
           

 

 

 
  

Total Investments
(cost $1,599,440,338)

        100.0%      $ 1,506,344,757   
  

Other Assets and Liabilities

        0.0%        (295,686)  
        

 

 

    

 

 

 
  

Total Net Assets

        100.0%      $   1,506,049,071   
        

 

 

    

 

 

 

 

Note:

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

For Fund compliance purposes, the Fund may not use the same classification system. 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:

ETF   

Exchange-Traded Fund


 

The Hartford Checks and Balances Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

           

Affiliated Investment Companies

   $ 1,502,252,051      $ 1,502,252,051      $      $  

Short-Term Investments

     4,092,706        4,092,706                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $   1,506,344,757      $   1,506,344,757      $                     —      $                     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the period ended January 31, 2019, there were no transfers in and out of Level 3.


 

The Hartford Conservative Allocation Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Shares or Principal Amount

           

Market Value

 

Affiliated Investment Companies - 99.7%

 

  

Domestic Equity Funds - 27.7%

 

338,542   

Hartford Core Equity Fund, Class F

 

   $ 9,804,166   
115,797   

Hartford Multifactor US Equity ETF

 

     3,524,861   
251,377   

Hartford Quality Value Fund, Class F

 

     4,572,547   
209,400   

Hartford Small Cap Value Fund, Class F

 

     2,093,995   
409,903   

The Hartford Equity Income Fund, Class F

 

     7,353,661   
91,817   

The Hartford Growth Opportunities Fund, Class F

 

     3,528,543   
110,103   

The Hartford MidCap Fund, Class F

 

     3,087,297   
           

 

 

 
  

Total Domestic Equity Funds
(cost $34,561,047)

 

   $ 33,965,070   
           

 

 

 
  

International/Global Equity Funds - 8.8%

 

125,648   

Hartford Emerging Markets Equity Fund, Class F

 

     1,114,501   
127,924   

Hartford Multifactor Developed Markets (ex-US) ETF

 

     3,516,631   
426,934   

Hartford Schroders International Multi-Cap Value Fund, Class F

 

     3,821,062   
169,817   

The Hartford International Opportunities Fund, Class F

 

     2,426,690   
           

 

 

 
  

Total International/Global Equity Funds
(cost $11,318,066)

 

   $ 10,878,884   
           

 

 

 
  

Multi-Strategy Funds - 2.0%

 

285,761   

The Hartford Global Real Asset Fund, Class F

 

     2,511,835   
           

 

 

 
  

Total Multi-Strategy Funds
(cost $2,547,866)

 

   $ 2,511,835   
           

 

 

 
  

Taxable Fixed Income Funds - 61.2%

 

568,102   

Hartford Schroders Emerging Markets Multi-Sector Bond Fund, Class F

 

     5,175,408   
253,458   

Hartford Short Duration ETF

 

     10,161,131   
387,143   

Hartford Total Return Bond ETF

 

     15,199,234   
493,823   

The Hartford Inflation Plus Fund, Class F

 

     5,076,497   
1,791,610   

The Hartford Quality Bond Fund, Class F

 

     17,414,452   
1,008,126   

The Hartford Strategic Income Fund, Class F

 

     8,417,855   
1,292,674   

The Hartford World Bond Fund, Class F

 

     13,663,568   
           

 

 

 
  

Total Taxable Fixed Income Funds
(cost $76,158,973)

 

   $ 75,108,145   
           

 

 

 
  

Total Affiliated Investment Companies
(cost $124,585,952)

 

   $ 122,463,934   
           

 

 

 
  

Total Long-Term Investments
(cost $124,585,952)

         $ 122,463,934   
           

 

 

 

Short-Term Investments - 0.3%

 

  

Other Investment Pools & Funds - 0.3%

 

312,360   

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.29%(1)

 

     312,360   
           

 

 

 
  

Total Short-Term Investments
(cost $312,360)

 

   $ 312,360   
           

 

 

 
  

Total Investments
(cost $124,898,312)

        100.0%      $ 122,776,294   
  

Other Assets and Liabilities

        0.0%        (9,613)  
        

 

 

    

 

 

 
  

Total Net Assets

        100.0%      $   122,766,681   
        

 

 

    

 

 

 

 

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. 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.


 

The Hartford Conservative Allocation Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

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

Exchange-Traded Fund

  


 

The Hartford Conservative Allocation Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

           

Affiliated Investment Companies

   $ 122,463,934      $ 122,463,934      $      $  

Short-Term Investments

     312,360        312,360                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       122,776,294      $       122,776,294      $                     —      $                     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

 For the period ended January 31, 2019, there were no transfers in and out of Level 3.


 

Hartford Core Equity Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 95.2%

 

  

Banks - 7.9%

 

3,558,688   

Bank of America Corp.

   $      101,315,847  
1,158,134   

Fifth Third Bancorp

     31,061,154  
969,793   

JP Morgan Chase & Co.

     100,373,575  
597,765   

PNC Financial Services Group, Inc.

     73,327,833  
        306,078,409  
     

 

 

 
  

Capital Goods - 7.1%

 

545,765   

AMETEK, Inc.

     39,786,268  
220,046   

Boeing Co.

     84,854,139  
826,352   

Fortune Brands Home & Security, Inc.

     37,433,746  
209,898   

General Dynamics Corp.

     35,928,241  
297,550   

Illinois Tool Works, Inc.

     40,856,590  
221,822   

Snap-on, Inc.

     36,820,234  
        275,679,218  
     

 

 

 
  

Commercial & Professional Services - 2.4%

 

206,366   

Equifax, Inc.

     22,085,289  
557,896   

IHS Markit Ltd.*

     28,965,960  
553,070   

Republic Services, Inc.

     42,426,000  
        93,477,249  
     

 

 

 
  

Consumer Durables & Apparel - 3.1%

 

832,949   

NIKE, Inc. Class B

     68,201,864  
599,110   

VF Corp.

     50,427,089  
        118,628,953  
     

 

 

 
  

Consumer Services - 3.3%

 

1,073,607   

Aramark

     35,375,351  
416,892   

Hilton Worldwide Holdings, Inc.

     31,050,116  
342,329   

McDonald’s Corp.

     61,201,578  
        127,627,045  
     

 

 

 
  

Diversified Financials - 2.0%

 

381,579   

American Express Co.

     39,188,163  
478,771   

Capital One Financial Corp.

     38,584,155  
        77,772,318  
     

 

 

 
  

Energy - 2.1%

 

644,194   

Continental Resources, Inc.*

     29,742,437  
523,880   

EOG Resources, Inc.

     51,968,896  
        81,711,333  
     

 

 

 
  

Food & Staples Retailing - 3.1%

 

243,065   

Costco Wholesale Corp.

     52,169,041  
718,277   

Walmart, Inc.

     68,832,485  
        121,001,526  
     

 

 

 
  

Food, Beverage & Tobacco - 1.6%

 

148,894   

Constellation Brands, Inc. Class A

     25,856,932  
595,784   

Monster Beverage Corp.*

     34,102,676  
        59,959,608  
     

 

 

 
  

Health Care Equipment & Services - 11.6%

 

716,698   

Abbott Laboratories

     52,304,620  
222,849   

Anthem, Inc.

     67,523,247  
903,658   

Baxter International, Inc.

     65,506,168  
343,643   

Danaher Corp.

     38,116,882  
788,212   

Hologic, Inc.*

     34,996,613  
270,671   

Laboratory Corp. of America Holdings*

     37,718,004  
636,715   

Medtronic plc

     56,279,239  
357,431   

UnitedHealth Group, Inc.

     96,577,856  
        449,022,629  
     

 

 

 
  

Household & Personal Products - 4.2%

 

921,056   

Colgate-Palmolive Co.

     59,573,902  
186,222   

Estee Lauder Cos., Inc. Class A

     25,404,405  


 

Hartford Core Equity Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

806,302   

Procter & Gamble Co.

   $        77,783,954  
        162,762,261  
     

 

 

 
  

Insurance - 3.5%

 

533,256   

Allstate Corp.

     46,857,204  
564,031   

Athene Holding Ltd. Class A*

     24,196,930  
488,555   

Chubb Ltd.

     65,002,243  
        136,056,377  
     

 

 

 
  

Materials - 2.1%

 

555,291   

DowDuPont, Inc.

     29,880,209  
329,537   

Ecolab, Inc.

     52,122,867  
        82,003,076  
     

 

 

 
  

Media & Entertainment - 4.5%

 

94,616   

Alphabet, Inc. Class A*

     106,527,208  
23,134   

Alphabet, Inc. Class C*

     25,826,104  
240,178   

Facebook, Inc. Class A*

     40,035,271  
        172,388,583  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 6.5%

 

208,071   

Allergan plc

     29,958,062  
661,193   

Bristol-Myers Squibb Co.

     32,643,098  
609,158   

Eli Lilly & Co.

     73,013,678  
801,520   

Merck & Co., Inc.

     59,657,134  
224,806   

Thermo Fisher Scientific, Inc.

     55,228,090  
        250,500,062  
     

 

 

 
  

Real Estate - 1.1%

 

242,969   

American Tower Corp. REIT

     41,994,762  
     

 

 

 
  

Retailing - 3.8%

 

22,479   

Amazon.com, Inc.*

     38,635,332  
25,715   

Booking Holdings, Inc.*

     47,130,709  
1,184,125   

TJX Cos., Inc.

     58,886,536  
        144,652,577  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 1.9%

 

693,121   

Micron Technology, Inc.*

     26,491,085  
1,100,276   

ON Semiconductor Corp.*

     22,049,531  
715,396   

Teradyne, Inc.

     25,747,102  
        74,287,718  
     

 

 

 
  

Software & Services - 11.2%

 

757,540   

GoDaddy, Inc. Class A*

     51,989,970  
689,237   

Leidos Holdings, Inc.

     39,975,746  
347,485   

Mastercard, Inc. Class A

     73,364,508  
995,694   

Microsoft Corp.

     103,980,325  
324,099   

salesforce.com, Inc.*

     49,253,325  
745,553   

SS&C Technologies Holdings, Inc.

     38,388,524  
382,131   

Total System Services, Inc.

     34,242,759  
221,114   

Workday, Inc. Class A*

     40,138,824  
        431,333,981  
     

 

 

 
  

Technology Hardware & Equipment - 4.5%

 

410,811   

Apple, Inc.

     68,375,383  
329,429   

CDW Corp.

     27,431,553  
410,641   

Motorola Solutions, Inc.

     48,008,039  
480,002   

NetApp, Inc.

     30,609,728  
        174,424,703  
     

 

 

 
  

Telecommunication Services - 1.9%

 

1,317,693   

Verizon Communications, Inc.

     72,552,177  
     

 

 

 
  

Transportation - 1.0%

 

221,708   

Norfolk Southern Corp.

     37,189,300  
     

 

 

 
  

Utilities - 4.8%

 

814,581   

American Electric Power Co., Inc.

     64,449,649  
411,537   

NextEra Energy, Inc.

     73,656,892  


 

Hartford Core Equity Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

533,700   

Pinnacle West Capital Corp.

 

  $ 47,029,644  
             185,136,185  
          

 

 

 
  

Total Common Stocks
(cost $3,046,483,561)

 

  $ 3,676,240,050  
          

 

 

 
  

Total Long-Term Investments
(cost $3,046,483,561)

        $ 3,676,240,050  
          

 

 

 

Short-Term Investments - 4.6%

 

  

Other Investment Pools & Funds - 4.6%

 

178,631,900   

Fidelity Institutional Government Fund, Institutional Class, 2.31%(1)

 

    178,631,900  
          

 

 

 
  

Total Short-Term Investments
(cost $178,631,900)

 

  $ 178,631,900  
  

Total Investments
(cost $3,225,115,461)

        99.8   $ 3,854,871,950  
  

Other Assets and Liabilities

        0.2     8,758,446  
        

 

 

   

 

 

 
  

Total Net Assets

        100.0   $   3,863,630,396  
        

 

 

   

 

 

 

 

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. These classifications are used for financial reporting purposes.

 

*

Non-income producing.

(1)

Current yield as of period end.

 

Futures Contracts Outstanding at January 31, 2019  
Description    Number
of
Contracts
         Expiration Date          Current
Notional
Amount
     Value and
Unrealized
Appreciation/
    (Depreciation)    
 

Long position contracts:

 

S&P 500 (E-Mini) Future

     665        03/15/2019      $         89,924,625      $ 4,713,220  
           

 

 

 
           
           

 

 

 

Total futures contracts

 

   $         4,713,220  
           

 

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Index Abbreviations:

S&P   

Standard & Poors

Other Abbreviations:

REIT   

Real Estate Investment Trust


 

Hartford Core Equity Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Banks

   $ 306,078,409      $ 306,078,409      $      $  

Capital Goods

     275,679,218        275,679,218                

Commercial & Professional Services

     93,477,249        93,477,249                

Consumer Durables & Apparel

     118,628,953        118,628,953                

Consumer Services

     127,627,045        127,627,045                

Diversified Financials

     77,772,318        77,772,318                

Energy

     81,711,333        81,711,333                

Food & Staples Retailing

     121,001,526        121,001,526                

Food, Beverage & Tobacco

     59,959,608        59,959,608                

Health Care Equipment & Services

     449,022,629        449,022,629                

Household & Personal Products

     162,762,261        162,762,261                

Insurance

     136,056,377        136,056,377                

Materials

     82,003,076        82,003,076                

Media & Entertainment

     172,388,583        172,388,583                

Pharmaceuticals, Biotechnology & Life Sciences

     250,500,062        250,500,062                

Real Estate

     41,994,762        41,994,762                

Retailing

     144,652,577        144,652,577                

Semiconductors & Semiconductor Equipment

     74,287,718        74,287,718                

Software & Services

     431,333,981        431,333,981                

Technology Hardware & Equipment

     174,424,703        174,424,703                

Telecommunication Services

     72,552,177        72,552,177                

Transportation

     37,189,300        37,189,300                

Utilities

     185,136,185        185,136,185                

Short-Term Investments

     178,631,900        178,631,900                

Futures Contracts(2)

     4,713,220        4,713,220                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $   3,859,585,170      $   3,859,585,170      $                     —      $                     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the period ended January 31, 2019, 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 Hartford Dividend and Growth Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 96.6%

 

  

Automobiles & Components - 0.3%

 

299,175   

Autoliv, Inc.

   $        23,889,124  
     

 

 

 
  

Banks - 10.2%

 

10,244,276   

Bank of America Corp.

     291,654,538  
1,020,417   

Bank of Nova Scotia

     58,102,544  
1,362,965   

Citigroup, Inc.

     87,856,724  
2,621,643   

JP Morgan Chase & Co.

     271,340,050  
979,000   

PNC Financial Services Group, Inc.

     120,093,930  
     

 

 

 
        829,047,786  
     

 

 

 
  

Capital Goods - 6.0%

 

614,628   

Deere & Co.

     100,798,992  
605,592   

Eaton Corp. plc

     46,176,390  
587,027   

General Dynamics Corp.

     100,481,411  
2,227,533   

Johnson Controls International plc

     75,223,789  
225,643   

Lockheed Martin Corp.

     65,366,521  
874,397   

United Technologies Corp.

     103,240,054  
     

 

 

 
        491,287,157  
     

 

 

 
  

Consumer Services - 1.0%

 

1,134,124   

Hilton Worldwide Holdings, Inc.

     84,469,555  
     

 

 

 
  

Diversified Financials - 3.0%

 

176,807   

BlackRock, Inc.

     73,389,050  
1,202,061   

Intercontinental Exchange, Inc.

     92,270,202  
906,856   

Northern Trust Corp.

     80,220,482  
     

 

 

 
        245,879,734  
     

 

 

 
  

Energy - 9.0%

 

854,003   

BP plc ADR

     35,116,603  
1,784,676   

Chevron Corp.

     204,613,103  
1,097,510   

ConocoPhillips

     74,290,452  
4,382,577   

Encana Corp.(1)

     30,152,130  
1,701,044   

Exxon Mobil Corp.

     124,652,504  
2,076,896   

Halliburton Co.

     65,131,459  
1,927,833   

Hess Corp.

     104,102,982  
2,875,893   

Suncor Energy, Inc.

     92,948,862  
     

 

 

 
        731,008,095  
     

 

 

 
  

Food & Staples Retailing - 1.5%

 

1,149,880   

Sysco Corp.

     73,419,838  
532,778   

Walmart, Inc.

     51,056,116  
     

 

 

 
        124,475,954  
     

 

 

 
  

Food, Beverage & Tobacco - 2.8%

 

1,623,659   

Coca-Cola Co.

     78,146,708  
990,109   

PepsiCo., Inc.

     111,555,581  
547,960   

Philip Morris International, Inc.

     42,039,491  
     

 

 

 
        231,741,780  
     

 

 

 
  

Health Care Equipment & Services - 5.3%

 

814,047   

Abbott Laboratories

     59,409,150  
1,315,698   

CVS Health Corp.

     86,244,004  
1,420,319   

Medtronic plc

     125,541,996  
425,026   

UnitedHealth Group, Inc.

     114,842,025  
350,348   

Universal Health Services, Inc. Class B

     46,431,621  
     

 

 

 
        432,468,796  
     

 

 

 
  

Household & Personal Products - 0.6%

 

978,260   

Unilever N.V. ADR

     52,346,693  
     

 

 

 
  

Insurance - 7.3%

 

1,658,954   

American International Group, Inc.

     71,716,582  
113,963   

Brighthouse Financial, Inc.*

     4,255,378  
1,286,127   

Chubb Ltd.

     171,119,197  
778,295   

Marsh & McLennan Cos., Inc.

     68,637,836  
968,128   

MetLife, Inc.

     44,214,406  


 

The Hartford Dividend and Growth Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

1,507,194   

Principal Financial Group, Inc.

   $        75,465,204  
1,758,493   

Prudential Financial, Inc.

     162,027,545  
     

 

 

 
        597,436,148  
     

 

 

 
  

Materials - 4.3%

 

541,639   

Ball Corp.

     28,316,887  
1,655,156   

DowDuPont, Inc.

     89,063,944  
726,936   

FMC Corp.

     58,009,493  
1,937,688   

International Paper Co.

     91,904,542  
825,956   

PPG Industries, Inc.

     87,088,800  
     

 

 

 
        354,383,666  
     

 

 

 
  

Media & Entertainment - 5.0%

 

197,325   

Alphabet, Inc. Class A*

     222,166,244  
5,087,900   

Comcast Corp. Class A

     186,064,503  
     

 

 

 
        408,230,747  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 9.4%

 

1,023,076   

Agilent Technologies, Inc.

     77,804,930  
3,152,556   

AstraZeneca plc ADR

     115,320,499  
2,616,144   

Bristol-Myers Squibb Co.

     129,159,029  
636,669   

Eli Lilly & Co.

     76,311,146  
1,685,280   

Merck & Co., Inc.

     125,435,391  
1,017,287   

Novartis AG ADR

     89,032,958  
3,510,449   

Pfizer, Inc.

     149,018,560  
     

 

 

 
        762,082,513  
     

 

 

 
  

Real Estate - 2.7%

 

526,771   

American Tower Corp. REIT

     91,047,100  
90,885   

Essex Property Trust, Inc. REIT

     24,648,012  
554,471   

Simon Property Group, Inc. REIT

     100,980,258  
     

 

 

 
        216,675,370  
     

 

 

 
  

Retailing - 3.6%

 

160,840   

Alibaba Group Holding Ltd. ADR*

     27,099,932  
428,897   

Expedia Group, Inc.

     51,145,967  
413,097   

Home Depot, Inc.

     75,815,692  
693,138   

Lowe’s Cos., Inc.

     66,652,150  
1,432,257   

TJX Cos., Inc.

     71,226,141  
     

 

 

 
        291,939,882  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 2.6%

 

2,581,411   

Intel Corp.

     121,636,086  
570,943   

KLA-Tencor Corp.

     60,845,395  
270,617   

QUALCOMM, Inc.

     13,400,954  
158,242   

Texas Instruments, Inc.

     15,931,805  
     

 

 

 
        211,814,240  
     

 

 

 
  

Software & Services - 5.9%

 

322,419   

Accenture plc Class A

     49,507,437  
952,675   

DXC Technology Co.

     61,085,521  
330,130   

International Business Machines Corp.

     44,376,075  
3,089,263   

Microsoft Corp.

     322,611,735  
     

 

 

 
        477,580,768  
     

 

 

 
  

Technology Hardware & Equipment - 4.6%

 

582,790   

Apple, Inc.

     96,999,568  
2,280,580   

Cisco Systems, Inc.

     107,848,628  
4,031,208   

HP, Inc.

     88,807,512  
686,782   

Motorola Solutions, Inc.

     80,291,684  
     

 

 

 
        373,947,392  
     

 

 

 
  

Telecommunication Services - 3.9%

 

1,821,017   

AT&T, Inc.

     54,739,771  
4,750,138   

Verizon Communications, Inc.

     261,542,598  
     

 

 

 
        316,282,369  
     

 

 

 
  

Transportation - 2.9%

 

1,010,568   

Delta Air Lines, Inc.

     49,952,376  
567,743   

Union Pacific Corp.

     90,310,879  


 

The Hartford Dividend and Growth Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

877,713   

United Parcel Service, Inc. Class B

 

   $ 92,510,950   
           

 

 

 
              232,774,205   
           

 

 

 
  

Utilities - 4.7%

 

1,594,443   

Dominion Energy, Inc.

 

     111,993,676   
1,167,250   

Edison International

 

     66,498,232   
1,876,758   

Exelon Corp.

 

     89,633,962   
632,593   

NextEra Energy, Inc.

 

     113,221,496   
           

 

 

 
              381,347,366   
           

 

 

 
  

Total Common Stocks
(cost $6,132,407,332)

 

   $ 7,871,109,340   
           

 

 

 
  

Total Long-Term Investments
(cost $6,132,407,332)

         $ 7,871,109,340   
           

 

 

 

Short-Term Investments - 3.7%

 

  

Other Investment Pools & Funds - 3.5%

 

287,782,946   

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.29%(2)

 

     287,782,946   
           

 

 

 
  

Securities Lending Collateral - 0.2%

 

638,349   

Citibank NA DDCA, 2.39%, 02/01/2019(2)

 

     638,349   
7,090,942   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.31%(2)

 

     7,090,942   
2,824,126   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.29%(2)

 

     2,824,126   
387,416   

Invesco Government & Agency Portfolio, Institutional Class, 2.28%(2)

 

     387,416   
1,654,579   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(2)

 

     1,654,579   
171,564   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.25%(2)

 

     171,564   
           

 

 

 
              12,766,976   
           

 

 

 
  

Total Short-Term Investments
(cost $300,549,922)

 

   $ 300,549,922   
           

 

 

 
  

Total Investments
(cost $6,432,957,254)

        100.3%      $ 8,171,659,262   
  

Other Assets and Liabilities

        (0.3)%        (26,370,443)  
        

 

 

    

 

 

 
  

Total Net Assets

        100.0%      $ 8,145,288,819   
        

 

 

    

 

 

 

 

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. These classifications are used for financial reporting purposes.

 

*

Non-income producing.

(1)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments 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 Dividend and Growth Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 23,889,124      $ 23,889,124      $      $  

Banks

     829,047,786        829,047,786                

Capital Goods

     491,287,157        491,287,157                

Consumer Services

     84,469,555        84,469,555                

Diversified Financials

     245,879,734        245,879,734                

Energy

     731,008,095        731,008,095                

Food & Staples Retailing

     124,475,954        124,475,954                

Food, Beverage & Tobacco

     231,741,780        231,741,780                

Health Care Equipment & Services

     432,468,796        432,468,796                

Household & Personal Products

     52,346,693        52,346,693                

Insurance

     597,436,148        597,436,148                

Materials

     354,383,666        354,383,666                

Media & Entertainment

     408,230,747        408,230,747                

Pharmaceuticals, Biotechnology & Life Sciences

     762,082,513        762,082,513                

Real Estate

     216,675,370        216,675,370                

Retailing

     291,939,882        291,939,882                

Semiconductors & Semiconductor Equipment

     211,814,240        211,814,240                

Software & Services

     477,580,768        477,580,768                

Technology Hardware & Equipment

     373,947,392        373,947,392                

Telecommunication Services

     316,282,369        316,282,369                

Transportation

     232,774,205        232,774,205                

Utilities

     381,347,366        381,347,366                

Short-Term Investments

     300,549,922        300,549,922                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $   8,171,659,262      $   8,171,659,262      $                     —      $                     —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the period ended January 31, 2019, there were no transfers in and out of Level 3.


 

Hartford Emerging Markets Equity Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 94.0%

 

  

Brazil - 6.0%

 

107,543   

B3 S.A. - Brasil Bolsa Balcao

   $             927,939  
172,811   

Banco do Brasil S.A.*

     2,457,222  
44,790   

Cia de Saneamento Basico do Estado de Sao Paulo*

     532,612  
5,086   

Cia de Saneamento de Minas Gerais-COPASA*

     83,126  
70,800   

Cia Energetica de Minas Gerais*

     268,858  
9,544   

Cia Hering

     81,644  
9,808   

Cosan Ltd. Class A

     108,182  
53,259   

IRB Brasil Resseguros S.A.

     1,245,027  
67,930   

JBS S.A.

     281,055  
81,836   

Petrobras Distribuidora S.A.

     597,974  
19,351   

Porto Seguro S.A.

     297,544  
19,205   

SLC Agricola S.A.

     233,270  
32,168   

Sul America S.A. UNIT

     283,119  
153,435   

Vale S.A.

     1,914,151  
     

 

 

 
        9,311,723  
     

 

 

 
  

Cayman Islands - 0.5%

 

84,555   

Chlitina Holding Ltd.

     811,168  
     

 

 

 
  

Chile - 0.6%

 

19,787   

Empresas CMPC S.A.

     71,508  
73,832   

Enel Americas S.A. ADR

     763,423  
9,312   

Latam Airlines Group S.A.

     111,059  
     

 

 

 
        945,990  
     

 

 

 
  

China - 25.5%

 

4,770,363   

Agricultural Bank of China Ltd. Class H

     2,258,539  
23,204   

Alibaba Group Holding Ltd. ADR*

     3,909,642  
541,335   

Angang Steel Co., Ltd. Class H

     407,217  
247,454   

Anhui Conch Cement Co., Ltd. Class H

     1,349,449  
130,996   

ANTA Sports Products Ltd.

     677,637  
13,724   

Autohome, Inc. ADR*

     993,343  
138,708   

BAIC Motor Corp. Ltd. Class H(1)

     90,517  
6,766,540   

Bank of China Ltd. Class H

     3,146,046  
2,672,224   

Bank of Communications Co., Ltd. Class H

     2,271,541  
142,261   

BYD Electronic International Co., Ltd.

     176,266  
647,089   

China Cinda Asset Management Co., Ltd. Class H

     167,444  
358,415   

China CITIC Bank Corp. Ltd. Class H

     233,505  
483,939   

China Communications Services Corp. Ltd. Class H

     454,331  
2,131,161   

China Construction Bank Corp. Class H

     1,919,752  
75,373   

China Everbright Bank Co., Ltd. Class H

     36,385  
372,193   

China Evergrande Group(2)

     1,173,955  
1,720,320   

China Huarong Asset Management Co. Ltd. Class H(1)

     350,289  
37,775   

China International Travel Service Corp. Ltd. Class A

     309,115  
95,244   

China Medical System Holdings Ltd.

     99,121  
1,195,324   

China Minsheng Banking Corp. Ltd. Class H

     915,719  
509,952   

China National Building Material Co., Ltd. Class H

     406,941  
518,901   

China Oriental Group Co., Ltd.

     351,070  
1,539,307   

China Petroleum & Chemical Corp. Class H

     1,287,160  
70,062   

China Railway Construction Corp. Ltd. Class H

     97,140  
261,730   

China Shenhua Energy Co., Ltd. Class H

     666,121  
136,400   

China State Construction Engineering Corp. Ltd. Class A

     124,988  
661,227   

China Telecom Corp. Ltd. Class H

     358,994  
2,475,894   

China Tower Corp. Ltd. Class H*(1)

     531,697  
454,787   

Chongqing Rural Commercial Bank Co., Ltd. Class H

     264,185  
619,628   

Daqin Railway Co., Ltd. Class A

     792,269  
711,556   

Dongfeng Motor Group Co., Ltd. Class H

     745,952  
543,178   

Fosun International Ltd.

     815,020  
16,314   

Geely Automobile Holdings Ltd.

     27,757  
75,981   

Gree Electric Appliances, Inc. of Zhuhai Class A*

     474,967  
395,878   

Greentown China Holdings Ltd.

     354,081  
186,676   

Guangzhou Automobile Group Co., Ltd. Class H

     202,746  
138,663   

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

     276,623  
334,879   

Huaxia Bank Co., Ltd. Class A

     379,432  


 

Hartford Emerging Markets Equity Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

1,055,073   

Industrial & Commercial Bank of China Ltd. Class H

   $             819,648  
560,612   

Luye Pharma Group Ltd.(1)

     418,886  
227,283   

Maanshan Iron & Steel Co., Ltd. Class H

     109,091  
32,084   

Muyuan Foodstuff Co., Ltd. Class A

     165,308  
2,760   

NetEase, Inc. ADR

     695,327  
49,823   

New China Life Insurance Co., Ltd. Class H

     210,793  
945,584   

Postal Savings Bank of China Co., Ltd. Class H(1)

     532,131  
77,289   

Sany Heavy Industry Co., Ltd. Class A

     105,744  
420,041   

Sino-Ocean Group Holdings Ltd.

     206,455  
21,826   

Sinopharm Group Co., Ltd. Class H

     97,542  
182,830   

Sinotruk Hong Kong Ltd.(2)

     338,633  
115,596   

Tencent Holdings Ltd.

     5,145,708  
158,612   

Tianneng Power International Ltd.

     148,047  
131,312   

Weichai Power Co., Ltd. Class H

     177,224  
63,222   

YiChang HEC ChangJiang Pharmaceutical Co., Ltd. Class H(1)

     257,475  
165,176   

Yihai International Holding Ltd.(2)

     506,806  
161,303   

ZTE Corp. Class H*

     327,050  
     

 

 

 
        39,358,824  
     

 

 

 
  

Colombia - 0.5%

 

37,808   

Ecopetrol S.A. ADR

     712,681  
     

 

 

 
  

Czech Republic - 0.1%

 

3,551   

CEZ AS

     89,639  
     

 

 

 
  

Greece - 0.1%

 

8,038   

Motor Oil Hellas Corinth Refineries S.A.

     200,501  
     

 

 

 
  

Hong Kong - 6.4%

 

372,510   

China Mobile Ltd.

     3,917,812  
91,407   

China Overseas Land & Investment Ltd.

     344,799  
631,499   

China Resources Cement Holdings Ltd.

     641,365  
168,177   

China Resources Gas Group Ltd.

     661,795  
94,903   

China Resources Land Ltd.

     370,289  
143,195   

China Unicom Hong Kong Ltd.

     164,027  
185,056   

China Water Affairs Group Ltd.

     196,840  
1,166,928   

CITIC Ltd.

     1,767,738  
144,830   

Kingboard Holdings Ltd.

     509,620  
656,005   

Kingboard Laminates Holdings Ltd.

     678,960  
146,553   

Shimao Property Holdings Ltd.

     417,332  
298,434   

Sino Biopharmaceutical Ltd.

     252,457  
     

 

 

 
        9,923,034  
     

 

 

 
  

Hungary - 0.4%

 

28,645   

MOL Hungarian Oil & Gas plc

     343,675  
5,431   

OTP Bank Nyrt

     224,048  
     

 

 

 
        567,723  
     

 

 

 
  

India - 6.5%

 

19,927   

Bharti Infratel Ltd.

     82,149  
7,958   

Biocon Ltd.

     72,542  
64,575   

DLF Ltd.

     150,508  
5,747   

Dr Reddy’s Laboratories Ltd.

     220,001  
7,982   

Escorts Ltd.

     74,269  
241,164   

GAIL India Ltd.

     1,128,807  
12,731   

Graphite India Ltd.

     101,572  
25,717   

Gujarat Narmada Valley Fertilizers & Chemicals Ltd.

     119,180  
18,513   

HCL Technologies Ltd.

     262,226  
3,581   

HEG Ltd.

     121,161  
111,442   

Hindalco Industries Ltd.

     328,332  
21,318   

Hindustan Petroleum Corp. Ltd.

     69,991  
75,636   

Indian Oil Corp. Ltd.

     145,998  
114,124   

Infosys Ltd.

     1,202,645  
176,061   

JSW Steel Ltd.

     682,393  
16,823   

Jubilant Foodworks Ltd.

     299,048  
31,501   

Jubilant Life Sciences Ltd.

     312,568  
48,436   

KPIT Engineering Ltd.*(3)(4)

     71,027  
48,436   

KPIT Technologies Ltd.

     78,084  
17,758   

Muthoot Finance Ltd.

     125,096  


 

Hartford Emerging Markets Equity Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

43,875   

NIIT Technologies Ltd.

   $             811,127  
465,324   

Oil & Natural Gas Corp. Ltd.

     926,242  
472,228   

Power Finance Corp. Ltd.

     689,682  
12,312   

Radico Khaitan Ltd.

     71,148  
248,287   

REC Ltd.

     436,795  
21,489   

Reliance Infrastructure Ltd.

     81,264  
78,236   

Sun TV Network Ltd.

     584,697  
125,335   

Wipro Ltd.

     652,018  
32,508   

Zee Entertainment Enterprises Ltd.

     174,278  
     

 

 

 
        10,074,848  
     

 

 

 
  

Indonesia - 2.9%

 

2,013,740   

Astra International Tbk PT

     1,221,639  
413,865   

Bank Negara Indonesia Persero Tbk PT

     270,029  
3,138,750   

Bank Rakyat Indonesia Persero Tbk PT

     870,029  
796,285   

Bukit Asam Tbk PT

     246,366  
165,529   

Charoen Pokphand Indonesia Tbk PT

     87,740  
57,393   

Gudang Garam Tbk PT

     343,777  
1,042,203   

Hanjaya Mandala Sampoerna Tbk PT

     285,944  
301,055   

Indah Kiat Pulp & Paper Corp. Tbk PT

     281,893  
1,112,586   

Perusahaan Gas Negara Persero Tbk PT

     205,516  
396,481   

United Tractors Tbk PT

     731,232  
     

 

 

 
        4,544,165  
     

 

 

 
  

Malaysia - 0.9%

 

418,024   

Genting Bhd

     709,707  
56,988   

Malaysia Airports Holdings Bhd

     112,204  
176,424   

MISC Bhd

     292,704  
397,852   

Sime Darby Bhd

     218,570  
     

 

 

 
        1,333,185  
     

 

 

 
  

Mexico - 3.6%

 

266,654   

Alfa S.A.B. de C.V. Class A

     336,486  
744,430   

America Movil S.A.B. de C.V. Class L

     599,133  
48,903   

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

     266,032  
290,434   

Fibra Uno Administracion S.A. de C.V. REIT

     399,148  
292,799   

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

     1,628,426  
884,504   

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

     2,323,400  
     

 

 

 
        5,552,625  
     

 

 

 
  

Philippines - 0.0%

 

334,326   

Megaworld Corp.

     33,198  
     

 

 

 
  

Poland - 1.5%

 

4,956   

Grupa Lotos S.A.

     123,911  
17,282   

Jastrzebska Spolka Weglowa S.A.*

     317,758  
69   

LPP S.A.

     155,061  
99,411   

PGE Polska Grupa Energetyczna S.A.*

     317,962  
22,024   

Polski Koncern Naftowy ORLEN S.A.

     620,543  
68,993   

Powszechna Kasa Oszczednosci Bank Polski S.A.

     733,401  
     

 

 

 
        2,268,636  
     

 

 

 
  

Russia - 2.8%

 

210,446   

Gazprom PJSC ADR

     1,028,916  
9,062   

LUKOIL PJSC ADR

     727,655  
685   

Novatek OJSC GDR

     126,725  
153,258   

Sberbank of Russia PJSC ADR

     2,084,118  
35,457   

Surgutneftegas PJSC ADR

     146,771  
1,898   

Tatneft PSJC ADR

     140,167  
     

 

 

 
        4,254,352  
     

 

 

 
  

Singapore - 0.5%

 

531,979   

IGG, Inc.

     809,187  
     

 

 

 
  

South Africa - 6.5%

 

71,764   

Absa Group Ltd.

     1,007,090  
17,859   

African Rainbow Minerals Ltd.

     200,474  
8,506   

Anglo American Platinum Ltd.

     410,584  
33,907   

Barloworld Ltd.

     310,763  


 

Hartford Emerging Markets Equity Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

95,785   

Exxaro Resources Ltd.

   $          1,116,444  
33,505   

Investec Ltd.

     220,840  
33,324   

Kumba Iron Ore Ltd.

     857,773  
50,493   

Mondi Ltd.

     1,255,583  
120,552   

MTN Group Ltd.

     788,752  
9,582   

Naspers Ltd. Class N

     2,216,544  
32,689   

Remgro Ltd.

     521,484  
32,576   

SPAR Group Ltd.

     491,553  
25,254   

Telkom S.A. SOC Ltd.

     127,777  
72,470   

Truworths International Ltd.

     441,074  
     

 

 

 
        9,966,735  
     

 

 

 
  

South Korea - 15.6%

 

8,668   

Daelim Industrial Co., Ltd.

     831,525  
4,652   

Fila Korea Ltd.

     199,917  
27,254   

Hana Financial Group, Inc.

     979,959  
7,907   

Hanwha Corp.*

     250,632  
6,449   

HDC Holdings Co., Ltd.

     108,562  
2,899   

Hyundai Mobis Co., Ltd.

     587,242  
2,844   

Hyundai Motor Co.

     331,558  
53,753   

Industrial Bank of Korea*

     688,526  
43,363   

KB Financial Group, Inc.

     1,863,192  
26,561   

Kia Motors Corp.

     868,494  
7,243   

Korea Electric Power Corp.*

     224,584  
14,834   

Korea Gas Corp.*

     722,941  
2,640   

Korean Air Lines Co., Ltd.

     86,476  
78,469   

KT Corp. ADR

     1,084,441  
1,449   

KT&G Corp.

     129,021  
3,529   

LG Corp.

     246,753  
8,599   

LG Display Co., Ltd.*

     146,067  
60,087   

LG Uplus Corp.

     816,707  
5,053   

POSCO

     1,247,343  
170,528   

Samsung Electronics Co., Ltd.

     7,110,013  
36,337   

Shinhan Financial Group Co., Ltd.*

     1,405,445  
3,306   

SK Holdings Co., Ltd.

     785,303  
24,908   

SK Hynix, Inc.

     1,665,591  
4,170   

SK Telecom Co., Ltd.

     965,390  
2,805   

SM Entertainment Co., Ltd.*

     121,577  
48,977   

Woori Bank*(3)(4)

     651,471  
     

 

 

 
        24,118,730  
     

 

 

 
  

Taiwan - 9.6%

 

130,910   

Accton Technology Corp.

     471,140  
88,327   

Arcadyan Technology Corp.

     277,707  
512,844   

Asia Cement Corp.

     616,625  
1,646,015   

AU Optronics Corp.

     645,236  
196,262   

Chailease Holding Co., Ltd.

     733,026  
217,728   

Chipbond Technology Corp.

     483,808  
49,634   

Elan Microelectronics Corp.*

     140,021  
54,563   

Feng TAY Enterprise Co., Ltd.

     347,734  
25,828   

Formosa Chemicals & Fibre Corp.

     89,885  
863,243   

Fubon Financial Holding Co., Ltd.

     1,265,717  
375,969   

HannStar Display Corp.

     84,807  
1,248,990   

Innolux Corp.

     430,718  
61,643   

Makalot Industrial Co., Ltd.

     386,722  
28,632   

Novatek Microelectronics Corp.

     150,419  
118,577   

Pou Chen Corp.

     143,809  
183,919   

Radiant Opto-Electronics Corp.

     527,704  
45,311   

Realtek Semiconductor Corp.

     248,311  
146,327   

Sercomm Corp.

     309,787  
1,204,816   

Shin Kong Financial Holding Co., Ltd.

     346,078  
288,560   

Taiwan Cement Corp.

     357,641  
388,076   

Taiwan Semiconductor Manufacturing Co., Ltd.

     2,878,734  
44,877   

TCI Co., Ltd.

     659,435  
660,119   

Uni-President Enterprises Corp.

     1,564,278  
906,834   

Walsin Lihwa Corp.

     526,045  
59,785   

Walsin Technology Corp.

     345,917  


 

Hartford Emerging Markets Equity Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

1,015,067   

Yuanta Financial Holding Co., Ltd.

   $ 567,936  
84,094   

Zhen Ding Technology Holding Ltd.

     221,005  
     

 

 

 
        14,820,245  
     

 

 

 
  

Thailand - 2.0%

 

59,154   

Bangkok Bank PCL

     419,333  
17,929   

Bangkok Bank PCL NVDR

     123,719  
10,829   

Electricity Generating PCL

     90,812  
119,626   

Indorama Ventures plc NVDR

     183,790  
115,219   

Krung Thai Bank PCL

     73,020  
404,240   

Krungthai Card PCL

     381,694  
89,084   

Minor International PCL

     106,927  
388,111   

PTT Global Chemical PCL

     844,732  
185,817   

PTT PCL

     289,944  
9,618   

Siam Cement PCL

     142,842  
237,822   

Siam Global House PCL NVDR

     142,557  
381,732   

Sri Trang Agro-Industry PCL NVDR

     186,291  
47,945   

Thai Oil PCL

     110,492  
1,096,221   

TMB Bank PCL

     54,035  
     

 

 

 
        3,150,188  
     

 

 

 
  

Turkey - 1.2%

 

21,802   

BIM Birlesik Magazalar A.S.

     380,979  
37,927   

Ford Otomotiv Sanayi A.S.

     440,108  
93,660   

Tekfen Holding A.S.

     446,760  
90,336   

Turk Hava Yollari AO*

     269,107  
42,844   

Turkcell Iletisim Hizmetleri A.S.

     120,302  
209,864   

Turkiye Sise ve Cam Fabrikalari A.S.

     276,158  
     

 

 

 
        1,933,414  
     

 

 

 
  

United Arab Emirates - 0.3%

 

940,741   

Aldar Properties PJSC

     408,198  
     

 

 

 
  

Total Common Stocks
(cost $141,755,718)

   $ 145,188,989  
     

 

 

 

Preferred Stocks - 3.0%

 

  

Brazil - 3.0%

 

135,100   

Banco Bradesco S.A. *

     1,676,526  
41,100   

Banco do Estado do Rio Grande do Sul S.A. Class B, 4.34%

     264,820  
79,500   

Gerdau S.A.

     341,132  
270,621   

Itausa - Investimentos Itau S.A.

     1,001,695  
86,900   

Petroleo Brasileiro S.A. *

     609,482  
59,700   

Telefonica Brasil S.A.

     796,993  
     

 

 

 
        4,690,648  
     

 

 

 
  

Total Preferred Stocks
(cost $3,774,650)

   $ 4,690,648  
     

 

 

 
  

Total Long-Term Investments
(cost $145,530,368)

   $      149,879,637  
     

 

 

 

Short-Term Investments - 10.5%

 

  

Other Investment Pools & Funds - 10.4%

 

16,099,717   

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.29%(5)

     16,099,717  
     

 

 

 
  

Securities Lending Collateral - 0.1%

 

5,160   

Citibank NA DDCA, 2.39%, 2/1/2019(5)

     5,160  
57,319   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.31%(5)

     57,319  
22,828   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.29%(5)

     22,828  
3,132   

Invesco Government & Agency Portfolio, Institutional Class, 2.28%(5)

     3,132  
13,374   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(5)

     13,374  


 

Hartford Emerging Markets Equity Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

1,387   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.25%(5)

 

  $ 1,387  
          

 

 

 
             103,200  
          

 

 

 
  

Total Short-Term Investments
(cost $16,202,917)

 

  $ 16,202,917  
          

 

 

 
  

Total Investments
(cost $161,733,285)

        107.5   $   166,082,554  
  

Other Assets and Liabilities

        (7.5 )%      (11,600,458
        

 

 

   

 

 

 
  

Total Net Assets

        100.0   $     154,482,096  
        

 

 

   

 

 

 

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. These classifications are used for financial reporting purposes.

 

*

Non-income producing.

(1)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $2,180,995, representing 1.4% of net assets.

(2)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(3)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2019, the aggregate fair value of these securities was $722,498, which represented 0.5% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

(4)

Investment valued using significant unobservable inputs.

(5)

Current yield as of period end.

 

Futures Contracts Outstanding at January 31, 2019  
Description    Number
of
Contracts
     Expiration
Date
     Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

MSCI Emerging Market Index Future

     59        03/15/2019      $ 3,140,570      $ 98,603  
           

 

 

 
           
           

 

 

 

Total futures contracts

 

   $             98,603  
           

 

 

 

† 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   
GDR    Global Depositary Receipt   
NVDR    Non-Voting Depositary Receipt   
OJSC    Open Joint Stock Company   
PJSC    Private Joint Stock Company   
PT    Perseroan Terbatas   

REIT

  

Real Estate Investment Trust

  


 

Hartford Emerging Markets Equity Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Brazil

   $ 9,311,723      $ 9,311,723      $      $  

Cayman Islands

     811,168               811,168         

Chile

     945,990        834,931        111,059         

China

     39,358,824        5,906,245        33,452,579         

Colombia

     712,681        712,681                

Czech Republic

     89,639               89,639         

Greece

     200,501               200,501         

Hong Kong

     9,923,034               9,923,034         

Hungary

     567,723               567,723         

India

     10,074,848        223,797        9,780,024        71,027  

Indonesia

     4,544,165               4,544,165         

Malaysia

     1,333,185               1,333,185         

Mexico

     5,552,625        5,552,625                

Philippines

     33,198               33,198         

Poland

     2,268,636               2,268,636         

Russia

     4,254,352        266,892        3,987,460         

Singapore

     809,187               809,187         

South Africa

     9,966,735               9,966,735         

South Korea

     24,118,730        1,455,092        22,012,167        651,471  

Taiwan

     14,820,245               14,820,245         

Thailand

     3,150,188        2,278,288        871,900         

Turkey

     1,933,414               1,933,414         

United Arab Emirates

     408,198               408,198         

Preferred Stocks

     4,690,648        4,690,648                

Short-Term Investments

     16,202,917        16,202,917                

Futures Contracts(2)

     98,603        98,603                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     166,181,157      $       47,534,442      $       117,924,217      $         722,498  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the period ended January 31, 2019, investments valued at $678,624 were transferred in to Level 3 due to to the unavailability of active market pricing and there were no transfers out of Level 3.

 

(2) 

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2019 is not presented.


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value  

Corporate Bonds - 24.5%

 

  

Argentina - 0.7%

 

      $          125,000   

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

   $            85,000  
275,000   

Genneia S.A.
8.75%, 01/20/2022(2)

     254,980  
50,000   

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

     48,834  
325,000   

Rio Energy S.A.
6.88%, 02/01/2025(2)

     259,187  
250,000   

Transportadora de Gas del Sur S.A.
6.75%, 05/02/2025(1)

     233,075  
265,000   

YPF S.A.
8.50%, 03/23/2021(2)

     269,899  
     

 

 

 
        1,150,975  
     

 

 

 
  

Austria - 0.5%

 

200,000   

JBS Investments II GmbH
7.00%, 01/15/2026(1)

     203,000  
  

Suzano Austria GmbH

 

405,000   

6.00%, 01/15/2029(1)

     423,731  
200,000   

7.00%, 03/16/2047(1)

     216,500  
     

 

 

 
        843,231  
     

 

 

 
  

Azerbaijan - 0.6%

 

600,000   

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

     666,000  
260,000   

State Oil Co. of the Azerbaijan Republic
6.95%, 03/18/2030(2)

     286,000  
     

 

 

 
        952,000  
     

 

 

 
  

Bermuda - 0.2%

 

275,000   

Ooredoo International Finance Ltd.
3.25%, 02/21/2023(2)

     268,417  
     

 

 

 
  

Brazil - 0.8%

 

  

Banco do Brasil S.A.

 

250,000   

4.88%, 04/19/2023(1)

     252,625  
270,000   

5.88%, 01/26/2022(2)

     279,588  
  

Globo Comunicacao e Participacoes S.A.

 

200,000   

5.13%, 03/31/2027(1)

     192,750  
400,000   

5.13%, 03/31/2027(2)

     385,500  
255,000   

Itau Unibanco Holding S.A.
1 year USD CMT + 3.981%, 6.13%, 12/12/2022(1)(3)(4)

     247,987  
     

 

 

 
        1,358,450  
     

 

 

 
  

British Virgin Islands - 1.7%

 

470,000   

HLP Finance Ltd.
4.75%, 06/25/2022(2)

     483,485  
550,000   

Huarong Finance 2017 Co., Ltd.
5 year USD CMT + 7.773%, 4.50%, 01/24/2022(2)(3)(4)

     533,643  
325,000   

Sinopec Group Overseas Development Ltd.
3.25%, 09/13/2027(1)

     307,953  
615,000   

SmarTone Finance Ltd.
3.88%, 04/08/2023(2)

     611,535  
442,350   

Star Energy Geothermal Wayang Windu Ltd.
6.75%, 04/24/2033(1)

     429,368  
  

Yingde Gases Investment Ltd.

 

200,000   

6.25%, 01/19/2023(1)

     192,290  
200,000   

6.25%, 01/19/2023(2)

     192,289  
     

 

 

 
        2,750,563  
     

 

 

 
  

British Virgin Islands - 0.1%

 

120,000   

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

     120,180  
     

 

 

 


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Canada - 0.1%

 

      $          200,000   

Frontera Energy Corp.
9.70%, 06/25/2023(1)

   $            202,750  
     

 

 

 
  

Cayman Islands - 3.2%

 

970,000   

ADCB Finance Cayman Ltd.
4.00%, 03/29/2023(1)

     970,116  
400,000   

Alpha Star Holding Ltd.
6.25%, 04/20/2022(2)

     352,560  
HKD         2,000,000   

China Evergrande Group
4.25%, 02/14/2023(2)

     237,666  
      $            266,000   

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

     259,817  
245,000   

Comcel Trust via Comunicaciones Celulares S.A.
6.88%, 02/06/2024(2)

     253,170  
405,000   

CSN Islands XI Corp.
6.88%, 09/21/2019(2)

     406,215  
225,000   

Grupo Aval Ltd.
4.75%, 09/26/2022(2)

     221,738  
790,000   

ICD Funding Ltd.
4.63%, 05/21/2024(2)

     789,875  
200,000   

Semiconductor Manufacturing International Corp.
4.13%, 10/07/2019(2)

     200,130  
  

Shimao Property Holdings Ltd.

 

200,000   

4.75%, 07/03/2022(2)

     195,032  
500,000   

5.20%, 01/30/2025(2)

     474,586  
491,144   

SPARC EM SPC Panama Metro Line 2 SP
0.00%, 12/05/2022(2)(5)

     451,852  
305,000   

Termocandelaria Power Ltd.
7.88%, 01/30/2029(1)

     313,769  
200,000   

Yuzhou Properties Co., Ltd.
6.00%, 10/25/2023(2)

     181,932  
     

 

 

 
     5,308,458  
     

 

 

 
  

Chile - 0.5%

 

400,000   

Corp. Nacional del Cobre de Chile
5.63%, 09/21/2035(1)

     445,349  
319,550   

Empresa Electrica Angamos S.A.
4.88%, 05/25/2029(2)

     314,520  
     

 

 

 
     759,869  
     

 

 

 
  

China - 0.1%

 

225,000   

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

     232,635  
     

 

 

 
  

Colombia - 0.6%

 

  

Banco de Bogota S.A.

 

200,000   

6.25%, 05/12/2026(2)

     209,200  
200,000   

6.25%, 05/12/2026(1)

     209,200  
250,000   

Ecopetrol S.A.
5.38%, 06/26/2026

     259,375  
COP     280,000,000   

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

     78,301  
      $            225,000   

Transportadora de Gas Internacional S.A. ESP
5.55%, 11/01/2028(1)

     236,711  
     

 

 

 
     992,787  
     

 

 

 
  

Dominican Republic - 0.1%

 

200,000   

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

     199,300  
     

 

 

 
  

Free of Tax - 0.6%

 

ZAR     38,380,000   

European Investment Bank
0.00%, 10/18/2032(5)

     907,202  
     

 

 

 
  

Hong Kong - 0.5%

 

      $            275,000   

CMB Wing Lung Bank Ltd.
1 year USD CMT + 1.750%, 3.75%, 11/22/2027(2)(4)

     264,292  
200,000   

ICBIL Finance Co., Ltd.
3.00%, 04/05/2020(2)

     198,699  


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $            300,000   

Nanyang Commercial Bank, Ltd.
5 year USD CMT + 3.205%, 5.00%, 06/02/2022(2)(3)(4)

   $            286,607  
     

 

 

 
     749,598  
     

 

 

 
  

India - 1.2%

 

425,000   

ICICI Bank Ltd.
3.80%, 12/14/2027(1)

     396,743  
230,000   

Indian Oil Corp. Ltd.
5.75%, 08/01/2023(2)

     243,299  
240,000   

JSW Steel Ltd.
5.25%, 04/13/2022(2)

     238,417  
230,000   

NTPC Ltd.
4.38%, 11/26/2024(2)

     228,068  
  

Reliance Industries Ltd.

 

400,000   

3.67%, 11/30/2027(1)

     373,793  
275,000   

4.88%, 02/10/2045(1)

     271,119  
220,000   

State Bank of India
4.38%, 01/24/2024(1)

     220,706  
     

 

 

 
     1,972,145  
     

 

 

 
  

Indonesia - 0.5%

 

IDR    2,620,000,000   

Jasa Marga Persero Tbk PT
7.50%, 12/11/2020(1)

     176,673  
  

Perusahaan Listrik Negara PT

 

      $              200,000   

5.45%, 05/21/2028(1)

     209,723  
215,000   

6.15%, 05/21/2048(1)

     231,588  
IDR     2,040,000,000   

Wijaya Karya Persero Tbk PT
7.70%, 01/31/2021(1)

     137,373  
     

 

 

 
     755,357  
     

 

 

 
  

Ireland - 0.5%

 

  

Eurotorg LLC Via Bonitron DAC

 

      $              200,000   

8.75%, 10/30/2022(1)

     201,180  
200,000   

8.75%, 10/30/2022(2)

     201,180  
GBP               225,000   

Russian Railways Via RZD Capital plc
7.49%, 03/25/2031(2)

     357,266  
     

 

 

 
     759,626  
     

 

 

 
  

Israel - 0.4%

 

      $              525,000   

Israel Chemicals Ltd.
6.38%, 05/31/2038(1)(2)

     539,117  
200,000   

Israel Electric Corp. Ltd.
4.25%, 08/14/2028(1)(2)

     198,320  
     

 

 

 
     737,437  
     

 

 

 
  

Jersey - 0.2%

 

318,050   

West China Cement Ltd.
6.50%, 09/11/2019(2)

     318,910  
     

 

 

 
  

Luxembourg - 1.2%

 

200,000   

Aegea Finance S.a.r.l.
5.75%, 10/10/2024(1)

     194,000  
300,000   

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

     293,250  
325,000   

Kernel Holding S.A.
8.75%, 01/31/2022(1)

     321,815  
200,000   

Millicom International Cellular S.A.
5.13%, 01/15/2028(1)

     188,500  
250,000   

Minerva Luxembourg S.A.
6.50%, 09/20/2026(2)

     239,375  
255,000   

Rede D’or Finance S.a.r.l
4.95%, 01/17/2028(1)

     237,788  
  

Rumo Luxembourg S.a.r.l.

 

200,000   

5.88%, 01/18/2025(1)

     198,381  
352,000   

7.38%, 02/09/2024(1)

     373,296  
     

 

 

 
     2,046,405  
     

 

 

 


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Mauritius - 0.2%

 

  

Azure Power Energy Ltd.

  
      $             200,000   

5.50%, 11/03/2022(2)

   $            194,178  
  

MTN Mauritius Investment Ltd.

  
200,000   

5.37%, 02/13/2022(1)

     198,750  
     

 

 

 
        392,928  
     

 

 

 
  

Mexico - 0.7%

 

  

Banco Inbursa S.A. Institucion de Banca Multiple

  
265,000   

4.38%, 04/11/2027(1)

     251,087  
  

BBVA Bancomer S.A.

  
235,000   

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

     212,088  
  

Grupo Bimbo S.A.B. de C.V.

  
200,000   

3.88%, 06/27/2024

     197,462  
200,000   

4.70%, 11/10/2047(1)

     185,500  
  

Sigma Alimentos S.A. de C.V.

  
EUR             125,000   

2.63%, 02/07/2024(1)

     146,287  
  

Trust F

  
      $             200,000   

5.25%, 01/30/2026(1)

     198,460  
     

 

 

 
        1,190,884  
     

 

 

 
  

Mongolia - 0.1%

 

  

Mongolian Mortgage Corp. Hfc LLC

  
200,000   

9.75%, 01/29/2022(1)

     200,250  
     

 

 

 
  

Morocco - 0.2%

 

  

OCP S.A.

  
275,000   

4.50%, 10/22/2025(2)

     269,219  
     

 

 

 
  

Netherlands - 2.2%

 

  

Braskem Netherlands Finance B.V.

  
200,000   

4.50%, 01/10/2028(2)

     194,750  
  

Equate Petrochemical B.V.

  
270,000   

3.00%, 03/03/2022(2)

     263,596  
  

First Bank of Nigeria Ltd. Via FBN Finance Co. B.V.

  
250,000   

2 year USD Swap + 6.488%, 8.00%, 07/23/2021(2)(4)

     249,250  
  

Greenko Dutch B.V.

  
200,000   

5.25%, 07/24/2024(1)

     185,420  
250,000   

5.25%, 07/24/2024(2)

     231,775  
  

ICTSI Treasury B.V.

  
240,000   

5.88%, 09/17/2025(2)

     245,620  
  

IHS Netherlands Holdco B.V.

  
200,000   

9.50%, 10/27/2021(1)

     205,932  
  

Metinvest B.V.

  
460,000   

7.75%, 04/23/2023(1)

     438,150  
  

Minejesa Capital B.V.

  
260,000   

4.63%, 08/10/2030(2)

     244,263  
  

Myriad International Holdings B.V.

  
330,000   

5.50%, 07/21/2025(2)

     342,705  
  

Nostrum Oil & Gas Finance B.V.

  
395,000   

7.00%, 02/16/2025(1)

     259,120  
  

Petrobras Global Finance B.V.

  
225,000   

5.75%, 02/01/2029

     220,680  
90,000   

7.38%, 01/17/2027

     97,637  
  

Teva Pharmaceutical Finance Netherlands B.V.

  
500,000   

6.75%, 03/01/2028

     518,140  
     

 

 

 
        3,697,038  
     

 

 

 
  

Nigeria - 0.3%

 

  

Access Bank plc

  
300,000   

10.50%, 10/19/2021(1)

     323,685  
  

Zenith Bank plc

  
200,000   

7.38%, 05/30/2022(1)

     203,764  
     

 

 

 
        527,449  
     

 

 

 
  

Panama - 0.1%

 

  

Aeropuerto Internacional de Tocumen S.A.

  
200,000   

6.00%, 11/18/2048(1)

     206,750  
     

 

 

 


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Peru - 0.7%

 

      $              295,000   

Cerro del Aguila S.A.
4.13%, 08/16/2027(1)

   $            276,562  
210,000   

Hunt Oil Co. of Peru LLC Sucursal Del Peru
6.38%, 06/01/2028(1)

     221,498  
445,000   

Peru LNG Srl
5.38%, 03/22/2030(1)

     446,802  
270,000   

SAN Miguel Industrias Pet S.A.
4.50%, 09/18/2022(1)

     264,749  
     

 

 

 
        1,209,611  
     

 

 

 
  

Philippines - 0.1%

 

240,000   

SM Investments Corp.
4.88%, 06/10/2024(2)

     241,462  
     

 

 

 
  

Singapore - 0.8%

 

470,000   

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

     456,118  
265,000   

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

     268,003  
  

United Overseas Bank Ltd.

 

275,000   

5 year USD Swap + 1.654%, 2.88%, 03/08/2027(2)(4)

     265,925  
390,000   

5 year USD Swap + 1.995%, 3.75%, 09/19/2024(2)(4)

     390,273  
     

 

 

 
        1,380,319  
     

 

 

 
  

South Africa - 0.3%

 

  

Eskom Holdings SOC Ltd.

 

250,000   

5.75%, 01/26/2021(2)

     244,951  
225,000   

6.75%, 08/06/2023(2)

     220,993  
     

 

 

 
        465,944  
     

 

 

 
  

South Korea - 0.7%

 

250,000   

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

     246,284  
325,000   

Shinhan Bank Co., Ltd.
3.75%, 09/20/2027(1)

     306,547  
520,000   

Woori Bank Subordinated
5.13%, 08/06/2028(1)

     530,041  
     

 

 

 
        1,082,872  
     

 

 

 
  

Thailand - 0.5%

 

265,000   

Bangkok Bank PCL
4.45%, 09/19/2028(1)

     271,914  
225,000   

Krung Thai Bank PCL
5 year USD CMT + 3.535%, 5.20%, 12/26/2024(2)(4)

     226,871  
255,000   

Thaioil Treasury Center Co., Ltd.
5.38%, 11/20/2048(1)

     271,656  
     

 

 

 
        770,441  
     

 

 

 
  

Turkey - 0.7%

 

300,000   

Turkcell Iletisim Hizmetleri A.S.
5.80%, 04/11/2028(2)

     274,860  
325,000   

Turkiye Sinai Kalkinma Bankasi AS
5.50%, 01/16/2023(2)

     286,363  
310,000   

Turkiye Vakiflar Bankasi TAO
5.75%, 01/30/2023(1)

     286,115  
300,000   

Yapi ve Kredi Bankasi AS
6.10%, 03/16/2023(2)

     277,754  
     

 

 

 
        1,125,092  
     

 

 

 
  

United Arab Emirates - 2.0%

 

265,000   

Abu Dhabi Crude Oil Pipeline LLC
4.60%, 11/02/2047(2)

     268,132  
  

Abu Dhabi National Energy Co. PJSC

 

380,000   

4.88%, 04/23/2030(1)

     394,622  
200,000   

4.88%, 04/23/2030(2)

     207,696  
200,000   

6.50%, 10/27/2036(1)

     243,363  
  

Acwa Power Management And Investments One Ltd.

 

255,000   

5.95%, 12/15/2039(1)

     249,880  


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $            260,000   

5.95%, 12/15/2039(2)

   $            254,779  
420,000   

Emirates SembCorp Water and Power Co. PJSC
4.45%, 08/01/2035(1)

     406,766  
575,000   

NBK SPC Ltd.
2.75%, 05/30/2022(2)

     557,750  
  

Oztel Holdings SPC Ltd.

 

200,000   

5.63%, 10/24/2023(1)

     194,710  
535,000   

6.63%, 04/24/2028(2)

     504,173  
     

 

 

 
     3,281,871  
     

 

 

 
  

United Kingdom - 0.3%

 

ZAR              550,000   

European Bank for Reconstruction & Development
0.00%, 12/31/2020(5)

     36,189  
      $              270,000   

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

     275,297  
255,000   

Tullow Oil plc
7.00%, 03/01/2025(1)

     248,374  
     

 

 

 
     559,860  
     

 

 

 
  

United States - 0.3%

 

  

SASOL Financing USA LLC

 

200,000   

5.88%, 03/27/2024

     206,298  
200,000   

6.50%, 09/27/2028

     211,138  
     

 

 

 
     417,436  
     

 

 

 
  

Total Corporate Bonds
(cost $40,769,274)

   $     40,405,721  
     

 

 

 

Foreign Government Obligations - 66.8%

  
  

Argentina - 1.7%

 

ARS          1,971,679   

Argentina Bonos Adjusted Certificate
4.00%, 03/06/2020(6)

     52,385  
2,550,000   

Argentina Treasury Bill
0.00%, 04/30/2020(5)

     78,345  
  

Argentine Bonos del Tesoro

 

5,840,763   

15.50%, 10/17/2026

     125,070  
8,645,000   

16.00%, 10/17/2023

     198,572  
8,610,000   

18.20%, 10/03/2021

     187,229  
$625,000   

Argentine Republic Government International Bond
7.63%, 04/22/2046

     505,938  
270,000   

Autonomous City of Buenos Aires Argentina
8.95%, 02/19/2021(2)

     271,350  
245,000   

Bonos De La Nacion Argentina En Moneda Dua
4.50%, 02/13/2020

     235,935  
ARS         3,970,000   

City of Buenos Aires Argentina
BADLAR + 3.250%, 48.97%, 03/29/2024(4)

     99,808  
  

Provincia de Buenos Aires

 

$525,000   

5.75%, 06/15/2019(2)

     527,105  
150,000   

9.13%, 03/16/2024(1)

     136,202  
  

Provincia de Cordoba

 

300,000   

7.13%, 06/10/2021(2)

     281,250  
185,000   

7.13%, 08/01/2027

     144,300  
     

 

 

 
     2,843,489  
     

 

 

 
  

Brazil - 6.8%

 

275,000   

Banco Nacional de Desenvolvimento Economico e Social
4.00%, 04/14/2019(2)

     274,884  
BRL         8,598,000   

Brazil Letras do Tesouro Nacional
9.45%, 01/01/2022(5)

     1,901,141  
  

Brazil Notas do Tesouro Nacional

 

13,022,824   

6.00%, 08/15/2024(6)

     3,903,798  
3,406,011   

6.00%, 08/15/2050(6)

     1,166,531  
6,608,000   

10.00%, 01/01/2023

     1,923,596  
2,062,000   

10.00%, 01/01/2025

     602,215  
4,209,000   

10.00%, 01/01/2027

     1,230,614  
585,000   

10.00%, 01/01/2029

     171,936  
     

 

 

 
     11,174,715  
     

 

 

 


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Chile - 2.3%

 

  

Bonos de la Tesoreria de la Republica en pesos

 

CLP     85,000,000   

4.50%, 03/01/2026

   $            132,300  
1,385,000,000   

4.70%, 09/01/2030(1)(2)

     2,158,533  
910,000,000   

5.00%, 03/01/2035

     1,447,175  
     

 

 

 
     3,738,008  
     

 

 

 
  

Colombia - 2.7%

 

  

Colombian TES

 

COP     35,400,000   

6.00%, 04/28/2028

     10,895  
2,202,700,000   

7.00%, 06/30/2032

     708,245  
2,003,500,000   

7.25%, 10/18/2034

     649,095  
4,904,400,000   

7.50%, 08/26/2026

     1,679,009  
1,142,600,000   

7.75%, 09/18/2030

     392,452  
2,652,800,000   

10.00%, 07/24/2024

     1,004,029  
     

 

 

 
     4,443,725  
     

 

 

 
  

Croatia - 0.2%

 

EUR          225,000   

Croatia Government International Bond
2.75%, 01/27/2030(2)

     264,602  
     

 

 

 
  

Czech Republic - 1.4%

 

  

Czech Republic Government Bond

 

CZK     10,250,000   

0.25%, 02/10/2027

     403,833  
24,000,000   

1.00%, 06/26/2026(2)

     1,012,159  
5,920,000   

2.50%, 08/25/2028(2)

     281,417  
11,640,000   

2.75%, 07/23/2029

     562,491  
     

 

 

 
     2,259,900  
     

 

 

 
  

Dominican Republic - 0.1%

 

DOP       8,450,000   

Dominican Republic International Bond
8.90%, 02/15/2023(1)

     161,183  
     

 

 

 
  

Ecuador - 0.2%

 

      $           345,000   

Ecuador Government International Bond
10.75%, 01/31/2029(1)

     351,038  
     

 

 

 
  

Egypt - 0.2%

 

  

Egypt Government International Bond

 

200,000   

5.58%, 02/21/2023(1)

     193,935  
200,000   

6.59%, 02/21/2028(1)

     185,603  
     

 

 

 
     379,538  
     

 

 

 
  

Hungary - 2.6%

 

  

Hungary Government Bond

 

HUF     184,010,000   

1.75%, 10/26/2022

     669,738  
389,180,000   

2.75%, 12/22/2026

     1,406,946  
88,240,000   

3.00%, 10/27/2027

     324,812  
192,690,000   

7.00%, 06/24/2022

     825,203  
255,590,000   

7.50%, 11/12/2020

     1,039,593  
     

 

 

 
     4,266,292  
     

 

 

 
  

Indonesia - 5.9%

 

  

Indonesia Treasury Bond

 

IDR  3,715,000,000   

5.63%, 05/15/2023

     244,676  
13,640,000,000   

7.00%, 05/15/2027

     904,452  
24,760,000,000   

7.50%, 08/15/2032

     1,623,643  
9,521,000,000   

7.50%, 05/15/2038

     619,742  
4,457,000,000   

8.25%, 05/15/2029

     320,986  
6,249,000,000   

8.25%, 06/15/2032

     436,486  
2,392,000,000   

8.25%, 05/15/2036

     167,684  
4,314,000,000   

8.38%, 03/15/2024

     313,381  
22,575,000,000   

8.38%, 09/15/2026

     1,625,444  
20,677,000,000   

8.38%, 03/15/2034

     1,463,539  
13,389,000,000   

8.75%, 05/15/2031

     979,756  
4,545,000,000   

8.75%, 02/15/2044

     321,531  
9,755,000,000   

9.00%, 03/15/2029

     730,821  
     

 

 

 
     9,752,141  
     

 

 

 


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Kazakhstan - 0.2%

 

      $              275,000   

KazAgro National Management Holding JSC
4.63%, 05/24/2023(2)

   $            278,588  
     

 

 

 
  

Malaysia - 2.4%

 

  

Malaysia Government Bond

 

MYR         10,250,000   

3.65%, 10/31/2019

     2,507,038  
1,570,000   

3.76%, 04/20/2023

     383,017  
1,080,000   

3.90%, 11/16/2027

     259,873  
580,000   

4.76%, 04/07/2037

     144,897  
2,700,000   

Malaysia Government Investment Issue
4.13%, 08/15/2025

     663,222  
     

 

 

 
     3,958,047  
     

 

 

 
  

Mexico - 7.6%

 

  

Mexican Bonos

 

MXN         26,512,300   

5.75%, 03/05/2026

     1,192,774  
67,877,400   

6.50%, 06/09/2022

     3,370,859  
41,785,300   

7.50%, 06/03/2027

     2,061,858  
24,434,400   

7.75%, 05/29/2031

     1,194,717  
14,210,000   

7.75%, 11/23/2034

     682,839  
24,095,100   

8.00%, 12/07/2023

     1,249,081  
13,170,600   

8.00%, 11/07/2047

     631,839  
16,483,500   

8.50%, 05/31/2029

     860,739  
15,872,100   

8.50%, 11/18/2038

     809,349  
8,055,300   

10.00%, 11/20/2036

     469,031  
136,822   

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

     7,296  
     

 

 

 
     12,530,382  
     

 

 

 
  

Mongolia - 0.2%

 

      $              375,000   

Trade & Development Bank of Mongolia LLC
9.38%, 05/19/2020(2)

     390,453  
     

 

 

 
  

Netherlands - 0.1%

 

173,438   

Republic of Angola Via Northern Lights III B.V.
7.00%, 08/17/2019(2)

     173,871  
     

 

 

 
  

Pakistan - 0.2%

 

275,000   

Pakistan Government International Bond
7.25%, 04/15/2019(2)

     275,743  
     

 

 

 
  

Papua New Guinea - 0.1%

 

230,000   

Papua New Guinea Government International Bond
8.38%, 10/04/2028(1)

     246,100  
     

 

 

 
  

Peru - 1.4%

 

  

Peru Government Bond

 

PEN           5,405,000   

6.35%, 08/12/2028

     1,712,044  
1,600,000   

6.95%, 08/12/2031

     522,721  
     

 

 

 
     2,234,765  
     

 

 

 
  

Poland - 2.3%

 

  

Republic of Poland Government Bond

 

PLN              525,000   

1.75%, 07/25/2021

     141,701  
300,000   

2.00%, 04/25/2021

     81,504  
3,125,000   

2.50%, 07/25/2026

     834,257  
4,330,000   

2.50%, 07/25/2027

     1,151,247  
2,975,000   

3.25%, 07/25/2025

     840,087  
2,625,000   

5.75%, 10/25/2021

     782,930  
     

 

 

 
     3,831,726  
     

 

 

 
  

Qatar - 0.6%

 

      $              290,000   

Qatar Government International Bond
5.10%, 04/23/2048(1)

     311,107  
705,000   

Qatari Diar Finance Co.
5.00%, 07/21/2020(2)

     719,142  
     

 

 

 
     1,030,249  
     

 

 

 
  

Romania - 2.6%

 

  

Romania Government Bond

 


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

RON           3,300,000   

3.25%, 04/29/2024

   $            746,277  
2,740,000   

3.40%, 03/08/2022

     645,449  
200,000   

3.50%, 12/19/2022

     46,946  
5,850,000   

4.25%, 06/28/2023

     1,396,394  
1,325,000   

4.75%, 02/24/2025

     320,533  
2,130,000   

5.80%, 07/26/2027

     548,284  
2,460,000   

5.85%, 04/26/2023

     622,332  
     

 

 

 
     4,326,215  
     

 

 

 
  

Russia - 4.1%

 

  

Russian Federal Bond - OFZ

 

RUB         47,695,000   

6.50%, 11/24/2021

     714,352  
21,190,000   

6.50%, 02/28/2024

     305,678  
12,430,000   

6.90%, 05/23/2029

     175,323  
26,525,000   

7.05%, 01/19/2028

     381,924  
40,730,000   

7.10%, 10/16/2024

     600,956  
15,125,000   

7.25%, 05/10/2034

     213,603  
59,270,000   

7.70%, 03/23/2033

     879,485  
195,415,000   

7.75%, 09/16/2026

     2,959,534  
35,145,000   

8.50%, 09/17/2031

     555,917  
     

 

 

 
     6,786,772  
     

 

 

 
  

Saudi Arabia - 0.1%

 

      $              200,000   

Saudi Government International Bond
2.88%, 03/04/2023(1)

     194,676  
     

 

 

 
  

South Africa - 6.4%

 

  

Republic of South Africa Government Bond

 

ZAR         35,531,770   

6.50%, 02/28/2041

     1,925,299  
30,743,744   

7.00%, 02/28/2031

     1,949,566  
11,475,000   

7.75%, 02/28/2023

     865,183  
9,700,000   

8.50%, 01/31/2037

     665,709  
2,805,000   

8.75%, 01/31/2044

     193,636  
6,090,000   

8.88%, 02/28/2035

     436,749  
7,109,000   

9.00%, 01/31/2040

     506,660  
48,935,000   

10.50%, 12/21/2026

     4,079,715  
     

 

 

 
     10,622,517  
     

 

 

 
  

South Korea - 0.6%

 

IDR  14,600,000,000   

Export-Import Bank of Korea
7.25%, 12/07/2024(2)

     996,142  
     

 

 

 
  

Sri Lanka - 0.2%

 

$              375,000   

Sri Lanka Government International Bond
6.25%, 07/27/2021(2)

     376,813  
     

 

 

 
  

Supranational - 5.5%

 

  

European Bank for Reconstruction & Development

 

TRY           8,330,000   

0.01%, 08/02/2021(2)(5)

     1,101,563  
IDR    5,800,000,000   

5.60%, 01/30/2025

     376,455  
9,850,000,000   

6.25%, 07/25/2022

     670,484  
4,958,900,000   

6.45%, 12/13/2022

     336,485  
TRY           2,175,000   

27.50%, 09/18/2020

     461,087  
990,000   

28.50%, 07/10/2019

     194,944  
IDR    5,240,000,000   

Inter-American Development Bank
7.88%, 03/14/2023

     377,531  
  

International Bank for Reconstruction & Development

 

MXN           8,800,000   

0.01%, 05/25/2033(5)

     126,991  
IDR  30,277,200,000   

7.45%, 08/20/2021

     2,134,193  
  

International Finance Corp.

 

MXN         56,800,000   

0.00%, 02/22/2038(5)

     562,290  
35,200,000   

0.00%, 03/23/2038(5)

     347,964  
43,440,000   

7.50%, 01/18/2028

     2,117,224  
7,100,000   

7.75%, 01/18/2030

     346,530  
     

 

 

 
     9,153,741  
     

 

 

 
  

Thailand - 2.7%

 

  

Thailand Government Bond

 

THB           5,655,208   

1.20%, 07/14/2021(2)(6)

     179,037  


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

9,255,047   

1.25%, 03/12/2028(2)(6)

   $            274,087  
35,165,000   

1.88%, 06/17/2022

     1,122,341  
6,675,000   

2.88%, 12/17/2028

     222,344  
5,775,000   

3.40%, 06/17/2036

     194,571  
40,750,000   

3.78%, 06/25/2032

     1,445,969  
21,995,000   

3.85%, 12/12/2025

     773,966  
5,784,000   

4.88%, 06/22/2029

     224,006  
     

 

 

 
     4,436,321  
     

 

 

 
  

Tunisia - 0.1%

 

EUR           145,000   

Banque Centrale de Tunisie International Bond
6.75%, 10/31/2023(1)

     162,262  
     

 

 

 
  

Turkey - 4.4%

 

      $           265,000   

Export Credit Bank of Turkey
8.25%, 01/24/2024(1)

     273,794  
  

Turkey Government Bond

 

TRY        4,440,000   

8.00%, 03/12/2025

     642,799  
775,000   

8.50%, 09/14/2022

     122,925  
1,245,000   

8.80%, 09/27/2023

     192,293  
935,000   

9.50%, 01/12/2022

     153,823  
2,185,000   

10.40%, 03/20/2024

     356,086  
3,285,000   

10.50%, 08/11/2027

     531,854  
6,945,000   

10.60%, 02/11/2026

     1,143,912  
4,520,000   

10.70%, 02/17/2021

     780,796  
3,900,000   

10.70%, 08/17/2022

     656,712  
5,380,000   

11.00%, 03/02/2022

     922,586  
2,565,000   

12.20%, 01/18/2023

     449,538  
1,425,000   

16.20%, 06/14/2023

     286,840  
  

Turkey Government International Bond

 

EUR           165,000   

4.63%, 03/31/2025

     189,803  
$325,000   

5.75%, 05/11/2047

     277,609  
200,000   

7.25%, 12/23/2023

     209,682  
     

 

 

 
     7,191,052  
     

 

 

 
  

Ukraine - 0.2%

 

250,000   

Ukraine Government International Bond
7.75%, 09/01/2019(2)

     250,064  
     

 

 

 
  

Uruguay - 0.7%

 

  

Uruguay Government International Bond

 

UYU           575,920   

4.00%, 07/10/2030(6)

     18,262  
2,831,650   

4.38%, 12/15/2028(6)

     92,508  
36,025,000   

8.50%, 03/15/2028(2)

     970,973  
     

 

 

 
     1,081,743  
     

 

 

 
  

Total Foreign Government Obligations
(cost $113,737,224)

   $ 110,162,873  
     

 

 

 

Convertible Bonds - 0.1%

  
  

Commercial Services - 0.1%

 

      $           200,000   

DP World Ltd.
1.75%, 06/19/2024(2)

     191,400  
     

 

 

 
  

Total Convertible Bonds
(cost $190,169)

   $ 191,400  
     

 

 

 
  

Total Long-Term Investments
(cost $154,696,667)

   $ 150,759,994  
     

 

 

 
     

Short-Term Investments - 3.9%

 

  

Other Investment Pools & Funds - 3.5%

 

5,789,527   

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.29%(7)

     5,789,527  
     

 

 

 
  

U.S. Treasury Bill - 0.4%

 

600,000   

U.S. Treasury Bill
2.35%, 03/21/2019(8)(9)(10)

     598,120  
     

 

 

 
  

Total Short-Term Investments
(cost $6,387,647)

   $ 6,387,647  
     

 

 

 


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Total Investments Excluding Purchased Options
(cost $161,084,314)

        95.3%      $   157,147,641  
  

Total Purchased Options
(cost $1,210,478)

        0.8%      $ 1,346,990  
        

 

 

    

 

 

 
  

Total Investments
(cost $162,294,792)

        96.1%      $ 158,494,631  
  

Other Assets and Liabilities

        3.9%        6,410,344  
        

 

 

    

 

 

 
  

Total Net Assets

        100.0%      $ 164,904,975  
        

 

 

    

 

 

 

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. These classifications are used for financial reporting purposes.

 

(1)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $24,979,583, representing 15.1% of net assets.

(2)

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $29,133,063, representing 17.7% of 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 January 31, 2019.

(5)

Security is a zero-coupon bond.

(6)

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

(7)

Current yield as of period end.

(8)

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

(9)

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

(10)

The rate shown represents current yield to maturity.

 

OTC Option Contracts Outstanding at January 31, 2019  
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

     DEUT        0.74 USD per AUD        03/14/19        3,160,000 AUD        3,160,000      $ 9,135      $ 15,806      $ (6,671)  

EUR Call/USD Put

     DEUT        1.20 USD per EUR        06/25/19        2,689,000 EUR        2,689,000        15,211        24,764        (9,553)  

NZD Call/USD Put

     DEUT        0.70 USD per NZD        03/14/19        3,330,000 NZD        3,330,000        10,206        15,774        (5,568)  

USD Call/BRL Put

     BNP        3.75 BRL per USD        07/08/19        2,303,000 USD        2,303,000        64,988        88,386        (23,398)  

USD Call/CAD Put

     DEUT        1.32 CAD per USD      07/30/19        3,185,000 USD        3,185,000        52,358        61,110        (8,752)  

USD Call/KRW Put

     MSC        1,164.00 KRW per USD        02/13/19        1,635,000 USD        1,635,000        67        11,976        (11,909)  

USD Call/KRW Put

     MSC        1,157.51 KRW per USD        03/12/19        3,701,000 USD        3,701,000        4,508        26,651        (22,143)  

USD Call/MXN Put

     MSC        20.93 MXN per USD        07/16/19        3,461,000 USD        3,461,000        48,125        55,064        (6,939)  
              

 

 

    

 

 

    

 

 

    

 

 

 

Total Calls

 

       23,464,000      $ 204,598      $ 299,531      $ (94,933)  
              

 

 

    

 

 

    

 

 

    

 

 

 

Puts

 

AUD Put/USD Call

     DEUT        0.70 USD per AUD        03/14/19        3,160,000 AUD        3,160,000      $ 3,113      $ 15,206      $ (12,093)  

EUR Put/CZK Call

     HSBC        26.00 CZK per EUR        03/21/19        940,000 EUR        940,000        9,599        22,916        (13,317)  

NZD Put/USD Call

     DEUT        0.66 USD per NZD        03/14/19        3,330,000 NZD        3,330,000        2,596        15,341        (12,745)  

USD Put/BRL Call

     BOA        3.94 BRL per USD        03/11/19        3,050,000 USD        3,050,000        243,796        88,877        154,919   

USD Put/BRL Call

     MSC        3.79 BRL per USD        04/04/19        2,999,000 USD        2,999,000        132,607        86,081        46,526   

USD Put/BRL Call

     MSC        3.94 BRL per USD        06/06/19        3,105,000 USD        3,105,000        255,358        130,832        124,526   

USD Put/BRL Call

     BNP        3.75 BRL per USD        07/08/19        2,303,000 USD        2,303,000        106,051        88,387        17,664   

USD Put/CAD Call

     DEUT        1.32 CAD per USD        07/30/19        3,185,000 USD        3,185,000        71,067        61,111        9,956   

USD Put/KRW Call

     MSC        1,097.00 KRW per USD        02/13/19        1,635,000 USD        1,635,000        1,233        9,982        (8,749)  


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

USD Put/MXN Call

   MSC      19.33 MXN per USD        04/15/19                4,189,000 USD        4,189,000      $ 86,821        148,056      $     (61,235)  

USD Put/PHP Call

   GSC      53.30 PHP per USD        07/19/19        2,331,000 USD        2,331,000        48,517        35,454        13,063   

USD Put/PLN Call

   BCLY      3.75 PLN per USD        07/18/19        2,899,000 USD        2,899,000        86,216        75,258        10,958   
              

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

                   33,126,000      $ 1,046,974      $ 777,501      $ 269,473   
              

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased option contracts

 

           56,590,000      $ 1,251,572      $ 1,077,032      $ 174,540   
              

 

 

    

 

 

    

 

 

    

 

 

 

 

Description   

Counter

-party

  

Exercise Price/FX

Rate/Rate

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

Written option contracts:

 

Calls

 

USD Call/CLP Put

   GSC      679.60 CLP per USD        07/08/19        (2,303,000) USD        (2,303,000   $ (35,501   $ (71,855   $ 36,354  

USD Call/MXN Put

   DEUT      21.67 MXN per USD        02/01/19        (3,461,000) USD        (3,461,000     (4     (45,408     45,404  

USD Call/MXN Put

   DEUT      19.71 MXN per USD        07/30/19        (1,744,000) USD        (1,744,000     (58,579     (61,127     2,548  
              

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

 

     (7,508,000   $ (94,084   $ (178,390)     $ 84,306  
              

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

 

              

Puts

 

EUR Put/CZK Call

   HSBC      24.00 CZK per EUR        03/21/19        (940,000)EUR        (940,000   $ (9   $ (7,114   $ 7,105  

USD Pur/TRY Call

   MSC      5.17 TRY per USD        05/01/19        (1,501,000)USD        (1,501,000     (17,659     (17,659     0  

USD Put/BRL Call

   BOA      3.76 BRL per USD        03/11/19        (3,050,000)USD        (3,050,000     (112,932     (30,378     (82,554

USD Put/BRL Call

   MSC      3.61 BRL per USD        04/04/19        (5,997,000)USD        (5,997,000     (92,006     (59,964     (32,042

USD Put/BRL Call

   MSC      3.69 BRL per USD        06/06/19        (6,211,000)USD        (6,211,000     (201,087     (88,917     (112,170

USD Put/CLP Call

   GSC      679.60 CLP per USD        07/08/19        (2,303,000)USD        (2,303,000     (117,635     (71,854     (45,781

USD Put/KRW Call

   MSC      1,091.10 KRW per USD        03/12/19        (3,701,000)USD        (3,701,000     (9,904     (22,102     12,198  

USD Put/MXN Call

   MSC      18.27 MXN per USD        04/15/19        (8,378,000)USD        (8,378,000     (26,516     (101,399     74,883  

USD Put/MXN Call

   MSC      18.43 MXN per USD        07/16/19        (3,461,000)USD        (3,461,000     (32,495     (43,193     10,698  

USD Put/MXN Call

   DEUT      19.71 MXN per USD        07/30/19        (1,743,000)USD        (1,743,000     (63,229     (61,092     (2,137

USD Put/PHP Call

   GSC      52.00 PHP per USD        07/19/19        (2,331,000)USD        (2,331,000     (18,711     (12,855     (5,856

USD Put/PLN Call

   BCLY      3.59 PLN per USD        07/18/19        (2,899,000)USD        (2,899,000     (29,811     (26,120     (3,691
              

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

                 (42,515,000   $ (721,994   $ (542,647)     $ (179,347)  
              

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

 

           (50,023,000   $ (816,078   $ (721,037   $ (95,041
              

 

 

   

 

 

   

 

 

   

 

 

 

 

        OTC Swaption Contracts Outstanding at January 31, 2019  

Description

  Counter-
party
   


Exercise
Price/FX
    Rate/
    Rate
 
 
 
 
   


Pay/
Receive
Floating
Rate

 
 
 
   
Expiration
      Date
 
 
    Notional Amount      
Number of
  Contracts
 
 
   
Market
Value †
 
 
   


Premiums
Paid
(Received)
by Fund
 
 
 
 
   

Unrealized

Appreciation/

(Depreciation)

 

 

 

Purchased swaption contracts:

 

               

Calls

                 
3 months KRW-CD-KSDA-Interest Rate Swap Expiring on 08/13/2029*   CBK     2.12     Receive       08/12/19       KRW 3,103,640,000       3,103,640,000     $ 87,695     $ 66,723     $ 20,972  
Puts                  
3 months KRW-CD-KSDA-Interest Rate Swap Expiring on 08/13/2029*   CBK     2.12     Pay       08/12/19       KRW 3,103,640,000       3,103,640,000       7,723       66,723       (59,000

 

 

Total purchased swaption contracts

 

      6,207,280,000     $ 95,418     $ 133,446     $ (38,028
           

 

 

   

 

 

   

 

 

   

 

 

 

 

*

Swaptions with forward premiums.


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

    Futures Contracts Outstanding at January 31, 2019  
Description    Number
of
Contracts
     Expiration Date    Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

U.S. Treasury 2-Year Note Future

     15      03/29/2019    $ 3,184,922      $ 22,613   

U.S. Treasury 5-Year Note Future

     142      03/29/2019      16,310,031        281,592   
           

 

 

 

Total

 

   $ 304,205   
           

 

 

 

Short position contracts:

 

Euro-BOBL Future

     3      03/07/2019    $ 456,455      $ (598)  

Euro-Bund Future

     2      03/07/2019      379,252        (6,132)  

Long Gilt Future

     2      03/27/2019      324,044        (3,479)  

U.S. Treasury 10-Year Note Future

     107      03/20/2019              13,104,156        (352,106)  

U.S. Treasury Long Bond Future

     3      03/20/2019      440,062        (10,974)  
           

 

 

 

Total

 

   $ (373,289)  
           

 

 

 
           
           

 

 

 

Total futures contracts

 

   $ (69,084)  
           

 

 

 

 

Cross Currency Swap Contracts Outstanding at January 31, 2019  
    Receive   Pay   Maturity
Date (1)
    Counter-
party
    Notional
Amount of
Currency
Received
    Notional
Amount of
Currency
Delivered
    Upfront
Premiums
Paid
    Upfront
Premiums
Received
    Market Value †     Unrealized
Appreciation/
(Depreciation)
 
Fixed Rate equal to 16.30% based on the notional amount of currency delivered   Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered     03/20/24       BNP       TRY 2,915,000     USD  552,607     $     $     $   37,071     $ 37,071  
Fixed Rate equal to 16.76% based on the notional amount of currency delivered   Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered     03/20/24       GSC       TRY 21,390,000     USD  4,001,122                   333,919       333,919  
Fixed Rate equal to 14.73% based on the notional amount of currency delivered   Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered     03/20/29       BNP       TRY 1,760,000     USD 333,649                   (30,613)       (30,613
Fixed Rate equal to 14.91% based on the notional amount of currency delivered   Variable Rate equal to the 3M USD LIBOR Rate based on the notional amount of currency delivered     03/20/29       GSC       TRY 12,895,000     USD 2,412,084                   (246,862)       (246,862
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

          $     —     $     —     $     93,515     $     93,515  
           

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) 

At the maturity date, the notional amount of the currency received will be exchanged back for the notional amount of the currency delivered.


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

        OTC Interest Rate Swap Contracts Outstanding at January 31, 2019

 

 

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

  4.49% Fixed   CLICP Camara
Promedio A
  CLP 186,380,000       03/20/29           Semi-Annual     $     $ —      $ (10,170)     $ (10,170)  

DEUT

  6.26% Fixed   6 Mo. INR
MIBOR
  INR 18,635,000       03/20/24           Semi-Annual             —        1,720        1,720   

DEUT

  8.69% Fixed   BZDIOVRA   BRL 9,799,140       01/02/20           Maturity             —        (80,874)       (80,874)  

DEUT

  BZDIOVRA   8.55% Fixed   BRL 6,036,944       01/03/22           Maturity             —        81,817        81,817   

DEUT

  4.50% Fixed   CLICP Camara
Promedio A
  CLP 89,537,519       03/20/29           Semi-Annual             —        (4,993)       (4,993)  

GSC

  6.18% Fixed   3 Mo. Banco
Central De La
Republica
  COP  2,247,829,000       03/20/29           Quarterly             —        (9,974)       (9,974)  

GSC

  1.71% Fixed   3 Mo. KRW
KSDA
  KRW 1,883,638,910       03/20/24           Quarterly             —        3,469        3,469   

GSC

  2.01% Fixed   3 Mo. KRW
KSDA
  KRW 1,655,075,000       03/20/24           Quarterly             —        (18,236)       (18,236)  

GSC

  6 Mo. INR
MIBOR
  6.25% Fixed   INR 42,765,000       03/20/21           Semi-Annual             —        61        61   

GSC

  3.63% Fixed   CLICP Camara
Promedio A
  CLP 4,129,750,000       03/20/20           Maturity             —        (27,235)       (27,235)  

GSC

  4.49% Fixed   CLICP Camara
Promedio A
  CLP 146,665,000       03/20/29           Semi-Annual             —        (8,049)       (8,049)  

HSBC

  6 Mo. INR
MIBOR
  6.24% Fixed   INR 148,240,000       03/20/21           Semi-Annual             —        (171)       (171)  

HSBC

  6 Mo. INR
MIBOR
  6.26% Fixed   INR 160,975,000       03/20/21           Semi-Annual             —        (3,710)       (3,710)  

HSBC

  6.36% Fixed   6 Mo. INR
MIBOR
  INR 64,500,000       03/20/24           Semi-Annual             —        2,382        2,382   

HSBC

  6.39% Fixed   6 Mo. INR
MIBOR
  INR 70,835,000       03/20/24           Semi-Annual             —        (8,609)       (8,609)  

JPM

  6.20% Fixed   3 Mo. Banco
Central De La
Republica
  COP 2,694,141,000       03/20/29           Quarterly             —        (13,617)       (13,617)  

JPM

  6 Mo. INR
MIBOR
  6.25% Fixed   INR 160,970,000       03/20/21           Semi-Annual             —        (4,336)       (4,336)  

JPM

  6.38% Fixed   6 Mo. INR
MIBOR
  INR 70,835,000       03/20/24           Semi-Annual             —        (8,859)       (8,859)  

MSC

  BZDIOVRA   9.85% Fixed   BRL 1,107,638       01/04/21           Maturity             —        20,842        20,842   

MSC

  4.50% Fixed   CLICP Camara
Promedio A
  CLP 224,155,000       03/20/29           Semi-Annual             —        (12,586)       (12,586)  
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

        $     $ —      $ (101,128)     $ (101,128)  
           

 

 

   

 

 

   

 

 

   

 

 

 

 

        Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2019  

Payments made by

Fund

           Payments
        received by
         Fund
 

Notional Amount

     Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Value †     Unrealized
Appreciation/
(Depreciation)
 

1 Mo. MXN TIIE

   8.44% Fixed     MXN        24,850,000        01/02/23        Monthly      $      $      $ 12,592     $ 12,592  

1 Mo. MXN TIIE

   7.82% Fixed     MXN        21,450,000        07/29/25        Lunar                          (25,049     (25,049

1 Mo. MXN TIIE

   8.12% Fixed     MXN        13,325,000        07/20/28        Lunar                      (16,126     (16,126

6.84% Fixed

   1 Mo. MXN TIIE
    MXN        9,850,000        07/14/22        Lunar                      21,138       21,138  

7.29% Fixed

   1 Mo. MXN TIIE     MXN        13,625,000        05/05/22        Lunar                      18,008       18,008  

7.84% Fixed

   1 Mo. MXN TIIE     MXN        3,550,000        01/07/22        Lunar                      1,654       1,654  

7.94% Fixed

   1 Mo. MXN TIIE     MXN        10,075,000        01/05/22        Lunar                      3,301       3,301  

2.45% Fixed

   12 Mo. Federal
Funds Rate
    USD        10,640,000        01/28/20        Maturity                      (4,816     (4,816


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

2.16% Fixed

   3 Mo. CZK PRIBOR      CZK        47,675,000        03/20/20        Maturity      $      $     $ (1,538   $ (1,538

3 Mo. ZAR JIBAR

   8.71% Fixed      ZAR        568,284        03/20/29        Quarterly                     2,163       2,163  

7.96% Fixed

   3 Mo. ZAR JIBAR      ZAR        18,000,000        03/20/24        Quarterly                     (29,222     (29,222

2.50% Fixed

   6 Mo. CZK PRIBOR      CZK        21,475,000        03/20/29        Annual                     (69,547     (69,547

6 Mo. CZK PRIBOR

   2.48% Fixed      CZK        86,450,000        03/20/24        Annual                     130,565       130,565  

0.47% Fixed

   6 Mo. EURO EURIBOR      EUR        1,650,000        03/20/24        Annual        1,303              (30,699     (32,002

6 Mo. EURO EURIBOR

   1.04% Fixed      EUR        825,000        03/20/29        Annual               (1,628     32,551       34,179  

2.63% Fixed

   6 Mo. PLN WIBOR      PLN        23,320,000        03/20/24        Annual                     (181,441     (181,441

6 Mo. PLN WIBOR

   2.12% Fixed      PLN        28,255,000        03/20/21        Annual                     54,039       54,039  

6 Mo. PLN WIBOR

   2.84% Fixed      PLN        3,825,000        03/20/26        Annual                     45,091       45,091  

6 Mo. PLN WIBOR

   3.06% Fixed      PLN        6,275,000        03/20/29        Annual                     107,851       107,851  
                 

 

 

    

 

 

   

 

 

   

 

 

 

Total

 

         $     1,303      $     (1,628   $ 70,515     $ 70,840  
                 

 

 

    

 

 

   

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at January 31, 2019  
Amount and Description
of Currency to be
Purchased
   Amount and Description
of Currency to be
Sold
   Counterparty    Settlement
Date
       Appreciation          Depreciation  

24,039,000

   ARS        567,761      USD    CBK      03/20/19      $              44,386      $  

17,825,000

   ARS        416,959      USD    BNP      03/20/19        36,950         

5,585,000

   ARS        140,256      USD    BNP      03/20/19        1,964         

1,541,000

   AUD        1,120,045      USD    GSC      02/04/19        170         

600,000

   AUD        425,394      USD    GSC      03/20/19        11,052         

460,000

   AUD        324,992      USD    MSC      03/20/19        9,617         

1,190,000

   AUD        860,870      USD    JPM      03/20/19        4,748         

720,000

   AUD        520,787      USD    JPM      03/20/19        2,948         

500,000

   AUD        361,456      USD    MSC      03/20/19        2,249         

4,515,000

   BRL        1,199,076      USD    MSC      02/01/19        38,780         

15,402,000

   BRL        3,951,764      USD    MSC      03/06/19        262,282         

6,566,000

   BRL        1,758,954      USD    GSC      03/06/19        37,528         

2,110,000

   BRL        542,905      USD    GSC      03/06/19        34,399         

2,320,000

   BRL        604,797      USD    GSC      03/06/19        29,964         

1,195,000

   BRL        303,839      USD    JPM      03/06/19        23,117         

1,340,000

   BRL        348,505      USD    MSC      03/06/19        18,125         

3,226,000

   BRL        869,354      USD    MSC      03/06/19        13,292         

700,000

   BRL        178,249      USD    GSC      03/06/19        13,274         

1,305,000

   BRL        350,901      USD    MSC      03/06/19        6,152         

665,000

   BRL        176,758      USD    MSC      03/06/19        5,188         

912,000

   BRL        244,753      USD    MSC      03/06/19        4,773         

555,000

   BRL        151,753      USD    BNP      03/06/19        97         

935,000

   BRL        240,731      USD    DEUT      04/09/19        14,422         

5,961,000

   BRL        1,738,408      USD    DEUT      04/09/19               (111,706

1,179,000

   CAD        890,073      USD    DEUT      03/19/19        8,237         

675,000

   CAD        499,718      USD    GSC      03/20/19        14,595         

555,000

   CAD        409,840      USD    MSC      03/20/19        13,040         

475,000

   CAD        349,166      USD    DEUT      03/20/19        12,758         

255,000

   CAD        187,343      USD    GSC      03/20/19        6,953         

433,000

   CAD        326,683      USD    GSC      03/20/19        3,239         

688,457,000

   CLP        1,007,621      USD    JPM      03/20/19        42,238         

315,000,000

   CLP        463,372      USD    CBK      03/20/19        16,986         

305,100,000

   CLP        454,221      USD    GSC      03/20/19        11,040         

260,700,000

   CLP        387,946      USD    CBK      03/20/19        9,607         

221,100,000

   CLP        328,505      USD    CBK      03/20/19        8,661         

156,900,000

   CLP        233,569      USD    GSC      03/20/19        5,695         

32,400,000

   CLP        46,659      USD    CBK      03/20/19        2,749         

30,600,000

   CLP        46,357      USD    BNP      03/20/19        307         

4,285,000

   CNH        621,988      USD    GSC      03/20/19        17,000         

20,105,134,000

   COP        6,320,878      USD    MSC      03/20/19        141,627         

2,949,400,000

   COP        928,876      USD    CBK      03/20/19        19,167         

1,467,500,000

   COP        467,171      USD    CBK      03/20/19        4,536         


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

327,100,000

   COP        104,155        USD        GSC        03/20/19      $              986      $  

315,107,000

   CZK        13,932,924        USD        BNP        03/20/19        90,008         

1,300,000

   CZK        58,092        USD        GSC        03/20/19               (239

5,424,000

   CZK        228,413        USD        JPM        03/25/19        13,011         

64,230,000

   CZK        3,029,717        USD        MSC        09/26/19               (155,979

64,220,000

   CZK        3,044,323        USD        GSC        09/26/19               (171,033

1,430,000

   EGP        75,571        USD        GSC        03/13/19        4,243         

13,960,000

   EGP        757,872        USD        GSC        03/20/19        19,672         

28,210,000

   EGP        1,493,383        USD        GSC        06/19/19        37,775         

2,416,000

   EUR        2,761,585        USD        BOA        03/20/19        15,424         

769,000

   EUR        881,764        USD        GSC        03/20/19        2,143         

193,000

   EUR        220,874        USD        BNP        03/20/19        965         

12,000

   EUR        13,827        USD        JPM        03/20/19               (34

201,000

   EUR        227,037        USD        HSBC        03/25/19        4,105         

600,000

   GBP        760,254        USD        GSC        03/20/19        28,689         

665,000

   GBP        846,089        USD        BCLY        03/20/19        28,322         

189,000,000

   HUF        671,342        USD        GSC        03/20/19        15,840         

172,400,000

   HUF        614,048        USD        GSC        03/20/19        12,779         

149,797,000

   HUF        534,779        USD        CIBC        03/20/19        9,865         

149,625,000

   HUF        539,559        USD        MSC        03/20/19        4,461         

41,324,000

   HUF        147,193        USD        GSC        03/20/19        3,057         

19,648,000

   HUF        69,786        USD        GSC        03/20/19        1,652         

37,238,000

   HUF        134,716        USD        GSC        03/20/19        678         

19,100,000

   HUF        69,729        USD        GSC        03/20/19               (284

2,180,400,000

   HUF        7,816,455        USD        GSC        04/29/19        136,207         

25,449,957,000

   IDR        1,715,882        USD        BCLY        03/20/19        95,052         

11,247,000,000

   IDR        764,582        USD        BCLY        03/20/19        35,717         

1,887,000,000

   IDR        135,075        USD        BCLY        03/20/19               (803

50,770,000

   INR        710,120        USD        GSC        03/20/19               (199

103,840,000

   INR        1,456,892        USD        HSBC        03/20/19               (4,889

1,869,040,000

   KRW        1,666,702        USD        MSC        03/14/19        15,274         

1,536,661,000

   KRW        1,377,677        USD        MSC        03/20/19        5,498         

162,520,000

   KRW        144,978        USD        BCLY        03/20/19        1,309         

86,700,000

   KZT        226,637        USD        CBK        03/20/19               (1,088

138,100,000

   KZT        361,424        USD        JPM        03/20/19               (2,158

66,723,000

   KZT        175,934        USD        CBK        03/20/19               (2,355

66,723,000

   KZT        176,236        USD        CBK        03/20/19               (2,657

66,723,000

   KZT        176,446        USD        CBK        03/20/19               (2,867

66,723,000

   KZT        176,633        USD        CBK        03/20/19               (3,054

66,724,000

   KZT        176,659        USD        CBK        03/20/19               (3,077

13,264,000

   MXN        694,938        USD        GSC        02/06/19               (1,937

30,143,000

   MXN        1,580,567        USD        MSC        02/11/19               (6,807

18,943,000

   MXN        919,898        USD        BOA        03/14/19        64,338         

41,207,000

   MXN        2,097,989        USD        NAB        03/20/19        41,003         

7,528,000

   MXN        380,574        USD        GSC        03/20/19        10,193         

1,118,000

   MXN        58,375        USD        CBK        03/20/19               (341

2,510,000

   MXN        130,838        USD        CBK        03/20/19               (547

2,800,000

   MXN        145,943        USD        GSC        03/20/19               (599

5,290,000

   MXN        275,689        USD        GSC        03/20/19               (1,093

12,070,000

   MXN        629,308        USD        BNP        03/20/19               (2,773

28,895,000

   MXN        1,478,761        USD        MSC        07/18/19               (6,316

3,929,000

   MXN        199,371        USD        DEUT        08/01/19        475         

17,756,000

   MYR        4,252,934        USD        UBS        03/20/19        78,009         

2,940,000

   MYR        705,318        USD        MSC        03/20/19        11,790         

330,000

   MYR        80,912        USD        BCLY        03/20/19               (420

70,000

   NZD        48,375        USD        GSC        02/04/19        14         

660,000

   NZD        445,170        USD        GSC        03/20/19        11,499         

575,000

   NZD        388,902        USD        GSC        03/20/19        8,954         

440,000

   NZD        295,956        USD        MSC        03/20/19        8,490         

1,120,000

   NZD        769,358        USD        SSG        03/20/19        5,596         

25,205,000

   PEN        7,435,103        USD        BNP        03/20/19        127,531         

5,380,000

   PEN        1,606,359        USD        BNP        03/20/19        7,883         

860,000

   PEN        254,250        USD        CBK        03/20/19        3,789         

524,000

   PEN        156,535        USD        BCLY        03/20/19        689         

155,000

   PEN        46,407        USD        GSC        03/20/19        100         

94,853,000

   PHP        1,787,992        USD        DEUT        03/20/19        25,600         


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

29,500,000

   PHP        556,184        USD        MSC        03/20/19      $              7,857      $  

16,350,000

   PHP        309,425        USD        DEUT        03/20/19        3,188         

25,250,000

   PHP        483,439        USD        GSC        03/20/19               (658

662,000

   PLN        176,017        USD        BCLY        02/11/19        1,884         

40,404,000

   PLN        10,682,445        USD        BNP        03/20/19        187,689         

2,455,000

   PLN        654,590        USD        MSC        03/20/19        5,894         

490,000

   PLN        131,954        USD        GSC        03/20/19               (126

4,185,000

   RON        995,121        USD        GSC        03/20/19        15,007         

185,000

   RON        44,924        USD        BNP        03/20/19               (271

4,375,000

   RON        1,069,682        USD        JPM        03/20/19               (13,694

39,759,000

   RUB        591,784        USD        MSC        02/11/19        15,537         

164,466,000

   RUB        2,446,956        USD        JPM        03/20/19        52,506         

62,994,000

   RUB        935,149        USD        MSC        03/20/19        22,198         

20,360,000

   RUB        290,318        USD        GSC        03/20/19        19,102         

29,190,000

   RUB        431,167        USD        GSC        03/20/19        12,446         

20,230,000

   RUB        300,773        USD        BCLY        03/20/19        6,671         

8,820,000

   RUB        130,415        USD        BCLY        03/20/19        3,626         

3,751,000

   RUB        55,587        USD        GSC        03/20/19        1,418         

7,000,000

   RUB        106,539        USD        GSC        03/20/19               (157

620,000

   SGD        453,828        USD        JPM        03/20/19        7,228         

990,000

   SGD        731,125        USD        JPM        03/20/19        5,077         

495,000

   SGD        366,115        USD        DEUT        03/20/19        1,986         

235,484,000

   THB        7,209,503        USD        MSC        03/20/19        336,932         

19,770,000

   THB        606,479        USD        JPM        03/20/19        27,080         

24,314,000

   THB        762,936        USD        CBK        03/20/19        16,243         

28,970,000

   THB        920,325        USD        MSC        03/20/19        8,061         

3,780,000

   THB        121,107        USD        GSC        03/20/19        28         

9,314,000

   TRY        1,645,205        USD        GSC        03/20/19        109,397         

2,210,000

   TRY        391,185        USD        GSC        03/20/19        25,142         

1,910,000

   TRY        342,049        USD        GSC        03/20/19        17,763         

2,640,000

   TRY        483,410        USD        GSC        03/20/19        13,922         

317,000

   TRY        56,430        USD        GSC        03/20/19        3,288         

395,000

   TRY        74,060        USD        GSC        03/20/19        351         

3,119,000

   TRY        549,313        USD        CBK        04/08/19        32,440         

2,282,000

   TRY        420,335        USD        MSC        05/02/19               (139

1,106,307

   USD        1,541,000        AUD        DEUT        02/04/19               (13,908

353,076

   USD        485,000        AUD        GSC        03/20/19        282         

1,120,757

   USD        1,541,000        AUD        GSC        03/20/19               (182

368,332

   USD        510,000        AUD        GSC        03/20/19               (2,647

298,898

   USD        415,000        AUD        NOM        03/20/19               (2,977

153,351

   USD        215,000        AUD        GSC        03/20/19               (3,042

414,099

   USD        575,000        AUD        DEUT        03/20/19               (4,162

271,066

   USD        380,000        AUD        GSC        03/20/19               (5,350

1,447,563

   USD        2,001,000        AUD        JPM        03/20/19               (7,984

245,135

   USD        912,000        BRL        MSC        02/01/19               (4,904

963,111

   USD        3,603,000        BRL        MSC        02/01/19               (24,706

153,182

   USD        571,000        BRL        MSC        03/06/19               (3,046

376,935

   USD        1,395,000        BRL        MSC        03/06/19               (4,742

761,077

   USD        2,872,000        BRL        MSC        03/06/19               (24,713

761,598

   USD        2,955,000        BRL        DEUT        03/06/19               (46,901

899,702

   USD        3,467,000        BRL        MSC        03/06/19               (48,883

919,543

   USD        3,623,000        BRL        BOA        03/13/19               (71,132

96,415

   USD        365,000        BRL        MSC        04/08/19               (3,196

511,325

   USD        2,122,000        BRL        MSC        04/09/19               (67,749

629,265

   USD        2,619,000        BRL        MSC        04/09/19               (85,436

603,095

   USD        2,533,000        BRL        MSC        04/09/19               (88,137

132,741

   USD        523,000        BRL        MSC        06/10/19               (9,326

326,645

   USD        433,000        CAD        MSC        03/19/19               (3,268

547,362

   USD        746,000        CAD        DEUT        03/19/19               (21,034

261,093

   USD        345,000        CAD        GSC        03/20/19               (1,778

153,904

   USD        205,000        CAD        BMO        03/20/19               (2,294

230,049

   USD        305,000        CAD        GSC        03/20/19               (2,344

290,545

   USD        385,000        CAD        GSC        03/20/19               (2,804

420,091

   USD        560,000        CAD        GSC        03/20/19               (6,599

364,710

   USD        490,000        CAD        GSC        03/20/19               (8,643

372,173

   USD        500,000        CAD        GSC        03/20/19               (8,800


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

179,399

   USD        236,000        CAD        DEUT        07/31/19      $              —      $ (945

468,043

   USD        318,300,000        CLP        CBK        03/20/19               (17,347

630,518

   USD        4,285,000        CNH        GSC        03/20/19               (8,470

75,414

   USD        237,100,000        COP        GSC        03/20/19               (799

106,590

   USD        341,300,000        COP        SCB        03/20/19               (3,116

232,112

   USD        738,000,000        COP        CBK        03/20/19               (5,107

322,089

   USD        1,048,400,000        COP        BCLY        03/20/19               (14,904

8,003,950

   USD        178,300,000        CZK        GSC        03/20/19        69,221         

725,601

   USD        16,260,000        CZK        GSC        03/20/19        1,997         

331,839

   USD        7,460,000        CZK        UBS        03/20/19               (146

298,828

   USD        6,727,000        CZK        BNP        03/20/19               (538

152,476

   USD        3,440,000        CZK        BCLY        03/20/19               (612

228,861

   USD        5,424,000        CZK        HSBC        03/25/19               (12,563

6,121,768

   USD        128,450,000        CZK        JPM        09/26/19        374,740         

1,702,802

   USD        1,476,000        EUR        GSC        03/20/19        6,252         

186,780

   USD        164,000        EUR        MSC        03/20/19               (1,725

709,528

   USD        619,000        EUR        GSC        03/20/19               (1,965

562,295

   USD        492,000        EUR        GSC        03/20/19               (3,222

803,101

   USD        705,000        EUR        GSC        03/20/19               (7,243

3,967,492

   USD        3,471,000        EUR        BOA        03/20/19               (22,160

226,406

   USD        201,000        EUR        JPM        03/25/19               (4,735

730,019

   USD        630,000        EUR        DEUT        06/27/19               (369

1,955,548

   USD        1,537,000        GBP        BCLY        03/20/19               (65,461

241,247

   USD        1,882,000        HKD        HSBC        03/20/19        935         

18,180

   USD        5,150,000        HUF        CBK        03/20/19               (545

7,947,512

   USD        2,180,400,000        HUF        GSC        01/28/20               (141,106

118,869

   USD        1,660,000,000        IDR        BNP        03/20/19        749         

237,058

   USD        3,375,000,000        IDR        MSC        03/20/19               (3,095

102,647

   USD        1,493,000,000        IDR        BCLY        03/20/19               (3,590

550,645

   USD        7,812,000,000        IDR        SCB        03/20/19               (5,231

154,169

   USD        2,278,000,000        IDR        SCB        03/20/19               (7,926

325,310

   USD        4,717,000,000        IDR        BNP        03/20/19               (10,336

1,104,006

   USD        15,848,000,000        IDR        MSC        03/20/19               (23,685

399,670

   USD        28,580,000        INR        MSC        03/20/19        34         

2,856,259

   USD        207,790,000        INR        BCLY        03/20/19               (49,285

41,748

   USD        47,215,000        KRW        MSC        02/15/19               (703

387,058

   USD        432,150,000        KRW        GSC        03/20/19               (1,928

348,053

   USD        390,620,000        KRW        GSC        03/20/19               (3,551

500,657

   USD        562,789,000        KRW        MSC        03/20/19               (5,919

1,970,144

   USD        2,214,442,000        KRW        SCB        03/20/19               (23,113

5,122

   USD        1,935,000        KZT        CBK        03/20/19        89         

5,123

   USD        1,935,000        KZT        CBK        03/20/19        89         

5,117

   USD        1,935,000        KZT        CBK        03/20/19        83         

5,111

   USD        1,935,000        KZT        CBK        03/20/19        77         

5,102

   USD        1,935,000        KZT        CBK        03/20/19        68         

649,718

   USD        13,264,000        MXN        DEUT        02/06/19               (43,282

170,889

   USD        3,258,000        MXN        MSC        02/11/19        789         

690,237

   USD        13,217,000        MXN        BOA        03/14/19        3,511         

787,302

   USD        15,128,000        MXN        DEUT        03/20/19        2,030         

690,490

   USD        13,264,000        MXN        GSC        03/20/19        1,976         

282,619

   USD        5,430,000        MXN        GSC        03/20/19        756         

153,554

   USD        2,950,000        MXN        GSC        03/20/19        425         

18,073

   USD        348,000        MXN        CBK        03/20/19        9         

13,844

   USD        279,000        MXN        CBK        03/20/19               (639

121,759

   USD        2,420,000        MXN        JPM        03/20/19               (3,860

335,027

   USD        6,540,000        MXN        MSC        03/20/19               (4,455

307,196

   USD        6,110,000        MXN        JPM        03/20/19               (9,965

366,133

   USD        7,278,000        MXN        DEUT        03/20/19               (11,656

366,569

   USD        7,530,000        MXN        BNP        03/20/19               (24,302

545,989

   USD        11,240,000        MXN        CBK        03/20/19               (37,462

3,136,710

   USD        63,753,000        MXN        JPM        03/20/19               (172,610

67,356

   USD        1,302,000        MXN        MSC        04/17/19        58         

147,521

   USD        610,000        MYR        BCLY        03/20/19               (1,267

381,531

   USD        1,570,000        MYR        BCLY        03/20/19               (1,415

381,438

   USD        1,570,000        MYR        BCLY        03/20/19               (1,507

669,280

   USD        2,766,000        MYR        GSC        03/20/19               (5,387


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

47,664

   USD      70,000        NZD        DEUT        02/04/19      $              —      $ (725

47,693

   USD      70,000        NZD        DEUT        03/18/19               (740

162,888

   USD      235,000        NZD        GSC        03/20/19        286         

48,420

   USD      70,000        NZD        GSC        03/20/19               (14

263,971

   USD      385,000        NZD        GSC        03/20/19               (2,419

426,923

   USD      625,000        NZD        CSFB        03/20/19               (5,529

273,426

   USD      405,000        NZD        MSC        03/20/19               (6,803

567,117

   USD      830,000        NZD        BNP        03/20/19               (7,180

906,650

   USD      1,321,000        NZD        JPM        03/20/19               (7,381

869,568

   USD      1,280,000        NZD        JPM        03/20/19               (16,094

229,720

   USD      766,000        PEN        BCLY        03/20/19               (115

339,589

   USD      1,140,000        PEN        CBK        03/20/19               (2,462

339,589

   USD      1,140,000        PEN        BNP        03/20/19               (2,462

284,108

   USD      960,000        PEN        SCB        03/20/19               (3,936

679,279

   USD      2,280,000        PEN        CBK        03/20/19               (4,824

367,154

   USD      1,243,000        PEN        BNP        03/20/19               (5,802

459,743

   USD      1,556,000        PEN        BNP        03/20/19               (7,127

652,354

   USD      2,203,000        PEN        BNP        03/20/19               (8,645

706,440

   USD      2,386,000        PEN        CBK        03/20/19               (9,468

741,892

   USD      2,505,000        PEN        CBK        03/20/19               (9,720

748,521

   USD      2,530,000        PEN        CBK        03/20/19               (10,593

136,070

   USD      7,220,000        PHP        HSBC        03/20/19               (1,977

713,114

   USD      38,009,000        PHP        GSC        07/22/19               (7,107

891,070

   USD      3,250,000        PLN        BCLY        02/11/19        17,689         

203,740

   USD      765,000        PLN        SSG        03/20/19               (2,072

174,111

   USD      660,000        PLN        HSBC        03/20/19               (3,453

926,930

   USD      3,472,000        PLN        BCLY        07/22/19               (10,495

734,430

   USD      3,000,000        RON        BNP        03/20/19        10,324         

366,545

   USD      1,501,000        RON        GSC        03/20/19        4,250         

255,433

   USD      1,046,000        RON        GSC        03/20/19        2,962         

132,070

   USD      540,000        RON        GSC        03/20/19        1,731         

110,073

   USD      451,000        RON        GSC        03/20/19        1,216         

171,836

   USD      708,000        RON        DEUT        03/20/19        947         

46,483

   USD      194,000        RON        DEUT        03/20/19               (343

149,885

   USD      627,000        RON        GSC        03/20/19               (1,453

756,691

   USD      50,494,000        RUB        CBK        02/11/19               (14,607

279,271

   USD      18,390,000        RUB        JPM        03/20/19               (210

132,292

   USD      8,890,000        RUB        HSBC        03/20/19               (2,814

333,824

   USD      22,660,000        RUB        GSC        03/20/19               (10,549

1,537,458

   USD      2,105,000        SGD        UBS        03/20/19               (27,900

401,445

   USD      12,780,000        THB        GSC        03/20/19               (8,109

238,110

   USD      7,690,000        THB        MSC        03/20/19               (8,328

463,164

   USD      14,900,000        THB        DEUT        03/20/19               (14,328

2,304

   USD      13,000        TRY        GSC        03/20/19               (145

89,190

   USD      505,000        TRY        HSBC        03/20/19               (5,944

524,029

   USD      2,895,000        TRY        GSC        03/20/19               (21,340

388,656

   USD      2,220,000        TRY        BNP        03/20/19               (29,555

397,005

   USD      2,265,000        TRY        BNP        03/20/19               (29,684

1,149,383

   USD      6,507,000        TRY        GSC        03/20/19               (76,427

946,652

   USD      5,075,000        TRY        MSC        04/08/19        66         

202,768

   USD      6,667,000        UYU        JPM        03/20/19               (992

202,614

   USD      6,666,000        UYU        CBK        03/20/19               (1,115

297,539

   USD      9,795,000        UYU        HSBC        03/20/19               (1,819

1,436,357

   USD      20,188,000        ZAR        BOA        02/01/19               (85,515

482,027

   USD      6,466,000        ZAR        GSC        03/20/19               (2,734

160,431

   USD      2,198,000        ZAR        UBS        03/20/19               (4,355

163,678

   USD      2,280,000        ZAR        GSC        03/20/19               (7,255

158,005

   USD      2,213,000        ZAR        DEUT        03/20/19               (7,905

407,202

   USD      5,677,000        ZAR        DEUT        03/20/19               (18,407

457,711

   USD      6,445,000        ZAR        UBS        03/20/19               (25,475

790,556

   USD      10,999,000        ZAR        MSC        03/20/19               (34,047

2,241,298

   USD      31,241,000        ZAR        BOA        03/20/19               (100,860

13,722,000

   ZAR      927,006        USD        BOA        02/01/19        107,427         

6,466,000

   ZAR      484,689        USD        GSC        02/01/19        2,750         

64,317,000

   ZAR      4,455,011        USD        GSC        03/20/19        366,876         

9,050,000

   ZAR      632,911        USD        BOA        03/20/19        45,573         


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

 

7,806,000

     ZAR     541,688   USD   HSBC   03/20/19   $             43,533   $                      — 

6,840,000

     ZAR     495,810   USD   GSC   03/20/19   16,989   — 

3,384,000

     ZAR     241,613   USD   DEUT   03/20/19   12,087   — 

1,779,000

     ZAR     122,254   USD   HSBC   03/20/19   11,118   — 

1,140,000

     ZAR     78,595   USD   GSC   03/20/19   6,872   — 

1,720,000

     ZAR     129,156   USD   GSC   03/20/19     (207)

 

        Total

               $        4,019,424   $        (2,527,799)

 

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

 

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

Barclays

  
BMO   

Bank of Montreal

  
BNP   

BNP Paribas Securities Services

  
BOA   

Banc of America Securities LLC

  
CBK   

Citibank NA

  
CIBC   

Canadian Imperial Bank of Commerce

  
CSFB   

Credit Suisse First Boston Corp.

  
DEUT   

Deutsche Bank Securities, Inc.

  
GSC   

Goldman Sachs & Co.

  
HSBC   

HSBC Bank USA

  
JPM   

JP Morgan Chase & Co.

  
MSC   

Morgan Stanley

  
NAB   

National Australia Bank Limited

  
NOM   

Nomura International

  
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

  
HKD   

Hong Kong Dollar

  
HUF   

Hungarian Forint

  
IDR   

Indonesian Rupiah

  
INR   

Indian Rupee

  
KRW   

South Korean Won

  
KZT   

Kazakhstani Tenge

  
MXN   

Mexican Peso

  
MYR   

Malaysian Ringgit

  
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

  


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

Index Abbreviations:     
BADLAR   

Buenos Aires Deposits of Large Amount Rate

  
CMT   

Constant Maturity Treasury Index

  
Other Abbreviations:     
BZDIOVRA   

Brazil Cetip Interbank Deposit Rate

  
CJSC   

Closed Joint Stock Company

  
CLICP   

Sinacofi Chile Interbank Offered Rate

  
EM   

Emerging Markets

  
EURIBOR   

Euro Interbank Offered Rate

  
JIBAR   

Johannesburg Interbank Agreed Rate

  
JSC   

Joint Stock Company

  
KSDA   

Korea Securities Dealers Association

  
LIBOR   

London Interbank Offered Rate

  
MIBOR   

Mumbai Inter-Bank Offered Rate

  
OTC   

Over-the-Counter

  
PJSC   

Private Joint Stock Company

  
PRIBOR   

Prague Interbank Offered Rate

  
PT   

Perseroan Terbatas

  
TIIE   

Interbank Equilibrium Interest Rate

  
WIBOR   

Warsaw Interbank Offered Rate

  


 

The Hartford Emerging Markets Local Debt Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

 

Corporate Bonds

   $ 40,405,721       $ —       $ 40,405,721       $  

Foreign Government Obligations

         110,162,873         —         110,162,873          

Convertible Bonds

     191,400         —         191,400          

Short-Term Investments

     6,387,647         5,789,527         598,120          

Purchased Options

     1,346,990         —         1,346,990          

Foreign Currency Contracts(2)

     4,019,424         —         4,019,424          

Futures Contracts(2)

     304,205         304,205         —          

Swaps - Cross Currency(2)

     659,472         —         659,472          

Swaps - Interest Rate(2)

     540,872         —         540,872          
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 164,018,604       $     6,093,732       $     157,924,872       $  
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (2,527,799)      $ —       $ (2,527,799)      $  

Futures Contracts(2)

     (373,289)        (373,289)        —          

Swaps - Cross Currency(2)

     (565,957)        —         (565,957)         

Swaps - Interest Rate(2)

     (571,160)        —         (571,160)         

Written Options

     (816,078)        —         (816,078)         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (4,854,283)      $ (373,289)      $ (4,480,994)      $             —  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the period ended January 31, 2019, there were no transfers in and out of Level 3.

 

(2) 

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


 

Hartford Environmental Opportunities Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Common Stocks - 95.3%

 

  

Brazil - 3.6%

 

43,880   

Cia de Saneamento do Parana

   $        890,425  
     

 

 

 
  

Chile - 1.4%

 

29,611   

Antofagasta plc

     338,511  
     

 

 

 
  

China - 7.1%

 

50,500   

BYD Co., Ltd. Class H(1)

     298,887  
1,082,607   

China Longyuan Power Group Corp. Ltd. Class H

     810,443  
2,333,590   

Huaneng Renewables Corp. Ltd. Class H

     672,938  
     

 

 

 
        1,782,268  
     

 

 

 
  

France - 4.5%

 

21,073   

Cie de Saint-Gobain

     727,187  
34,568   

Rexel S.A.

     394,165  
     

 

 

 
        1,121,352  
     

 

 

 
  

Germany - 2.1%

 

4,896   

Siemens AG

     537,570  
     

 

 

 
  

Japan - 7.8%

 

5,110   

Daikin Industries Ltd.

     553,112  
27,965   

Fujitsu General Ltd.

     359,864  
13,735   

Kyudenko Corp.

     493,789  
34,345   

Sekisui Chemical Co., Ltd.

     533,086  
     

 

 

 
        1,939,851  
     

 

 

 
  

Netherlands - 1.6%

 

31,683   

Arcadis N.V.(1)

     411,381  
     

 

 

 
  

Spain - 3.8%

 

115,711   

Iberdrola S.A.

     956,345  
     

 

 

 
  

Sweden - 6.8%

 

24,840   

Electrolux AB Class B

     587,769  
12,368   

Hexagon AB Class B

     605,679  
44,771   

Nibe Industrier AB Class B

     509,122  
     

 

 

 
        1,702,570  
     

 

 

 
  

Switzerland - 1.8%

 

23,629   

ABB Ltd.

     452,276  
     

 

 

 
  

United Kingdom - 8.1%

 

7,443   

Aptiv plc

     588,964  
59,231   

National Grid plc

     644,990  
90,766   

Smart Metering Systems plc

     783,995  
     

 

 

 
        2,017,949  
     

 

 

 
  

United States - 46.7%

 

15,670   

Avangrid, Inc.(1)

     781,463  
11,525   

Clean Harbors, Inc.*

     682,395  
21,687   

Clearway Energy, Inc.

     327,257  
4,538   

Deere & Co.

     744,232  
7,549   

Eaton Corp. plc

     575,611  
6,573   

Edison International

     374,464  
19,772   

First Solar, Inc.*

     1,000,265  
6,286   

FMC Corp.

     501,623  
49,494   

Green Plains, Inc.

     703,310  
32,876   

Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT

     742,669  
4,014   

Hubbell, Inc.

     438,851  
15,886   

Itron, Inc.*

     867,852  
15,310   

Johnson Controls International plc

     517,019  
2,869   

NextEra Energy, Inc.

     513,494  
11,152   

Pattern Energy Group, Inc. Class A

     237,314  
21,494   

Skyline Champion Corp.

     388,182  
6,546   

Trimble, Inc.*

     246,522  
4,589   

Verisk Analytics, Inc.*

     538,794  
8,588   

Waste Management, Inc.

   $ 821,614  


 

Hartford Environmental Opportunities Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

9,137   

Xylem, Inc.

 

    651,103  
       

 

 

 
          11,654,034  
       

 

 

 
  

Total Common Stocks
(cost $24,556,569)

 

  $   23,804,532  
       

 

 

 
  

Total Long-Term Investments
(cost $24,556,569)

     $ 23,804,532  
       

 

 

 

Short-Term Investments - 8.6%

 

  

Other Investment Pools & Funds - 4.2%

 

1,055,519   

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.29%(2)

 

    1,055,519  
       

 

 

 
  

Securities Lending Collateral - 4.4%

 

54,948   

Citibank NA DDCA, 2.39%, 2/1/2019(2)

 

    54,948  
610,382   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.31%(2)

 

    610,382  
243,098   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.29%(2)

 

    243,098  
33,348   

Invesco Government & Agency Portfolio, Institutional Class, 2.28%(2)

 

    33,348  
142,425   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(2)

 

    142,425  
14,768   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.25%(2)

 

    14,768  
       

 

 

 
          1,098,969  
       

 

 

 
  

Total Short-Term Investments
(cost $2,154,488)

 

  $ 2,154,488  
       

 

 

 
  

Total Investments
(cost $26,711,057)

     103.9   $ 25,959,020  
  

Other Assets and Liabilities

     (3.9 )%      (981,529
     

 

 

   

 

 

 
  

Total Net Assets

     100.0   $ 24,977,491  
     

 

 

   

 

 

 

 

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. These classifications are used for financial reporting purposes.

 

*

Non-income producing.

 
(1)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments 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

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Brazil

   $ 890,425      $ 890,425      $      $  

Chile

     338,511               338,511         

China

     1,782,268               1,782,268         

France

     1,121,352               1,121,352         

Germany

     537,570               537,570         

Japan

     1,939,851               1,939,851         

Netherlands

     411,381               411,381         

Spain

     956,345        20,726        935,619         

Sweden

     1,702,570               1,702,570         

Switzerland

     452,276               452,276         

United Kingdom

     2,017,949        588,964        1,428,985         

United States

     11,654,034        11,654,034                

Short-Term Investments

     2,154,488        2,154,488                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $         25,959,020      $         15,308,637      $         10,650,383      $                       —  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2019, there were no transfers in and out of Level 3.


 

The Hartford Equity Income Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Common Stocks - 97.9%

 

  

Automobiles & Components - 0.5%

 

202,036   

Cie Generale des Etablissements Michelin SCA

   $ 21,945,531  
     

 

 

 
  

Banks - 13.4%

 

2,978,873   

Bank of America Corp.

     84,808,514  
702,908   

BB&T Corp.

     34,301,910  
1,538,327   

JP Morgan Chase & Co.

     159,216,845  
401,038   

M&T Bank Corp.

     65,986,793  
629,042   

PNC Financial Services Group, Inc.

     77,164,582  
900,431   

US Bancorp

     46,066,050  
1,434,649   

Wells Fargo & Co.

     70,168,683  
     

 

 

 
                537,713,377  
     

 

 

 
  

Capital Goods - 9.0%

 

147,414   

3M Co.

     29,527,024  
5,310,318   

BAE Systems plc

     35,724,479  
342,292   

Caterpillar, Inc.

     45,579,603  
351,200   

Deere & Co.

     57,596,800  
759,583   

Eaton Corp. plc

     57,918,204  
275,705   

Honeywell International, Inc.

     39,599,509  
201,321   

Lockheed Martin Corp.

     58,320,681  
309,599   

United Technologies Corp.

     36,554,354  
     

 

 

 
        360,820,654  
     

 

 

 
  

Diversified Financials - 0.4%

 

39,179   

BlackRock, Inc.

     16,262,419  
     

 

 

 
  

Energy - 10.2%

 

186,531   

Canadian Natural Resources Ltd.

     5,010,223  
867,627   

Chevron Corp.

     99,473,435  
868,887   

Exxon Mobil Corp.

     63,672,039  
2,203,246   

Kinder Morgan, Inc.

     39,878,753  
593,296   

Occidental Petroleum Corp.

     39,620,307  
215,228   

Phillips 66

     20,534,903  
2,847,631   

Suncor Energy, Inc.

     92,035,434  
1,201,574   

TransCanada Corp.

     51,100,845  
     

 

 

 
        411,325,939  
     

 

 

 
  

Food & Staples Retailing - 1.5%

 

508,832   

Sysco Corp.

     32,488,923  
284,306   

Walmart, Inc.

     27,245,044  
     

 

 

 
        59,733,967  
     

 

 

 
  

Food, Beverage & Tobacco - 5.2%

 

715,277   

Kraft Heinz Co.

     34,376,213  
992,738   

Mondelez International, Inc. Class A

     45,924,060  
311,698   

Nestle S.A.

     27,175,041  
300,997   

PepsiCo., Inc.

     33,913,332  
863,606   

Philip Morris International, Inc.

     66,255,852  
     

 

 

 
        207,644,498  
     

 

 

 
  

Health Care Equipment & Services - 3.2%

 

1,352,991   

Koninklijke Philips N.V.

     53,341,765  
855,637   

Medtronic plc

     75,629,754  
     

 

 

 
        128,971,519  
     

 

 

 
  

Household & Personal Products - 1.9%

 

1,425,308   

Unilever N.V. ADR

     76,268,231  
     

 

 

 
  

Insurance - 7.8%

 

737,921   

American International Group, Inc.

     31,900,325  
585,874   

Chubb Ltd.

     77,950,536  
742,655   

Marsh & McLennan Cos., Inc.

     65,494,744  
1,657,851   

MetLife, Inc.

     75,714,055  
625,841   

Principal Financial Group, Inc.

     31,335,859  
255,889   

Travelers Cos., Inc.

     32,124,305  
     

 

 

 
        314,519,824  
     

 

 

 


 

The Hartford Equity Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Materials - 3.1%

 

1,180,516   

DowDuPont, Inc.

   $ 63,523,566  
456,312   

International Paper Co.

     21,642,878  
749,084   

Nutrien Ltd.

     38,817,533  
     

 

 

 
        123,983,977  
     

 

 

 
  

Media & Entertainment - 2.1%

 

2,307,079   

Comcast Corp. Class A

     84,369,879  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 13.5%

 

80,263   

Amgen, Inc.

     15,018,010  
901,237   

Bristol-Myers Squibb Co.

     44,494,071  
848,842   

Eli Lilly & Co.

     101,742,202  
671,634   

Johnson & Johnson

     89,381,053  
1,107,258   

Merck & Co., Inc.

     82,413,213  
606,322   

Novartis AG

     52,932,373  
2,563,106   

Pfizer, Inc.

     108,803,850  
175,812   

Roche Holding AG

     46,772,267  
     

 

 

 
        541,557,039  
     

 

 

 
  

Real Estate - 1.6%

 

567,557   

Crown Castle International Corp. REIT

     66,438,222  
     

 

 

 
  

Retailing - 1.5%

 

328,453   

Home Depot, Inc.

     60,280,979  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 6.0%

 

858,987   

Analog Devices, Inc.

     84,919,455  
1,473,791   

Intel Corp.

     69,445,032  
221,253   

KLA-Tencor Corp.

     23,578,932  
668,542   

Maxim Integrated Products, Inc.

     36,281,774  
583,854   

QUALCOMM, Inc.

     28,912,450  
     

 

 

 
        243,137,643  
     

 

 

 
  

Technology Hardware & Equipment - 3.7%

 

2,576,512   

Cisco Systems, Inc.

     121,843,253  
311,355   

TE Connectivity Ltd.

     25,204,187  
     

 

 

 
        147,047,440  
     

 

 

 
  

Telecommunication Services - 4.1%

 

872,223   

BCE, Inc.

     37,923,894  
2,285,018   

Verizon Communications, Inc.

     125,813,091  
     

 

 

 
        163,736,985  
     

 

 

 
  

Transportation - 1.5%

 

391,760   

Union Pacific Corp.

     62,317,263  
     

 

 

 
  

Utilities - 7.7%

 

605,704   

American Electric Power Co., Inc.

     47,923,300  
694,440   

Dominion Energy, Inc.

     48,777,466  
291,152   

Duke Energy Corp.

     25,557,323  
163,622   

Edison International

     9,321,545  
729,982   

Eversource Energy

     50,668,051  
273,389   

NextEra Energy, Inc.

     48,931,163  
453,221   

Sempra Energy

     53,017,793  
485,103   

Xcel Energy, Inc.

     25,399,993  
     

 

 

 
        309,596,634  
     

 

 

 
  

Total Common Stocks
(cost $3,250,685,626)

   $ 3,937,672,020  
     

 

 

 
  

Total Long-Term Investments
(cost $3,250,685,626)

   $ 3,937,672,020  
     

 

 

 

Short-Term Investments - 1.8%

 

  

Other Investment Pools & Funds - 1.8%

 

74,556,136   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio,
Institutional Class, 2.37%(1)

     74,556,136  
     

 

 

 
  

Total Short-Term Investments
(cost $74,556,136)

   $ 74,556,136  
     

 

 

 


 

The Hartford Equity Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      

Total Investments
(cost $3,325,241,762)

     99.7%      $   4,012,228,156  
 

Other Assets and Liabilities

     0.3%        11,626,332  
    

 

 

    

 

 

 
 

Total Net Assets

     100.0%      $ 4,023,854,488  
    

 

 

    

 

 

 

 

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. 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:        
ADR    American Depositary Receipt   
REIT    Real Estate Investment Trust   


 

The Hartford Equity Income Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 21,945,531      $      $ 21,945,531      $  

Banks

     537,713,377        537,713,377                

Capital Goods

     360,820,654        325,096,175        35,724,479         

Diversified Financials

     16,262,419        16,262,419                

Energy

     411,325,939        411,325,939                

Food & Staples Retailing

     59,733,967        59,733,967                

Food, Beverage & Tobacco

     207,644,498        180,469,457        27,175,041         

Health Care Equipment & Services

     128,971,519        75,629,754        53,341,765         

Household & Personal Products

     76,268,231        76,268,231                

Insurance

     314,519,824        314,519,824                

Materials

     123,983,977        123,983,977                

Media & Entertainment

     84,369,879        84,369,879                

Pharmaceuticals, Biotechnology & Life Sciences

     541,557,039        441,852,399        99,704,640         

Real Estate

     66,438,222        66,438,222                

Retailing

     60,280,979        60,280,979                

Semiconductors & Semiconductor Equipment

     243,137,643        243,137,643                

Technology Hardware & Equipment

     147,047,440        147,047,440                

Telecommunication Services

     163,736,985        163,736,985                

Transportation

     62,317,263        62,317,263                

Utilities

     309,596,634        309,596,634                

Short-Term Investments

     74,556,136        74,556,136                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     4,012,228,156      $     3,774,336,700      $       237,891,456      $                       —  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2019, there were no transfers in and out of Level 3.


 

The Hartford Floating Rate Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

 

Shares or Principal Amount

      Market Value   

Corporate Bonds - 6.3%

 

  

Advertising - 0.0%

 

$      1,500,000   

Acosta, Inc.
7.75%, 10/01/2022(1)

   $          206,250  
     

 

 

 
  

Aerospace/Defense - 0.1%

 

3,350,000   

Bombardier, Inc.
7.75%, 03/15/2020(1)

     3,450,500  
     

 

 

 
  

Auto Parts & Equipment - 0.2%

 

8,000,000   

Adient Global Holdings Ltd.
4.88%, 08/15/2026(1)

     6,000,000  
     

 

 

 
  

Biotechnology - 0.1%

 

4,010,000   

Sotera Health Topco, Inc. (8.13% Cash, 8.88% PIK)
8.13%, 11/01/2021(1)(2)

     3,999,975  
     

 

 

 
  

Chemicals - 0.3%

 

4,000,000   

Tronox Finance plc
5.75%, 10/01/2025(1)

     3,460,000  
6,873,000   

Yingde Gases Investment Ltd.
6.25%, 01/19/2023(1)

     6,608,027  
     

 

 

 
     10,068,027  
     

 

 

 
  

Coal - 0.2%

 

2,975,000   

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

     1,190,000  
6,085,000   

Foresight Energy LLC / Foresight Energy Finance Corp.
11.50%, 04/01/2023(1)

     5,217,887  
     

 

 

 
     6,407,887  
     

 

 

 
  

Commercial Banks - 1.4%

 

7,600,000   

Banco Bilbao Vizcaya Argentaria S.A.
5 year USD Swap + 3.870%, 6.13%, 11/16/2027(3)(4)

     6,697,500  
  

Banco de Sabadell S.A.

 

EUR       4,600,000   

5 year EUR Swap + 6.051%, 6.13%, 11/23/2022(3)(4)(5)

     4,952,450  
1,800,000   

5 year EUR Swap + 6.414%, 6.50%, 05/18/2022(3)(4)(5)

     1,995,043  
      $      2,902,500   

Banco Santander S.A.
2.00%, 03/18/2019(3)

     2,615,733  
5,770,000   

BNP Paribas S.A.
5 year USD Swap + 2.838%, 5.13%, 11/15/2027(1)(3)(4)

     5,070,387  
  

Credit Agricole S.A.

 

2,150,000   

5 year USD Swap + 4.898%, 7.88%, 01/23/2024(1)(3)(4)

     2,254,649  
1,700,000   

5 year USD Swap + 6.185%, 8.13%, 12/23/2025(1)(3)(4)

     1,842,375  
3,650,000   

Credit Suisse Group AG
5 year USD Swap + 3.455%, 6.25%, 12/18/2024(1)(3)(4)

     3,608,631  
4,095,000   

Freedom Mortgage Corp.
8.13%, 11/15/2024(1)

     3,757,162  
9,900,000   

Intesa Sanpaolo S.p.A.
5 year USD Swap + 5.462%, 7.70%, 09/17/2025(1)(3)(4)

     9,070,875  
  

UniCredit S.p.A.

 

EUR       4,000,000   

5 year EUR Swap + 4.925%, 5.38%, 06/03/2025(3)(4)(5)

     3,905,328  
3,325,000   

5 year EUR Swap + 6.387%, 6.63%, 06/03/2023(3)(4)(5)

     3,648,698  
     

 

 

 
     49,418,831  
     

 

 

 
  

Commercial Services - 0.5%

 

$      12,145,000   

Brand Industrial Services, Inc.
8.50%, 07/15/2025(1)

     10,854,594  
7,000,000   

Garda World Security Corp.
8.75%, 05/15/2025(1)

     6,492,500  
     

 

 

 
     17,347,094  
     

 

 

 
  

Diversified Financial Services - 0.2%

 

7,950,000   

Navient Corp.
5.88%, 10/25/2024

     7,473,000  
     

 

 

 


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Energy-Alternate Sources - 0.2%

  
$      7,135,000   

Rio Energy S.A. / UGEN S.A. / UENSA S.A.
6.88%, 02/01/2025(1)

   $          5,690,162  
     

 

 

 
  

Entertainment - 0.2%

  
9,000,000   

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

     7,982,100  
     

 

 

 
  

Food - 0.1%

  
5,000,000   

MARB BondCo plc
6.88%, 01/19/2025(1)

     4,777,550  
     

 

 

 
  

Household Products - 0.2%

  
2,155,000   

Coty, Inc.
6.50%, 04/15/2026(1)

     1,939,500  
7,600,000   

Revlon Consumer Products Corp.
5.75%, 02/15/2021

     6,080,000  
     

 

 

 
        8,019,500  
     

 

 

 
  

Household Products/Wares - 0.2%

  
EUR       6,700,000   

Diamond BC B.V.
5.63%, 08/15/2025(5)

     6,809,909  
     

 

 

 
  

Insurance - 0.1%

  
        $      1,460,000   

Acrisure LLC / Acrisure Finance, Inc.
8.13%, 02/15/2024(1)

     1,485,550  
3,975,000   

HUB International Ltd.
7.00%, 05/01/2026(1)

     3,855,750  
     

 

 

 
        5,341,300  
     

 

 

 
  

Iron/Steel - 0.1%

  
6,875,000   

AK Steel Corp.
7.00%, 03/15/2027

     5,585,938  
     

 

 

 
  

Media - 0.2%

  
5,950,000   

Altice Luxembourg S.A.
7.75%, 05/15/2022(1)

     5,771,500  
     

 

 

 
  

Metal Fabricate/Hardware - 0.2%

  
10,000,000   

Hillman Group, Inc.
6.38%, 07/15/2022(1)

     8,150,000  
     

 

 

 
  

Mining - 0.3%

  
5,525,000   

Constellium N.V.
6.63%, 03/01/2025(1)

     5,497,375  
  

First Quantum Minerals Ltd.

  
1,995,000   

7.25%, 04/01/2023(1)

     1,910,232  
1,900,000   

7.50%, 04/01/2025(1)

     1,770,563  
     

 

 

 
        9,178,170  
     

 

 

 
  

Oil & Gas - 0.5%

  
10,000,000   

Chesapeake Energy Corp.
7.00%, 10/01/2024

     9,762,500  
6,100,000   

Sable Permian Resources Land LLC / AEPB Finance Corp.
3 mo. USD LIBOR + 6.500%, 9.24%, 08/01/2019(1)(4)

     2,379,000  
5,060,000   

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.
8.75%, 04/15/2023(1)

     4,161,850  
     

 

 

 
        16,303,350  
     

 

 

 
  

Real Estate - 0.0%

  
2,000,000   

Alpha Star Holding V Ltd.
6.63%, 04/18/2023(5)

     1,721,786  
     

 

 

 
  

Retail - 0.6%

  
6,700,000   

Ferrellgas L.P. / Ferrellgas Finance Corp.
6.75%, 01/15/2022

     5,866,688  
9,195,000   

PetSmart, Inc.
5.88%, 06/01/2025(1)

     7,220,833  
6,725,000   

Staples, Inc.
8.50%, 09/15/2025(1)

     6,456,000  
     

 

 

 
        19,543,521  
     

 

 

 


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Telecommunications - 0.1%

 

$      2,225,000   

Frontier Communications Corp.
8.50%, 04/01/2026(1)

   $          2,018,631  
     

 

 

 
  

Toys/Games/Hobbies - 0.2%

 

6,250,000   

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

     5,906,250  
     

 

 

 
  

Transportation - 0.1%

 

4,000,000   

Rumo Luxembourg S.a.r.l.
5.88%, 01/18/2025(1)

     3,967,621  
     

 

 

 
  

Total Corporate Bonds
(cost $247,719,246)

   $          221,138,852  
     

 

 

 

Senior Floating Rate Interests - 84.6%(6)

 

  

Advertising - 0.3%

 

7,111,725   

Acosta Holdco, Inc.
1 mo. USD LIBOR + 3.250%, 5.75%, 09/26/2021

     3,317,620  
6,624,475   

Entravision Communications Corp.
1 mo. USD LIBOR + 2.750%, 5.25%, 11/29/2024

     6,326,374  
     

 

 

 
     9,643,994  
     

 

 

 
  

Aerospace/Defense - 1.8%

 

11,691,011   

Circor International, Inc.
1 mo. USD LIBOR + 3.500%, 6.01%, 12/11/2024

   $ 11,457,191  
  

TransDigm, Inc.

 

29,561,980   

1 mo. USD LIBOR + 2.500%, 5.00%, 06/09/2023

     28,909,252  
22,579,190   

1 mo. USD LIBOR + 2.500%, 5.00%, 05/30/2025

     21,980,164  
     

 

 

 
     62,346,607  
     

 

 

 
  

Agriculture - 0.1%

 

3,974,401   

Pinnacle Operating Corp.
1 mo. USD LIBOR + 7.250%, 9.75%, 11/15/2021

     3,219,265  
     

 

 

 
  

Airlines - 0.4%

 

13,060,101   

American Airlines, Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 04/28/2023

     12,643,876  
     

 

 

 
  

Auto Manufacturers - 0.9%

 

12,877,725   

Navistar Financial Corp.
1 mo. USD LIBOR + 3.750%, 6.25%, 07/30/2025

     12,684,559  
17,723,643   

Navistar International Corp.
1 mo. USD LIBOR + 3.500%, 6.02%, 11/06/2024

     17,424,646  
     

 

 

 
     30,109,205  
     

 

 

 
  

Beverages - 0.2%

 

EUR       5,000,000   

Refresco Group BV
3 mo. EURIBOR + 3.250%, 3.25%, 03/28/2025

     5,637,954  
     

 

 

 
  

Biotechnology - 0.9%

 

$      32,579,729   

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%, 5.50%, 05/15/2022

     31,706,918  
     

 

 

 
  

Chemicals - 2.4%

 

8,970,000   

Cabot Microelectronics Corp.
1 mo. ICE LIBOR + 2.250%, 4.75%, 11/14/2025

     8,891,512  
EUR       6,764,012   

CTC AcquiCo GmbH
3 mo. EURIBOR + 2.750%, 2.75%, 03/07/2025

     7,643,141  
6,738,047   

Diamond (BC) B.V.
1 mo. EURIBOR + 3.250%, 3.25%, 09/06/2024

     7,544,313  
  

LTI Holdings, Inc.

 

$      9,092,213   

1 mo. USD LIBOR + 3.500%, 6.00%, 09/06/2025

     8,770,166  
1,140,000   

1 mo. USD LIBOR + 6.750%, 9.25%, 09/06/2026

     1,055,925  
13,832,896   

Nexeo Solutions LLC
3 mo. USD LIBOR + 3.250%, 6.00%, 06/09/2023

     13,801,219  
9,335,000   

Starfruit Finco B.V.
1 mo. USD LIBOR + 3.250%, 5.75%, 10/01/2025

     9,119,175  
4,179,332   

Tronox Blocked Borrower LLC
3 mo. USD LIBOR + 3.000%, 5.50%, 09/23/2024

     4,119,275  
9,644,613   

Tronox Finance LLC
3 mo. USD LIBOR + 3.000%, 5.50%, 09/23/2024

     9,506,020  


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      $      14,418,981   

Univar, Inc.
1 mo. USD LIBOR + 2.250%, 4.75%, 07/01/2024

   $          14,097,149  
     

 

 

 
     84,547,895  
     

 

 

 
  

Coal - 0.3%

 

10,243,650   

Foresight Energy LLC
3 mo. USD LIBOR + 5.750%, 8.25%, 03/28/2022

     10,112,429  
     

 

 

 
  

Commercial Services - 6.6%

 

  

Allied Universal Holdco LLC

 

22,687,323   

3 mo. USD LIBOR + 3.750%, 6.25%, 07/28/2022

     21,632,363  
2,870,000   

2 mo. USD LIBOR + 4.250%, 6.75%, 07/28/2022

     2,762,375  
16,349,025   

APX Group, Inc.
2 mo. USD LIBOR + 5.000%, 7.50%, 04/01/2024

     16,028,911  
10,096,388   

Avis Budget Car Rental LLC
3 mo. USD LIBOR + 2.000%, 4.50%, 02/13/2025

     9,967,054  
31,288,050   

Blackhawk Network Holdings, Inc.
1 mo. USD LIBOR + 3.000%, 5.50%, 06/15/2025

     30,677,933  
19,659,628   

BrightView Landscapes, LLC
1 mo. USD LIBOR + 2.500%, 5.06%, 08/15/2025

     19,413,883  
4,760,671   

DuPage Medical Group Ltd.
1 mo. USD LIBOR + 2.750%, 5.25%, 08/15/2024

     4,574,195  
4,220,000   

Energizer Holdings, Inc.
1 mo. USD LIBOR + 2.250%, 4.76%, 06/20/2025

     4,188,350  
EUR       4,500,000   

Evergood 4 ApS
3 mo. EURIBOR + 3.750%, 3.75%, 02/06/2025

     5,144,260  
      $      14,659,454   

Hertz Corp.
3 mo. USD LIBOR + 2.750%, 5.25%, 06/30/2023

     14,253,680  
18,242,332   

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 11/15/2023

     17,658,030  
7,531,517   

Russell Investments U.S. Inst’l Holdco, Inc.
3 mo. USD LIBOR + 3.250%, 5.75%, 06/01/2023

     7,418,544  
EUR       11,520,000   

Techem GmbH
3 mo. EURIBOR + 3.750%, 3.75%, 07/31/2025

     13,202,269  
      $      18,360,344   

Tempo Acquisition LLC
1 mo. USD LIBOR + 3.000%, 5.50%, 05/01/2024

     17,999,747  
  

Trans Union LLC

 

13,584,827   

1 mo. USD LIBOR + 2.000%, 4.50%, 04/10/2023

     13,393,145  
10,163,726   

1 mo. USD LIBOR + 2.000%, 4.50%, 06/19/2025

     10,022,145  
EUR       13,570,000   

Verisure Holding AB
3 mo. EURIBOR + 3.500%, 0.00%, 10/21/2022(7)

     15,452,380  
      $        7,540,347   

Weight Watchers International, Inc.
3 mo. USD LIBOR + 4.750%, 7.56%, 11/29/2024

     7,493,220  
     

 

 

 
     231,282,484  
     

 

 

 
  

Construction Materials - 0.5%

 

8,584,137   

Forterra Finance LLC
1 mo. USD LIBOR + 3.000%, 5.50%, 10/25/2023

     7,849,678  
9,009,725   

NCI Building Systems, Inc.
3 mo. USD LIBOR + 3.750%, 6.55%, 04/12/2025

     8,570,501  
     

 

 

 
     16,420,179  
     

 

 

 
  

Distribution/Wholesale - 0.2%

 

8,084,375   

Hamilton Holdco LLC
1 mo. USD LIBOR + 2.000%, 4.81%, 07/02/2025

     7,993,426  
     

 

 

 
  

Diversified Financial Services - 3.5%

 

14,737,200   

AlixPartners LLP
3 mo. USD LIBOR + 2.750%, 5.25%, 04/04/2024

     14,539,132  
2,400,000   

Aretec Group, Inc.
3 mo. USD LIBOR + 8.250%, 10.75%, 10/01/2026

     2,346,000  
  

Crown Finance U.S., Inc.

 

EUR       8,411,438   

1 mo. EURIBOR + 2.625%, 2.63%, 02/28/2025

     9,538,671  
      $     25,974,784   

1 mo. USD LIBOR + 2.500%, 5.00%, 02/28/2025

     25,318,921  
5,200,000   

Financial & Risk US Holdings, Inc.
1 mo. USD LIBOR + 3.750%, 6.25%, 10/01/2025

     4,988,776  
9,925,000   

GreenSky Holdings LLC
1 mo. USD LIBOR + 3.250%, 5.75%, 03/31/2025

     9,776,125  


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

EUR       16,534,055   

Nets Holding A/S
3 mo. EURIBOR + 3.000%, 3.00%, 02/06/2025

   $          18,644,406  
$       20,006,995   

NFP Corp.
1 mo. USD LIBOR + 3.000%, 5.50%, 01/08/2024

     19,186,709  
1,761,700   

NN, Inc.
1 mo. USD LIBOR + 3.250%, 5.75%, 04/02/2021

     1,711,051  
13,274,100   

RP Crown Parent LLC
1 mo. USD LIBOR + 2.750%, 5.25%, 10/12/2023

     13,041,803  
3,376,434   

SS&C Technologies Holdings Europe S.a.r.l.
1 mo. USD LIBOR + 2.250%, 4.75%, 04/16/2025

     3,305,630  
     

 

 

 
     122,397,224  
     

 

 

 
  

Electric - 0.8%

 

29,798,564   

Calpine Construction Finance Company, L.P.
1 mo. USD LIBOR + 2.500%, 5.00%, 01/15/2025

     29,128,097  
     

 

 

 
  

Electrical Components & Equipment - 0.1%

 

5,310,000   

Lumentum Holdings
1 mo. USD LIBOR + 2.500%, 5.00%, 08/07/2025

     5,217,075  
     

 

 

 
  

Energy-Alternate Sources - 2.1%

 

18,467,200   

BCP Renaissance Parent LLC
3 mo. USD LIBOR + 3.500%, 6.24%, 10/31/2024

     18,255,566  
5,668,566   

Gulf Finance LLC
1 mo. USD LIBOR + 5.250%, 7.87%, 08/25/2023

     4,438,487  
24,090,452   

Medallion Midland Acquisition LLC
1 mo. USD LIBOR + 3.250%, 5.75%, 10/30/2024

     23,106,839  
19,865,848   

TEX Operations Co. LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 08/04/2023

     19,531,903  
7,805,800   

Vistra Energy Corp.
1 mo. USD LIBOR + 2.000%, 4.51%, 12/31/2025

     7,651,869  
     

 

 

 
     72,984,664  
     

 

 

 
  

Engineering & Construction - 1.2%

 

24,520,640   

Brand Energy & Infrastructure Services, Inc.
3 mo. USD LIBOR + 4.250%, 6.96%, 06/21/2024

     23,465,271  
9,473,684   

DAE Aviation Holdings, Inc.
1 mo. ICE LIBOR + 4.000%, 0.00%, 01/23/2026(7)

     9,433,042  
  

DG Investment Intermediate Holdings, Inc.

 

7,598,339   

3 mo. USD LIBOR + 3.000%, 5.50%, 02/03/2025

     7,294,406  
1,360,000   

3 mo. USD LIBOR + 6.750%, 9.25%, 02/02/2026

     1,305,600  
     

 

 

 
     41,498,319  
     

 

 

 
  

Entertainment - 0.6%

 

5,797,402   

Camelot Finance L.P.
1 mo. ICE LIBOR + 3.250%, 5.75%, 10/03/2023

     5,750,327  
10,963,453   

CityCenter Holdings LLC
1 mo. USD LIBOR + 2.500%, 4.75%, 04/18/2024

     10,751,968  
4,049,586   

Scientific Games International, Inc.
2 mo. USD LIBOR + 2.750%, 5.25%, 08/14/2024

     3,921,336  
     

 

 

 
     20,423,631  
     

 

 

 
  

Environmental Control - 0.2%

 

EUR       7,696,313   

Fluidra Finco SLU
1 mo. EURIBOR + 2.750%, 2.75%, 07/02/2025

     8,788,054  
     

 

 

 
  

Food - 1.3%

 

$       4,581,975   

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%, 5.25%, 03/31/2025

     4,478,881  
20,738,398   

Hostess Brands LLC
1 mo. USD LIBOR + 2.250%, 4.90%, 08/03/2022

     19,995,341  
6,698,870   

JBS USA LLC
3 mo. USD LIBOR + 2.500%, 5.26%, 10/30/2022

     6,624,579  
13,249,407   

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%, 4.52%, 05/24/2024

     13,067,228  
     

 

 

 
     44,166,029  
     

 

 

 
   Gas - 0.2%

 

EUR 1,515,000   

Messer Industries GmbH
3 mo. EURIBOR + 2.750% , 0.00%, 10/01/2025(7)

     1,731,901  


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$        7,040,000   

Messer Industries LLC
1 mo. USD LIBOR + 2.500%, 0.00%, 10/01/2025(7)

   $          6,881,600  
     

 

 

 
     8,613,501  
     

 

 

 
   Healthcare-Products - 2.0%

 

5,452,603   

Immucor, Inc.
3 mo. USD LIBOR + 5.000%, 7.80%, 06/15/2021

     5,418,524  
11,261,862   

Kinetic Concepts, Inc.
3 mo. USD LIBOR + 3.250%, 6.05%, 02/02/2024

     11,177,398  
14,000,000   

Lifescan Global Corp.
3 mo. USD LIBOR + 6.000%, 8.80%, 09/27/2024

     13,413,820  
18,269,679   

Parexel International Corp.
1 mo. USD LIBOR + 2.750%, 5.25%, 09/27/2024

     17,264,847  
30,482,747   

Revlon Consumer Products Corp.
1 mo. USD LIBOR + 3.500%, 6.21%, 09/07/2023

     21,549,473  
     

 

 

 
     68,824,062  
     

 

 

 
   Healthcare-Services - 5.5%

 

8,831,846   

CDRH Parent, Inc.
3 mo. USD LIBOR + 4.250%, 7.01%, 07/01/2021

     7,904,502  
  

DentalCorp Perfect Smile ULC

 

1,240,744   

3 mo. ICE LIBOR + 3.750%, 5.59%, 06/06/2025(8)

     1,212,058  
4,948,237   

1 mo. USD LIBOR + 3.750%, 6.25%, 06/06/2025

     4,833,833  
2,741,320   

DuPage Medical Group Ltd.
1 mo. USD LIBOR + 7.000%, 9.52%, 08/15/2025

     2,631,667  
9,645,000   

Envision Healthcare Corp.
1 mo. USD LIBOR + 3.750%, 6.25%, 10/10/2025

     9,071,123  
  

Gentiva Health Services, Inc.

 

17,944,431   

1 mo. USD LIBOR + 3.750%, 6.25%, 07/02/2025

     17,809,847  
1,185,000   

1 mo. USD LIBOR + 7.000%, 9.50%, 07/02/2026

     1,198,331  
  

Global Medical Response, Inc.

 

7,447,523   

1 mo. USD LIBOR + 3.250%, 5.76%, 04/28/2022

     6,988,234  
3,610,049   

1 mo. USD LIBOR + 4.250%, 6.77%, 03/14/2025

     3,384,421  
EUR       9,295,756   

IQVIA, Inc.
3 mo. EURIBOR + 2.000%, 2.50%, 06/11/2025

     10,620,022  
$      13,593,029   

Jaguar Holding Co.
3 mo. USD LIBOR + 2.500%, 5.00%, 08/18/2022

     13,304,177  
2,500,000   

Lifescan Global Corporation
3 mo. USD LIBOR + 9.500%, 12.30%, 09/26/2025

     2,300,000  
23,975,022   

MPH Acquisition Holdings LLC
3 mo. USD LIBOR + 2.750%, 5.55%, 06/07/2023

     23,173,297  
13,918,711   

One Call Corp.
1 mo. USD LIBOR + 5.250%, 7.76%, 11/25/2022

     12,274,633  
13,511,910   

Ortho-Clinical Diagnostics S.A.
3 mo. USD LIBOR + 3.250%, 5.76%, 06/30/2025

     13,055,883  
5,626,725   

Sound Inpatient Physicians
1 mo. USD LIBOR + 3.000%, 5.25%, 06/27/2025

     5,531,802  
16,575,380   

Surgery Center Holdings, Inc.
1 mo. USD LIBOR + 3.250%, 5.75%, 09/02/2024

     16,115,413  
14,581,065   

Syneos Health, Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 08/01/2024

     14,319,772  
23,438,509   

Team Health Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 02/06/2024

     21,036,062  
5,087,250   

Verscend Holding Corp.
1 mo. USD LIBOR + 4.500%, 7.00%, 08/27/2025

     5,038,514  
     

 

 

 
     191,803,591  
     

 

 

 
   Household Products - 0.3%

 

11,773,469   

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%, 5.74%, 09/06/2024

     11,074,478  
     

 

 

 
   Insurance - 3.1%

 

10,353,409   

Acrisure, LLC
1 mo. USD LIBOR + 4.250%, 6.75%, 11/22/2023

     10,133,399  
  

Asurion LLC

 

9,055,275   

1 mo. USD LIBOR + 3.000%, 5.50%, 11/03/2023

     8,903,237  
28,352,463   

1 mo. USD LIBOR + 3.000%, 5.50%, 11/03/2024

     27,879,827  
12,570,000   

1 mo. USD LIBOR + 6.500%, 9.00%, 08/04/2025

     12,632,850  


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$      4,486,100   

Genworth Holdings, Inc.
1 mo. USD LIBOR + 4.500%, 7.01%, 03/07/2023

   $          4,474,885  
24,437,188   

Hub International Ltd.
2 mo. USD LIBOR + 2.750%, 5.51%, 04/25/2025

     23,528,369  
22,070,000   

Sedgwick Claims Management Services, Inc.
1 mo. USD LIBOR + 3.250%, 5.75%, 12/31/2025

     21,481,393  
     

 

 

 
     109,033,960  
     

 

 

 
  

Internet - 0.4%

 

4,939,780   

ION Trading Technologies S.a.r.l.
1 mo. USD LIBOR + 4.000%, 6.63%, 11/21/2024

     4,671,204  
11,123,812   

Lands’ End, Inc.
1 mo. USD LIBOR + 3.250%, 5.77%, 04/04/2021

     10,409,997  
     

 

 

 
     15,081,201  
     

 

 

 
  

Investment Company Security - 0.2%

 

7,845,000   

Aretec Group, Inc.
3 mo. USD LIBOR + 4.250%, 6.75%, 10/01/2025

     7,707,712  
     

 

 

 
  

IT Services - 0.2%

 

4,171,846   

NAB Holdings LLC
3 mo. USD LIBOR + 3.000%, 5.80%, 07/01/2024

     4,025,831  
4,675,000   

Western Digital Corporation
0.00%, 04/29/2023(7)

     4,581,500  
     

 

 

 
     8,607,331  
     

 

 

 
  

Leisure Time - 2.8%

 

45,131,878   

Caesars Resort Collection LLC
1 mo. USD LIBOR + 2.750%, 5.25%, 12/22/2024

     44,460,767  
17,253,529   

Delta (LUX) S.a.r.l.
1 mo. USD LIBOR + 2.500%, 5.00%, 02/01/2024

     16,570,634  
21,021,384   

Eldorado Resorts LLC
2 mo. USD LIBOR + 2.250%, 4.81%, 04/17/2024

     20,745,584  
9,393,461   

Lindblad Expeditions, Inc.
6 mo. USD LIBOR + 3.500%, 6.00%, 03/21/2025

     9,299,526  
8,230,000   

Penn National Gaming, Inc.
3 mo. USD LIBOR + 2.250%, 4.76%, 10/15/2025

     8,115,109  
     

 

 

 
     99,191,620  
     

 

 

 
  

Lodging - 1.9%

 

44,230,427   

Caesars Entertainment Operating Co.
1 mo. USD LIBOR + 2.000%, 4.50%, 10/06/2024

     43,290,530  
23,622,410   

Station Casinos LLC
1 mo. USD LIBOR + 2.500%, 5.00%, 06/08/2023

     23,309,413  
     

 

 

 
     66,599,943  
     

 

 

 
  

Machinery-Construction & Mining - 0.5%

 

  

Brookfield WEC Holdings, Inc.

 

11,840,000   

1 mo. USD LIBOR + 3.750%, 6.25%, 08/01/2025

     11,770,262  
2,175,000   

1 mo. USD LIBOR + 6.750%, 9.25%, 08/03/2026

     2,160,058  
4,291,385   

Pike Corp.
1 mo. USD LIBOR + 3.500%, 6.00%, 03/23/2025

     4,277,095  
     

 

 

 
     18,207,415  
     

 

 

 
  

Machinery-Diversified - 0.4%

 

EUR      7,584,376   

Gates Global LLC
1 mo. EURIBOR + 3.000%, 3.00%, 04/01/2024

     8,544,346  
$      4,353,125   

Zodiac Pool Solutions LLC
1 mo. USD LIBOR + 2.250%, 4.75%, 07/02/2025

     4,285,652  
     

 

 

 
     12,829,998  
     

 

 

 
  

Media - 10.4%

 

  

Advantage Sales & Marketing, Inc.

 

14,519,806   

1 mo. USD LIBOR + 3.250%, 5.75%, 07/23/2021

     12,719,350  
5,130,000   

1 mo. USD LIBOR + 6.500%, 9.00%, 07/25/2022

     3,853,913  
  

Altice Financing S.A.

 

EUR      2,750,188   

3 mo. EURIBOR + 2.750%, 2.75%, 01/31/2026

     3,063,280  
$    18,579,613   

3 mo. USD LIBOR + 2.750%, 5.25%, 01/31/2026

     17,201,563  


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$      8,463,788   

Altice France S.A.
1 mo. USD LIBOR + 4.000%, 6.51%, 08/14/2026

   $ 7,971,110  
17,296,470   

Charter Communications Operating LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 04/30/2025

     17,044,807  
6,203,125   

CSC Holdings LLC
1 mo. USD LIBOR + 2.500%, 5.01%, 01/25/2026

     6,053,196  
19,629,616   

CSC Holdings, LLC
1 mo. USD LIBOR + 2.250%, 4.76%, 07/17/2025

     18,985,569  
29,650,000   

Gray Television, Inc.
1 mo. ICE LIBOR + 2.500%, 5.02%, 01/02/2026

     29,217,703  
13,005,318   

Houghton Mifflin Harcourt Publishing Co.
1 mo. USD LIBOR + 3.000%, 5.50%, 05/31/2021

     12,228,250  
12,626,975   

Maxar Technologies Ltd.
1 mo. USD LIBOR + 2.750%, 5.25%, 10/04/2024

     11,005,167  
17,167,700   

MTN Infrastructure TopCo, Inc.
1 mo. USD LIBOR + 3.000%, 5.50%, 11/15/2024

     16,897,309  
  

NEP/NCP Holdco, Inc.

 

9,895,000   

1 mo. USD LIBOR + 3.250%, 5.75%, 10/20/2025

     9,755,876  
4,755,000   

1 mo. USD LIBOR + 7.000%, 9.50%, 10/19/2026

     4,636,125  
  

Numericable Group S.A.

 

EUR       5,860,114   

3 mo. EURIBOR + 3.000%, 3.00%, 07/31/2025

     6,484,929  
$      9,942,900   

1 mo. USD LIBOR + 2.750%, 5.25%, 07/31/2025

     9,147,468  
13,757,932   

3 mo. USD LIBOR + 3.688%, 6.20%, 01/31/2026

     12,853,898  
  

PSAV Holdings LLC

 

24,701,766   

3 mo. USD LIBOR + 3.250%, 5.88%, 03/01/2025

     23,569,684  
8,180,000   

3 mo. USD LIBOR + 7.250%, 9.78%, 09/01/2025

     7,607,400  
10,375,954   

Quebecor Media, Inc.
3 mo. USD LIBOR + 2.250%, 4.87%, 08/17/2020

     10,298,134  
6,860,946   

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 08/17/2024

     6,686,541  
19,200,000   

Telenet Financing USD LLC
1 mo. USD LIBOR + 2.250%, 4.76%, 08/15/2026

     18,663,936  
22,008,253   

Tribune Media Co.
1 mo. USD LIBOR + 3.000%, 5.50%, 01/27/2024

     21,870,701  
14,138,671   

UPC Financing Partnership
1 mo. USD LIBOR + 2.500%, 5.01%, 01/15/2026

     13,908,918  
16,490,000   

Virgin Media Bristol LLC
1 mo. USD LIBOR + 2.500%, 5.01%, 01/15/2026

     16,172,897  
GBP   12,075,000   

Virgin Media Investment Holdings Ltd.
3 mo. GBP LIBOR + 3.250%, 3.99%, 11/15/2027

     15,618,053  
$      5,826,250   

Web.com Group, Inc.
1 mo. USD LIBOR + 7.750%, 10.27%, 10/09/2026

     5,687,877  
22,075,000   

Ziggo Secured Finance Partnership
1 mo. USD LIBOR + 2.500%, 5.01%, 04/15/2025

     21,327,761  
     

 

 

 
     360,531,415  
     

 

 

 
  

Metal Fabricate/Hardware - 0.3%

 

1,305,519   

Ameriforge Group, Inc.
3 mo. USD LIBOR + 7.000%, 9.80%, 06/08/2022

     1,298,991  
1,957,687   

NN, Inc.
1 mo. USD LIBOR + 3.750%, 6.25%, 10/19/2022

     1,903,850  
7,907,641   

Rexnord LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 08/21/2024

     7,834,179  
     

 

 

 
     11,037,020  
     

 

 

 
  

Miscellaneous Manufacturing - 1.2%

 

5,912,112   

H.B. Fuller Co.
1 mo. USD LIBOR + 2.000%, 4.50%, 10/20/2024

     5,793,870  
10,271,667   

Hillman Group, Inc.
1 mo. USD LIBOR + 3.500%, 6.80%, 05/31/2025

     9,743,395  
27,758,774   

USI, Inc.
3 mo. USD LIBOR + 3.000%, 5.80%, 05/16/2024

     26,579,026  
     

 

 

 
     42,116,291  
     

 

 

 
  

Oil & Gas - 3.9%

 

2,813,333   

Ascent Resources - Marcellus LLC
1 mo. USD LIBOR + 6.500%, 9.02%, 03/30/2023

     2,806,300  


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$      12,930,000   

BCP Raptor II LLC
2 mo. USD LIBOR + 4.750%, 7.37%, 11/03/2025

   $          12,283,500  
18,795,877   

BCP Raptor LLC
2 mo. USD LIBOR + 4.250%, 6.87%, 06/24/2024

     17,912,470  
12,445,000   

California Resources Corp.
1 mo. USD LIBOR + 4.750%, 7.25%, 12/31/2022

     12,175,317  
  

Fieldwood Energy LLC

 

15,374,446   

1 mo. USD LIBOR + 5.250%, 7.75%, 04/11/2022

     14,048,400  
5,050,000   

1 mo. USD LIBOR + 7.250%, 9.75%, 04/11/2023

     4,314,619  
16,274,213   

Grizzly Acquisitions, Inc.
1 mo. USD LIBOR + 3.250%, 6.05%, 10/01/2025

     16,175,916  
5,160,644   

KCA Deutag Alpha Ltd.
3 mo. USD LIBOR + 6.750%, 9.55%, 02/28/2023

     4,160,769  
11,476,212   

PES Holdings LLC
3 mo. USD LIBOR + 3.500%, 3.30%, 12/31/2022

     8,549,778  
  

PowerTeam Services, LLC

 

21,231,035   

3 mo. USD LIBOR + 3.250%, 6.06%, 03/06/2025

     20,249,100  
2,330,000   

3 mo. USD LIBOR + 7.250%, 10.06%, 03/06/2026

     2,236,800  
6,962,550   

Traverse Midstream Partners LLC
3 mo. USD LIBOR + 4.000%, 6.60%, 09/27/2024

     6,917,572  
17,500,000   

Ultra Resources, Inc.
1 mo. USD LIBOR + 3.000%, 6.50%, 04/12/2024

     15,604,225  
     

 

 

 
     137,434,766  
     

 

 

 
  

Oil & Gas Services - 0.8%

 

18,483,319   

Crosby U.S. Acquisition Corp.
3 mo. USD LIBOR + 3.000%, 5.50%, 11/23/2020

     17,097,071  
EUR             3,357   

EG Group Ltd.
3 mo. EURIBOR + 4.000%, 4.00%, 02/06/2025

     3,738  
  

Utex Industries, Inc.

 

$      6,960,284   

1 mo. USD LIBOR + 4.000%, 6.50%, 05/22/2021

     6,551,367  
3,000,000   

1 mo. USD LIBOR + 7.250%, 9.75%, 05/22/2022

     2,696,250  
     

 

 

 
     26,348,426  
     

 

 

 
  

Packaging & Containers - 3.7%

 

27,105,369   

Berlin Packaging LLC
1 mo. USD LIBOR + 3.000%, 5.55%, 11/07/2025

     26,021,154  
9,827,416   

Berry Global, Inc.
1 mo. USD LIBOR + 2.000%, 4.52%, 10/01/2022

     9,723,049  
  

Flex Acquisition Co., Inc.

 

26,073,964   

3 mo. USD LIBOR + 3.000%, 5.52%, 12/29/2023

     25,248,202  
21,676,050   

1 mo. USD LIBOR + 3.250%, 5.77%, 06/29/2025

     21,036,606  
10,714,938   

Plastipak Packaging, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 10/14/2024

     10,438,171  
  

Proampac PG Borrower LLC

 

7,844,429   

1 mo. USD LIBOR + 2.50%, 6.10%, 11/18/2023

     7,611,528  
3,105,000   

1 mo. USD LIBOR + 8.500%, 11.15%, 11/18/2024

     3,022,190  
24,862,115   

Reynolds Group Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 02/05/2023

     24,486,946  
     

 

 

 
     127,587,846  
     

 

 

 
  

Pharmaceuticals - 2.2%

 

8,455,536   

Amneal Pharmaceuticals LLC
3 mo. USD LIBOR + 3.500%, 6.00%, 05/04/2025

     8,367,429  
12,767,563   

Bausch Health Companies Inc.
1 mo. USD LIBOR + 2.750%, 5.26%, 11/27/2025

     12,580,007  
10,019,200   

Endo Luxembourg Finance Co. S.a r.l.
1 mo. USD LIBOR + 4.250%, 6.75%, 04/29/2024

     9,910,692  
12,743,080   

NVA Holdings, Inc.
3 mo. USD LIBOR + 2.750%, 5.25%, 02/02/2025

     12,169,642  
32,589,143   

Valeant Pharmaceuticals International, Inc.
1 mo. USD LIBOR + 3.000%, 5.51%, 06/02/2025

     32,211,435  
     

 

 

 
     75,239,205  
     

 

 

 
  

Real Estate - 0.5%

 

16,319,318   

VICI Properties LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 12/20/2024

     16,008,272  
     

 

 

 


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

REITS - 0.6%

 

$      20,435,093   

MGM Growth Properties Operating Partnership L.P.
1 mo. USD LIBOR + 2.000%, 4.50%, 03/21/2025

   $          20,093,418  
     

 

 

 
  

Retail - 5.5%

 

21,803,600   

B.C. Unlimited Liability Co.
1 mo. USD LIBOR + 2.250%, 4.75%, 02/16/2024

     21,422,037  
24,446,710   

Bass Pro Group LLC
1 mo. USD LIBOR + 5.000%, 7.50%, 09/25/2024

     24,141,126  
3,525,000   

Belron Finance U.S. LLC
1 mo. USD LIBOR + 2.500%, 4.84%, 11/07/2024

     3,476,531  
4,250,000   

1 mo. USD LIBOR + 2.500%, 5.12%, 11/13/2025

     4,191,563  
  

Coty Inc.

 

EUR        8,315,694   

1 mo. EURIBOR + 2.500%, 2.50%, 04/07/2025

     9,158,259  
$      18,631,945   

1 mo. USD LIBOR + 2.250%, 4.77%, 04/07/2025

     17,677,058  
3,321,527   

CWGS Group LLC
1 mo. USD LIBOR + 2.750%, 5.26%, 11/08/2023

     3,127,782  
7,500,000   

Foundation Building Materials Holding Co. LLC
1 mo. USD LIBOR + 3.250%, 5.75%, 08/13/2025

     7,143,750  
11,994,942   

Harbor Freight Tools USA, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 08/18/2023

     11,581,596  
6,978,063   

Michaels Stores, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 01/30/2023

     6,890,837  
13,759,463   

Neiman Marcus Group Ltd. LLC
1 mo. USD LIBOR + 3.250%, 5.76%, 10/25/2020

     12,170,245  
12,527,690   

Petco Animal Supplies, Inc.
3 mo. USD LIBOR + 3.250%, 5.99%, 01/26/2023

     9,576,668  
18,518,699   

PetSmart, Inc.
1 mo. USD LIBOR + 3.000%, 5.52%, 03/11/2022

     15,477,928  
4,970,718   

Rodan & Fields LLC
1 mo. USD LIBOR + 4.000%, 6.51%, 06/06/2025

     4,597,914  
8,000,000   

Smart & Final Stores LLC
1 mo. USD LIBOR + 3.500%, 6.00%, 11/15/2022

     7,380,000  
13,677,054   

Sports Authority, Inc.
0.00%, 11/16/2019(7)(9)

     13,677  
16,949,150   

Staples, Inc.
3 mo. USD LIBOR + 4.000%, 6.54%, 09/12/2024

     16,635,591  
16,162,515   

U.S. Foods, Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 06/27/2023

     15,879,671  
     

 

 

 
     190,542,233  
     

 

 

 
  

Semiconductors - 0.7%

 

4,780,227   

Integrated Device Technology, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 04/04/2024

     4,756,326  
18,448,400   

Microchip Technology, Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 05/29/2025

     18,125,553  
     

 

 

 
     22,881,879  
     

 

 

 
  

Software - 8.0%

 

  

Almonde, Inc.

 

22,144,212   

3 mo. USD LIBOR + 3.500%, 6.30%, 06/13/2024

     21,217,033  
9,320,000   

3 mo. USD LIBOR + 7.250%, 10.05%, 06/13/2025

     8,767,417  
27,365,575   

Change Healthcare Holdings LLC
1 mo. USD LIBOR + 2.750%, 5.25%, 03/01/2024

     26,763,533  
10,611,000   

Cypress Intermediate Holdings , Inc.
1 mo. USD LIBOR + 3.000%, 5.50%, 04/26/2024

     10,319,198  
2,487,264   

DTI Holdco, Inc.
1 mo. USD LIBOR + 4.750%, 7.49%, 09/30/2023

     2,323,527  
20,210,954   

Epicor Software Corp.
1 mo. USD LIBOR + 3.250%, 5.75%, 06/01/2022

     19,746,102  
15,911,400   

EVO Payments International LLC
1 mo. USD LIBOR + 3.250%, 5.76%, 12/22/2023

     15,739,080  
  

First Data Corp.

 

13,673,263   

1 mo. USD LIBOR + 2.000%, 4.52%, 07/08/2022

     13,614,057  
25,939,548   

1 mo. USD LIBOR + 2.000%, 4.52%, 04/26/2024

     25,834,234  
  

Hyland Software, Inc.

 

10,667,610   

1 mo. USD LIBOR + 3.500%, 6.00%, 07/01/2024

     10,517,090  


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$       1,885,000   

1 mo. USD LIBOR + 7.000%, 9.50%, 07/07/2025

   $ 1,864,265  
  

Infor U.S., Inc.

 

EUR       3,686,911   

3 mo. EURIBOR + 2.250%, 3.25%, 02/01/2022

     4,189,146  
$     11,308,285   

1 mo. USD LIBOR + 2.750%, 5.25%, 02/01/2022

     11,231,954  
2,919,775   

MA FinanceCo. LLC
1 mo. USD LIBOR + 2.500%, 5.00%, 06/21/2024

     2,820,006  
  

Quest Software U.S. Holdings, Inc.

 

4,389,000   

3 mo. USD LIBOR + 4.250%, 6.99%, 05/16/2025

     4,319,522  
2,000,000   

3 mo. USD LIBOR + 8.250%, 10.99%, 05/16/2026

     1,973,340  
19,936,360   

Seattle Spinco, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 06/21/2024

     19,255,134  
  

SkillSoft Corp.

 

18,550,169   

3 mo. USD LIBOR + 4.750%, 7.25%, 04/28/2021

     15,085,183  
7,450,000   

3 mo. USD LIBOR + 8.250%, 10.75%, 04/28/2022

     3,814,400  
2,135,000   

Sound Inpatient Physicians
1 mo. USD LIBOR + 6.750%, 9.25%, 06/26/2026

     2,102,975  
25,476,233   

SS&C Technologies, Inc.
1 mo. USD LIBOR + 2.250%, 4.75%, 04/16/2025

     24,962,369  
8,260,000   

Web.com Group, Inc.
3 mo. USD LIBOR + 3.750%, 6.27%, 10/10/2025

     7,970,900  
23,414,377   

WEX, Inc.
1 mo. USD LIBOR + 2.250%, 4.75%, 06/30/2023

     23,033,893  
     

 

 

 
     277,464,358  
     

 

 

 
  

Telecommunications - 4.1%

 

9,825,000   

Altice Financing S.A.
3 mo. USD LIBOR + 2.750%, 5.23%, 07/15/2025

     9,118,877  
35,020,597   

CenturyLink, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 01/31/2025

     33,433,814  
11,759,864   

Frontier Communications Corp.
1 mo. USD LIBOR + 3.750%, 6.25%, 06/15/2024

     11,223,379  
11,902,500   

Level 3 Financing, Inc.
1 mo. USD LIBOR + 2.250%, 4.76%, 02/22/2024

     11,679,328  
37,147,178   

Sprint Communications, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 02/02/2024

     36,264,933  
31,096,735   

Univision Communications, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 03/15/2024

     28,900,684  
7,875,263   

Zacapa LLC
1 mo. USD LIBOR + 5.000%, 7.80%, 07/02/2025

     7,855,574  
3,501,986   

Zayo Group LLC
1 mo. USD LIBOR + 2.250%, 4.75%, 01/19/2024

     3,468,717  
     

 

 

 
     141,945,306  
     

 

 

 
  

Textiles - 0.2%

 

  

International Textile Group, Inc.

 

3,456,250   

3 mo. USD LIBOR + 5.000%, 7.52%, 05/01/2024

     3,378,484  
3,500,000   

3 mo. USD LIBOR + 9.000%, 11.52%, 05/01/2025

     3,272,500  
     

 

 

 
     6,650,984  
     

 

 

 
  

Transportation - 0.6%

 

5,827,316   

Kenan Advantage Group, Inc.
1 mo. USD LIBOR + 3.000%, 5.50%, 07/31/2022

     5,714,441  
15,408,523   

Savage Enterprises LLC
1 mo. USD LIBOR + 4.500%, 7.02%, 08/01/2025

     15,360,448  
     

 

 

 
     21,074,889  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $3,059,906,392)

   $ 2,944,798,445  
     

 

 

 

Common Stocks - 0.7%

 

  

Consumer Services - 0.0%

 

57,891   

Caesars Entertainment Corp.*

     529,124  
     

 

 

 
  

Energy - 0.4%

 

2,037,975   

Ascent Resources - Marcellus LLC Class A*(10)(11)

     6,419,621  
418,220,006   

KCA Deutag*(10)(11)(12)

     1,721,812  
43,330   

Paragon Offshore Ltd., Litigation*

     527,170  
544,947   

Philadelphia Energy Solutions Class A*

     2,179,788  
389,285   

Templar Energy LLC Class A*

   $ 97,321  


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

112,212   

Texgen Power LLC(10)(11)

           3,572,437  
           

 

 

 
              14,518,149  
           

 

 

 
  

Insurance - 0.3%

        
175,508   

AFG Holdings, Inc.

           9,652,940  
           

 

 

 
  

Retailing - 0.0%

        
141   

F+W Media, Inc. Class A(10)(11)

            
           

 

 

 
  

Total Common Stocks
(cost $30,680,708)

         $ 24,700,213  
           

 

 

 
Escrows - 0.0%(13)            
  

Energy-Alternate Sources - 0.0%

        
160,856   

Paragon Offshore Ltd. *(10)(11)

            
70,000,000   

TCEH Corp.*(10)(11)

           70  
           

 

 

 
              70  
           

 

 

 
  

Total Escrows
(cost $—)

         $ 70  
           

 

 

 
Warrants - 0.0%            
Energy - 0.0%            
196,021   

Ascent Resources Expires 3/30/23*(10)(11)

           29,894  
523,280   

Ascent Resources - Marcellus LLC Expires 3/30/23*(10)(11)

           41,862  
           

 

 

 
              71,756  
           

 

 

 
  

Total Warrants
(cost $71,756)

         $ 71,756  
           

 

 

 
  

Total Long-Term Investments
(cost $3,338,378,102)

         $ 3,190,709,336  
           

 

 

 
Short-Term Investments - 6.1%         
  

Other Investment Pools & Funds - 6.1%

        
210,650,238   

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.29%(14)

           210,650,238  
           

 

 

 
  

Total Short-Term Investments
(cost $210,650,238)

         $ 210,650,238  
           

 

 

 
  

Total Investments
(cost $3,549,028,340)

        97.7%      $ 3,401,359,574  
  

Other Assets and Liabilities

        2.3%        80,707,228  
        

 

 

    

 

 

 
  

Total Net Assets

        100.0%      $ 3,482,066,802  
        

 

 

    

 

 

 

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. These classifications are used for financial reporting purposes.

 

*

Non-income producing.

(1)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $152,834,279, representing 4.4% of 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 January 31, 2019.

(5)

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $23,033,214, representing 0.7% of net assets.


 

The Hartford Floating Rate Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

(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 January 31, 2019.

(7)

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

(8)

This security, or a portion of this security, has unfunded loan commitments. As of January 31, 2019, the aggregate value of the unfunded commitment was $1,212,058, which rounds to 0.0% 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)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2019, the aggregate fair value of these securities was $11,785,696, which represented 0.3% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

(12)

Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $1,721,812 or 0.0% of net assets.

 

        Period Acquired   Security Name   Shares/Par Value   Base Total Cost   Base Market Value

        03/2011

  KCA Deutag   418,220,006   $    5,667,717   $1,721,812

 

(13)

Share amount represents shares of the issuer previously held that resulted in receipt of the escrow.

(14)

Current yield as of period end.

 

Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2019

 
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.31.V3

     USD        4,950,000        (5.00 %)      12/20/23        Quarterly      $ (122,576   $ (320,886   $ (198,310
                

 

 

   

 

 

   

 

 

 

Credit default swaps on indices:

                    

Sell protection:

                    

CDX.NA.HY.31.V1

     USD        28,906,100        5.00     12/20/23        Quarterly      $ 1,477,306     $ 1,873,852     $ 396,546  
                

 

 

   

 

 

   

 

 

 
                

 

 

   

 

 

   

 

 

 

Total

 

        $ 1,354,730     $ 1,552,966     $ 198,236  
                

 

 

   

 

 

   

 

 

 

 

(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 January 31, 2019

 

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 Liquid Leverage Loan Index

     JPM        USD        61,440,000        (1.00 %)      03/20/19        Quarterly      $      $ (2,698   $ 1,574,479      $ 1,577,177  
                   

 

 

    

 

 

   

 

 

    

 

 

 

 

Foreign Currency Contracts Outstanding at January 31, 2019
Amount and Description
of Currency to be
Purchased
 

Amount and Description
of Currency to be
Sold

  Counterparty  

Settlement

Date

  Appreciation   Depreciation

3,451,000

  GBP   4,546,641   USD   BNP   02/28/19   $            —   $        (13,824)

210,496,085

  USD   185,385,605   EUR   GSC   02/28/19     (2,196,736)

20,139,169

  USD   15,286,071   GBP   BNP   02/28/19   61,232  

Total

                      $    61,232   $   (2,210,560)

† 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)

January 31, 2019 (Unaudited)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)   
  
Counterparty Abbreviations:                    
BNP    BNP Paribas Securities Services   
GSC    Goldman Sachs & Co.   
JPM    JP Morgan Chase & Co.   
Currency Abbreviations:   
EUR    Euro   
GBP    British Pound   
USD    United States Dollar   
Index Abbreviations:   
CDX.NA.HY    Credit Derivatives North American High Yield   
ICE    Intercontinental Exchange, Inc.   
Other Abbreviations:   
EURIBOR    Euro Interbank Offered Rate   
LIBOR    London Interbank Offered Rate   
OTC    Over-the-Counter   
PIK    Payment-in-kind   


 

The Hartford Floating Rate Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

           

Corporate Bonds

   $ 221,138,852      $      $ 221,138,852      $  

Senior Floating Rate Interests

     2,944,798,445               2,944,798,445         

Common Stocks

           

Consumer Services

     529,124        529,124                

Energy

     14,518,149               2,804,279        11,713,870  

Insurance

     9,652,940               9,652,940         

Retailing

                           

Escrows

     70                      70  

Warrants

     71,756                      71,756  

Short-Term Investments

     210,650,238        210,650,238                

Foreign Currency Contracts(2)

     61,232               61,232         

Swaps - Credit Default(2)

     396,546               396,546         

Swaps - Total Return(2)

     1,577,177               1,577,177         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 3,403,394,529      $ 211,179,362      $ 3,180,429,471      $ 11,785,696  
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $         (2,210,560)      $      $         (2,210,560)      $  

Swaps - Credit Default(2)

     (198,310)               (198,310)         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $         (2,408,870)      $      $         (2,408,870)      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2019, there were no transfers in and out of Level 3.

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2019 is not presented.


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Corporate Bonds - 7.3%

 

  

Advertising - 0.0%

 

      $    300,000   

Acosta, Inc.
7.75%, 10/01/2022(1)

   $                41,250  
     

 

 

 
  

Aerospace/Defense - 0.1%

 

450,000   

Bombardier, Inc.
7.75%, 03/15/2020(1)

     463,500  
     

 

 

 
  

Auto Parts & Equipment - 0.2%

 

1,000,000   

Adient Global Holdings Ltd.
4.88%, 08/15/2026(1)

     750,000  
     

 

 

 
  

Biotechnology - 0.1%

 

730,000   

Sotera Health Topco, Inc. (8.13% Cash, 8.88% PIK)
8.13%, 11/01/2021(1)(2)

     728,175  
     

 

 

 
  

Chemicals - 0.3%

 

700,000   

Tronox Finance plc
5.75%, 10/01/2025(1)

     605,500  
1,100,000   

Yingde Gases Investment Ltd.
6.25%, 01/19/2023(1)

     1,057,592  
     

 

 

 
     1,663,092  
     

 

 

 
  

Coal - 0.2%

 

825,000   

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

     330,000  
915,000   

Foresight Energy LLC / Foresight Energy Finance Corp.
11.50%, 04/01/2023(1)

     784,612  
     

 

 

 
     1,114,612  
     

 

 

 
  

Commercial Banks - 1.8%

 

1,400,000   

Banco Bilbao Vizcaya Argentaria S.A.
5 year USD Swap + 3.870%, 6.13%, 11/16/2027(3)(4)

     1,233,750  
EUR     800,000   

Banco de Sabadell S.A.
5 year EUR Swap + 6.051%, 6.13%, 11/23/2022(3)(4)(5)

     861,296  
200,000   

5 year EUR Swap + 6.414%, 6.50%, 05/18/2022(3)(4)(5)

     221,671  
      $    397,500   

Banco Santander S.A.
2.00%, 03/18/2019(3)

     358,227  
625,000   

BNP Paribas S.A.
5 year USD Swap + 2.838%, 5.13%, 11/15/2027(1)(3)(4)

     549,219  
275,000   

Credit Suisse Group AG
5 year USD Swap + 3.455%, 6.25%, 12/18/2024(1)(3)(4)

     271,883  
EUR     450,000   

Danske Bank A/S
5 year EUR Swap + 5.471%, 5.88%, 04/06/2022(3)(4)(5)

     518,289  
      $  1,000,000   

Freedom Mortgage Corp.
8.13%, 11/15/2024(1)

     917,500  
650,000   

HSBC Holdings plc
5 year USD ICE Swap + 4.368%, 6.38%, 03/30/2025(3)(4)

     652,437  
1,325,000   

Intesa Sanpaolo S.p.A.
5 year USD Swap + 5.462%, 7.70%, 09/17/2025(1)(3)(4)

     1,214,031  
EUR     550,000   

UniCredit S.p.A.
5 year EUR Swap + 4.925%, 5.38%, 06/03/2025(3)(4)(5)

     536,983  
1,125,000   

   5 year EUR Swap + 6.387%, 6.63%, 06/03/2023(3)(4)(5)

     1,234,522  
     

 

 

 
     8,569,808  
     

 

 

 
  

Commercial Services - 0.4%

 

      $    800,000   

Avis Budget Car Rental LLC / Avis Budget Finance, Inc.
5.25%, 03/15/2025(1)

     718,000  
940,000   

Brand Industrial Services, Inc.
8.50%, 07/15/2025(1)

     840,125  
650,000   

Garda World Security Corp.
8.75%, 05/15/2025(1)

     602,875  
     

 

 

 
     2,161,000  
     

 

 

 


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Diversified Financial Services - 0.2%

 

$  1,050,000   

Navient Corp.
5.88%, 10/25/2024

   $              987,000  
     

 

 

 
  

Energy-Alternate Sources - 0.2%

 

1,135,000   

Rio Energy S.A. / UGEN S.A. / UENSA S.A.
6.88%, 02/01/2025(1)

     905,162  
     

 

 

 
  

Entertainment - 0.2%

 

1,100,000   

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

     975,590  
     

 

 

 
  

Food - 0.2%

 

1,200,000   

MARB BondCo plc
6.88%, 01/19/2025(1)

     1,146,612  
     

 

 

 
  

Household Products - 0.3%

 

500,000   

Coty, Inc.
6.50%, 04/15/2026(1)

     450,000  
1,400,000   

Revlon Consumer Products Corp.
5.75%, 02/15/2021

     1,120,000  
     

 

 

 
     1,570,000  
     

 

 

 
  

Household Products/Wares - 0.2%

 

EUR   1,050,000   

Diamond BC B.V.
5.63%, 08/15/2025(5)

     1,067,225  
     

 

 

 
  

Insurance - 0.1%

 

$      335,000   

Acrisure LLC / Acrisure Finance, Inc.
8.13%, 02/15/2024(1)

     340,863  
     

 

 

 
  

Iron/Steel - 0.2%

 

1,075,000   

AK Steel Corp.
7.00%, 03/15/2027

     873,437  
     

 

 

 
  

Media - 0.2%

 

800,000   

Altice Luxembourg S.A.
7.75%, 05/15/2022(1)

     776,000  
     

 

 

 
  

Metal Fabricate/Hardware - 0.3%

 

1,375,000   

Hillman Group, Inc.
6.38%, 07/15/2022(1)

     1,120,625  
300,000   

Novelis Corp.
6.25%, 08/15/2024(1)

     301,875  
     

 

 

 
     1,422,500  
     

 

 

 
  

Mining - 0.3%

 

675,000   

Constellium N.V.
6.63%, 03/01/2025(1)

     671,625  
  

First Quantum Minerals Ltd.

 

430,000   

7.25%, 04/01/2023(1)

     411,729  
250,000   

7.50%, 04/01/2025(1)

     232,969  
     

 

 

 
     1,316,323  
     

 

 

 
  

Oil & Gas - 0.5%

 

1,425,000   

Chesapeake Energy Corp.
7.00%, 10/01/2024

     1,391,156  
600,000   

Sable Permian Resources Land LLC / AEPB Finance Corp.
3 mo. USD LIBOR + 6.500%, 9.24%, 08/01/2019(1)(4)

     234,000  
935,000   

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.
8.75%, 04/15/2023(1)

     769,038  
     

 

 

 
     2,394,194  
     

 

 

 
  

Pharmaceuticals - 0.1%

 

EUR     425,000   

Rossini S.a.r.l.
3 mo. EURIBOR + 6.250%, 6.25%, 10/30/2025(1)(4)

     491,254  
     

 

 

 
  

Real Estate - 0.1%

 

$    500,000   

Alpha Star Holding V Ltd.
6.63%, 04/18/2023(5)

     430,447  
     

 

 

 
  

Retail - 0.8%

 

1,625,000   

Ferrellgas L.P. / Ferrellgas Finance Corp.
6.50%, 05/01/2021

     1,421,875  


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    300,000   

6.75%, 01/15/2022

   $              262,688  
1,335,000   

PetSmart, Inc.
5.88%, 06/01/2025(1)

     1,048,375  
975,000   

Staples, Inc.
8.50%, 09/15/2025(1)

     936,000  
     

 

 

 
     3,668,938  
     

 

 

 
  

Telecommunications - 0.1%

 

325,000   

Frontier Communications Corp.
8.50%, 04/01/2026(1)

     294,856  
     

 

 

 
  

Toys/Games/Hobbies - 0.1%

 

750,000   

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

     708,750  
     

 

 

 
  

Transportation - 0.1%

 

525,000   

Rumo Luxembourg S.a.r.l.
5.88%, 01/18/2025(1)

     520,750  
     

 

 

 
  

Total Corporate Bonds
(cost $39,769,393)

   $ 35,381,338  
     

 

 

 

Senior Floating Rate Interests - 85.3%(6)

  
  

Advertising - 0.1%

 

1,039,350   

Acosta Holdco, Inc.
1 mo. USD LIBOR + 3.250%, 5.75%, 09/26/2021

     484,857  
     

 

 

 
  

Aerospace/Defense - 1.6%

 

1,351,631   

Circor International, Inc.
1 mo. USD LIBOR + 3.500%, 6.01%, 12/11/2024

   $ 1,324,598  
  

TransDigm, Inc.

 

3,567,675   

1 mo. USD LIBOR + 2.500%, 5.00%, 06/09/2023

     3,488,900  
3,156,150   

1 mo. USD LIBOR + 2.500%, 5.00%, 05/30/2025

     3,072,418  
     

 

 

 
     7,885,916  
     

 

 

 
  

Agriculture - 0.1%

 

317,587   

Pinnacle Operating Corp.
1 mo. USD LIBOR + 7.250%, 9.75%, 11/15/2021

     257,246  
     

 

 

 
  

Auto Manufacturers - 1.0%

 

2,168,188   

Navistar Financial Corp.
1 mo. USD LIBOR + 3.750%, 6.25%, 07/30/2025

     2,135,665  
2,913,031   

Navistar International Corp.
1 mo. USD LIBOR + 3.500%, 6.02%, 11/06/2024

     2,863,888  
     

 

 

 
     4,999,553  
     

 

 

 
  

Beverages - 0.2%

 

EUR     1,000,000   

Refresco Group BV
3 mo. EURIBOR + 3.250%, 3.25%, 03/28/2025

     1,127,591  
     

 

 

 
  

Biotechnology - 1.0%

 

$    4,989,001   

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%, 5.50%, 05/15/2022

     4,855,345  
     

 

 

 
  

Chemicals - 1.8%

 

EUR   1,317,191   

CTC AcquiCo GmbH
3 mo. EURIBOR + 2.750%, 2.75%, 03/07/2025

     1,488,388  
  

LTI Holdings, Inc.

 

$  2,049,863   

1 mo. USD LIBOR + 3.500%, 6.00%, 09/06/2025

     1,977,256  
190,000   

1 mo. USD LIBOR + 6.750%, 9.25%, 09/06/2026

     175,988  
838,666   

Nexeo Solutions LLC
3 mo. USD LIBOR + 3.250%, 6.05%, 06/09/2023

     836,746  
1,625,000   

Starfruit Finco B.V.
1 mo. USD LIBOR + 3.250%, 5.75%, 10/01/2025

     1,587,430  
829,301   

Tronox Blocked Borrower LLC
3 mo. USD LIBOR + 3.000%, 5.50%, 09/23/2024

     817,384  
1,913,771   

Tronox Finance LLC
3 mo. USD LIBOR + 3.000%, 5.50%, 09/23/2024

     1,886,270  
     

 

 

 
     8,769,462  
     

 

 

 


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Coal - 0.3%

 

$   1,410,952   

Foresight Energy LLC
3 mo. USD LIBOR + 5.750%, 8.25%, 03/28/2022

   $           1,392,878  
     

 

 

 
  

Commercial Services - 6.1%

 

2,927,525   

Allied Universal Holdco LLC
3 mo. USD LIBOR + 3.750%, 6.25%, 07/28/2022

     2,791,395  
1,545,000   

2 mo. USD LIBOR + 4.250%, 6.75%, 07/28/2022

     1,487,062  
2,249,363   

APX Group, Inc.
2 mo. USD LIBOR + 5.000%, 7.50%, 04/01/2024

     2,205,320  
6,614,325   

Blackhawk Network Holdings, Inc.
1 mo. USD LIBOR + 3.000%, 5.50%, 06/15/2025

     6,485,346  
925,000   

DuPage Medical Group Ltd.
1 mo. USD LIBOR + 2.750%, 5.25%, 08/15/2024

     888,768  
780,000   

Energizer Holdings, Inc.
1 mo. USD LIBOR + 2.250%, 4.76%, 06/20/2025

     774,150  
1,774,367   

Hertz Corp.
3 mo. USD LIBOR + 2.750%, 5.25%, 06/30/2023

     1,725,253  
2,631,363   

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 11/15/2023

     2,547,080  
EUR   2,490,000   

Techem GmbH
3 mo. EURIBOR + 3.750%, 3.75%, 07/31/2025

     2,853,615  
$   1,442,925   

Trans Union LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 06/19/2025

     1,422,825  
EUR   4,275,000   

Verisure Holding AB
3 mo. EURIBOR + 3.500%, 0.00%, 10/21/2022(7)

     4,868,012  
$   1,308,594   

Weight Watchers International, Inc.
3 mo. USD LIBOR + 4.750%, 7.56%, 11/29/2024

     1,300,415  
     

 

 

 
     29,349,241  
     

 

 

 
  

Construction Materials - 0.5%

 

1,259,201   

Forterra Finance LLC
1 mo. USD LIBOR + 3.000%, 5.50%, 10/25/2023

     1,151,463  
1,152,579   

NCI Building Systems, Inc.
3 mo. USD LIBOR + 3.750%, 6.55%, 04/12/2025

     1,096,391  
     

 

 

 
     2,247,854  
     

 

 

 
  

Distribution/Wholesale - 0.2%

 

1,104,450   

Hamilton Holdco LLC
1 mo. USD LIBOR + 2.000%, 4.81%, 07/02/2025

     1,092,025  
     

 

 

 
  

Diversified Financial Services - 2.9%

 

600,000   

Aretec Group, Inc.
3 mo. USD LIBOR + 8.250%, 10.75%, 10/01/2026

     586,500  
  

Crown Finance U.S., Inc.

 

EUR   1,049,656   

1 mo. EURIBOR + 2.625%, 2.63%, 02/28/2025

     1,190,323  
$   4,377,553   

1 mo. USD LIBOR + 2.500%, 5.00%, 02/28/2025

     4,267,020  
470,000   

Financial & Risk US Holdings, Inc.
1 mo. USD LIBOR + 3.750%, 6.25%, 10/01/2025

     450,909  
911,445   

GreenSky Holdings LLC
1 mo. USD LIBOR + 3.250%, 5.75%, 03/31/2025

     897,773  
EUR   1,920,241   

Nets Holding A/S
3 mo. EURIBOR + 3.000%, 3.00%, 02/06/2025

     2,165,334  
$   3,744,651   

NFP Corp.
1 mo. USD LIBOR + 3.000%, 5.50%, 01/08/2024

     3,591,120  
248,100   

NN, Inc.
1 mo. USD LIBOR + 3.250%, 5.75%, 04/02/2021

     240,967  
710,280   

SS&C Technologies Holdings Europe S.a.r.l.
1 mo. USD LIBOR + 2.250%, 4.75%, 04/16/2025

     695,385  
     

 

 

 
     14,085,331  
     

 

 

 
  

Electrical Components & Equipment - 0.2%

 

935,000   

Lumentum Holdings
1 mo. USD LIBOR + 2.500%, 5.00%, 08/07/2025

     918,638  
     

 

 

 
  

Energy-Alternate Sources - 1.8%

 

3,079,525   

BCP Renaissance Parent LLC
3 mo. USD LIBOR + 3.500%, 6.24%, 10/31/2024

     3,044,234  


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    983,752   

Gulf Finance LLC
1 mo. USD LIBOR + 5.250%, 7.87%, 08/25/2023

   $              770,278  
3,528,508   

Medallion Midland Acquisition LLC
1 mo. USD LIBOR + 3.250%, 5.75%, 10/30/2024

     3,384,439  
1,361,253   

TEX Operations Co. LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 08/04/2023

     1,338,370  
     

 

 

 
     8,537,321  
     

 

 

 
  

Engineering & Construction - 1.4%

 

3,729,275   

Brand Energy & Infrastructure Services, Inc.
3 mo. USD LIBOR + 4.250%, 6.96%, 06/21/2024

     3,568,767  
2,105,263   

DAE Aviation Holdings, Inc.
1 mo. ICE LIBOR + 4.000%, 0.00%, 01/23/2026(7)

     2,096,232  
  

DG Investment Intermediate Holdings, Inc.

 

871,474   

3 mo. USD LIBOR + 3.000%, 5.50%, 02/03/2025

     836,615  
325,000   

3 mo. USD LIBOR + 6.750%, 9.25%, 02/02/2026

     312,000  
     

 

 

 
     6,813,614  
     

 

 

 
  

Entertainment - 0.2%

 

815,947   

Camelot Finance L.P.
1 mo. ICE LIBOR + 3.250%, 5.75%, 10/03/2023

     809,321  
     

 

 

 
  

Environmental Control - 0.3%

 

EUR   1,444,231   

Fluidra Finco SLU
1 mo. EURIBOR + 2.750%, 2.75%, 07/02/2025

     1,649,099  
     

 

 

 
  

Food - 0.6%

 

$    567,150   

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%, 5.25%, 03/31/2025

     554,389  
1,225,000   

Hostess Brands LLC
1 mo. USD LIBOR + 2.250%, 4.75%, 08/03/2022

     1,181,109  
1,269,669   

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%, 4.52%, 05/24/2024

     1,252,211  
     

 

 

 
     2,987,709  
     

 

 

 
  

Gas - 0.4%

 

EUR   755,000   

Messer Industries GmbH
3 mo. EURIBOR + 2.750% , 0.00%, 10/01/2025(7)

     863,092  
$    985,000   

1 mo. USD LIBOR + 2.500%, 0.00%, 10/01/2025(7)

     962,838  
     

 

 

 
     1,825,930  
     

 

 

 
  

Healthcare-Products - 2.0%

 

765,411   

Immucor, Inc.
3 mo. USD LIBOR + 5.000%, 7.80%, 06/15/2021

     760,627  
1,498,669   

Kinetic Concepts, Inc.
3 mo. USD LIBOR + 3.250%, 6.05%, 02/02/2024

     1,487,429  
2,250,000   

Lifescan Global Corp.
3 mo. USD LIBOR + 6.000%, 8.80%, 09/27/2024

     2,155,792  
1,401,732   

Parexel International Corp.
1 mo. USD LIBOR + 2.750%, 5.25%, 09/27/2024

     1,324,637  
5,191,392   

Revlon Consumer Products Corp.
1 mo. USD LIBOR + 3.500%, 6.21%, 09/07/2023

     3,670,003  
     

 

 

 
     9,398,488  
     

 

 

 
  

Healthcare-Services - 5.0%

 

1,550,266   

CDRH Parent, Inc.
3 mo. USD LIBOR + 4.250%, 7.01%, 07/01/2021

     1,387,489  
  

DentalCorp Perfect Smile ULC

 

170,602   

3 mo. ICE LIBOR + 3.750%, 5.59%, 06/06/2025(8)

     166,658  
680,383   

1 mo. USD LIBOR + 3.750%, 6.25%, 06/06/2025

     664,652  
395,660   

DuPage Medical Group Ltd.
1 mo. USD LIBOR + 7.000%, 9.52%, 08/15/2025

     379,834  
1,375,000   

Envision Healthcare Corp.
1 mo. USD LIBOR + 3.750%, 6.25%, 10/10/2025

     1,293,188  
  

Gentiva Health Services, Inc.

 

1,639,475   

1 mo. USD LIBOR + 3.750%, 6.25%, 07/02/2025

     1,627,179  
165,000   

1 mo. USD LIBOR + 7.000%, 9.50%, 07/02/2026

     166,856  
655,388   

Global Medical Response, Inc.
1 mo. USD LIBOR + 4.250%, 6.77%, 03/14/2025

     614,427  


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

EUR   4,447,650   

IQVIA, Inc.
3 mo. EURIBOR + 2.000%, 2.50%, 06/11/2025

   $           5,081,258  
$     500,000   

Lifescan Global Corporation
3 mo. USD LIBOR + 9.500%, 12.30%, 09/26/2025

     460,000  
1,459,712   

MPH Acquisition Holdings LLC
3 mo. USD LIBOR + 2.750%, 5.55%, 06/07/2023

     1,410,899  
1,919,148   

One Call Corp.
1 mo. USD LIBOR + 5.250%, 7.76%, 11/25/2022

     1,692,458  
1,735,530   

Ortho-Clinical Diagnostics S.A.
3 mo. USD LIBOR + 3.250%, 5.76%, 06/30/2025

     1,676,956  
771,125   

Sound Inpatient Physicians
1 mo. USD LIBOR + 3.000%, 5.25%, 06/27/2025

     758,116  
2,647,696   

Surgery Center Holdings, Inc.
1 mo. USD LIBOR + 3.250%, 5.75%, 09/02/2024

     2,574,222  
3,765,804   

Team Health Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 02/06/2024

     3,379,809  
573,563   

Verscend Holding Corp.
1 mo. USD LIBOR + 4.500%, 7.00%, 08/27/2025

     568,068  
     

 

 

 
     23,902,069  
     

 

 

 
  

Household Products - 0.4%

 

2,287,511   

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%, 5.63%, 09/06/2024

     2,151,701  
     

 

 

 
  

Insurance - 5.6%

 

1,239,015   

Acrisure, LLC
1 mo. USD LIBOR + 4.250%, 6.75%, 11/22/2023

     1,212,686  
  

Asurion LLC

 

282,051   

1 mo. USD LIBOR + 3.000%, 5.50%, 11/03/2023

     277,315  
11,317,502   

1 mo. USD LIBOR + 3.000%, 5.50%, 11/03/2024

     11,128,839  
3,145,000   

1 mo. USD LIBOR + 6.500%, 9.00%, 08/04/2025

     3,160,725  
898,213   

Genworth Holdings, Inc.
1 mo. USD LIBOR + 4.500%, 7.01%, 03/07/2023

     895,967  
3,352,527   

Hub International Ltd.
2 mo. USD LIBOR + 2.750%, 5.52%, 04/25/2025

     3,227,846  
7,140,000   

Sedgwick Claims Management Services, Inc.
1 mo. USD LIBOR + 3.250%, 5.75%, 12/31/2025

     6,949,576  
     

 

 

 
     26,852,954  
     

 

 

 
  

Internet - 0.3%

 

243,978   

ION Trading Technologies S.a.r.l.
1 mo. USD LIBOR + 4.000%, 6.63%, 11/21/2024

     230,713  
1,257,140   

Lands’ End, Inc.
1 mo. USD LIBOR + 3.250%, 5.77%, 04/04/2021

     1,176,469  
     

 

 

 
     1,407,182  
     

 

 

 
  

Investment Company Security - 0.1%

 

600,000   

Aretec Group, Inc.
3 mo. USD LIBOR + 4.250%, 6.75%, 10/01/2025

     589,500  
     

 

 

 
  

IT Services - 0.2%

 

551,727   

NAB Holdings LLC
3 mo. USD LIBOR + 3.000%, 5.80%, 07/01/2024

     532,417  
325,000   

Western Digital Corporation
0.00%, 04/29/2023(7)

     318,500  
     

 

 

 
     850,917  
     

 

 

 
  

Leisure Time - 2.4%

 

7,826,688   

Caesars Resort Collection LLC
1 mo. USD LIBOR + 2.750%, 5.25%, 12/22/2024

     7,710,306  
2,422,833   

Delta (LUX) S.a.r.l.
1 mo. USD LIBOR + 2.500%, 5.00%, 02/01/2024

     2,326,937  
1,445,000   

Penn National Gaming, Inc.
3 mo. USD LIBOR + 2.250%, 4.76%, 10/15/2025

     1,424,828  
     

 

 

 
     11,462,071  
     

 

 

 
  

Lodging - 3.0%

 

11,678,501   

Caesars Entertainment Operating Co.
1 mo. USD LIBOR + 2.000%, 4.50%, 10/06/2024

     11,430,333  


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    3,079,342   

Station Casinos LLC
1 mo. USD LIBOR + 2.500%, 5.00%, 06/08/2023

   $           3,038,540  
     

 

 

 
     14,468,873  
     

 

 

 
  

Machinery-Construction & Mining - 0.6%

 

  

Brookfield WEC Holdings, Inc.

 

2,655,000   

1 mo. USD LIBOR + 3.750%, 6.25%, 08/01/2025

     2,639,362  
240,000   

1 mo. USD LIBOR + 6.750%, 9.25%, 08/03/2026

     238,351  
     

 

 

 
     2,877,713  
     

 

 

 
  

Machinery-Diversified - 0.6%

 

EUR   2,470,905   

Gates Global LLC
1 mo. EURIBOR + 3.000%, 3.00%, 04/01/2024

     2,783,652  
     

 

 

 
  

Media - 10.3%

 

  

Advantage Sales & Marketing, Inc.

 

$   1,623,139   

1 mo. USD LIBOR + 3.250%, 5.75%, 07/23/2021

     1,421,870  
570,000   

1 mo. USD LIBOR + 6.500%, 9.00%, 07/25/2022

     428,212  
2,105,819   

Altice Financing S.A.
3 mo. USD LIBOR + 2.750%, 5.25%, 01/31/2026

     1,949,630  
1,231,913   

Altice France S.A.
1 mo. USD LIBOR + 4.000%, 6.51%, 08/14/2026

     1,160,203  
2,005,853   

Charter Communications Operating LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 04/30/2025

     1,976,668  
1,575,387   

CSC Holdings LLC
1 mo. USD LIBOR + 2.250%, 4.76%, 07/17/2025

     1,523,699  
1,712,063   

1 mo. USD LIBOR + 2.500%, 5.01%, 01/25/2026

     1,670,682  
4,640,000   

Gray Television, Inc.
1 mo. ICE LIBOR + 2.500%, 5.02%, 01/02/2026

     4,572,349  
2,463,733   

Houghton Mifflin Harcourt Publishing Co.
1 mo. USD LIBOR + 3.000%, 5.50%, 05/31/2021

     2,316,525  
2,276,590   

Maxar Technologies Ltd.
1 mo. USD LIBOR + 2.750%, 5.25%, 10/04/2024

     1,984,185  
2,590,442   

MTN Infrastructure TopCo, Inc.
1 mo. USD LIBOR + 3.000%, 5.50%, 11/15/2024

     2,549,642  
EUR     335,000   

NEP Europe Finco B.V.
EURIBOR + 3.500%, 3.50%, 10/20/2025

     383,203  
  

NEP/NCP Holdco, Inc.

 

$   1,045,000   

1 mo. USD LIBOR + 3.250%, 5.75%, 10/20/2025

     1,030,307  
990,000   

1 mo. USD LIBOR + 7.000%, 9.50%, 10/19/2026

     965,250  
  

Numericable Group S.A.

 

EUR   1,311,638   

3 mo. EURIBOR + 3.000%, 3.00%, 07/31/2025

     1,451,487  
$   1,807,800   

1 mo. USD LIBOR + 2.750%, 5.25%, 07/31/2025

     1,663,176  
1,307,912   

3 mo. USD LIBOR + 3.688%, 6.20%, 01/31/2026

     1,221,969  
  

PSAV Holdings LLC

 

3,426,344   

3 mo. USD LIBOR + 3.250%, 5.88%, 03/01/2025

     3,269,315  
2,725,000   

3 mo. USD LIBOR + 7.250%, 9.78%, 09/01/2025

     2,534,250  
948,916   

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 08/17/2024

     924,794  
2,705,000   

Telenet Financing USD LLC
1 mo. USD LIBOR + 2.250%, 4.76%, 08/15/2026

     2,629,476  
1,656,815   

Tribune Media Co.
1 mo. USD LIBOR + 3.000%, 5.50%, 01/27/2024

     1,646,460  
1,578,367   

UPC Financing Partnership
1 mo. USD LIBOR + 2.500%, 5.01%, 01/15/2026

     1,552,719  
2,845,000   

Virgin Media Bristol LLC
1 mo. USD LIBOR + 2.500%, 5.01%, 01/15/2026

     2,790,291  
804,107   

Web.com Group, Inc.
1 mo. USD LIBOR + 7.750%, 10.27%, 10/09/2026

     785,010  
EUR   1,525,000   

Ziggo Secured Finance B.V.
6 mo. EURIBOR + 3.000%, 3.00%, 04/15/2025

     1,724,132  
3,350,000   

Ziggo Secured Finance Partnership
1 mo. USD LIBOR + 2.500%, 5.01%, 04/15/2025

     3,236,602  
     

 

 

 
     49,362,106  
     

 

 

 
  

Metal Fabricate/Hardware - 0.1%

 

258,963   

Ameriforge Group, Inc.
3 mo. USD LIBOR + 7.000%, 9.80%, 06/08/2022

     257,668  


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$      489,422   

NN, Inc.
1 mo. USD LIBOR + 3.750%, 6.25%, 10/19/2022

   $              475,963  
     

 

 

 
     733,631  
     

 

 

 
  

Miscellaneous Manufacturing - 1.6%

 

450,311   

H.B. Fuller Co.
1 mo. USD LIBOR + 2.000%, 4.50%, 10/20/2024

     441,305  
2,485,000   

Hillman Group, Inc.
1 mo. USD LIBOR + 3.500%, 6.80%, 05/31/2025

     2,357,196  
5,210,328   

USI, Inc.
3 mo. USD LIBOR + 3.000%, 5.80%, 05/16/2024

     4,988,889  
     

 

 

 
     7,787,390  
     

 

 

 
  

Oil & Gas - 4.3%

 

260,000   

Ascent Resources - Marcellus LLC
1 mo. USD LIBOR + 6.500%, 9.02%, 03/30/2023

     259,350  
2,590,000   

BCP Raptor II LLC
2 mo. USD LIBOR + 4.750%, 7.37%, 11/03/2025

     2,460,500  
3,091,903   

BCP Raptor LLC
2 mo. USD LIBOR + 4.250%, 6.87%, 06/24/2024

     2,946,584  
1,395,000   

California Resources Corp.
1 mo. USD LIBOR + 4.750%, 7.25%, 12/31/2022

     1,364,770  
3,040,000   

Fieldwood Energy LLC
1 mo. USD LIBOR + 5.250%, 7.75%, 04/11/2022

     2,777,800  
575,000   

1 mo. USD LIBOR + 7.250%, 9.75%, 04/11/2023

     491,268  
2,334,150   

Grizzly Acquisitions, Inc.
1 mo. USD LIBOR + 3.250%, 6.05%, 10/01/2025

     2,320,052  
583,710   

KCA Deutag Alpha Ltd.
3 mo. USD LIBOR + 6.750%, 9.55%, 02/28/2023

     470,616  
3,233,953   

PowerTeam Services, LLC
3 mo. USD LIBOR + 3.250%, 6.06%, 03/06/2025

     3,084,383  
585,000   

3 mo. USD LIBOR + 7.250%, 10.06%, 03/06/2026

     561,600  
798,000   

Traverse Midstream Partners LLC
3 mo. USD LIBOR + 4.000%, 6.60%, 09/27/2024

     792,845  
3,425,000   

Ultra Resources, Inc.
1 mo. USD LIBOR + 3.000%, 6.50%, 04/12/2024

     3,053,970  
     

 

 

 
     20,583,738  
     

 

 

 
  

Oil & Gas Services - 0.6%

 

1,963,047   

Crosby U.S. Acquisition Corp.
3 mo. USD LIBOR + 3.000%, 5.50%, 11/23/2020

     1,815,818  
EUR             461   

EG Group Ltd.
3 mo. EURIBOR + 4.000%, 0.00%, 02/06/2025

     513  
$     463,634   

Utex Industries, Inc.
1 mo. USD LIBOR + 4.000%, 6.50%, 05/22/2021

     436,395  
750,000   

1 mo. USD LIBOR + 7.250%, 9.75%, 05/22/2022

     674,063  
     

 

 

 
     2,926,789  
     

 

 

 
  

Packaging & Containers - 4.8%

 

5,524,759   

Berlin Packaging LLC
1 mo. USD LIBOR + 3.000%, 5.52%, 11/07/2025

     5,303,769  
440,000   

Berry Global, Inc.
1 mo. USD LIBOR + 2.000%, 0.00%, 10/01/2022(7)

     435,327  
EUR     2,084,538   

Crown Americas LLC
1 mo. EURIBOR + 2.375%, 2.38%, 04/03/2025

     2,386,343  
$     3,106,741   

Flex Acquisition Co., Inc.
3 mo. USD LIBOR + 3.000%, 5.52%, 12/29/2023

     3,008,351  
6,074,475   

1 mo. USD LIBOR + 3.250%, 5.77%, 06/29/2025

     5,895,278  
1,517,125   

Plastipak Packaging, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 10/14/2024

     1,477,938  
  

Proampac PG Borrower LLC

 

784,761   

1 mo. USD LIBOR + 2.50%, 6.00%, 11/18/2023

     761,462  
970,000   

1 mo. USD LIBOR + 8.500%, 11.15%, 11/18/2024

     944,130  
2,942,134   

Reynolds Group Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 02/05/2023

     2,897,737  
     

 

 

 
     23,110,335  
     

 

 

 


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Pharmaceuticals - 3.1%

 

$      271,586   

Amneal Pharmaceuticals LLC
3 mo. USD LIBOR + 3.500%, 6.00%, 05/04/2025

   $              268,756  
5,746,125   

Bausch Health Companies Inc.
1 mo. USD LIBOR + 2.750%, 5.26%, 11/27/2025

     5,661,715  
1,159,399   

Endo Luxembourg Finance Co. S.a r.l.
1 mo. USD LIBOR + 4.250%, 6.75%, 04/29/2024

     1,146,842  
1,906,579   

NVA Holdings, Inc.
3 mo. USD LIBOR + 2.750%, 5.25%, 02/02/2025

     1,820,783  
5,900,150   

Valeant Pharmaceuticals International, Inc.
1 mo. USD LIBOR + 3.000%, 5.51%, 06/02/2025

     5,831,767  
     

 

 

 
     14,729,863  
     

 

 

 
  

Retail - 4.9%

 

1,870,000   

B.C. Unlimited Liability Co.
1 mo. USD LIBOR + 2.250%, 4.75%, 02/16/2024

     1,837,275  
3,716,840   

Bass Pro Group LLC
1 mo. USD LIBOR + 5.000%, 7.50%, 09/25/2024

     3,670,380  
475,000   

Belron Finance U.S. LLC
1 mo. USD LIBOR + 2.500%, 4.84%, 11/07/2024

     468,469  
750,000   

1 mo. USD LIBOR + 2.500%, 5.12%, 11/13/2025

     739,687  
EUR     2,803,406   

Coty Inc.
1 mo. EURIBOR + 2.500%, 2.50%, 04/07/2025

     3,087,454  
$     1,025,000   

1 mo. USD LIBOR + 2.250%, 4.77%, 04/07/2025

     972,469  
668,295   

CWGS Group LLC
1 mo. USD LIBOR + 2.750%, 5.26%, 11/08/2023

     629,313  
1,500,000   

Foundation Building Materials Holding Co. LLC
1 mo. USD LIBOR + 3.250%, 5.75%, 08/13/2025

     1,428,750  
1,498,735   

Harbor Freight Tools USA, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 08/18/2023

     1,447,089  
2,186,048   

Neiman Marcus Group Ltd. LLC
1 mo. USD LIBOR + 3.250%, 5.76%, 10/25/2020

     1,933,559  
1,845,764   

Petco Animal Supplies, Inc.
3 mo. USD LIBOR + 3.250%, 5.99%, 01/26/2023

     1,410,975  
2,865,168   

PetSmart, Inc.
1 mo. USD LIBOR + 3.000%, 5.52%, 03/11/2022

     2,394,708  
600,228   

Rodan & Fields LLC
1 mo. USD LIBOR + 4.000%, 6.51%, 06/06/2025

     555,211  
1,550,000   

Smart & Final Stores LLC
1 mo. USD LIBOR + 3.500%, 6.00%, 11/15/2022

     1,429,875  
2,110,789   

Sports Authority, Inc.
0.00%, 11/16/2019(7)(9)

     2,111  
1,681,100   

Staples, Inc.
3 mo. USD LIBOR + 4.000%, 6.54%, 09/12/2024

     1,650,000  
     

 

 

 
     23,657,325  
     

 

 

 
  

Semiconductors - 0.5%

 

530,591   

Integrated Device Technology, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 04/04/2024

     527,938  
1,948,090   

Microchip Technology, Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 05/29/2025

     1,913,998  
     

 

 

 
     2,441,936  
     

 

 

 
  

Software - 8.0%

 

1,750,186   

Almonde, Inc.
3 mo. USD LIBOR + 3.500%, 6.30%, 06/13/2024

     1,676,906  
1,770,000   

3 mo. USD LIBOR + 7.250%, 10.05%, 06/13/2025

     1,665,057  
4,767,280   

Change Healthcare Holdings LLC
1 mo. USD LIBOR + 2.750%, 5.25%, 03/01/2024

     4,662,400  
936,925   

Cypress Intermediate Holdings , Inc.
1 mo. USD LIBOR + 3.000%, 5.50%, 04/26/2024

     911,160  
248,726   

DTI Holdco, Inc.
1 mo. USD LIBOR + 4.750%, 7.49%, 09/30/2023

     232,353  
2,724,649   

Epicor Software Corp.
1 mo. USD LIBOR + 3.250%, 5.75%, 06/01/2022

     2,661,982  
3,773,205   

EVO Payments International LLC
1 mo. USD LIBOR + 3.250%, 5.76%, 12/22/2023

     3,732,342  


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$       804,735   

First Data Corp.
1 mo. USD LIBOR + 2.000%, 4.52%, 07/08/2022

   $              801,251  
3,618,182   

1 mo. USD LIBOR + 2.000%, 4.52%, 04/26/2024

     3,603,492  
1,582,519   

Hyland Software, Inc.
1 mo. USD LIBOR + 3.500%, 6.00%, 07/01/2024

     1,560,190  
710,000   

1 mo. USD LIBOR + 7.000%, 9.50%, 07/07/2025

     702,190  
264,599   

MA FinanceCo. LLC
1 mo. USD LIBOR + 2.500%, 5.00%, 06/21/2024

     255,557  
EUR      811,069   

Misys Europe S.A.
3 mo. EURIBOR + 3.250%, 4.25%, 06/13/2024

     923,707  
$    1,296,750   

Quest Software U.S. Holdings, Inc.
3 mo. USD LIBOR + 4.250%, 6.99%, 05/16/2025

     1,276,222  
1,786,899   

Seattle Spinco, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 06/21/2024

     1,725,841  
2,306,288   

SkillSoft Corp.
3 mo. USD LIBOR + 4.750%, 7.25%, 04/28/2021

     1,875,496  
900,000   

3 mo. USD LIBOR + 8.250%, 10.75%, 04/28/2022

     460,800  
290,000   

Sound Inpatient Physicians
1 mo. USD LIBOR + 6.750%, 9.25%, 06/26/2026

     285,650  
8,559,718   

SS&C Technologies, Inc.
1 mo. USD LIBOR + 2.250%, 4.75%, 04/16/2025

     8,388,410  
905,000   

Web.com Group, Inc.
3 mo. USD LIBOR + 3.750%, 6.27%, 10/10/2025

     873,325  
     

 

 

 
     38,274,331  
     

 

 

 
  

Telecommunications - 5.0%

 

2,456,250   

Altice Financing S.A.
3 mo. USD LIBOR + 2.750%, 5.23%, 07/15/2025

     2,279,719  
6,331,490   

CenturyLink, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 01/31/2025

     6,044,610  
1,062,287   

Frontier Communications Corp.
1 mo. USD LIBOR + 3.750%, 6.25%, 06/15/2024

     1,013,826  
8,187,637   

Sprint Communications, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 02/02/2024

     7,993,181  
5,225,598   

Univision Communications, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 03/15/2024

     4,856,567  
1,576,050   

Zacapa LLC
1 mo. USD LIBOR + 5.000%, 7.80%, 07/02/2025

     1,572,110  
470,219   

Zayo Group LLC
1 mo. USD LIBOR + 2.250%, 4.75%, 01/19/2024

     465,752  
     

 

 

 
     24,225,765  
     

 

 

 
  

Textiles - 0.7%

 

1,500,000   

ASP Unifrax Holdings, Inc.
11.28%, 12/14/2026

     1,421,250  
562,068   

International Textile Group, Inc.
3 mo. USD LIBOR + 5.000%, 7.52%, 05/01/2024

     549,421  
1,500,000   

3 mo. USD LIBOR + 9.000%, 11.52%, 05/01/2025

     1,402,500  
     

 

 

 
     3,373,171  
     

 

 

 
  

Transportation - 0.5%

 

2,309,886   

Savage Enterprises LLC
1 mo. USD LIBOR + 4.500%, 7.02%, 08/01/2025

     2,302,680  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $426,719,533)

   $ 410,343,111  
     

 

 

 

Common Stocks - 0.6%

 

  

Energy - 0.2%

 

190,736   

Ascent Resources - Marcellus LLC Class A*(10)(11)

     600,819  
7,247   

Paragon Offshore Ltd., Litigation*

     88,183  
78,609   

Templar Energy LLC Class A*

     19,652  
13,865   

Texgen Power LLC(10)(11)

     441,413  
     

 

 

 
     1,150,067  
     

 

 

 
  

Insurance - 0.4%

 

34,814   

AFG Holdings, Inc.

     1,914,770  
     

 

 

 


 

The Hartford Floating Rate High Income Fund

 

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Total Common Stocks
(cost $2,941,825)

 

   $           3,064,837  
        

 

 

 
 

Escrows - 0.0%(12)

 
  

Energy-Alternate Sources - 0.0%

 

  26,901     

Paragon Offshore Ltd.*(10)(11)

 

      
  4,500,000     

TCEH Corp.*(10)(11)

 

     5  
        

 

 

 
           5  
        

 

 

 
  

Total Escrows
(cost $—)

 

   $ 5  
        

 

 

 
 

Warrants - 0.0%

 
  

Energy - 0.0%

     
  45,934     

Ascent Resources Expires 3/30/23*(10)(11)

 

     7,005  
  48,360     

Ascent Resources - Marcellus LLC Expires 3/30/23*(10)(11)

 

     3,869  
        

 

 

 
           10,874  
        

 

 

 
  

Total Warrants
(cost $10,874)

 

   $ 10,874  
        

 

 

 
  

Total Long-Term Investments
(cost $469,441,625)

      $ 448,800,165  
        

 

 

 
 

Short-Term Investments - 4.8%

 
  

Other Investment Pools & Funds - 4.8%

 

  22,953,117     

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.29%(13)

 

     22,953,117  
        

 

 

 
  

Total Short-Term Investments
(cost $22,953,117)

 

   $ 22,953,117  
        

 

 

 
  

Total Investments
(cost $492,394,742)

     98.0    $ 471,753,282  
  

Other Assets and Liabilities

     2.0      9,482,587  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0    $ 481,235,869  
     

 

 

    

 

 

 

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. These classifications are used for financial reporting purposes.

 

*

Non-income producing.

(1)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $21,880,335, representing 4.5% of 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 January 31, 2019.

(5)

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $4,870,433, representing 1.0% of 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 January 31, 2019.

(7)

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


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

(8)

This security, or a portion of this security, has unfunded loan commitments. As of January 31, 2019, the aggregate value of the unfunded commitment was $166,658, which rounds to 0.0% 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)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2019, the aggregate fair value of these securities was $1,053,111, 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.

(12)

Share amount represents shares of the issuer previously held that resulted in receipt of the escrow.

(13)

Current yield as of period end.

Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2019

 

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.31.V1

     USD        1,278,900        (5.00%)       12/20/23        Quarterly      $ 74,806      $ 82,905      $ 8,099  
                

 

 

    

 

 

    

 

 

 
                

 

 

    

 

 

    

 

 

 

Total

 

        $ 74,806      $ 82,905      $ 8,099  
                

 

 

    

 

 

    

 

 

 

 

(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 January 31, 2019

 

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 Liquid Leverage Loan Index

   JPM    USD      8,480,000        1.00     03/20/19        Quarterly      $      $ (372)      $ 217,311      $ 217,683  
                            

 

 

    

 

 

    

 

 

    

 

 

 

 

Foreign Currency Contracts Outstanding at January 31, 2019  
Amount and Description
of Currency to be
Purchased
 

Amount and Description
of Currency to be
Sold

    Counterparty   Settlement
Date
    Appreciation     Depreciation  
  129,000     GBP     169,955       USD     BNP     02/28/19     $     $ (517
  49,919,270     USD     43,964,305       EUR     GSC     02/28/19             (520,957
  163,368     USD     124,000       GBP     BNP     02/28/19       497        
 

        Total

    $ 497     $ (521,474

 

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:     
BNP                BNP Paribas Securities Services   
GSC                Goldman Sachs & Co.   
JPM                JP Morgan Chase & Co.   
Currency Abbreviations:     
EUR                Euro   
GBP                British Pound   
USD                United States Dollar   
Index Abbreviations:     
CDX.NA.HY                Credit Derivatives North American High Yield   
ICE                Intercontinental Exchange, Inc.   
               Markit iBoxx Indices - Euro, Sterling, Asian, US Dollar and             European High-Yield   
iBoxx                Bond Markets   


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

Other Abbreviations:     
EURIBOR                Euro Interbank Offered Rate   
LIBOR                London Interbank Offered Rate   
OTC                Over-the-Counter   
PIK                Payment-in-kind   


 

The Hartford Floating Rate High Income Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

           

Corporate Bonds

   $ 35,381,338      $      $ 35,381,338      $  

Senior Floating Rate Interests

     410,343,111               410,343,111         

Common Stocks

           

Energy

     1,150,067               107,835        1,042,232  

Insurance

     1,914,770               1,914,770         

Escrows

     5                      5  

Warrants

     10,874                      10,874  

Short-Term Investments

     22,953,117        22,953,117                

Foreign Currency Contracts(2)

     497               497         

Swaps - Credit Default(2)

     8,099               8,099         

Swaps - Total Return(2)

     217,683               217,683         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     471,979,561      $     22,953,117      $     447,973,333      $     1,053,111  
  

 

 

    

 

 

    

 

 

    

 

 

 

Liabilities

           

Foreign Currency Contracts(2)

   $ (521,474)      $      $ (521,474)      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ (521,474)      $      $ (521,474)      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2019, there were no transfers in and out of Level 3.

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2019 is not presented.


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Asset & Commercial Mortgage Backed Securities - 4.6%

 

  

Canada - 0.1%

  
$         195,000   

Master Credit Card Trust
3.74%, 07/21/2024(1)

   $ 196,399  
     

 

 

 
  

Cayman Islands - 0.5%

 

250,000   

CIFC Funding Ltd.
3 mo. USD LIBOR + 1.750%, 4.53%, 07/16/2030(1)(2)

     247,772  
250,000   

LCM L.P.
3 mo. USD LIBOR + 1.950%, 4.71%, 10/20/2027(1)(2)

     246,026  
  

LSTAR Securities Investment Ltd.

 

48,757   

1 mo. USD LIBOR + 1.550%, 4.07%, 02/01/2023(1)(2)

     47,726  
35,570   

1 mo. USD LIBOR + 1.750%, 4.27%, 10/01/2022(1)(2)

     35,442  
250,000   

Palmer Square CLO Ltd.
1 mo. USD LIBOR + 1.350%, 3.97%, 08/15/2026(1)(2)

     244,737  
250,000   

Tryon Park CLO, Ltd.
3 mo. USD LIBOR + 0.890%, 3.68%, 04/15/2029(1)(2)

     246,981  
     

 

 

 
        1,068,684  
     

 

 

 
  

United States - 4.0%

 

244,840   

Alternative Loan Trust
5.25%, 08/25/2035

     211,123  
109,606   

Avant Loans Funding Trust
3.38%, 04/15/2021(1)

     109,431  
40,000   

Aventura Mall Trust
4.11%, 07/05/2040(1)(3)

     39,095  
30,757   

Banc of America Mortgage Trust
4.15%, 04/25/2034(3)

     30,938  
  

Bank

 

991,826   

0.52%, 08/15/2061(3)(4)

     34,852  
45,000   

4.65%, 11/15/2061(3)

     44,572  
70,249   

Bayview Opportunity Master Fund Trust
4.00%, 10/28/2064(1)(3)

     70,472  
966,270   

Benchmark Mortgage Trust
0.54%, 07/15/2051(3)(4)

     35,668  
104,844   

BX Commercial Mortgage Trust
1 mo. USD LIBOR + 1.100%, 3.61%, 11/15/2035(1)(2)

     104,212  
100,000   

CAMB Commercial Mortgage Trust
1 mo. USD LIBOR + 2.150%, 4.65%, 12/15/2037(1)(2)

     100,039  
105,000   

CD Commercial Mortgage Trust
3.63%, 08/10/2049(3)

     98,805  
160,178   

CIM Trust
3.00%, 04/25/2057(1)(3)

     159,108  
40,000   

Citigroup Commercial Mortgage Trust
4.68%, 01/10/2024(1)

     41,530  
60,628   

Civic Mortgage LLC
3.89%, 06/25/2022(1)(5)

     60,521  
34,488   

COLT Mortgage Loan Trust
3.75%, 12/26/2046(1)(3)

     34,294  
45,901   

Consumer Loan Underlying Bond Credit Trust
2.61%, 01/15/2024(1)

     45,689  
999,574   

CSAIL Commercial Mortgage Trust
0.57%, 11/15/2051(3)(4)

     43,300  
109,193   

CSMC Trust
4.13%, 07/25/2058(1)(3)

     109,109  
248,125   

Domino’s Pizza Master Issuer LLC
4.12%, 07/25/2048(1)

     247,768  
170,000   

Drive Auto Receivables Trust
3.53%, 12/15/2023(1)

     170,108  
  

Fannie Mae Connecticut Avenue Securities

 

110,000   

1 mo. USD LIBOR + 2.000%, 4.51%, 03/25/2031(2)

     108,812  
65,000   

1 mo. USD LIBOR + 2.200%, 4.71%, 08/25/2030(2)

     64,870  
75,000   

1 mo. USD LIBOR + 2.350%, 4.86%, 01/25/2031(2)

     75,175  
195,000   

1 mo. USD LIBOR + 2.550%, 5.06%, 12/25/2030(2)

     196,657  
20,000   

1 mo. USD LIBOR + 2.800%, 5.31%, 02/25/2030(2)

     20,590  
100,000   

1 mo. USD LIBOR + 4.250%, 6.76%, 01/25/2029(2)

     111,224  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$         99,000   

1 mo. USD LIBOR + 4.350%, 6.86%, 05/25/2029(2)

   $          108,189  
30,000   

1 mo. USD LIBOR + 4.450%, 6.96%, 02/25/2030(2)

     31,549  
297,524   

1 mo. USD LIBOR + 5.000%, 7.51%, 07/25/2025(2)

     332,611  
55,000   

1 mo. USD LIBOR + 5.050%, 7.56%, 11/25/2029(2)

     60,705  
75,000   

1 mo. USD LIBOR + 6.000%, 8.51%, 09/25/2028(2)

     86,009  
150,000   

1 mo. USD LIBOR + 6.750%, 9.26%, 08/25/2028(2)

     175,816  
49,860   

1 mo. USD LIBOR + 12.750%, 15.26%, 10/25/2028(2)

     68,598  
  

FREMF Mortgage Trust

 

40,000   

3.54%, 12/25/2049(1)(3)

     36,896  
24,000   

3.57%, 11/25/2047(1)(3)

     23,986  
25,000   

3.65%, 11/25/2050(1)(3)

     24,940  
65,000   

3.80%, 02/25/2050(1)(3)

     64,202  
160,000   

3.84%, 07/25/2049(1)(3)

     162,810  
60,000   

3.88%, 02/25/2050(1)(3)

     58,760  
65,000   

3.91%, 02/25/2025(1)

     64,697  
35,000   

3.97%, 07/25/2049(1)(3)

     34,515  
50,000   

3.98%, 05/25/2050

     47,468  
105,000   

4.03%, 05/25/2045(1)(3)

     107,740  
75,000   

4.06%, 05/25/2025(1)(3)

     75,005  
19,000   

4.29%, 11/25/2051(1)(3)

     17,867  
92,000   

4.32%, 10/25/2028(1)(3)

     91,914  
125,000   

GS Mortgage Securities Corp. Trust
1 mo. USD LIBOR + 1.450%, 3.96%, 07/15/2025(1)(2)

     123,903  
  

GS Mortgage Securities Trust

 

63,000   

3.51%, 03/10/2050(1)(3)

     53,410  
100,000   

4.75%, 08/10/2046(1)(3)

     102,903  
47,876   

GSR Mortgage Loan Trust
3.48%, 01/25/2035(3)

     45,640  
100,000   

Hertz Vehicle Financing II L.P.
3.29%, 02/25/2024(1)

     98,110  
90,000   

Home Re Ltd.
1 mo. USD LIBOR + 1.600%, 4.11%, 10/25/2028(1)(2)

     90,105  
75,000   

JP Morgan Chase Commercial Mortgage Securities Corp.
4.61%, 07/05/2031(1)(3)

     72,228  
28,973   

JP Morgan Mortgage Acquisition Trust
4.91%, 11/25/2036(5)

     29,449  
  

LSTAR Securities Investment Ltd.

 

46,101   

1 mo. USD LIBOR + 1.650%, 4.17%, 11/01/2022(1)(2)

     46,114  
61,173   

1 mo. USD LIBOR + 1.750%, 4.27%, 09/01/2022(1)(2)

     61,346  
51,446   

Mill City Mortgage Loan Trust
2.50%, 04/25/2057(1)(3)

     50,460  
991,895   

Morgan Stanley Bank of America Merrill Lynch Trust
0.82%, 11/15/2052(3)(4)

     53,243  
997,629   

Morgan Stanley Capital I Trust
0.84%, 07/15/2051(3)(4)

     58,981  
100,000   

4.28%, 07/11/2040(1)(3)

     91,272  
275,000   

1 mo. USD LIBOR + 1.950%, 4.46%, 11/15/2034(1)(2)

     269,998  
117,401   

MortgageIT Mortgage Loan Trust
1 mo. USD LIBOR + 0.200%, 2.71%, 04/25/2036(2)

     104,424  
60,000   

MSCG Trust
1 mo. USD LIBOR + 1.180%, 3.69%, 10/15/2037(1)(2)

     59,022  
85,000   

MSSG Trust
3.87%, 09/13/2039(1)

     82,081  
155,000   

Natixis Commercial Mortgage Securities Trust
1 mo. USD LIBOR + 1.154%, 3.66%, 07/15/2033(1)(2)

     154,462  
86,048   

New Residential Mortgage LLC
4.09%, 07/25/2054(1)

     86,781  
  

New Residential Mortgage Loan Trust

 

87,930   

3.25%, 09/25/2056(1)(3)

     86,724  
110,000   

3.68%, 01/25/2049(1)(3)

     110,326  
68,765   

3.75%, 11/25/2056(1)(3)

     68,667  
51,891   

Oak Hill Advisors Residential Loan Trust
3.00%, 06/25/2057(1)(5)

     50,918  
155,000   

OneMain Direct Auto Receivables Trust
3.85%, 10/14/2025(1)

     155,802  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$         100,000   

OneMain Financial Issuance Trust
4.57%, 02/20/2029(1)

   $          101,202  
99,750   

Planet Fitness Master Issuer LLC
4.26%, 09/05/2048(1)

     100,326  
95,021   

Preston Ridge Partners Mortgage Trust, LLC.
4.00%, 08/25/2023(1)(3)

     94,496  
17,134   

Prosper Marketplace Issuance Trust
2.36%, 11/15/2023(1)

     17,098  
112,639   

SG Residential Mortgage Trust
3.74%, 04/27/2048(1)(3)

     113,147  
82,321   

SoFi Consumer Loan Program LLC
3.05%, 12/26/2025(1)

     82,053  
99,483   

Store Master Funding LLC
3.96%, 10/20/2048(1)

     102,273  
  

Structured Agency Credit Risk Trust

 

50,000   

1 mo. USD LIBOR + 2.100%, 4.61%, 09/25/2048(1)(2)

     49,094  
15,000   

1 mo. USD LIBOR + 3.750%, 6.26%, 04/25/2043(1)(2)

     15,108  
  

Towd Point Mortgage Trust

 

119,000   

1 mo. USD LIBOR + 1.200%, 3.71%, 02/25/2057(1)(2)

     118,033  
100,000   

3.75%, 03/25/2058(1)(3)

     99,391  
34,679   

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

     34,917  
71,929   

VOLT LXII LLC
3.13%, 09/25/2047(1)(5)

     71,363  
110,000   

VOLT LXIV LLC
4.63%, 10/25/2047(1)(5)

     108,583  
100,000   

VOLT LXXV LLC
4.34%, 01/25/2049(1)(5)(6)(7)

     100,000  
195,000   

Wachovia Bank Commercial Mortgage Trust
5.24%, 10/15/2044(1)(3)

     175,217  
225,000   

Wells Fargo Mortgage Backed Securities Trust
4.00%, 11/25/2048(1)(3)

     226,487  
45,000   

Westlake Automobile Receivables Trust
3.41%, 05/15/2023(1)

     44,851  
     

 

 

 
     7,902,247  
     

 

 

 
  

Total Asset & Commercial Mortgage Backed Securities
(cost $9,200,730)

   $ 9,167,330  
     

 

 

 
Corporate Bonds - 3.4%

 

  

Argentina - 0.0%

 

160,000   

YPF S.A.
BADLAR + 4.000%, 51.73%, 07/07/2020(2)(8)

     64,668  
     

 

 

 
  

Canada - 0.2%

 

525,000   

New Gold, Inc.
6.38%, 05/15/2025(1)

     442,641  
     

 

 

 
  

Cayman Islands - 0.1%

 

250,000   

Sunny Optical Technology Group Co., Ltd.
3.75%, 01/23/2023(8)

     240,845  
     

 

 

 
  

Finland - 0.3%

 

  

Nokia Oyj

 

480,000   

4.38%, 06/12/2027

     464,544  
50,000   

6.63%, 05/15/2039

     52,000  
     

 

 

 
     516,544  
     

 

 

 
  

Guernsey - 0.2%

 

350,000   

Credit Suisse Group Funding Guernsey Ltd.
3.13%, 12/10/2020

     348,949  
     

 

 

 
  

Iceland - 0.1%

 

EUR        120,000   

Arion Banki HF
1.63%, 12/01/2021(8)

     137,446  
     

 

 

 
  

Luxembourg - 0.1%

 

225,000   

Codere Finance Luxembourg S.A.
6.75%, 11/01/2021(8)

     239,507  
     

 

 

 


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Mult - 0.2%

 

$         350,000   

Taylor Morrison Communities, Inc. / Taylor Morrison Holdings II, Inc.
5.63%, 03/01/2024(1)

   $          343,000  
     

 

 

 
  

Netherlands - 0.1%

 

225,000   

Nostrum Oil & Gas Finance B.V.
8.00%, 07/25/2022(8)

     151,121  
     

 

 

 
  

United States - 2.1%

 

250,000   

Carrizo Oil & Gas, Inc.
6.25%, 04/15/2023(9)

     246,875  
EUR         105,000   

Chemours Co.
4.00%, 05/15/2026

     117,789  
$         220,000   

Crown Castle Towers LLC
3.72%, 07/15/2043(1)

     219,316  
200,000   

Diamondback Energy, Inc.
4.75%, 11/01/2024

     199,500  
450,000   

General Motors Co.
6.75%, 04/01/2046

     461,983  
475,000   

KB Home
7.50%, 09/15/2022

     504,094  
575,000   

Kraft Heinz Foods Co.
4.38%, 06/01/2046

     495,375  
250,000   

Laredo Petroleum, Inc.
6.25%, 03/15/2023(9)

     239,300  
375,000   

M/I Homes, Inc.
5.63%, 08/01/2025

     345,000  
450,000   

Reynolds American, Inc.
5.85%, 08/15/2045

     436,736  
135,000   

SBA Tower Trust
3.45%, 03/15/2048(1)

     134,174  
456,000   

Standard Industries, Inc.
6.00%, 10/15/2025(1)

     458,280  
350,000   

TRI Pointe Group, Inc. / TRI Pointe Homes, Inc.
5.88%, 06/15/2024

     337,312  
     

 

 

 
     4,195,734  
     

 

 

 
  

Total Corporate Bonds
(cost $7,052,388)

   $ 6,680,455  
     

 

 

 
Foreign Government Obligations - 9.9%

 

  

Argentina - 0.8%

 

ARS   17,775,000   

Argentina POM Politica Monetaria
56.47%, 06/21/2020(3)

     523,394  
EUR        900,000   

Argentine Republic Government International Bond
5.00%, 01/15/2027(8)

     818,961  
$         200,000   

Bonos De La Nacion Argentina En Moneda Dua
4.50%, 06/21/2019

     203,000  
     

 

 

 
     1,545,355  
     

 

 

 
  

Canada - 1.2%

 

CAD     3,200,000   

Canadian Government Bond
0.50%, 03/01/2022

     2,342,494  
     

 

 

 
  

Germany - 0.8%

 

EUR     1,298,466   

Deutsche Bundesrepublik Inflation Linked Bond
0.10%, 04/15/2026(8)(10)

     1,621,984  
     

 

 

 
  

Greece - 0.2%

 

119,225,000   

Hellenic Republic Government Bond
0.00%, 10/15/2042(3)

     420,312  
     

 

 

 
  

Iceland - 0.8%

 

  

Iceland Rikisbref

 

ISK   18,920,000   

5.00%, 11/15/2028

     154,633  
25,804,286   

6.50%, 01/24/2031

     238,694  
112,400,000   

8.00%, 06/12/2025

     1,070,009  
     

 

 

 
     1,463,336  
     

 

 

 


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Japan - 2.9%

 

JPY 146,000,000   

Japan Government Thirty Year Bond
0.70%, 06/20/2048

   $        1,361,402  
  

Japanese Government CPI Linked Bond

 

150,741,300   

0.10%, 09/10/2023(10)

     1,414,357  
321,032,400   

0.10%, 09/10/2024(10)

     3,019,510  
     

 

 

 
     5,795,269  
     

 

 

 
  

Macedonia - 0.1%

 

EUR         190,000   

Macedonia Government International Bond
2.75%, 01/18/2025(1)

     219,644  
     

 

 

 
  

Mexico - 0.9%

 

MXN   10,657,500   

Mexican Bonos
8.00%, 11/07/2047

     511,277  
25,074,723   

Mexican Udibonos
2.00%, 06/09/2022(10)

     1,219,292  
     

 

 

 
     1,730,569  
     

 

 

 
  

Norway - 0.9%

 

NOK   14,850,000   

Norway Government Bond
1.75%, 02/17/2027(1)(8)

     1,774,651  
     

 

 

 
  

Romania - 0.2%

 

EUR       450,000   

Romanian Government International Bond
3.38%, 02/08/2038(8)

     466,377  
     

 

 

 
  

Russia - 0.8%

 

RUB  95,800,000   

Russian Federal Bond - OFZ
8.15%, 02/03/2027

     1,483,823  
     

 

 

 
  

Spain - 0.2%

 

EUR       310,000   

Spain Government Bond
2.70%, 10/31/2048(1)(8)

     378,677  
     

 

 

 
  

Zambia - 0.1%

 

$       275,000   

Zambia Government International Bond
8.97%, 07/30/2027(8)

     226,325  
     

 

 

 
  

Total Foreign Government Obligations
(cost $22,645,783)

   $ 19,468,816  
     

 

 

 
U.S. Government Agencies - 2.3%

 

  

United States - 2.3%

 

  

Mortgage-Backed Agencies - 2.2%

 

  

FHLMC - 0.4%

 

$   4,343,362   

0.08%, 10/25/2026(3)(4)

   $ 30,222  
2,274,950   

0.25%, 06/25/2025(3)(4)

     32,258  
1,476,369   

0.28%, 11/25/2023(3)(4)

     16,933  
750,451   

0.61%, 03/25/2027(3)(4)

     31,705  
575,000   

1.55%, 10/25/2043(3)(4)

     49,085  
100,000   

1.64%, 04/25/2044(3)(4)

     9,925  
525,000   

1.66%, 07/25/2041(3)(4)

     33,497  
114,249   

1.97%, 11/25/2044(3)(4)

     11,146  
210,000   

2.00%, 10/25/2044(3)(4)

     29,062  
435,000   

2.21%, 01/25/2042(3)(4)

     42,361  
140,000   

2.27%, 08/25/2045(3)(4)

     23,560  
367,000   

2.50%, 03/15/2028(4)

     27,532  
39,180   

2.50%, 05/15/2028(4)

     2,972  
36,551   

3.00%, 05/15/2032(4)

     2,477  
47,871   

3.00%, 03/15/2033(4)

     5,688  
41,242   

3.50%, 06/15/2026(4)

     2,455  
398,698   

3.50%, 03/15/2041(4)

     46,732  
21,846   

4.00%, 07/15/2027(4)

     2,055  
44,799   

4.00%, 03/15/2028(4)

     3,913  
49,134   

4.00%, 07/15/2030(4)

     5,139  
3,958   

1 mo. USD LIBOR + 2.200%, 4.71%, 03/25/2025(2)

     3,961  
125,000   

1 mo. USD LIBOR + 2.300%, 4.81%, 09/25/2030(2)

     124,051  
65,000   

1 mo. USD LIBOR + 2.300%, 4.81%, 10/25/2048(1)(2)

     64,318  
84,510   

5.50%, 04/15/2036(4)

     18,128  


 

The Hartford Global All-Asset Fund (consolidated)

 

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$         125,000   

1 mo. USD LIBOR + 4.350%, 6.86%, 09/25/2030(2)

   $          126,727  
     

 

 

 
        745,902  
     

 

 

 
  

FNMA - 1.5%

 

$         296,918   

1.46%, 08/25/2044(3)(4)

   $ 15,079  
202,170   

1.55%, 05/25/2046(3)(4)

     9,549  
72,891   

1.60%, 04/25/2055(3)(4)

     3,634  
136,631   

1.64%, 06/25/2055(3)(4)

     7,056  
4,485   

2.78%, 04/01/2022

     4,481  
65,366   

2.85%, 12/01/2027

     63,432  
67,846   

3.00%, 02/25/2027(4)

     4,771  
45,116   

3.00%, 09/25/2027(4)

     3,777  
24,552   

3.00%, 01/01/2031

     24,601  
271,785   

3.50%, 04/25/2027(4)

     23,153  
30,749   

3.50%, 05/25/2027(4)

     2,931  
80,503   

3.50%, 10/25/2027(4)

     7,412  
45,306   

3.50%, 02/25/2031(4)

     3,794  
58,597   

3.50%, 09/25/2035(4)

     8,512  
1,473,000   

3.50%, 02/01/2049(11)

     1,480,279  
9,990   

3.86%, 12/01/2025

     10,483  
18,387   

3.87%, 10/01/2025

     19,265  
28,524   

3.89%, 05/01/2030

     29,827  
9,322   

3.96%, 05/01/2034

     9,786  
575,000   

4.00%, 02/01/2049(11)

     588,566  
200,000   

4.00%, 03/01/2049(11)

     204,516  
13,257   

4.06%, 10/01/2028

     13,951  
100,000   

4.50%, 12/25/2041(4)

     41,800  
226,415   

4.50%, 02/25/2043(4)

     40,846  
120,000   

1 mo. USD LIBOR + 2.400%, 4.91%, 04/25/2031(1)(2)

     120,921  
259,863   

5.14%, 10/01/2024

     284,599  
18,810   

5.47%, 05/25/2042(3)(4)

     2,014  
79,223   

6.00%, 01/25/2042(4)

     14,143  
     

 

 

 
        3,043,178  
     

 

 

 
  

GNMA - 0.3%

 

$         162,249   

2.50%, 05/16/2028(4)

   $ 10,136  
222,598   

3.00%, 08/20/2027(4)

     18,840  
235,192   

3.00%, 07/20/2028(4)

     17,720  
114,349   

3.00%, 02/16/2043(4)

     17,801  
33,914   

3.50%, 03/20/2027(4)

     3,201  
174,297   

3.50%, 07/20/2029(4)

     18,606  
53,958   

3.50%, 02/16/2030(4)

     5,406  
34,637   

3.50%, 07/20/2040(4)

     3,556  
65,873   

3.50%, 02/20/2041(4)

     7,273  
77,613   

3.50%, 04/20/2042(4)

     8,836  
78,456   

3.50%, 05/16/2042(4)

     15,631  
118,577   

3.50%, 10/20/2042(4)

     21,217  
122,235   

3.50%, 05/20/2043(4)

     20,280  
200,806   

4.00%, 04/16/2026(4)

     18,653  
88,142   

4.00%, 03/20/2047(4)

     15,365  
111,000   

4.00%, 07/20/2047(4)

     19,277  
91,662   

5.00%, 02/16/2040(4)

     21,514  
70,055   

5.50%, 02/16/2047(4)

     15,685  
55,011   

6.00%, 02/20/2046(4)

     12,603  
375,000   

6.00%, 02/01/2049(11)

     402,683  
     

 

 

 
        674,283  
     

 

 

 
        4,463,363  
     

 

 

 
  

Other Direct Federal Obligations - 0.1%

 

$         106,375   

SLM Student Loan Trust - 0.1%
3 mo. USD LIBOR + 1.700%, 4.47%, 07/25/2023(2)

   $ 108,135  
     

 

 

 
        4,571,498  
     

 

 

 
  

Total U.S. Government Agencies
(cost $4,598,916)

   $ 4,571,498  
     

 

 

 


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

U.S. Government Securities - 5.7%

 

  

United States - 5.7%

 

  

U.S. Treasury Bonds - 1.4%

 

$         725,726   

0.88%, 02/15/2047(10)

   $          687,446  
1,519,496   

3.38%, 04/15/2032(10)

     1,996,871  
     

 

 

 
        2,684,317  
     

 

 

 
  

U.S. Treasury Notes - 4.3%

 

899,263   

0.50%, 01/15/2028(10)

     876,536  
5,175,429   

0.63%, 04/15/2023(10)(12)(13)(14)

     5,150,967  
2,439,909   

0.63%, 01/15/2026(10)

     2,420,085  
65,272   

0.75%, 07/15/2028(10)

     65,272  
     

 

 

 
        8,512,860  
     

 

 

 
  

Total U.S. Government Securities
(cost $11,166,585)

   $ 11,197,177  
     

 

 

 
Common Stocks - 62.2%

 

  

Argentina - 0.0%

 

3,516   

YPF S.A. ADR

     57,487  
     

 

 

 
  

Australia - 1.0%

 

88,900   

AMP Ltd.

     146,577  
531   

Caltex Australia Ltd.

     10,379  
8,221   

Charter Hall Education Trust

     18,645  
122,448   

Dacian Gold Ltd.*

     231,509  
3,318   

Dexus REIT

     27,782  
5,386   

Goodman Group REIT

     45,840  
17,171   

IOOF Holdings Ltd.

     62,985  
2,450   

Karoon Gas Australia Ltd.*

     1,509  
7,435   

Nufarm Ltd.

     33,798  
178,772   

OceanaGold Corp.

     638,107  
12,135   

Orora Ltd.

     27,963  
698,055   

Perseus Mining Ltd.*

     211,213  
314,675   

Ramelius Resources Ltd.*

     130,330  
422,507   

Resolute Mining Ltd.

     347,896  
143,410   

Silver Lake Resources Ltd.*

     59,074  
9,642   

Sydney Airport

     46,024  
     

 

 

 
        2,039,631  
     

 

 

 
  

Austria - 0.3%

 

3,051   

BAWAG Group AG(1)

     129,424  
23,751   

Wienerberger AG

     533,211  
     

 

 

 
        662,635  
     

 

 

 
  

Belgium - 0.5%

 

7,354   

Ageas

     341,934  
20,025   

Euronav N.V.

     156,791  
3,857   

Melexis N.V.(9)

     271,958  
842   

Telenet Group Holding N.V.

     38,976  
903   

UCB S.A.

     78,248  
381   

Umicore S.A.

     16,108  
171   

Warehouses De Pauw CVA REIT

     24,975  
     

 

 

 
        928,990  
     

 

 

 
  

Bermuda - 0.7%

 

25,656   

Bank of NT Butterfield & Son Ltd.

     899,243  
11,165   

Marvell Technology Group Ltd.

     206,887  
8,423   

Triton International Ltd.

     302,807  
     

 

 

 
        1,408,937  
     

 

 

 
  

Brazil - 0.1%

 

1,801   

Cia de Saneamento do Parana

     36,546  
2,040   

Petroleo Brasileiro S.A.

     16,528  
1,605   

Petroleo Brasileiro S.A. ADR

     26,162  
966   

Ultrapar Participacoes S.A.

     15,150  
     

 

 

 
        94,386  
     

 

 

 


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

British Virgin Islands - 0.0%

 

53,381   

Atlas Mara Ltd.*

   $            89,814  
     

 

 

 
  

Canada - 1.9%

 

5,878   

AltaGas Canada, Inc.

     73,366  
91,491   

Atlantic Gold Corp.*

     127,424  
714   

BCE, Inc.

     31,044  
1,251   

Cameco Corp.

     15,157  
7,274   

Canadian Imperial Bank of Commerce

     616,763  
616   

Canadian Natural Resources Ltd.

     16,535  
1,819   

Cenovus Energy, Inc.

     14,170  
85,586   

Centerra Gold, Inc.*

     433,809  
3,484   

Dollarama, Inc.

     93,785  
919   

Dream Global Real Estate Investment Trust

     9,071  
4,977   

EcoSynthetix, Inc.*

     6,932  
2,079   

Enbridge, Inc.

     75,964  
5,194   

Encana Corp.

     35,656  
10,292   

Equitable Group, Inc.

     522,374  
37,059   

Fairfax India Holdings Corp.*(1)

     477,691  
3,577   

First Quantum Minerals Ltd.

     41,407  
33,232   

Gluskin Sheff + Associates, Inc.(9)

     252,917  
1,800   

Killam Apartment Real Estate Investment Trust REIT

     22,946  
2,081   

Magna International, Inc.

     110,136  
711   

Methanex Corp.

     38,799  
19,121   

Parex Resources, Inc.*

     286,680  
11,426   

SSR Mining, Inc.*

     156,700  
1,372   

Suncor Energy, Inc.

     44,252  
28,886   

Teranga Gold Corp.*

     88,816  
4,482   

TransCanada Corp.

     190,612  
401   

Waste Connections, Inc.

     33,508  
     

 

 

 
        3,816,514  
     

 

 

 
  

Cayman Islands - 0.0%

 

14,400   

Fosun Tourism Group

     28,664  
     

 

 

 
  

China - 2.1%

 

4,492   

Alibaba Group Holding Ltd. ADR*

     756,857  
85   

BeiGene Ltd. ADR*

     11,006  
79,346   

China Longyuan Power Group Corp. Ltd. Class H

     59,399  
67,904   

China Merchants Bank Co., Ltd. Class H

     299,372  
39,480   

China Oilfield Services Ltd. Class H

     39,122  
148   

China Petroleum & Chemical Corp. ADR

     12,351  
55,839   

China Petroleum & Chemical Corp. Class H

     46,692  
6,545   

China Shenhua Energy Co., Ltd. Class H

     16,657  
66,199   

China Telecom Corp. Ltd. Class H

     35,941  
352,000   

China Tower Corp. Ltd. Class H*(1)

     75,592  
23,089   

CNOOC Ltd.

     38,591  
151   

CNOOC Ltd. ADR

     25,261  
2,409   

Ctrip.com International Ltd. ADR*

     80,220  
2,361   

ENN Energy Holdings Ltd.

     22,613  
40,676   

Gree Electric Appliances, Inc. of Zhuhai Class A*

     254,271  
13,720   

Hangzhou Hikvision Digital Technology Co., Ltd. Class A

     61,914  
54,223   

Hytera Communications Corp. Ltd. Class A

     66,173  
8,806   

NIO, Inc. ADR*(9)

     69,391  
43,080   

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

     419,408  
40,865   

Sunny Optical Technology Group Co., Ltd.

     405,551  
25,399   

Tencent Holdings Ltd.

     1,130,626  
3,213   

Tencent Music Entertainment Group ADR*(9)

     48,034  
6,800   

WuXi AppTec Co., Ltd. Class H*(1)

     69,325  
     

 

 

 
        4,044,367  
     

 

 

 
  

Colombia - 0.0%

 

6,099   

CEMEX Latam Holdings S.A.*

     8,564  
     

 

 

 
  

Croatia - 0.1%

 

19,451   

Valamar Riviera DD

     101,978  
2,370   

Zagrebacka Banka dd

     21,658  
     

 

 

 
        123,636  
     

 

 

 


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Czech Republic - 0.0%

 

20,096   

Moneta Money Bank AS(1)

   $            68,353  
     

 

 

 
  

Denmark - 0.3%

 

331   

AP Moller - Maersk A/S Class B

     442,675  
8,902   

AP Moller - Maersk A/S Class B ADR

     59,554  
296   

Genmab A/S*

     43,149  
662   

Zealand Pharma A/S ADR*

     9,698  
     

 

 

 
        555,076  
     

 

 

 
  

Estonia - 0.1%

 

93,619   

Tallinna Sadam AS*(1)

     224,145  
     

 

 

 
  

Finland - 0.4%

 

1,225   

DNA Oyj

     25,809  
303   

Elisa Oyj

     12,677  
682   

Kemira Oyj

     8,295  
358   

Neste Oyj

     32,800  
88,851   

Nokia Oyj ADR(9)

     564,204  
616   

Tikkurila Oyj

     9,296  
8,289   

Wartsila Oyj Abp

     135,348  
     

 

 

 
        788,429  
     

 

 

 
  

France - 2.9%

 

1,143   

Airbus SE

     131,742  
11,033   

Alstom S.A.

     443,854  
4,813   

Amundi S.A.(1)

     276,926  
365   

Arkema S.A.

     34,583  
6,121   

BNP Paribas S.A.

     288,458  
13,991   

Cie de Saint-Gobain

     482,801  
2,348   

Cie Generale des Etablissements Michelin SCA

     255,044  
112   

Dassault Aviation S.A.

     166,782  
4,241   

Eiffage S.A.

     397,323  
2,299   

Engie S.A.

     36,856  
216   

EssilorLuxottica S.A.

     27,363  
1,138   

JCDecaux S.A.

     33,715  
6,777   

Kaufman & Broad S.A.

     273,462  
756   

Legrand S.A.

     44,790  
5,040   

Nexity S.A.

     235,392  
1,280   

Pernod Ricard S.A.

     212,369  
854   

Remy Cointreau S.A.

     99,174  
678   

Safran S.A.

     89,082  
9,263   

Schneider Electric SE

     658,799  
979   

SOITEC*

     75,185  
4,362   

Thales S.A.

     482,391  
5,921   

Total S.A.

     324,596  
6,953   

Vinci S.A.

     611,797  
     

 

 

 
        5,682,484  
     

 

 

 
  

Georgia - 0.2%

 

11,463   

Bank of Georgia Group plc

     230,269  
10,578   

TBC Bank Group plc

     199,787  
     

 

 

 
        430,056  
     

 

 

 
  

Germany - 1.1%

 

559   

Bertrandt AG

     47,957  
997   

Brenntag AG

     47,205  
920   

Deutsche Wohnen SE

     45,961  
34,852   

E.ON SE

     387,428  
6,563   

Hapag-Lloyd AG(1)

     165,698  
18,433   

Infineon Technologies AG

     410,014  
273   

LEG Immobilien AG

     32,070  
6,276   

Rheinmetall AG

     651,890  
1,053   

Siemens AG

     115,617  
117   

Siltronic AG

     11,624  
1,040   

Volkswagen AG

     180,055  
     

 

 

 
        2,095,519  
     

 

 

 


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Greece - 0.8%

 

22,029   

Aegean Airlines S.A.

   $          191,629  
12,085   

Autohellas S.A.

     305,009  
23,369   

Frigoglass SAIC*

     3,852  
48,723   

GEK Terna Holding Real Estate Construction S.A.*

     241,345  
41,528   

Hellenic Telecommunications Organization S.A.

     520,096  
32,433   

OPAP S.A.

     317,305  
     

 

 

 
        1,579,236  
     

 

 

 
  

Hong Kong - 0.6%

 

92,100   

AIA Group Ltd.

     831,618  
117,191   

AMVIG Holdings Ltd.

     26,732  
6,405   

ASM Pacific Technology Ltd.

     69,009  
5,759   

China Overseas Land & Investment Ltd.

     21,724  
4,534   

CK Asset Holdings Ltd.

     38,171  
5,987   

CK Infrastructure Holdings Ltd.

     48,338  
23,965   

Guangdong Investment Ltd.

     45,765  
3,682   

Henderson Land Development Co., Ltd.

     20,931  
6,075   

Link REIT

     66,777  
18,823   

MGM China Holdings Ltd.

     36,548  
12,906   

Nine Dragons Paper Holdings Ltd.*

     13,190  
57,505   

Pacific Basin Shipping Ltd.

     11,419  
21,075   

Sino Biopharmaceutical Ltd.

     17,828  
     

 

 

 
        1,248,050  
     

 

 

 
  

Iceland - 0.8%

 

220,379   

Eimskipafelag Islands HF

     379,442  
454,489   

N1 HF

     436,627  
1,730,490   

Origo HF*

     356,269  
13,377,629   

Siminn HF

     419,494  
1,305,584   

Skeljungur HF

     77,428  
     

 

 

 
        1,669,260  
     

 

 

 
  

India - 3.8%

 

89,040   

Bharat Dynamics Ltd.

     323,748  
308,508   

Bharat Electronics Ltd.

     364,347  
117,820   

Bharti Infratel Ltd.

     485,713  
43,818   

Container Corp. Of India Ltd.

     405,034  
40,003   

Dilip Buildcon Ltd.(1)

     181,150  
79,275   

DLF Ltd.

     184,770  
137,075   

Gateway Distriparks Ltd.

     198,889  
33,823   

Godrej Properties Ltd.*

     353,535  
129,327   

Gujarat Pipavav Port Ltd.

     154,870  
43,872   

Hindustan Aeronautics Ltd.

     438,535  
66,509   

ICICI Bank Ltd.

     341,662  
20,844   

ICICI Bank Ltd. ADR

     212,817  
58,348   

Indraprastha Gas Ltd.

     233,159  
201,061   

IRB Infrastructure Developers Ltd.

     409,806  
75,000   

IRB InvIT Fund(1)

     71,815  
171,984   

J Kumar Infraprojects Ltd.

     257,757  
21,352   

Larsen & Toubro Ltd.

     395,129  
61,032   

LIC Housing Finance Ltd.

     386,626  
69,617   

Oberoi Realty Ltd.

     436,225  
126,205   

PC Jeweller Ltd.

     131,177  
6,437   

Phoenix Mills Ltd.

     54,561  
14,128   

PNB Housing Finance Ltd.(1)

     179,798  
155,419   

Power Grid Corp. of India Ltd.

     412,964  
7,139   

SRF Ltd.

     202,367  
95,053   

State Bank of India*

     393,924  
23,725   

Tata Motors Ltd.*

     60,951  
7,386   

Tejas Networks Ltd.*(1)

     16,697  
41,657   

Thomas Cook India Ltd.

     130,748  
     

 

 

 
        7,418,774  
     

 

 

 
  

Indonesia - 0.1%

 

387,560   

Bank Mandiri Persero Tbk PT

     207,703  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

93,537   

Link Net Tbk PT

   $            29,187  
     

 

 

 
        236,890  
     

 

 

 
  

Ireland - 1.1%

 

208,027   

Bank of Cyprus Holdings plc*

     273,787  
362,081   

Cairn Homes plc*

     538,769  
20,504   

CRH plc

     590,023  
293,828   

Glenveagh Properties plc*(1)

     272,415  
291,089   

Hibernia plc REIT

     437,799  
1,043   

Smurfit Kappa Group plc

     30,076  
5,521   

Tarsus Group plc

     18,308  
     

 

 

 
        2,161,177  
     

 

 

 
  

Israel - 0.0%

 

2,664   

Teva Pharmaceutical Industries Ltd. ADR*

     52,880  
     

 

 

 
  

Italy - 0.3%

 

30,443   

Banca Farmafactoring S.p.A.(1)

     178,452  
3,352   

Buzzi Unicem S.p.A.

     64,037  
12,794   

Enel S.p.A.

     77,326  
5,194   

Eni S.p.A.

     88,069  
6,714   

Italgas S.p.A.

     40,649  
27,942   

Piaggio & C S.p.A.

     64,179  
5,021   

Snam S.p.A.

     23,977  
     

 

 

 
        536,689  
     

 

 

 
  

Japan - 7.4%

 

8,356   

ADEKA Corp.

     131,819  
4,331   

Aeon Delight Co., Ltd.

     160,820  
7,407   

Amada Holdings Co., Ltd.

     74,550  
3,542   

Asahi Intecc Co., Ltd.

     154,155  
2,560   

BayCurrent Consulting, Inc.

     78,772  
2,787   

Bridgestone Corp.

     107,275  
6,769   

Canon Marketing Japan, Inc.

     131,110  
660   

Chugai Pharmaceutical Co., Ltd.

     38,971  
10   

Comforia Residential REIT, Inc. REIT

     26,504  
3,318   

Computer Engineering & Consulting Ltd.

     58,873  
1,637   

CYBERDYNE, Inc.*

     10,456  
2,764   

Daifuku Co., Ltd.

     138,908  
1,200   

Daiichi Sankyo Co., Ltd.

     41,625  
2,366   

Daikin Industries Ltd.

     256,099  
387   

Daito Trust Construction Co., Ltd.

     53,751  
11,206   

DeNA Co., Ltd.

     198,280  
2,290   

DTS Corp.

     81,053  
993   

East Japan Railway Co.

     92,001  
2,050   

Eisai Co., Ltd.

     159,175  
2,673   

Enplas Corp.

     72,745  
315   

FANUC Corp.

     53,576  
1,030   

Fuji Corp.

     13,443  
4,999   

FUJIFILM Holdings Corp.

     214,788  
2,614   

Fujimi, Inc.

     53,896  
3,252   

Fukushima Industries Corp.

     115,305  
1,583   

GMO Payment Gateway, Inc.

     81,941  
10,268   

Happinet Corp.

     150,630  
19,232   

Hazama Ando Corp.

     127,381  
3,637   

Hitachi High-Technologies Corp.

     131,441  
1,511   

Hoya Corp.

     87,694  
32   

Ichigo Office REIT Investment REIT

     29,803  
5,186   

Inaba Denki Sangyo Co., Ltd.

     202,492  
5,508   

Infomart Corp.

     58,792  
3,881   

Inter Action Corp.

     84,956  
3,858   

Iriso Electronics Co., Ltd.

     158,014  
2,272   

ITOCHU Corp.

     41,678  
2,673   

Itochu Techno-Solutions Corp.

     55,450  
2,425   

Jafco Co., Ltd.

     85,114  
6,657   

JGC Corp.

     102,136  
11,582   

JSR Corp.

     187,263  
3,900   

JXTG Holdings, Inc.

     21,302  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

4,141   

KDDI Corp.

   $          103,461  
1,301   

Keyence Corp.

     669,514  
3,912   

Kinden Corp.

     64,261  
7,081   

Kumagai Gumi Co., Ltd.

     222,112  
2,224   

Kyocera Corp.

     125,262  
207   

Kyoritsu Maintenance Co., Ltd.

     9,455  
4,100   

Kyushu Electric Power Co., Inc.

     50,805  
2,453   

Lasertec Corp.

     80,861  
3,352   

Makino Milling Machine Co., Ltd.

     137,234  
6,370   

Marui Group Co., Ltd.

     129,343  
6,190   

Maxell Holdings Ltd.

     88,279  
4,909   

Medical Data Vision Co., Ltd.*

     43,817  
4,638   

Melco Holdings, Inc.

     150,115  
2,353   

Mercari, Inc.*

     50,065  
9,365   

Mimasu Semiconductor Industry Co., Ltd.

     120,374  
1,442   

Minebea Mitsumi, Inc.

     23,720  
1,986   

Mitsubishi Chemical Holdings Corp.

     17,067  
1,903   

Mitsubishi Corp.

     55,774  
2,601   

Mitsubishi Electric Corp.

     32,729  
55,174   

Mitsubishi UFJ Financial Group, Inc.

     295,949  
2,415   

Mitsui Fudosan Co., Ltd.

     58,672  
1,657   

Money Forward, Inc.*

     47,150  
6,567   

MS&AD Insurance Group Holdings, Inc.

     194,407  
8,099   

Nabtesco Corp.

     214,275  
3,700   

NET One Systems Co., Ltd.

     77,545  
28,174   

Nexon Co., Ltd.*

     428,624  
1,143   

NGK Spark Plug Co., Ltd.

     24,627  
1,702   

Nidec Corp.

     204,679  
153   

Nintendo Co., Ltd.

     46,403  
6   

Nippon Accommodations Fund, Inc. REIT

     31,898  
2,648   

Nippon Seiki Co., Ltd.

     49,136  
194   

Nippon Shokubai Co., Ltd.

     12,859  
16,022   

Nippon Television Holdings, Inc.

     251,695  
2,752   

Nippon Thompson Co., Ltd.

     14,317  
932   

Nippon Yusen KK

     15,604  
7,979   

Nishimatsuya Chain Co., Ltd.

     65,782  
10,847   

Nissin Electric Co., Ltd.

     94,971  
54,000   

Nomura Holdings, Inc.

     210,860  
5,464   

Noritz Corp.

     76,044  
4,707   

NSD Co., Ltd.

     99,980  
9,128   

Ono Pharmaceutical Co., Ltd.

     199,411  
151   

Oriental Land Co., Ltd.

     15,483  
2,366   

PAL GROUP Holdings Co., Ltd.

     65,194  
2,576   

Raksul, Inc.*

     68,488  
2,694   

Recruit Holdings Co., Ltd.

     72,308  
11,513   

San-In Godo Bank Ltd.

     83,553  
2,272   

Sanyo Chemical Industries Ltd.

     109,011  
1,836   

SCREEN Holdings Co., Ltd.

     78,669  
1,316   

Shimamura Co., Ltd.

     113,960  
2,242   

Shin-Etsu Chemical Co., Ltd.

     189,038  
332   

SHO-BOND Holdings Co., Ltd.

     23,460  
14,286   

Siix Corp.

     200,856  
335   

SMC Corp.

     110,566  
3,922   

SMS Co., Ltd.

     64,696  
2,087   

Sony Corp.

     104,573  
13,251   

Sony Financial Holdings, Inc.

     252,151  
3,817   

Subaru Corp.

     89,631  
2,519   

Sumco Corp.

     35,073  
12,004   

Sumitomo Electric Industries Ltd.

     171,037  
3,198   

Sumitomo Mitsui Trust Holdings, Inc.

     121,138  
1,005   

Sumitomo Realty & Development Co., Ltd.

     38,381  
3,569   

Suzuki Motor Corp.

     186,375  
845   

Sysmex Corp.

     47,106  
4,525   

Systena Corp.

     50,038  
5,669   

T&D Holdings, Inc.

     70,375  
5,305   

Tachi-S Co., Ltd.

     72,894  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

5,611   

Tadano Ltd.

   $            63,962  
649   

Taihei Dengyo Kaisha Ltd.

     14,490  
3,322   

Taisei Corp.

     156,408  
1,303   

Takeda Pharmaceutical Co., Ltd.

     52,606  
11,228   

Takuma Co., Ltd.

     142,313  
5,199   

Tazmo Co., Ltd.

     37,522  
2,168   

TDK Corp.

     171,567  
3,490   

TechMatrix Corp.

     58,890  
876   

Toei Co., Ltd.

     107,802  
7,323   

Tokai Rika Co., Ltd.

     130,293  
2,189   

Token Corp.

     129,034  
13,685   

Tokio Marine Holdings, Inc.

     670,096  
1,849   

Tokyo Electron Ltd.

     269,992  
972   

Tokyo Gas Co., Ltd.

     25,559  
6,089   

Toshiba Plant Systems & Services Corp.

     114,533  
2,614   

Toyota Industries Corp.

     129,500  
2,617   

Toyota Motor Corp.

     161,077  
1,763   

TS Tech Co., Ltd.

     53,043  
56,584   

Yahoo Japan Corp.

     152,944  
5,225   

Yamaha Motor Co., Ltd.

     111,991  
3,968   

Yamato Kogyo Co., Ltd.

     103,621  
5,506   

Yamazen Corp.

     55,355  
3,517   

Yodogawa Steel Works Ltd.

     71,495  
3,119   

Yume No Machi Souzou Iinkai Co., Ltd.

     42,025  
1,024   

Zeon Corp.

     10,528  
2,915   

ZOZO, Inc.

     58,984  
     

 

 

 
        14,542,857  
     

 

 

 
  

Luxembourg - 0.0%

 

689   

Ardagh Group S.A.

     8,351  
941   

Millicom International Cellular S.A.*

     58,935  
944   

Tenaris S.A. ADR

     23,572  
     

 

 

 
        90,858  
     

 

 

 
  

Malaysia - 0.0%

 

220,893   

Inari Amertron Bhd

     81,400  
     

 

 

 
  

Mauritius - 0.2%

 

53,672   

MCB Group Ltd.

     430,633  
     

 

 

 
  

Mexico - 0.1%

 

13,300   

Alpek S.A.B. de C.V.*

     18,084  
81,509   

America Movil S.A.B. de C.V. Class L

     65,600  
6,100   

Corp. Inmobiliaria Vesta S.A.B. de C.V.

     8,546  
2,767   

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

     7,410  
     

 

 

 
        99,640  
     

 

 

 
  

Netherlands - 1.3%

 

5,260   

AerCap Holdings N.V.*

     248,588  
152   

Akzo Nobel N.V.

     13,082  
806   

ASML Holding N.V.

     140,943  
1,661   

Heineken N.V.

     149,189  
629   

IMCD N.V.

     45,903  
29,377   

ING Groep N.V.

     348,582  
247   

InterXion Holding N.V.*

     14,830  
361   

Koninklijke DSM N.V.

     33,759  
43,419   

Koninklijke KPN N.V.

     133,480  
1,952   

Koninklijke Philips N.V.

     76,961  
2,893   

NXP Semiconductors N.V.

     251,778  
4,802   

Royal Dutch Shell plc Class A

     148,864  
38,360   

Van Lanschot Kempen N.V.*

     896,984  
549   

Wolters Kluwer N.V.

     34,143  
     

 

 

 
        2,537,086  
     

 

 

 
  

New Zealand - 0.4%

 

66,617   

Auckland International Airport Ltd.

     339,054  
44,600   

Millennium & Copthorne Hotels New Zealand Ltd.

     90,479  
12,674   

New Zealand Refining Co., Ltd.

     20,437  
56,901   

Tourism Holdings Ltd.

     192,178  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

2,370   

Xero Ltd.*

   $            75,507  
     

 

 

 
        717,655  
     

 

 

 
  

Norway - 0.1%

 

719   

Equinor ASA

     16,441  
12,441   

Kongsberg Gruppen ASA

     173,422  
5,522   

Norsk Hydro ASA

     25,600  
     

 

 

 
        215,463  
     

 

 

 
  

Portugal - 0.2%

 

1,000,654   

Banco Comercial Portugues S.A.*

     275,902  
822   

Galp Energia SGPS S.A.

     12,843  
5,221   

NOS SGPS S.A.

     33,868  
     

 

 

 
        322,613  
     

 

 

 
  

Romania - 0.1%

 

243,403   

Banca Transilvania S.A.

     92,727  
63,121   

BRD-Groupe Societe Generale S.A.

     153,106  
     

 

 

 
        245,833  
     

 

 

 
  

Russia - 0.1%

 

843   

LUKOIL PJSC ADR

     67,691  
5,056   

Yandex N.V. Class A*

     169,780  
     

 

 

 
        237,471  
     

 

 

 
  

Singapore - 0.1%

 

3,160   

Kulicke & Soffa Industries, Inc.

     71,195  
4,880   

Sea Ltd. ADR*(9)

     68,369  
11,982   

Venture Corp. Ltd.

     145,542  
     

 

 

 
        285,106  
     

 

 

 
  

Slovenia - 0.1%

 

18,348   

Nova Ljubljanska Banka dd GDR*(1)

     262,430  
     

 

 

 
  

South Africa - 0.4%

 

59,447   

FirstRand Ltd.

     312,381  
6,483   

MTN Group Ltd.

     42,417  
16,934   

Nampak Ltd.*

     17,848  
599   

Naspers Ltd. Class N

     138,563  
89,300   

Old Mutual Ltd.

     157,647  
3,257   

Vodacom Group Ltd.

     29,637  
     

 

 

 
        698,493  
     

 

 

 
  

South Korea - 0.6%

 

1,975   

Douzone Bizon Co., Ltd.

     73,384  
5,293   

HyVision System, Inc.

     45,257  
2,439   

Koh Young Technology, Inc.

     180,265  
3,253   

KT Corp. ADR

     44,956  
7,514   

S&T Motiv Co., Ltd.

     230,350  
253   

S-Oil Corp.

     23,823  
12,864   

Samsung Electronics Co., Ltd.

     536,353  
     

 

 

 
        1,134,388  
     

 

 

 
  

Spain - 0.6%

 

5,918   

Aedas Homes SAU*(1)

     159,183  
812   

Arima Real Estate SOCIMI S.A.*

     8,513  
8,140   

Cellnex Telecom S.A.*(1)

     229,382  
363   

Iberdrola S.A.

     2,992  
14,325   

Iberdrola S.A.

     118,403  
16,984   

Melia Hotels International S.A.

     170,395  
22,773   

Metrovacesa S.A.*(1)

     276,560  
15,574   

Neinor Homes S.A.*(1)

     223,274  
     

 

 

 
        1,188,702  
     

 

 

 
  

Sweden - 0.5%

 

2,916   

Assa Abloy AB Class B

     54,337  
1,178   

BillerudKorsnas AB

     14,876  
852   

Catena AB

     22,951  
17,775   

Cloetta AB Class B

     47,151  
1,092   

D Carnegie & Co. AB*

     19,865  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

990   

Fastighets AB Balder Class B*

   $          31,244  
516   

Lundin Petroleum AB

     16,505  
5,298   

Sandvik AB

     84,661  
708   

Spotify Technology S.A.*

     95,899  
61,422   

Telefonaktiebolaget LM Ericsson ADR

     547,270  
     

 

 

 
        934,759  
     

 

 

 
  

Switzerland - 1.0%

 

4,130   

ABB Ltd. ADR

     79,090  
7,648   

Nestle S.A.

     666,782  
3,448   

Novartis AG

     301,013  
253   

PSP Swiss Property AG

     26,028  
133   

Roche Holding AG

     35,383  
15,136   

STMicroelectronics N.V.

     241,480  
4,817   

TE Connectivity Ltd.

     389,936  
6   

Tecan Group AG

     1,212  
17,736   

UBS Group AG*

     229,924  
     

 

 

 
        1,970,848  
     

 

 

 
  

Taiwan - 1.6%

 

8,744   

Airtac International Group

     103,129  
114,202   

Chroma ATE, Inc.

     459,282  
20,484   

Delta Electronics, Inc.

     102,354  
46,604   

E Ink Holdings, Inc.

     49,928  
9,933   

Elite Material Co., Ltd.

     26,470  
7,778   

Ennoconn Corp.

     64,974  
1,965   

Formosa Sumco Technology Corp.*

     8,136  
28,849   

Globalwafers Co., Ltd.

     285,279  
57,784   

Kingpak Technology, Inc.

     355,144  
14,566   

Land Mark Optoelectronics Corp.

     126,856  
12,761   

Realtek Semiconductor Corp.

     69,932  
4,283   

Silergy Corp.

     64,804  
54,197   

Sino-American Silicon Products, Inc.*

     119,237  
122,364   

Taiwan Semiconductor Manufacturing Co., Ltd.

     907,692  
45,382   

Vanguard International Semiconductor Corp.

     100,719  
2,839   

Voltronic Power Technology Corp.

     48,700  
19,321   

Walsin Technology Corp.

     111,792  
9,876   

Yageo Corp.

     107,988  
     

 

 

 
        3,112,416  
     

 

 

 
  

Thailand - 0.0%

 

86,883   

Precious Shipping PCL*

     22,804  
     

 

 

 
  

United Arab Emirates - 0.0%

 

17,471   

Abu Dhabi National Oil Co. for Distribution PJSC

     10,987  
     

 

 

 
  

United Kingdom - 4.2%

 

4,614   

Anglo American plc

     117,914  
12,010   

Aptiv plc

     950,351  
7,634   

Assured Guaranty Ltd.

     309,635  
5,633   

AstraZeneca plc ADR

     206,055  
91,333   

Babcock International Group plc

     636,142  
93,359   

BAE Systems plc

     628,061  
2,987   

BHP Group plc

     66,738  
18,302   

BP plc

     125,024  
10,610   

British American Tobacco plc

     374,003  
31,520   

BT Group plc

     96,117  
770   

Cairn Energy plc*

     1,889  
365,738   

Cobham plc*

     517,800  
278   

Croda International plc

     17,601  
433   

Derwent London plc REIT

     18,417  
5,820   

Diageo plc

     222,129  
4,290   

Fiat Chrysler Automobiles N.V.*

     73,410  
13,420   

Georgia Capital plc*

     191,084  
566   

Hikma Pharmaceuticals plc

     11,974  
8,839   

KAZ Minerals plc

     69,018  
373   

Linde plc

     60,803  
21,716   

Metro Bank plc*

     310,378  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

1,765   

National Grid plc

   $          19,220  
696   

NMC Health plc

     23,561  
8,364   

nVent Electric plc

     209,267  
24,084   

Prudential plc

     470,990  
108,044   

QinetiQ Group plc

     429,959  
1,938   

Rio Tinto plc

     107,214  
2,725   

RPC Group plc

     28,373  
135,201   

Sabre Insurance Group plc(1)

     503,616  
3,251   

Safestore Holdings plc REIT

     24,603  
1,822   

Severn Trent plc

     47,877  
3,315   

Smith & Nephew plc

     62,450  
39,130   

Standard Chartered plc

     315,588  
898   

Tullow Oil plc*

     2,411  
27,382   

Ultra Electronics Holdings plc

     460,990  
10,453   

Unilever plc

     549,138  
2,005   

UNITE Group plc

     23,946  
     

 

 

 
        8,283,746  
     

 

 

 
  

United States - 24.0%

 

797   

3M Co.

     159,639  
3,236   

Abbott Laboratories

     236,163  
12,927   

Acadia Healthcare Co., Inc.*

     353,683  
354   

Acadia Realty Trust REIT

     10,170  
285   

Accenture plc Class A

     43,762  
697   

Adobe, Inc.*

     172,731  
23,320   

Advanced Micro Devices, Inc.*

     569,241  
169   

AdvanSix, Inc.*

     5,347  
3,753   

AES Corp.

     61,512  
659   

AGCO Corp.

     42,308  
358   

Agree Realty Corp. REIT

     23,639  
182,132   

Alacer Gold Corp.*

     420,001  
613   

Alcoa Corp.*

     18,194  
19,472   

Alexander & Baldwin, Inc.

     448,635  
363   

Alexandria Real Estate Equities, Inc. REIT

     47,811  
2,543   

Alkermes plc*

     83,588  
1,371   

Allergan plc

     197,397  
1,299   

Alliant Energy Corp.

     57,767  
50,367   

Allscripts Healthcare Solutions, Inc.*

     593,827  
524   

Alnylam Pharmaceuticals, Inc.*

     43,770  
355   

Alphabet, Inc. Class A*

     399,691  
684   

Alphabet, Inc. Class C*

     763,597  
2,261   

Alta Mesa Resources, Inc.*(9)

     2,166  
767   

Amazon.com, Inc.*

     1,318,266  
328   

American Assets Trust, Inc. REIT

     14,084  
9,243   

American Axle & Manufacturing Holdings, Inc.*

     136,612  
7,134   

American International Group, Inc.

     308,403  
6,759   

American Tower Corp. REIT

     1,168,226  
737   

American Vanguard Corp.

     12,912  
327   

Americold Realty Trust REIT

     9,588  
1,120   

AMETEK, Inc.

     81,648  
2,312   

Amneal Pharmaceuticals, Inc.*

     28,391  
667   

Anadarko Petroleum Corp.

     31,569  
3,655   

Anthem, Inc.

     1,107,465  
1,853   

Archer-Daniels-Midland Co.

     83,200  
1,435   

Arena Pharmaceuticals, Inc.*

     65,967  
243,685   

Argonaut Gold, Inc.*

     328,264  
1,339   

AT&T, Inc.

     40,250  
1,292   

Avangrid, Inc.

     64,432  
1,253   

Baker Hughes a GE Co.

     29,533  
1,506   

Ball Corp.

     78,734  
27,214   

Bank of America Corp.

     774,783  
579   

Baxter International, Inc.

     41,972  
292   

Biogen, Inc.*

     97,464  
36,159   

Bizlink Holding, Inc.

     216,029  
650   

Bluebird Bio, Inc.*

     86,729  
788   

Boeing Co.

     303,869  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

825   

Boise Cascade Co.

   $          22,663  
58   

Booking Holdings, Inc.*

     106,303  
290   

Boston Properties, Inc. REIT

     38,242  
5,474   

Boston Scientific Corp.*

     208,833  
5,396   

Bristol-Myers Squibb Co.

     266,401  
382   

Cabot Corp.

     17,912  
1,321   

Cabot Oil & Gas Corp.

     32,959  
277   

Callon Petroleum Co.*

     2,255  
376   

Camden Property Trust REIT

     36,453  
4,684   

Capital One Financial Corp.

     377,484  
599   

Caterpillar, Inc.

     79,763  
591   

Celanese Corp.

     56,594  
283   

Celgene Corp.*

     25,034  
3,535   

Centene Corp.*

     461,565  
194   

Centennial Resource Development, Inc. Class A*

     2,555  
8,780   

Cerner Corp.*

     482,110  
492   

Charter Communications, Inc. Class A*

     162,877  
366   

Chesapeake Lodging Trust REIT

     10,424  
1,654   

Chevron Corp.

     189,631  
3,667   

Cigna Corp.*

     732,703  
641   

Cinemark Holdings, Inc.

     26,230  
17,693   

Cisco Systems, Inc.

     836,702  
8,532   

Citigroup, Inc.

     549,973  
3,700   

Coca-Cola Co.

     178,081  
467   

Coherent, Inc.*

     55,199  
508   

Columbia Property Trust, Inc. REIT

     11,212  
10,491   

Comcast Corp. Class A

     383,656  
367   

Concho Resources, Inc.*

     43,981  
1,068   

ConocoPhillips

     72,293  
27   

Continental Resources, Inc.*

     1,247  
183   

Corporate Office Properties Trust REIT

     4,518  
154   

Crown Castle International Corp. REIT

     18,027  
716   

Crown Holdings, Inc.*

     36,516  
1,001   

Danaher Corp.

     111,031  
830   

Deere & Co.

     136,120  
865   

Devon Energy Corp.

     23,052  
381   

Diamondback Energy, Inc.

     39,289  
717   

Douglas Emmett, Inc. REIT

     27,124  
1,611   

DowDuPont, Inc.

     86,688  
1,197   

Duke Energy Corp.

     105,073  
944   

Edison International

     53,780  
602   

Edwards Lifesciences Corp.*

     102,593  
440   

Elanco Animal Health, Inc.*

     12,839  
761   

Electronic Arts, Inc.*

     70,195  
2,502   

Eli Lilly & Co.

     299,890  
553   

EOG Resources, Inc.

     54,858  
1,001   

Equifax, Inc.

     107,127  
81   

Equinix, Inc. REIT

     31,914  
273   

Equity LifeStyle Properties, Inc. REIT

     28,905  
155   

Essex Property Trust, Inc. REIT

     42,036  
1,125   

Eversource Energy

     78,086  
356   

Exelon Corp.

     17,003  
7,890   

ExlService Holdings, Inc.*

     453,675  
847   

Expedia Group, Inc.

     101,005  
289   

Extra Space Storage, Inc. REIT

     28,498  
5,220   

Exxon Mobil Corp.

     382,522  
1,684   

Facebook, Inc. Class A*

     280,706  
1,124   

FleetCor Technologies, Inc.*

     226,834  
17,481   

Flex Ltd.*

     168,167  
423   

FMC Corp.

     33,755  
1,016   

Fortive Corp.

     76,190  
1,841   

Freshpet, Inc.*

     66,221  
5,311   

General Dynamics Corp.

     909,084  
11,554   

General Electric Co.

     117,389  
6,547   

General Motors Co.

     255,464  
5,246   

Genpact Ltd.

     156,488  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

1,015   

Global Blood Therapeutics, Inc.*

   $          48,629  
2,862   

Global Payments, Inc.

     321,345  
1,288   

GoDaddy, Inc. Class A*

     88,395  
4,672   

Granite Construction, Inc.

     201,924  
4,559   

Graphic Packaging Holding Co.

     55,027  
2,346   

Greenbrier Cos., Inc.

     99,494  
1,637   

Guidewire Software, Inc.*

     141,895  
283   

Gulfport Energy Corp.*

     2,374  
1,415   

Halliburton Co.

     44,374  
2,825   

Harris Corp.

     432,733  
695   

HCA Healthcare, Inc.

     96,904  
2,238   

HCP, Inc. REIT

     70,587  
577   

Heron Therapeutics, Inc.*

     15,521  
3,456   

Hess Corp.

     186,628  
13,701   

Hilltop Holdings, Inc.

     252,235  
1,199   

Hilton Worldwide Holdings, Inc.

     89,302  
12,362   

HMS Holdings Corp.*

     370,736  
2,216   

Home Depot, Inc.

     406,702  
3,399   

Hostess Brands, Inc.*

     39,055  
3,679   

Houghton Mifflin Harcourt Co.*

     38,519  
2,694   

Humana, Inc.

     832,419  
1,590   

Huntington Ingalls Industries, Inc.

     328,255  
295   

Hyatt Hotels Corp. Class A

     20,623  
1,052   

Illinois Tool Works, Inc.

     144,450  
1,031   

Incyte Corp.*

     83,088  
2,715   

Ingersoll-Rand plc

     271,609  
34   

Ingevity Corp.*

     3,198  
754   

International Paper Co.

     35,762  
1,135   

Interpublic Group of Cos., Inc.

     25,821  
3,624   

Ironwood Pharmaceuticals, Inc.*

     49,504  
970   

Itron, Inc.*

     52,991  
202   

Jagged Peak Energy, Inc.*

     2,127  
359   

JBG SMITH Properties REIT

     13,875  
7,645   

JetBlue Airways Corp.*

     137,534  
9,262   

Johnson Controls International plc

     312,778  
443   

Kennedy-Wilson Holdings, Inc.

     8,856  
857   

Kirby Corp.*

     64,198  
2,032   

KLA-Tencor Corp.

     216,550  
1,393   

Kosmos Energy Ltd*

     7,146  
1,217   

Las Vegas Sands Corp.

     71,024  
10,746   

Leidos Holdings, Inc.

     623,268  
1,132   

Lennox International, Inc.

     259,545  
1,398   

Liberty Media Corp-Liberty Formula One Class C*

     43,855  
3,512   

Lockheed Martin Corp.

     1,017,391  
639   

Louisiana-Pacific Corp.

     15,579  
1,923   

Lowe’s Cos., Inc.

     184,916  
192   

LyondellBasell Industries N.V. Class A

     16,698  
2,106   

M&T Bank Corp.

     346,521  
1,478   

Marathon Petroleum Corp.

     97,932  
1,438   

Martin Marietta Materials, Inc.

     254,066  
1,189   

McDonald’s Corp.

     212,569  
465   

McKesson Corp.

     59,636  
2,441   

Medicines Co.*(9)

     56,411  
2,208   

Medtronic plc

     195,165  
2,103   

MGM Resorts International

     61,912  
4,678   

Microchip Technology, Inc.

     375,971  
5,243   

Micron Technology, Inc.*

     200,387  
4,779   

Microsoft Corp.

     499,071  
4,863   

Molina Healthcare, Inc.*

     646,682  
2,467   

Monster Beverage Corp.*

     141,211  
299   

Moog, Inc. Class A

     26,752  
494   

Motorola Solutions, Inc.

     57,754  
3,067   

Mylan N.V.*

     91,857  
2,495   

National Vision Holdings, Inc.*

     79,241  
1,226   

Netflix, Inc.*

     416,227  
1,417   

New York Times Co. Class A

     36,431  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

733   

NextEra Energy Partners L.P.

   $          29,437  
597   

NextEra Energy, Inc.

     106,851  
4,669   

NIKE, Inc. Class B

     382,298  
1,074   

Noble Energy, Inc.

     23,993  
1,629   

Norfolk Southern Corp.

     273,248  
2,979   

Northrop Grumman Corp.

     820,863  
1,285   

NRG Energy, Inc.

     52,569  
357   

NuVasive, Inc.*

     17,900  
3,055   

NVIDIA Corp.

     439,156  
911   

Occidental Petroleum Corp.

     60,837  
1,647   

OGE Energy Corp.

     67,445  
359   

Omega Healthcare Investors, Inc. REIT

     14,428  
661   

Omnicom Group, Inc.

     51,479  
1,574   

OMNOVA Solutions, Inc.*

     14,024  
4,500   

Owens Corning

     235,755  
609   

Owens-Illinois, Inc.

     12,223  
450   

Packaging Corp. of America

     42,444  
394   

Parsley Energy, Inc. Class A*

     7,321  
2,775   

PayPal Holdings, Inc.*

     246,309  
85   

PDC Energy, Inc.*

     2,768  
8,364   

Pentair plc

     344,513  
897   

PG&E Corp.*

     11,661  
2,339   

Philip Morris International, Inc.

     179,448  
350   

Phillips 66

     33,393  
223   

Pioneer Natural Resources Co.

     31,737  
400   

Portola Pharmaceuticals, Inc.*(9)

     10,840  
1,486   

Post Holdings, Inc.*

     137,931  
478   

PPG Industries, Inc.

     50,400  
1,800   

Procter & Gamble Co.

     173,646  
774   

Prologis, Inc. REIT

     53,530  
1,130   

ProPetro Holding Corp.*

     18,464  
5,216   

Prudential Financial, Inc.

     480,602  
149   

PS Business Parks, Inc. REIT

     21,633  
223   

Public Storage REIT

     47,392  
2,360   

Raytheon Co.

     388,834  
442   

Regency Centers Corp. REIT

     28,730  
849   

Rexford Industrial Realty, Inc. REIT

     28,526  
576   

RH*(9)

     78,261  
233   

Rogers Corp.*

     29,570  
530   

Roku, Inc.*

     23,823  
1,514   

Ross Stores, Inc.

     139,470  
2,401   

salesforce.com, Inc.*

     364,880  
2,102   

Schlumberger Ltd.

     92,929  
209   

Schweitzer-Mauduit International, Inc.

     6,701  
661   

Science Applications International Corp.

     44,380  
1,618   

Seattle Genetics, Inc.*

     123,664  
527   

Sempra Energy

     61,648  
1,098   

ServiceNow, Inc.*

     241,582  
382   

Sherwin-Williams Co.

     161,021  
418   

Simon Property Group, Inc. REIT

     76,126  
285   

Spark Therapeutics, Inc.*

     13,629  
409   

Spirit Aerosystems Holdings, Inc. Class A

     34,111  
1,211   

Splunk, Inc.*

     151,181  
880   

Steel Dynamics, Inc.

     32,199  
1,402   

STORE Capital Corp. REIT

     45,313  
516   

Stryker Corp.

     91,626  
268   

Sun Communities, Inc. REIT

     29,456  
574   

Syneos Health, Inc.*

     29,297  
1,975   

Sysco Corp.

     126,104  
11,005   

TD Ameritrade Holding Corp.

     615,730  
3,977   

Teradyne, Inc.

     143,132  
4,471   

Texas Instruments, Inc.

     450,140  
705   

Thermo Fisher Scientific, Inc.

     173,197  
4,513   

TJX Cos., Inc.

     224,431  
1,880   

Total System Services, Inc.

     168,467  
1,619   

TransUnion

     98,468  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

1,400   

Triumph Group, Inc.

   $ 24,990  
1,011   

Twenty-First Century Fox, Inc. Class A

     49,852  
1,108   

UDR, Inc. REIT

     48,475  
817   

UGI Corp.

     46,594  
678   

Ultragenyx Pharmaceutical, Inc.*

     33,439  
318   

Union Pacific Corp.

     50,584  
4,524   

UnitedHealth Group, Inc.

     1,222,385  
3,972   

Universal Health Services, Inc. Class B

     526,409  
2,786   

US Foods Holding Corp.*

     93,944  
51   

Vail Resorts, Inc.

     9,601  
613   

VeriSign, Inc.*

     103,762  
6,283   

Verizon Communications, Inc.

     345,942  
641   

Vertex Pharmaceuticals, Inc.*

     122,373  
1,404   

Viacom, Inc. Class B

     41,306  
3,157   

Visa, Inc. Class A

     426,227  
8,233   

Voya Financial, Inc.

     382,258  
2,029   

Vulcan Materials Co.

     206,248  
2,358   

Walmart, Inc.

     225,967  
1,576   

Walt Disney Co.

     175,756  
399   

Waste Management, Inc.

     38,172  
707   

Wayfair, Inc. Class A*

     77,388  
1,162   

WellCare Health Plans, Inc.*

     321,270  
808   

WESCO International, Inc.*

     42,339  
130   

Westlake Chemical Corp.

     9,607  
115   

WestRock Co.

     4,682  
1,158   

WEX, Inc.*

     186,820  
1,170   

Williams Cos., Inc.

     31,508  
1,511   

Workday, Inc. Class A*

     274,292  
986   

WPX Energy, Inc.*

     12,088  
742   

Xenia Hotels & Resorts, Inc. REIT

     13,927  
988   

Xilinx, Inc.

     110,597  
308   

Zebra Technologies Corp. Class A*

     53,469  
470   

Zimmer Biomet Holdings, Inc.

     51,493  
     

 

 

 
     47,275,189  
     

 

 

 
  

Total Common Stocks
(cost $121,106,672)

   $ 122,752,020  
     

 

 

 
Convertible Bonds - 0.2%

 

  

Commercial Services - 0.1%

 

400,000   

DP World Ltd.
1.75%, 06/19/2024(8)

     382,800  
     

 

 

 
  

Oil & Gas Services - 0.1%

 

EUR       100,000   

Fugro N.V.
4.00%, 10/26/2021(8)

     98,893  
     

 

 

 
  

Total Convertible Bonds
(cost $510,275)

   $ 481,693  
     

 

 

 
Exchange-Traded Funds - 8.8%

 

  

Investment Company Securities - 3.9%

 

341,576   

Invesco Senior Loan ETF(9)

     7,664,965  
     

 

 

 
  

Other Investment Pools & Funds - 4.9%

 

10,625   

iShares Core MSCI EAFE ETF

     623,475  
32,020   

iShares JP Morgan USD Emerging Markets Bond ETF

     3,486,338  
2,346   

SPDR S&P 500 ETF Trust

     633,256  
7,868   

TOPIX Exchange-Traded Fund

     117,426  
137,900   

VanEck Vectors JP Morgan EM Local Currency Bond ETF

     4,794,783  
     

 

 

 
     9,655,278  
     

 

 

 
  

Total Exchange-Traded Funds
(cost $17,674,417)

   $ 17,320,243  
     

 

 

 
Preferred Stocks - 0.2%

 

  

United States - 0.2%

 

655   

Airbnb, Inc. Series E*(6)(7)(15)

     71,775  
8,725   

Pinterest, Inc. Series G*(6)(7)(15)

     42,491  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

4,556   

Uber Technologies, Inc. Series D*(6)(7)(15)

 

   $ 197,958  
        

 

 

 
           312,224  
        

 

 

 
  

Total Preferred Stocks
(cost $194,292)

 

   $ 312,224  
        

 

 

 
  

Total Long-Term Investments
(cost $194,150,058)

      $ 191,951,456  
        

 

 

 
Short-Term Investments - 10.2%

 

  

Other Investment Pools & Funds - 5.0%

 

9,853,187   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(16)

 

     9,853,187  
        

 

 

 
  

Securities Lending Collateral - 5.2%

 

508,096   

Citibank NA DDCA, 2.39%, 2/1/2019(16)

 

     508,096  
5,644,060   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.31%(16)

 

     5,644,060  
2,247,873   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.29%(16)

 

     2,247,873  
308,365   

Invesco Government & Agency Portfolio, Institutional Class, 2.28%(16)

 

     308,365  
1,316,968   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(16)

 

     1,316,968  
136,557   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.25%(16)

 

     136,557  
        

 

 

 
           10,161,919  
        

 

 

 
  

Total Short-Term Investments
(cost $20,015,106)

 

   $ 20,015,106  
        

 

 

 
  

Total Investments Excluding Purchased Options
(cost $214,165,164)

     107.5%      $ 211,966,562  
  

Total Purchased Options
(cost $698,052)

     0.2%      $ 493,132  
     

 

 

    

 

 

 
  

Total Investments
(cost $214,863,216)

     107.7%      $ 212,459,694  
  

Other Assets and Liabilities

     (7.7)%        (15,274,105
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 197,185,589  
     

 

 

    

 

 

 

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

 

    

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

 

 

    

The Consolidated Schedule of Investments includes investments held by The Hartford Cayman Global All-Asset Fund, Ltd. (the “Subsidiary”), a wholly owned subsidiary of the Fund, which primarily invests in commodity-related instruments. The Fund may invest up to 25% of its total assets in the Subsidiary. As of January 31, 2019, the Fund invested 5.3% 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. These classifications are used for financial reporting purposes.

 

 

*

Non-income producing.

 
(1)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $15,085,610, representing 7.7% of net assets.

 
(2)

Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2019.

 
(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.

 


 

The Hartford Global All-Asset Fund (consolidated)

 

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

(5)

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

(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 January 31, 2019, the aggregate fair value of these securities was $412,224, 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.

(7)

Investment valued using significant unobservable inputs.

(8)

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $6,602,255, representing 3.3% of net assets.

(9)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(10)

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

(11)

Represents or includes a TBA transaction.

(12)

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

(13)

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

(14)

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

(15)

Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $312,224 or 0.2% of net assets.

 

          Period Acquired                Security Name    Shares/Par Value      Base Total Cost      Base Market Value  
          06/2015        Airbnb, Inc. Series E Preferred      655      $ 60,977      $ 71,775  
          03/2015        Pinterest, Inc. Series G Preferred      8,725        62,638        42,491  
          06/2014        Uber Technologies, Inc. Series D Preferred      4,556        70,677        197,958  
          

 

 

    

 

 

 
           $ 194,292      $ 312,224  
          

 

 

    

 

 

 

 

(16)

Current yield as of period end.

OTC Option Contracts Outstanding at January 31, 2019

 

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

                         

EUR Call/USD Put

     MSC        1.18 USD per EUR        01/23/20        100,000     EUR      100,000      $ 3,469      $ 3,338      $ 131  

EUR Call/USD Put

     BOA        1.19 USD per EUR        10/22/19        199,000     EUR      199,000        7,182        7,040        142  

USD Call/JPY Put

     BOA        125.00 JPY per USD        05/13/19        6,413,291     USD      6,413,291        64        83,103        (83,039

USD Call/SGD Put

     MSC        1.35 SGD per USD        01/23/20        108,000     USD      108,000        1,590        2,038        (448

USD Call/SGD Put

     MSC        1.37 SGD per USD        10/07/19        231,000     USD      231,000        1,747        4,600        (2,853

USD Call/TRY Put

     MSC        6.54 TRY per USD        01/14/20        169,000     USD      169,000        8,016        14,937        (6,921

USD Call/TRY Put

     JPM        6.29 TRY per USD        01/23/20        170,000     USD      170,000        10,270        13,247        (2,977
                

 

 

    

 

 

    

 

 

    

 

 

 

Total Calls

                   7,390,291      $ 32,338      $ 128,303      $ (95,965
                

 

 

    

 

 

    

 

 

    

 

 

 

Puts

                         

EUR Put/USD Call

     DEUT        1.14 USD per EUR        02/26/19        152,000     EUR      152,000      $ 576      $ 1,358      $ (782

EUR Put/USD Call

     BOA        1.19 USD per EUR        10/22/19        199,000     EUR      199,000        3,913        7,039        (3,126

EUR Put/USD Call

     MSC        1.17 USD per EUR        01/23/20        100,000     EUR      100,000        2,973        3,339        (366

iShares MSCI India Options

     CSFB        31.14 USD        06/27/19        157,414     USD      157,414        192,688        220,380        (27,692

USD Put/INR Call

     BOA        64.00 INR per USD        05/13/19        6,413,291     USD      6,413,291        590        70,803        (70,213

USD Put/SGD Call

     MSC        1.37 SGD per USD        10/07/19        231,000     USD      231,000        6,741        4,601        2,140  

USD Put/SGD Call

     MSC        1.35 SGD per USD        01/23/20        108,000     USD      108,000        2,538        2,038        500  

USD Put/TRY Call

     MSC        5.44 TRY per USD        03/01/19        124,000     USD      124,000        4,897        4,664        233  

USD Put/TRY Call

     BCLY        5.49 TRY per USD        03/01/19        124,000     USD      124,000        5,772        4,563        1,209  

USD Put/TRY Call

     MSC        6.54 TRY per USD        01/14/20        169,000     USD      169,000        20,639        14,936        5,703  

USD Put/TRY Call

     JPM        6.29 TRY per USD        01/23/20        170,000     USD      170,000        15,487        13,246        2,241  
                

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

                   7,947,705      $ 256,814      $ 346,967      $ (90,153
                

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased option contracts

 

          15,337,996      $ 289,152      $ 475,270      $ (186,118
                

 

 

    

 

 

    

 

 

    

 

 

 


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

Description   

Counter

-party

     Exercise Price/FX
Rate/Rate
     Expiration
Date
    

Number of
Contracts

   Notional
Amount
    Market
Value †
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Written option contracts:

 

Calls

                      

S&P 500 Index

     GSC        2,750.00 USD        04/18/19        (92   USD      (92   $ (4,532   $ (2,622   $ (1,910

USD Call/BRL Put

     DEUT        3.89 BRL per USD        11/07/19        (212,000   USD      (212,000     (6,843     (12,453     5,610  

USD Call/BRL Put

     MSC        3.91 BRL per USD        01/23/20        (127,000   USD      (127,000     (4,875     (6,963     2,088  

USD Call/CLP Put

     MSC        662.25 CLP per USD        08/28/19        (239,000   USD      (239,000     (6,714     (10,086     3,372  

USD Call/CLP Put

     MSC        672.50 CLP per USD        01/23/20        (100,000   USD      (100,000     (3,310     (4,085     775  

USD Call/JPY Put

     BOA        145.00 JPY per USD        05/13/19        (6,413,291   USD      (6,413,291     (6     (15,482     15,476  

USD Call/ZAR Put

     JPM        14.40 ZAR per USD        07/03/19        (234,000   USD      (234,000     (4,507     (14,939     10,432  

USD Call/ZAR Put

     JPM        14.51 ZAR per USD        01/23/20        (105,000   USD      (105,000     (4,800     (6,843     2,043  
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

                   (7,430,383   $ (35,587   $ (73,473   $ 37,886  
                

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

 

Puts

                      

S&P 500 Index

     GSC        2,400.00 USD        02/28/19        (141   USD      (141   $ (361   $ (5,922   $ 5,561  

S&P 500 Index

     GSC        2,275.00 USD        03/01/19        (97   USD      (97     (113     (2,910     2,797  

S&P 500 Index

     GSC        2,375.00 USD        03/15/19        (102   USD      (102     (516     (4,825     4,309  

S&P 500 Index

     GSC        2,475.00 USD        03/15/19        (95   USD      (95     (904     (3,439     2,535  

S&P 500 Index

     GSC        2,325.00 USD        04/18/19        (149   USD      (149     (1,464     (4,649     3,185  

S&P 500 Index

     GSC        2,450.00 USD        04/30/19        (80   USD      (80     (1,849     (2,560     711  

USD Put/BRL Call

     DEUT        3.89 BRL per USD        11/07/19        (212,000   USD      (212,000     (15,939     (12,453     (3,486

USD Put/BRL Call

     MSC        3.91 BRL per USD        01/23/20        (127,000   USD      (127,000     (10,238     (6,963     (3,275

USD Put/CLP Call

     MSC        662.25 CLP per USD        08/28/19        (239,000   USD      (239,000     (8,922     (10,086     1,164  

USD Put/CLP Call

     MSC        672.50 CLP per USD        01/23/20        (100,000   USD      (100,000     (5,691     (4,085     (1,606

USD Put/ZAR Call

     JPM        14.40 ZAR per USD        07/03/19        (234,000   USD      (234,000     (19,693     (14,938     (4,755

USD Put/ZAR Call

     JPM        14.51 ZAR per USD        01/23/20        (105,000   USD      (105,000     (9,611     (6,843     (2,768
                

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

                   (1,017,664   $ (75,301   $ (79,673   $ 4,372  
                

 

 

   

 

 

   

 

 

   

 

 

 
          

Total written option contracts

 

       (8,448,047   $ (110,888   $ (153,146   $ 42,258  
                

 

 

   

 

 

   

 

 

   

 

 

 

OTC Swaption Contracts Outstanding at January 31, 2019

 

Description    Counter-
party
     Exercise
Price/FX
Rate/
Rate
     Pay/
Receive
Floating
Rate
     Expiration
Date
     Notional Amount      Number of
Contracts
     Market
Value †
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 

Purchased swaption contracts:

 

           

Calls

                             
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57*      JPM        2.45%        Receive        08/02/27        USD        230,000        230,000      $ 23,874      $ 23,621      $ 253  
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57*      MSC        2.45%        Receive        08/02/27        USD        235,000        235,000        24,393        34,164        (9,771
3 Months USD-LIBOR-BBA Interest Rate Swap Expiring 08/04/57*      BOA        2.45%        Receive        08/02/27        USD        235,000        235,000        24,393        20,210        4,183  
                    

 

 

    

 

 

    

 

 

    

 

 

 

Total Calls

                       700,000      $ 72,660      $ 77,995      $ (5,335
                    

 

 

    

 

 

    

 

 

    

 

 

 

Puts

                             
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57*      JPM        2.45%        Pay        08/02/27        USD        230,000        230,000      $ 43,148      $ 45,448      $ (2,300
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57*      MSC        2.45%        Pay        08/02/27        USD        235,000        235,000        44,086        45,524        (1,438
3 Months USD-LIBOR-BBA Interest Rate Swap Expiring 08/04/57*      BOA        2.45%        Pay        08/02/27        USD        235,000        235,000        44,086        53,815        (9,729
                    

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

                       700,000      $ 131,320      $ 144,787      $ (13,467
                    

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased swaption contracts

 

        1,400,000      $ 203,980      $ 222,782      $ (18,802
                    

 

 

    

 

 

    

 

 

    

 

 

 

* Swaptions with forward premiums.


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

Futures Contracts Outstanding at January 31, 2019

 

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

Long position contracts:

           

Australian 3-Year Bond Future

     6        03/15/2019      $ 490,288      $ 2,708  

Brent Crude Oil Future

     14        02/22/2019        481        (12,179

CAC40 10 Euro Future

     17        02/15/2019        971,158        39,605  

Canadian Government 10-Year Bond Future

     52        03/20/2019        5,447,148        208,111  

Euro BUXL 30-Year Bond Future

     4        03/07/2019        850,941        30,946  

Euro-BOBL Future

     3        03/07/2019        456,455        2,160  

Euro-BTP Future

     15        03/07/2019        2,224,586        118,966  

Euro-OAT Future

     5        03/07/2019        875,161        11,182  

FTSE 250 Index Future

     49        03/15/2019        2,402,159        164,082  

Mini-10-Year JGB Future

     45        03/12/2019        6,310,948        36,125  

S&P/TSX 60 Index Future

     28        03/14/2019        3,954,245        3,252  

U.S. Treasury 5-Year Note Future

     65        03/29/2019        7,465,859        111,977  

U.S. Treasury 10-Year Note Future

     190        03/20/2019        23,269,062        635,183  

U.S. Treasury 10-Year Ultra Future

     1        03/20/2019        130,688        564  

U.S. Treasury Ultra Bond Future

     12        03/20/2019        1,933,500        109,224  

Uranium Future

     121        03/25/2019        875,737        (5,071

WTI Crude Future

     19        11/19/2021        1,010,230        21,066  

WTI Crude Future

     20        11/21/2022        1,058,400        30,793  
           

 

 

 

Total

            $           1,508,694  
           

 

 

 

Short position contracts:

           

Australian 10-Year Bond Future

     40        03/15/2019      $           3,882,205      $ (53,794

Euro-Bund Future

     16        03/07/2019        3,034,013        (17,906

FTSE 100 Index Option

     26        03/15/2019        2,353,862        (78,051

Japanese 10-Year Bond Future

     2        03/13/2019        2,803,580        (4,557

Long Gilt Future

     10        03/27/2019        1,620,219        (2,163

S&P 500 (E-Mini) Future

     78        03/15/2019        10,547,550        (243,160

U.S. Treasury 2-Year Note Future

     4        03/29/2019        849,312        (1,601
           

 

 

 

Total

            $ (401,232
           

 

 

 

           
           

 

 

 

Total futures contracts

            $ 1,107,462  
           

 

 

 

TBA Sale Commitments Outstanding at January 31, 2019

 

Description    Principal
Amount
         Maturity Date        Market Value †     Unrealized
Appreciation/
(Depreciation)

FNMA, 3.00%

   $             25,000      02/01/2034    $ (25,034)      $ (116)  

FNMA, 3.50%

     220,000      02/01/2049      (221,087)        (1,285)  
        

 

 

 

  

 

 

 

Total (proceeds receivable $244,720)

   $ (246,121)      $ (1,401)  
        

 

 

 

  

 

 

 


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

At January 31, 2019, the aggregate market value of TBA Sale Commitments represents (0.1)% of total net assets.

OTC Credit Default Swap Contracts Outstanding at January 31, 2019

 

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        2,062,998        (0.50%)       05/11/63        Monthly      $      $ (16,650   $ (19,653   $ (3,003

CMBX.NA.AAA.7

     MSC    USD        2,075,000        (0.50%)       01/17/47        Monthly               (16,763     (23,974     (7,211

CMBX.NA.AAA.8

     MSC    USD        2,375,000        (0.50%)       10/17/57        Monthly        42,706              (29,296     (72,002

CMBX.NA.BBB-.7

     MSC    USD        410,000        (3.00%)       01/17/47        Monthly        25,361              21,338       (4,023

CMBX.NA.BBB-.7

     MSC    USD        500,000        (3.00%)       01/17/47        Monthly        33,832              26,106       (7,726

CMBX.NA.BBB-.8

     MSC    USD        500,000        (3.00%)       10/17/57        Monthly        45,054              37,326       (7,728

CMBX.NA.BBB-.8

     MSC    USD        420,000        (3.00%)       10/17/57        Monthly        38,049              31,284       (6,765
                

 

 

    

 

 

   

 

 

   

 

 

 

Total

                 $ 185,002      $ (33,413   $ 43,131     $ (108,458
                

 

 

    

 

 

   

 

 

   

 

 

 
                       
          

 

 

    

 

 

   

 

 

   

 

 

 

Total traded indices

 

           $ 185,002      $ (33,413   $ 43,131     $ (108,458
                

 

 

    

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

              

  Buy protection:

                       

Japan Government

     BOA    USD        1,035,000        (1.00%)       12/20/22        Quarterly      $      $ (31,176   $ (34,161   $ (2,985

Japan Government

     BOA    USD        1,035,000        (1.00%)       12/20/22        Quarterly               (30,980     (34,161     (3,181

Japan Government

     BOA    USD        3,280,000        (1.00%)       12/20/22        Quarterly               (97,300     (115,117     (17,817

Republic of Korea

     GSC    USD        2,000,000        (1.00%)       06/20/23        Quarterly               (48,039     (61,305     (13,266

Republic of Korea

     GSC    USD        2,025,000        (1.00%)       06/20/23        Quarterly               (46,123     (62,071     (15,948
                

 

 

    

 

 

   

 

 

   

 

 

 

Total

                 $      $ (253,618   $ (306,815   $ (53,197
                

 

 

    

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

              

  Sell protection:

                       

AK Steel Corp.

     GSC    USD        350,000        5.00%       12/20/23        Quarterly      $ 3,297      $     $ (39,689   $ (42,986
                

 

 

    

 

 

   

 

 

   

 

 

 
                       
                

 

 

    

 

 

   

 

 

   

 

 

 

Total single-name issues

 

           $ 3,297      $ (253,618   $ (346,504   $ (96,183
                

 

 

    

 

 

   

 

 

   

 

 

 
                 
                

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC contracts

 

           $ 188,299      $ (287,031   $ (303,373   $ (204,641
                

 

 

    

 

 

   

 

 

   

 

 

 

 

(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 January 31, 2019

 

        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.30.V1

     USD        8,725,000        (1.00%)       12/20/23        Quarterly      $ 414,500     $ 255,418     $ (159,082

CDX.NA.HY.31.V3

     USD        269,500        (5.00%)       12/20/23        Quarterly              (17,471     (17,471
                

 

 

   

 

 

   

 

 

 

Total

                 $ 414,500     $ 237,947     $ (176,553
                

 

 

   

 

 

   

 

 

 

Credit default swaps on indices:

                    

Sell protection:

                    

CDX.NA.HY.27.V5

     USD        3,528,000        5.00%       12/20/21        Quarterly      $ 81,911     $ 237,630     $ 155,719  

CDX.NA.IG.31.V1

     USD        4,175,000        1.00%       12/20/28        Quarterly        (97,230     (47,494     49,736  
                

 

 

   

 

 

   

 

 

 

Total

                 $ (15,319   $ 190,136     $ 205,455  
                

 

 

   

 

 

   

 

 

 
                    
                

 

 

   

 

 

   

 

 

 

Total

                 $ 399,181     $ 428,083     $ 28,902  
                

 

 

   

 

 

   

 

 

 

 

(a)

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


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

OTC Interest Rate Swap Contracts Outstanding at January 31, 2019

 

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)

BNP

   3 Mo. ILS
TELBOR
     2.38% Fixed       ILS    4,750,000        03/20/29        Annual      $        $    (287)      $ 49,259      $ 49,546  

BNP

   3 Mo. ILS
TELBOR
    

2.10%
Fixed
 
 
 
    ILS    4,320,000        03/20/29        Annual      $        $      —        $ 14,130      $ 14,130  
                

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

        Total

                 $        $    (287)      $ 63,389      $ 63,676  
                

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2019

Payments made by Fund   

        Payments

        received by

        Fund

   Notional Amount      Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
  Upfront
Premiums
Received
  Value †    Unrealized
Appreciation/
(Depreciation)

3 Mo. USD LIBOR

   1.85% Fixed      USD        1,500,000        11/30/21        Semi-Annual      $     $     $ 31,239        $        31,239  
3 Mo. USD LIBOR    2.00% Fixed      USD        375,000        03/21/23        Semi-Annual        1,461             6,266        4,805  
3 Mo. USD LIBOR    2.95% Fixed      USD        208,000        06/18/23        Semi-Annual                    (3,672)        (3,672)  
3 Mo. USD LIBOR    3.00% Fixed      USD        1,052,000        04/30/25        Semi-Annual        5,161             (28,141)        (33,302)  
3 Mo. USD LIBOR    2.79% Fixed      USD        1,083,000        09/30/25        Semi-Annual                    (14,726)        (14,726)  
3 Mo. USD LIBOR    2.83% Fixed      USD        288,000        12/21/28        Semi-Annual                    (4,332)        (4,332)  
3 Mo. USD LIBOR    2.88% Fixed      USD        50,000        12/31/48        Semi-Annual                    (879)        (879)  
3 Mo. USD LIBOR    2.87% Fixed      USD        25,000        01/28/49        Semi-Annual                    (387)        (387)  
3.00% Fixed    3 Mo. USD LIBOR      USD        417,000        09/13/28        Semi-Annual        900             (15,674)        (16,574)  
8.05% Fixed    MXN-TIIE-Banxico-Bloomberg      MXN        29,600,000        09/06/28                Monthly                    (43,576)        (43,576)  
MXN-TIIE-Banxico-Bloomberg    8.41% Fixed      MXN        44,725,000        09/06/28                Monthly        20,678             (7,875)        (28,553)  
                 

 

 

 

 

 

 

 

 

 

 

 

  

 

 

 

Total

                  $         28,200     $         —       $        (81,757)        $        (109,957)  
                 

 

 

 

 

 

 

 

 

 

 

 

  

 

 

 

OTC Total Return Swap Contracts Outstanding at January 31, 2019

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)
Banks Long Custom Basket    GSC      USD        1,523,764        (1.00%)        01/31/20        Monthly        $        —          $        —          $        —        $         —  
Banks Long Custom Basket    GSC      USD        42,351        (1.00%)        01/31/19        Monthly        14,474        —          20,923        6,449  
DB U.S. Variance Risk Premium 5 Vega Index    DEUT      USD        19,940               04/30/19        Monthly        —          (514)        (543)      (29)
DB U.S. Variance Risk Premium 5 Vega Index    DEUT      USD        110,728        (1.00%)        06/28/19        Monthly        —          —          (163)      (163)
DB U.S. Variance Risk Premium 5 Vega Index    DEUT      USD        244,768               12/31/19        Monthly        —          —          (360)      (360)
iBoxx USD Liq Invest Grade Index    MSC      EUR        750,000        (1.00%)        06/20/19        Quarterly        137        —          —        (137)
iPath S&P 500 VIX Short-Term Futures ETN    MSC      USD        33,056        1.00%        01/31/20        Monthly        —          —          —        —  
Japan Custom Basket    GSC      USD        435,035        1.00%        07/31/19        Monthly        —          (1)        338        339  
Japan Custom Basket    GSC      USD        122,234        1.00%        07/31/19        Monthly        —          —          95        95  
Japan Custom Basket    GSC      USD        1,127,597        1.00%        07/31/19        Monthly        —          —          —        —  
Markit iBoxx USD Liquid Leveraged Loan Index    GSC      USD        455,000        (1.00%)        06/20/19        Quarterly        —          (451)        16,125        16,576  
MSCI AC Asia Pacific Index    BNP      USD        5,508,144        1.00%        09/30/19        Monthly        —          (14,544)        (41,951)      (27,407)
Short Banks Basket    GSC      USD        1,528,837        1.00%        01/31/20        Monthly        —          —          —        —  
UBSWMDRC    UBS      USD        1,087,339        1.00%        05/31/19        Monthly        —          —          (22)      (22)
UBSWMDRC    UBS      USD        1,238,434        1.00%        05/31/19        Monthly        746        —          721        (25)
UBWELCON    UBS      USD        222,721        1.00%        06/28/19        Monthly        —          —          —        —  
UBWELCON    UBS      USD        381,817        1.00%        06/28/19        Monthly        —          (22)        (22)      —  
UBWELCON    UBS      USD        17,361        1.00%        06/28/19        Monthly        80        —          (246)      (326)
                    

 

 

    

 

 

    

 

 

    

 

Total

 

     $    15,437        $    (15,532)        $    (5,105)      $    (5,010)
                    

 

 

    

 

 

    

 

 

    

 


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

Foreign Currency Contracts Outstanding at January 31, 2019

Amount and Description

of Currency to be

Purchased

  

Amount and Description

of Currency to be

Sold

     Counterparty    Settlement
Date
       Appreciation              Depreciation      

878,000

  AUD      627,357        USD      DEUT    02/07/19    $ 10,922      $  

215,000

  AUD      153,892        USD      JPM    02/07/19      2,407         

80,000

  AUD      56,364        USD      NOM    02/07/19      1,794         

58,000

  AUD      41,344        USD      JPM    02/07/19      820         

65,000

  AUD      46,458        USD      MSC    02/07/19      795         

50,000

  AUD      35,750        USD      DEUT    02/07/19      599         

58,000

  AUD      41,721        USD      JPM    02/07/19      443         

26,000

  AUD      18,479        USD      BCLY    02/07/19      422         

26,000

  AUD      18,522        USD      JPM    02/07/19      379         

49,000

  AUD      35,243        USD      JPM    02/07/19      378         

23,000

  AUD      16,349        USD      JPM    02/07/19      372         

13,000

  AUD      9,232        USD      BCLY    02/07/19      219         

20,000

  AUD      14,366        USD      DEUT    02/07/19      174         

13,000

  AUD      9,277        USD      JPM    02/07/19      173         

10,000

  AUD      7,105        USD      BCLY    02/07/19      164         

1,809,000

  AUD      1,297,323        USD      DEUT    02/28/19      18,200         

40,000

  AUD      28,613        USD      UBS    02/28/19      475         

25,000

  AUD      18,236        USD      BNP    02/28/19             (55

60,000

  AUD      43,134        USD      BCLY    03/07/19      503         

669,000

  AUD      486,440        USD      MSC    03/07/19      110         

1,285,000

  BRL      332,041        USD      DEUT    02/04/19      20,193         

3,970,000

  BRL      1,069,504        USD      BCLY    02/04/19      18,721         

300,000

  BRL      77,954        USD      JPM    02/04/19      4,279         

205,000

  BRL      52,828        USD      JPM    02/04/19      3,365         

180,000

  BRL      47,739        USD      JPM    02/04/19      1,601         

285,000

  BRL      76,582        USD      DEUT    02/04/19      1,540         

4,335,000

  BRL      1,187,053        USD      MSC    02/04/19      1,223         

3,425,000

  BRL      937,868        USD      MSC    02/04/19      966         

180,000

  BRL      48,728        USD      BCLY    02/04/19      613         

110,000

  BRL      29,682        USD      BCLY    02/04/19      471         

20,000

  BRL      5,136        USD      BCLY    02/04/19      346         

50,000

  BRL      13,376        USD      MSC    02/04/19      329         

703,000

  BRL      192,503        USD      MSC    02/04/19      198         

480,000

  BRL      131,438        USD      DEUT    02/04/19      135         

335,000

  BRL      91,733        USD      HSBC    02/04/19      94         

30,000

  BRL      8,140        USD      BCLY    02/04/19      83         

207,000

  BRL      56,683        USD      MSC    02/04/19      58         

20,000

  BRL      5,425        USD      BCLY    02/04/19      57         

150,000

  BRL      41,074        USD      JPM    02/04/19      42         

125,000

  BRL      34,229        USD      BOA    02/04/19      35         

1,000

  BRL      254        USD      MSC    02/04/19      20         

1,000

  BRL      274        USD      BCLY    02/04/19              

245,000

  BRL      65,843        USD      MSC    03/06/19      1,190         

45,000

  BRL      12,033        USD      MSC    03/06/19      279         

1,000

  BRL      269        USD      BCLY    03/06/19      5         

25,000

  BRL      6,847        USD      UBS    03/06/19             (7

215,000

  BRL      58,912        USD      DEUT    03/06/19             (87

265,000

  CAD      198,624        USD      CIBC    02/07/19      3,090         

55,000

  CAD      41,290        USD      JPM    02/07/19      575         

95,000

  CAD      71,902        USD      BCLY    02/07/19      410         

35,000

  CAD      26,244        USD      JPM    02/07/19      398         

55,000

  CAD      41,562        USD      BOA    02/07/19      304         

25,000

  CAD      18,728        USD      DEUT    02/07/19      302         

22,000

  CAD      16,494        USD      JPM    02/07/19      252         

40,000

  CAD      30,207        USD      DEUT    02/07/19      240         

48,000

  CAD      36,305        USD      JPM    02/07/19      232         

24,000

  CAD      18,085        USD      JPM    02/07/19      183         

25,000

  CAD      18,848        USD      DEUT    02/07/19      181         

25,000

  CAD      18,852        USD      BOA    02/07/19      177         

32,000

  CAD      24,220        USD      JPM    02/07/19      138         

10,000

  CAD      7,494        USD      BCLY    02/07/19      118         

10,000

  CAD      7,496        USD      JPM    02/07/19      116         

10,000

  CAD      7,497        USD      DEUT    02/07/19      115         

12,000

  CAD      9,045        USD      JPM    02/07/19      90         

13,000

  CAD      9,813        USD      BCLY    02/07/19      83         

22,000

  CAD      16,746        USD      JPM    02/07/19              

4,551,000

  CAD      3,436,981        USD      BNP    02/28/19      28,836         

90,000

  CAD      67,836        USD      BOA    02/28/19      704         


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

95,000

  CAD      71,769        USD      BOA    02/28/19    $          579      $         —  

55,000

  CAD      41,906        USD      BNP    02/28/19             (21

7,000

  CHF      7,008        USD      JPM    02/07/19      36         

7,000

  CHF      7,051        USD      JPM    02/07/19             (8

59,000

  CHF      59,421        USD      BCLY    02/07/19             (52

3,660,000

  CHF      3,683,548        USD      BCLY    02/28/19      6,638         

620,000

  CHF      622,081        USD      CSFB    02/28/19      3,032         

620,000

  CHF      623,754        USD      DEUT    02/28/19      1,359         

15,000

  CHF      15,164        USD      GSC    03/07/19             (29

10,600,000

  CLP      15,407        USD      GSC    02/07/19      757         

13,700,000

  CLP      20,171        USD      BCLY    02/07/19      721         

13,300,000

  CLP      19,704        USD      UBS    02/07/19      578         

7,000,000

  CLP      10,367        USD      UBS    02/07/19      308         

496,209,000

  CLP      743,607        USD      MSC    02/28/19      13,115         

14,100,000

  CLP      21,143        USD      BCLY    03/07/19      360         

8,100,000

  CLP      12,416        USD      DEUT    03/07/19             (64

2,291,000

  CNH      331,084        USD      CBK    03/20/19      10,555         

604,000

  CNH      88,565        USD      BNP    03/20/19      1,504         

604,000

  CNH      88,582        USD      BNP    03/20/19      1,487         

461,000

  CNH      67,663        USD      HSBC    03/20/19      1,082         

461,000

  CNH      67,666        USD      HSBC    03/20/19      1,080         

519,000

  CNH      76,408        USD      GSC    03/20/19      987         

518,000

  CNH      76,267        USD      GSC    03/20/19      978         

148,000

  CNH      21,529        USD      CBK    03/20/19      541         

369,000

  CNH      54,496        USD      GSC    03/20/19      530         

370,000

  CNH      54,649        USD      GSC    03/20/19      526         

725,000

  CNY      107,575        USD      MSC    02/28/19      545         

455,000

  CNY      67,970        USD      GSC    02/28/19             (116

196,900,000

  COP      61,236        USD      UBS    02/07/19      2,159         

113,500,000

  COP      35,855        USD      BNP    02/07/19      688         

189,900,000

  COP      60,729        USD      DEUT    02/07/19      412         

34,500,000

  COP      10,984        USD      UBS    02/07/19      124         

2,464,862,000

  COP      780,835        USD      BNP    02/28/19      12,074         

33,900,000

  COP      10,708        USD      BCLY    03/07/19      195         

52,500,000

  COP      16,886        USD      DEUT    03/07/19             (2

580,000

  CZK      25,730        USD      CBK    02/07/19      48         

810,000

  CZK      36,402        USD      BNP    02/07/19             (402

580,000

  CZK      25,885        USD      MSC    03/07/19             (86

3,964,000

  DKK      602,490        USD      JPM    02/28/19      6,804         

437,000

  EUR      496,983        USD      CBK    02/07/19      3,499         

437,000

  EUR      497,112        USD      CBK    02/07/19      3,371         

437,000

  EUR      497,326        USD      CBK    02/07/19      3,157         

211,000

  EUR      240,431        USD      JPM    02/07/19      1,221         

300,000

  EUR      342,666        USD      CBK    02/07/19      915         

7,000

  EUR      7,994        USD      JPM    02/07/19      23         

7,000

  EUR      7,997        USD      JPM    02/07/19      20         

7,000

  EUR      8,001        USD      JPM    02/07/19      16         

7,000

  EUR      8,001        USD      JPM    02/07/19      15         

7,000

  EUR      8,034        USD      BCLY    02/07/19             (17

11,000

  EUR      12,629        USD      JPM    02/07/19             (31

8,000

  EUR      9,248        USD      JPM    02/07/19             (86

37,000

  EUR      42,478        USD      JPM    02/07/19             (103

238,000

  EUR      274,492        USD      BOA    02/07/19             (1,917

2,532,000

  EUR      2,874,959        USD      GSC    02/28/19      30,003         

1,267,000

  EUR      1,448,968        USD      BNP    02/28/19      4,661         

291,000

  EUR      333,460        USD      BOA    02/28/19      405         

109,000

  EUR      124,869        USD      JPM    02/28/19      187         

183,000

  EUR      210,405        USD      BNP    02/28/19             (449

7,000

  EUR      8,057        USD      JPM    03/07/19             (21

451,000

  EUR      518,837        USD      GSC    03/07/19             (1,070

106,000

  GBP      135,437        USD      MSC    02/07/19      3,643         

81,000

  GBP      103,494        USD      CSFB    02/07/19      2,783         

45,000

  GBP      57,585        USD      JPM    02/07/19      1,458         

21,000

  GBP      26,831        USD      DEUT    02/07/19      722         

11,000

  GBP      14,039        USD      JPM    02/07/19      394         

14,000

  GBP      18,002        USD      JPM    02/07/19      367         


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

7,000

  GBP      8,918        USD      JPM    02/07/19    $         266      $         —  

7,000

  GBP      8,923        USD      JPM    02/07/19      262         

6,000

  GBP      7,626        USD      JPM    02/07/19      246         

6,000

  GBP      7,656        USD      JPM    02/07/19      216         

22,000

  GBP      28,738        USD      MSC    02/07/19      127         

6,000

  GBP      7,866        USD      BCLY    02/07/19      6         

1,828,000

  GBP      2,398,702        USD      DEUT    02/07/19             (239

167,000

  GBP      218,971        USD      SGG    02/28/19      380         

97,000

  GBP      127,764        USD      DEUT    02/28/19             (356

105,000

  GBP      138,294        USD      BNP    02/28/19             (378

4,240,000

  GBP      5,586,136        USD      BNP    02/28/19             (16,984

6,000

  GBP      7,889        USD      JPM    03/07/19             (5

276,000

  GBP      363,647        USD      GSC    03/07/19             (989

7,416,000

  HKD      946,474        USD      HSBC    02/28/19             (211

9,300,000

  HUF      33,210        USD      BCLY    02/07/19      501         

4,054,000

  HUF      14,485        USD      MSC    02/07/19      210         

38,746,000

  HUF      141,074        USD      JPM    02/07/19             (626

41,500,000

  HUF      149,573        USD      BOA    02/28/19      1,088         

19,700,000

  HUF      71,654        USD      GSC    03/07/19             (98

1,870,000,000

  IDR      130,614        USD      MSC    02/07/19      3,117         

9,976,015,000

  IDR      706,067        USD      HSBC    02/28/19      5,464         

1,562,000,000

  IDR      111,843        USD      BCLY    03/06/19             (513

600,000

  ILS      162,997        USD      BNP    02/07/19      2,118         

400,000

  ILS      108,517        USD      BNP    02/07/19      1,559         

323,000

  ILS      87,516        USD      BNP    02/07/19      1,371         

322,000

  ILS      87,264        USD      BNP    02/07/19      1,348         

230,000

  ILS      62,354        USD      BNP    02/07/19      940         

155,000

  ILS      42,138        USD      CBK    02/07/19      517         

75,000

  ILS      20,391        USD      MSC    02/07/19      248         

4,195,000

  ILS      1,139,265        USD      UBS    02/28/19      16,685         

1,460,000

  ILS      400,741        USD      BNP    03/07/19      1,770         

13,475,000

  INR      188,916        USD      BCLY    02/07/19      406         

13,475,000

  INR      188,921        USD      MSC    02/07/19      401         

6,400,000

  INR      89,762        USD      JPM    02/07/19      158         

2,050,000

  INR      28,720        USD      MSC    02/07/19      83         

3,150,000

  INR      44,211        USD      DEUT    02/07/19      47         

3,120,000

  INR      43,826        USD      BCLY    02/07/19      9         

6,380,000

  INR      89,809        USD      DEUT    02/07/19             (170

2,038,000

  INR      29,081        USD      JPM    02/07/19             (447

58,420,000

  INR      815,352        USD      MSC    02/28/19      3,428         

180,939,000

  INR      2,536,042        USD      MSC    02/28/19             (107

36,760,000

  INR      516,728        USD      GSC    02/28/19             (1,521

70,418,000

  JPY      643,254        USD      BCLY    02/07/19      3,626         

19,137,000

  JPY      174,914        USD      JPM    02/07/19      884         

9,500,000

  JPY      86,961        USD      DEUT    02/07/19      309         

3,300,000

  JPY      30,172        USD      SSG    02/07/19      143         

3,641,000

  JPY      33,311        USD      JPM    02/07/19      136         

2,400,000

  JPY      21,912        USD      MSC    02/07/19      135         

1,821,000

  JPY      16,597        USD      JPM    02/07/19      132         

1,815,000

  JPY      16,564        USD      JPM    02/07/19      109         

1,815,000

  JPY      16,573        USD      JPM    02/07/19      100         

1,815,000

  JPY      16,662        USD      JPM    02/07/19      11         

3,135,000

  JPY      28,816        USD      MSC    02/07/19             (17

2,200,000

  JPY      20,251        USD      CBK    02/07/19             (41

4,063,000

  JPY      37,379        USD      JPM    02/07/19             (56

1,100,000

  JPY      10,163        USD      NOM    02/07/19             (58

5,130,000

  JPY      47,196        USD      JPM    02/07/19             (70

3,807,000

  JPY      35,182        USD      JPM    02/07/19             (210

5,564,000

  JPY      51,401        USD      JPM    02/07/19             (288

15,900,000

  JPY      146,833        USD      TDB    02/07/19             (771

152,258,000

  JPY      1,408,512        USD      MSC    02/07/19             (9,825

456,772,000

  JPY      4,207,871        USD      HSBC    02/07/19             (11,828

522,155,000

  JPY      4,759,932        USD      MSC    02/28/19      44,188         

25,100,000

  JPY      230,142        USD      SSG    02/28/19      792         

5,700,000

  JPY      52,218        USD      BOA    02/28/19      225         

15,800,000

  JPY      145,453        USD      BNP    02/28/19             (84


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

155,920,000

  KRW      139,519        USD      BNP    02/07/19    $         640      $         —  

54,240,000

  KRW      48,452        USD      MSC    02/07/19      305         

33,900,000

  KRW      30,332        USD      MSC    02/07/19      141         

16,320,000

  KRW      14,599        USD      MSC    02/07/19      72         

12,420,000

  KRW      11,108        USD      MSC    02/07/19      56         

56,010,000

  KRW      50,387        USD      BCLY    02/07/19             (38

134,690,000

  KRW      121,168        USD      DEUT    02/07/19             (93

124,960,000

  KRW      111,902        USD      MSC    02/28/19      492         

78,640,000

  KRW      70,748        USD      GSC    02/28/19             (16

16,070,000

  KRW      14,455        USD      DEUT    03/07/19      3         

6,205,000

  MXN      319,151        USD      BCLY    02/07/19      4,990         

980,000

  MXN      50,514        USD      JPM    02/07/19      680         

620,000

  MXN      31,995        USD      JPM    02/07/19      393         

250,000

  MXN      13,093        USD      DEUT    02/07/19             (33

810,000

  MXN      42,481        USD      BNP    02/07/19             (168

660,000

  MXN      34,716        USD      JPM    02/07/19             (239

30,407,000

  MXN      1,599,106        USD      CBK    02/28/19             (15,717

70,000

  MYR      17,071        USD      UBS    02/28/19      9         

40,000

  MYR      9,800        USD      GSC    02/28/19             (39

4,461,000

  NOK      521,669        USD      MSC    02/07/19      7,443         

600,000

  NOK      70,394        USD      JPM    02/07/19      771         

180,000

  NOK      21,058        USD      CSFB    02/07/19      292         

142,000

  NOK      16,553        USD      BCLY    02/07/19      289         

270,000

  NOK      31,754        USD      MSC    02/07/19      270         

155,000

  NOK      18,155        USD      BCLY    02/07/19      229         

65,000

  NOK      7,564        USD      JPM    02/07/19      146         

81,000

  NOK      9,512        USD      BCLY    02/07/19      95         

65,000

  NOK      7,620        USD      JPM    02/07/19      90         

23,071,000

  NOK      2,697,131        USD      BCLY    02/28/19      41,966         

65,000

  NOK      7,730        USD      JPM    03/07/19             (11

65,000

  NOK      7,732        USD      JPM    03/07/19             (12

1,631,000

  NOK      194,243        USD      MSC    03/07/19             (541

305,000

  NZD      203,769        USD      SSG    02/07/19      7,084         

270,000

  NZD      183,284        USD      BOA    02/07/19      3,373         

140,000

  NZD      94,959        USD      JPM    02/07/19      1,826         

115,000

  NZD      78,076        USD      JPM    02/07/19      1,425         

60,000

  NZD      40,491        USD      JPM    02/07/19      988         

70,000

  NZD      47,618        USD      NOM    02/07/19      775         

38,000

  NZD      25,619        USD      JPM    02/07/19      651         

50,000

  NZD      33,921        USD      CIBC    02/07/19      645         

65,000

  NZD      44,376        USD      NOM    02/07/19      559         

30,000

  NZD      20,216        USD      CSFB    02/07/19      523         

50,000

  NZD      34,186        USD      JPM    02/07/19      380         

24,000

  NZD      16,249        USD      BCLY    02/07/19      343         

16,000

  NZD      10,790        USD      JPM    02/07/19      272         

14,000

  NZD      9,443        USD      BCLY    02/07/19      236         

11,000

  NZD      7,406        USD      JPM    02/07/19      198         

11,000

  NZD      7,411        USD      BCLY    02/07/19      193         

11,000

  NZD      7,414        USD      JPM    02/07/19      190         

11,000

  NZD      7,454        USD      JPM    02/07/19      151         

101,000

  NZD      69,050        USD      MSC    02/28/19      807         

40,000

  NZD      27,329        USD      RBS    02/28/19      337         

25,000

  NZD      17,350        USD      BNP    02/28/19             (59

280,000

  NZD      191,358        USD      MSC    03/07/19      2,331         

290,000

  NZD      201,285        USD      GSC    03/07/19             (679

640,000

  PEN      191,818        USD      BNP    02/07/19      461         

165,000

  PEN      49,217        USD      DEUT    02/07/19      355         

405,000

  PEN      121,366        USD      HSBC    02/07/19      311         

498,000

  PEN      148,679        USD      BNP    02/28/19      848         

505,000

  PEN      151,574        USD      DEUT    03/07/19      17         

74,084,000

  PHP      1,407,237        USD      DEUT    02/28/19      11,358         

145,000

  PLN      38,524        USD      DEUT    02/07/19      438         

125,000

  PLN      33,281        USD      DEUT    02/07/19      307         

60,000

  PLN      15,959        USD      DEUT    02/07/19      163         

45,000

  PLN      11,938        USD      CBK    02/07/19      154         

170,000

  PLN      45,618        USD      MSC    02/07/19      61         


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

123,000

  PLN      32,991        USD      JPM    02/07/19    $         59      $         —  

6,930,000

  PLN      1,830,866        USD      JPM    02/28/19      32,397         

480,000

  PLN      129,380        USD      GSC    03/07/19             (295

8,550,000

  RUB      127,327        USD      GSC    02/07/19      3,340         

8,380,000

  RUB      124,870        USD      GSC    02/07/19      3,199         

6,400,000

  RUB      94,857        USD      JPM    02/07/19      2,952         

6,820,000

  RUB      101,413        USD      GSC    02/07/19      2,815         

5,110,000

  RUB      76,070        USD      JPM    02/07/19      2,025         

2,550,000

  RUB      37,907        USD      GSC    02/07/19      1,064         

6,670,000

  RUB      101,122        USD      GSC    02/07/19      814         

2,530,000

  RUB      37,896        USD      BCLY    02/07/19      769         

2,440,000

  RUB      36,631        USD      MSC    02/07/19      659         

2,400,000

  RUB      36,221        USD      MSC    02/07/19      458         

950,000

  RUB      14,282        USD      DEUT    02/07/19      236         

109,292,000

  RUB      1,648,770        USD      BOA    02/28/19      16,715         

830,000

  RUB      12,517        USD      MSC    03/07/19      119         

22,451,000

  RUB      342,262        USD      JPM    03/07/19             (460

81,000

  SEK      8,917        USD      BCLY    02/07/19      40         

68,000

  SEK      7,480        USD      BCLY    02/07/19      39         

120,000

  SEK      13,234        USD      BCLY    02/07/19      36         

68,000

  SEK      7,490        USD      BCLY    02/07/19      29         

68,000

  SEK      7,494        USD      JPM    02/07/19      25         

68,000

  SEK      7,505        USD      BCLY    02/07/19      14         

68,000

  SEK      7,507        USD      JPM    02/07/19      13         

68,000

  SEK      7,510        USD      JPM    02/07/19      10         

68,000

  SEK      7,510        USD      BCLY    02/07/19      9         

68,000

  SEK      7,513        USD      JPM    02/07/19      6         

120,000

  SEK      13,267        USD      CSFB    02/07/19      2         

68,000

  SEK      7,519        USD      JPM    02/07/19              

95,000

  SEK      10,510        USD      JPM    02/07/19             (5

68,000

  SEK      7,537        USD      JPM    02/07/19             (17

68,000

  SEK      7,542        USD      BCLY    02/07/19             (23

68,000

  SEK      7,543        USD      JPM    02/07/19             (24

81,000

  SEK      8,982        USD      BCLY    02/07/19             (25

82,000

  SEK      9,094        USD      JPM    02/07/19             (27

50,000

  SEK      5,566        USD      GSC    02/07/19             (37

68,000

  SEK      7,556        USD      JPM    02/07/19             (37

68,000

  SEK      7,557        USD      BCLY    02/07/19             (38

100,000

  SEK      11,096        USD      CBK    02/07/19             (39

68,000

  SEK      7,576        USD      JPM    02/07/19             (57

68,000

  SEK      7,593        USD      JPM    02/07/19             (74

68,000

  SEK      7,599        USD      JPM    02/07/19             (80

68,000

  SEK      7,621        USD      JPM    02/07/19             (102

250,000

  SEK      27,752        USD      DEUT    02/07/19             (108

68,000

  SEK      7,632        USD      JPM    02/07/19             (113

86,000

  SEK      9,636        USD      BCLY    02/07/19             (127

330,000

  SEK      36,626        USD      JPM    02/07/19             (135

87,000

  SEK      9,769        USD      BCLY    02/07/19             (148

563,000

  SEK      62,427        USD      MSC    02/07/19             (171

103,000

  SEK      11,578        USD      BCLY    02/07/19             (188

85,000

  SEK      9,590        USD      JPM    02/07/19             (191

120,000

  SEK      13,477        USD      CBK    02/07/19             (208

103,000

  SEK      11,621        USD      JPM    02/07/19             (231

640,000

  SEK      71,181        USD      DEUT    02/07/19             (411

200,000

  SEK      22,556        USD      BCLY    02/07/19             (441

561,000

  SEK      63,048        USD      MSC    02/07/19             (1,014

18,234,000

  SEK      2,014,714        USD      BNP    02/28/19      4,909         

170,000

  SGD      125,009        USD      JPM    02/07/19      1,283         

224,000

  SGD      165,150        USD      BOA    02/07/19      1,259         

130,000

  SGD      95,999        USD      JPM    02/07/19      578         

70,000

  SGD      51,504        USD      JPM    02/07/19      499         

60,000

  SGD      44,155        USD      CBK    02/07/19      419         

15,000

  SGD      11,071        USD      JPM    02/07/19      73         

2,146,000

  SGD      1,581,488        USD      MSC    02/28/19      13,624         

594,000

  SGD      441,593        USD      CBK    03/07/19             (4

8,839,000

  THB      276,946        USD      BCLY    02/07/19      6,011         


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

3,520,000

  THB      110,756        USD      JPM    02/07/19    $         1,927      $             —  

340,000

  THB      10,721        USD      JPM    02/07/19      163         

300,000

  THB      9,453        USD      SCB    02/07/19      150         

250,000

  THB      7,934        USD      JPM    02/07/19      69         

2,091,000

  TRY      383,803        USD      JPM    02/07/19      19,286         

225,000

  TRY      40,829        USD      GSC    02/07/19      2,545         

662,000

  TRY      123,076        USD      UBS    02/28/19      3,051         

2,131,000

  TRY      401,985        USD      BCLY    03/07/19      2,413         

7,632,000

  TWD      247,748        USD      MSC    02/11/19      859         

18,822,000

  TWD      612,297        USD      DEUT    02/11/19      816         

2,060,000

  TWD      66,990        USD      BCLY    02/11/19      113         

9,130,000

  TWD      297,326        USD      MSC    02/11/19      77         

10,315,000

  TWD      335,431        USD      UBS    02/27/19      855         

6,490,000

  TWD      212,022        USD      GSC    02/27/19             (438

7,350,000

  TWD      239,922        USD      DEUT    03/07/19             (135

29,161

  USD      40,000        AUD      MSC    02/07/19      82         

7,968

  USD      11,000        AUD      BCLY    02/07/19             (29

16,687

  USD      23,000        AUD      JPM    02/07/19             (33

7,950

  USD      11,000        AUD      JPM    02/07/19             (47

7,941

  USD      11,000        AUD      JPM    02/07/19             (56

7,938

  USD      11,000        AUD      BCLY    02/07/19             (59

18,104

  USD      25,000        AUD      BCLY    02/07/19             (71

9,369

  USD      13,000        AUD      BCLY    02/07/19             (81

7,914

  USD      11,000        AUD      JPM    02/07/19             (83

9,367

  USD      13,000        AUD      JPM    02/07/19             (84

7,910

  USD      11,000        AUD      JPM    02/07/19             (86

10,814

  USD      15,000        AUD      JPM    02/07/19             (91

7,885

  USD      11,000        AUD      BCLY    02/07/19             (111

14,426

  USD      20,000        AUD      JPM    02/07/19             (113

486,229

  USD      669,000        AUD      MSC    02/07/19             (114

7,873

  USD      11,000        AUD      BCLY    02/07/19             (124

9,312

  USD      13,000        AUD      JPM    02/07/19             (138

9,310

  USD      13,000        AUD      BCLY    02/07/19             (141

7,102

  USD      10,000        AUD      CBK    02/07/19             (168

9,281

  USD      13,000        AUD      JPM    02/07/19             (169

11,463

  USD      16,000        AUD      BCLY    02/07/19             (169

11,427

  USD      16,000        AUD      JPM    02/07/19             (205

25,932

  USD      36,000        AUD      JPM    02/07/19             (239

18,644

  USD      26,000        AUD      JPM    02/07/19             (257

14,275

  USD      20,000        AUD      DEUT    02/07/19             (264

21,490

  USD      30,000        AUD      MSC    02/07/19             (319

39,514

  USD      55,000        AUD      BCLY    02/07/19             (470

39,231

  USD      55,000        AUD      CBK    02/07/19             (752

75,462

  USD      105,000        AUD      MSC    02/07/19             (870

93,399

  USD      130,000        AUD      JPM    02/07/19             (1,108

129,569

  USD      180,000        AUD      BCLY    02/07/19             (1,285

657,552

  USD      905,000        AUD      SSG    02/28/19             (573

2,449,781

  USD      3,416,000        AUD      DEUT    02/28/19             (34,368

65,651

  USD      90,000        AUD      GSC    03/07/19      196         

8,028

  USD      11,000        AUD      JPM    03/07/19      28         

8,008

  USD      11,000        AUD      JPM    03/07/19      8         

8,008

  USD      11,000        AUD      JPM    03/07/19      8         

274

  USD      1,000        BRL      MSC    02/04/19              

269

  USD      1,000        BRL      BCLY    02/04/19             (5

56,683

  USD      207,000        BRL      BCLY    02/04/19             (58

351,872

  USD      1,285,000        BRL      DEUT    02/04/19             (362

13,240

  USD      50,000        BRL      DEUT    02/04/19             (466

490,977

  USD      1,793,000        BRL      BCLY    02/04/19             (506

585,996

  USD      2,140,000        BRL      BCLY    02/04/19             (603

10,320

  USD      40,000        BRL      MSC    02/04/19             (645

10,230

  USD      40,000        BRL      MSC    02/04/19             (734

1,133,656

  USD      4,140,000        BRL      BCLY    02/04/19             (1,168

50,258

  USD      190,000        BRL      BCLY    02/04/19             (1,823

31,827

  USD      125,000        BRL      BOA    02/04/19             (2,437

88,876

  USD      335,000        BRL      HSBC    02/04/19             (2,952

188,381

  USD      715,000        BRL      DEUT    02/04/19             (7,609


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

220,637

  USD      835,000        BRL      JPM    02/04/19    $         —      $ (8,247)  

1,093,514

  USD      4,305,000        BRL      MSC    02/04/19             (86,539)  

1,067,376

  USD      3,970,000        BRL      BCLY    03/06/19             (18,831)  

7,582

  USD      10,000        CAD      JPM    02/07/19             (30)  

7,557

  USD      10,000        CAD      JPM    02/07/19             (54)  

7,558

  USD      10,000        CAD      BCLY    02/07/19             (54)  

7,548

  USD      10,000        CAD      JPM    02/07/19             (64)  

7,542

  USD      10,000        CAD      JPM    02/07/19             (69)  

9,825

  USD      13,000        CAD      BCLY    02/07/19             (71)  

9,044

  USD      12,000        CAD      JPM    02/07/19             (91)  

9,801

  USD      13,000        CAD      BCLY    02/07/19             (94)  

16,648

  USD      22,000        CAD      BCLY    02/07/19             (98)  

18,133

  USD      24,000        CAD      BCLY    02/07/19             (135)  

11,279

  USD      15,000        CAD      DEUT    02/07/19             (138)  

33,959

  USD      45,000        CAD      JPM    02/07/19             (294)  

59,565

  USD      80,000        CAD      BNP    02/07/19             (1,330)  

477,201

  USD      634,000        CAD      BNP    02/07/19             (5,390)  

1,323,722

  USD      1,740,000        CAD      RBC    02/28/19             (1,376)  

4,316,806

  USD      5,716,000        CAD      BNP    02/28/19             (36,218)  

22,861

  USD      30,000        CAD      GSC    03/07/19      10                        —    

49,917

  USD      49,000        CHF      JPM    02/07/19      611        —    

17,117

  USD      17,000        CHF      JPM    02/07/19      11        —    

141,480

  USD      140,000        CHF      MSC    02/28/19      325        —    

136,379

  USD      135,000        CHF      BNP    02/28/19      266        —    

211,631

  USD      210,000        CHF      MSC    02/28/19             (101)  

2,205,097

  USD      2,191,000        CHF      BCLY    02/28/19             (3,973)  

59,578

  USD      59,000        CHF      BCLY    03/07/19      48        —    

6,338

  USD      4,300,000        CLP      BCLY    02/07/19             (220)  

19,059

  USD      12,800,000        CLP      HSBC    02/07/19             (460)  

22,768

  USD      15,300,000        CLP      BCLY    02/07/19             (563)  

40,428

  USD      27,200,000        CLP      HSBC    02/07/19             (1,050)  

121,542

  USD      82,500,000        CLP      BCLY    02/07/19             (4,265)  

12,556

  USD      8,200,000        CLP      UBS    02/28/19      51        —    

19,624

  USD      13,100,000        CLP      MSC    02/28/19             (353)  

513,438

  USD      342,617,000        CLP      MSC    02/28/19             (9,055)  

58,170

  USD      390,000        CNH      GSC    03/20/19      12        —    

34,884

  USD      237,000        CNH      HSBC    03/20/19             (458)  

157,507

  USD      1,089,000        CNH      JPM    03/20/19             (4,887)  

186,257

  USD      1,289,000        CNH      JPM    03/20/19             (5,961)  

1,238,481

  USD      8,386,000        CNY      HSBC    02/28/19             (12,135)  

54,095

  USD      169,600,000        COP      HSBC    02/07/19             (510)  

68,180

  USD      214,700,000        COP      BCLY    02/07/19             (945)  

236,016

  USD      751,452,000        COP      BCLY    02/07/19             (5,924)  

6,500

  USD      20,200,000        COP      UBS    02/28/19      2        —    

65,653

  USD      207,246,000        COP      BNP    02/28/19             (1,015)  

228,707

  USD      725,000,000        COP      BNP    02/28/19             (4,515)  

25,865

  USD      580,000        CZK      MSC    02/07/19      87        —    

35,973

  USD      810,000        CZK      DEUT    02/07/19             (27)  

1,212,644

  USD      27,519,000        CZK      BOA    02/28/19             (11,107)  

6,689

  USD      150,000        CZK      GSC    03/07/19      16        —    

33,881

  USD      220,000        DKK      BNP    02/28/19      66        —    

52,203

  USD      340,000        DKK      NOM    02/28/19             (57)  

2,062,246

  USD      1,797,000        EUR      SSG    02/07/19      4,197        —    

75,026

  USD      65,000        EUR      CBK    02/07/19      584        —    

36,946

  USD      32,000        EUR      JPM    02/07/19      297        —    

34,530

  USD      30,000        EUR      JPM    02/07/19      172        —    

17,241

  USD      15,000        EUR      JPM    02/07/19      62        —    

8,002

  USD      7,000        EUR      JPM    02/07/19             (15)  

7,976

  USD      7,000        EUR      JPM    02/07/19             (41)  

9,111

  USD      8,000        EUR      BCLY    02/07/19             (51)  

7,962

  USD      7,000        EUR      DEUT    02/07/19             (55)  

18,259

  USD      16,000        EUR      JPM    02/07/19             (66)  

18,237

  USD      16,000        EUR      JPM    02/07/19             (87)  

66,227

  USD      58,000        EUR      CBK    02/07/19             (198)  

33,004

  USD      29,000        EUR      JPM    02/07/19             (209)  

175,842

  USD      154,000        EUR      JPM    02/07/19             (530)  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

182,073

  USD      160,000        EUR      SGG    02/07/19    $             —      $ (1,170

424,678

  USD      372,000        EUR      SSG    02/07/19             (1,362

295,947

  USD      260,000        EUR      JPM    02/07/19             (1,823

645,142

  USD      565,000        EUR      BCLY    02/07/19             (1,935

496,217

  USD      437,000        EUR      CBK    02/07/19             (4,266

1,985,752

  USD      1,748,000        EUR      JPM    02/07/19             (16,179

1,254,677

  USD      1,090,000        EUR      DEUT    02/28/19      4,121                        —  

12,355,967

  USD      10,882,000        EUR      GSC    02/28/19             (128,947

88,104

  USD      77,000        EUR      MSC    03/07/19             (295

26,275

  USD      20,000        GBP      JPM    02/07/19      33         

6,581

  USD      5,000        GBP      BCLY    02/07/19      21         

18,370

  USD      14,000        GBP      JPM    02/07/19      1         

34,096

  USD      26,000        GBP      JPM    02/07/19             (18

32,764

  USD      25,000        GBP      JPM    02/07/19             (38

10,333

  USD      8,000        GBP      CBK    02/07/19             (163

46,982

  USD      36,000        GBP      BCLY    02/07/19             (252

8,928

  USD      7,000        GBP      BCLY    02/07/19             (256

25,589

  USD      20,000        GBP      DEUT    02/07/19             (652

42,456

  USD      33,000        GBP      BCLY    02/07/19             (842

91,864

  USD      71,000        GBP      JPM    02/07/19             (1,293

512,991

  USD      392,000        GBP      JPM    02/07/19             (1,340

88,871

  USD      69,000        GBP      DEUT    02/07/19             (1,662

512,473

  USD      392,000        GBP      JPM    02/07/19             (1,858

1,332,447

  USD      1,042,000        GBP      BOA    02/07/19             (34,729

3,976,170

  USD      3,018,000        GBP      BNP    02/28/19      12,089         

2,634,209

  USD      2,006,000        GBP      BOA    02/28/19             (630

2,402,138

  USD      1,828,000        GBP      DEUT    03/07/19      187         

59,978

  USD      470,000        HKD      UBS    02/28/19      7         

37,638

  USD      295,000        HKD      BNP    02/28/19             (3

5,322

  USD      1,500,000        HUF      CBK    02/07/19             (115

10,006

  USD      2,800,000        HUF      BCLY    02/07/19             (144

14,513

  USD      4,100,000        HUF      CBK    02/07/19             (348

75,341

  USD      21,100,000        HUF      BNP    02/07/19             (1,143

80,737

  USD      22,600,000        HUF      CBK    02/07/19             (1,184

907,831

  USD      254,722,000        HUF      BNP    02/28/19             (16,910

141,359

  USD      38,746,000        HUF      JPM    03/07/19      621         

7,229

  USD      2,000,000        HUF      DEUT    03/07/19             (36

112,116

  USD      1,562,000,000        IDR      BCLY    02/07/19      411         

21,826

  USD      308,000,000        IDR      BCLY    02/07/19             (200

9,766

  USD      136,000,000        IDR      GSC    02/28/19      66         

15,283

  USD      216,000,000        IDR      MSC    02/28/19             (123

15,708

  USD      220,000,000        IDR      DEUT    03/06/19      28         

17,731

  USD      65,000        ILS      SSG    02/07/19             (156

57,332

  USD      210,000        ILS      BNP    02/07/19             (459

46,098

  USD      170,000        ILS      CBK    02/07/19             (684

54,346

  USD      200,000        ILS      MSC    02/07/19             (692

400,044

  USD      1,460,000        ILS      BNP    02/07/19             (1,736

62,013

  USD      225,000        ILS      BNP    02/28/19      13         

99,352

  USD      365,000        ILS      GSC    02/28/19             (1,225

100,651

  USD      365,000        ILS      GSC    03/07/19      23         

86,669

  USD      6,150,000        INR      BOA    02/07/19      262         

34,475

  USD      2,446,000        INR      MSC    02/07/19      109         

8,427

  USD      600,000        INR      DEUT    02/07/19             (3

9,451,147

  USD      674,311,000        INR      MSC    02/28/19      397         

56,587

  USD      4,040,000        INR      DEUT    03/07/19      10         

629,101

  USD      68,000,000        JPY      BOA    02/07/19      4,433         

299,843

  USD      32,500,000        JPY      JPM    02/07/19      1,289         

46,270

  USD      5,000,000        JPY      DEUT    02/07/19      339         

29,695

  USD      3,200,000        JPY      SCB    02/07/19      299         

9,912

  USD      1,068,000        JPY      JPM    02/07/19      101         

7,606

  USD      824,000        JPY      JPM    02/07/19      37         

7,601

  USD      825,000        JPY      JPM    02/07/19      22         

7,594

  USD      825,000        JPY      JPM    02/07/19      15         

7,614

  USD      828,000        JPY      JPM    02/07/19      7         

7,577

  USD      825,000        JPY      BCLY    02/07/19             (2

7,581

  USD      828,000        JPY      BCLY    02/07/19             (25


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

7,534

  USD      825,000        JPY      JPM    02/07/19    $      $ (45

13,663

  USD      1,500,000        JPY      BCLY    02/07/19             (116

38,401

  USD      4,200,000        JPY      CBK    02/07/19             (182

54,776

  USD      6,000,000        JPY      SSG    02/07/19             (342

8,368,658

  USD      918,025,000        JPY      MSC    02/28/19             (77,689

522,263

  USD      56,700,000        JPY      GSC    03/07/19      256         

112,421

  USD      12,300,000        JPY      CIBC    03/07/19             (818

88,341

  USD      98,200,000        KRW      BNP    02/07/19      68         

83,213

  USD      92,500,000        KRW      MSC    02/07/19      64         

21,560

  USD      24,380,000        KRW      MSC    02/07/19             (356

49,893

  USD      56,010,000        KRW      BCLY    02/07/19             (455

67,710

  USD      75,920,000        KRW      DEUT    02/07/19             (536

52,273

  USD      58,770,000        KRW      DEUT    02/07/19             (557

51,012

  USD      57,720,000        KRW      BNP    02/07/19             (874

95,313

  USD      106,530,000        KRW      BNP    02/28/19             (505

2,462,985

  USD      2,756,277,000        KRW      BCLY    02/28/19             (16,127

139,623

  USD      155,920,000        KRW      BNP    03/07/19             (655

45,240

  USD      870,000        MXN      GSC    02/07/19             (208

58,803

  USD      1,130,000        MXN      BCLY    02/07/19             (227

1,549,934

  USD      29,472,000        MXN      CBK    02/28/19              15,234         

115,120

  USD      2,200,000        MXN      BOA    02/28/19      559         

26,711

  USD      510,000        MXN      BNP    02/28/19      153         

16,757

  USD      320,000        MXN      BNP    02/28/19      93         

37,142

  USD      710,000        MXN      GSC    03/07/19      211         

192,215

  USD      795,000        MYR      UBS    02/28/19             (1,768

193,991

  USD      1,631,000        NOK      MSC    02/07/19      541         

7,611

  USD      64,000        NOK      JPM    02/07/19      20         

12,227

  USD      103,000        NOK      JPM    02/07/19      11         

7,583

  USD      64,000        NOK      JPM    02/07/19             (7

9,593

  USD      81,000        NOK      JPM    02/07/19             (14

11,483

  USD      97,000        NOK      JPM    02/07/19             (22

7,566

  USD      64,000        NOK      BCLY    02/07/19             (25

9,578

  USD      81,000        NOK      JPM    02/07/19             (29

9,576

  USD      81,000        NOK      BCLY    02/07/19             (32

7,535

  USD      64,000        NOK      BCLY    02/07/19             (56

7,532

  USD      64,000        NOK      JPM    02/07/19             (59

9,188

  USD      78,000        NOK      JPM    02/07/19             (64

7,513

  USD      64,000        NOK      JPM    02/07/19             (78

7,511

  USD      64,000        NOK      JPM    02/07/19             (80

7,508

  USD      64,000        NOK      BCLY    02/07/19             (83

22,439

  USD      190,000        NOK      BOA    02/07/19             (97

9,510

  USD      81,000        NOK      JPM    02/07/19             (98

7,483

  USD      64,000        NOK      JPM    02/07/19             (108

7,479

  USD      64,000        NOK      BCLY    02/07/19             (112

7,476

  USD      64,000        NOK      BCLY    02/07/19             (115

9,488

  USD      81,000        NOK      JPM    02/07/19             (119

11,384

  USD      97,000        NOK      BCLY    02/07/19             (121

41,984

  USD      355,000        NOK      JPM    02/07/19             (122

11,324

  USD      97,000        NOK      BCLY    02/07/19             (181

16,583

  USD      142,000        NOK      BCLY    02/07/19             (259

16,819

  USD      144,000        NOK      JPM    02/07/19             (261

25,755

  USD      220,000        NOK      JPM    02/07/19             (339

28,092

  USD      240,000        NOK      JPM    02/07/19             (374

22,121

  USD      190,000        NOK      CSFB    02/07/19             (414

102,723

  USD      870,000        NOK      JPM    02/07/19             (467

60,898

  USD      520,000        NOK      BCLY    02/07/19             (778

105,770

  USD      890,000        NOK      BNP    02/28/19      105                    —  

168,438

  USD      1,430,000        NOK      CBK    02/28/19             (1,339

2,240,731

  USD      19,167,000        NOK      BCLY    02/28/19             (34,864

41,610

  USD      350,000        NOK      GSC    03/07/19      44         

10,619

  USD      90,000        NOK      BCLY    03/07/19             (69

7,572

  USD      11,000        NZD      BCLY    02/07/19             (32

7,522

  USD      11,000        NZD      JPM    02/07/19             (83

9,559

  USD      14,000        NZD      JPM    02/07/19             (120

6,790

  USD      10,000        NZD      JPM    02/07/19             (123

10,934

  USD      16,000        NZD      JPM    02/07/19             (127


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

18,532

  USD      27,000        NZD      JPM    02/07/19    $      $ (134

7,464

  USD      11,000        NZD      JPM    02/07/19             (140

7,447

  USD      11,000        NZD      JPM    02/07/19             (157

17,085

  USD      25,000        NZD      JPM    02/07/19             (198

17,070

  USD      25,000        NZD      JPM    02/07/19             (213

17,030

  USD      25,000        NZD      JPM    02/07/19             (253

16,959

  USD      25,000        NZD      JPM    02/07/19             (324

18,323

  USD      27,000        NZD      BCLY    02/07/19             (343

35,521

  USD      52,000        NZD      JPM    02/07/19             (428

40,582

  USD      60,000        NZD      BCLY    02/07/19             (897

33,604

  USD      50,000        NZD      CSFB    02/07/19             (962

210,768

  USD      308,000        NZD      BOA    02/07/19             (2,158

295,986

  USD      433,000        NZD      JPM    02/07/19             (3,356

2,053,016

  USD      3,050,000        NZD      MSC    02/07/19             (55,510

69,128

  USD      101,000        NZD      MSC    02/28/19             (729

1,619,591

  USD      2,369,000        NZD      MSC    02/28/19             (18,929

7,617

  USD      11,000        NZD      JPM    03/07/19      8         

72,873

  USD      245,000        PEN      BCLY    02/07/19             (733

94,702

  USD      318,000        PEN      BNP    02/07/19             (836

159,773

  USD      535,000        PEN      BNP    02/07/19             (960

9,008

  USD      30,000        PEN      UBS    02/28/19              

11,910

  USD      40,000        PEN      UBS    02/28/19             (100

7,100

  USD      370,000        PHP      GSC    02/28/19      15         

11,223

  USD      590,000        PHP      UBS    02/28/19             (74

9,255

  USD      35,000        PLN      MSC    02/07/19             (150

25,733

  USD      97,000        PLN      GSC    02/07/19             (331

25,991

  USD      98,000        PLN      GSC    02/07/19             (342

116,720

  USD      438,000        PLN      MSC    02/07/19             (973

32,335

  USD      120,000        PLN      BNP    02/28/19      71         

5,020

  USD      19,000        PLN      JPM    02/28/19             (89

51,943

  USD      195,000        PLN      DEUT    02/28/19             (486

33,018

  USD      123,000        PLN      JPM    03/07/19             (60

343,550

  USD      22,451,000        RUB      JPM    02/07/19      438         

60,474

  USD      4,030,000        RUB      GSC    02/07/19             (1,115

60,430

  USD      4,030,000        RUB      JPM    02/07/19             (1,159

332,312

  USD      22,289,000        RUB      GSC    02/07/19             (8,324

21,460

  USD      1,410,000        RUB      GSC    02/28/19             (27

33,926

  USD      2,250,000        RUB      UBS    02/28/19             (361

1,449,349

  USD      96,073,000        RUB      BOA    02/28/19             (14,693

32,071

  USD      2,110,000        RUB      DEUT    03/07/19             (52

42,279

  USD      375,000        SEK      JPM    02/07/19              812         

42,479

  USD      377,000        SEK      JPM    02/07/19      791         

36,646

  USD      325,000        SEK      JPM    02/07/19      709         

42,828

  USD      381,000        SEK      JPM    02/07/19      698         

42,778

  USD      381,000        SEK      JPM    02/07/19      648         

36,685

  USD      326,000        SEK      JPM    02/07/19      637         

26,969

  USD      239,000        SEK      JPM    02/07/19      541         

41,430

  USD      370,000        SEK      BCLY    02/07/19      516         

24,608

  USD      218,000        SEK      JPM    02/07/19      502         

50,253

  USD      450,000        SEK      BCLY    02/07/19      493         

51,144

  USD      460,000        SEK      CSFB    02/07/19      278         

14,605

  USD      130,000        SEK      CBK    02/07/19      229         

6,742

  USD      60,000        SEK      CBK    02/07/19      108         

21,073

  USD      190,000        SEK      BCLY    02/07/19      63         

12,389

  USD      112,000        SEK      JPM    02/07/19      4                    —  

4,094

  USD      37,000        SEK      JPM    02/07/19      3         

7,518

  USD      68,000        SEK      BCLY    02/07/19             (2

9,062

  USD      82,000        SEK      BCLY    02/07/19             (6

55,240

  USD      500,000        SEK      CBK    02/07/19             (49

46,513

  USD      420,000        SEK      BNP    02/28/19             (7

72,967

  USD      660,000        SEK      CBK    02/28/19             (135

196,796

  USD      1,780,000        SEK      CBK    02/28/19             (359

62,564

  USD      563,000        SEK      MSC    03/07/19      168         

6,648

  USD      60,000        SEK      GSC    03/07/19             (1

80,496

  USD      730,000        SEK      JPM    03/07/19             (408

441,308

  USD      594,000        SGD      CBK    02/07/19      26         


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

7,372

    USD        10,000        SGD        MSC        02/07/19      $      $ (57

22,204

    USD        30,000        SGD        MSC        02/07/19               (83

25,869

    USD        35,000        SGD        MSC        02/07/19               (133

63,250

    USD        85,000        SGD        BNP        02/28/19        69         

25,793

    USD        35,000        SGD        MSC        02/28/19               (222

103,562

    USD        140,000        SGD        HSBC        02/28/19               (500

22,326

    USD        30,000        SGD        GSC        03/07/19        24         

14,801

    USD        20,000        SGD        MSC        03/07/19               (68

34,187

    USD        1,090,000        THB        CBK        02/07/19               (707

60,752

    USD        1,940,000        THB        JPM        02/07/19               (1,352

4,428

    USD        140,000        THB        JPM        02/28/19               (56

31,079

    USD        970,000        THB        JPM        03/07/19        5         

10,109

    USD        55,000        TRY        JPM        02/07/19               (494

23,578

    USD        130,000        TRY        CBK        02/07/19               (1,482

408,316

    USD        2,131,000        TRY        BCLY        02/07/19               (2,484

56,568

    USD        305,000        TRY        JPM        02/28/19               (1,542

93,828

    USD        495,000        TRY        GSC        03/07/19               (108

19,506

    USD        105,000        TRY        JPM        03/07/19               (420

67,014

    USD        2,060,000        TWD        BCLY        02/11/19               (89

545,283

    USD        16,762,000        TWD        MSC        02/11/19               (727

610,390

    USD        18,822,000        TWD        DEUT        02/11/19               (2,723

970,212

    USD        29,769,000        TWD        HSBC        02/27/19               (306

968,020

    USD        29,770,000        TWD        BCLY        02/27/19               (2,530

1,935,631

    USD        59,540,000        TWD        DEUT        02/27/19               (5,470

247,998

    USD        7,632,000        TWD        MSC        03/07/19               (989

72,456

    USD        995,000        ZAR        GSC        02/07/19               (2,501

72,404

    USD        995,000        ZAR        GSC        02/07/19               (2,554

128,659

    USD        1,790,000        ZAR        GSC        02/07/19               (6,190

128,474

    USD        1,790,000        ZAR        GSC        02/07/19               (6,374

186,472

    USD        2,611,000        ZAR        BCLY        02/07/19               (10,226

66,830

    USD        890,000        ZAR        GSC        03/07/19        1         

229,975

    USD        3,081,000        ZAR        GSC        03/07/19               (1,372

910,000

    ZAR        65,541        USD        GSC        02/07/19        3,013         

910,000

    ZAR        65,600        USD        GSC        02/07/19        2,954         

630,000

    ZAR        45,170        USD        JPM        02/07/19        2,291         

960,000

    ZAR        70,425        USD        GSC        02/07/19        1,896         

530,000

    ZAR        38,181        USD        BNP        02/07/19        1,747         

3,081,000

    ZAR        230,729        USD        GSC        02/07/19        1,375         

440,000

    ZAR        32,084        USD        CBK        02/07/19        1,063         

350,000

    ZAR        25,348        USD        BCLY        02/07/19        1,019         

210,000

    ZAR        15,108        USD        BCLY        02/07/19        712         

160,000

    ZAR        11,502        USD        BNP        02/07/19        552         

6,225,000

    ZAR        453,443        USD        CBK        02/28/19        14,379         

170,000

    ZAR        12,447        USD        JPM        03/07/19        318                        —  

Total

                                               $         666,729      $ (899,515

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

 

Counterparty Abbreviations:

 

BCLY

   Barclays  

BNP

   BNP Paribas Securities Services  

BOA

   Banc of America Securities LLC  

CBK

   Citibank NA  

CIBC

   Canadian Imperial Bank of Commerce  

CSFB

   Credit Suisse First Boston Corp.  

DEUT

   Deutsche Bank Securities, Inc.  

GSC

   Goldman Sachs & Co.  

HSBC

   HSBC Bank USA  

JPM

   JP Morgan Chase & Co.  

MSC

   Morgan Stanley  

NOM

   Nomura International  

RBC

   RBC Dominion Securities, Inc.  

RBS

   RBS Greenwich Capital  

SCB

   Standard Chartered Bank  

SGG

   Societe Generale Group  

SSG

   State Street Global Markets LLC  

TDB

   Toronto-Dominion Bank  

UBS

   UBS AG  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

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  

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  

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  

CDX.NA.IG

   Credit Derivatives North American Investment Grade  

CMBX.NA

   Markit Commercial Mortgage Backed North American  

CPI

   Consumer Price Index  

FTSE

   Financial Times and Stock Exchange  

S&P

   Standard & Poors  

iBoxx

   Markit iBoxx Indices - Euro, Sterling, Asian, US Dollar and European High-Yield Bond Markets  

Other Abbreviations:

 

ADR

   American Depositary Receipt  

CLO

   Collateralized Loan Obligation  

CMO

   Collateralized Mortgage Obligation  

DDCA

   Dollars on Deposit in Custody Account  

ETF

   Exchange-Traded Fund  

FHLMC

   Federal Home Loan Mortgage Corp.  

FNMA

   Federal National Mortgage Association  

GDR

   Global Depositary Receipt  

GNMA

   Government National Mortgage Association  


 

The Hartford Global All-Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

LIBOR

   London Interbank Offered Rate  

MSCI

   Morgan Stanley Capital International  

OTC

   Over-the-Counter  

PJSC

   Private Joint Stock Company  

PT

   Perseroan Terbatas  

REIT

   Real Estate Investment Trust  

SPDR

   Standard & Poor’s Depositary Receipt  

TBA

   To Be Announced  

TELBOR

   Tel Aviv Interbank Offered Rate  

TIIE

   Interbank Equilibrium Interest Rate  


 

  The Hartford Global All-Asset Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total

 

     Level 1

 

     Level 2

 

     Level 3(1)

 

 

Assets

 

Asset & Commercial Mortgage Backed Securities

   $ 9,167,330      $      $ 9,067,330      $         100,000  

Corporate Bonds

     6,680,455               6,680,455         

Foreign Government Obligations

     19,468,816               19,468,816         

U.S. Government Agencies

     4,571,498               4,571,498         

U.S. Government Securities

             11,197,177                       11,197,177         

Common Stocks

           

Argentina

     57,487        57,487                

Australia

     2,039,631        656,752        1,382,879         

Austria

     662,635               662,635         

Belgium

     928,990        24,975        904,015         

Bermuda

     1,408,937                1,408,937                

Brazil

     94,386        94,386                

British Virgin Islands

     89,814        89,814                

Canada

     3,816,514        3,816,514                

Cayman Islands

     28,664        28,664                

China

     4,044,367        1,072,445        2,971,922         

Colombia

     8,564        8,564                

Croatia

     123,636        101,978        21,658         

Czech Republic

     68,353               68,353         

Denmark

     555,076        69,252        485,824         

Estonia

     224,145               224,145         

Finland

     788,429        564,204        224,225         

France

     5,682,484        166,782        5,515,702         

Georgia

     430,056        199,787        230,269         

Germany

     2,095,519               2,095,519         

Greece

     1,579,236        195,481        1,383,755         

Hong Kong

     1,248,050        26,732        1,221,318         

Iceland

     1,669,260        1,312,991        356,269         

India

     7,418,774        723,167        6,695,607         

Indonesia

     236,890        29,187        207,703         

Ireland

     2,161,177        1,248,983        912,194         

Israel

     52,880        52,880                

Italy

     536,689               536,689         

Japan

     14,542,857        55,450        14,487,407         

Luxembourg

     90,858        31,923        58,935         

Malaysia

     81,400               81,400         

Mauritius

     430,633        430,633                

Mexico

     99,640        99,640                

Netherlands

     2,537,086        538,854        1,998,232         

New Zealand

     717,655        90,479        627,176         

Norway

     215,463               215,463         

Portugal

     322,613               322,613         

Romania

     245,833               245,833         

Russia

     237,471        169,780        67,691         

Singapore

     285,106        139,564        145,542         

Slovenia

     262,430               262,430         

South Africa

     698,493        17,848        680,645         

South Korea

     1,134,388        44,956        1,089,432         

Spain

     1,188,702        447,248        741,454         

Sweden

     934,759        663,034        271,725         

Switzerland

     1,970,848        469,026        1,501,822         

Taiwan

     3,112,416        48,700        3,063,716         

Thailand

     22,804        22,804                

United Arab Emirates

     10,987        10,987                

United Kingdom

     8,283,746        2,455,414        5,828,332         

United States

     47,275,189        47,059,160        216,029         

Convertible Bonds

     481,693               481,693         

Exchange-Traded Funds

     17,320,243        17,202,817        117,426         

Preferred Stocks

     312,224                      312,224  


 

The Hartford Global All-Asset Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

Short-Term Investments

     20,015,106       20,015,106              

Purchased Options

     493,132             493,132        

Foreign Currency Contracts(2)

     666,729             666,729        

Futures Contracts(2)

     1,525,944       1,525,944              

Swaps - Credit Default(2)

     205,455             205,455        

Swaps - Interest Rate(2)

     99,720             99,720        

Swaps - Total Return(2)

     23,459             23,459        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $         214,981,001     $ 103,489,329     $         111,079,448     $         412,224  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (899,515   $     $ (899,515   $  

Futures Contracts(2)

     (418,482     (406,303     (12,179      

Swaps - Credit Default(2)

     (381,194           (381,194      

Swaps - Interest Rate(2)

     (146,001           (146,001      

Swaps - Total Return(2)

     (28,469           (28,469      

TBA Sale Commitments

     (246,121           (246,121      

Written Options

     (110,888           (110,888      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (2,230,670   $ (406,303   $ (1,824,367   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) 

For the period ended January 31, 2019, there were no transfers in and out of Level 3.

 

(2) 

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2019 is not presented.


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 58.7%

 

  

Automobiles & Components - 0.1%

 

17,505   

NOK Corp.

   $ 282,721  
     

 

 

 
  

Banks - 1.6%

 

72,896   

Banca Popolare dell’Emilia Romagna SC

     247,039  
56,446   

Bank of Ireland Group plc

     338,708  
103,901   

CaixaBank S.A.

     392,953  
41,087   

HSBC Holdings plc

     345,963  
9,776   

KB Financial Group, Inc.

     420,049  
79,750   

Mitsubishi UFJ Financial Group, Inc.

     427,772  
303,095   

Mizuho Financial Group, Inc.

     497,487  
51,035   

Standard Chartered plc

     411,603  
14,335   

Sumitomo Mitsui Financial Group, Inc.

     533,290  
12,930   

Sumitomo Mitsui Trust Holdings, Inc.

     489,780  
173,466   

Unicaja Banco S.A.(1)

     203,471  
37,174   

UniCredit S.p.A.

     429,749  
     

 

 

 
        4,737,864  
     

 

 

 
  

Capital Goods - 1.6%

 

5,496   

Advanced Drainage Systems, Inc.

     140,148  
1,977   

AGCO Corp.

     126,923  
1,793   

Altra Industrial Motion Corp.

     54,884  
43,506   

Arconic, Inc.

     818,783  
832   

Argan, Inc.

     35,127  
4,544   

Beacon Roofing Supply, Inc.*

     165,084  
6,308   

Caesarstone Ltd.(2)

     97,017  
21,810   

Chiyoda Corp.

     66,265  
16,244   

Cie de Saint-Gobain

     560,548  
3,730   

CNK International Co., Ltd.*(3)(10)

      
2,357   

Deere & Co.

     386,548  
785   

Flowserve Corp.

     34,571  
5,276   

Fortune Brands Home & Security, Inc.

     239,003  
851   

Granite Construction, Inc.

     36,780  
889   

Greenbrier Cos., Inc.

     37,702  
5,630   

JELD-WEN Holding, Inc.*

     100,439  
18,790   

JGC Corp.

     288,287  
2,655   

Kubota Corp.

     42,093  
2,420   

Middleby Corp.*

     284,640  
10,703   

Milacron Holdings Corp.*

     148,344  
1,390   

Owens Corning

     72,822  
2,079   

Sterling Construction Co., Inc.*

     27,526  
8,519   

Vinci S.A.(2)

     749,590  
38,347   

Yellow Cake plc*(1)

     120,806  
     

 

 

 
        4,633,930  
     

 

 

 
  

Commercial & Professional Services - 0.3%

 

9,759   

Adecco Group AG

     489,033  
4,310   

Clean Harbors, Inc.*

     255,195  
     

 

 

 
        744,228  
     

 

 

 
  

Consumer Durables & Apparel - 0.2%

 

744   

Century Communities, Inc.*

     17,454  
1,383   

D.R. Horton, Inc.

     53,176  
2,696   

Lennar Corp. Class A

     127,844  
1,052   

Mohawk Industries, Inc.*

     135,487  
9,877   

Skyline Champion Corp.

     178,379  
6,741   

TRI Pointe Group, Inc.*

     90,667  
     

 

 

 
        603,007  
     

 

 

 
  

Diversified Financials - 0.6%

 

2,921   

Berkshire Hathaway, Inc. Class B*

     600,382  
8,533   

Julius Baer Group Ltd.*

     342,960  
43,317   

UBS Group AG*

     561,549  
38,152   

Uranium Participation Corp.*

     138,793  
     

 

 

 
        1,643,684  
     

 

 

 


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

   Energy - 28.2%

 

79,903   

Advantage Oil & Gas Ltd.*

   $ 124,663  
24,773   

Alta Mesa Resources, Inc.*

     23,733  
8,365   

Anadarko Petroleum Corp.

     395,915  
2,929   

Antero Resources Corp.*

     29,466  
27,656   

ARC Resources Ltd.(2)

     199,956  
13,728   

Baker Hughes a GE Co.

     323,569  
366,367   

BP plc

     2,502,706  
115,093   

BP plc ADR

     4,732,624  
15,368   

Cabot Oil & Gas Corp.

     383,432  
8,436   

Cairn Energy plc*

     20,700  
9,525   

Callon Petroleum Co.*

     77,534  
5,818   

Caltex Australia Ltd.

     113,718  
34,150   

Cameco Corp.

     413,766  
6,749   

Canadian Natural Resources Ltd.

     181,162  
11,285   

Centennial Resource Development, Inc. Class A*

     148,623  
18,122   

Chevron Corp.

     2,077,687  
432,000   

China Oilfield Services Ltd. Class H

     428,088  
1,622   

China Petroleum & Chemical Corp. ADR

     135,356  
312,000   

China Petroleum & Chemical Corp. Class H

     260,893  
71,500   

China Shenhua Energy Co., Ltd. Class H

     181,973  
149,000   

CNOOC Ltd.

     249,042  
6,384   

CNOOC Ltd. ADR

     1,067,979  
6,153   

Concho Resources, Inc.*

     737,376  
11,702   

ConocoPhillips

     792,108  
296   

Continental Resources, Inc.*

     13,666  
9,477   

Devon Energy Corp.

     252,562  
7,234   

DHT Holdings, Inc.

     29,298  
6,692   

Diamondback Energy, Inc.

     690,079  
22,824   

Enbridge, Inc.

     834,064  
79,665   

Encana Corp.

     548,095  
232,558   

Eni S.p.A.

     3,943,212  
81,787   

Eni S.p.A. ADR

     2,770,944  
7,162   

EOG Resources, Inc.

     710,470  
7,909   

Equinor ASA ADR

     180,167  
2,912   

Euronav N.V.*

     22,655  
172,984   

Exxon Mobil Corp.

             12,676,268  
13,241   

Falcon Minerals Corp.

     106,193  
12,622   

Fugro N.V.*(2)

     139,198  
16,950   

Galp Energia SGPS S.A.

     264,835  
266,895   

Gazprom PJSC ADR

     1,304,907  
8,476   

Green Plains, Inc.

     120,444  
3,101   

Gulfport Energy Corp.*

     26,017  
15,503   

Halliburton Co.

     486,174  
5,321   

Hess Corp.

     287,358  
59,050   

Inpex Corp.

     567,613  
11,521   

Jagged Peak Energy, Inc.*(2)

     121,316  
17,455   

Japan Petroleum Exploration Co., Ltd.

     327,488  
42,700   

JXTG Holdings, Inc.

     233,233  
26,843   

Karoon Gas Australia Ltd.*

     16,533  
20,588   

Kosmos Energy Ltd*

     105,616  
3,357   

Liberty Oilfield Services, Inc. Class A(2)

     51,060  
30,263   

LUKOIL PJSC ADR

     2,430,042  
7,740   

Lundin Petroleum AB

     247,568  
16,194   

Marathon Petroleum Corp.

     1,073,014  
3,922   

Neste Oyj

     359,334  
11,767   

Noble Energy, Inc.

     262,875  
9,981   

Occidental Petroleum Corp.

     666,531  
56,497   

Painted Pony Energy Ltd.*(2)

     58,047  
4,317   

Parsley Energy, Inc. Class A*

     80,210  
2,276   

PDC Energy, Inc.*

     74,129  
6,400   

Petroleo Brasileiro S.A.

     51,853  
108,941   

Petroleo Brasileiro S.A. ADR

     1,775,738  
3,835   

Phillips 66

     365,897  
3,094   

Pioneer Natural Resources Co.

     440,338  
28,192   

ProPetro Holding Corp.*

     460,657  


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

94,137   

PTT PCL

   $ 146,889  
1   

Repsol S.A.

     11  
3,098   

Royal Dutch Shell plc Class A

     96,039  
110,954   

Royal Dutch Shell plc Class A, ADR

     6,849,190  
102,645   

Royal Dutch Shell plc Class B

     3,186,988  
80,907   

Saipem S.p.A.*

     384,633  
23,030   

Schlumberger Ltd.

     1,018,156  
145,685   

Snam S.p.A.

     695,694  
11,667   

SRC Energy, Inc.*

     57,402  
14,981   

Suncor Energy, Inc.

     484,186  
192,701   

Surgutneftegas PJSC ADR

     797,665  
2,864   

Tallgrass Energy GP L.P.

     68,249  
3,851   

Targa Resources Corp.

     165,632  
10,343   

Tenaris S.A. ADR

     258,265  
201,788   

Total S.A.

     11,062,244  
60,017   

Total S.A. ADR

     3,284,730  
12,558   

Tourmaline Oil Corp.

     171,269  
70,027   

TransCanada Corp.

     2,977,980  
69,786   

Trican Well Service Ltd.*

     70,638  
16,300   

Ultrapar Participacoes S.A.

     255,637  
946   

Valero Energy Corp.

     83,078  
2,955   

Vermilion Energy, Inc.(2)

     72,416  
3,847   

Viper Energy Partners L.P.

     121,988  
12,819   

Williams Cos., Inc.

     345,216  
26,091   

WPX Energy, Inc.*

     319,876  
37,938   

YPF S.A. ADR

     620,286  
     

 

 

 
                84,372,124  
     

 

 

 
  

Food & Staples Retailing - 0.1%

 

99,628   

J Sainsbury plc

     373,052  
     

 

 

 
  

Food, Beverage & Tobacco - 0.5%

 

1,797   

Adecoagro S.A.*

     13,693  
704   

AGT Food & Ingredients, Inc.(2)

     8,776  
5,735   

Archer-Daniels-Midland Co.

     257,501  
18,982   

Astra Agro Lestari Tbk PT

     19,033  
8,245   

Australian Agricultural Co., Ltd.*

     6,421  
18,855   

BRF S.A.*

     121,695  
156,205   

Bumitama Agri Ltd.

     80,231  
3,289   

Bunge Ltd.

     181,125  
45,135   

China Agri-Industries Holdings Ltd.

     16,070  
1,217   

Darling Ingredients, Inc.*

     25,886  
39,415   

First Resources Ltd.

     50,106  
608   

Fresh Del Monte Produce, Inc.

     19,444  
1,562   

Glanbia plc

     29,849  
61,850   

Golden Agri-Resources Ltd.

     11,672  
2,600   

GrainCorp Ltd. Class A

     17,958  
370   

Hokuto Corp.

     6,754  
1,308   

Ingredion, Inc.

     129,492  
15,010   

IOI Corp. Bhd

     17,084  
1,340   

Kernel Holding S.A.

     18,433  
8,005   

Kuala Lumpur Kepong Bhd

     48,233  
1,997   

MHP SE GDR

     22,067  
660   

NH Foods Ltd.

     26,117  
1,451   

Origin Enterprises plc

     9,498  
3,759   

Pilgrim’s Pride Corp.*

     76,157  
336   

Prima Meat Packers Ltd.

     6,362  
1,184   

S&W Seed Co.*

     2,771  
12,540   

Sao Martinho S.A.

     66,152  
765   

Select Harvests Ltd.

     3,352  
4,782   

Tate & Lyle plc

     43,166  
3,474   

Tiger Brands Ltd.

     72,845  
330   

Tyson Foods, Inc. Class A

     20,434  
43,935   

Wilmar International Ltd.

     108,816  
     

 

 

 
        1,537,193  
     

 

 

 


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Insurance - 0.5%

 

28,425   

Assicurazioni Generali S.p.A.

   $ 497,644  
22,215   

Dai-ichi Life Holdings, Inc.

     360,705  
579,778   

Shin Kong Financial Holding Co., Ltd.

     166,539  
36,460   

T&D Holdings, Inc.

     452,617  
25,582   

Tongyang Life Insurance Co., Ltd.

     113,173  
     

 

 

 
                1,590,678  
     

 

 

 
  

Materials - 17.7%

 

79,149   

Acacia Mining plc*

     202,537  
14,393   

Agnico Eagle Mines Ltd.

     626,021  
1,582   

Alcoa Corp.*

     46,954  
3,040   

Allegheny Technologies, Inc.*

     83,266  
185,342   

Alrosa PJSC*

     279,445  
111,210   

Alumina Ltd.

     197,784  
161,680   

Aluminum Corp. of China Ltd. Class H*

     59,699  
337   

American Vanguard Corp.

     5,904  
59,284   

Angang Steel Co., Ltd. Class H

     44,596  
13,228   

Anglo American Platinum Ltd.

     638,514  
84,701   

Anglo American plc

     2,164,600  
25,201   

AngloGold Ashanti Ltd.

     355,419  
17,978   

Antofagasta plc

     205,523  
49,853   

ArcelorMittal

     1,159,940  
163,928   

Barrick Gold Corp.

     2,194,523  
141,693   

BHP Group Ltd.

     3,617,833  
20,634   

BHP Group Ltd. ADR

     1,056,254  
89,691   

BHP Group plc

     2,003,939  
32,985   

BHP Group plc ADR

     1,483,665  
24,585   

BlueScope Steel Ltd.

     224,618  
12,295   

Boliden AB*

     307,722  
1,989   

Buzzi Unicem S.p.A.

     37,998  
50,435   

Centerra Gold, Inc.*

     255,639  
10,565   

CF Industries Holdings, Inc.

     461,162  
590,800   

China BlueChemical Ltd. Class H

     192,616  
159,740   

China Molybdenum Co., Ltd. Class H

     65,078  
511,975   

China Steel Corp.

     426,889  
109,280   

China Zhongwang Holdings Ltd.

     54,951  
11,823   

Cia de Minas Buenaventura S.A.A ADR

     185,030  
26,268   

Cia Siderurgica Nacional S.A.*

     73,463  
3,942   

Cleveland-Cliffs, Inc.

     42,219  
349   

Daido Steel Co., Ltd.

     14,589  
21,852   

Eldorado Gold Corp*(2)

     81,945  
64,175   

Eregli Demir ve Celik Fabrikalari T.A.S.

     105,403  
5,361   

Feng Hsin Steel Co., Ltd.

     10,214  
17,310   

Fertilizantes Heringer S.A.*

     18,795  
45,238   

First Quantum Minerals Ltd.

     523,665  
69,204   

Fortescue Metals Group Ltd.

     285,876  
11,593   

Franco-Nevada Corp.

     899,330  
87,441   

Freeport-McMoRan, Inc.

     1,017,813  
14,202   

Fresnillo plc

     187,508  
72,952   

Gerdau S.A. ADR

     315,882  
514,024   

Glencore plc*

     2,090,187  
172,530   

Gold Fields Ltd.

     700,129  
53,832   

Goldcorp, Inc.

     602,253  
170,464   

Grupo Mexico S.A.B. de C.V. Class B

     405,696  
40,009   

Harmony Gold Mining Co., Ltd.*

     80,340  
46,817   

Hindalco Industries Ltd.

     137,933  
42,453   

Hitachi Metals Ltd.

     477,597  
3,637   

Hyundai Steel Co.

     167,354  
56,715   

Impala Platinum Holdings Ltd.*

     166,578  
9,927   

Industrias Penoles S.A.B. de C.V.

     135,499  
1,007   

International Paper Co.

     47,762  
9,079   

Intrepid Potash, Inc.*

     28,236  
2,446   

Jastrzebska Spolka Weglowa S.A.*

     44,974  
22,834   

JFE Holdings, Inc.

     402,504  
61,178   

Jiangxi Copper Co., Ltd. Class H

     77,778  


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

9,113   

Jindal Steel & Power Ltd.*

   $ 17,407  
23,184   

JSR Corp.

     374,849  
33,749   

JSW Steel Ltd.

     130,807  
987   

K+S AG

     19,222  
6,640   

KGHM Polska Miedz S.A.*

     168,452  
158,600   

Kinross Gold Corp.*

     531,740  
12,315   

Kobe Steel Ltd.

     98,929  
394   

Korea Zinc Co., Ltd.

     156,025  
2,642   

Kumba Iron Ore Ltd.

     68,006  
975   

Kumiai Chemical Industry Co., Ltd.

     6,060  
13,450   

Kyoei Steel Ltd.

     219,598  
9,326   

LafargeHolcim Ltd.*

     438,581  
35,752   

Lundin Mining Corp.

     163,257  
343   

Martin Marietta Materials, Inc.

     60,601  
1,931   

Maruichi Steel Tube Ltd.

     62,024  
4,877   

Mitsubishi Materials Corp.

     139,607  
28,780   

MMC Norilsk Nickel PJSC ADR

     599,439  
98,391   

MMG Ltd.*

     36,272  
15,556   

Mosaic Co.

     502,148  
48,405   

Newcrest Mining Ltd.

     861,163  
46,907   

Newmont Mining Corp.

     1,599,998  
33,088   

Nippon Steel & Sumitomo Metal Corp.

     612,734  
57,764   

Norsk Hydro ASA

     267,795  
22,401   

Nucor Corp.

     1,371,837  
10,316   

Nufarm Ltd.

     46,894  
7,207   

Nutrien Ltd.

     373,363  
897   

OCI N.V.*

     18,969  
5,607   

Pacific Metals Co., Ltd.

     150,717  
727   

Packaging Corp. of America

     68,571  
205,931   

Petra Diamonds Ltd.*

     88,971  
4,556   

Polyus PJSC GDR

     190,287  
3,281   

POSCO

     809,921  
49,637   

Press Metal Aluminium Holdings Bhd

     52,470  
132,785   

Resolute Mining Ltd.

     109,336  
18,714   

Rio Tinto Ltd.

     1,189,943  
52,810   

Rio Tinto plc

     2,921,561  
34,847   

Rio Tinto plc ADR

     1,960,841  
4,631   

Salzgitter AG

     139,915  
35,505   

SEMAFO, Inc.*

     80,254  
11,543   

Severstal PJSC GDR

     176,146  
31,467   

Shougang Fushan Resources Group Ltd.

     6,694  
84,600   

Sinofert Holdings Ltd.*(2)

     9,950  
233,538   

South32 Ltd.

     597,421  
11,850   

Southern Copper Corp.

     398,397  
17,912   

Steel Dynamics, Inc.

     655,400  
10,614   

Sumitomo Metal Mining Co., Ltd.

     306,988  
15,029   

Tata Steel Ltd.

     101,201  
33,980   

Teck Resources Ltd. Class B

     827,551  
17,602   

thyssenkrupp AG

     312,824  
31,625   

Tokyo Steel Manufacturing Co., Ltd.

     267,031  
40,569   

Turquoise Hill Resources Ltd.*

     67,926  
1,025   

United States Steel Corp.

     23,104  
138,262   

Vale S.A.

             1,724,863  
68,888   

Vale S.A. ADR

     856,967  
63,602   

Vedanta Ltd.

     177,521  
3,769   

Vicat S.A.

     188,477  
5,169   

voestalpine AG

     165,180  
2,215   

Vulcan Materials Co.

     225,155  
108,393   

Western Areas Ltd.

     186,133  
27,288   

Wheaton Precious Metals Corp.

     574,856  
10,097   

Yamato Kogyo Co., Ltd.

     263,675  
5,073   

Yara International ASA

     209,774  
65,286   

Zhaojin Mining Industry Co., Ltd. Class H

     68,535  
375,587   

Zijin Mining Group Co., Ltd. Class H

     140,954  
     

 

 

 
        53,020,928  
     

 

 

 


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Media & Entertainment - 0.2%

 

17,560   

Comcast Corp. Class A

   $ 642,169  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 0.0%

 

586   

Aurora Cannabis, Inc.*(2)

     4,148  
5,388   

Auxly Cannabis Group, Inc.*

     3,896  
445   

Bayer AG

     33,729  
633   

CannTrust Holdings, Inc.*

     4,875  
93   

Canopy Growth Corp.*(2)

     4,560  
289   

Cronos Group, Inc.*

     5,688  
1,624   

Emerald Health Therapeutics, Inc.*

     4,301  
1,959   

Genus plc

     57,195  
1,742   

Green Organic Dutchman Holdings Ltd. UNIT*

     4,667  
32   

GW Pharmaceuticals plc ADR*

     4,568  
850   

HEXO Corp.*

     4,819  
54   

Tilray, Inc.*

     4,346  
     

 

 

 
        136,792  
     

 

 

 
  

Real Estate - 0.8%

 

5,139   

American Tower Corp. REIT

     888,225  
23,137   

British Land Co. plc REIT

     174,293  
7,640   

Equity LifeStyle Properties, Inc. REIT

     808,923  
6,527   

Five Point Holdings LLC Class A*(2)

     50,062  
15,276   

Land Securities Group plc REIT

     173,724  
13,100   

Mitsubishi Estate Co., Ltd. REIT

     232,021  
     

 

 

 
        2,327,248  
     

 

 

 
  

Retailing - 0.1%

 

32,278   

Vivo Energy plc(1)

     54,994  
15,635   

Xebio Holdings Co., Ltd.

     183,219  
     

 

 

 
        238,213  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 0.1%

 

6,460   

Tokyo Seimitsu Co., Ltd.

     189,185  
     

 

 

 
  

Telecommunication Services - 1.3%

 

260,231   

BT Group plc

     793,549  
45,360   

China Mobile Ltd.

     477,066  
873,070   

China Telecom Corp. Ltd. Class H

     474,008  
3,556,000   

China Tower Corp. Ltd. Class H*(1)

     763,650  
457,990   

China Unicom Hong Kong Ltd.

     524,617  
11,119   

KT Corp.

     285,817  
26,031   

NTT DOCOMO, Inc.

     625,441  
     

 

 

 
        3,944,148  
     

 

 

 
  

Transportation - 0.6%

 

285   

AP Moller - Maersk A/S Class B

     381,155  
8,069   

Canadian National Railway Co.

     673,363  
14,189   

D/S Norden A/S*

     198,286  
1,733   

Kirby Corp.*

     129,819  
270   

Norfolk Southern Corp.

     45,290  
644,405   

Pacific Basin Shipping Ltd.

     127,958  
99,011   

PostNL N.V.

     255,825  
345   

Union Pacific Corp.

     54,879  
     

 

 

 
                1,866,575  
     

 

 

 
  

Utilities - 4.2%

 

13,214   

Avangrid, Inc.(2)

     658,982  
119,177   

Beijing Enterprises Holdings Ltd.

     677,489  
188,153   

Centrica plc

     338,119  
902,620   

China Longyuan Power Group Corp. Ltd. Class H

     675,704  
15,300   

Cia de Saneamento do Parana

     310,472  
65,278   

CK Infrastructure Holdings Ltd.

     527,047  
72,077   

E.ON SE

     801,235  
11,125   

Edison International

     633,791  
115,647   

Enel S.p.A.

     698,961  
63,671   

Engie S.A.

     1,020,730  
51,499   

ENN Energy Holdings Ltd.

     493,240  
224,316   

Guangdong Investment Ltd.

     428,372  


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

1,824,878    Huaneng Renewables Corp. Ltd. Class H    $ 526,240  
113,541    Iberdrola S.A.      938,389  
4,117    Innogy SE*      176,241  
51,110    National Grid plc      556,557  
2,908    NextEra Energy Partners L.P.      116,785  
3,582    NextEra Energy, Inc.      641,106  
102,361    NTPC Ltd.      201,272  
14,222    Osaka Gas Co., Ltd.      281,573  
5,955    Sempra Energy      696,616  
19,351    Severn Trent plc      508,490  
13,013    UGI Corp.      742,131  
     

 

 

 
        12,649,542  
     

 

 

 
  

Total Common Stocks
(cost $175,094,280)

   $         175,533,281  
     

 

 

 

Corporate Bonds - 0.9%

  
  

Construction Materials - 0.1%

  
$        150,000   

Eagle Materials, Inc.
4.50%, 08/01/2026

     149,194  
125,000   

Standard Industries, Inc.
5.38%, 11/15/2024(4)

     124,063  
     

 

 

 
        273,257  
     

 

 

 
  

Electric - 0.0%

  
100,000   

Abu Dhabi National Energy Co. PJSC
6.25%, 09/16/2019(4)

     101,742  
     

 

 

 
  

Home Builders - 0.2%

  
150,000   

KB Home
7.50%, 09/15/2022

     159,187  
100,000   

M/I Homes, Inc.
5.63%, 08/01/2025

     92,000  
100,000   

Taylor Morrison Communities, Inc. / Taylor Morrison Holdings II, Inc.
5.63%, 03/01/2024(1)

     98,000  
100,000   

TRI Pointe Group, Inc. / TRI Pointe Homes, Inc.
5.88%, 06/15/2024

     96,375  
     

 

 

 
        445,562  
     

 

 

 
  

Iron/Steel - 0.0%

  
75,000   

AK Steel Corp.
7.63%, 10/01/2021

     72,375  
75,000   

United States Steel Corp.
6.65%, 06/01/2037

     62,625  
     

 

 

 
        135,000  
     

 

 

 
  

Mining - 0.2%

  
EUR         350,000   

Anglo American Capital plc
1.63%, 09/18/2025(4)

     390,641  
$        125,000   

New Gold, Inc.
6.38%, 05/15/2025(1)

     105,391  
125,000   

Teck Resources Ltd.
8.50%, 06/01/2024(1)

     134,686  
     

 

 

 
        630,718  
     

 

 

 
  

Oil & Gas - 0.3%

  
  

Anadarko Petroleum Corp.

  
25,000   

4.50%, 07/15/2044

     22,601  
50,000   

6.45%, 09/15/2036

     56,862  
75,000   

Carrizo Oil & Gas, Inc.
6.25%, 04/15/2023

     74,062  
250,000   

Devon Energy Corp.
5.85%, 12/15/2025

     272,411  
50,000   

Diamondback Energy, Inc.
4.75%, 11/01/2024

     49,875  
GBP         100,000   

Gazprom OAO Via Gaz Capital S.A.
5.34%, 09/25/2020(4)

     136,829  
$          75,000   

Laredo Petroleum, Inc.
6.25%, 03/15/2023(2)

     71,790  


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$        75,000   

Noble Energy, Inc.
6.00%, 03/01/2041

   $ 77,382  
50,000   

Occidental Petroleum Corp.
4.40%, 04/15/2046

     51,484  
53,000   

Petrobras Global Finance B.V.
5.30%, 01/27/2025

     52,966  
150,000   

Valero Energy Corp.
3.40%, 09/15/2026

     142,968  
     

 

 

 
     1,009,230  
     

 

 

 
  

Oil & Gas Services - 0.1%

 

200,000   

Alpha Star Holding Ltd.
6.25%, 04/20/2022(4)

     176,280  
     

 

 

 
  

Total Corporate Bonds
(cost $2,814,942)

   $ 2,771,789  
     

 

 

 

Foreign Government Obligations - 1.1%

 

  

Argentina - 0.1%

 

ARS   4,100,000   

Argentina POM Politica Monetaria
56.47%, 06/21/2020(5)

     120,727  
  

Argentine Republic Government International Bond

 

EUR      100,000   

3.38%, 01/15/2023

     97,005  
125,000   

5.00%, 01/15/2027(4)

     113,744  
     

 

 

 
     331,476  
     

 

 

 
  

Germany - 0.2%

 

$        460,746   

Deutsche Bundesrepublik Inflation Linked Bond
0.10%, 04/15/2026(4)(6)

     575,543  
     

 

 

 
  

Greece - 0.0%

 

18,925,000   

Hellenic Republic Government Bond
0.00%, 10/15/2042(5)

     66,717  
     

 

 

 
  

Indonesia - 0.1%

 

250,000   

Indonesia Government International Bond
2.63%, 06/14/2023(4)

     302,058  
     

 

 

 
  

Japan - 0.3%

 

  

Japanese Government CPI Linked Bond

 

JPY    98,970,300   

0.10%, 03/10/2026(6)

     937,238  
4,237,548   

0.10%, 03/10/2028(6)

     40,136  
     

 

 

 
     977,374  
     

 

 

 
  

Mexico - 0.4%

 

  

Mexican Udibonos

 

MXN    16,493,651   

2.00%, 06/09/2022(6)

     802,026  
4,008,457   

4.00%, 11/08/2046(6)

     197,992  
     

 

 

 
     1,000,018  
     

 

 

 
  

Total Foreign Government Obligations
(cost $3,437,587)

   $ 3,253,186  
     

 

 

 

U.S. Government Securities - 18.4%

 

  

United States - 18.4%

 

  

U.S. Treasury Bonds - 2.6%

 

$        497,750   

0.75%, 02/15/2045(6)

   $ 458,993  
104,421   

0.88%, 02/15/2047(6)

     98,913  
117,020   

1.00%, 02/15/2046(6)

     114,396  
570,437   

1.75%, 01/15/2028(6)

     617,164  
986,215   

2.38%, 01/15/2025(6)

     1,081,803  
626,710   

2.38%, 01/15/2027(6)

     704,073  
938,037   

3.63%, 04/15/2028(6)

     1,170,971  
3,246,094   

2.00%, 01/15/2026(6)

     3,521,457  
     

 

 

 
     7,767,770  
     

 

 

 
  

U.S. Treasury Notes - 15.8%

 

$      2,087,410   

0.13%, 04/15/2021(6)(8)

   $         2,052,511  
2,106,192   

0.13%, 01/15/2022(6)

     2,067,485  
6,323,400   

0.13%, 01/15/2023(6)

     6,179,368  
1,710,826   

0.13%, 07/15/2024(6)

     1,664,455  
1,000,894   

0.13%, 07/15/2026(6)

     958,681  


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$        5,127,412   

0.25%, 01/15/2025(6)

   $ 4,988,245  
2,033,595   

0.38%, 07/15/2023(6)

     2,013,240  
1,515,937   

0.38%, 07/15/2025(6)

     1,488,006  
1,319,180   

0.38%, 01/15/2027(6)

     1,279,038  
951,199   

0.38%, 07/15/2027(6)

     923,245  
909,278   

0.50%, 01/15/2028(6)

     886,297  
2,257,562   

0.63%, 07/15/2021(6)(8)

     2,258,092  
3,191,109   

0.63%, 04/15/2023(6)

     3,176,026  
5,302,387   

0.63%, 01/15/2024(6)(7)

     5,287,251  
2,309,427   

0.63%, 01/15/2026(6)

     2,290,663  
6,731,621   

0.75%, 07/15/2028(6)

     6,731,709  
1,304,216   

1.25%, 07/15/2020(6)

     1,314,481  
1,652,062   

1.38%, 01/15/2020(6)

     1,654,514  
     

 

 

 
        47,213,307  
     

 

 

 
        54,981,077  
     

 

 

 
  

Total U.S. Government Securities
(cost $55,275,831)

   $ 54,981,077  
     

 

 

 

Convertible Bonds - 0.0%

 

  

Construction Materials - 0.0%

 

75,000   

Cemex S.A.B. de C.V.
3.72%, 03/15/2020

     73,815  
     

 

 

 

Exchange-Traded Funds - 7.7%

 

  

Investment Company Securities - 0.7%

 

88,647   

Invesco Senior Loan ETF(2)

     1,989,239  
     

 

 

 
  

Other Investment Pools & Funds - 7.0%

 

200,488   

Energy Select Sector SPDR Fund

     12,787,125  
48,565   

SPDR S&P Oil & Gas Exploration & Production ETF

     1,483,175  
297,406   

VanEck Vectors Gold Miners ETF

     6,748,142  
     

 

 

 
        21,018,442  
     

 

 

 
  

Total Exchange-Traded Funds
(cost $22,435,547)

   $ 23,007,681  
     

 

 

 

Preferred Stocks - 0.2%

 

  

Materials - 0.1%

 

42,554   

Gerdau S.A.

     182,597  
     

 

 

 
  

Telecommunication Services - 0.0%

 

9,800   

Telefonica Brasil S.A.

     130,830  
     

 

 

 
  

Utilities - 0.1%

 

29,300   

Cia Paranaense de Energia

     283,665  
     

 

 

 
  

Total Preferred Stocks
(cost $494,625)

   $ 597,092  
     

 

 

 
  

Total Long-Term Investments
(cost $259,629,499)

   $         260,217,921  
     

 

 

 

Short-Term Investments - 18.6%

 

  

Other Investment Pools & Funds - 17.5%

 

52,132,357   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(9)

     52,132,357  
     

 

 

 
  

Securities Lending Collateral - 1.1%

 

166,509   

Citibank NA DDCA, 2.39%, 2/1/2019(9)

     166,509  
1,849,624   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.31%(9)

     1,849,624  
736,654   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.29%(9)

     736,654  
101,055   

Invesco Government & Agency Portfolio, Institutional Class, 2.28%(9)

     101,055  
431,586   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(9)

     431,586  
44,751   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.25%(9)

   $ 44,751  
     

 

 

 
        3,330,179  
     

 

 

 
  

Total Short-Term Investments
(cost $55,462,536)

   $ 55,462,536  
     

 

 

 


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

             

Total Investments
(cost $315,092,035)

     105.6   $ 315,680,457  
    

Other Assets and Liabilities

     (5.6 )%      (16,672,133
       

 

 

   

 

 

 
    

Total Net Assets

     100.0   $     299,008,324  
       

 

 

   

 

 

 

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 January 31, 2019, the Fund invested 19.0% of its total assets in the Subsidiary.

 

*

Non-income producing.

(1)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $1,480,998, representing 0.5% of net assets.

(2)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(3)

Investment valued using significant unobservable inputs.

(4)

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $1,920,900, representing 0.6% of net assets.

(5)

Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

(6)

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

(7)

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

(8)

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

(9)

Current yield as of period end.

(10)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2019, the aggregate fair value of these securities was $0, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

 

Futures Contracts Outstanding at January 31, 2019

 

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

Long position contracts:

          

Brent Crude Oil Future

     19        02/28/2019      $     1,155,960     $ (133,605

Brent Crude Oil Future

     7        03/29/2019        426,510       (1,733

Brent Crude Oil Future

     7        04/25/2019        2,940       (28,856

Brent Crude Oil Future

     11        05/31/2019        670,890       15,463  

Brent Crude Oil Future

     12        10/31/2019        728,160       (9,491

Coffee ‘C’ Future

     8        03/19/2019        317,700       (54,635

Coffee ‘C’ Future

     4        07/19/2019        167,625       1,852  

Copper Future

     42        03/27/2019        2,923,725       68,550  

Corn Future

     21        03/14/2019        395,325       802  

Corn Future

     43        07/12/2019        844,413       (5,654

Gasoline RBOB Future

     8        02/28/2019        462,874       22,675  

Gold 100oz Future

     37        04/26/2019        4,903,240       136,273  

KC Hard Red Winter Wheat Future

     17        03/14/2019        424,150       (389

KC Hard Red Winter Wheat Future

     14        05/14/2019        356,125       (6,559

KC Hard Red Winter Wheat Future

     20        07/12/2019        519,000       (5,953

LME Copper Future

     14        03/20/2019        2,158,625       (4,617

LME Copper Future

     1        06/19/2019        154,500       5,766  


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

LME Nickel Future

     10        03/20/2019          $         746,790      $ 82,368  

LME Primary Aluminum Future

     10        03/20/2019        477,875        (29,155

LME Primary Aluminum Future

     34        06/19/2019        1,633,275        (79,864

LME Zinc Future

     14        03/20/2019        958,475        100,116  

LME Zinc Future

     7        06/19/2019        472,850        45,486  

LME Zinc Future

     4        12/18/2019        262,100        10,588  

Lean Hogs Future

     28        04/12/2019        674,520        (56,959

Live Cattle Future

     9        06/28/2019        417,420        (4,535

Low Sulphur Gas Oil Future

     7        03/12/2019        407,575        12,884  

NY Harbor ULSD Future

     3        02/28/2019        236,552        28,330  

Natural Gas Future

     43        02/26/2019        1,210,020        (498,695

Platinum Future

     5        04/26/2019        206,175        4,115  

Silver Future

     3        03/27/2019        241,080        6,905  

Soybean Future

     7        03/14/2019        320,338        (3,266

Soybean Future

     12        07/12/2019        565,200        (3,702

Soybean Meal Future

     7        03/14/2019        217,000        (5,175

Soybean Meal Future

     11        05/14/2019        345,400        (2,503

Soybean Oil Future

     11        07/12/2019        203,214        9,534  

Sugar No. 11 Future

     34        02/28/2019        484,758        22,453  

WTI Crude Future

     22        02/20/2019        1,183,380        64,148  

WTI Crude Future

     2        03/20/2019        108,080        1,552  
           

 

 

 

Total

            $             (295,486 ) 
           

 

 

 

Short position contracts:

           

Brent Crude Oil Future

     7        10/29/2021          $         417,900      $ 3,824  

Cattle Feeder Future

     10        03/28/2019        712,750        13,461  

Euro-Bund Future

     2        03/07/2019        379,252        (2,371

ICE NewCastle Coal Future

     1        05/31/2019        98,850        11,438  

ICE NewCastle Coal Future

     1        06/28/2019        98,500        11,788  

ICE NewCastle Coal Future

     1        08/30/2019        98,250        9,588  

ICE NewCastle Coal Future

     1        09/27/2019        98,100        9,438  

ICE Rotterdam Coal Future

     1        08/30/2019        84,500        3,888  

ICE Rotterdam Coal Future

     1        09/27/2019        85,000        3,388  

Iron Ore 62% Fe Future

     1        06/28/2019        38,865        (4,547

Japanese 10-Year Bond Future

     1        03/13/2019        1,401,790        (2,279

LME Copper Future

     5        03/20/2019        770,938        (24,372

LME Nickel Future

     6        03/20/2019        448,074        (59,332

LME Primary Aluminum Future

     10        03/20/2019        477,875        185  

LME Primary Aluminum Future

     12        06/19/2019        576,450        8,656  

LME Zinc Future

     14        03/20/2019        958,475        (69,274

LME Zinc Future

     6        06/19/2019        405,300        (19,994

Lean Hogs Future

     22        07/15/2019        681,120        33,764  

Live Cattle Future

     12        04/30/2019        606,240        (5,061

Mini-10-Year JGB Future

     1        03/12/2019        140,243        (664

Natural Gas Future

     17        03/27/2019        470,050        (6,016

Natural Gas Future

     26        09/26/2019        745,160        (38,183

U.S. Treasury 10-Year Note Future

     79        03/20/2019        9,675,031        (146,903

U.S. Treasury Ultra Bond Future

     5        03/20/2019        805,625        (40,056

WTI Crude Future

     12        11/19/2021        638,040        2,841  

Wheat Future

     12        03/14/2019        309,900        (645

Wheat Future

     16        07/12/2019        421,600        36,878  
           

 

 

 

Total

            $ (270,560 ) 
           

 

 

 
           
           

 

 

 

Total futures contracts

            $ (566,046 ) 
           

 

 

 


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2019

 

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.BBB-.7

     GSC      USD      150,000          (3.00%)       01/17/47        Monthly        $ 8,490      $     $ 7,807     $ (683

CMBX.NA.BBB-.8

     GSC      USD      150,000          (3.00%)       10/17/57        Monthly          12,764              11,173       (1,591
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total

 

                 $ 21,254      $     $ 18,980     $ (2,274
                   

 

 

    

 

 

   

 

 

   

 

 

 

    

                          
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total traded indices

 

                 $ 21,254      $     $ 18,980     $ (2,274
                   

 

 

    

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

Sell protection:

 

AK Steel Corp.

     GSC      USD      75,000          5.00%       12/20/23        Quarterly      $ 706      $     $ (8,505   $ (9,211
                   

 

 

    

 

 

   

 

 

   

 

 

 
                          
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total traded single-name issues

 

        $ 706      $     $ (8,505   $ (9,211
                   

 

 

    

 

 

   

 

 

   

 

 

 
              
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC contracts

 

                 $ 21,960      $     $ 10,475     $ (11,485
                   

 

 

    

 

 

   

 

 

   

 

 

 

 

(a)

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

 

Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2019  
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.30.V1

     USD        1,140,000      (1.00%)     12/20/23        Quarterly      $ 44,947      $ 33,373      $ (11,574
                

 

 

    

 

 

    

 

 

 
                      
                

 

 

    

 

 

    

 

 

 

Total

        $ 44,947      $ 33,373      $ (11,574
                

 

 

    

 

 

    

 

 

 

 

(a)

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

 

        Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2019  

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

     8.05% Fixed        MXN        3,430,000        09/06/28        Monthly        $      $      $ (5,050)      $ (5,050)  

MXN-TIIE-Banxico-Bloomberg

     8.41% Fixed        MXN        9,125,000        09/06/28        Monthly          3,337               (1,556)        (4,893)  
                 

 

 

    

 

 

    

 

 

    

 

 

 

Total

 

         $ 3,337      $      $ (6,606)      $ (9,943)  
                 

 

 

    

 

 

    

 

 

    

 

 

 

 

OTC Total Return Swap Contracts Outstanding at January 31, 2019  
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       100,015     (0.12%)     05/31/19     Monthly   $ —       $ —       $             —       $ —    
Bloomberg Roll Select Agriculture   SGG     USD       1,998,118     (0.18%)     05/31/19     Monthly     —         —         —         —    
Bloomberg Roll Select Agriculture   SGG     USD       125,125     —           05/31/19     Monthly     —         —         —         —    
Bloomberg Roll Select Agriculture   SGG     USD       114,198     (0.18%)     11/29/19     Monthly     —         —         —         —    
Bloomberg Roll Select Energy   SGG     USD       367,030     (0.07%)     02/28/19     Monthly     —         —         —         —    
Bloomberg Roll Select Energy   SGG     USD       628,949     (0.07%)     10/31/19     Monthly     —         —         —         —    
Bloomberg Roll Select Energy   SGG     USD       1,149,370     (0.07%)     10/31/19     Monthly     —         —         —         —    
Bloomberg Roll Select Industrial   SGG     USD       660,806     (0.11%)     06/28/19     Monthly     —         —         —         —    


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

Bloomberg Roll Select Industrial

     SGG        USD        118,448      (0.11%)     11/29/19        Monthly                            

Bloomberg Roll Select Industrial

     SGG        USD        763,461      (0.11%)     01/31/20        Monthly                            

Bloomberg Roll Select Industrial

     SGG        USD        1,566,982      (0.11%)     01/31/20        Monthly                            

Bloomberg Roll Select Precious

     SGG        USD        414,814      (0.09%)     07/31/19        Monthly                            

Bloomberg Roll Select Precious

     SGG        USD        2,308,102      (0.09%)     07/31/19        Monthly                            

Bloomberg Roll Select Precious

     SGG        USD        434,805      (0.09%)     02/28/19        Monthly                            

Bloomberg Roll Select Precious

     SGG        USD        2,231,930      (0.09%)     02/28/19        Monthly                            

Bloomberg Roll Select Precious

     SGG        USD        944,577      (0.15%)     06/28/19        Monthly                            

Bloomberg Roll Select Precious

     SGG        USD        100,300      (0.09%)     11/29/19        Monthly                            

Bloomberg Roll Select Precious

     SGG        USD        259,539      (0.09%)     11/29/19        Monthly                            

Bloomberg Roll Select Precious

     SGG        USD        835,832      (0.09%)     01/31/20        Monthly                            

Bloomberg Silver Subindex

     JPM        USD        322,865      (0.07%)     04/30/19        Monthly                            

Bloomberg Soybean Meal Subindex

     MSC        USD        202,249      (0.40%)     06/28/19        Monthly                            

Bloomberg Soybean Meal Subindex

     BCLY        USD        37,134      (0.35%)     02/28/19        Monthly                            

Bloomberg Wheat Subindex

     BCLY        USD        171,151       —     04/30/19        Monthly                            

Markit iBoxx USD Liquid Leveraged Loan Index

     GSC        USD        1,350,000      (2.79%)     06/20/19        Quarterly               (1,339     47,843       49,182  

Phys Uranium 308 Phys Spot

     GSC        USD        447,410       —     06/24/19        Maturity                     (12,783     (12,783

Phys Uranium 308 Phys Spot

     GSC        USD        263,404       —     06/28/19        Maturity                     (11,339     (11,339

S&P SPGCINP

     GSC        USD        137,705      (0.10%)     05/31/19        Monthly                            

Silver Spot Index

     GSC        USD        86,027       —     05/31/19        Maturity                     9,038       9,038  
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total

 

      $         —      $ (1,339   $ 32,759     $ 34,098  
                   

 

 

    

 

 

   

 

 

   

 

 

 
        Foreign Currency Contracts Outstanding at January 31, 2019  
Amount and Description
of Currency to be
Purchased
     Amount and Description
of Currency to be
Sold
     Counterparty    Settlement
Date
         Appreciation          Depreciation  

10,000

     AUD          7,172        USD      DEUT      02/28/19      $ 100      $ —   

1,000

     BRL          254        USD      MSC      02/04/19        20        —   

1,000

     BRL          274        USD      BCLY      02/04/19               —   

1,000

     BRL          269        USD      BCLY      03/06/19        5        —   

135,000

     CHF          135,869        USD      BCLY      02/28/19        244        —   

631,700,000

     CLP          946,651        USD      MSC      02/28/19        16,696        —   

5,373,200,000

     COP          1,702,157        USD      BNP      02/28/19        26,321        —   

18,000

     EUR          20,438        USD      GSC      02/28/19        213        —   

99,000

     EUR          113,413        USD      JPM      02/28/19        170        —   

2,250,000

     GBP          2,964,341        USD      BNP      02/28/19               (9,013

10,931,000,000

     IDR          773,657        USD      HSBC      02/28/19        5,987        —   

198,195,000

     JPY          1,806,733        USD      MSC      02/28/19        16,773        —   

31,560,000

     MXN          1,659,742        USD      CBK      02/28/19               (16,313

3,570,000

     NOK          417,353        USD      BCLY      02/28/19        6,494        —   

6,000

     NZD          4,102        USD      MSC      02/28/19        48        —   

2,515,000

     PEN          750,858        USD      BNP      02/28/19        4,284        —   

7,403,000

     RUB          111,681        USD      BOA      02/28/19        1,132        —   

160,000

     THB          5,061        USD      JPM      02/28/19        64        —   

6,000

     TRY          1,116        USD      UBS      02/28/19        27        —   

7,171

     USD          10,000        AUD      DEUT      02/28/19               (101

274

     USD          1,000        BRL      MSC      02/04/19               —   

269

     USD          1,000        BRL      BCLY      02/04/19               (5

2,266

     USD          3,000        CAD      BNP      02/28/19               (19

7,627,953

     USD          6,718,000        EUR      GSC      02/28/19               (79,605

142,288

     USD          108,000        GBP      BNP      02/28/19        432         

980,483

     USD          107,557,000        JPY      MSC      02/28/19               (9,102

269,445

     USD          301,530,000        KRW      BCLY      02/28/19               (1,764

830,187

     USD          15,786,000        MXN      CBK      02/28/19        8,160         

273,464

     USD          400,000        NZD      MSC      02/28/19               (3,196

11,164

     USD          740,000        RUB      BOA      02/28/19               (113

9,620,000

     ZAR          700,742        USD      CBK      02/28/19        22,221         

Total

 

   $ 109,391      $ (119,231

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


 

The Hartford Global Real Asset Fund (continued)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

  

Counterparty Abbreviations:

  
BCLY   

Barclays

  
BNP   

BNP Paribas Securities Services

  
BOA   

Banc of America Securities LLC

  
CBK   

Citibank NA

  
DEUT   

Deutsche Bank Securities, Inc.

  
GSC   

Goldman Sachs & Co.

  
HSBC   

HSBC Bank USA

  
JPM   

JP Morgan Chase & Co.

  
MSC   

Morgan Stanley

  
SGG   

Societe Generale Group

  
UBS   

UBS AG

  

Currency Abbreviations:

  
ARS   

Argentine Peso

  
AUD   

Australian Dollar

  
BRL   

Brazilian Real

  
CAD   

Canadian Dollar

  
CHF   

Swiss Franc

  
CLP   

Chilean Peso

  
COP   

Colombian Peso

  
EUR   

Euro

  
GBP   

British Pound

  
IDR   

Indonesian Rupiah

  
JPY   

Japanese Yen

  
KRW   

South Korean Won

  
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:

  
CDX.EM   

Credit Derivatives Emerging Markets

  
CMBX.NA   

Markit Commercial Mortgage Backed North American

  
CPI   

Consumer Price Index

  
S&P   

Standard & Poors

  
iBoxx    Markit iBoxx Indices - Euro, Sterling, Asian, US Dollar and European High-Yield
Bond Markets

Other Abbreviations:

  
ADR   

American Depositary Receipt

  
DDCA   

Dollars on Deposit in Custody Account

  
ETF   

Exchange-Traded Fund

  
GDR   

Global Depositary Receipt

  
OTC   

Over-the-Counter

  
PJSC   

Private Joint Stock Company

  


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

PT   

Perseroan Terbatas

  
REIT   

Real Estate Investment Trust

  
SPDR   

Standard & Poor’s Depositary Receipt

  
TIIE   

Interbank Equilibrium Interest Rate

  


 

The Hartford Global Real Asset Fund (consolidated)

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total     Level 1     Level 2     Level 3(1)  

Assets

        

Common Stocks

 

Automobiles & Components

   $ 282,721     $     $ 282,721     $  

Banks

     4,737,864             4,737,864        

Capital Goods

     4,633,930       2,806,341       1,827,589        

Commercial & Professional Services

     744,228       255,195       489,033        

Consumer Durables & Apparel

     603,007       603,007              

Diversified Financials

     1,643,684       739,175       904,509        

Energy

     84,372,124       54,557,767       29,814,357        

Food & Staples Retailing

     373,052             373,052        

Food, Beverage & Tobacco

     1,537,193       993,426       543,767        

Insurance

     1,590,678             1,590,678        

Materials

     53,020,928       23,619,852       29,401,076        

Media & Entertainment

     642,169       642,169              

Pharmaceuticals, Biotechnology & Life Sciences

     136,792       103,063       33,729        

Real Estate

     2,327,248       1,747,210       580,038        

Retailing

     238,213       54,994       183,219        

Semiconductors & Semiconductor Equipment

     189,185             189,185        

Telecommunication Services

     3,944,148             3,944,148        

Transportation

     1,866,575       903,351       963,224        

Utilities

     12,649,542       4,003,938       8,645,604        

Corporate Bonds

     2,771,789             2,771,789        

Foreign Government Obligations

     3,253,186             3,253,186        

U.S. Government Securities

     54,981,077             54,981,077        

Convertible Bonds

     73,815             73,815        

Exchange-Traded Funds

     23,007,681       23,007,681              

Preferred Stocks

     597,092       597,092              

Short-Term Investments

     55,462,536       55,462,536              

Foreign Currency Contracts(2)

     109,391             109,391        

Futures Contracts(2)

     788,997       788,997              

Swaps - Total Return(2)

     58,220             58,220        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     316,637,065     $     170,885,794     $     145,751,271     $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (119,231   $     $ (119,231   $  

Futures Contracts(2)

     (1,355,043     (1,326,187     (28,856      

Swaps - Credit Default(2)

     (23,059           (23,059      

Swaps - Interest Rate(2)

     (9,943           (9,943      

Swaps - Total Return(2)

     (24,122           (24,122      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (1,531,398   $ (1,326,187   $ (205,211   $                       —  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) 

For the period ended January 31, 2019, there were no transfers in and out of Level 3.

 

(2) 

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2019 is not presented.


 

The Hartford Growth Allocation Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Shares or Principal Amount     Market Value  

Affiliated Investment Companies - 99.8%

 

  

Domestic Equity Funds - 58.2%

 

3,494,416   

Hartford Core Equity Fund, Class F

 

  $ 101,198,301  
1,529,691   

Hartford Multifactor US Equity ETF

 

    46,563,794  
2,416,797   

Hartford Quality Value Fund, Class F

 

    43,961,539  
2,387,997   

Hartford Small Cap Value Fund, Class F

 

    23,879,969  
4,130,109   

The Hartford Equity Income Fund, Class F

 

    74,094,155  
805,158   

The Hartford Growth Opportunities Fund, Class F

 

    30,942,230  
1,188,456   

The Hartford MidCap Fund, Class F

 

    33,324,293  
       

 

 

 
  

Total Domestic Equity Funds
(cost $360,056,887)

 

  $ 353,964,281  
       

 

 

 
  

International/Global Equity Funds - 21.6%

 

1,179,903   

Hartford Emerging Markets Equity Fund, Class F

 

    10,465,736  
1,528,307   

Hartford Multifactor Developed Markets (ex-US) ETF

 

    42,013,159  
4,920,292   

Hartford Schroders International Multi-Cap Value Fund, Class F

 

    44,036,617  
2,428,825   

The Hartford International Opportunities Fund, Class F

 

    34,707,916  
       

 

 

 
  

Total International/Global Equity Funds
(cost $136,769,735)

 

  $ 131,223,428  
       

 

 

 
  

Multi-Strategy Funds - 4.0%

 

2,735,314   

The Hartford Global Real Asset Fund, Class F

 

    24,043,406  
       

 

 

 
  

Total Multi-Strategy Funds
(cost $24,494,730)

 

  $ 24,043,406  
       

 

 

 
  

Taxable Fixed Income Funds - 16.0%

 

1,318,091   

Hartford Schroders Emerging Markets Multi-Sector Bond Fund, Class F

 

    12,007,807  
439,354   

Hartford Short Duration ETF

 

    17,613,702  
366,562   

Hartford Total Return Bond ETF

 

    14,391,224  
2,423,677   

The Hartford Quality Bond Fund, Class F

 

    23,558,137  
746,864   

The Hartford Strategic Income Fund, Class F

 

    6,236,316  
2,211,777   

The Hartford World Bond Fund, Class F

 

    23,378,487  
       

 

 

 
  

Total Taxable Fixed Income Funds
(cost $98,645,471)

 

  $ 97,185,673  
       

 

 

 
  

Total Affiliated Investment Companies
(cost $619,966,823)

 

  $ 606,416,788  
       

 

 

 
  

Total Long-Term Investments
(cost $619,966,823)

 

  $ 606,416,788  
       

 

 

 

Short-Term Investments - 0.3%

 

  

Other Investment Pools & Funds - 0.3%

 

1,566,069   

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.29%(1)

 

    1,566,069  
       

 

 

 
  

Total Short-Term Investments
(cost $1,566,069)

 

  $ 1,566,069  
       

 

 

 
  

Total Investments
(cost $621,532,892)

     100.1   $ 607,982,857  
  

Other Assets and Liabilities

     (0.1 )%      (361,744
     

 

 

   

 

 

 
  

Total Net Assets

     100.0   $   607,621,113  
     

 

 

   

 

 

 

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. 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.


 

The Hartford Growth Allocation Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

    

Other Abbreviations:

    
ETF   

Exchange-Traded Fund

  


 

The Hartford Growth Allocation Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

           

Affiliated Investment Companies

   $     606,416,788      $ 606,416,788      $      $  

Short-Term Investments

     1,566,069        1,566,069                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 607,982,857      $     607,982,857      $                       —      $                       —  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2019, there were no transfers in and out of Level 3.


 

The Hartford Healthcare Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Common Stocks - 95.2%

 

   Biotechnology - 27.1%

 

115,777   

Aimmune Therapeutics, Inc.*

   $ 2,723,075  
300,390   

Alder Biopharmaceuticals, Inc.*

     4,229,491  
529,406   

Alkermes plc*

     17,401,575  
143,415   

Alnylam Pharmaceuticals, Inc.*

     11,979,455  
159,358   

Arena Pharmaceuticals, Inc.*

     7,325,687  
211,815   

Audentes Therapeutics, Inc.*

     5,253,012  
58,817   

Biogen, Inc.*

     19,631,938  
147,667   

Bluebird Bio, Inc.*

     19,703,208  
241,563   

Calithera Biosciences, Inc.*

     1,077,371  
165,833   

Celgene Corp.*

     14,669,587  
356,248   

Clementia Pharmaceuticals, Inc.*(1)

     4,841,410  
842,151   

Coherus Biosciences, Inc.*

     11,335,352  
394,543   

CytomX Therapeutics, Inc.*

     6,699,340  
322,469   

Forty Seven, Inc.*

     4,737,070  
343,134   

G1 Therapeutics, Inc.*

     7,339,636  
71,209   

Galapagos N.V.*

     7,327,029  
64,568   

Genmab A/S*

     9,412,328  
237,978   

Genus plc

     6,948,053  
230,664   

Global Blood Therapeutics, Inc.*

     11,051,112  
474,574   

GlycoMimetics, Inc.*

     5,315,229  
236,811   

Heron Therapeutics, Inc.*

     6,370,216  
114,678   

Incyte Corp.*

     9,241,900  
651,743   

Ironwood Pharmaceuticals, Inc.*

     8,902,809  
457,189   

Karyopharm Therapeutics, Inc.*(1)

     3,872,391  
60,301   

Loxo Oncology, Inc.*

     14,146,615  
844,050   

Momenta Pharmaceuticals, Inc.*

     10,010,433  
185,905   

Neon Therapeutics, Inc.*

     788,237  
325,497   

Nightstar Therapeutics plc ADR*

     4,436,524  
397,332   

PhaseBio Pharmaceuticals, Inc.*

     1,311,196  
503,263   

Portola Pharmaceuticals, Inc.*(1)

     13,638,427  
299,200   

Ra Pharmaceuticals, Inc.*

     6,142,576  
159,421   

Radius Health, Inc.*

     2,912,622  
1,621,062   

Rigel Pharmaceuticals, Inc.*

     3,501,494  
508,029   

Seattle Genetics, Inc.*

     38,828,657  
104,719   

Spark Therapeutics, Inc.*

     5,007,663  
578,601   

Syndax Pharmaceuticals, Inc.*

     3,240,166  
96,098   

Ultragenyx Pharmaceutical, Inc.*

     4,739,553  
207,940   

UroGen Pharma Ltd.*

     8,612,875  
195,656   

Vertex Pharmaceuticals, Inc.*

     37,352,687  
94,527   

Zealand Pharma A/S ADR*

     1,384,821  
     

 

 

 
                363,442,820  
     

 

 

 
   Health Care Distributors - 1.1%

 

108,995   

McKesson Corp.

     13,978,609  
     

 

 

 
   Health Care Equipment - 21.4%

 

921,976   

Abbott Laboratories

     67,285,808  
216,194   

AtriCure, Inc.*

     6,691,204  
132,762   

Baxter International, Inc.

     9,623,917  
1,192,065   

Boston Scientific Corp.*

     45,477,280  
289,925   

Danaher Corp.

     32,158,481  
138,649   

Edwards Lifesciences Corp.*

     23,628,563  
105,698   

Globus Medical, Inc. Class A*

     4,761,695  
160,518   

Koninklijke Philips N.V.

     6,328,433  
564,572   

Medtronic plc

     49,902,519  
85,771   

NuVasive, Inc.*

     4,300,558  
411,558   

Smith & Nephew plc

     7,753,221  
80,250   

Stryker Corp.

     14,249,993  
134,682   

Zimmer Biomet Holdings, Inc.

     14,755,760  
     

 

 

 
        286,917,432  
     

 

 

 
   Health Care Facilities - 3.8%

 

355,110   

Acadia Healthcare Co., Inc.*

     9,715,810  
2,980,000   

China Resources Medical Holdings Co., Ltd.

     2,085,806  


 

The Hartford Healthcare Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

244,616   

HCA Healthcare, Inc.

   $ 34,106,809  
163,118   

NMC Health plc

     5,521,954  
     

 

 

 
        51,430,379  
     

 

 

 
  

Health Care Services - 0.0%

 

6,707   

Fresenius SE & Co. KGaA

     347,758  
     

 

 

 
  

Health Care Technology - 2.1%

 

242,221   

Cerner Corp.*

     13,300,355  
261,496   

HMS Holdings Corp.*

     7,842,265  
108,721   

Teladoc Health, Inc.*(1)

     6,979,888  
     

 

 

 
        28,122,508  
     

 

 

 
  

Life Sciences Tools & Services - 5.2%

 

17,100   

Bio-Techne Corp.

     2,983,266  
50,673   

ICON plc*

     7,088,139  
141,370   

Syneos Health, Inc.*

     7,215,525  
6,041   

Tecan Group AG

     1,219,885  
174,752   

Thermo Fisher Scientific, Inc.

     42,931,324  
777,079   

WuXi AppTec Co., Ltd. Class H*(2)

     7,922,153  
     

 

 

 
        69,360,292  
     

 

 

 
  

Managed Health Care - 12.9%

 

135,817   

Anthem, Inc.

     41,152,551  
43,810   

Humana, Inc.

     13,536,852  
49,089   

Molina Healthcare, Inc.*

     6,527,855  
333,660   

UnitedHealth Group, Inc.

     90,154,932  
74,544   

WellCare Health Plans, Inc.*

     20,609,925  
     

 

 

 
                171,982,115  
     

 

 

 
  

Pharmaceuticals - 21.6%

 

250,923   

Allergan plc

     36,127,894  
411,416   

Amneal Pharmaceuticals, Inc.*

     5,052,188  
197,760   

Assembly Biosciences, Inc.*

     4,504,973  
837,479   

AstraZeneca plc ADR

     30,634,982  
888,798   

Bristol-Myers Squibb Co.

     43,879,957  
105,090   

Chugai Pharmaceutical Co., Ltd.

     6,205,190  
173,300   

Daiichi Sankyo Co., Ltd.

     6,011,408  
201,288   

Dermira, Inc.*

     1,328,501  
237,270   

Eisai Co., Ltd.

     18,423,181  
68,675   

Elanco Animal Health, Inc.*(1)

     2,003,937  
376,684   

Eli Lilly & Co.

     45,149,344  
41,595   

Evolus, Inc.*(1)

     680,078  
57,993   

Hikma Pharmaceuticals plc

     1,226,895  
55,672   

Intersect ENT, Inc.*

     1,651,788  
81,665   

Kala Pharmaceuticals, Inc.*

     451,607  
181,798   

Laboratorios Farmaceuticos Rovi S.A.

     3,849,589  
413,857   

Medicines Co.*(1)

     9,564,235  
933,434   

MediWound Ltd.*

     4,536,489  
432,001   

Mylan N.V.*

     12,938,430  
178,425   

MyoKardia, Inc.*

     7,383,227  
104,681   

Novartis AG

     9,138,731  
105,515   

ObsEva S.A.*

     1,336,875  
334,760   

Ono Pharmaceutical Co., Ltd.

     7,313,185  
312,314   

Revance Therapeutics, Inc.*

     5,393,663  
3,327,150   

Sino Biopharmaceutical Ltd.

     2,814,565  
100,750   

Takeda Pharmaceutical Co., Ltd.

     4,067,604  
195,998   

Teva Pharmaceutical Industries Ltd. ADR*

     3,890,560  
88,340   

Tricida, Inc.*

     1,938,180  
130,663   

UCB S.A.

     11,322,353  
     

 

 

 
        288,819,609  
     

 

 

 
  

Total Common Stocks
(cost $1,101,574,658)

   $ 1,274,401,522  
     

 

 

 
  

Total Long-Term Investments
(cost $1,101,574,658)

   $ 1,274,401,522  
     

 

 

 


 

The Hartford Healthcare Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

Short-Term Investments - 4.5%

 

   Other Investment Pools & Funds - 2.4%

 

32,785,488   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(3)

 

  $ 32,785,488  
       

 

 

 
   Securities Lending Collateral - 2.1%

 

1,392,729   

Citibank NA DDCA, 2.39%, 2/1/2019(3)

 

    1,392,729  
15,470,788   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.31%(3)

 

    15,470,788  
6,161,586   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.29%(3)

 

    6,161,586  
845,251   

Invesco Government & Agency Portfolio, Institutional Class, 2.28%(3)

 

    845,251  
3,609,908   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(3)

 

    3,609,908  
374,314   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.25%(3)

 

    374,314  
       

 

 

 
       27,854,576  
       

 

 

 
  

Total Short-Term Investments
(cost $60,640,064)

 

  $ 60,640,064  
       

 

 

 
  

Total Investments
(cost $1,162,214,722)

     99.7   $ 1,335,041,586  
  

Other Assets and Liabilities

     0.3     4,024,866  
     

 

 

   

 

 

 
  

Total Net Assets

     100.0   $     1,339,066,452  
     

 

 

   

 

 

 

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. These classifications are used for financial reporting purposes.

 

*

Non-income producing.

(1)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(2)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2019, the aggregate value of this security was $7,922,153, representing 0.6% of 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

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

           

Common Stocks

           

Biotechnology

   $ 363,442,820      $ 346,703,463      $ 16,739,357      $  

Health Care Distributors

     13,978,609        13,978,609                

Health Care Equipment

     286,917,432        272,835,778        14,081,654         

Health Care Facilities

     51,430,379        43,822,619        7,607,760         

Health Care Services

     347,758               347,758         

Health Care Technology

     28,122,508        28,122,508                

Life Sciences Tools & Services

     69,360,292        68,140,407        1,219,885         

Managed Health Care

     171,982,115        171,982,115                

Pharmaceuticals

     288,819,609        222,296,497        66,523,112         

Short-Term Investments

     60,640,064        60,640,064                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,335,041,586      $     1,228,522,060      $     106,519,526      $                       —  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2019, there were no transfers in and out of Level 3.


 

  The Hartford High Yield Fund

 

 

  Schedule of Investments

  January 31, 2019 (Unaudited)

 

 

Shares or Principal Amount

   Market Value  
Asset & Commercial Mortgage Backed Securities - 0.0%

 

   Asset-Backed - Finance & Insurance - 0.0%

 

$        920,000   

Soundview NIM Trust
8.25%, 12/25/2036(1)(2)(3)(4)

   $  
     

 

 

 
  

Total Asset & Commercial Mortgage Backed Securities
(cost $915,921)

   $  
     

 

 

 
Corporate Bonds - 89.5%

 

  

Advertising - 0.3%

 

810,000   

Lamar Media Corp.
5.75%, 02/01/2026(1)(5)

     838,836  
     

 

 

 
  

Aerospace/Defense - 1.3%

 

  

DAE Funding LLC

 

430,000   

4.50%, 08/01/2022(1)

     424,625  
865,000   

5.00%, 08/01/2024(1)

     850,295  
2,780,000   

TransDigm, Inc.
6.25%, 03/15/2026(1)(5)

     2,821,700  
     

 

 

 
     4,096,620  
     

 

 

 
  

Biotechnology - 0.1%

 

430,000   

Sotera Health Topco, Inc. (8.13% Cash, 8.88% PIK)
8.13%, 11/01/2021(1)(6)

     428,925  
     

 

 

 
  

Chemicals - 1.4%

 

  

CF Industries, Inc.

 

170,000   

4.95%, 06/01/2043

     140,939  
945,000   

5.15%, 03/15/2034

     869,400  
270,000   

5.38%, 03/15/2044

     234,643  
  

Chemours Co.

  
1,117,000   

6.63%, 05/15/2023

     1,154,699  
1,560,000   

7.00%, 05/15/2025

     1,628,250  
645,000   

Starfruit Finco B.V. / Starfruit US Holdco LLC
8.00%, 10/01/2026(1)

     643,387  
     

 

 

 
        4,671,318  
     

 

 

 
  

Coal - 1.0%

 

1,615,000   

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

     646,000  
1,920,000   

Foresight Energy LLC / Foresight Energy Finance Corp.
11.50%, 04/01/2023(1)

     1,646,400  
855,000   

Peabody Energy Corp.
6.38%, 03/31/2025(1)

     825,075  
     

 

 

 
        3,117,475  
     

 

 

 
  

Commercial Banks - 4.3%

 

  

Banco Bilbao Vizcaya Argentaria S.A.

  
1,600,000   

5 year USD Swap + 3.870%, 6.13%, 11/16/2027(7)(8)

     1,410,000  
EUR         800,000   

5 year EUR Swap + 6.155%, 7.00%, 02/19/2019(7)(8)(9)

     917,973  
800,000   

5 year EUR Swap + 9.177%, 8.88%, 04/14/2021(7)(8)(9)

     1,020,983  
1,600,000   

Banco de Sabadell S.A.
5 year EUR Swap + 6.414%, 6.50%, 05/18/2022(7)(8)(9)

     1,773,371  
  

BNP Paribas S.A.

  
$        535,000   

5 year USD Swap + 2.838%, 5.13%, 11/15/2027(1)(7)(8)

     470,131  
1,050,000   

5 year USD Swap + 6.314%, 7.63%, 03/30/2021(1)(7)(8)

     1,105,367  
  

Credit Agricole S.A.

  
395,000   

5 year USD Swap + 4.898%, 7.88%, 01/23/2024(1)(7)(8)

     414,226  
505,000   

5 year USD Swap + 6.185%, 8.13%, 12/23/2025(1)(7)(8)

     547,294  
2,460,000   

Credit Suisse Group AG
5 year USD Swap + 3.455%, 6.25%, 12/18/2024(7)(8)(9)

     2,432,118  
1,860,000   

Freedom Mortgage Corp.
8.13%, 11/15/2024(1)

     1,706,550  
725,000   

Intesa Sanpaolo S.p.A.
5 year USD Swap + 5.462%, 7.70%, 09/17/2025(1)(7)(8)

     664,281  
365,000   

UniCredit S.p.A.
6.57%, 01/14/2022(1)

     372,874  


 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2019 (Unaudited)

 

 

$      1,415,000   

5 year USD Swap + 5.180%, 8.00%, 06/03/2024(7)(8)(9)

   $ 1,294,391  
     

 

 

 
        14,129,559  
     

 

 

 
  

Commercial Services - 3.4%

 

383,000   

ACE Cash Express, Inc.
12.00%, 12/15/2022(1)

     357,148  
  

APX Group, Inc.

  
1,245,000   

7.63%, 09/01/2023

     1,027,125  
1,095,000   

7.88%, 12/01/2022

     1,059,412  
1,180,000   

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

     1,174,100  
1,640,000   

Brand Industrial Services, Inc.
8.50%, 07/15/2025(1)

     1,465,750  
1,720,000   

Garda World Security Corp.
8.75%, 05/15/2025(1)

     1,595,300  
  

Herc Rentals, Inc.

  
774,000   

7.50%, 06/01/2022(1)

     809,797  
1,364,000   

7.75%, 06/01/2024(1)

     1,452,660  
460,000   

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

     448,500  
  

United Rentals North America, Inc.

  
560,000   

4.63%, 10/15/2025

     537,320  
1,025,000   

5.88%, 09/15/2026

     1,040,375  
     

 

 

 
        10,967,487  
     

 

 

 
  

Construction Materials - 1.1%

 

1,650,000   

Cemex Finance LLC
6.00%, 04/01/2024(1)

     1,681,367  
1,760,000   

Standard Industries, Inc.
5.38%, 11/15/2024(1)

     1,746,800  
     

 

 

 
        3,428,167  
     

 

 

 
  

Distribution/Wholesale - 0.1%

 

420,000   

American Builders & Contractors Supply Co., Inc.
5.75%, 12/15/2023(1)

     431,550  
     

 

 

 
  

Diversified Financial Services - 4.9%

 

735,000   

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

     683,550  
1,625,000   

goeasy Ltd.
7.88%, 11/01/2022(1)

     1,702,188  
  

Navient Corp.

  
560,000   

5.50%, 01/25/2023

     540,400  
340,000   

5.63%, 08/01/2033

     259,250  
1,764,000   

5.88%, 10/25/2024

     1,658,160  
1,330,000   

6.13%, 03/25/2024

     1,272,644  
1,106,000   

6.50%, 06/15/2022

     1,129,834  
856,000   

7.25%, 09/25/2023

     870,980  
  

Springleaf Finance Corp.

  
525,000   

5.25%, 12/15/2019

     528,281  
820,000   

6.13%, 05/15/2022

     842,894  
575,000   

6.88%, 03/15/2025

     549,844  
705,000   

7.75%, 10/01/2021

     742,013  
1,935,000   

8.25%, 12/15/2020

     2,065,613  
2,535,000   

Tempo Acquisition LLC / Tempo Acquisition Finance Corp.
6.75%, 06/01/2025(1)

     2,503,312  
535,000   

Vantiv LLC / Vantiv Issuer Corp.
4.38%, 11/15/2025(1)

     513,589  
     

 

 

 
                15,862,552  
     

 

 

 
  

Electric - 0.8%

 

2,570,000   

AES Corp.
5.13%, 09/01/2027

     2,621,400  
     

 

 

 
  

Entertainment - 2.2%

 

1,370,000   

Caesars Resort Collection LLC / CRC Finco, Inc.
5.25%, 10/15/2025(1)

     1,282,662  
  

Eldorado Resorts, Inc.

  
1,605,000   

6.00%, 04/01/2025

     1,614,229  


 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2019 (Unaudited)

 

 

$        255,000   

6.00%, 09/15/2026(1)

   $ 254,363  
1,920,000   

Jacobs Entertainment, Inc.
7.88%, 02/01/2024(1)

     2,016,576  
2,170,000   

Penn National Gaming, Inc.
5.63%, 01/15/2027(1)

     2,039,800  
     

 

 

 
        7,207,630  
     

 

 

 
  

Environmental Control - 0.8%

 

2,551,000   

Tervita Escrow Corp.
7.63%, 12/01/2021(1)

     2,506,358  
     

 

 

 
  

Food - 2.0%

 

  

Post Holdings, Inc.

  
2,660,000   

5.00%, 08/15/2026(1)

     2,514,232  
1,395,000   

5.63%, 01/15/2028(1)

     1,337,442  
990,000   

5.75%, 03/01/2027(1)

     970,012  
1,870,000   

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

     1,855,975  
     

 

 

 
        6,677,661  
     

 

 

 
  

Gas - 0.2%

 

640,000   

AmeriGas Partners L.P. / AmeriGas Finance Corp.
5.50%, 05/20/2025

     627,200  
     

 

 

 
  

Healthcare-Products - 1.7%

 

2,990,000   

Avantor, Inc.
6.00%, 10/01/2024(1)

     3,057,275  
2,595,000   

Sotera Health Holdings LLC
6.50%, 05/15/2023(1)

     2,614,462  
     

 

 

 
        5,671,737  
     

 

 

 
  

Healthcare-Services - 3.8%

 

880,000   

CHS/Community Health Systems, Inc.
8.13%, 06/30/2024(1)

     697,400  
2,645,000   

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

     2,757,412  
  

HCA, Inc.

  
2,215,000   

5.38%, 02/01/2025

     2,286,301  
1,070,000   

5.38%, 09/01/2026

     1,095,081  
100,000   

5.63%, 09/01/2028

     103,406  
1,135,000   

5.88%, 05/01/2023

     1,200,263  
80,000   

5.88%, 02/01/2029

     83,800  
1,776,000   

7.50%, 11/15/2095

     1,771,560  
2,800,000   

West Street Merger Sub, Inc.
6.38%, 09/01/2025(1)

     2,534,000  
     

 

 

 
                12,529,223  
     

 

 

 
  

Home Builders - 2.3%

 

  

Beazer Homes USA, Inc.

  
460,000   

5.88%, 10/15/2027

     391,000  
705,000   

6.75%, 03/15/2025

     630,975  
1,030,000   

KB Home
7.00%, 12/15/2021

     1,082,787  
  

M/I Homes, Inc.

  
1,020,000   

5.63%, 08/01/2025

     938,400  
1,595,000   

6.75%, 01/15/2021

     1,610,950  
1,915,000   

Taylor Morrison Communities, Inc.
6.63%, 05/15/2022

     1,948,512  
870,000   

TRI Pointe Group, Inc. / TRI Pointe Homes, Inc.
5.88%, 06/15/2024

     838,463  
     

 

 

 
        7,441,087  
     

 

 

 
  

Household Products - 0.5%

 

2,715,000   

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

     1,486,463  
     

 

 

 
  

Household Products/Wares - 0.5%

 

EUR       1,505,000   

Diamond (BC) B.V.
5.63%, 08/15/2025(1)

     1,529,689  
     

 

 

 


 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2019 (Unaudited)

 

 

  

Insurance - 1.3%

 

$      1,330,000   

Acrisure LLC / Acrisure Finance, Inc.
8.13%, 02/15/2024(1)

   $         1,353,275  
  

Genworth Holdings, Inc.

  
135,000   

4.80%, 02/15/2024

     116,437  
890,000   

4.90%, 08/15/2023

     780,975  
505,000   

7.20%, 02/15/2021

     505,000  
280,000   

7.63%, 09/24/2021

     281,400  
45,000   

7.70%, 06/15/2020

     45,900  
445,000   

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

     456,125  
825,000   

USIS Merger Sub, Inc.
6.88%, 05/01/2025(1)

     792,000  
     

 

 

 
        4,331,112  
     

 

 

 
  

Iron/Steel - 0.8%

 

  

AK Steel Corp.

  
1,750,000   

7.00%, 03/15/2027

     1,421,875  
910,000   

7.63%, 10/01/2021

     878,150  
475,000   

Steel Dynamics, Inc.
4.13%, 09/15/2025

     451,250  
     

 

 

 
        2,751,275  
     

 

 

 
  

Lodging - 3.0%

 

  

Boyd Gaming Corp.

  
790,000   

6.00%, 08/15/2026

     790,000  
1,285,000   

6.38%, 04/01/2026

     1,310,700  
2,590,000   

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

     2,661,225  
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)

     1,327,450  
1,850,000   

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.
5.88%, 05/15/2025(1)

     1,771,375  
     

 

 

 
        9,729,575  
     

 

 

 
  

Machinery-Diversified - 0.5%

 

1,470,000   

Cloud Crane LLC
10.13%, 08/01/2024(1)

     1,565,550  
     

 

 

 
  

Media - 10.8%

 

  

Altice France S.A.

  
2,330,000   

7.38%, 05/01/2026(1)

     2,245,514  
2,215,000   

8.13%, 02/01/2027(1)

     2,176,016  
2,140,000   

Altice Luxembourg S.A.
7.75%, 05/15/2022(1)

     2,075,800  
  

CCO Holdings LLC / CCO Holdings Capital Corp.

  
105,000   

5.13%, 02/15/2023

     106,050  
1,685,000   

5.13%, 05/01/2023(1)

     1,707,545  
495,000   

5.75%, 09/01/2023

     502,425  
190,000   

5.75%, 01/15/2024

     193,800  
2,485,000   

5.75%, 02/15/2026(1)

     2,522,275  
  

CSC Holdings LLC

  
1,840,000   

5.13%, 12/15/2021(1)

     1,842,852  
1,800,000   

5.25%, 06/01/2024

     1,728,000  
770,000   

5.50%, 04/15/2027(1)

     752,660  
1,970,000   

6.50%, 02/01/2029(1)

     1,995,856  
  

DISH DBS Corp.

  
365,000   

5.00%, 03/15/2023

     317,550  
2,830,000   

6.75%, 06/01/2021

     2,882,383  
667,000   

7.88%, 09/01/2019

     678,673  
  

Gray Television, Inc.

  
1,520,000   

5.13%, 10/15/2024(1)

     1,477,250  
400,000   

5.88%, 07/15/2026(1)

     393,000  
1,435,000   

Liberty Interactive LLC
8.25%, 02/01/2030

     1,452,937  


 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2019 (Unaudited)

 

 

$        925,000   

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

   $ 952,750  
  

Sinclair Television Group, Inc.

  
590,000   

5.13%, 02/15/2027(1)

     536,900  
1,005,000   

5.88%, 03/15/2026(1)

     964,800  
  

TEGNA, Inc.

  
1,760,000   

4.88%, 09/15/2021(1)

     1,755,600  
667,000   

5.13%, 10/15/2019

     667,834  
810,000   

6.38%, 10/15/2023

     822,150  
1,845,000   

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

     1,877,287  
  

Viacom, Inc.

  
355,000   

3 mo. USD LIBOR + 3.895%, 5.88%, 02/28/2057(8)

     342,604  
118,000   

3 mo. USD LIBOR + 3.899%, 6.25%, 02/28/2057(8)

     113,730  
990,000   

Videotron Ltd.
5.00%, 07/15/2022

     1,017,918  
959,000   

WMG Acquisition Corp.
5.50%, 04/15/2026(1)

     947,013  
255,000   

Ziggo B.V
5.50%, 01/15/2027(1)

     240,975  
     

 

 

 
                35,290,147  
     

 

 

 
  

Metal Fabricate/Hardware - 0.6%

 

  

Novelis Corp.

  
650,000   

5.88%, 09/30/2026(1)

     627,250  
1,200,000   

6.25%, 08/15/2024(1)

     1,207,500  
     

 

 

 
        1,834,750  
     

 

 

 
  

Mining - 1.6%

 

1,345,000   

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

     1,361,812  
1,740,000   

Constellium N.V.
5.88%, 02/15/2026(1)

     1,666,050  
790,000   

First Quantum Minerals Ltd.
7.00%, 02/15/2021(1)

     788,025  
225,000   

New Gold, Inc.
6.38%, 05/15/2025(1)

     189,703  
975,000   

Teck Resources Ltd.
8.50%, 06/01/2024(1)

     1,050,553  
     

 

 

 
        5,056,143  
     

 

 

 
  

Miscellaneous Manufacturing - 0.6%

 

2,155,000   

Bombardier, Inc.
6.13%, 01/15/2023(1)

     2,082,161  
     

 

 

 
  

Office/Business Equipment - 0.8%

 

  

Pitney Bowes, Inc.

  
340,000   

4.63%, 03/15/2024

     305,150  
320,000   

4.70%, 04/01/2023

     295,002  
2,000,000   

Xerox Corp.
3.63%, 03/15/2023

     1,905,000  
     

 

 

 
        2,505,152  
     

 

 

 
  

Oil & Gas - 8.3%

 

2,610,000   

Blue Racer Midstream LLC / Blue Racer Finance Corp.
6.13%, 11/15/2022(1)

     2,636,100  
1,065,000   

California Resources Corp.
8.00%, 12/15/2022(1)

     859,327  
670,000   

Centennial Resource Production LLC
5.38%, 01/15/2026(1)

     646,550  
  

Chesapeake Energy Corp.

  
1,750,000   

7.00%, 10/01/2024

     1,708,438  
1,135,000   

7.50%, 10/01/2026

     1,083,925  
1,385,000   

Energen Corp.
4.63%, 09/01/2021

     1,389,571  
1,690,000   

Jagged Peak Energy LLC
5.88%, 05/01/2026(1)

     1,630,850  


 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2019 (Unaudited)

 

 

$      1,380,000   

Laredo Petroleum, Inc.
5.63%, 01/15/2022

   $ 1,331,700  
1,385,000   

Matador Resources Co.
5.88%, 09/15/2026

     1,379,806  
  

MEG Energy Corp.

  
390,000   

6.38%, 01/30/2023(1)

     345,150  
1,210,000   

6.50%, 01/15/2025(1)

     1,188,825  
1,065,000   

7.00%, 03/31/2024(1)

     939,863  
  

QEP Resources, Inc.

  
2,135,000   

5.25%, 05/01/2023

     2,065,741  
200,000   

5.38%, 10/01/2022

     196,710  
560,000   

5.63%, 03/01/2026

     537,600  
235,000   

6.80%, 03/01/2020

     240,875  
  

SM Energy Co.

  
1,695,000   

5.00%, 01/15/2024

     1,601,758  
575,000   

5.63%, 06/01/2025

     549,125  
240,000   

6.13%, 11/15/2022

     240,600  
735,000   

6.63%, 01/15/2027

     716,610  
580,000   

Tullow Oil plc
6.25%, 04/15/2022(1)

     571,769  
2,405,000   

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.
8.75%, 04/15/2023(1)

     1,978,112  
  

WPX Energy, Inc.

  
970,000   

5.25%, 09/15/2024

     955,450  
280,000   

5.75%, 06/01/2026

     278,600  
382,000   

6.00%, 01/15/2022

     387,730  
1,250,000   

8.25%, 08/01/2023

     1,390,625  
     

 

 

 
                26,851,410  
     

 

 

 
  

Oil & Gas Services - 0.3%

 

  

Weatherford International Ltd.

  
335,000   

5.95%, 04/15/2042

     189,275  
880,000   

6.50%, 08/01/2036

     501,600  
335,000   

7.00%, 03/15/2038

     192,625  
     

 

 

 
        883,500  
     

 

 

 
  

Packaging & Containers - 5.6%

 

1,840,000   

ARD Finance S.A. (PIK 7.88%)
7.13%, 09/15/2023(6)

     1,775,600  
  

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

  
370,000   

6.00%, 02/15/2025(1)

     359,825  
1,581,000   

7.25%, 05/15/2024(1)

     1,634,359  
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

     1,176,000  
  

Flex Acquisition Co., Inc.

  
2,170,000   

6.88%, 01/15/2025(1)

     2,028,950  
775,000   

7.88%, 07/15/2026(1)

     736,250  
1,160,000   

Multi-Color Corp.
4.88%, 11/01/2025(1)

     1,102,000  
2,985,000   

Owens-Brockway Glass Container, Inc.
5.88%, 08/15/2023(1)

     3,089,475  
1,830,000   

Plastipak Holdings, Inc.
6.25%, 10/15/2025(1)

     1,651,575  
  

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

  
2,050,000   

5.13%, 07/15/2023(1)

     2,053,792  
815,000   

7.00%, 07/15/2024(1)

     833,338  
     

 

 

 
        18,348,126  
     

 

 

 
  

Pharmaceuticals - 4.2%

 

  

Bausch Health Cos., Inc.

  
1,155,000   

5.50%, 03/01/2023(1)

     1,120,350  
6,420,000   

5.88%, 05/15/2023(1)

     6,283,575  
1,000,000   

6.13%, 04/15/2025(1)

     945,000  
355,000   

7.00%, 03/15/2024(1)

     372,963  


 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2019 (Unaudited)

 

 

$        335,000   

Catalent Pharma Solutions, Inc.
4.88%, 01/15/2026(1)

   $ 324,950  
  

Endo Dac / Endo Finance LLC / Endo Finco, Inc.

  
1,180,000   

6.00%, 07/15/2023(1)

     964,202  
1,580,000   

6.00%, 02/01/2025(1)

     1,220,550  
1,065,000   

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

     1,040,112  
  

Teva Pharmaceutical Finance Netherlands B.V.

  
820,000   

3.15%, 10/01/2026

     680,847  
790,000   

6.75%, 03/01/2028

     818,662  
     

 

 

 
        13,771,211  
     

 

 

 
  

Pipelines - 3.5%

 

  

Cheniere Corpus Christi Holdings LLC

  
1,110,000   

5.13%, 06/30/2027

     1,121,100  
940,000   

5.88%, 03/31/2025

     990,252  
2,095,000   

DCP Midstream Operating L.P.
5.38%, 07/15/2025

     2,136,900  
  

Energy Transfer Equity L.P.

  
670,000   

5.50%, 06/01/2027

     695,125  
1,907,000   

7.50%, 10/15/2020

     2,023,804  
1,180,000   

Tallgrass Energy Partners L.P. / Tallgrass Energy Finance Corp.
4.75%, 10/01/2023(1)

     1,177,050  
3,225,000   

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.
6.50%, 07/15/2027(1)

     3,325,749  
     

 

 

 
        11,469,980  
     

 

 

 
  

Retail - 3.8%

 

  

1011778 BC ULC / New Red Finance, Inc.

  
805,000   

4.25%, 05/15/2024(1)

     778,838  
3,570,000   

5.00%, 10/15/2025(1)

     3,445,050  
1,055,000   

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

     982,469  
  

L Brands, Inc.

  
1,465,000   

5.25%, 02/01/2028

     1,285,537  
235,000   

6.75%, 07/01/2036

     198,575  
105,000   

6.88%, 11/01/2035

     90,038  
1,185,000   

PetSmart, Inc.
5.88%, 06/01/2025(1)

     930,580  
1,400,000   

Staples, Inc.
8.50%, 09/15/2025(1)

     1,344,000  
3,400,000   

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

     3,225,750  
     

 

 

 
                12,280,837  
     

 

 

 
  

Semiconductors - 1.5%

 

930,000   

Entegris, Inc.
4.63%, 02/10/2026(1)

     902,100  
2,005,000   

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

     2,033,245  
  

Sensata Technologies B.V.

  
1,005,000   

5.00%, 10/01/2025(1)

     1,010,025  
770,000   

5.63%, 11/01/2024(1)

     798,875  
     

 

 

 
        4,744,245  
     

 

 

 
  

Software - 2.3%

 

1,150,000   

Change Healthcare Holdings LLC / Change Healthcare Finance, Inc.
5.75%, 03/01/2025(1)

     1,101,125  
  

First Data Corp.

  
610,000   

5.38%, 08/15/2023(1)

     621,819  
2,110,000   

5.75%, 01/15/2024(1)

     2,169,344  
544,000   

Infor Software Parent LLC (7.13% Cash, 7.88% PIK)
7.13%, 05/01/2021(1)(6)

     548,080  
2,925,000   

Infor U.S., Inc.
6.50%, 05/15/2022

     2,976,187  


 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2019 (Unaudited)

 

 

$        231,000   

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

   $ 214,830  
     

 

 

 
        7,631,385  
     

 

 

 
  

Telecommunications - 6.8%

 

  

Altice Financing S.A.

  
1,570,000   

6.63%, 02/15/2023(1)

     1,578,321  
1,870,000   

7.50%, 05/15/2026(1)

     1,771,825  
  

CenturyLink, Inc.

  
2,601,000   

5.63%, 04/01/2025

     2,353,905  
569,000   

7.50%, 04/01/2024

     577,535  
1,250,000   

Embarq Corp.
8.00%, 06/01/2036

     1,181,250  
  

Frontier Communications Corp.

  
1,410,000   

6.88%, 01/15/2025

     743,775  
1,710,000   

8.50%, 04/01/2026(1)

     1,551,397  
1,730,000   

Intelsat Jackson Holdings S.A.
8.50%, 10/15/2024(1)

     1,747,819  
1,435,000   

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

     1,424,238  
  

Sprint Corp.

  
1,039,000   

7.13%, 06/15/2024

     1,063,027  
2,660,000   

7.25%, 09/15/2021

     2,793,000  
110,000   

7.63%, 02/15/2025

     114,983  
3,621,000   

7.88%, 09/15/2023

     3,847,312  
600,000   

Telecom Italia Capital S.A.
7.20%, 07/18/2036

     579,180  
880,000   

Telecom Italia S.p.A.
5.30%, 05/30/2024(1)

     836,000  
     

 

 

 
        22,163,567  
     

 

 

 
  

Textiles - 0.5%

 

1,705,000   

Eagle Intermediate Global Holding B.V./Ruyi US Finance LLC
7.50%, 05/01/2025(1)

     1,624,013  
     

 

 

 
  

Total Corporate Bonds
(cost $297,347,237)

   $     291,185,076  
     

 

 

 
Senior Floating Rate Interests - 4.9%(10)   
  

Chemicals - 0.1%

 

305,000   

Starfruit Finco B.V.
1 mo. USD LIBOR + 3.250%, 5.75%, 10/01/2025

     297,948  
     

 

 

 
  

Commercial Services - 0.5%

 

930,325   

Blackhawk Network Holdings, Inc.
1 mo. USD LIBOR + 3.000%, 5.50%, 06/15/2025

     912,184  
786,050   

Trans Union LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 06/19/2025

     775,100  
     

 

 

 
        1,687,284  
     

 

 

 
  

Diversified Financial Services - 0.4%

 

1,022,275   

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 02/28/2025

     996,463  
279,942   

SS&C Technologies Holdings Europe S.a.r.l.
1 mo. USD LIBOR + 2.250%, 4.75%, 04/16/2025

     274,071  
     

 

 

 
        1,270,534  
     

 

 

 
  

Food - 0.1%

 

298,500   

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%, 5.25%, 03/31/2025

     291,784  
     

 

 

 
  

Gas - 0.1%

 

340,000   

Messer Industries LLC
1 mo. USD LIBOR + 2.500%, 0.00%, 10/01/2025(11)

     332,350  
     

 

 

 
  

Healthcare-Services - 0.3%

 

1,037,850   

Syneos Health, Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 08/01/2024

     1,019,252  
     

 

 

 


 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2019 (Unaudited)

 

 

  

Household Products - 0.1%

 

$        544,500   

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%, 5.74%, 09/06/2024

   $ 512,173  
     

 

 

 
  

Insurance - 1.0%

 

2,174,075   

Asurion LLC
1 mo. USD LIBOR + 3.000%, 5.50%, 11/03/2024

     2,137,833  
213,388   

Genworth Holdings, Inc.
1 mo. USD LIBOR + 4.500%, 7.01%, 03/07/2023

     212,854  
950,225   

Hub International Ltd.
2 mo. USD LIBOR + 2.750%, 5.51%, 04/25/2025

     914,886  
     

 

 

 
        3,265,573  
     

 

 

 
  

Leisure Time - 0.7%

 

2,252,250   

Golden Entertainment, Inc.
1 mo. USD LIBOR + 3.000%, 5.51%, 10/21/2024

     2,208,624  
     

 

 

 
  

Machinery-Diversified - 0.2%

 

524,120   

Gardner Denver, Inc.
3 mo. USD LIBOR + 2.750%, 5.25%, 07/30/2024

     520,520  
     

 

 

 
  

Media - 0.9%

 

1,697,175   

PSAV Holdings LLC
3 mo. USD LIBOR + 3.250%, 5.88%, 03/01/2025

     1,619,393  
1,234,199   

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 08/17/2024

     1,202,826  
     

 

 

 
        2,822,219  
     

 

 

 
  

Semiconductors - 0.2%

 

696,337   

Microchip Technology, Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 05/29/2025

     684,151  
     

 

 

 
  

Software - 0.3%

 

937,287   

SS&C Technologies, Inc.
1 mo. USD LIBOR + 2.250%, 4.75%, 04/16/2025

     917,887  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $16,194,417)

   $     15,830,299  
     

 

 

 

Convertible Bonds - 1.1%

 

  

Commercial Services - 0.2%

 

800,000   

Cardtronics, Inc.
1.00%, 12/01/2020

     756,129  
     

 

 

 
  

Media - 0.3%

 

910,000   

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

     773,045  
     

 

 

 
  

Oil & Gas - 0.0%

 

1,645,000   

Cobalt International Energy, Inc.
2.63%, 12/01/2019(2)

     2,138  
     

 

 

 
  

Semiconductors - 0.3%

 

  

Microchip Technology, Inc.

  
381,000   

1.63%, 02/15/2027

     407,670  
384,000   

2.25%, 02/15/2037

     417,485  
     

 

 

 
        825,155  
     

 

 

 
  

Software - 0.3%

 

1,258,000   

Western Digital Corp.
1.50%, 02/01/2024(1)

     1,080,375  
     

 

 

 
  

Total Convertible Bonds
(cost $5,585,380)

   $ 3,436,842  
     

 

 

 

Common Stocks - 0.7%

 

  

Consumer Services - 0.2%

 

69,500   

Caesars Entertainment Corp.*

     635,230  
     

 

 

 
  

Diversified Financials - 0.2%

 

25,700   

OneMain Holdings, Inc.*

     768,173  
     

 

 

 
  

Energy - 0.1%

 

104,555,002   

KCA Deutag*(3)(4)(12)

     430,453  
     

 

 

 


 

  The Hartford High Yield Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2019 (Unaudited)

 

 

  

Materials - 0.2%

    
68,000   

Constellium N.V. Class A*

     $ 560,320  
       

 

 

 
  

Total Common Stocks
(cost $4,150,619)

     $ 2,394,176  
       

 

 

 

Escrows - 0.0%(13)

    
  

Energy-Alternate Sources - 0.0%

    
3,200,000   

TCEH Corp. *(3)(4)

       4  
       

 

 

 
  

Total Escrows
(cost $—)

     $ 4  
       

 

 

 
  

Total Long-Term Investments
(cost $324,193,574)

     $ 312,846,397  
       

 

 

 

Short-Term Investments - 3.3%

    
  

Other Investment Pools & Funds - 3.3%

    
10,894,736   

Fidelity Institutional Government Fund, Institutional Class, 2.31%(14)

       10,894,736  
       

 

 

 
  

Total Short-Term Investments
(cost $10,894,736)

     $ 10,894,736  
       

 

 

 
  

Total Investments
(cost $335,088,310)

     99.5   $ 323,741,133  
  

Other Assets and Liabilities

     0.5     1,595,898  
     

 

 

   

 

 

 
  

Total Net Assets

     100.0   $     325,337,031  
     

 

 

   

 

 

 

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. These classifications are used for financial reporting purposes.

 

*

Non-income producing.

(1)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $155,501,837, representing 47.8% of net assets.

(2)

Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

(3)

Investment valued using significant unobservable inputs.

(4)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2019, the aggregate fair value of these securities was $430,457, which represented 0.1% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

(5)

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $3,609,762 at January 31, 2019.

(6)

Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

(7)

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

(8)

Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2019.

(9)

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $7,438,836, representing 2.3% of net assets.

(10)

Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of January 31, 2019.

(11)

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


 

The Hartford High Yield Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

(12)

Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $430,453 or 0.1% of net assets.

 

Period Acquired    Security Name    Shares/Par Value    Base Total Cost      Base Market Value  
03/2011    KCA Deutag    104,555,002    $ 1,416,930      $ 430,453  
(13)

Share amount represents shares of the issuer previously held that resulted in receipt of the escrow.

(14)

Current yield as of period end.

 

Foreign Currency Contracts Outstanding at January 31, 2019  
Amount and Description
of Currency to be
Purchased
   Amount and Description
of Currency to be
Sold
   Counterparty    Settlement
Date
       Appreciation                Depreciation  

5,393,388        USD

   4,750,000         EUR    GSC    02/28/19    $      $ (56,285

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Counterparty Abbreviations:

GSC  

Goldman Sachs & Co.

Currency Abbreviations:

EUR  

Euro

USD  

United States Dollar

Other Abbreviations:

LIBOR  

London Interbank Offered Rate

PIK  

Payment-in-kind


 

  The Hartford High Yield Fund

 

 

  Schedule of Investments

  January 31, 2019 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total     Level 1      Level 2     Level 3(1)  

Assets

 

Asset & Commercial Mortgage Backed Securities

   $     $      $     $  

Corporate Bonds

     291,185,076              291,185,076        

Senior Floating Rate Interests

     15,830,299              15,830,299        

Convertible Bonds

     3,436,842              3,436,842        

Common Stocks

         

Consumer Services

     635,230       635,230               

Diversified Financials

     768,173       768,173               

Energy

     430,453                    430,453  

Materials

     560,320       560,320               

Escrows

     4                    4  

Short-Term Investments

     10,894,736       10,894,736               
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     323,741,133     $      12,858,459      $     310,452,217     $           430,457  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (56,285   $      $ (56,285   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (56,285 )    $      $ (56,285 )    $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1)

For the period ended January 31, 2019, there were no transfers in and out of Level 3.

 

(2) 

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2019 is not presented.


 

  The Hartford Inflation Plus Fund

    

  Schedule of Investments

  January 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value  

Asset & Commercial Mortgage Backed Securities - 3.7%

 

   Asset-Backed - Finance & Insurance - 0.4%

 

        $         508,094   

Bayview Koitere Fund Trust
3.62%, 03/28/2033(1)(2)

   $             507,352  
1,360,000   

HSI Asset Securitization Corp. Trust
1 mo. USD LIBOR + 0.270%, 2.78%, 02/25/2036(3)

     1,350,613  
     

 

 

 
        1,857,965  
     

 

 

 
  

Asset-Backed - Home Equity - 0.1%

 

703,273   

GSAA Home Equity Trust
5.99%, 06/25/2036(4)

     320,964  
718,302   

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

     415,316  
     

 

 

 
        736,280  
     

 

 

 
  

Other ABS - 1.1%

 

1,825,000   

Legacy Mortgage Asset Trust
4.00%, 01/25/2059(1)(2)(5)(6)

     1,814,176  
821,667   

Pretium Mortgage Credit Partners LLC
4.83%, 09/25/2058(1)(2)

     823,131  
1,828,861   

VOLT LXXIV LLC
4.58%, 11/25/2048(1)(2)

     1,832,849  
1,145,000   

VOLT LXXV LLC
4.34%, 01/25/2049(1)(2)(5)(6)

     1,145,000  
     

 

 

 
        5,615,156  
     

 

 

 
  

Whole Loan Collateral CMO - 2.1%

 

535,422   

Adjustable Rate Mortgage Trust
1 mo. USD LIBOR + 0.540%, 3.05%, 11/25/2035(3)

     528,442  
948,353   

Banc of America Funding Trust
6.05%, 10/25/2036(2)

     853,098  
250,577   

Bear Stearns Adjustable Rate Mortgage Trust
1 year USD CMT + 2.300%, 4.73%, 10/25/2035(3)

     252,769  
519,113   

Chase Mortgage Finance Trust
4.30%, 12/25/2035(4)

     499,360  
434,301   

Deutsche Alt-A Securities Mortgage Loan Trust
1 mo. USD LIBOR + 0.150%, 2.66%, 12/25/2036(3)

     388,001  
  

Fannie Mae Connecticut Avenue Securities

 

1,222,170   

1 mo. USD LIBOR + 3.000%, 5.51%, 07/25/2024(3)

     1,297,173  
291,055   

1 mo. USD LIBOR + 4.900%, 7.41%, 11/25/2024(3)

     326,922  
162,385   

1 mo. USD LIBOR + 5.700%, 8.21%, 04/25/2028(3)

     186,166  
138,000   

1 mo. USD LIBOR + 6.000%, 8.51%, 09/25/2028(3)

     158,257  
202,502   

GreenPoint Mortgage Funding Trust
12 mo. USD MTA + 1.400%, 3.65%, 10/25/2045(3)

     174,183  
493,022   

GSR Mortgage Loan Trust
4.19%, 10/25/2035(4)

     408,733  
540,380   

HarborView Mortgage Loan Trust
1 mo. USD LIBOR + 0.190%, 2.70%, 01/19/2038(3)

     519,973  
2,282,097   

IndyMac Index Mortgage Loan Trust
1 mo. USD LIBOR + 0.290%, 2.80%, 01/25/2036(3)

     1,871,971  
803,910   

JP Morgan Mortgage Trust
4.22%, 01/25/2037(4)

     766,898  
  

MASTR Adjustable Rate Mortgages Trust

  
1,068,397   

1 mo. USD LIBOR + 0.240%, 2.75%, 05/25/2037(3)

     627,000  
9,197   

4.44%, 11/21/2034(4)

     9,428  
  

Residential Funding Mortgage Securities, Inc.

  
186,983   

4.64%, 02/25/2036(4)

     170,272  
369,559   

6.00%, 07/25/2037

     342,720  
507,872   

Structured Adjustable Rate Mortgage Loan Trust
4.22%, 06/25/2035(4)

     454,224  
569,400   

WaMu Mortgage Pass-Through Certificates Trust
1 mo. USD LIBOR + 0.420%, 2.93%, 06/25/2044(3)

     553,426  


 

  The Hartford Inflation Plus Fund

    

  Schedule of Investments – (continued)

  January 31, 2019 (Unaudited)

 

        $            698,242   

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
12 mo. MTA + 0.830%, 3.08%, 11/25/2046(3)

   $             632,562  
     

 

 

 
        11,021,578  
     

 

 

 
  

Total Asset & Commercial Mortgage Backed Securities
(cost $18,791,208)

   $ 19,230,979  
     

 

 

 

Foreign Government Obligations - 2.7%

 

  

Argentina - 0.1%

  
ARS       18,856,000   

Argentina POM Politica Monetaria
56.47%, 06/21/2020(4)

     555,225  
     

 

 

 
  

Brazil - 1.3%

  
  

Brazil Notas do Tesouro Nacional
6.00%, 05/15/2019(7)
6.00%, 08/15/2022(7)

  
BRL       12,009,671      3,325,032  
12,500,313      3,682,879  
     

 

 

 
        7,007,911  
     

 

 

 
  

Colombia - 0.3%

  
COP   5,148,659,997   

Colombian TES
4.75%, 02/23/2023(7)

     1,805,530  
     

 

 

 
  

Russia - 0.7%

  
RUB     230,197,622   

Russian Federal Inflation Linked Bond
2.50%, 08/16/2023(7)

     3,465,641  
     

 

 

 
  

South Africa - 0.3%

  
ZAR      21,459,987   

South Africa Government Bond - CPI Linked
1.88%, 02/28/2033(7)

     1,375,850  
     

 

 

 
  

Total Foreign Government Obligations
(cost $15,545,514)

   $ 14,210,157  
     

 

 

 

Senior Floating Rate Interests - 5.4%(8)

 

  

Aerospace/Defense - 0.1%

  
$          179,387   

Circor International, Inc.
1 mo. USD LIBOR + 3.500%, 6.01%, 12/11/2024

   $ 175,799  
590,872   

TransDigm, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 06/09/2023

     577,825  
     

 

 

 
        753,624  
     

 

 

 
  

Airlines - 0.1%

  
323,400   

American Airlines, Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 04/28/2023

     313,093  
     

 

 

 
  

Auto Manufacturers - 0.0%

  
103,950   

Navistar International Corp.
1 mo. USD LIBOR + 3.500%, 6.02%, 11/06/2024

     102,196  
     

 

 

 
  

Auto Parts & Equipment - 0.0%

  
103,041   

Altra Industrial Motion Corp.
1 mo. USD LIBOR + 2.000%, 4.50%, 10/01/2025

     101,066  
     

 

 

 
  

Biotechnology - 0.0%

  
98,744   

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%, 5.50%, 05/15/2022

     96,098  
     

 

 

 
  

Chemicals - 0.2%

  
114,138   

Axalta Coating Systems U.S. Holdings, Inc.
3 mo. USD LIBOR + 1.750%, 4.55%, 06/01/2024

     111,855  
130,000   

Cabot Microelectronics Corp.
1 mo. ICE LIBOR + 2.250%, 4.75%, 11/14/2025

     128,863  
EUR           102,448   

CTC AcquiCo GmbH
3 mo. EURIBOR + 2.750%, 2.75%, 03/07/2025

     115,764  
$          301,583   

Minerals Technologies, Inc.
1 mo. USD LIBOR + 2.250%, 4.83%, 02/14/2024

     298,190  
180,411   

Nexeo Solutions LLC
3 mo. USD LIBOR + 3.250%, 6.00%, 06/09/2023

     179,998  
100,000   

Platform Specialty Products Corp.
1 mo. ICE LIBOR + 2.250%, 0.00%, 11/14/2025(9)

     98,792  
28,695   

Tronox Blocked Borrower LLC
3 mo. USD LIBOR + 3.000%, 5.50%, 09/23/2024

     28,282  
66,219   

Tronox Finance LLC
3 mo. USD LIBOR + 3.000%, 5.50%, 09/23/2024

     65,267  


 

  The Hartford Inflation Plus Fund

    

  Schedule of Investments – (continued)

  January 31, 2019 (Unaudited)

 

$           91,159   

Univar, Inc.
1 mo. USD LIBOR + 2.250%, 4.75%, 07/01/2024

   $           89,124  
139,650   

WR Grace & Co.
3 mo. USD LIBOR + 1.750%, 4.55%, 04/03/2025

     137,614  
     

 

 

 
        1,253,749  
     

 

 

 
  

Coal - 0.0%

  
177,648   

Peabody Energy Corp.
1 mo. USD LIBOR + 2.750%, 5.25%, 03/31/2025

     173,429  
     

 

 

 
  

Commercial Services - 0.5%

  
110,000   

Allied Universal Holdco LLC
2 mo. USD LIBOR + 4.250%, 6.75%, 07/28/2022

     105,875  
199,500   

Blackhawk Network Holdings, Inc.
1 mo. USD LIBOR + 3.000%, 5.50%, 06/15/2025

     195,610  
192,500   

Hertz Corp.
3 mo. USD LIBOR + 2.750%, 5.25%, 06/30/2023

     187,172  
114,614   

KAR Auction Services, Inc.
3 mo. USD LIBOR + 2.500%, 5.31%, 03/09/2023

     113,397  
139,423   

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 11/15/2023

     134,957  
219,375   

Russell Investments U.S. Inst’l Holdco, Inc.
3 mo. USD LIBOR + 3.250%, 5.75%, 06/01/2023

     216,084  
EUR         190,000   

Techem GmbH
3 mo. EURIBOR + 3.750%, 3.75%, 07/31/2025

     217,746  
$        285,650   

Tempo Acquisition LLC
1 mo. USD LIBOR + 3.000%, 5.50%, 05/01/2024

     280,040  
165,393   

Trans Union LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 04/10/2023

     163,059  
483,788   

United Rentals, Inc.
1 mo. ICE LIBOR + 1.750%, 4.25%, 10/31/2025

     480,662  
EUR         135,000   

Verisure Holding AB
3 mo. EURIBOR + 3.500%, 0.00%, 10/21/2022(9)

     153,727  
$         147,000   

Xerox Business Services LLC
1 mo. USD LIBOR + 2.500%, 5.00%, 12/07/2023

     144,704  
     

 

 

 
        2,393,033  
     

 

 

 
  

Distribution/Wholesale - 0.0%

  
99,500   

Hamilton Holdco LLC
1 mo. USD LIBOR + 2.000%, 4.81%, 07/02/2025

     98,381  
     

 

 

 
  

Diversified Financial Services - 0.3%

  
196,500   

AlixPartners LLP
3 mo. USD LIBOR + 2.750%, 5.25%, 04/04/2024

     193,859  
129,025   

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 02/28/2025

     125,767  
500,000   

Delos Finance S.a.r.l.
3 mo. USD LIBOR + 1.750%, 4.55%, 10/06/2023

     498,750  
130,429   

Fortress Investment Group LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 12/27/2022

     128,538  
EUR           97,014   

Nets Holding A/S
3 mo. EURIBOR + 3.000%, 3.00%, 02/06/2025

     109,396  
$          148,209   

RPI Finance Trust
3 mo. USD LIBOR + 2.000%, 4.50%, 03/27/2023

     146,573  
45,411   

SS&C Technologies Holdings Europe S.a.r.l.
1 mo. USD LIBOR + 2.250%, 4.75%, 04/16/2025

     44,459  
267,975   

Worldpay LLC
3 mo. USD LIBOR + 1.750%, 4.22%, 08/09/2024

     266,155  
     

 

 

 
        1,513,497  
     

 

 

 
  

Electronics - 0.0%

  
100,000   

Resideo Funding Inc.
3 mo. USD LIBOR + 2.000%, 4.63%, 10/24/2025

     99,750  
     

 

 

 
  

Energy-Alternate Sources - 0.1%

  
83,623   

AES Corp.
3 mo. USD LIBOR + 1.750%, 4.46%, 05/31/2022

     83,240  
184,075   

BCP Renaissance Parent LLC
3 mo. USD LIBOR + 3.500%, 6.24%, 10/31/2024

     181,966  


 

  The Hartford Inflation Plus Fund

    

  Schedule of Investments – (continued)

  January 31, 2019 (Unaudited)

 

$        142,100   

TEX Operations Co. LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 08/04/2023

   $         139,711  
99,500   

Vistra Energy Corp.
1 mo. USD LIBOR + 2.000%, 4.51%, 12/31/2025

     97,538  
     

 

 

 
     502,455  
     

 

 

 
  

Engineering & Construction - 0.1%

 

221,625   

Brand Energy & Infrastructure Services, Inc.
3 mo. USD LIBOR + 4.250%, 6.96%, 06/21/2024

     212,086  
140,351   

DAE Aviation Holdings, Inc.
1 mo. ICE LIBOR + 4.000%, 0.00%, 01/23/2026(9)

     139,749  
     

 

 

 
     351,835  
     

 

 

 
  

Entertainment - 0.0%

 

144,638   

Wyndham Hotels & Resorts, Inc.
1 mo. USD LIBOR + 1.750%, 4.25%, 05/30/2025

     142,080  
     

 

 

 
  

Environmental Control - 0.1%

 

124,875   

Advanced Disposal Services, Inc.
1 Week USD LIBOR + 2.250%, 4.66%, 11/10/2023

     123,373  
147,750   

Clean Harbors, Inc.
1 mo. USD LIBOR + 1.750%, 4.25%, 06/28/2024

     146,088  
     

 

 

 
     269,461  
     

 

 

 
  

Food - 0.1%

 

215,408   

JBS USA LLC
3 mo. USD LIBOR + 2.500%, 5.26%, 10/30/2022

     213,019  
178,568   

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%, 4.52%, 05/24/2024

     176,113  
     

 

 

 
     389,132  
     

 

 

 
  

Food Service - 0.0%

 

93,266   

Aramark Services, Inc.
3 mo. USD LIBOR + 1.750%, 4.25%, 03/11/2025

     92,567  
     

 

 

 
  

Gas - 0.0%

 

100,000   

Messer Industries LLC
1 mo. USD LIBOR + 2.500%, 0.00%, 10/01/2025(9)

     97,750  
     

 

 

 
  

Healthcare-Products - 0.0%

 

102,638   

Revlon Consumer Products Corp.
1 mo. USD LIBOR + 3.500%, 6.21%, 09/07/2023

     72,558  
     

 

 

 
  

Healthcare-Services - 0.3%

 

185,000   

Envision Healthcare Corp.
1 mo. USD LIBOR + 3.750%, 6.25%, 10/10/2025

     173,993  
134,438   

Gentiva Health Services, Inc.
1 mo. USD LIBOR + 3.750%, 6.25%, 07/02/2025

     133,429  
EUR         164,175   

IQVIA, Inc.
3 mo. EURIBOR + 2.000%, 2.50%, 06/11/2025

     187,563  
$        287,478   

MPH Acquisition Holdings LLC
3 mo. USD LIBOR + 2.750%, 5.55%, 06/07/2023

     277,865  
114,469   

Syneos Health, Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 08/01/2024

     112,417  
186,675   

Team Health Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 02/06/2024

     167,541  
385,000   

Universal Health Services, Inc.
1 mo. USD LIBOR + 1.750%, 4.25%, 10/31/2025

     384,038  
     

 

 

 
     1,436,846  
     

 

 

 
  

Insurance - 0.2%

 

676,660   

Asurion LLC
1 mo. USD LIBOR + 3.000%, 5.50%, 11/03/2023

     665,299  
213,925   

Hub International Ltd.
2 mo. USD LIBOR + 2.750%, 5.51%, 04/25/2025

     205,969  
180,000   

Sedgwick Claims Management Services, Inc.
1 mo. USD LIBOR + 3.250%, 5.75%, 12/31/2025

     175,200  
     

 

 

 
     1,046,468  
     

 

 

 


 

  The Hartford Inflation Plus Fund

    

  Schedule of Investments – (continued)

  January 31, 2019 (Unaudited)

 

  

IT Services - 0.0%

 

$        249,375   

Science Applications International Corp.
1 mo. ICE LIBOR + 0.017%, 4.25%, 10/31/2025

   $         245,427  
     

 

 

 
  

Leisure Time - 0.2%

 

440,710   

Caesars Resort Collection LLC
1 mo. USD LIBOR + 2.750%, 5.25%, 12/22/2024

     434,156  
145,162   

Eldorado Resorts LLC
2 mo. USD LIBOR + 2.250%, 4.81%, 04/17/2024

     143,258  
252,450   

Golden Entertainment, Inc.
1 mo. USD LIBOR + 3.000%, 5.51%, 10/21/2024

     247,560  
100,000   

Penn National Gaming, Inc.
3 mo. USD LIBOR + 2.250%, 4.76%, 10/15/2025

     98,604  
     

 

 

 
        923,578  
     

 

 

 
  

Lodging - 0.2%

 

172,723   

Boyd Gaming Corp.
1 Week USD LIBOR + 2.250%, 4.66%, 09/15/2023

     170,241  
272,250   

Caesars Entertainment Operating Co.
1 mo. USD LIBOR + 2.000%, 4.50%, 10/06/2024

     266,465  
167,426   

Station Casinos LLC
1 mo. USD LIBOR + 2.500%, 5.00%, 06/08/2023

     165,207  
220,000   

Wynn Resorts, Limited
1 mo. USD LIBOR + 2.250%, 4.75%, 10/30/2024

     214,186  
     

 

 

 
        816,099  
     

 

 

 
  

Machinery-Construction & Mining - 0.0%

 

150,000   

Brookfield WEC Holdings, Inc.
1 mo. USD LIBOR + 3.750%, 6.25%, 08/01/2025

     149,116  
88,128   

Pike Corp.
1 mo. USD LIBOR + 3.500%, 6.00%, 03/23/2025

     87,835  
     

 

 

 
        236,951  
     

 

 

 
  

Media - 0.6%

 

118,500   

Altice Financing S.A.
3 mo. USD LIBOR + 2.750%, 5.25%, 01/31/2026

     109,711  
292,545   

Charter Communications Operating LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 04/30/2025

     288,288  
  

CSC Holdings, LLC

 

296,592   

1 mo. USD LIBOR + 2.250%, 4.76%, 07/17/2025

     286,861  
190,000   

1 mo. ICE LIBOR + 2.250%, 4.76%, 01/15/2026

     182,875  
190,000   

Gray Television, Inc.
1 mo. ICE LIBOR + 2.500%, 5.02%, 01/02/2026

     187,230  
99,250   

Lamar Media Corp.
1 mo. USD LIBOR + 1.750%, 4.31%, 03/14/2025

     99,002  
323,431   

Numericable Group S.A.
3 mo. USD LIBOR + 3.688%, 6.20%, 01/31/2026

     302,178  
198,749   

PSAV Holdings LLC
3 mo. USD LIBOR + 3.250%, 5.88%, 03/01/2025

     189,640  
75,258   

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 08/17/2024

     73,345  
240,000   

Telenet Financing USD LLC
1 mo. USD LIBOR + 2.250%, 4.76%, 08/15/2026

     233,299  
  

Unitymedia Finance LLC

 

190,000   

1 mo. USD LIBOR + 2.000%, 4.51%, 06/01/2023

     186,833  
225,000   

1 mo. USD LIBOR + 2.250%, 4.76%, 09/30/2025

     221,308  
145,000   

1 mo. USD LIBOR + 2.250%, 4.76%, 01/15/2026

     142,607  
216,557   

UPC Financing Partnership
1 mo. USD LIBOR + 2.500%, 5.01%, 01/15/2026

     213,038  
670,000   

Virgin Media Bristol LLC
1 mo. USD LIBOR + 2.500%, 5.01%, 01/15/2026

     657,116  
     

 

 

 
        3,373,331  
     

 

 

 
  

Miscellaneous Manufacturing - 0.1%

 

164,449   

H.B. Fuller Co.
1 mo. USD LIBOR + 2.000%, 4.50%, 10/20/2024

     161,160  


 

  The Hartford Inflation Plus Fund

    

  Schedule of Investments – (continued)

  January 31, 2019 (Unaudited)

 

$        246,875   

USI, Inc.
3 mo. USD LIBOR + 3.000%, 5.80%, 05/16/2024

   $         236,383  
     

 

 

 
        397,543  
     

 

 

 
  

Oil & Gas - 0.0%

 

100,000   

California Resources Corp.
1 mo. USD LIBOR + 4.750%, 7.25%, 12/31/2022

     97,833  
104,738   

Grizzly Acquisitions, Inc.
1 mo. USD LIBOR + 3.250%, 6.05%, 10/01/2025

     104,105  
     

 

 

 
        201,938  
     

 

 

 
  

Packaging & Containers - 0.3%

 

257,398   

Berry Global, Inc.
3 mo. USD LIBOR + 1.750%, 4.27%, 02/08/2020

     256,016  
53,663   

Crown Americas LLC
1 Week USD LIBOR + 2.000%, 4.51%, 04/03/2025

     53,636  
162,113   

Flex Acquisition Co., Inc.
3 mo. USD LIBOR + 3.000%, 5.52%, 12/29/2023

     156,979  
98,750   

Plastipak Packaging, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 10/14/2024

     96,199  
949,251   

Reynolds Group Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 02/05/2023

     934,927  
     

 

 

 
        1,497,757  
     

 

 

 
  

Pharmaceuticals - 0.2%

 

192,500   

Bausch Health Companies Inc.
1 mo. USD LIBOR + 2.750%, 5.26%, 11/27/2025

     189,672  
364,450   

Endo Luxembourg Finance Co. S.a r.l.
1 mo. USD LIBOR + 4.250%, 6.75%, 04/29/2024

     360,503  
266,679   

IQVIA, Inc.
3 mo. USD LIBOR + 2.000%, 4.80%, 03/07/2024

     264,146  
104,369   

Valeant Pharmaceuticals International, Inc.
1 mo. USD LIBOR + 3.000%, 5.51%, 06/02/2025

     103,159  
     

 

 

 
        917,480  
     

 

 

 
  

Real Estate - 0.1%

 

180,867   

KFC Holding Co.
1 mo. USD LIBOR + 1.750%, 4.26%, 04/03/2025

     179,059  
219,545   

VICI Properties LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 12/20/2024

     215,361  
     

 

 

 
        394,420  
     

 

 

 
  

REITS - 0.1%

 

257,713   

MGM Growth Properties Operating Partnership L.P.
1 mo. USD LIBOR + 2.000%, 4.50%, 03/21/2025

     253,403  
     

 

 

 
  

Retail - 0.3%

 

259,072   

Albertsons LLC
3 mo. USD LIBOR + 3.000%, 5.82%, 12/21/2022

     255,251  
491,250   

American Builders & Contractors Supply Co., Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 10/31/2023

     478,723  
122,813   

B.C. Unlimited Liability Co.
1 mo. USD LIBOR + 2.250%, 4.75%, 02/16/2024

     120,663  
197,500   

Bass Pro Group LLC
1 mo. USD LIBOR + 5.000%, 7.50%, 09/25/2024

     195,031  
278,471   

Coty Inc.
1 mo. USD LIBOR + 2.250%, 4.77%, 04/07/2025

     264,200  
312,783   

Michaels Stores, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 01/30/2023

     308,874  
128,700   

Staples, Inc.
3 mo. USD LIBOR + 4.000%, 6.54%, 09/12/2024

     126,319  
     

 

 

 
        1,749,061  
     

 

 

 
  

Semiconductors - 0.1%

 

155,000   

Entegris, Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 11/01/2025

     153,256  
113,042   

Microchip Technology, Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 05/29/2025

     111,064  


 

The Hartford Inflation Plus Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$        102,254   

ON Semiconductor Corp.
1 mo. USD LIBOR + 1.750%, 4.25%, 03/31/2023

   $ 100,811  
     

 

 

 
        365,131  
     

 

 

 
  

Software - 0.8%

 

154,860   

Almonde, Inc.
3 mo. USD LIBOR + 3.500%, 6.30%, 06/13/2024

     148,376  
324,689   

Aristocrat Technologies, Inc.
3 mo. USD LIBOR + 1.750%, 4.53%, 10/19/2024

     318,358  
240,625   

Change Healthcare Holdings LLC
1 mo. USD LIBOR + 2.750%, 5.25%, 03/01/2024

     235,331  
201,808   

Dell, Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 09/07/2023

     198,855  
  

First Data Corp.

 

574,765   

1 mo. USD LIBOR + 2.000%, 4.52%, 07/08/2022

     572,276  
412,475   

1 mo. USD LIBOR + 2.000%, 4.52%, 04/26/2024

     410,800  
257,388   

Global Payments, Inc.
1 mo. USD LIBOR + 1.750%, 4.25%, 04/21/2023

     252,642  
226,303   

Go Daddy Operating Co. LLC
1 mo. USD LIBOR + 2.250%, 4.75%, 02/15/2024

     223,232  
553,883   

Infor U.S., Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 02/01/2022

     550,145  
18,515   

MA FinanceCo. LLC
1 mo. USD LIBOR + 2.500%, 5.00%, 06/21/2024

     17,882  
125,035   

Seattle Spinco, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 06/21/2024

     120,763  
327,535   

SS&C Technologies, Inc.
1 mo. USD LIBOR + 2.250%, 4.75%, 04/16/2025

     320,922  
206,850   

Verint Systems Inc.
1 mo. USD LIBOR + 2.000%, 4.52%, 06/28/2024

     204,523  
482,625   

WEX, Inc.
1 mo. USD LIBOR + 2.250%, 4.75%, 06/30/2023

     474,782  
     

 

 

 
        4,048,887  
     

 

 

 
  

Telecommunications - 0.3%

 

249,375   

Ciena Corp.
1 mo. USD LIBOR + 2.000%, 4.50%, 09/26/2025

     247,504  
375,000   

Level 3 Financing, Inc.
1 mo. USD LIBOR + 2.250%, 4.76%, 02/22/2024

     367,969  
432,300   

Sprint Communications, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 02/02/2024

     422,033  
372,894   

Univision Communications, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 03/15/2024

     346,560  
100,095   

Zayo Group LLC
1 mo. USD LIBOR + 2.250%, 4.75%, 01/19/2024

     99,144  
     

 

 

 
        1,483,210  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $28,742,089)

   $    28,203,284  
     

 

 

 

U.S. Government Agencies - 10.1%

 

  

Mortgage-Backed Agencies - 10.1%

 

$      1,186,999   

FHLMC - 0.3%

1 mo. USD LIBOR + 4.250%, 6.76%, 11/25/2023(3)

   $ 1,295,621  
     

 

 

 
  

FNMA - 9.8%

 

$    39,000,000   

3.50%, 02/01/2049(10)

   $ 39,192,715  
7,225,000   

4.00%, 02/01/2049(10)

     7,395,465  
3,500,000   

4.00%, 03/01/2049(10)

     3,579,023  
1,345,000   

1 mo. USD LIBOR + 2.400%, 4.91%, 04/25/2031(1)(3)

     1,355,324  
     

 

 

 
        51,522,527  
     

 

 

 
  

Total U.S. Government Agencies
(cost $52,564,519)

   $ 52,818,148  
     

 

 

 

U.S. Government Securities - 85.4%

 

  

U.S. Treasury Securities - 85.4%

 

  

U.S. Treasury Notes - 85.4%

 

$  178,484,346   

0.13%, 04/15/2021(7)

   $ 175,500,311  


 

  The Hartford Inflation Plus Fund

 

  Schedule of Investments – (continued)

  January 31, 2019 (Unaudited)

 

$    66,960,651   

0.13%, 07/15/2024(7)(11)

     $ 65,145,700  
9,363,340   

0.13%, 07/15/2026(7)

       8,968,446  
9,769,540   

0.25%, 01/15/2025(7)

       9,504,377  
43,909,225   

0.38%, 07/15/2025(7)

       43,100,221  
49,249,989   

0.50%, 01/15/2028(7)(12)

       48,005,272  
88,499,743   

0.63%, 01/15/2026(7)

       87,780,682  
8,610,844   

0.75%, 07/15/2028(7)(13)

       8,610,956  
700,000   

2.75%, 09/30/2020(13)

       702,844  
       

 

 

 
          447,318,809  
       

 

 

 
  

Total U.S. Government Securities
(cost $452,307,337)

 

  $ 447,318,809  
       

 

 

 
  

Total Long-Term Investments
(cost $567,950,667)

     $    561,781,377  
       

 

 

 

Short-Term Investments - 4.2%

 

  

Other Investment Pools & Funds - 4.2%

 

22,119,339   

Fidelity Institutional Government Fund, Institutional Class, 2.31%(14)

 

    22,119,339  
       

 

 

 
  

Total Short-Term Investments
(cost $22,119,339)

 

  $ 22,119,339  
       

 

 

 
  

Total Investments Excluding Purchased Options
(cost $590,070,006)

     111.5   $ 583,900,716  
  

Total Purchased Options
(cost $550,515)

     0.0   $ 88,194  
     

 

 

   

 

 

 
  

Total Investments
(cost $590,620,521)

     111.5   $ 583,988,910  
  

Other Assets and Liabilities

     (11.5 )%      (60,096,940
     

 

 

   

 

 

 
  

Total Net Assets

     100.0   $ 523,891,970  
     

 

 

   

 

 

 

 

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. These classifications are used for financial reporting purposes.

 

(1)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $7,477,832, representing 1.4% of net assets.

(2)

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

(3)

Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2019.

(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)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2019, the aggregate fair value of these securities was $2,959,176, 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.

(6)

Investment valued using significant unobservable inputs.

(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)

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 January 31, 2019.

(9)

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

(10)

Represents or includes a TBA transaction.

(11)

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

(12)

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

(13)

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

(14)

Current yield as of period end.


 

  The Hartford Inflation Plus Fund

    

  Schedule of Investments – (continued)

  January 31, 2019 (Unaudited)

 

        OTC Swaption Contracts Outstanding at January 31, 2019  
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 06/03/29*   BOA   3.20%     Receive       05/30/19       USD       8,990,000       8,990,000     $ 7,183     $ 139,794     $ (132,611
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 06/03/29*   DEUT   3.20%     Receive       05/30/19       USD       14,095,000       14,095,000       11,262       210,016       (198,754
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 12/11/29*   BOA   3.20%     Receive       12/09/19       USD       14,650,000       14,650,000       69,749       200,705       (130,956
             

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

 

    37,735,000     $ 88,194     $ 550,515     $ (462,321
             

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased swaption contracts

            37,735,000     $ 88,194     $ 550,515     $ (462,321
             

 

 

   

 

 

   

 

 

   

 

 

 

*Swaptions with forward premiums.

 

    Futures Contracts Outstanding at January 31, 2019  
Description    Number
of
Contracts
     Expiration Date    Current
Notional
Amount
     Value and
Unrealized
Appreciation/
    (Depreciation)    
 

Long position contracts:

 

U.S. 10-Year Ultra Future

     112      03/20/2019    $         14,637,000      $ 267,154   

U.S. Treasury 2-Year Note Future

     38      03/29/2019      8,068,469        (2,023)  

U.S. Treasury 10-Year Note Future

     281      03/20/2019      34,413,719        527,951   
           

 

 

 

Total

 

   $ 793,082   
           

 

 

 

Short position contracts:

 

Canadian Government 10-Year Bond Future

     33      03/20/2019    $ 3,456,844      $ (9,396)  

U.S. Treasury 5-Year Note Future

     274      03/29/2019      31,471,469        (559,300)  
           

 

 

 

Total

 

   $ (568,696)  
           

 

 

 
  
           

 

 

 

Total futures contracts

 

   $ 224,386   
           

 

 

 

 

        OTC Credit Default Swap Contracts Outstanding at January 31, 2019  
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    19,078,603        0.50%       05/11/63        Monthly      $      $ (14,814   $ 182,019      $ 196,833  
                

 

 

    

 

 

   

 

 

    

 

 

 
                        
                

 

 

    

 

 

   

 

 

    

 

 

 

Total traded indices

 

        $      $ (14,814   $ 182,019      $ 196,833  
                

 

 

    

 

 

   

 

 

    

 

 

 
                        
                

 

 

    

 

 

   

 

 

    

 

 

 

Total OTC contracts

 

      $      $ (14,814   $ 182,019      $ 196,833  
                

 

 

    

 

 

   

 

 

    

 

 

 

 

(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.


 

The Hartford Inflation Plus Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

 

 

        OTC Interest Rate Swap Contracts Outstanding at January 31, 2019  
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

  2.00% Fixed   CPURNSA      USD 12,310,000       01/15/22       At Maturity     $ —      $ —      $ (119,448   $ (119,448

BCLY

  2.29% Fixed   CPURNSA      USD 25,572,000       01/15/22       At Maturity       —        —        (396,270     (396,270

BOA

  2.12% Fixed   CPURNSA      USD   8,580,000       01/15/24       At Maturity       —        —        (94,781     (94,781
            

 

 

   

 

 

   

 

 

   

 

 

 

Total

         $ —      $ —      $ (610,499   $ (610,499
            

 

 

   

 

 

   

 

 

   

 

 

 

 

        Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2019  

Payments made by

Fund

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

12M Federal Funds Rate

   0.93% Fixed     USD        13,439,000        08/22/24        Annual      $      $      $ 991,994      $ 991,994  

12M Federal Funds Rate

   1.03% Fixed     USD        9,012,000        09/06/26        Annual                      833,788        833,788  

12M Federal Funds Rate

   1.00% Fixed     USD        3,322,000        09/29/26        Annual        77,157               316,148        238,991  

3 Mo. USD LIBOR

   2.25% Fixed      USD        24,709,000        06/20/28        Semi-Annual        1,260,023               836,621        (423,402
                

 

 

    

 

 

    

 

 

    

 

 

 

Total

 

         $ 1,337,180      $      $ 2,978,551      $ 1,641,371  
                

 

 

    

 

 

    

 

 

    

 

 

 

 

Bond Forward Contracts Outstanding at January 31, 2019  
Counterparty      Reference
Obligation
     Notional
Amount
       Expiration
Date
     Unrealized
Appreciation/
(Depreciation)
 
DEUT     

U.S. Treasury Bonds(7), 0.13%, 07/15/2024

       USD        12,270,771        02/28/2019      $ 144,325  
GSC     

U.S. Treasury Bonds(7), 2.38%, 01/15/2025

       USD        25,646,535        02/28/2019        320,339  
MLI     

U.S. Treasury Bonds(7), 0.63%, 01/15/2026

       USD        19,979,460        02/28/2019        239,871  
                               

 

 

 

    Total

     $         704,535  
                               

 

 

 

 

Foreign Currency Contracts Outstanding at January 31, 2019
Amount and Description
of Currency to be
Purchased
 

Amount and Description
of Currency to be
Sold

  Counterparty   Settlement
Date
  Appreciation   Depreciation        
2,976,000     

AUD

  2,134,235   USD   DEUT   02/28/19   $          29,942   $                  —         
5,625,000     

CAD

  4,248,082   USD   BNP   02/28/19   35,641   —         
1,020,000     

CHF

  1,023,424   USD   CSFB   02/28/19   4,988   —         
1,023,000     

CHF

  1,029,195   USD   DEUT   02/28/19   2,242   —         
3,611,000     

EUR

  4,100,110   USD   GSC   02/28/19   42,789   —         
6,540,000     

GBP

  8,616,352   USD   BNP   02/28/19     (26,198)        
679,727,000     

JPY

  6,196,348   USD   MSC   02/28/19   57,523   —         
1,081,147     

USD

  1,488,000   AUD   SSG   02/28/19     (941)        
6,412,221     

USD

  25,184,000   BRL   SCB   03/20/19     (470,001)        
2,179,577     

USD

  2,865,000   CAD   RBC   02/28/19     (2,266)        
2,056,145     

USD

  2,043,000   CHF   BCLY   02/28/19     (3,704)        
1,766,954     

USD

  5,620,240,000   COP   MSC   03/20/19     (39,591)        
2,067,340     

USD

  1,796,000   EUR   DEUT   02/28/19   6,790   —         
1,037,801     

USD

  914,000   EUR   GSC   02/28/19     (10,831)        
4,340,010     

USD

  3,305,000   GBP   BOA   02/28/19     (1,039)        
258,380     

USD

  17,190,000   RUB   CSFB   03/20/19     (2,864)        
3,150,649     

USD

  211,763,000   RUB   JPM   03/20/19     (67,605)        
1,316,894     

USD

  19,012,000   ZAR   GSC   03/20/19     (108,448)        

Total

                         $        179,915   $        (733,488)        

 

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


 

The Hartford Inflation Plus Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

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

Barclays

  
BNP   

BNP Paribas Securities Services

  
BOA   

Banc of America Securities LLC

  
CSFB   

Credit Suisse First Boston Corp.

  
DEUT   

Deutsche Bank Securities, Inc.

  
GSC   

Goldman Sachs & Co.

  
JPM   

JP Morgan Chase & Co.

  
MLI   

Merrill Lynch International

  
MSC   

Morgan Stanley

  
RBC   

RBC Dominion Securities, Inc.

  
SCB   

Standard Chartered Bank

  
SSG   

State Street Global Markets LLC

  
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

  
ICE   

Intercontinental Exchange, Inc.

  
MTA   

Monthly Treasury Average Index

  
Other Abbreviations:     
CMO   

Collateralized Mortgage Obligation

  
EURIBOR   

Euro Interbank Offered Rate

  
FHLMC   

Federal Home Loan Mortgage Corp.

  
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

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total     Level 1     Level 2     Level 3(1)  

Assets

 

Asset & Commercial Mortgage Backed Securities

   $ 19,230,979     $     $ 16,271,803     $ 2,959,176  

Foreign Government Obligations

     14,210,157             14,210,157        

Senior Floating Rate Interests

     28,203,284             28,203,284        

U.S. Government Agencies

     52,818,148             52,818,148        

U.S. Government Securities

     447,318,809             447,318,809        

Short-Term Investments

     22,119,339       22,119,339              

Purchased Options

     88,194             88,194        

Bond Forward Contracts(2)

     704,535             704,535        

Foreign Currency Contracts(2)

     179,915             179,915        

Futures Contracts(2)

     795,105       795,105              

Swaps - Credit Default(2)

     196,833             196,833        

Swaps - Interest Rate(2)

     2,064,773             2,064,773        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     587,930,071     $     22,914,444     $     562,056,451     $     2,959,176  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (733,488   $     $ (733,488   $  

Futures Contracts(2)

     (570,719     (570,719            

Swaps - Interest Rate(2)

     (1,033,901           (1,033,901      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (2,338,108   $ (570,719   $ (1,767,389   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)

For the period ended January 31, 2019, there were no transfers in and out of Level 3.

 

(2)

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2019 is not presented.


 

Hartford International Equity Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Shares or Principal Amount

   Market Value  

Common Stocks - 94.5%

 

  

Argentina - 0.6%

 

111,298   

Grupo Financiero Galicia S.A. ADR

   $            4,063,490  
33,484   

Pampa Energia S.A. ADR*

     1,193,705  
41,427   

YPF S.A. ADR

     677,331  
     

 

 

 
        5,934,526  
     

 

 

 
  

Australia - 2.0%

 

171,951   

BHP Group Ltd.

     4,390,408  
74,429   

Commonwealth Bank of Australia

     3,792,393  
518,503   

Goodman Group REIT

     4,412,934  
355,602   

Resolute Mining Ltd.

     292,806  
944,360   

South32 Ltd.

     2,416,390  
419,243   

Treasury Wine Estates Ltd.

     4,718,164  
343,306   

Western Areas Ltd.

     589,526  
     

 

 

 
            20,612,621  
     

 

 

 
  

Austria - 0.0%

 

49,563   

Zumtobel Group AG*(1)

     447,882  
     

 

 

 
  

Belgium - 1.0%

 

26,458   

Ageas

     1,230,201  
137,597   

AGFA-Gevaert N.V.*

     541,219  
36,249   

bpost S.A.

     332,309  
82,323   

Groupe Bruxelles Lambert S.A.

     7,756,660  
28,166   

Orange Belgium S.A.

     539,033  
     

 

 

 
        10,399,422  
     

 

 

 
  

Brazil - 2.2%

 

60,974   

Azul S.A. ADR*

     1,844,463  
165,000   

Banco do Brasil S.A.*

     2,346,156  
560,944   

BR Malls Participacoes S.A.

     2,237,809  
291,000   

Cyrela Brazil Realty S.A. Empreendimentos e Participacoes

     1,357,181  
144,417   

Itau Unibanco Holding S.A. ADR

     1,536,597  
432,400   

Kroton Educacional S.A.

     1,355,103  
399,900   

Localiza Rent a Car S.A.

     3,651,204  
173,100   

Lojas Renner S.A.

     2,159,478  
250,970   

Petroleo Brasileiro S.A. ADR

     4,090,811  
122,900   

Ultrapar Participacoes S.A.

     1,927,473  
     

 

 

 
        22,506,275  
     

 

 

 
  

Canada - 5.3%

 

221,432   

Advantage Oil & Gas Ltd.*

     345,474  
227,276   

ARC Resources Ltd.(1)

     1,643,230  
52,579   

Bank of Montreal(1)

     3,848,737  
244,327   

Barrick Gold Corp.

     3,270,834  
45,228   

Cameco Corp.

     547,989  
47,632   

Canadian National Railway Co.

     3,974,922  
137,970   

Centerra Gold, Inc.*

     699,327  
66,751   

CGI Group, Inc. Class A*

     4,413,151  
108,057   

Descartes Systems Group, Inc.*

     3,358,612  
56,519   

Eldorado Gold Corp*

     211,946  
594,446   

Encana Corp.

     4,080,751  
24,133   

Intact Financial Corp.

     1,907,571  
145,971   

Kinross Gold Corp.*

     490,463  
29,621   

Magna International, Inc.

     1,567,673  
42,043   

Northern Dynasty Minerals Ltd.*(1)

     32,637  
151,350   

Painted Pony Energy Ltd.*(1)

     155,502  
71,351   

PrairieSky Royalty Ltd.(1)

     1,030,665  
72,886   

Royal Bank of Canada

     5,548,200  
95,398   

SEMAFO, Inc.*

     215,634  
182,446   

Smart REIT(1)

     4,623,807  
870,595   

StorageVault Canada, Inc.

     1,788,962  
81,466   

Toronto-Dominion Bank

     4,588,062  
86,754   

Tourmaline Oil Corp.

     1,183,174  
203,524   

Trican Well Service Ltd.*(1)

     206,010  
505,249   

Tricon Capital Group, Inc.

     3,956,781  


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

90,808   

Uranium Participation Corp.*

   $ 330,349  
     

 

 

 
                 54,020,463  
     

 

 

 
  

Chile - 0.7%

 

489,117   

Empresas COPEC S.A.

     6,717,494  
     

 

 

 
  

China - 7.7%

 

1,480,760   

361 Degrees International Ltd.

     321,081  
101,312   

Alibaba Group Holding Ltd. ADR*

     17,070,059  
8,874,061   

Bank of China Ltd. Class H

     4,125,921  
1,781,350   

China BlueChemical Ltd. Class H

     580,767  
3,514,707   

China Construction Bank Corp. Class H

     3,166,052  
3,612,718   

China Longyuan Power Group Corp. Ltd. Class H

     2,704,493  
964,570   

China Machinery Engineering Corp. Class H

     475,292  
1,711,657   

China Railway Group Ltd. Class H

     1,602,959  
2,602,966   

China Telecom Corp. Ltd. Class H

     1,413,204  
10,153,406   

China Tower Corp. Ltd. Class H*(2)

     2,180,439  
993,773   

CSPC Pharmaceutical Group Ltd.

     1,714,449  
1,928,580   

Daphne International Holdings Ltd.*

     61,173  
1,264,340   

Dongfeng Motor Group Co., Ltd. Class H

     1,325,456  
204,920   

ENN Energy Holdings Ltd.

     1,962,653  
5,860,514   

Industrial & Commercial Bank of China Ltd. Class H

     4,552,821  
228,789   

Jiangsu Hengrui Medicine Co., Ltd. Class A

     2,028,292  
784,200   

Jinyu Bio-Technology Co., Ltd. Class A

     1,668,172  
693,000   

Kingsoft Corp. Ltd.

     1,327,554  
14,702   

Kweichow Moutai Co., Ltd. Class A

     1,518,537  
307,680   

Midea Group Co., Ltd. Class A

     2,004,914  
56,390   

New Oriental Education & Technology Group, Inc. ADR*

     4,344,286  
1,419,940   

PICC Property & Casualty Co., Ltd. Class H

     1,470,434  
218,640   

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

     2,128,582  
170,162   

Sunny Optical Technology Group Co., Ltd.

     1,688,717  
283,655   

Tencent Holdings Ltd.

     12,626,784  
37,100   

WuXi AppTec Co., Ltd. Class H*(2)

     378,227  
234,745   

Wuxi Biologics Cayman, Inc.*(2)

     2,029,876  
30,016   

YY, Inc. ADR*

     2,084,011  
     

 

 

 
        78,555,205  
     

 

 

 
  

Denmark - 0.4%

 

980   

AP Moller - Maersk A/S Class B

     1,310,638  
40,582   

D/S Norden A/S*

     567,118  
26,454   

DSV A/S

     2,111,249  
     

 

 

 
        3,989,005  
     

 

 

 
  

Finland - 0.1%

 

121,152   

Nokia Oyj

     765,397  
     

 

 

 
  

France - 7.8%

 

63,232   

Air France-KLM*

     795,423  
41,332   

Airbus SE

     4,763,925  
76,544   

Alstom S.A.

     3,079,338  
40,823   

BNP Paribas S.A.

     1,923,823  
38,337   

Capgemini SE

     4,233,757  
250,633   

Cie de Saint-Gobain

     8,648,840  
10,577   

Coface S.A.

     97,142  
140,076   

Danone S.A.

     10,193,577  
80,745   

Engie S.A.

     1,294,449  
14,469   

EssilorLuxottica S.A.

     1,832,919  
9,928   

L’Oreal S.A.

     2,392,897  
57,034   

Maisons du Monde S.A.(2)

     1,469,722  
38,061   

Metropole Television S.A.

     581,787  
29,395   

Neopost S.A.

     737,780  
419,231   

Orange S.A.

     6,502,438  
32,764   

Pernod Ricard S.A.

     5,435,979  
79,132   

Peugeot S.A.

     1,990,597  
5,479   

Renault S.A.

     387,721  
90,690   

Rexel S.A.

     1,034,101  
22,374   

Safran S.A.

     2,939,701  
68,686   

Schneider Electric SE

     4,885,059  


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

44,672   

Societe Generale S.A.

   $            1,392,850  
1,418   

Sopra Steria Group

     143,381  
86,040   

Television Francaise

     697,248  
62,464   

Total S.A.

     3,424,346  
10,890   

Unibail-Rodamco-Westfield

     1,958,584  
60,363   

Valeo S.A.

     1,888,373  
10,669   

Vicat S.A.

     533,526  
42,943   

Vinci S.A.

     3,778,571  
     

 

 

 
        79,037,854  
     

 

 

 
  

Germany - 4.8%

 

54,891   

Allianz SE

     11,646,356  
16,829   

Beiersdorf AG

     1,684,613  
101,127   

CECONOMY AG

     474,575  
790,581   

E.ON SE

     8,788,395  
16,912   

Hamburger Hafen und Logistik AG

     376,789  
108,847   

Infineon Technologies AG

     2,421,135  
59,148   

Metro AG

     1,000,955  
36,575   

Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen

     8,162,086  
14,123   

Rheinmetall AG

     1,466,960  
40,458   

RWE AG

     1,006,256  
12,969   

Salzgitter AG

     391,830  
14,786   

Volkswagen AG

     2,521,998  
166,681   

Vonovia SE

     8,377,151  
     

 

 

 
        48,319,099  
     

 

 

 
  

Greece - 0.4%

 

208,977   

Fourlis Holdings S.A.

     1,042,348  
155,524   

Hellenic Telecommunications Organization S.A.

     1,947,779  
131,284   

OPAP S.A.

     1,284,405  
     

 

 

 
        4,274,532  
     

 

 

 
  

Hong Kong - 2.7%

 

301,318   

AIA Group Ltd.

     2,720,753  
556,895   

AMVIG Holdings Ltd.

     127,032  
137,400   

China Mobile Ltd.

     1,445,082  
3,874,190   

China Unicom Hong Kong Ltd.

     4,437,798  
216,000   

CST Group Ltd.*

     688  
58,380   

Dah Sing Financial Holdings Ltd.

     323,586  
15,482,250   

G-Resources Group Ltd.*

     118,720  
244,321   

Health and Happiness H&H International Holdings Ltd.*

     1,488,372  
1,724,087   

Hong Kong & China Gas Co., Ltd.

     3,746,520  
123,388   

Hong Kong Exchanges & Clearing Ltd.

     3,860,701  
1,278,000   

Kunlun Energy Co., Ltd.

     1,365,324  
3,062,210   

Pacific Basin Shipping Ltd.

     608,057  
1,090,297   

Sands China Ltd.

     5,230,508  
1,875,000   

Sino Biopharmaceutical Ltd.

     1,586,135  
     

 

 

 
        27,059,276  
     

 

 

 
  

Hungary - 0.2%

 

451,908   

Magyar Telekom Telecommunications plc

     763,647  
33,385   

OTP Bank Nyrt

     1,377,249  
     

 

 

 
        2,140,896  
     

 

 

 
  

India - 1.5%

 

220,257   

Allahabad Bank*

     140,521  
98,058   

Bharat Financial Inclusion Ltd.*

     1,308,700  
172,581   

Canara Bank*

     610,245  
212,750   

Corp. Bank*

     78,713  
188,343   

Havells India Ltd.

     1,894,966  
31,100   

HDFC Bank Ltd. ADR

     3,054,642  
544,605   

ICICI Bank Ltd.

     2,797,679  
193,875   

ICICI Bank Ltd. ADR

     1,979,464  
89,433   

Kotak Mahindra Bank Ltd.

     1,582,599  
749,047   

Nava Bharat Ventures Ltd.

     1,125,438  
311,336   

NTPC Ltd.

     612,180  
     

 

 

 
        15,185,147  
     

 

 

 


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Indonesia - 0.8%

 

972,900   

Bank Central Asia Tbk PT

   $            1,968,093  
2,710,500   

Bank Mandiri Persero Tbk PT

     1,452,622  
3,789,157   

Matahari Department Store Tbk PT

     1,904,767  
1,759,900   

Semen Indonesia Persero Tbk PT

     1,599,298  
380,300   

Unilever Indonesia Tbk PT

     1,360,740  
     

 

 

 
        8,285,520  
     

 

 

 
  

Ireland - 1.4%

 

561,769   

Bank of Ireland Group plc

     3,370,937  
1,467,704   

Cairn Homes plc*

     2,183,913  
125,419   

CRH plc

     3,610,133  
1,932,461   

Glenveagh Properties plc*(2)

     1,791,634  
1,164,647   

Hibernia plc REIT

     1,763,879  
51,190   

Smurfit Kappa Group plc

     1,476,102  
     

 

 

 
        14,196,598  
     

 

 

 
  

Israel - 0.2%

 

120,774   

Teva Pharmaceutical Industries Ltd. ADR*

     2,397,364  
     

 

 

 
  

Italy - 2.7%

 

96,562   

Assicurazioni Generali S.p.A.

     1,690,536  
213,953   

Banca Popolare dell’Emilia Romagna SC

     725,069  
268,768   

Davide Campari-Milano S.p.A.

     2,414,766  
373,631   

Eni S.p.A.

     6,335,220  
37,282   

Ferrari N.V.

     4,672,947  
199,550   

FinecoBank Banca Fineco S.p.A.

     2,169,899  
138,666   

Geox S.p.A.

     206,455  
283,785   

Leonardo S.p.A.

     2,749,889  
55,285   

Moncler S.p.A.

     2,080,632  
220,625   

Saipem S.p.A.*

     1,048,854  
296,634   

UniCredit S.p.A.

     3,429,229  
     

 

 

 
        27,523,496  
     

 

 

 
  

Japan - 16.6%

 

38,380   

Aisan Industry Co., Ltd.

     265,670  
180,477   

Aozora Bank Ltd.

     5,558,749  
41,250   

Avex, Inc.

     554,715  
14,590   

Benesse Holdings, Inc.

     380,910  
36,980   

Canon, Inc.

     1,063,553  
17,260   

Cawachi Ltd.

     338,872  
37,396   

Central Japan Railway Co.

     8,082,107  
65,180   

Chiyoda Corp.

     198,035  
17,820   

Chubu Steel Plate Co., Ltd.

     99,745  
146,860   

Citizen Watch Co., Ltd.

     783,921  
8,800   

CMIC Holdings Co., Ltd.

     131,400  
2,800   

Cosel Co., Ltd.

     27,892  
73,560   

Dai-ichi Life Holdings, Inc.

     1,194,393  
36,390   

DeNA Co., Ltd.

     643,887  
105,695   

East Japan Railway Co.

     9,792,606  
40,910   

Eisai Co., Ltd.

     3,176,518  
12,950   

Enplas Corp.

     352,432  
22,250   

Exedy Corp.

     561,074  
31,275   

Fuji Media Holdings, Inc.

     462,724  
18,655   

Fujitsu Ltd.

     1,252,037  
68,410   

Funai Electric Co., Ltd.*

     368,682  
15,505   

Gendai Agency, Inc.

     68,236  
177,470   

Gree, Inc.

     805,716  
22,680   

Hisaka Works Ltd.

     173,066  
97,770   

Hitachi Metals Ltd.

     1,099,913  
87,120   

Honda Motor Co., Ltd.

     2,615,513  
25,310   

Honeys Holdings Co., Ltd.

     217,938  
31,590   

Hosiden Corp.

     240,277  
50,300   

Ibiden Co., Ltd.

     733,259  
43,170   

Ichiyoshi Securities Co., Ltd.

     358,345  
116,100   

Inpex Corp.

     1,116,002  
38,920   

Japan Petroleum Exploration Co., Ltd.

     730,210  
625,847   

Japan Post Bank Co., Ltd.

     7,284,145  


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

20,070   

Japan Steel Works Ltd.

   $              371,383  
35,900   

Japan Tobacco, Inc.

     908,835  
59,960   

JGC Corp.

     919,942  
72,540   

JSR Corp.

     1,172,857  
99,914   

KDDI Corp.

     2,496,314  
41,300   

Keihin Corp.

     739,331  
71,010   

Komatsu Ltd.

     1,869,844  
43,360   

Kyoei Steel Ltd.

     707,939  
33,610   

Maxell Holdings Ltd.

     479,331  
7,080   

Melco Holdings, Inc.

     229,154  
16,120   

Miraial Co., Ltd.

     169,282  
54,400   

Mitsubishi Estate Co., Ltd.

     963,504  
36,521   

Mitsubishi Heavy Industries Ltd.

     1,412,108  
946,959   

Mitsubishi UFJ Financial Group, Inc.

     5,079,410  
103,080   

Mitsui Fudosan Co., Ltd.

     2,504,313  
1,186,220   

Mizuho Financial Group, Inc.

     1,947,011  
65,220   

Nakayama Steel Works Ltd.

     302,787  
29,950   

Neturen Co., Ltd.

     237,327  
242,920   

Nexon Co., Ltd.*

     3,695,656  
183,600   

NGK Insulators Ltd.

     2,823,468  
77,804   

Nichicon Corp.

     618,264  
2,745   

Nidec Corp.

     330,108  
37,030   

Nikon Corp.

     633,154  
7,915   

Nintendo Co., Ltd.

     2,400,524  
59,434   

Nippon Television Holdings, Inc.

     933,667  
163,700   

Nipro Corp.

     2,196,865  
35,230   

Nishimatsuya Chain Co., Ltd.

     290,450  
545,711   

Nissan Motor Co., Ltd.

     4,660,369  
43,372   

Nissin Kogyo Co., Ltd.

     590,713  
64,160   

NOK Corp.

     1,036,239  
208,500   

Nomura Holdings, Inc.

     814,155  
285,799   

NTT DOCOMO, Inc.

     6,866,832  
191,526   

Ono Pharmaceutical Co., Ltd.

     4,184,087  
16,440   

Pacific Metals Co., Ltd.

     441,908  
16,928   

PAL GROUP Holdings Co., Ltd.

     466,441  
10,340   

Proto Corp.

     144,183  
18,400   

Relia, Inc.

     160,491  
27,250   

Sanyo Shokai Ltd.

     440,341  
41,225   

SCREEN Holdings Co., Ltd.

     1,766,416  
97,823   

Secom Co., Ltd.

     8,189,930  
80,310   

Seven & i Holdings Co., Ltd.

     3,496,937  
10,140   

Shimamura Co., Ltd.

     878,081  
66,059   

Shin-Etsu Chemical Co., Ltd.

     5,569,870  
31,380   

Shinko Electric Industries Co., Ltd.

     216,368  
74,955   

SoftBank Group Corp.

     5,903,735  
83,601   

Sony Corp.

     4,188,990  
58,700   

Sony Financial Holdings, Inc.

     1,116,991  
172,082   

Sumitomo Mitsui Financial Group, Inc.

     6,401,789  
35,990   

Sumitomo Mitsui Trust Holdings, Inc.

     1,363,278  
43,210   

Sumitomo Riko Co., Ltd.

     387,490  
267,155   

T&D Holdings, Inc.

     3,316,484  
12,750   

Tachi-S Co., Ltd.

     175,193  
52,380   

Takeda Pharmaceutical Co., Ltd.

     2,114,750  
16,300   

THK Co., Ltd.

     389,420  
89,790   

Tochigi Bank Ltd.

     197,029  
42,780   

Tokai Rika Co., Ltd.

     761,155  
80,782   

Tokio Marine Holdings, Inc.

     3,955,547  
20,810   

Tokyo Seimitsu Co., Ltd.

     609,432  
96,850   

Tokyo Steel Manufacturing Co., Ltd.

     817,770  
60,380   

Toppan Forms Co., Ltd.

     506,288  
19,036   

Toshiba Machine Co., Ltd.

     382,963  
49,280   

Toyo Engineering Corp.*

     320,105  
232,275   

Toyo Tire & Rubber Co., Ltd.

     3,265,213  
43,950   

Toyoda Gosei Co., Ltd.

     961,577  
20,520   

TV Asahi Holdings Corp.

     379,988  
27,800   

Unipres Corp.

     537,995  


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

62,380   

Ushio, Inc.

   $ 710,290  
42,740   

Xebio Holdings Co., Ltd.

     500,850  
527,360   

Yahoo Japan Corp.

     1,425,429  
31,600   

Yamato Kogyo Co., Ltd.

     825,209  
     

 

 

 
              168,603,691  
     

 

 

 
  

Malaysia - 1.4%

 

1,217,819   

Kuala Lumpur Kepong Bhd

     7,337,835  
1,112,537   

Public Bank Bhd

     6,739,153  
     

 

 

 
        14,076,988  
     

 

 

 
  

Netherlands - 4.8%

 

39,818   

AerCap Holdings N.V.*

     1,881,799  
72,466   

Akzo Nobel N.V.

     6,236,937  
11,528   

ASML Holding N.V.

     2,015,872  
42,246   

Fugro N.V.*(1)

     465,896  
15,433   

Heineken N.V.

     1,386,177  
343,969   

ING Groep N.V.

     4,081,470  
35,494   

InterXion Holding N.V.*

     2,131,060  
181,029   

Koninklijke Philips N.V.

     7,137,081  
179,909   

NN Group N.V.

     7,597,079  
295,287   

PostNL N.V.

     762,963  
370,353   

Royal Dutch Shell plc Class A

     11,474,337  
108,609   

Royal Dutch Shell plc Class B

     3,372,162  
     

 

 

 
        48,542,833  
     

 

 

 
  

New Zealand - 0.2%

 

292,592   

a2 Milk Co., Ltd.(1)

     2,580,580  
     

 

 

 
  

Norway - 0.2%

 

43,206   

Yara International ASA

     1,786,617  
     

 

 

 
  

Portugal - 0.2%

 

126,232   

CTT-Correios de Portugal S.A.

     454,503  
128,891   

Galp Energia SGPS S.A.

     2,013,859  
     

 

 

 
        2,468,362  
     

 

 

 
  

Russia - 2.4%

 

293,644   

Gazprom PJSC ADR

     1,435,689  
75,705   

LUKOIL PJSC ADR

     6,078,918  
701,281   

Sberbank of Russia PJSC

     2,337,603  
219,020   

Sberbank of Russia PJSC ADR

     2,978,399  
232,370   

Surgutneftegas PJSC ADR

     961,871  
306,557   

Yandex N.V. Class A*

     10,294,184  
     

 

 

 
        24,086,664  
     

 

 

 
  

South Africa - 1.1%

 

21,650   

Anglo American Platinum Ltd.

     1,045,042  
258,602   

Gold Fields Ltd.

     1,049,410  
66,421   

Harmony Gold Mining Co., Ltd. ADR*

     131,514  
155,188   

Impala Platinum Holdings Ltd.*

     455,804  
689,950   

Nampak Ltd.*

     727,208  
10,431   

Naspers Ltd. Class N

     2,412,938  
218,254   

Raubex Group Ltd.

     307,542  
344,901   

Standard Bank Group Ltd.

     5,095,810  
     

 

 

 
        11,225,268  
     

 

 

 
  

South Korea - 3.2%

 

21,171   

CJ CGV Co., Ltd.

     814,174  
13,347   

CJ CheilJedang Corp.

     4,114,262  
13,569   

CJ ENM Co., Ltd.

     2,593,703  
27,429   

Dentium Co., Ltd.

     1,808,005  
33,826   

Hyundai Engineering & Construction Co., Ltd.

     1,900,705  
57,641   

Kangwon Land, Inc.

     1,763,549  
25,676   

KB Financial Group, Inc.

     1,103,229  
37,142   

Kia Motors Corp.

     1,214,472  
44,038   

KT Corp.

     1,132,009  
1,733   

LG Household & Health Care Ltd.

     1,971,765  
3,720   

NCSoft Corp.

     1,566,430  


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

11,415   

NHN Entertainment Corp.*

   $ 608,473  
196,538   

Samsung Electronics Co., Ltd.

     8,194,476  
27,928   

Shinhan Financial Group Co., Ltd.*

     1,080,201  
28,434   

SK Hynix, Inc.

     1,901,374  
82,028   

Tongyang Life Insurance Co., Ltd.

     362,888  
     

 

 

 
                 32,129,715  
     

 

 

 
  

Spain - 1.2%

 

312,578   

CaixaBank S.A.

     1,182,169  
88,703   

Cellnex Telecom S.A.*(2)

     2,499,617  
590,823   

Iberdrola S.A.

     4,883,360  
124,278   

Metrovacesa S.A.*(2)

     1,509,257  
132,334   

Neinor Homes S.A.*(2)

     1,897,181  
561,677   

Unicaja Banco S.A.(2)

     658,831  
     

 

 

 
        12,630,415  
     

 

 

 
  

Sweden - 0.7%

 

110,254   

Assa Abloy AB Class B

     2,054,484  
2,210   

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

     275,507  
179,939   

Qliro Group AB*

     212,520  
265,150   

SAS AB*

     716,854  
18,117   

Spotify Technology S.A.*

     2,453,948  
110,945   

Telefonaktiebolaget LM Ericsson Class B

     988,905  
     

 

 

 
        6,702,218  
     

 

 

 
  

Switzerland - 6.8%

 

31,316   

Adecco Group AG

     1,569,276  
79,666   

GAM Holding AG

     347,744  
11,144   

Geberit AG

     4,356,539  
79,472   

Julius Baer Group Ltd.*

     3,194,157  
27,157   

Kuehne + Nagel International AG

     3,672,469  
31,257   

LafargeHolcim Ltd.*

     1,469,947  
78,232   

Nestle S.A.

     6,820,570  
165,822   

Novartis AG

     14,476,387  
12,952   

Roche Holding AG

     3,445,694  
26,137   

Schindler Holding AG

     5,559,860  
89,759   

Swiss Prime Site AG

     7,603,752  
13,445   

Swisscom AG

     6,444,219  
16,444   

Temenos AG*

     2,219,682  
606,814   

UBS Group AG*

     7,866,553  
     

 

 

 
        69,046,849  
     

 

 

 
  

Taiwan - 3.7%

 

1,132,350   

Acer, Inc.*

     738,271  
77,800   

ASPEED Technology, Inc.

     1,610,862  
3,813,165   

Cathay Financial Holding Co., Ltd.

     5,483,619  
1,649,964   

Chunghwa Telecom Co., Ltd.

     5,788,052  
1,726,110   

Compal Electronics, Inc.

     1,035,113  
1,046,802   

Formosa Chemicals & Fibre Corp.

     3,643,018  
1,376,704   

Formosa Plastics Corp.

     4,607,157  
61,740   

MediaTek, Inc.

     500,275  
2,246,237   

Nan Ya Plastics Corp.

     5,612,618  
430,000   

PChome Online, Inc.*

     1,922,812  
1,635,102   

Shin Kong Financial Holding Co., Ltd.

     469,676  
44,910   

Simplo Technology Co., Ltd.

     329,750  
639,050   

Taiwan Semiconductor Manufacturing Co., Ltd.

     4,740,450  
115,626   

Yageo Corp.

     1,264,297  
     

 

 

 
        37,745,970  
     

 

 

 
  

Thailand - 0.5%

 

2,134,500   

CP ALL PCL

     5,311,911  
     

 

 

 
  

United Kingdom - 8.8%

 

253,222   

Acacia Mining plc*

     647,977  
193,216   

Anglo American plc

     4,937,785  
157,096   

AstraZeneca plc

     11,380,328  
1,082,914   

Aviva plc

     5,889,546  
134,040   

Babcock International Group plc

     933,599  


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

321,461   

BAE Systems plc

   $            2,162,587  
119,532   

BHP Group plc

     2,670,667  
500,502   

BP plc

     3,419,001  
81,906   

British Land Co. plc REIT

     617,006  
440,936   

BT Group plc

     1,344,590  
660,053   

Centrica plc

     1,186,145  
1,661,527   

Cobham plc*

     2,352,336  
78,739   

Diageo plc

     3,005,185  
315,798   

Firstgroup plc*

     383,775  
32,699   

Go-Ahead Group plc

     771,555  
832,827   

Grainger plc

     2,494,482  
170,176   

Halfords Group plc

     516,938  
261,179   

Hays plc

     517,886  
378,703   

HSBC Holdings plc

     3,188,773  
319,792   

J Sainsbury plc

     1,197,445  
214,954   

Just Eat plc*

     1,964,350  
307,025   

Kingfisher plc

     896,928  
55,361   

Land Securities Group plc REIT

     629,585  
7,050,794   

Lloyds Banking Group plc

     5,375,275  
247,358   

Marks & Spencer Group plc

     935,898  
475,485   

National Grid plc

     5,177,743  
667,637   

Petra Diamonds Ltd.*

     288,446  
1,221,816   

Serco Group plc*

     1,769,196  
287,853   

SIG plc

     450,551  
137,897   

Smith & Nephew plc

     2,597,801  
182,376   

Standard Chartered plc

     1,470,883  
76,849   

SThree plc

     276,179  
71,367   

Ultra Electronics Holdings plc

     1,201,500  
99,985   

Unilever N.V.

     5,354,214  
222,047   

Unilever plc

     11,665,028  
     

 

 

 
        89,671,183  
     

 

 

 
  

United States - 0.2%

 

727,000   

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

     152,670  
202,061   

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

     515,167  
5,907   

JAND, Inc. Class A*(3)(4)(5)

     77,913  
16,188   

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

     901,502  
1,485   

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

     100,980  
     

 

 

 
        1,748,232  
     

 

 

 
  

Total Common Stocks
(cost $974,472,626)

   $ 960,725,568  
     

 

 

 

Preferred Stocks - 1.9%

 

  

Brazil - 0.6%

 

85,900   

Cia Paranaense de Energia

   $ 831,633  
338,812   

Itau Unibanco Holding S.A.

     3,602,525  
29,200   

Telefonica Brasil S.A.

     389,819  
640,100   

Usinas Siderurgicas de Minas Gerais S.A. Class A

     1,721,699  
     

 

 

 
        6,545,676  
     

 

 

 
  

United States - 1.3%

 

5,648   

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

     618,908  
225,050   

Coupang LLC (3)(4)(5)

     1,282,965  
243,469   

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

     545,371  
13,190   

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

     179,516  
38,688   

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

     285,904  
51,890   

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

     518,900  
249,735   

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

     1,216,209  
15,711   

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

     418,541  
129,258   

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

     5,616,260  
20,282   

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

     1,379,176  
15,935   

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

     1,083,580  
     

 

 

 
        13,145,330  
     

 

 

 
  

Total Preferred Stocks
(cost $13,064,966)

   $ 19,691,006  
     

 

 

 


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

Escrows - 0.0%(6)

 

  

United States - 0.0%

 

75,898   

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

 

  $ 3,947  
75,898   

Birst, Inc. Earnout*(3)(4)(5)

 

     
198,151   

Lithium Technology Corp.*(3)(4)(5)

 

    1,981  
46,766   

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

 

    8,418  
28,813   

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

 

    15,674  
       

 

 

 
          30,020  
       

 

 

 
  

Total Escrows
(cost $—)

 

  $ 30,020  
       

 

 

 

Convertible Preferred Stocks - 0.1%

 

  

United States - 0.1%

 

13,926   

Honest Co., Inc. Series C(3)(4)(5)

 

    432,263  
       

 

 

 
  

Total Convertible Preferred Stocks
(cost $376,800)

 

  $ 432,263  
       

 

 

 

Warrants - 0.0%

 

  

Germany - 0.0%

 

50,374   

Vinhomes JSC Expires 5/23/28*

 

    173,711  
       

 

 

 
  

Total Warrants
(cost $206,338)

 

  $ 173,711  
       

 

 

 
  

Total Long-Term Investments
(cost $988,120,730)

     $ 981,052,568  
       

 

 

 

Short-Term Investments - 3.9%

 

  

Other Investment Pools & Funds - 3.2%

 

32,712,839   

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.29%(7)

 

    32,712,839  
       

 

 

 
  

Securities Lending Collateral - 0.7%

 

346,676   

Citibank NA DDCA, 2.39%, 2/1/2019(7)

 

    346,676  
3,850,960   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.31%(7)

 

    3,850,960  
1,533,731   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.29%(7)

 

    1,533,731  
210,398   

Invesco Government & Agency Portfolio, Institutional Class, 2.28%(7)

 

    210,398  
898,572   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(7)

 

    898,572  
93,174   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.25%(7)

 

    93,174  
       

 

 

 
          6,933,511  
       

 

 

 
  

Total Short-Term Investments
(cost $39,646,350)

 

  $ 39,646,350  
       

 

 

 
  

Total Investments
(cost $1,027,767,080)

     100.4   $ 1,020,698,918  
  

Other Assets and Liabilities

     (0.4 )%      (4,477,477
     

 

 

   

 

 

 
  

Total Net Assets

     100.0   $     1,016,221,441  
     

 

 

   

 

 

 

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. These classifications are used for financial reporting purposes.

 

*

Non-income producing.

(1)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

(2)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $14,414,784, representing 1.4% of net assets.

(3)

Investment valued using significant unobservable inputs.

(4)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2019, the aggregate fair value of these securities was $15,631,352, which represented 1.5% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

(5)

Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $15,631,352 or 1.5% of net assets.

 

              Period Acquired   Security Name   Shares/Par Value         Base Total Cost       Base Market Value    
06/2015   Airbnb, Inc.Series E Preferred     5,648     $     525,797     $     618,908  
08/2011   Allstar Co.     727,000             316,259             152,670  
03/2015   Birst, Inc.     75,898             —             3,947  
03/2015   Birst, Inc. Earnout     75,898             —             —  
11/2014   Coupang LLC Preferred     225,050             700,608             1,282,965  
12/2014   DraftKings, Inc.     202,061             298,156             515,167  
05/2014   Essence Group Holdings

    Corp. Series 3 Preferred

    243,469             384,997             545,371  
08/2014   Honest Co., Inc. Series C

    Convertible Preferred

    13,926             376,800             432,263  
04/2015   JAND, Inc. Class A     5,907             67,844             77,913  
04/2015   JAND, Inc. Series D

    Preferred

    13,190             151,491             179,516  
08/2015   Klarna Holding AB     2,210             242,394             275,507  
08/2013   Lithium Technology Corp.     198,151             —             1,981  
07/2014   Lookout, Inc. Series F

    Preferred

    38,688             441,937             285,904  
04/2015   MarkLogic Corp. Series F

    Preferred

    51,890             602,661             518,900  
08/2014   One Kings Lane, Inc.     46,766             —             8,418  
03/2015   Pinterest, Inc. Series G

    Preferred

    249,735             1,792,871             1,216,209  
09/2015   Rubicon Global Holdings LLC

    Series C Preferred

    15,711             313,599             418,541  
11/2013   Tory Burch LLC     16,188             1,268,749             901,502  
06/2014   Uber Technologies, Inc.

    Series D Preferred

    129,258             2,005,186             5,616,260  
04/2017   Veracode, Inc.     28,813             —             15,674  
12/2014   WeWork Companies, Inc.

    Class A

    1,485             24,727             100,980  
12/2014   WeWork Companies, Inc.

    Class D-1 Preferred

    20,282             337,719             1,379,176  
12/2014   WeWork Companies, Inc.

    Class D-2 Preferred

    15,935             265,336             1,083,580  
     

 

 

   

 

 

 
      $     10,117,131     $     15,631,352  
     

 

 

   

 

 

 

 

(6)

Share amount represents shares of the issuer previously held that resulted in receipt of the escrow.

(7)

Current yield as of period end.

 

Futures Contracts Outstanding at January 31, 2019  
Description    Number
of
Contracts
         Expiration Date          Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

S&P/TSX 60 Index Future

     100        03/14/2019      $         14,122,303      $         671,055  

SPI 200 Future

     128        03/21/2019        13,500,569        194,721  
           

 

 

 

Total

 

   $ 865,776  
           

 

 

 
           
           

 

 

 

Total futures contracts

 

   $ 865,776  
           

 

 

 


 

Hartford International Equity Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

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

 

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

Standard & Poor

 
Other Abbreviations:    
ADR   

American Depositary Receipt

 
DDCA   

Dollars on Deposit in Custody Account

 
JSC   

Joint Stock Company

 
PJSC   

Private Joint Stock Company

 
PT   

Perseroan Terbatas

 
REIT   

Real Estate Investment Trust

 


 

Hartford International Equity Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

           

Common Stocks

           

Argentina

   $ 5,934,526      $ 5,934,526      $      $  

Australia

     20,612,621               20,612,621         

Austria

     447,882        447,882                

Belgium

     10,399,422        539,033        9,860,389         

Brazil

     22,506,275        22,506,275                

Canada

     54,020,463        54,020,463                

Chile

     6,717,494               6,717,494         

China

     78,555,205        23,876,583        54,678,622         

Denmark

     3,989,005               3,989,005         

Finland

     765,397               765,397         

France

     79,037,854        697,248        78,340,606         

Germany

     48,319,099        474,575        47,844,524         

Greece

     4,274,532               4,274,532         

Hong Kong

     27,059,276        127,720        26,931,556         

Hungary

     2,140,896               2,140,896         

India

     15,185,147        5,034,106        10,151,041         

Indonesia

     8,285,520               8,285,520         

Ireland

     14,196,598        4,435,020        9,761,578         

Israel

     2,397,364        2,397,364                

Italy

     27,523,496        2,184,737        25,338,759         

Japan

     168,603,691               168,603,691         

Malaysia

     14,076,988        7,337,835        6,739,153         

Netherlands

     48,542,833        4,012,859        44,529,974         

New Zealand

     2,580,580               2,580,580         

Norway

     1,786,617               1,786,617         

Portugal

     2,468,362               2,468,362         

Russia

     24,086,664        10,294,184        13,792,480         

South Africa

     11,225,268        1,166,264        10,059,004         

South Korea

     32,129,715               32,129,715         

Spain

     12,630,415        1,534,112        11,096,303         

Sweden

     6,702,218        2,453,948        3,972,763        275,507  

Switzerland

     69,046,849               69,046,849         

Taiwan

     37,745,970               37,745,970         

Thailand

     5,311,911        5,311,911                

United Kingdom

     89,671,183        4,270,291        85,400,892         

United States

     1,748,232                      1,748,232  

Preferred Stocks

     19,691,006        6,545,676               13,145,330  

Escrows

     30,020                      30,020  

Convertible Preferred Stocks

     432,263                      432,263  

Warrants

     173,711               173,711         

Short-Term Investments

     39,646,350        39,646,350                

Futures Contracts(2)

     865,776        865,776                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,021,564,694      $     206,114,738      $     799,818,604      $     15,631,352  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2019, there were no transfers in and out of Level 3.

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


 

Hartford International Equity Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the period ended January 31, 2019:

 

     Common
Stocks
     Preferred
Stocks
     Convertible
Preferred
Stocks
     Escrows      Rights      Total  
  

 

 

 

Beginning balance

   $ 2,811,496      $ 12,869,558      $ 426,135      $        44,450      $ 1      $ 16,151,640  

Purchases

     -        -        -        -        -        -  

Sales

     (559,575)        -        -        (16,033)        (21,594)        (597,202)  

Accrued discounts/(premiums)

     -        -        -        -        -        -  

Total realized gain/(loss)

     (163,225)        -        -        16,032        21,593        (125,600)  

Net change in unrealized appreciation/depreciation

     (64,957)        275,772        6,128        (14,429)        -        202,514  

Transfers into Level 3

     -        -        -        -        -        -  

Transfers out of Level 3

     -        -        -        -        -        -  
  

 

 

 

Ending balance

   $     2,023,739      $     13,145,330      $     432,263      $ 30,020      $ -      $     15,631,352  
  

 

 

 

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at January 31, 2019 was $202,514.


 

The Hartford International Growth Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 97.0%

 

  

Australia - 3.0%

 

66,391   

Aristocrat Leisure Ltd.

   $ 1,194,082  
511,184   

Qantas Airways Ltd.

     2,026,614  
452,076   

South32 Ltd.

     1,156,754  
448,687   

Treasury Wine Estates Ltd.

     5,049,528  
     

 

 

 
        9,426,978  
     

 

 

 
  

Brazil - 0.6%

 

284,570   

BR Malls Participacoes S.A.

     1,135,252  
31,891   

Pagseguro Digital Ltd. Class A*(1)

     687,889  
     

 

 

 
        1,823,141  
     

 

 

 
  

Canada - 3.0%

 

61,682   

Canadian National Railway Co.

     5,149,706  
311,113   

Encana Corp.

     2,135,728  
100,382   

First Quantum Minerals Ltd.

     1,162,000  
15,277   

Magna International, Inc.

     808,526  
     

 

 

 
        9,255,960  
     

 

 

 
  

China - 11.7%

 

65,877   

Alibaba Group Holding Ltd. ADR*

     11,099,616  
1,337,000   

China Longyuan Power Group Corp. Ltd. Class H

     1,000,883  
17,034,000   

China Tower Corp. Ltd. Class H*(2)

     3,658,044  
104,100   

ENN Energy Holdings Ltd.

     997,034  
14,710   

New Oriental Education & Technology Group, Inc. ADR*

     1,133,258  
718,833   

PICC Property & Casualty Co., Ltd. Class H

     744,395  
347,931   

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

     3,387,302  
175,500   

Shenzhou International Group Holdings Ltd.

     2,066,573  
74,670   

Sunny Optical Technology Group Co., Ltd.

     741,038  
260,440   

Tencent Holdings Ltd.

     11,593,378  
16,700   

WuXi AppTec Co., Ltd. Class H*(2)

     170,253  
     

 

 

 
        36,591,774  
     

 

 

 
  

Denmark - 0.4%

 

14,289   

DSV A/S

     1,140,381  
     

 

 

 
  

France - 10.6%

 

50,466   

Airbus SE

     5,816,710  
45,045   

Alstom S.A.

     1,812,144  
14,795   

BNP Paribas S.A.

     697,229  
19,504   

Capgemini SE

     2,153,930  
31,161   

Cie de Saint-Gobain

     1,075,303  
55,128   

Edenred

     2,232,509  
7,323   

EssilorLuxottica S.A.

     927,671  
4,642   

Kering S.A.

     2,328,067  
6,718   

L’Oreal S.A.

     1,619,206  
10,177   

LVMH Moet Hennessy Louis Vuitton SE

     3,264,783  
40,321   

Peugeot S.A.

     1,014,291  
42,359   

Safran S.A.

     5,565,513  
22,058   

Schneider Electric SE

     1,568,801  
21,215   

Total S.A.

     1,163,030  
5,525   

Unibail-Rodamco-Westfield

     993,680  
30,866   

Valeo S.A.

     965,600  
     

 

 

 
            33,198,467  
     

 

 

 
  

Germany - 3.9%

 

17,934   

adidas AG

     4,267,236  
19,138   

Beiersdorf AG

     1,915,748  
138,676   

E.ON SE

     1,541,575  
57,980   

Infineon Technologies AG

     1,289,676  
42,905   

Siemens Healthineers AG*(2)

     1,693,098  
5,799   

Volkswagen AG

     989,116  
17,897   

Zalando SE*(2)

     546,098  
     

 

 

 
        12,242,547  
     

 

 

 


 

The Hartford International Growth Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Hong Kong - 3.4%

 

688,158   

AIA Group Ltd.

   $ 6,213,726  
1,302,000   

China Unicom Hong Kong Ltd.

     1,491,412  
430,000   

Guangdong Investment Ltd.

     821,162  
261,895   

Sands China Ltd.

     1,256,395  
171,695   

Techtronic Industries Co., Ltd.

     1,002,278  
     

 

 

 
        10,784,973  
     

 

 

 
  

India - 1.4%

 

93,810   

HDFC Bank Ltd.

     2,743,534  
9,074   

HDFC Bank Ltd. ADR

     891,248  
76,164   

ICICI Bank Ltd. ADR

     777,634  
     

 

 

 
        4,412,416  
     

 

 

 
  

Indonesia - 0.6%

 

6,846,400   

Telekomunikasi Indonesia Persero Tbk PT

     1,910,684  
     

 

 

 
  

Ireland - 2.0%

 

133,832   

Experian plc

     3,360,196  
19,641   

ICON plc*

     2,747,383  
     

 

 

 
        6,107,579  
     

 

 

 
  

Israel - 0.4%

 

63,116   

Teva Pharmaceutical Industries Ltd. ADR*

     1,252,853  
     

 

 

 
  

Italy - 2.7%

 

132,226   

Davide Campari-Milano S.p.A.

     1,187,994  
121,409   

Eni S.p.A.

     2,058,589  
18,554   

Ferrari N.V.

     2,326,494  
90,192   

FinecoBank Banca Fineco S.p.A.

     980,744  
21,449   

Moncler S.p.A.

     807,226  
82,909   

UniCredit S.p.A.

     958,467  
     

 

 

 
        8,319,514  
     

 

 

 
  

Japan - 10.0%

 

42,400   

Bandai Namco Holdings, Inc.

     1,873,092  
18,050   

Eisai Co., Ltd.

     1,401,519  
55,100   

Hoya Corp.

     3,197,858  
47,360   

KDDI Corp.

     1,183,272  
6,330   

Keyence Corp.

     3,257,514  
35,230   

Komatsu Ltd.

     927,681  
49,670   

Mitsui Fudosan Co., Ltd.

     1,206,725  
69,200   

Nexon Co., Ltd.*

     1,052,772  
6,745   

Nidec Corp.

     811,141  
4,085   

Nintendo Co., Ltd.

     1,238,931  
47,530   

Ono Pharmaceutical Co., Ltd.

     1,038,343  
41,750   

Seven & i Holdings Co., Ltd.

     1,817,919  
10,815   

Shin-Etsu Chemical Co., Ltd.

     911,884  
14,780   

SoftBank Group Corp.

     1,164,128  
121,726   

Sony Corp.

     6,099,316  
58,450   

Sumitomo Mitsui Financial Group, Inc.

     2,174,455  
40,940   

Tokio Marine Holdings, Inc.

     2,004,655  
     

 

 

 
            31,361,205  
     

 

 

 
  

Netherlands - 5.5%

 

20,289   

AerCap Holdings N.V.*

     958,858  
6,416   

ASML Holding N.V.

     1,121,950  
12,522   

Heineken N.V.

     1,124,714  
180,611   

ING Groep N.V.

     2,143,096  
18,528   

InterXion Holding N.V.*

     1,112,421  
129,509   

Koninklijke Philips N.V.

     5,105,901  
61,000   

QIAGEN N.V.*

     2,252,959  
56,548   

Wolters Kluwer N.V.

     3,516,773  
     

 

 

 
        17,336,672  
     

 

 

 
  

New Zealand - 0.4%

 

136,958   

a2 Milk Co., Ltd.(1)

     1,207,931  
     

 

 

 
  

Portugal - 0.3%

 

70,443   

Galp Energia SGPS S.A.

     1,100,637  
     

 

 

 


 

The Hartford International Growth Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Russia - 0.4%

 

35,865   

Yandex N.V. Class A*

   $ 1,204,347  
     

 

 

 
  

Singapore - 0.7%

 

124,910   

DBS Group Holdings Ltd.

     2,226,215  
     

 

 

 
  

South Korea - 1.5%

 

4,296   

NCSoft Corp.

     1,808,974  
66,650   

Samsung Electronics Co., Ltd.

     2,778,912  
     

 

 

 
        4,587,886  
     

 

 

 
  

Spain - 1.2%

 

111,590   

Cellnex Telecom S.A.*(2)

     3,144,563  
25,090   

Industria de Diseno Textil S.A.

     701,848  
     

 

 

 
        3,846,411  
     

 

 

 
  

Sweden - 2.5%

 

79,672   

Alfa Laval AB

     1,806,310  
61,481   

Assa Abloy AB Class B

     1,145,643  
40,838   

Atlas Copco AB Class A

     1,065,436  
177,452   

Epiroc AB Class A*

     1,703,952  
8,362   

Spotify Technology S.A.*

     1,132,633  
49,494   

Trelleborg AB Class B

     833,694  
     

 

 

 
        7,687,668  
     

 

 

 
  

Switzerland - 10.7%

 

34,916   

ABB Ltd.

     668,317  
10,822   

Cie Financiere Richemont S.A.

     745,938  
25,843   

Julius Baer Group Ltd.*

     1,038,688  
126,639   

Nestle S.A.

     11,040,880  
90,176   

Novartis AG

     7,872,434  
3,331   

Partners Group Holding AG

     2,291,074  
18,137   

Roche Holding AG

     4,825,089  
21,625   

Temenos AG*

     2,919,036  
167,800   

UBS Group AG*

     2,175,308  
     

 

 

 
        33,576,764  
     

 

 

 
  

Taiwan - 2.8%

 

1,178,949   

Taiwan Semiconductor Manufacturing Co., Ltd.

     8,745,402  
     

 

 

 
  

United Kingdom - 14.4%

 

65,623   

Anglo American plc

     1,677,046  
16,059   

Aon plc

     2,508,897  
96,976   

AstraZeneca plc

     7,025,123  
161,143   

BAE Systems plc

     1,084,069  
60,694   

BHP Group plc

     1,356,068  
169,324   

Compass Group plc

     3,623,287  
162,890   

Diageo plc

     6,216,927  
421,686   

Grainger plc

     1,263,033  
59,854   

IHS Markit Ltd.*

     3,107,620  
107,503   

Just Eat plc*

     982,413  
38,096   

Prudential plc

     745,010  
48,207   

Reckitt Benckiser Group plc

     3,709,271  
203,098   

Smith & Nephew plc

     3,826,104  
146,782   

Unilever N.V.

     7,860,202  
     

 

 

 
        44,985,070  
     

 

 

 
  

United States - 2.9%

 

17,721   

Accenture plc Class A

     2,721,060  
29,350   

Amdocs Ltd.

     1,640,078  
32,142   

Medtronic plc

     2,841,031  
21,216   

Waste Connections, Inc.

     1,770,489  
     

 

 

 
        8,972,658  
     

 

 

 
  

Total Common Stocks
(cost $296,145,040)

   $   303,306,133  
     

 

 

 

Exchange-Traded Funds - 0.3%

  
  

Other Investment Pools & Funds - 0.3%

 

22,204   

iShares MSCI ACWI ex U.S. ETF(1)

     1,001,844  
     

 

 

 


 

The Hartford International Growth Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Total Exchange-Traded Funds
(cost $1,011,666)

 

  $ 1,001,844  
       

 

 

 
  

Total Long-Term Investments
(cost $297,156,706)

     $ 304,307,977  
       

 

 

 

Short-Term Investments - 2.6%

 

  

Other Investment Pools & Funds - 2.5%

 

7,772,326   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(3)

 

  $ 7,772,326  
       

 

 

 
  

Securities Lending Collateral - 0.1%

 

20,419   

Citibank NA DDCA, 2.39%, 2/1/2019(3)

 

    20,419  
226,823   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.31%(3)

 

    226,823  
90,337   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.29%(3)

 

    90,337  
12,393   

Invesco Government & Agency Portfolio, Institutional Class, 2.28%(3)

 

    12,393  
52,926   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(3)

 

    52,926  
5,488   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.25%(3)

 

    5,488  
       

 

 

 
          408,386  
       

 

 

 
  

Total Short-Term Investments
(cost $8,180,712)

 

  $ 8,180,712  
       

 

 

 
  

Total Investments
(cost $305,337,418)

     99.9   $ 312,488,689  
  

Other Assets and Liabilities

     0.1     208,182  
     

 

 

   

 

 

 
  

Total Net Assets

     100.0   $   312,696,871  
     

 

 

   

 

 

 

 

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. These classifications are used for financial reporting purposes.

 

*

Non-income producing.

(1)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(2)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $9,212,056, representing 2.9% of 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:     
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

  
PT   

Perseroan Terbatas

  


 

The Hartford International Growth Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)   

Assets

           

Common Stocks

           

Australia

   $ 9,426,978      $      $ 9,426,978      $ —   

Brazil

     1,823,141        1,823,141               —   

Canada

     9,255,960        9,255,960               —   

China

     36,591,774        12,403,127        24,188,647        —   

Denmark

     1,140,381               1,140,381        —   

France

     33,198,467               33,198,467        —   

Germany

     12,242,547               12,242,547        —   

Hong Kong

     10,784,973               10,784,973        —   

India

     4,412,416        1,668,882        2,743,534        —   

Indonesia

     1,910,684               1,910,684        —   

Ireland

     6,107,579        2,747,383        3,360,196        —   

Israel

     1,252,853        1,252,853               —   

Italy

     8,319,514        1,152,488        7,167,026        —   

Japan

     31,361,205               31,361,205        —   

Netherlands

     17,336,672        2,071,279        15,265,393        —   

New Zealand

     1,207,931               1,207,931        —   

Portugal

     1,100,637               1,100,637        —   

Russia

     1,204,347        1,204,347               —   

Singapore

     2,226,215               2,226,215        —   

South Korea

     4,587,886               4,587,886        —   

Spain

     3,846,411               3,846,411        —   

Sweden

     7,687,668        1,132,633        6,555,035        —   

Switzerland

     33,576,764               33,576,764        —   

Taiwan

     8,745,402               8,745,402        —   

United Kingdom

     44,985,070        5,616,517        39,368,553        —   

United States

     8,972,658        8,972,658               —   

Exchange-Traded Funds

     1,001,844        1,001,844               —   

Short-Term Investments

     8,180,712        8,180,712               —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $   312,488,689      $   58,483,824      $   254,004,865      $               —   
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2019, there were no transfers in and out of Level 3.


 

The Hartford International Opportunities Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 96.4%

 

  

Australia - 0.8%

 

2,519,387   

Treasury Wine Estates Ltd.

   $ 28,353,205  
     

 

 

 
  

Canada - 5.2%

 

772,686   

Canadian National Railway Co.

     64,481,160  
5,912,162   

Encana Corp.

     40,585,792  
216,883   

Magna International, Inc.

     11,478,400  
1,573,798   

TransCanada Corp.

     66,930,882  
     

 

 

 
        183,476,234  
     

 

 

 
  

China - 13.0%

 

123,769   

58.com, Inc. ADR*

     7,846,955  
506,949   

Alibaba Group Holding Ltd. ADR*

     85,415,837  
29,285   

BeiGene Ltd. ADR*

     3,791,822  
4,861,974   

China Merchants Bank Co., Ltd. Class H

     21,435,237  
287,300   

China National Accord Medicines Corp. Ltd. Class A

     1,682,883  
357,670,801   

China Tower Corp. Ltd. Class H*(1)

     76,809,647  
3,395,749   

ENN Energy Holdings Ltd.

     32,523,306  
4,278,000   

Kingdee International Software Group Co., Ltd.

     4,134,737  
621,238   

New Oriental Education & Technology Group, Inc. ADR*

     47,860,175  
1,011,570   

NIO, Inc. ADR*(2)

     7,971,172  
6,189,535   

Ping An Insurance Group Co. of China Ltd. Class H(2)

     60,258,579  
927,217   

Sunny Optical Technology Group Co., Ltd.

     9,201,862  
2,116,687   

Tencent Holdings Ltd.

     94,223,438  
852,000   

WuXi AppTec Co., Ltd. Class H*(1)

     8,685,956  
     

 

 

 
        461,841,606  
     

 

 

 
  

Denmark - 0.5%

 

207,752   

DSV A/S

     16,580,333  
     

 

 

 
  

Finland - 0.3%

 

137,086   

Neste Oyj

     12,559,840  
     

 

 

 
  

France - 11.9%

 

377,012   

Airbus SE

     43,454,394  
290,245   

Capgemini SE

     32,053,285  
526,302   

Cie Generale des Etablissements Michelin SCA

     57,167,915  
174,225   

EssilorLuxottica S.A.

     22,070,661  
8,537,874   

Natixis S.A.

     43,765,834  
585,794   

Safran S.A.

     76,966,969  
1,781,609   

Total S.A.

     97,669,802  
104,042   

Unibail-Rodamco-Westfield

     18,712,123  
1,004,057   

Valeo S.A.

     31,410,532  
     

 

 

 
        423,271,515  
     

 

 

 
  

Germany - 6.1%

 

316,410   

Allianz SE

     67,133,473  
299,399   

Beiersdorf AG

     29,970,380  
3,337,124   

E.ON SE

     37,096,721  
1,657,609   

Vonovia SE

     83,309,082  
     

 

 

 
             217,509,656  
     

 

 

 
  

Hong Kong - 1.1%

 

4,490,419   

AIA Group Ltd.

     40,546,263  
     

 

 

 
  

India - 1.9%

 

1,871,023   

HDFC Bank Ltd.

     54,719,267  
4,588,174   

Power Grid Corp. of India Ltd.

     12,191,232  
     

 

 

 
        66,910,499  
     

 

 

 
  

Israel - 0.8%

 

1,390,033   

Teva Pharmaceutical Industries Ltd. ADR*

     27,592,155  
     

 

 

 
  

Italy - 2.3%

 

338,847   

Banca Generali S.p.A.

     7,993,711  
383,700   

Ferrari N.V.

     47,774,527  
1,063,933   

FinecoBank Banca Fineco S.p.A.

     11,569,164  


 

The Hartford International Opportunities Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

2,062,641   

Pirelli & C. S.p.A.*(1)

   $ 13,482,141  
     

 

 

 
        80,819,543  
     

 

 

 
  

Japan - 13.9%

 

98,900   

Daikin Industries Ltd.

     10,705,048  
990,120   

Daiwa House Industry Co., Ltd.

     32,101,008  
209,600   

Eisai Co., Ltd.

     16,274,703  
126,990   

FANUC Corp.

     21,598,664  
38,680   

Keyence Corp.

     19,905,312  
616,600   

Komatsu Ltd.

     16,236,387  
2,459,582   

Mitsui Fudosan Co., Ltd.

     59,755,175  
1,551,800   

Nexon Co., Ltd.*

     23,608,260  
1,538,500   

NTT DOCOMO, Inc.

     36,965,214  
540,277   

Ono Pharmaceutical Co., Ltd.

     11,802,920  
364,500   

Recruit Holdings Co., Ltd.

     9,783,366  
739,856   

Sony Corp.

     37,071,913  
923,216   

Sony Financial Holdings, Inc.

     17,567,697  
1,850,360   

Sumitomo Mitsui Financial Group, Inc.

     68,837,034  
567,875   

Sysmex Corp.

     31,657,192  
271,500   

Terumo Corp.

     15,500,493  
1,073,487   

Tokio Marine Holdings, Inc.

     52,564,033  
479,900   

Yamato Holdings Co., Ltd.

     12,787,169  
     

 

 

 
        494,721,588  
     

 

 

 
  

Netherlands - 6.8%

 

1,065,266   

AerCap Holdings N.V.*

     50,344,471  
1,897,137   

DP Eurasia N.V.*(1)

     3,165,097  
3,992,465   

ING Groep N.V.

     47,373,824  
1,625,012   

Koninklijke Philips N.V.

     64,066,212  
2,467,844   

Royal Dutch Shell plc Class A

     76,504,203  
     

 

 

 
        241,453,807  
     

 

 

 
  

Norway - 0.3%

 

2,201,959   

Norsk Hydro ASA

     10,208,337  
     

 

 

 
  

Panama - 0.0%

 

11,300   

Copa Holdings S.A. Class A

     1,071,805  
     

 

 

 
  

South Korea - 2.1%

 

1,778,215   

Samsung Electronics Co., Ltd.

     74,141,088  
     

 

 

 
  

Spain - 2.6%

 

4,958,167   

Banco Santander S.A.

     23,514,762  
7,738,617   

Iberdrola S.A.

     63,959,265  
143,482   

Industria de Diseno Textil S.A.

     4,013,651  
     

 

 

 
        91,487,678  
     

 

 

 
  

Sweden - 0.5%

 

145,015   

Spotify Technology S.A.*

     19,642,282  
     

 

 

 
  

Switzerland - 10.5%

 

730,955   

Julius Baer Group Ltd.*

     29,378,713  
46,384   

Lonza Group AG*

     12,254,564  
1,632,359   

Nestle S.A.

     142,315,394  
1,220,325   

Novartis AG

     106,535,304  
275,577   

PSP Swiss Property AG

     28,351,172  
378,112   

Swiss Re AG

     36,262,691  
1,374,348   

UBS Group AG*

     17,816,632  
     

 

 

 
             372,914,470  
     

 

 

 
  

Taiwan - 2.2%

 

10,598,595   

Taiwan Semiconductor Manufacturing Co., Ltd.

     78,620,003  
     

 

 

 
  

United Kingdom - 13.0%

 

1,999,570   

Anglo American plc

     51,100,560  
714,432   

AstraZeneca plc

     51,754,789  
3,299,248   

BAE Systems plc

     22,195,265  
1,073,054   

British American Tobacco plc

     37,825,193  
2,398,311   

Compass Group plc

     51,320,360  
548,473   

Derwent London plc REIT

     23,327,806  
597,080   

Intertek Group plc

     38,529,058  


 

The Hartford International Opportunities Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

1,336,867   

Rio Tinto plc

 

  $ 73,958,325  
994,979   

Smith & Nephew plc

 

    18,744,118  
1,711,038   

Unilever N.V.

 

    91,626,384  
       

 

 

 
          460,381,858  
       

 

 

 
  

United States - 0.6%

 

834,305   

Bausch Health Cos., Inc.*

 

    20,482,188  
       

 

 

 
  

Total Common Stocks
(cost $3,486,700,228)

 

  $ 3,424,585,953  
       

 

 

 
  

Total Long-Term Investments
(cost $3,486,700,228)

     $ 3,424,585,953  
       

 

 

 

Short-Term Investments - 3.7%

 

  

Other Investment Pools & Funds - 3.5%

 

124,130,130   

Fidelity Institutional Government Fund, Institutional Class, 2.31%(3)

 

    124,130,130  
       

 

 

 
  

Securities Lending Collateral - 0.2%

 

297,843   

Citibank NA DDCA, 2.39%, 2/1/2019(3)

 

    297,843  
3,308,517   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.31%(3)

 

    3,308,517  
1,317,691   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.29%(3)

 

    1,317,690  
180,762   

Invesco Government & Agency Portfolio, Institutional Class, 2.28%(3)

 

    180,762  
771,999   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(3)

 

    771,999  
80,049   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.25%(3)

 

    80,049  
       

 

 

 
          5,956,860  
       

 

 

 
  

Total Short-Term Investments
(cost $130,086,990)

 

  $ 130,086,990  
       

 

 

 
  

Total Investments
(cost $3,616,787,218)

     100.1   $ 3,554,672,943  
  

Other Assets and Liabilities

     (0.1 )%      (2,590,654
     

 

 

   

 

 

 
  

Total Net Assets

     100.0   $   3,552,082,289  
     

 

 

   

 

 

 

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. These classifications are used for financial reporting purposes.

 

*

Non-income producing.

(1)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $102,142,841, representing 2.9% of net assets.

(2)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments 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)   
Other Abbreviations:   
ADR    American Depositary Receipt   
DDCA    Dollars on Deposit in Custody Account   
REIT    Real Estate Investment Trust   


 

The Hartford International Opportunities Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Australia

   $ 28,353,205       $ —       $ 28,353,205       $ —   

Canada

     183,476,234         183,476,234         —         —   

China

     461,841,606         161,571,917         300,269,689         —   

Denmark

     16,580,333         —         16,580,333         —   

Finland

     12,559,840         —         12,559,840         —   

France

     423,271,515         —         423,271,515         —   

Germany

     217,509,656         —         217,509,656         —   

Hong Kong

     40,546,263         —         40,546,263         —   

India

     66,910,499         —         66,910,499         —   

Israel

     27,592,155         27,592,155         —         —   

Italy

     80,819,543         —         80,819,543         —   

Japan

     494,721,588         —         494,721,588         —   

Netherlands

     241,453,807         53,509,568         187,944,239         —   

Norway

     10,208,337         —         10,208,337         —   

Panama

     1,071,805         1,071,805         —         —   

South Korea

     74,141,088         —         74,141,088         —   

Spain

     91,487,678         1,386,403         90,101,275         —   

Sweden

     19,642,282         19,642,282         —         —   

Switzerland

     372,914,470         —         372,914,470         —   

Taiwan

     78,620,003         —         78,620,003         —   

United Kingdom

     460,381,858         —         460,381,858         —   

United States

     20,482,188         20,482,188         —         —   

Short-Term Investments

     130,086,990         130,086,990         —         —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $   3,554,672,943       $   598,819,542       $   2,955,853,401       $                      —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

For the period ended January 31, 2019, there were no transfers in and out of Level 3.


 

The Hartford International Small Company Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 98.5%

 

  

Australia - 6.7%

 

469,324   

ALS Ltd.

   $ 2,485,227  
1,142,923   

Cleanaway Waste Management Ltd.

     1,504,406  
568,481   

Estia Health Ltd.

     970,593  
383,364   

Karoon Gas Australia Ltd.*(1)

     236,113  
156,057   

Monadelphous Group Ltd.(1)

     1,676,806  
2,145,273   

NRW Holdings Ltd.

     2,998,573  
351,467   

Nufarm Ltd.

     1,597,698  
889,240   

oOh!media Ltd.

     2,320,870  
240,337   

SpeedCast International Ltd.(1)

     509,311  
     

 

 

 
            14,299,597  
     

 

 

 
  

Austria - 2.1%

 

22,404   

ams AG*(1)

     600,561  
43,112   

Porr AG(1)

     985,933  
841   

Rhi Magnesita N.V.

     47,073  
15,742   

Schoeller-Bleckmann Oilfield Equipment AG

     1,224,313  
74,995   

Wienerberger AG

     1,683,642  
     

 

 

 
        4,541,522  
     

 

 

 
  

Belgium - 2.9%

 

20,901   

Cie d’Entreprises CFE

     2,218,630  
332,816   

Euronav N.V.

     2,605,865  
13,528   

Galapagos N.V.*

     1,391,960  
     

 

 

 
        6,216,455  
     

 

 

 
  

China - 0.8%

 

1,738,000   

Microport Scientific Corp.(1)

     1,672,016  
     

 

 

 
  

Finland - 1.0%

 

44,159   

Metso Oyj

     1,299,083  
190,130   

Outotec Oyj*

     780,523  
     

 

 

 
        2,079,606  
     

 

 

 
  

France - 7.6%

 

132,028   

Elis S.A.

     2,135,720  
21,148   

ID Logistics Group*

     3,553,440  
92,015   

Innate Pharma S.A.*(1)

     707,486  
137,935   

Maisons du Monde S.A.(2)

     3,554,477  
37,014   

Rubis SCA

     2,209,408  
22,898   

SOITEC*

     1,758,515  
41,475   

Tikehau Capital SCA(1)

     949,651  
10,280   

Virbac S.A.*

     1,447,277  
     

 

 

 
        16,315,974  
     

 

 

 
  

Germany - 1.5%

 

99,682   

SAF-Holland S.A.

     1,246,488  
29,825   

STRATEC Biomedical AG

     2,044,847  
     

 

 

 
        3,291,335  
     

 

 

 
  

Hong Kong - 2.2%

 

1,745,061   

Cathay Pacific Airways Ltd.

     2,686,411  
2,873,000   

Value Partners Group Ltd.

     2,135,110  
     

 

 

 
        4,821,521  
     

 

 

 
  

Ireland - 0.6%

 

906,565   

Cairn Homes plc*

     1,348,950  
     

 

 

 
  

Italy - 10.4%

 

373,840   

Anima Holding S.p.A.(2)

     1,538,017  
401,363   

Autogrill S.p.A.

     3,610,314  
59,048   

Brunello Cucinelli S.p.A.

     2,135,357  
80,425   

Buzzi Unicem S.p.A.

     1,536,444  
220,401   

Cerved Group S.p.A.

     1,939,860  
30,178   

DiaSorin S.p.A.

     2,763,502  
179,356   

Gima TT S.p.A.(2)

     1,445,246  
75,500   

Interpump Group S.p.A.

     2,432,401  


 

The Hartford International Small Company Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

324,764   

OVS S.p.A.*(2)

   $ 495,526  
172,547   

Salvatore Ferragamo S.p.A.

     3,460,545  
20,680   

Tod’s S.p.A.(1)

     962,502  
     

 

 

 
        22,319,714  
     

 

 

 
  

Japan - 32.7%

 

60,900   

Asahi Intecc Co., Ltd.

     2,650,496  
193,600   

Daikyonishikawa Corp.

     2,003,870  
4,100   

Disco Corp.

     608,666  
235,100   

DMG Mori Co., Ltd.

     3,200,311  
111,200   

EPS Holdings, Inc.

     1,688,873  
227,300   

Ferrotec Holdings Corp.

     2,042,716  
101,600   

H2O Retailing Corp.

     1,429,889  
165,500   

Hazama Ando Corp.

     1,096,170  
105,900   

Hitachi Metals Ltd.

     1,191,376  
591,500   

Ichigo, Inc.

     2,045,414  
115,300   

IHI Corp.

     3,651,735  
234,900   

Itoham Yonekyu Holdings, Inc.

     1,494,434  
76,200   

Jamco Corp.

     1,784,853  
85,300   

JGC Corp.

     1,308,723  
118,300   

Kanto Denka Kogyo Co., Ltd.

     985,263  
233,000   

Kenedix, Inc.

     1,226,833  
70,600   

KH Neochem Co., Ltd.

     1,661,317  
25,400   

Kyoritsu Maintenance Co., Ltd.

     1,160,147  
77,400   

Kyowa Exeo Corp.

     1,902,356  
67,778   

Kyudenko Corp.

     2,436,693  
25,000   

M&A Capital Partners Co., Ltd.*

     1,156,943  
81,400   

Mirait Holdings Corp.

     1,176,458  
68,100   

Miura Co., Ltd.

     1,698,824  
68,440   

Nippon Shinyaku Co., Ltd.

     4,349,392  
120,700   

Nippon Yusen KK

     2,020,766  
124,900   

Persol Holdings Co., Ltd.

     2,223,942  
161,100   

San-In Godo Bank Ltd.

     1,169,147  
138,100   

Sanwa Holdings Corp.

     1,586,839  
92,400   

SCSK Corp.

     3,738,916  
53,300   

TechnoPro Holdings, Inc.

     2,800,946  
33,442   

Tokyo Kiraboshi Financial Group, Inc.

     472,253  
18,300   

Tokyo Ohka Kogyo Co., Ltd.

     514,570  
206,100   

Tokyo Steel Manufacturing Co., Ltd.

     1,740,241  
208,300   

Toyo Tire & Rubber Co., Ltd.

     2,928,184  
58,000   

Warabeya Nichiyo Holdings Co., Ltd.

     974,879  
87,350   

Yokogawa Bridge Holdings Corp.

     1,593,535  
91,100   

Zenkoku Hosho Co., Ltd.

     3,194,262  
49,300   

ZOZO, Inc.

     997,567  
     

 

 

 
            69,907,799  
     

 

 

 
  

Luxembourg - 0.7%

 

95,224   

Reinet Investments SCA

     1,574,749  
     

 

 

 
  

Netherlands - 2.5%

 

32,035   

IMCD N.V.

     2,337,856  
54,601   

Rhi Magnesita N.V.

     3,029,820  
     

 

 

 
        5,367,676  
     

 

 

 
  

Norway - 2.5%

 

381,491   

Kongsberg Gruppen ASA

     5,317,816  
     

 

 

 
  

South Korea - 2.5%

 

38,909   

Hankook Tire Co., Ltd.

     1,463,605  
32,944   

Korea Aerospace Industries Ltd.*

     1,013,436  
208,256   

Nexen Tire Corp.

     1,847,379  
35,798   

Samsung Securities Co., Ltd.

     1,080,661  
     

 

 

 
        5,405,081  
     

 

 

 
  

Spain - 1.5%

 

250,943   

Melia Hotels International S.A.

     2,517,632  
272,254   

Prosegur Cash S.A.(2)

     637,109  
     

 

 

 
        3,154,741  
     

 

 

 


 

The Hartford International Small Company Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Sweden - 0.5%

 

38,717   

Cellavision AB

     $ 1,039,002  
       

 

 

 
  

Switzerland - 2.7%

 

32,882   

Dufry AG*

       3,288,719  
192,840   

OC Oerlikon Corp. AG*

       2,491,957  
       

 

 

 
          5,780,676  
       

 

 

 
  

Taiwan - 0.4%

 

199,000   

Chroma ATE, Inc.

       800,311  
       

 

 

 
  

United Kingdom - 16.7%

 

135,217   

Abcam plc

       2,356,795  
1,075,452   

B&M European Value Retail S.A.

       4,579,366  
138,423   

Concentric AB

       2,004,057  
123,603   

Consort Medical plc

       1,511,586  
527,762   

ConvaTec Group plc(2)

       989,479  
651,071   

Elementis plc

       1,558,686  
92,576   

Genus plc

       2,702,867  
394,242   

Grainger plc

       1,180,833  
112,087   

Hikma Pharmaceuticals plc

       2,371,304  
149,090   

Hill & Smith Holdings plc

       2,158,832  
155,044   

Hunting plc

       1,135,112  
38,088   

James Fisher & Sons plc

       967,152  
135,192   

Keller Group plc

       920,279  
192,510   

Kier Group plc

       1,304,970  
1,435,971   

Restaurant Group plc

       2,811,582  
738,704   

Tyman plc

       2,247,810  
141,770   

Ultra Electronics Holdings plc

       2,386,770  
117,513   

Vesuvius plc

       867,874  
769,114   

Volution Group plc

       1,593,856  
       

 

 

 
          35,649,210  
       

 

 

 
  

Total Common Stocks
(cost $228,567,749)

     $ 210,903,751  
       

 

 

 
  

Total Long-Term Investments
(cost $228,567,749)

     $   210,903,751  
       

 

 

 

Short-Term Investments - 3.0%

 

  

Other Investment Pools & Funds - 1.3%

 

2,791,524   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(3)

       2,791,524  
       

 

 

 
  

Securities Lending Collateral - 1.7%

 

184,144   

Citibank NA DDCA, 2.39%, 2/1/2019(3)

       184,144  
2,045,512   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.31%(3)

       2,045,512  
814,671   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.29%(3)

       814,671  
111,757   

Invesco Government & Agency Portfolio, Institutional Class, 2.28%(3)

       111,757  
477,294   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(3)

       477,294  
49,491   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.25%(3)

       49,491  
       

 

 

 
          3,682,869  
       

 

 

 
  

Total Short-Term Investments
(cost $6,474,393)

     $ 6,474,393  
       

 

 

 
  

Total Investments
(cost $235,042,142)

     101.5   $ 217,378,144  
  

Other Assets and Liabilities

     (1.5 )%      (3,314,470
     

 

 

   

 

 

 
  

Total Net Assets

     100.0   $   214,063,674  
     

 

 

   

 

 

 


 

The Hartford International Small Company Fund

    

Schedule of Investments – (continued)

January 31, 2019 (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. These classifications are used for financial reporting purposes.

 

*

Non-income producing.

(1)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(2)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $8,659,854, representing 4.0% of 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

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Australia

   $ 14,299,597      $      $ 14,299,597      $ —   

Austria

     4,541,522        985,933        3,555,589        —   

Belgium

     6,216,455               6,216,455        —   

China

     1,672,016               1,672,016        —   

Finland

     2,079,606               2,079,606        —   

France

     16,315,974        5,000,717        11,315,257        —   

Germany

     3,291,335        2,044,847        1,246,488        —   

Hong Kong

     4,821,521               4,821,521        —   

Ireland

     1,348,950        1,348,950               —   

Italy

     22,319,714               22,319,714        —   

Japan

     69,907,799               69,907,799        —   

Luxembourg

     1,574,749               1,574,749        —   

Netherlands

     5,367,676        3,029,820        2,337,856        —   

Norway

     5,317,816               5,317,816        —   

South Korea

     5,405,081        1,847,379        3,557,702        —   

Spain

     3,154,741               3,154,741        —   

Sweden

     1,039,002               1,039,002        —   

Switzerland

     5,780,676               5,780,676        —   

Taiwan

     800,311               800,311        —   

United Kingdom

     35,649,210        12,594,853        23,054,357        —   

Short-Term Investments

     6,474,393        6,474,393               —   
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     217,378,144      $       33,326,892      $     184,051,252      $                   —   
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

For the period ended January 31, 2019, there were no transfers in and out of Level 3.


 

The Hartford International Value Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 92.3%

 

  

Argentina - 0.4%

 

461,415   

YPF S.A. ADR

   $ 7,544,135  
     

 

 

 
  

Australia - 0.5%

 

3,942,987   

Resolute Mining Ltd.

     3,246,688  
3,806,501   

Western Areas Ltd.

     6,536,536  
     

 

 

 
        9,783,224  
     

 

 

 
  

Austria - 0.2%

 

536,621   

Zumtobel Group AG*(1)

     4,849,237  
     

 

 

 
  

Belgium - 1.5%

 

295,847   

Ageas

     13,755,817  
1,475,858   

AGFA-Gevaert N.V.*

     5,805,081  
411,598   

bpost S.A.

     3,773,287  
302,181   

Orange Belgium S.A.

     5,783,050  
     

 

 

 
        29,117,235  
     

 

 

 
  

Brazil - 0.1%

 

101,215   

Petroleo Brasileiro S.A. ADR

     1,649,805  
     

 

 

 
  

Canada - 2.9%

 

2,576,171   

Advantage Oil & Gas Ltd.*

     4,019,293  
681,457   

ARC Resources Ltd.(1)

     4,927,007  
856,541   

Barrick Gold Corp.

     11,466,613  
505,445   

Cameco Corp.

     6,124,042  
1,525,424   

Centerra Gold, Inc.*

     7,731,895  
656,874   

Eldorado Gold Corp*(1)

     2,463,277  
1,613,672   

Kinross Gold Corp.*

     5,421,938  
414,846   

Northern Dynasty Minerals Ltd.*(1)

     322,039  
1,689,969   

Painted Pony Energy Ltd.*(1)

     1,736,336  
1,170,708   

SEMAFO, Inc.*

     2,646,221  
303,470   

Tourmaline Oil Corp.

     4,138,805  
2,299,254   

Trican Well Service Ltd.*(1)

     2,327,340  
1,100,874   

Uranium Participation Corp.*

     4,004,854  
     

 

 

 
        57,329,660  
     

 

 

 
  

China - 2.4%

 

16,610,049   

361 Degrees International Ltd.

     3,601,647  
20,174,701   

China BlueChemical Ltd. Class H

     6,577,487  
10,889,958   

China Machinery Engineering Corp. Class H

     5,366,029  
29,667,864   

China Telecom Corp. Ltd. Class H

     16,107,301  
20,916,578   

Daphne International Holdings Ltd.*

     663,456  
13,944,174   

Dongfeng Motor Group Co., Ltd. Class H

     14,618,214  
     

 

 

 
        46,934,134  
     

 

 

 
  

Denmark - 1.1%

 

10,834   

AP Moller-Maersk A/S Class B

     14,489,235  
436,407   

D/S Norden A/S*

     6,098,626  
     

 

 

 
               20,587,861  
     

 

 

 
  

Finland - 0.4%

 

1,351,459   

Nokia Oyj

     8,538,052  
     

 

 

 
  

France - 9.0%

 

721,521   

Air France-KLM*

     9,076,330  
254,514   

Alstom S.A.

     10,239,007  
453,575   

BNP Paribas S.A.

     21,375,159  
617,087   

Cie de Saint-Gobain

     21,294,430  
185,739   

Coface S.A.

     1,705,882  
883,081   

Engie S.A.

     14,156,950  
412,018   

Metropole Television S.A.

     6,297,961  
325,278   

Neopost S.A.

     8,164,097  
61,345   

Renault S.A.

     4,341,076  
1,065,334   

Rexel S.A.

     12,147,570  
496,345   

Societe Generale S.A.

     15,475,786  
15,636   

Sopra Steria Group

     1,581,028  
947,751   

Television Francaise

     7,680,351  


 

The Hartford International Value Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

679,953   

Total S.A.

   $ 37,275,786  
131,670   

Vicat S.A.

     6,584,434  
     

 

 

 
             177,395,847  
     

 

 

 
  

Germany - 2.4%

 

1,124,201   

CECONOMY AG

     5,275,716  
1,052,636   

E.ON SE

     11,701,496  
187,528   

Hamburger Hafen und Logistik AG

     4,178,012  
651,347   

Metro AG

     11,022,676  
442,655   

RWE AG

     11,009,551  
144,173   

Salzgitter AG

     4,355,870  
     

 

 

 
        47,543,321  
     

 

 

 
  

Greece - 0.6%

 

1,008,641   

Hellenic Telecommunications Organization S.A.

     12,632,197  
     

 

 

 
  

Hong Kong - 2.4%

 

8,116,954   

AMVIG Holdings Ltd.

     1,851,544  
1,537,415   

China Mobile Ltd.

     16,169,507  
15,415,595   

China Unicom Hong Kong Ltd.

     17,658,220  
35,872,000   

CST Group Ltd.*

     114,284  
647,402   

Dah Sing Financial Holdings Ltd.

     3,588,385  
167,930,428   

G-Resources Group Ltd.*

     1,287,713  
33,944,248   

Pacific Basin Shipping Ltd.

     6,740,246  
     

 

 

 
        47,409,899  
     

 

 

 
  

Hungary - 0.4%

 

4,861,641   

Magyar Telekom Telecommunications plc

     8,215,337  
     

 

 

 
  

India - 0.8%

 

2,447,745   

Allahabad Bank*

     1,561,626  
1,902,690   

Canara Bank*

     6,727,891  
2,318,797   

Corp. Bank*

     857,911  
3,425,118   

NTPC Ltd.

     6,734,807  
     

 

 

 
        15,882,235  
     

 

 

 
  

Ireland - 0.6%

 

2,012,925   

Bank of Ireland Group plc

     12,078,707  
     

 

 

 
  

Italy - 4.3%

 

1,055,895   

Assicurazioni Generali S.p.A.

     18,485,831  
2,447,359   

Banca Popolare dell’Emilia Romagna SC

     8,293,895  
1,530,365   

Eni S.p.A.

     25,948,595  
1,533,311   

Geox S.p.A.

     2,282,894  
2,422,460   

Saipem S.p.A.*

     11,516,403  
1,487,396   

UniCredit S.p.A.

     17,194,999  
     

 

 

 
        83,722,617  
     

 

 

 
  

Japan - 30.9%

 

427,974   

Aisan Industry Co., Ltd.

     2,962,481  
12,560   

Alpha Systems, Inc.

     293,904  
457,451   

Avex, Inc.

     6,151,633  
161,982   

Benesse Holdings, Inc.

     4,228,965  
406,551   

Canon, Inc.

     11,692,492  
188,268   

Cawachi Ltd.

     3,696,332  
724,066   

Chiyoda Corp.

     2,199,914  
326,947   

Chubu Steel Plate Co., Ltd.

     1,830,047  
1,565,965   

Citizen Watch Co., Ltd.

     8,358,933  
178,516   

CMIC Holdings Co., Ltd.

     2,665,570  
56,600   

Cosel Co., Ltd.

     563,809  
806,444   

Dai-ichi Life Holdings, Inc.

     13,094,224  
406,180   

DeNA Co., Ltd.

     7,186,978  
132,927   

Eisai Co., Ltd.

     10,321,314  
146,336   

Enplas Corp.

     3,982,504  
246,489   

Exedy Corp.

     6,215,665  
355,746   

Fuji Media Holdings, Inc.

     5,263,378  
208,834   

Fujitsu Ltd.

     14,015,974  
735,391   

Funai Electric Co., Ltd.*

     3,963,243  
154,429   

Gendai Agency, Inc.

     679,628  
2,083,049   

Gree, Inc.

     9,457,069  


 

The Hartford International Value Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

332,127   

Hisaka Works Ltd.

   $ 2,534,383  
1,082,121   

Hitachi Metals Ltd.

     12,173,869  
955,221   

Honda Motor Co., Ltd.

     28,677,600  
272,122   

Honeys Holdings Co., Ltd.

     2,343,176  
352,326   

Hosiden Corp.

     2,679,833  
570,335   

Ibiden Co., Ltd.

     8,314,179  
477,757   

Ichiyoshi Securities Co., Ltd.

     3,965,756  
1,440,860   

Inpex Corp.

     13,850,150  
427,107   

Japan Petroleum Exploration Co., Ltd.

     8,013,305  
223,580   

Japan Steel Works Ltd.

     4,137,212  
661,105   

JGC Corp.

     10,143,064  
807,104   

JSR Corp.

     13,049,596  
451,408   

Keihin Corp.

     8,080,866  
468,892   

Kyoei Steel Ltd.

     7,655,602  
379,746   

Maxell Holdings Ltd.

     5,415,775  
80,077   

Melco Holdings, Inc.

     2,591,804  
168,184   

Miraial Co., Ltd.

     1,766,165  
608,800   

Mitsubishi Estate Co., Ltd.

     10,782,748  
406,998   

Mitsubishi Heavy Industries Ltd.

     15,736,835  
4,188,014   

Mitsubishi UFJ Financial Group, Inc.

     22,464,162  
13,010,387   

Mizuho Financial Group, Inc.

     21,354,693  
703,936   

Nakayama Steel Works Ltd.

     3,268,062  
331,361   

Neturen Co., Ltd.

     2,625,743  
916,038   

Nichicon Corp.

     7,279,235  
413,720   

Nikon Corp.

     7,073,958  
650,293   

Nippon Television Holdings, Inc.

     10,215,652  
390,502   

Nishimatsuya Chain Co., Ltd.

     3,219,453  
481,133   

Nissin Kogyo Co., Ltd.

     6,552,882  
716,702   

NOK Corp.

     11,575,350  
2,334,700   

Nomura Holdings, Inc.

     9,116,588  
187,601   

Pacific Metals Co., Ltd.

     5,042,727  
192,403   

PAL GROUP Holdings Co., Ltd.

     5,301,556  
115,696   

Proto Corp.

     1,613,292  
205,900   

Relia, Inc.

     1,795,924  
292,177   

Sanyo Shokai Ltd.

     4,721,377  
111,727   

Shimamura Co., Ltd.

     9,675,084  
354,761   

Shinko Electric Industries Co., Ltd.

     2,446,110  
656,471   

Sumitomo Mitsui Financial Group, Inc.

     24,422,013  
395,290   

Sumitomo Mitsui Trust Holdings, Inc.

     14,973,333  
489,746   

Sumitomo Riko Co., Ltd.

     4,391,845  
1,241,581   

T&D Holdings, Inc.

     15,413,087  
167,797   

Tachi-S Co., Ltd.

     2,305,641  
579,499   

Takeda Pharmaceutical Co., Ltd.

     23,396,252  
182,800   

THK Co., Ltd.

     4,367,235  
1,034,546   

Tochigi Bank Ltd.

     2,270,140  
503,821   

Tokai Rika Co., Ltd.

     8,964,141  
231,163   

Tokyo Seimitsu Co., Ltd.

     6,769,732  
1,073,226   

Tokyo Steel Manufacturing Co., Ltd.

     9,061,970  
650,758   

Toppan Forms Co., Ltd.

     5,456,627  
213,069   

Toshiba Machine Co., Ltd.

     4,286,484  
548,983   

Toyo Engineering Corp.*

     3,566,000  
482,030   

Toyoda Gosei Co., Ltd.

     10,546,283  
227,942   

TV Asahi Holdings Corp.

     4,221,011  
323,632   

Unipres Corp.

     6,263,034  
692,234   

Ushio, Inc.

     7,882,121  
493,109   

Xebio Holdings Co., Ltd.

     5,778,507  
5,870,069   

Yahoo Japan Corp.

     15,866,512  
347,737   

Yamato Kogyo Co., Ltd.

     9,080,875  
     

 

 

 
             605,360,666  
     

 

 

 
  

Netherlands - 3.5%

 

467,311   

Fugro N.V.*(1)

     5,153,587  
1,540,991   

ING Groep N.V.

     18,285,104  
3,229,130   

PostNL N.V.

     8,343,432  
1,181,342   

Royal Dutch Shell plc Class B

     36,679,062  
     

 

 

 
        68,461,185  
     

 

 

 


 

The Hartford International Value Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Portugal - 0.3%

 

1,395,348   

CTT-Correios de Portugal S.A.

   $ 5,024,010  
     

 

 

 
  

Russia - 2.2%

 

3,195,108   

Gazprom PJSC ADR

     15,621,573  
129,278   

LUKOIL PJSC ADR

     10,380,693  
483,381   

Sberbank of Russia PJSC ADR

     6,573,380  
2,551,843   

Surgutneftegas PJSC ADR

     10,563,084  
     

 

 

 
        43,138,730  
     

 

 

 
  

South Africa - 2.1%

 

242,396   

Anglo American Platinum Ltd.

     11,700,422  
2,867,279   

Gold Fields Ltd.

     11,635,453  
746,836   

Harmony Gold Mining Co., Ltd. ADR*

     1,478,735  
1,738,092   

Impala Platinum Holdings Ltd.*

     5,104,965  
7,774,385   

Nampak Ltd.*

     8,194,206  
2,355,579   

Raubex Group Ltd.

     3,319,255  
     

 

 

 
        41,433,036  
     

 

 

 
  

South Korea - 3.2%

 

282,764   

KB Financial Group, Inc.

     12,149,611  
413,989   

Kia Motors Corp.

     13,536,644  
528,956   

KT Corp.

     13,596,959  
125,529   

NHN Entertainment Corp.*

     6,691,283  
307,551   

Shinhan Financial Group Co., Ltd.*

     11,895,478  
904,233   

Tongyang Life Insurance Co., Ltd.

     4,000,283  
     

 

 

 
        61,870,258  
     

 

 

 
  

Spain - 1.0%

 

3,418,145   

CaixaBank S.A.

     12,927,415  
6,053,358   

Unicaja Banco S.A.(2)

     7,100,419  
     

 

 

 
               20,027,834  
     

 

 

 
  

Sweden - 1.1%

 

1,942,255   

Qliro Group AB*

     2,293,935  
2,939,718   

SAS AB*

     7,947,766  
1,214,175   

Telefonaktiebolaget LM Ericsson Class B

     10,822,512  
     

 

 

 
        21,064,213  
     

 

 

 
  

Switzerland - 3.8%

 

344,874   

Adecco Group AG

     17,281,983  
902,363   

GAM Holding AG

     3,938,832  
320,332   

Julius Baer Group Ltd.*

     12,874,858  
342,843   

LafargeHolcim Ltd.*

     16,123,141  
1,885,688   

UBS Group AG*

     24,445,489  
     

 

 

 
        74,664,303  
     

 

 

 
  

Taiwan - 1.7%

 

12,292,243   

Acer, Inc.*

     8,014,309  
18,754,676   

Compal Electronics, Inc.

     11,246,798  
688,100   

MediaTek, Inc.

     5,575,629  
17,978,746   

Shin Kong Financial Holding Co., Ltd.

     5,164,311  
466,288   

Simplo Technology Co., Ltd.

     3,423,703  
     

 

 

 
        33,424,750  
     

 

 

 
  

United Kingdom - 12.5%

 

2,823,870   

Acacia Mining plc*

     7,226,086  
751,481   

Anglo American plc

     19,204,679  
209,081   

AstraZeneca plc

     15,146,218  
5,445,633   

BP plc

     37,199,900  
911,733   

British Land Co. plc REIT

     6,868,172  
4,821,740   

BT Group plc

     14,703,414  
7,234,481   

Centrica plc

     13,000,684  
3,567,590   

Firstgroup plc*

     4,335,530  
360,699   

Go-Ahead Group plc

     8,510,935  
1,881,230   

Halfords Group plc

     5,714,544  
2,923,836   

Hays plc

     5,797,611  
4,173,605   

HSBC Holdings plc

     35,142,790  
3,571,566   

J Sainsbury plc

     13,373,552  


 

The Hartford International Value Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

3,391,837   

Kingfisher plc

 

  $ 9,908,747  
616,247   

Land Securities Group plc REIT

 

    7,008,179  
2,705,187   

Marks & Spencer Group plc

 

    10,235,280  
7,385,779   

Petra Diamonds Ltd.*(1)

 

    3,190,958  
3,277,933   

Serco Group plc*

 

    4,746,465  
3,182,103   

SIG plc

 

    4,980,660  
2,003,387   

Standard Chartered plc

 

    16,157,540  
869,110   

SThree plc

 

    3,123,392  
       

 

 

 
          245,575,336  
       

 

 

 
  

Total Common Stocks
(cost $1,907,458,818)

 

  $ 1,811,257,824  
       

 

 

 

Preferred Stocks - 0.7%

 

  

Brazil - 0.7%

 

974,300   

Cia Paranaense de Energia

 

    9,432,588  
326,600   

Telefonica Brasil S.A.

 

    4,360,099  
       

 

 

 
          13,792,687  
       

 

 

 
  

Total Preferred Stocks
(cost $10,961,302)

 

  $ 13,792,687  
       

 

 

 
  

Total Long-Term Investments
(cost $1,918,420,120)

     $ 1,825,050,511  
       

 

 

 

Short-Term Investments - 6.5%

 

  

Other Investment Pools & Funds - 6.0%

 

117,927,955   

Fidelity Institutional Government Fund, Institutional Class, 2.31%(3)

 

    117,927,955  
       

 

 

 
  

Securities Lending Collateral - 0.5%

 

491,788   

Citibank NA DDCA, 2.39%, 2/1/2019(3)

 

    491,788  
5,462,907   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.31%(3)

 

    5,462,907  
2,175,724   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.29%(3)

 

    2,175,724  
298,468   

Invesco Government & Agency Portfolio, Institutional Class, 2.28%(3)

 

    298,468  
1,274,699   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(3)

 

    1,274,698  
132,174   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.25%(3)

 

    132,174  
       

 

 

 
          9,835,759  
       

 

 

 
  

Total Short-Term Investments
(cost $127,763,714)

 

  $ 127,763,714  
       

 

 

 
  

Total Investments
(cost $2,046,183,834)

     99.5   $ 1,952,814,225  
  

Other Assets and Liabilities

     0.5     9,074,501  
     

 

 

   

 

 

 
  

Total Net Assets

     100.0   $   1,961,888,726  
     

 

 

   

 

 

 

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. These classifications are used for financial reporting purposes.

 

*

Non-income producing.

(1)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(2)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2019, the aggregate value of this security was $7,100,419, representing 0.4% of net assets.

(3)

Current yield as of period end.


 

The Hartford International Value Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

 

Futures Contracts Outstanding at January 31, 2019  
Description    Number
of
Contracts
     Expiration Date      Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

 

Long position contracts:

 

MSCI EAFE Index Future

     698        03/15/2019      $       63,800,690      $ 878,360    
           

 

 

 
           
           

 

 

 

Total futures contracts

 

   $       878,360    
           

 

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)   
Index Abbreviations:   
EAFE    Europe, Australasia and Far East   
MSCI    Morgan Stanley Capital International   
Other Abbreviations:   
ADR    American Depositary Receipt   
DDCA    Dollars on Deposit in Custody Account   
PJSC    Private Joint Stock Company   
REIT    Real Estate Investment Trust   


 

The Hartford International Value Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2          Level 3(1)      

Assets

 

Common Stocks

 

Argentina

   $ 7,544,135       $ 7,544,135       $ —       $ —    

Australia

     9,783,224         —         9,783,224         —    

Austria

     4,849,237         4,849,237         —         —    

Belgium

     29,117,235         5,783,050         23,334,185         —    

Brazil

     1,649,805         1,649,805         —         —    

Canada

     57,329,660         57,329,660         —         —    

China

     46,934,134         —         46,934,134         —    

Denmark

     20,587,861         —         20,587,861         —    

Finland

     8,538,052         —         8,538,052         —    

France

     177,395,847         7,680,351         169,715,496         —    

Germany

     47,543,321         5,275,716         42,267,605         —    

Greece

     12,632,197         —         12,632,197         —    

Hong Kong

     47,409,899         1,965,828         45,444,071         —    

Hungary

     8,215,337         —         8,215,337         —    

India

     15,882,235         —         15,882,235         —    

Ireland

     12,078,707         —         12,078,707         —    

Italy

     83,722,617         —         83,722,617         —    

Japan

     605,360,666         —         605,360,666         —    

Netherlands

     68,461,185         —         68,461,185         —    

Portugal

     5,024,010         —         5,024,010         —    

Russia

     43,138,730         —         43,138,730         —    

South Africa

     41,433,036         12,992,196         28,440,840         —    

South Korea

     61,870,258         —         61,870,258         —    

Spain

     20,027,834         —         20,027,834         —    

Sweden

     21,064,213         —         21,064,213         —    

Switzerland

     74,664,303         —         74,664,303         —    

Taiwan

     33,424,750         —         33,424,750         —    

United Kingdom

     245,575,336         32,512,380         213,062,956         —    

Preferred Stocks

     13,792,687         13,792,687         —         —    

Short-Term Investments

     127,763,714         127,763,714         —         —    

Futures Contracts(2)

     878,360         878,360         —         —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     1,953,692,585       $     280,017,119       $     1,673,675,466       $         —    
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

For the period ended January 31, 2019, there were no transfers in and out of Level 3.

 

(2)

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


 

Hartford Long/Short Global Equity Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 116.8%

 

  

Automobiles & Components - 2.4%

 

17,200    

Keihin Corp.

   $         307,905  
9,077    

Tenneco, Inc. Class A

     314,791  
     

 

 

 
        622,696  
     

 

 

 
  

Banks - 7.6%

 

98,543    

Akbank T.A.S.

     135,330  
66,939    

Banca Popolare dell’Emilia Romagna SC

     226,851  
7,000    

Bank of Kyoto Ltd.

     297,569  
11,985    

First Hawaiian, Inc.

     308,374  
30,788    

MGIC Investment Corp.*

     384,234  
216,507    

Unicaja Banco S.A.(1)

     253,957  
7,014    

Western Alliance Bancorp*

     310,580  
     

 

 

 
        1,916,895  
     

 

 

 
  

Capital Goods - 15.9%

 

6,153    

AerCap Holdings N.V.*

     290,791  
12,179    

Aerojet Rocketdyne Holdings, Inc.*

     480,705  
5,726    

AGCO Corp.

     367,609  
17,352    

Barloworld Ltd.

     159,034  
4,546    

EnerSys

     387,592  
13,811    

Escorts Ltd.

     128,505  
5,515    

FLSmidth & Co. AS

     258,490  
21,500    

Fuji Corp.

     280,614  
6,398    

Greenbrier Cos., Inc.

     271,339  
24,444    

Leonardo S.p.A.

     236,864  
2,949    

Rheinmetall AG

     306,313  
6,803    

Sensata Technologies Holding plc*

     323,143  
5,992    

Timken Co.

     255,199  
17,562    

Trelleborg AB Class B

     295,820  
     

 

 

 
        4,042,018  
     

 

 

 
  

Commercial & Professional Services - 1.1%

 

6,255    

TriNet Group, Inc.*

     285,603  
     

 

 

 
  

Consumer Durables & Apparel - 5.7%

 

8,337    

Acushnet Holdings Corp.

     191,668  
3,649    

Carter’s, Inc.

     302,502  
10,810    

La-Z-Boy, Inc.

     320,192  
8,520    

Toll Brothers, Inc.

     314,729  
15,620    

Under Armour, Inc. Class A*

     323,959  
     

 

 

 
        1,453,050  
     

 

 

 
  

Consumer Services - 4.2%

 

6,541    

Cheesecake Factory, Inc.

     293,560  
4,372    

Hyatt Hotels Corp. Class A

     305,646  
8,658    

Jubilant Foodworks Ltd.

     153,906  
6,900    

Kyoritsu Maintenance Co., Ltd.

     315,158  
     

 

 

 
        1,068,270  
     

 

 

 
  

Diversified Financials - 4.2%

 

8,900    

Jafco Co., Ltd.

     312,376  
20,095    

Redwood Trust, Inc. REIT

     324,132  
8,873    

Solar Capital Ltd.

     181,985  
5,295    

Voya Financial, Inc.

     245,847  
     

 

 

 
        1,064,340  
     

 

 

 
  

Energy - 3.8%

 

7,944    

Delek U.S. Holdings, Inc.

     258,260  
33,412    

Enerplus Corp.(2)

     289,124  
13,900    

Japan Petroleum Exploration Co., Ltd.

     260,789  
8,855    

YPF S.A. ADR

     144,779  
     

 

 

 
        952,952  
     

 

 

 
  

Food & Staples Retailing - 1.0%

 

7,100    

Performance Food Group Co.*

     242,536  
     

 

 

 


 

Hartford Long/Short Global Equity Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Food, Beverage & Tobacco - 3.9%

 

23,243    

a2 Milk Co., Ltd.*

   $         204,411  
1,198    

Boston Beer Co., Inc. Class A*

     298,494  
40,000    

Itoham Yonekyu Holdings, Inc.

     254,480  
2,421    

Post Holdings, Inc.*

     224,717  
     

 

 

 
        982,102  
     

 

 

 
  

Health Care Equipment & Services - 9.4%

 

3,682    

Amedisys, Inc.*

     482,931  
8,347    

Apollo Hospitals Enterprise Ltd.

     155,842  
4,232    

Encompass Health Corp.

     282,867  
6,284    

Globus Medical, Inc. Class A*

     283,094  
3,603    

Haemonetics Corp.*

     356,373  
3,071    

Hill-Rom Holdings, Inc.

     307,162  
2,337    

Molina Healthcare, Inc.*

     310,774  
232,000    

Shandong Weigao Group Medical Polymer Co., Ltd. Class H

     194,384  
     

 

 

 
        2,373,427  
     

 

 

 
  

Household & Personal Products - 2.1%

 

4,500    

Edgewell Personal Care Co.*

     177,525  
5,456    

Nu Skin Enterprises, Inc. Class A

     358,186  
     

 

 

 
        535,711  
     

 

 

 
  

Insurance - 5.1%

 

11,381    

Assured Guaranty Ltd.

     461,613  
7,486    

Athene Holding Ltd. Class A*

     321,150  
96,948    

Old Mutual Ltd.

     171,149  
44,355    

Storebrand ASA

     339,930  
     

 

 

 
        1,293,842  
     

 

 

 
  

Materials - 8.2%

 

8,537    

Alcoa Corp.*

     253,378  
4,413    

Carpenter Technology Corp.

     208,558  
8,638    

Methanex Corp.

     470,703  
2,691    

Salzgitter AG

     81,303  
9,650    

Smurfit Kappa Group plc

     278,265  
10,100    

Tokyo Ohka Kogyo Co., Ltd.

     283,998  
14,524    

Tokyo Steel Manufacturing Co., Ltd.

     122,636  
3,590    

Wacker Chemie AG

     379,798  
     

 

 

 
        2,078,639  
     

 

 

 
  

Media & Entertainment - 3.7%

 

7,785    

Cinemark Holdings, Inc.

     318,562  
16,890    

DeNA Co., Ltd.

     298,853  
9,541    

New York Times Co. Class A

     245,299  
9,348    

Television Francaise

     75,754  
     

 

 

 
        938,468  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 3.1%

 

254,000    

China Traditional Chinese Medicine Co., Ltd.

     165,792  
9,231    

Hikma Pharmaceuticals plc

     195,290  
1,902    

ICON plc*

     266,052  
172,000    

SSY Group Ltd.

     154,997  
     

 

 

 
        782,131  
     

 

 

 
  

Real Estate - 12.9%

 

9,800    

Alexander & Baldwin, Inc.

     225,792  
18,043    

Castellum AB

     342,060  
154,700    

Corp. Inmobiliaria Vesta S.A.B. de C.V.

     216,732  
31,154    

Dream Global Real Estate Investment Trust

     307,521  
2,795    

LEG Immobilien AG

     328,332  
12,161    

Park Hotels & Resorts, Inc. REIT

     365,681  
2,456    

PS Business Parks, Inc. REIT

     356,587  
3,143    

PSP Swiss Property AG

     323,350  
13,846    

STORE Capital Corp. REIT

     447,503  
30,189    

UNITE Group plc

     360,547  
     

 

 

 
        3,274,105  
     

 

 

 


 

Hartford Long/Short Global Equity Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Retailing - 0.8%

 

200    

Children’s Place, Inc.

   $           19,352  
3,600    

Magazine Luiza S.A.

     176,753  
     

 

 

 
        196,105  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 6.1%

 

7,205    

ASM International N.V.

     349,030  
10,411    

First Solar, Inc.*

     526,692  
13,573    

Kulicke & Soffa Industries, Inc.

     305,800  
10,228    

Teradyne, Inc.

     368,106  
     

 

 

 
        1,549,628  
     

 

 

 
  

Software & Services - 2.6%

 

6,448    

Cloudera, Inc.*

     87,048  
9,015    

Teradata Corp.*

     400,086  
3,399    

WNS Holdings Ltd. ADR*

     165,837  
     

 

 

 
        652,971  
     

 

 

 
  

Technology Hardware & Equipment - 4.2%

 

5,304    

Arrow Electronics, Inc.*

     402,839  
48,058    

Electrocomponents plc

     343,050  
5,132    

Landis+Gyr Group AG*

     331,442  
     

 

 

 
        1,077,331  
     

 

 

 
  

Telecommunication Services - 1.9%

 

194,000    

China Communications Services Corp. Ltd. Class H

     182,131  
21,530    

LG Uplus Corp.

     292,637  
     

 

 

 
        474,768  
     

 

 

 
  

Transportation - 5.2%

 

103,100    

Aeroflot PJSC*

     170,209  
115,809    

Air New Zealand Ltd.

     225,212  
278,300    

AirAsia Group Bhd

     207,462  
35,200    

Grupo Aeroportuario del Centro Norte S.A.B. de C.V.

     196,614  
18,311    

JetBlue Airways Corp.*

     329,415  
50,799    

Qantas Airways Ltd.

     201,395  
     

 

 

 
        1,330,307  
     

 

 

 
  

Utilities - 1.7%

 

187,000    

China Longyuan Power Group Corp. Ltd. Class H

     139,989  
446,000    

Huaneng Renewables Corp. Ltd. Class H

     128,613  
3,355    

Korea Gas Corp.*

     163,507  
     

 

 

 
        432,109  
     

 

 

 
  

Total Common Stocks
(cost $31,032,777)

   $  29,620,004  
     

 

 

 

Exchange-Traded Funds - 4.3%

 

  

Other Investment Pools & Funds - 4.3%

 

9,300    

iShares Core MSCI EAFE ETF

     545,724  
3,680    

iShares Russell 2000 ETF(2)

     548,541  
     

 

 

 
        1,094,265  
     

 

 

 
  

Total Exchange-Traded Funds
(cost $1,070,757)

   $   1,094,265  
     

 

 

 

Preferred Stocks - 1.0%

 

  

Banks - 1.0%

 

45,173    

Banco ABC Brasil S.A.

     247,094  
     

 

 

 
  

Total Preferred Stocks
(cost $254,261)

   $         247,094  
     

 

 

 
  

Total Long-Term Investments
(cost $32,357,795)

   $  30,961,363  
     

 

 

 

Short-Term Investments - 3.8%

 

  

Other Investment Pools & Funds - 0.4%

 

114,774    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(3)

     114,774  
     

 

 

 
  

Securities Lending Collateral - 3.4%

 

42,885    

Citibank NA DDCA, 2.39%, 2/1/2019(3)

     42,885  


 

Hartford Long/Short Global Equity Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

476,383   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.31%(3)

 

  $         476,383  
189,730   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.29%(3)

 

    189,730  
26,027   

Invesco Government & Agency Portfolio, Institutional Class, 2.28%(3)

 

    26,027  
111,158   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(3)

 

    111,158  
11,526   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.25%(3)

 

    11,526  
       

 

 

 
       857,709  
       

 

 

 
  

Total Short-Term Investments
(cost $972,483)

 

  $         972,483  
       

 

 

 
  

Total Investments
(cost $33,330,278)

     125.9   $ 31,933,846  
  

Total Securities Sold Short
(proceeds $16,317,004)

     (62.4 )%    $ (15,836,057
  

Other Assets and Liabilities

     36.5     9,267,959  
     

 

 

   

 

 

 
  

Total Net Assets

     100.0   $ 25,365,748  
     

 

 

   

 

 

 

Securities Sold Short - (62.4%)

 

Common Stocks - (60.3%)

 

  

Automobiles & Components - (1.9%)

 

(133,608)   

Brilliance China Automotive Holdings Ltd.

 

    (126,504
(1,492)   

Dorman Products, Inc.*

 

    (128,237
(1,831)   

LCI Industries

 

    (150,948
(2,426)   

Winnebago Industries, Inc.

 

    (69,384
       

 

 

 
       (475,073
       

 

 

 
  

Banks - (3.7%)

 

(19,710)   

Chiba Bank Ltd. (The)

 

    (119,977
(4,745)   

FinecoBank Banca Fineco S.p.A.

 

    (51,597
(311)   

LendingTree, Inc.*

 

    (92,162
(4,339)   

Metro Bank plc*

 

    (62,016
(46,337)   

Seven Bank Ltd.

 

    (138,030
(4,222)   

Sydbank AS

 

    (97,591
(8,921)   

TFS Financial Corp.

 

    (145,501
(1,621)   

Tompkins Financial Corp.

 

    (119,208
(1,639)   

UMB Financial Corp.

 

    (105,486
       

 

 

 
       (931,568
       

 

 

 
  

Capital Goods - (7.0%)

 

(3,370)   

AAON, Inc.

 

    (124,488
(2,430)   

BWX Technologies, Inc.

 

    (112,800
(2,063)   

Dycom Industries, Inc.*

 

    (119,757
(3,452)   

Keihan Holdings Co., Ltd.

 

    (142,350
(8,705)   

MRC Global, Inc.*

 

    (135,972
(9,383)   

NN, Inc.

 

    (85,667
(954)   

RBC Bearings, Inc.*

 

    (133,007
(2,155)   

SiteOne Landscape Supply, Inc.*

 

    (114,861
(3,305)   

Sun Hydraulics Corp.

 

    (117,063
(11,056)   

Sunrun, Inc.*

 

    (147,045
(3,035)   

Tarkett S.A.

 

    (65,999
(641)   

VAT Group AG*(1)

 

    (66,369
(860)   

Watsco, Inc.

 

    (126,833
(7,448)   

Weir Group plc

 

    (147,393
(17,949)   

Zardoya Otis S.A.

 

    (142,208
       

 

 

 
       (1,781,812
       

 

 

 
  

Commercial & Professional Services - (1.5%)

 

(3,592)   

Elis S.A.

 

    (58,105
(2,658)   

Multi-Color Corp.

 

    (123,730
(3,523)   

Persol Holdings Co., Ltd.

 

    (62,730
(2,941)   

Stericycle, Inc.*

 

    (129,639
       

 

 

 
       (374,204
       

 

 

 


 

Hartford Long/Short Global Equity Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Consumer Durables & Apparel - (3.1%)

 

(17,827)   

Husqvarna AB Class B

     $       (136,255
(2,524)   

Installed Building Products, Inc.*

     (106,286
(2,402)   

LGI Homes, Inc.*

     (142,439
(5,850)   

M/I Homes, Inc.*

     (154,966
(7,509)   

Mattel, Inc.*

     (88,907
(2,902)   

Tempur Sealy International, Inc.*

     (153,864
     

 

 

 
        (782,717
     

 

 

 
  

Consumer Services - (1.4%)

 

(830)   

Bright Horizons Family Solutions, Inc.*

     (96,106
(3,199)   

McDonald’s Holdings Co. Japan Ltd.

     (141,586
(6,755)   

Stars Group, Inc. (The)*

     (122,304
     

 

 

 
        (359,996
     

 

 

 
  

Diversified Financials - (5.5%)

 

(1,207)   

Affiliated Managers Group, Inc.

     (126,675
(64,771)   

AMP Ltd.

     (106,793
(5,560)   

Banca Generali S.p.A.

     (131,165
(9,129)   

Banca Mediolanum S.p.A.

     (55,696
(8,278)   

Cerved Group S.p.A.

     (72,859
(5,210)   

Encore Capital Group, Inc.*

     (153,903
(31,581)   

Jupiter Fund Management plc

     (135,730
(37,251)   

LendingClub Corp.*

     (118,831
(2,480)   

Onex Corp.

     (140,199
(2,357)   

Perpetual Ltd.

     (56,135
(6,022)   

Provident Financial plc*

     (41,546
(22,556)   

Singapore Exchange Ltd.

     (128,263
(10,003)   

St James’s Place plc

     (123,298
     

 

 

 
        (1,391,093
     

 

 

 
  

Energy - (1.6%)

 

(27,748)   

Cairn Energy plc*

     (68,088
(5,196)   

International Seaways, Inc.*

     (94,152
(6,438)   

Keyera Corp.

     (136,800
(2,804)   

Oil States International, Inc.*

     (48,285
(5,182)   

WorleyParsons Ltd.

     (52,493
     

 

 

 
        (399,818
     

 

 

 
  

Food & Staples Retailing - (0.4%)

 

(1,740)   

PriceSmart, Inc.

     (106,575
     

 

 

 
  

Food, Beverage & Tobacco - (3.2%)

 

(4,466)   

Calbee, Inc.

     (143,814
(12,371)   

Gruma S.A.B. de C.V. Class B

     (151,119
(191)   

Ito En Ltd.

     (8,521
(3,403)   

Kagome Co., Ltd.

     (90,814
(1,721)   

Premium Brands Holdings Corp.

     (101,391
(668)   

Sanderson Farms, Inc.

     (82,231
(3,016)   

Tiger Brands Ltd.

     (63,241
(2,979)   

Tootsie Roll Industries, Inc.

     (103,223
(8,025)   

Wessanen

     (82,199
     

 

 

 
        (826,553
     

 

 

 
  

Health Care Equipment & Services - (4.7%)

 

(8,115)   

Diplomat Pharmacy, Inc.*

     (117,668
(15,054)   

Fisher & Paykel Healthcare Corp. Ltd.

     (131,015
(10,101)   

Inovalon Holdings, Inc. Class A*

     (144,343
(1,640)   

iRhythm Technologies, Inc.*

     (139,400
(1,323)   

Medidata Solutions, Inc.*

     (93,880
(2,913)   

Nevro Corp.*

     (141,455
(3,077)   

Novocure Ltd.*

     (150,773
(1,971)   

Tabula Rasa HealthCare, Inc.*

     (118,812
(2,270)   

Tactile Systems Technology, Inc.*

     (151,137
     

 

 

 
        (1,188,483
     

 

 

 
  

Insurance - (1.0%)

 

(45,012)   

Hastings Group Holdings plc(1)

     (123,929


 

Hartford Long/Short Global Equity Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

(68,380)   

Medibank Pvt Ltd.

     $       (130,362
     

 

 

 
        (254,291
     

 

 

 
  

Materials - (6.6%)

 

(10,650)   

BillerudKorsnas AB

     (134,492
(23,806)   

Coeur Mining, Inc.*

     (122,601
(2,990)   

Crown Holdings, Inc.*

     (152,490
(26,376)   

DS Smith plc

     (116,974
(37,161)   

Fletcher Building Ltd.*

     (128,428
(29,622)   

Gold Fields Ltd.

     (120,206
(23,545)   

Hecla Mining Co.

     (63,572
(4,425)   

Huhtamaki Oyj

     (145,846
(10,656)   

Industrias Penoles S.A.B. de C.V.

     (145,450
(5,414)   

Kansai Paint Co., Ltd.

     (95,000
(19,651)   

Nufarm Ltd.

     (89,329
(107,805)   

Petra Diamonds Ltd.*

     (46,576
(2,027)   

Scotts Miracle-Gro Co.

     (150,707
(174,442)   

Sirius Minerals plc*

     (45,089
(3,934)   

voestalpine AG

     (125,715
     

 

 

 
        (1,682,475
     

 

 

 
  

Media & Entertainment - (1.5%)

 

(7,448)   

comScore, Inc.*

     (146,651
(39,887)   

Domain Holdings Australia Ltd.

     (70,017
(3,151)   

GCI Liberty, Inc. Class A*

     (160,386
     

 

 

 
        (377,054
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - (0.4%)

 

(3,454)   

Idorsia Ltd.*

     (59,652
(9,862)   

TherapeuticsMD, Inc.*

     (51,775
     

 

 

 
        (111,427
     

 

 

 
  

Real Estate - (4.4%)

 

(42,494)   

Grainger plc

     (127,278
(4,155)   

Healthcare Realty Trust, Inc. REIT

     (134,165
(4,657)   

Katitas Co., Ltd.

     (133,336
(12,890)   

LendLease Group

     (114,802
(2,793)   

Macerich Co. (The) REIT

     (128,925
(2,464)   

Relo Group, Inc.

     (65,035
(15,605)   

Resilient REIT Ltd. REIT

     (76,015
(3,472)   

Seritage Growth Properties REIT

     (139,609
(5,086)   

Shaftesbury plc REIT

     (58,836
(1,586)   

Swiss Prime Site AG*

     (134,355
     

 

 

 
        (1,112,356
     

 

 

 
  

Retailing - (3.6%)

 

(5,653)   

At Home Group, Inc.*

     (124,592
(183,067)   

China ZhengTong Auto Services Holdings Ltd.

     (97,217
(4,622)   

Duluth Holdings, Inc. Class B*

     (110,373
(4,400)   

Floor & Decor Holdings, Inc. Class A*

     (150,876
(3,411)   

National Vision Holdings, Inc.*

     (108,333
(6,882)   

Quotient Technology, Inc.*

     (68,820
(1,237)   

Shutterfly, Inc.*

     (56,853
(695)   

Stamps.com, Inc.*

     (129,326
(3,958)   

USS Co., Ltd.

     (69,303
     

 

 

 
        (915,693
     

 

 

 
  

Semiconductors & Semiconductor Equipment - (1.9%)

 

(1,741)   

ams AG*

     (46,669
(1,665)   

MaxLinear, Inc.*

     (32,667
(1,020)   

Monolithic Power Systems, Inc.

     (129,091
(3,022)   

SMART Global Holdings, Inc.*

     (74,976
(505)   

U-Blox Holding AG*

     (43,107
(1,419)   

Universal Display Corp.

     (147,335
     

 

 

 
        (473,845
     

 

 

 
  

Software & Services - (1.5%)

 

(1,969)   

Blackbaud, Inc.

     (140,981


 

Hartford Long/Short Global Equity Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

(2,312)   

GMO Payment Gateway, Inc.

     $       (119,676
(1,986)   

Pegasystems, Inc.

     (111,792
     

 

 

 
        (372,449
     

 

 

 
  

Technology Hardware & Equipment - (1.5%)

 

(740)   

IPG Photonics Corp.*

     (98,420
(1,117)   

Rogers Corp.*

     (141,759
(2,173)   

ViaSat, Inc.*

     (136,225
     

 

 

 
        (376,404
     

 

 

 
  

Telecommunication Services - (0.6%)

 

(4,621)   

Cellnex Telecom S.A.*(1)

     (130,218
(11,181)   

SpeedCast International Ltd.

     (23,694
     

 

 

 
        (153,912
     

 

 

 
  

Transportation - (0.9%)

 

(8,323)   

Keikyu Corp.

     (141,758
(36,539)   

PostNL N.V.

     (94,409
     

 

 

 
        (236,167
     

 

 

 
  

Utilities - (2.4%)

 

(868)   

American States Water Co.

     (58,781
(4,100)   

Aqua America, Inc.

     (143,705
(86,419)   

Beijing Enterprises Water Group Ltd.*

     (50,040
(3,156)   

California Water Service Group

     (156,285
(2,448)   

Rubis SCA

     (146,124
(883)   

SJW Group

     (52,936
     

 

 

 
        (607,871
     

 

 

 
  

Total Common Stocks
(Proceeds $(15,813,797))

     (15,291,836
     

 

 

 

Exchange Traded Funds - (2.1%)

 

  

Other Investment Pools & Funds - 2.1%

 

(5,360)   

iShares MSCI Brazil ETF

     (243,183
(9,178)   

iShares MSCI India ETF

     (301,038
     

 

 

 
  

Total Exchange Traded Funds
(cost $(503,207))

     $       (544,221
     

 

 

 
  

Total Securities Sold Short
(Proceeds $(16,317,004))

       (15,836,057
     

 

 

 

 

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. These classifications are used for financial reporting purposes.

 

*

Non-income producing.

(1)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $253,957, representing 1.0% of net assets.

(2)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments 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.


 

Hartford Long/Short Global Equity Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

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

 
PJSC  

Private Joint Stock Company

 
REIT  

Real Estate Investment Trust

 


 

Hartford Long/Short Global Equity Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total     Level 1     Level 2      Level 3(1)  

Assets

         

Common Stocks

         

Automobiles & Components

   $ 622,696     $ 314,791     $ 307,905      $  

Banks

     1,916,895       1,003,188       913,707         

Capital Goods

     4,042,018       2,376,378       1,665,640         

Commercial & Professional Services

     285,603       285,603               

Consumer Durables & Apparel

     1,453,050       1,453,050               

Consumer Services

     1,068,270       599,206       469,064         

Diversified Financials

     1,064,340       751,964       312,376         

Energy

     952,952       692,163       260,789         

Food & Staples Retailing

     242,536       242,536               

Food, Beverage & Tobacco

     982,102       523,211       458,891         

Health Care Equipment & Services

     2,373,427       2,023,201       350,226         

Household & Personal Products

     535,711       535,711               

Insurance

     1,293,842       782,763       511,079         

Materials

     2,078,639       932,639       1,146,000         

Media & Entertainment

     938,468       639,615       298,853         

Pharmaceuticals, Biotechnology & Life Sciences

     782,131       266,052       516,079         

Real Estate

     3,274,105       1,919,816       1,354,289         

Retailing

     196,105       196,105               

Semiconductors & Semiconductor Equipment

     1,549,628       1,200,598       349,030         

Software & Services

     652,971       652,971               

Technology Hardware & Equipment

     1,077,331       402,839       674,492         

Telecommunication Services

     474,768             474,768         

Transportation

     1,330,307       526,029       804,278         

Utilities

     432,109             432,109         

Exchange-Traded Funds

     1,094,265       1,094,265               

Preferred Stocks

     247,094       247,094               

Short-Term Investments

     972,483       972,483               
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $ 31,933,846     $ 20,634,271     $ 11,299,575      $  
  

 

 

   

 

 

   

 

 

    

 

 

 

Liabilities

         

Securities Sold Short

         

Automobiles & Components

   $ (475,073)     $ (348,569)     $ (126,504)      $  

Banks

     (931,568)       (462,357)       (469,211)         

Capital Goods

     (1,781,812)       (1,217,493)       (564,319)         

Commercial & Professional Services

     (374,204)       (253,369)       (120,835)         

Consumer Durables & Apparel

     (782,717)       (646,462)       (136,255)         

Consumer Services

     (359,996)       (218,410)       (141,586)         

Diversified Financials

     (1,391,093)       (539,608)       (851,485)         

Energy

     (399,818)       (279,237)       (120,581)         

Food & Staples Retailing

     (106,575)       (106,575)               

Food, Beverage & Tobacco

     (826,553)       (437,964)       (388,589)         

Health Care Equipment & Services

     (1,188,483)       (1,057,468)       (131,015)         

Insurance

     (254,291)             (254,291)         

Materials

     (1,682,475)       (809,824)       (872,651)         

Media & Entertainment

     (377,054)       (307,037)       (70,017)         

Pharmaceuticals, Biotechnology & Life Sciences

     (111,427)       (51,775)       (59,652)         

Real Estate

     (1,112,356)       (537,550)       (574,806)         

Retailing

     (915,693)       (749,173)       (166,520)         

Semiconductors & Semiconductor Equipment

     (473,845)       (384,069)       (89,776)         

Software & Services

     (372,449)       (252,773)       (119,676)         

Technology Hardware & Equipment

     (376,404)       (376,404)               

Telecommunication Services

     (153,912)             (153,912)         

Transportation

     (236,167)             (236,167)         

Utilities

     (607,871)       (411,707)       (196,164)         

Securities Sold Short - ETF

         

Diversified Financials

     (544,221     (544,221             
  

 

 

   

 

 

   

 

 

    

 

 

 

Total

   $         (15,836,057)     $         (9,992,045)     $         (5,844,012)      $                 —  
  

 

 

   

 

 

   

 

 

    

 

 

 

(1) For the period ended January 31, 2019, there were no transfers in and out of Level 3.


 

The Hartford MidCap Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 99.9%

 

  

Banks - 5.9%

 

1,218,267   

Cullen/Frost Bankers, Inc.

   $        118,513,014  
222,346   

First Citizens BancShares, Inc. Class A

     90,612,665  
1,603,226   

First Republic Bank

     154,919,728  
903,846   

M&T Bank Corp.

     148,718,821  
920,986   

Pinnacle Financial Partners, Inc.

     49,521,417  
1,460,870   

Prosperity Bancshares, Inc.

     103,926,292  
1,062,765   

South State Corp.

     70,514,458  
     

 

 

 
        736,726,395  
     

 

 

 
  

Capital Goods - 7.9%

 

2,150,792   

Fastenal Co.

     130,036,884  
344,849   

Gardner Denver Holdings, Inc.*

     8,507,425  
1,427,253   

HEICO Corp. Class A

     99,950,527  
1,481,839   

IDEX Corp.

     204,286,324  
1,001,145   

Lennox International, Inc.

     229,542,526  
1,442,179   

Lincoln Electric Holdings, Inc.

     124,661,953  
652,151   

Middleby Corp.*

     76,706,001  
1,697,027   

PACCAR, Inc.

     111,189,209  
     

 

 

 
        984,880,849  
     

 

 

 
  

Commercial & Professional Services - 6.6%

 

789,615   

Cimpress N.V.*

     65,672,280  
667,838   

Cintas Corp.

     125,226,303  
340,275   

CoStar Group, Inc.*

     132,959,053  
2,594,976   

KAR Auction Services, Inc.

     134,964,702  
3,264,246   

TransUnion

     198,531,442  
232,958   

UniFirst Corp.

     32,248,376  
1,665,457   

Waste Connections, Inc.

     139,165,587  
     

 

 

 
        828,767,743  
     

 

 

 
  

Consumer Durables & Apparel - 3.3%

 

1,281,472   

Carter’s, Inc.

     106,234,029  
67,495   

NVR, Inc.*

     179,536,700  
826,394   

Roku, Inc.*(1)

     37,146,410  
4,640,719   

Under Armour, Inc. Class C*(1)

     87,895,218  
     

 

 

 
        410,812,357  
     

 

 

 
  

Consumer Services - 2.3%

 

3,496,299   

Aramark

     115,203,052  
1,765,776   

Choice Hotels International, Inc.

     139,778,828  
770,627   

Service Corp. International/US

     33,075,311  
     

 

 

 
        288,057,191  
     

 

 

 
  

Diversified Financials - 2.9%

 

336,134   

Credit Acceptance Corp.*

     133,788,055  
605,471   

FactSet Research Systems, Inc.

     132,374,125  
1,134,971   

Northern Trust Corp.

     100,399,534  
     

 

 

 
        366,561,714  
     

 

 

 
  

Energy - 3.1%

 

1,084,655   

Diamondback Energy, Inc.

     111,849,624  
5,548,602   

Newfield Exploration Co.*

     101,428,444  
13,966,153   

WPX Energy, Inc.*

     171,225,036  
     

 

 

 
        384,503,104  
     

 

 

 
  

Health Care Equipment & Services - 8.0%

 

1,361,641   

Hill-Rom Holdings, Inc.

     136,191,333  
2,376,566   

Integra LifeSciences Holdings Corp.*

     112,554,166  
91,628   

Molina Healthcare, Inc.*

     12,184,691  
2,379,279   

NuVasive, Inc.*

     119,297,049  
1,167,597   

STERIS plc

     133,176,114  
645,190   

Teleflex, Inc.

     176,459,465  
1,196,612   

Varian Medical Systems, Inc.*

     157,988,682  


 

The Hartford MidCap Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

1,386,119   

Veeva Systems, Inc. Class A*

   $ 151,170,138  
     

 

 

 
        999,021,638  
     

 

 

 
  

Insurance - 5.2%

 

154,197   

Alleghany Corp.

     97,384,657  
154,776   

Fairfax Financial Holdings Ltd.

     73,215,132  
1,998,846   

Fidelity National Financial, Inc.

     72,278,271  
215,078   

Markel Corp.*

     226,586,824  
109,402   

White Mountains Insurance Group Ltd.

     97,759,439  
1,131,404   

WR Berkley Corp.

     86,993,654  
     

 

 

 
        654,217,977  
     

 

 

 
  

Materials - 2.9%

 

3,852,739   

Ball Corp.

     201,421,195  
989,262   

Packaging Corp. of America

     93,307,192  
2,272,480   

Silgan Holdings, Inc.

     62,765,897  
     

 

 

 
        357,494,284  
     

 

 

 
  

Media & Entertainment - 2.6%

 

1,596,219   

Cargurus, Inc.*

     68,270,287  
2,659,778   

TripAdvisor, Inc.*

     152,618,062  
752,598   

Zillow Group, Inc. Class A*

     26,197,936  
2,068,457   

Zillow Group, Inc. Class C*(1)

     72,582,156  
     

 

 

 
        319,668,441  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 12.2%

 

2,373,148   

Aerie Pharmaceuticals, Inc.*

     111,585,419  
1,662,972   

Agios Pharmaceuticals, Inc.*

     89,135,299  
3,095,761   

Alkermes plc*

     101,757,664  
1,223,282   

Alnylam Pharmaceuticals, Inc.*

     102,180,746  
701,035   

Bio-Techne Corp.

     122,302,566  
884,721   

Bluebird Bio, Inc.*

     118,048,323  
2,121,070   

Ionis Pharmaceuticals, Inc.*

     123,022,060  
1,810,077   

Ironwood Pharmaceuticals, Inc.*

     24,725,652  
196,084   

Mettler-Toledo International, Inc.*

     125,132,965  
1,204,287   

PRA Health Sciences, Inc.*

     127,618,293  
1,150,752   

Repligen Corp.*

     65,604,372  
958,394   

Sage Therapeutics, Inc.*

     136,657,401  
2,290,696   

Seattle Genetics, Inc.*

     175,077,895  
1,898,212   

Ultragenyx Pharmaceutical, Inc.*

     93,619,816  
     

 

 

 
        1,516,468,471  
     

 

 

 
  

Real Estate - 1.5%

 

3,306,298   

Equity Commonwealth REIT

     106,991,803  
4,230,955   

Redfin Corp.*(1)

     75,691,785  
     

 

 

 
        182,683,588  
     

 

 

 
  

Retailing - 1.5%

 

1,671,498   

CarMax, Inc.*

     98,250,652  
1,604,707   

Etsy, Inc.*

     87,697,238  
     

 

 

 
        185,947,890  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 2.6%

 

1,493,081   

MKS Instruments, Inc.

     121,880,202  
841,590   

Monolithic Power Systems, Inc.

     106,511,630  
1,266,952   

Silicon Laboratories, Inc.*

     96,921,828  
     

 

 

 
        325,313,660  
     

 

 

 
  

Software & Services - 18.3%

 

1,367,072   

2U, Inc.*

     77,718,043  
1,747,853   

Akamai Technologies, Inc.*

     113,785,230  
1,825,141   

Black Knight, Inc.*

     89,778,686  
1,992,148   

Blackbaud, Inc.

     142,637,797  
771,965   

EPAM Systems, Inc.*

     109,217,608  
655,351   

Fair Isaac Corp.*

     147,585,045  
9,866,139   

Genpact Ltd.

     294,306,927  
1,535,021   

Global Payments, Inc.

     172,352,158  
1,676,734   

Guidewire Software, Inc.*

     145,339,303  
1,602,183   

PTC, Inc.*

     135,849,097  


 

The Hartford MidCap Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

4,758,850   

Teradata Corp.*

     $        211,197,763  
1,279,036   

Total System Services, Inc.

       114,614,416  
1,491,460   

VeriSign, Inc.*

       252,459,434  
1,692,128   

WEX, Inc.*

       272,991,010  
       

 

 

 
          2,279,832,517  
       

 

 

 
  

Technology Hardware & Equipment - 6.9%

 

2,364,847   

CDW Corp.

       196,920,810  
5,496,607   

CommScope Holding Co., Inc.*

       114,934,052  
739,237   

F5 Networks, Inc.*

       118,980,195  
4,156,807   

II-VI, Inc.*

       157,792,394  
1,853,567   

Keysight Technologies, Inc.*

       137,201,029  
2,956,761   

National Instruments Corp.

       130,747,972  
       

 

 

 
          856,576,452  
       

 

 

 
  

Transportation - 3.7%

 

348,166   

AMERCO

       126,265,882  
2,095,669   

Genesee & Wyoming, Inc. Class A*

       164,551,930  
5,540,211   

JetBlue Airways Corp.*

       99,668,396  
1,132,692   

Spirit Airlines, Inc.*

       66,624,943  
       

 

 

 
          457,111,151  
       

 

 

 
  

Utilities - 2.5%

 

1,047,632   

Black Hills Corp.

       71,123,737  
2,073,105   

NiSource, Inc.

       56,554,304  
3,216,700   

UGI Corp.

       183,448,401  
       

 

 

 
          311,126,442  
       

 

 

 
  

Total Common Stocks
(cost $10,902,163,603)

     $ 12,445,771,864  
       

 

 

 
  

Total Long-Term Investments
(cost $10,902,163,603)

     $    12,445,771,864  
       

 

 

 

Short-Term Investments - 1.0%

 

  

Other Investment Pools & Funds - 0.3%

 

38,784,437   

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.29%(2)

       38,784,437  
       

 

 

 
  

Securities Lending Collateral - 0.7%

 

4,188,513   

Citibank NA DDCA, 2.39%, 2/1/2019(2)

       4,188,513  
46,527,067   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.31%(2)

       46,527,067  
18,530,442   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.29%(2)

       18,530,442  
2,542,021   

Invesco Government & Agency Portfolio, Institutional Class, 2.28%(2)

       2,542,021  
10,856,488   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(2)

       10,856,488  
1,125,716   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.25%(2)

       1,125,716  
       

 

 

 
          83,770,247  
       

 

 

 
  

Total Short-Term Investments
(cost $122,554,684)

     $ 122,554,684  
       

 

 

 
  

Total Investments
(cost $11,024,718,287)

     100.9   $ 12,568,326,548  
  

Other Assets and Liabilities

     (0.9 )%      (112,680,496
     

 

 

   

 

 

 
  

Total Net Assets

     100.0   $   12,455,646,052  
     

 

 

   

 

 

 


 

The Hartford MidCap Fund

    

Schedule of Investments – (continued)

January 31, 2019 (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. These classifications are used for financial reporting purposes.

 

*

Non-income producing.

(1)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments 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

  


 

The Hartford MidCap Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1            Level 2                  Level 3(1)        

Assets

 

Common Stocks

 

Banks

   $ 736,726,395      $ 736,726,395      $ —        $ —    

Capital Goods

     984,880,849        984,880,849        —          —    

Commercial & Professional Services

     828,767,743        828,767,743        —          —    

Consumer Durables & Apparel

     410,812,357        410,812,357        —          —    

Consumer Services

     288,057,191        288,057,191        —          —    

Diversified Financials

     366,561,714        366,561,714        —          —    

Energy

     384,503,104        384,503,104        —          —    

Health Care Equipment & Services

     999,021,638        999,021,638        —          —    

Insurance

     654,217,977        654,217,977        —          —    

Materials

     357,494,284        357,494,284        —          —    

Media & Entertainment

     319,668,441        319,668,441        —          —    

Pharmaceuticals, Biotechnology & Life Sciences

     1,516,468,471        1,516,468,471        —          —    

Real Estate

     182,683,588        182,683,588        —          —    

Retailing

     185,947,890        185,947,890        —          —    

Semiconductors & Semiconductor Equipment

     325,313,660        325,313,660        —          —    

Software & Services

     2,279,832,517        2,279,832,517        —          —    

Technology Hardware & Equipment

     856,576,452        856,576,452        —          —    

Transportation

     457,111,151        457,111,151        —          —    

Utilities

     311,126,442        311,126,442        —          —    

Short-Term Investments

     122,554,684        122,554,684        —          —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

     $12,568,326,548      $ 12,568,326,548      $ —        $ —    
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

For the period ended January 31, 2019, there were no transfers in and out of Level 3.


 

The Hartford MidCap Value Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value  
Common Stocks - 98.4%

 

  

Automobiles & Components - 0.7%

 

223,022   

Goodyear Tire & Rubber Co.

   $        4,725,836  
     

 

 

 
  

Banks - 10.7%

 

185,724   

BancorpSouth Bank

     5,419,426  
158,555   

Bank OZK

     4,810,559  
126,988   

Comerica, Inc.

     9,999,035  
279,014   

First Midwest Bancorp, Inc.

     6,143,888  
116,852   

IBERIABANK Corp.

     8,634,194  
54,054   

Pinnacle Financial Partners, Inc.

     2,906,484  
83,202   

South State Corp.

     5,520,453  
415,183   

Sterling Bancorp

     7,988,121  
158,738   

Western Alliance Bancorp*

     7,028,919  
219,282   

Zions Bancorporation

     10,435,630  
     

 

 

 
        68,886,709  
     

 

 

 
  

Capital Goods - 9.7%

 

89,815   

Granite Construction, Inc.

     3,881,804  
79,690   

Harris Corp.

     12,206,914  
86,110   

Hubbell, Inc.

     9,414,406  
238,050   

JELD-WEN Holding, Inc.*

     4,246,812  
564,501   

Milacron Holdings Corp.*

     7,823,984  
108,580   

Moog, Inc. Class A

     9,714,653  
633,425   

Sanwa Holdings Corp.

     7,278,376  
158,839   

Sensata Technologies Holding plc*

     7,544,853  
     

 

 

 
        62,111,802  
     

 

 

 
  

Commercial & Professional Services - 1.8%

 

359,165   

Atento S.A.*

     1,418,701  
175,161   

Clean Harbors, Inc.*

     10,371,283  
     

 

 

 
        11,789,984  
     

 

 

 
  

Consumer Durables & Apparel - 2.1%

 

136,647   

Lennar Corp. Class A

     6,479,801  
332,176   

Newell Brands, Inc.

     7,045,453  
     

 

 

 
        13,525,254  
     

 

 

 
  

Consumer Services - 1.0%

 

119,834   

Norwegian Cruise Line Holdings Ltd.*

     6,163,063  
     

 

 

 
  

Diversified Financials - 1.1%

 

670,715   

SLM Corp.*

     7,183,358  
     

 

 

 
  

Energy - 6.8%

 

86,334   

Delek U.S. Holdings, Inc.

     2,806,718  
197,350   

Diamondback Energy, Inc.

     20,350,732  
1,344,734   

Encana Corp.(1)

     9,251,770  
613,767   

Laredo Petroleum, Inc.*

     2,332,315  
125,570   

Viper Energy Partners L.P.

     3,981,825  
411,802   

WPX Energy, Inc.*

     5,048,692  
     

 

 

 
        43,772,052  
     

 

 

 
  

Food & Staples Retailing - 1.6%

 

311,931   

US Foods Holding Corp.*

     10,518,313  
     

 

 

 
  

Food, Beverage & Tobacco - 1.6%

 

34,752   

Ingredion, Inc.

     3,440,448  
73,829   

Post Holdings, Inc.*

     6,852,808  
     

 

 

 
        10,293,256  
     

 

 

 
  

Health Care Equipment & Services - 3.5%

 

146,366   

Acadia Healthcare Co., Inc.*

     4,004,574  
108,783   

Hill-Rom Holdings, Inc.

     10,880,475  
67,698   

STERIS plc

     7,721,634  
     

 

 

 
        22,606,683  
     

 

 

 
  

Insurance - 8.9%

 

98,296   

Assurant, Inc.

     9,474,752  
522,465   

CNO Financial Group, Inc.

     9,341,674  


 

The Hartford MidCap Value Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

87,271   

Hanover Insurance Group, Inc.

   $       9,952,385  
1,067,376   

Lancashire Holdings Ltd.

     7,903,952  
88,313   

Reinsurance Group of America, Inc.

     12,756,813  
225,333   

Unum Group

     7,832,575  
     

 

 

 
        57,262,151  
     

 

 

 
  

Materials - 9.6%

 

196,586   

Alcoa Corp.*

     5,834,673  
247,415   

Buzzi Unicem S.p.A.

     4,726,631  
179,208   

Cabot Corp.

     8,403,063  
125,863   

Carpenter Technology Corp.

     5,948,285  
110,011   

Celanese Corp.

     10,534,653  
254,670   

Commercial Metals Co.

     4,443,992  
139,244   

FMC Corp.

     11,111,671  
129,330   

Reliance Steel & Aluminum Co.

     10,589,540  
     

 

 

 
        61,592,508  
     

 

 

 
  

Media & Entertainment - 0.6%

 

346,499   

TEGNA, Inc.

     4,067,898  
     

 

 

 
  

Real Estate - 12.2%

 

99,040   

American Assets Trust, Inc. REIT

     4,252,778  
573,109   

Brixmor Property Group, Inc. REIT

     9,817,357  
319,508   

Corporate Office Properties Trust REIT

     7,888,653  
51,759   

Equity LifeStyle Properties, Inc. REIT

     5,480,243  
66,115   

Life Storage, Inc. REIT

     6,497,121  
313,108   

Park Hotels & Resorts, Inc. REIT

     9,415,158  
524,040   

Physicians Realty Trust REIT

     9,490,364  
69,175   

PS Business Parks, Inc. REIT

     10,043,518  
477,951   

STORE Capital Corp. REIT

     15,447,376  
     

 

 

 
        78,332,568  
     

 

 

 
  

Retailing - 0.9%

 

203,019   

Caleres, Inc.

     6,058,087  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 2.9%

 

234,029   

Axcelis Technologies, Inc.*

     4,874,824  
316,938   

Ichor Holdings Ltd.*(1)

     6,519,415  
189,756   

Silicon Motion Technology Corp. ADR

     7,394,791  
     

 

 

 
        18,789,030  
     

 

 

 
  

Software & Services - 6.0%

 

147,618   

Amdocs Ltd.

     8,248,894  
102,872   

Booz Allen Hamilton Holding Corp.

     5,054,101  
162,288   

Leidos Holdings, Inc.

     9,412,704  
202,614   

SS&C Technologies Holdings, Inc.

     10,432,595  
30,574   

VeriSign, Inc.*

     5,175,261  
     

 

 

 
        38,323,555  
     

 

 

 
  

Technology Hardware & Equipment - 6.7%

 

73,625   

Acacia Communications, Inc.*

     3,203,424  
228,571   

Arrow Electronics, Inc.*

     17,359,967  
37,291   

Coherent, Inc.*

     4,407,796  
142,677   

Itron, Inc.*

     7,794,445  
207,978   

KEMET Corp.*

     3,685,370  
91,950   

Keysight Technologies, Inc.*

     6,806,139  
     

 

 

 
        43,257,141  
     

 

 

 
  

Telecommunication Services - 1.3%

 

134,335   

Millicom International Cellular S.A.*

     8,413,498  
     

 

 

 
  

Transportation - 3.4%

 

135,616   

Genesee & Wyoming, Inc. Class A*

     10,648,568  
421,374   

JetBlue Airways Corp.*

     7,580,518  
118,062   

Knight-Swift Transportation Holdings, Inc.

     3,748,469  
     

 

 

 
        21,977,555  
     

 

 

 
  

Utilities - 5.3%

 

258,827   

Alliant Energy Corp.

     11,510,037  
93,969   

Evergy, Inc.

     5,386,303  


 

The Hartford MidCap Value Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

302,187   

UGI Corp.

 

  $        17,233,724  
       

 

 

 
          34,130,064  
       

 

 

 
  

Total Common Stocks
(cost $617,150,525)

 

  $ 633,780,365  
       

 

 

 
  

Total Long-Term Investments
(cost $617,150,525)

     $ 633,780,365  
       

 

 

 
Short-Term Investments - 2.5%

 

  

Other Investment Pools & Funds - 1.6%

 

10,110,804   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(2)

 

    10,110,804  
       

 

 

 
  

Securities Lending Collateral - 0.9%

 

304,978   

Citibank NA DDCA, 2.39%, 2/1/2019(2)

 

    304,978  
3,387,776   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.31%(2)

 

    3,387,776  
1,349,257   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.29%(2)

 

    1,349,257  
185,092   

Invesco Government & Agency Portfolio, Institutional Class, 2.28%(2)

 

    185,092  
790,494   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(2)

 

    790,494  
81,967   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.25%(2)

 

    81,967  
       

 

 

 
          6,099,564  
       

 

 

 
  

Total Short-Term Investments
(cost $16,210,368)

 

  $ 16,210,368  
       

 

 

 
  

Total Investments
(cost $633,360,893)

     100.9   $ 649,990,733  
  

Other Assets and Liabilities

     (0.9 )%      (5,898,145
     

 

 

   

 

 

 
  

Total Net Assets

     100.0   $ 644,092,588  
     

 

 

   

 

 

 

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. These classifications are used for financial reporting purposes.

 

*

Non-income producing.

(1)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments 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

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 4,725,836       $ 4,725,836       $ —       $ —    

Banks

     68,886,709         68,886,709         —         —    

Capital Goods

     62,111,802         54,833,426         7,278,376         —    

Commercial & Professional Services

     11,789,984         11,789,984         —         —    

Consumer Durables & Apparel

     13,525,254         13,525,254         —         —    

Consumer Services

     6,163,063         6,163,063         —         —    

Diversified Financials

     7,183,358         7,183,358         —         —    

Energy

     43,772,052         43,772,052         —         —    

Food & Staples Retailing

     10,518,313         10,518,313         —         —    

Food, Beverage & Tobacco

     10,293,256         10,293,256         —         —    

Health Care Equipment & Services

     22,606,683         22,606,683         —         —    

Insurance

     57,262,151         49,358,199         7,903,952         —    

Materials

     61,592,508         56,865,877         4,726,631         —    

Media & Entertainment

     4,067,898         4,067,898         —         —    

Real Estate

     78,332,568         78,332,568         —         —    

Retailing

     6,058,087         6,058,087         —         —    

Semiconductors & Semiconductor Equipment

     18,789,030         18,789,030         —         —    

Software & Services

     38,323,555         38,323,555         —         —    

Technology Hardware & Equipment

     43,257,141         43,257,141         —         —    

Telecommunication Services

     8,413,498         —         8,413,498         —    

Transportation

     21,977,555         21,977,555         —         —    

Utilities

     34,130,064         34,130,064         —         —    

Short-Term Investments

     16,210,368         16,210,368         —         —    
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       649,990,733      $       621,668,276      $       28,322,457      $                 —    
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1)

For the period ended January 31, 2019, there were no transfers in and out of Level 3.


 

Hartford Moderate Allocation Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Shares or Principal Amount

    Market Value  

Affiliated Investment Companies - 99.8%

 

   Domestic Equity Funds - 44.0%

 

1,765,017

   Hartford Core Equity Fund, Class F

 

  $        51,114,880  

765,355

   Hartford Multifactor US Equity ETF

 

    23,297,406  

1,186,900

   Hartford Quality Value Fund, Class F

 

    21,589,710  

1,319,830

   Hartford Small Cap Value Fund, Class F

 

    13,198,298  

2,092,585

   The Hartford Equity Income Fund, Class F

 

    37,540,979  

464,343

   The Hartford Growth Opportunities Fund, Class F

 

    17,844,713  

581,504

   The Hartford MidCap Fund, Class F

 

    16,305,364  
       

 

 

 
  

Total Domestic Equity Funds
(cost $183,583,234)

 

  $ 180,891,350  
       

 

 

 
   International/Global Equity Funds - 16.6%

 

611,551

   Hartford Emerging Markets Equity Fund, Class F

 

    5,424,457  

864,559

   Hartford Multifactor Developed Markets (ex-US) ETF

 

    23,766,727  

2,515,558

   Hartford Schroders International Multi-Cap Value Fund, Class F

 

    22,514,242  

1,169,445

   The Hartford International Opportunities Fund, Class F

 

    16,711,375  
       

 

 

 
  

Total International/Global Equity Funds
(cost $71,803,268)

 

  $ 68,416,801  
       

 

 

 
   Multi-Strategy Funds - 3.1%

 

1,442,655

   The Hartford Global Real Asset Fund, Class F

 

    12,680,940  
       

 

 

 
  

Total Multi-Strategy Funds
(cost $12,915,413)

 

  $ 12,680,940  
       

 

 

 
   Taxable Fixed Income Funds - 36.1%

 

1,375,092

   Hartford Schroders Emerging Markets Multi-Sector Bond Fund, Class F

 

    12,527,085  

459,744

   Hartford Short Duration ETF

 

    18,431,137  

513,376

   Hartford Total Return Bond ETF

 

    20,155,142  

1,026,028

   The Hartford Inflation Plus Fund, Class F

 

    10,547,570  

3,959,022

   The Hartford Quality Bond Fund, Class F

 

    38,481,690  

2,058,052

   The Hartford Strategic Income Fund, Class F

 

    17,184,731  

2,921,099

   The Hartford World Bond Fund, Class F

 

    30,876,011  
       

 

 

 
  

Total Taxable Fixed Income Funds
(cost $151,056,948)

 

  $ 148,203,366  
       

 

 

 
  

Total Affiliated Investment Companies
(cost $419,358,863)

 

  $ 410,192,457  
       

 

 

 
  

Total Long-Term Investments
(cost $419,358,863)

     $ 410,192,457  
       

 

 

 

Short-Term Investments - 0.2%

 

   Other Investment Pools & Funds - 0.2%

 

1,052,779

   BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.29%(1)

 

    1,052,779  
       

 

 

 
  

Total Short-Term Investments
(cost $1,052,779)

 

  $ 1,052,779  
       

 

 

 
  

Total Investments
(cost $420,411,642)

     100.0   $ 411,245,236  
   Other Assets and Liabilities      0.0     (124,980
     

 

 

   

 

 

 
   Total Net Assets      100.0   $ 411,120,256  
     

 

 

   

 

 

 

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. 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.


 

Hartford Moderate Allocation Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)    
Other Abbreviations:  
ETF   Exchange-Traded Fund  


 

Hartford Moderate Allocation Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1          Level 2              Level 3(1)      

Assets

 

Affiliated Investment Companies

   $      410,192,457      $ 410,192,457      $      $  

Short-Term Investments

     1,052,779        1,052,779                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 411,245,236      $     411,245,236      $                       —      $                       —  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2019, there were no transfers in and out of Level 3.


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Shares or Principal Amount

   Market Value  
 

Asset & Commercial Mortgage Backed Securities - 2.2%

  
                   Asset-Backed - Finance & Insurance - 0.0%

 

  $        32,856     

Long Beach Mortgage Loan Trust
1 mo. USD LIBOR + 0.170%, 2.68%, 12/25/2036(1)

   $ 15,654  
        

 

 

 
      Asset-Backed - Home Equity - 0.4%

 

     112,448     

GSAA Home Equity Trust
1 mo. USD LIBOR + 0.090%, 2.60%, 12/25/2036(1)

     50,105  
     362,611     

Renaissance Home Equity Loan Trust
5.91%, 04/25/2037(2)

     168,869  
     40,000     

Soundview Home Loan Trust
1 mo. USD LIBOR + 0.250%, 2.76%, 11/25/2036(1)

     36,533  
        

 

 

 
           255,507  
        

 

 

 
      Commercial Mortgage - Backed Securities - 0.3%

 

     50,000     

Citigroup Commercial Mortgage Trust
4.59%, 03/10/2047(3)(4)

     47,210  
     175,000     

Commercial Mortgage Trust
4.57%, 10/15/2045(3)(4)

     41,459  
     140,000     

JP Morgan Chase Commercial Mortgage Securities Trust
2.73%, 10/15/2045(3)(4)

     72,313  
     15,000     

Wells Fargo Commercial Mortgage Trust
4.10%, 05/15/2048(4)

     14,030  
     115,599     

WF-RBS Commercial Mortgage Trust
3.02%, 11/15/2047(3)

     59,794  
        

 

 

 
           234,806  
        

 

 

 
      Other Mortgage Secur - 0.2%

 

     145,000     

CAMB Commercial Mortgage Trust
1 mo. USD LIBOR + 3.250%, 5.75%, 12/15/2037(1)(3)(5)

     145,070  
        

 

 

 
      Whole Loan Collateral CMO - 1.3%

 

     

Alternative Loan Trust

 

     53,846     

1 mo. USD LIBOR + 0.140%, 2.65%, 04/25/2047(1)

     51,025  
     40,892     

1 mo. USD LIBOR + 0.450%, 2.96%, 04/25/2035(1)

     37,933  
     49,676     

12 mo. USD MTA + 1.350%, 3.60%, 08/25/2035(1)

     45,577  
     46,242     

Bear Stearns Alt-A Trust
1 mo. USD LIBOR + 0.320%, 2.83%, 08/25/2036(1)

     47,579  
     15,234     

CHL Mortgage Pass-Through Trust
4.06%, 03/20/2036(4)

     13,876  
     

Fannie Mae Connecticut Avenue Securities

  
     162,000     

1 mo. USD LIBOR + 2.200%, 4.71%, 01/25/2030(1)

     164,854  
     220,000     

1 mo. USD LIBOR + 2.550%, 5.06%, 12/25/2030(1)

     221,870  
     40,000     

1 mo. USD LIBOR + 3.550%, 6.06%, 07/25/2029(1)

     43,108  
     80,143     

1 mo. USD LIBOR + 4.350%, 6.86%, 05/25/2029(1)

     87,582  
     93,992     

Nomura Asset Acceptance Corp. Alternative Loan Trust
4.42%, 06/25/2036(4)

     81,666  
     59,333     

Residential Accredit Loans, Inc.
1 mo. USD LIBOR + 0.250%, 2.76%, 08/25/2037(1)

     54,876  
     39,823     

Residential Asset Securitization Trust
5.50%, 06/25/2035

     35,044  
     

Structured Agency Credit Risk Trust

  
     22,872     

1 mo. USD LIBOR + 1.650%, 4.16%, 04/25/2043(1)(3)

     23,023  
     25,000     

1 mo. USD LIBOR + 2.100%, 4.61%, 09/25/2048(1)(3)

     24,547  
     17,078     

Wells Fargo Mortgage Backed Securities Trust
4.77%, 03/25/2036(4)

     16,906  
        

 

 

 
           949,466  
        

 

 

 
     

Total Asset & Commercial Mortgage Backed Securities
(cost $1,763,418)

   $ 1,600,503  
        

 

 

 

 

Corporate Bonds - 24.1%

  
      Advertising - 0.0%

 

     5,000     

Lamar Media Corp.
5.75%, 02/01/2026(3)(5)

     5,178  
        

 

 

 


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      Aerospace/Defense - 0.5%

 

  $        10,000     

DAE Funding LLC
5.00%, 08/01/2024(3)

   $ 9,830  
     200,000     

Harris Corp.
2.70%, 04/27/2020

     198,369  
      Lockheed Martin Corp.

 

     100,000     

3.35%, 09/15/2021

     101,465  
     50,000     

3.80%, 03/01/2045

     47,585  
     30,000     

TransDigm, Inc.
6.25%, 03/15/2026(3)(5)

     30,450  
        

 

 

 
           387,699  
        

 

 

 
      Agriculture - 0.8%

 

     

Altria Group, Inc.

  
     135,000     

4.00%, 01/31/2024

     135,648  
     50,000     

5.38%, 01/31/2044

     47,187  
     150,000     

BAT Capital Corp.
3.56%, 08/15/2027

     137,239  
     55,000     

Nutrien Ltd.
4.13%, 03/15/2035

     49,496  
      Reynolds American, Inc.

 

     50,000     

4.85%, 09/15/2023

     52,108  
     175,000     

6.88%, 05/01/2020

     182,425  
        

 

 

 
           604,103  
        

 

 

 
      Apparel - 0.1%

 

     50,000     

NIKE, Inc.
2.38%, 11/01/2026

     47,559  
        

 

 

 
      Auto Manufacturers - 0.4%

 

  CAD        200,000     

Ford Credit Canada Co.
2.94%, 02/19/2019

     152,220  
     

General Motors Co.

  
  $        80,000     

5.40%, 04/01/2048

     70,836  
     10,000     

6.60%, 04/01/2036

     10,146  
     50,000     

General Motors Financial Co., Inc.
4.00%, 10/06/2026

     46,064  
        

 

 

 
           279,266  
        

 

 

 
      Auto Parts & Equipment - 0.1%

 

     75,000     

Delphi Corp.
4.15%, 03/15/2024

     75,042  
        

 

 

 
      Beverages - 1.0%

 

     135,000     

Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.
3.65%, 02/01/2026(3)

     132,638  
     25,000     

Anheuser-Busch InBev Finance, Inc.
2.63%, 01/17/2023

     24,080  
      Anheuser-Busch InBev Worldwide, Inc.   
     50,000     

3.75%, 07/15/2042

     40,976  
     55,000     

4.60%, 04/15/2048

     49,789  
     150,000     

5.55%, 01/23/2049

     156,633  
     175,000     

Coca-Cola Femsa S.A.B. de C.V.
4.63%, 02/15/2020

     177,844  
     55,000     

Constellation Brands, Inc.
4.50%, 05/09/2047

     51,015  
      Molson Coors Brewing Co.   
     75,000     

3.00%, 07/15/2026

     69,615  
     25,000     

4.20%, 07/15/2046

     22,052  
        

 

 

 
                   724,642  
        

 

 

 
      Biotechnology - 0.3%

 

     25,000     

Celgene Corp.
3.25%, 08/15/2022

     24,895  
     200,000     

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

     198,867  
        

 

 

 
           223,762  
        

 

 

 


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      Chemicals - 0.3%

 

$

         5,000     

CF Industries, Inc.
5.38%, 03/15/2044

   $ 4,345  

        

     16,000     

Chemours Co.
6.63%, 05/15/2023

     16,540  
     210,000     

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

     211,422  
        

 

 

 
           232,307  
        

 

 

 
      Coal - 0.0%

 

     15,000     

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

     6,000  
     15,000     

Foresight Energy LLC / Foresight Energy Finance Corp.
11.50%, 04/01/2023(3)

     12,862  
     10,000     

Peabody Energy Corp.
6.38%, 03/31/2025(3)

     9,650  
        

 

 

 
           28,512  
        

 

 

 
      Commercial Banks - 7.4%

 

     250,000     

Australia & New Zealand Banking Group Ltd.
2.13%, 08/19/2020

     246,685  
     

Banco Bilbao Vizcaya Argentaria S.A.

  
     200,000     

5 year USD Swap + 3.870%, 6.13%, 11/16/2027(1)(6)(7)

     176,250  

EUR

     200,000     

5 year EUR Swap + 6.155%, 7.00%, 02/19/2019(1)(6)(8)

             229,493  
     

Banco de Sabadell S.A.

  
     100,000     

5.63%, 05/06/2026(8)

     119,476  
     200,000     

5 year EUR Swap + 6.414%, 6.50%, 05/18/2022(1)(6)(8)

     221,671  
     

Bank of America Corp.

  

$

     25,000     

3.25%, 10/21/2027

     23,921  
     50,000     

4.00%, 01/22/2025

     50,393  
     75,000     

4.75%, 04/21/2045

     77,360  
     200,000     

Bank of China Ltd.
2.25%, 07/12/2021(8)

     194,176  
     200,000     

Bank of Montreal
2.10%, 06/15/2020

     198,089  
     

Capital One Financial Corp.

  
     50,000     

2.45%, 04/24/2019

     49,951  
     55,000     

3.20%, 02/05/2025

     52,829  
     250,000     

Citizens Bank NA
2.25%, 10/30/2020

     246,494  
     200,000     

Credit Agricole S.A.
5 year USD Swap + 6.185%, 8.13%, 12/23/2025(1)(3)(6)

     216,750  
     400,000     

Credit Suisse Group AG
5 year USD Swap + 3.455%, 6.25%, 12/18/2024(1)(6)(8)

     395,466  
     200,000     

Danske Bank A/S
5.38%, 01/12/2024(3)

     202,839  
     25,000     

Deutsche Bank AG
3.70%, 05/30/2024

     23,228  
     200,000     

Fifth Third Bancorp
2.88%, 07/27/2020

     199,753  
     15,000     

Freedom Mortgage Corp.
8.13%, 11/15/2024(3)

     13,762  
     

Goldman Sachs Group, Inc.

  
     100,000     

3.50%, 01/23/2025

     98,553  
     75,000     

3.50%, 11/16/2026

     72,262  
     75,000     

3 mo. USD LIBOR + 0.800%, 3.58%, 12/13/2019(1)

     75,178  
     200,000     

HSBC Holdings plc
5 year USD ICE Swap + 3.746%, 6.00%, 05/22/2027(1)(6)

     192,500  

IDR

     200,000,000     

International Finance Corp.
8.00%, 10/09/2023

     14,344  

$

     200,000     

Intesa Sanpaolo S.p.A.
5 year USD Swap + 5.462%, 7.70%, 09/17/2025(1)(3)(6)(7)

     183,250  
     50,000     

JP Morgan Chase & Co.
2.95%, 10/01/2026

     47,764  
     

Morgan Stanley

  
     75,000     

3 mo. USD LIBOR + 1.140%, 3.91%, 01/27/2020(1)

     75,547  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$

         100,000     

3.95%, 04/23/2027

   $     97,577  
     

Novo Banco S.A.

  

        EUR

     60,000     

3.50%, 02/19/2043(8)

     55,628  
     80,000     

3.50%, 03/18/2043(8)

     74,348  

$

     250,000     

PNC Bank NA
2.60%, 07/21/2020

     248,872  
     200,000     

Santander UK plc
2.13%, 11/03/2020

     196,024  
     200,000     

Societe Generale S.A.
5 year USD Swap + 4.979%, 7.88%, 12/18/2023(1)(3)(6)

     204,870  
     200,000     

State Bank of India
4.38%, 01/24/2024(3)

     200,642  
     

UBS Group Funding Switzerland AG

  
     200,000     

5 year USD ICE Swap + 5.497%, 6.88%, 03/22/2021(1)(6)(8)

     205,250  
     200,000     

5 year USD Swap + 4.866%, 7.00%, 02/19/2025(1)(6)(8)

     211,500  

        EUR

     200,000     

UniCredit S.p.A.
5 year EUR Swap + 6.387%, 6.63%, 06/03/2023(1)(6)(8)

     219,471  
        

 

 

 
                   5,412,166  
        

 

 

 
      Commercial Services - 0.1%

 

$

     5,000     

ACE Cash Express, Inc.
12.00%, 12/15/2022(3)

     4,663  
     

APX Group, Inc.

  
     10,000     

7.63%, 09/01/2023

     8,250  
     10,000     

7.88%, 12/01/2022

     9,675  
     15,000     

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

     14,925  
     15,000     

Brand Industrial Services, Inc.
8.50%, 07/15/2025(3)

     13,406  
     10,000     

Garda World Security Corp.
8.75%, 05/15/2025(3)

     9,275  
     

Herc Rentals, Inc.

  
     9,000     

7.50%, 06/01/2022(3)

     9,416  
     9,000     

7.75%, 06/01/2024(3)

     9,585  
     10,000     

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

     10,150  
        

 

 

 
           89,345  
        

 

 

 
      Construction Materials - 0.1%

 

     35,000     

Standard Industries, Inc.
5.38%, 11/15/2024(3)

     34,737  
        

 

 

 
      Diversified Financial Services - 1.3%

 

     175,000     

AerCap Ireland Capital DAC / AerCap Global Aviation Trust
4.63%, 10/30/2020

     177,078  
     175,000     

Ameriprise Financial, Inc.
5.30%, 03/15/2020

     179,560  
     75,000     

Discover Financial Services
3.75%, 03/04/2025

     73,223  
     15,000     

goeasy Ltd.
7.88%, 11/01/2022(3)

     15,713  
     

Navient Corp.

  
     15,000     

5.50%, 01/25/2023

     14,475  
     20,000     

5.88%, 10/25/2024

     18,800  
     10,000     

6.13%, 03/25/2024

     9,569  
     5,000     

7.25%, 09/25/2023

     5,088  
     

Springleaf Finance Corp.

  
     5,000     

5.25%, 12/15/2019

     5,031  
     5,000     

6.13%, 05/15/2022

     5,140  
     5,000     

6.88%, 03/15/2025

     4,781  
     10,000     

7.13%, 03/15/2026

     9,525  
     10,000     

7.75%, 10/01/2021

     10,525  
     10,000     

8.25%, 12/15/2020

     10,675  
     200,000     

Synchrony Financial
2.70%, 02/03/2020

     197,905  
     25,000     

Tempo Acquisition LLC / Tempo Acquisition Finance Corp.
6.75%, 06/01/2025(3)

     24,687  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$

    200,000     

Turkiye Sinai Kalkinma Bankasi AS
5.50%, 01/16/2023(8)

   $         176,223  
       

 

 

 
          937,998  
       

 

 

 

        

     Electric - 0.9%   
    25,000     

AES Corp.
5.13%, 09/01/2027

     25,500  
    25,000     

Dominion Energy, Inc.
2.85%, 08/15/2026

     23,330  
    200,000     

Eskom Holdings SOC Ltd.
5.75%, 01/26/2021(8)

     195,961  
    50,000     

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

     46,542  
    25,000     

Genneia S.A.
8.75%, 01/20/2022(8)

     23,180  
    50,000     

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

     47,984  
    80,000     

SCANA Corp.
4.13%, 02/01/2022

     80,220  
    50,000     

Southwestern Electric Power Co.
2.75%, 10/01/2026

     46,377  
    200,000     

State Grid Overseas Investment Ltd.
3.13%, 05/22/2023(3)

     197,492  
       

 

 

 
          686,586  
       

 

 

 
    

Electronics - 0.1%

  
    50,000     

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

     49,951  
       

 

 

 
    

Entertainment - 0.1%

  
    10,000     

Caesars Resort Collection LLC / CRC Finco, Inc.
5.25%, 10/15/2025(3)

     9,363  
    

Eldorado Resorts, Inc.

  
    15,000     

6.00%, 04/01/2025

     15,086  
    5,000     

6.00%, 09/15/2026(3)

     4,988  
    15,000     

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

     15,754  
    25,000     

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

     23,500  
       

 

 

 
          68,691  
       

 

 

 
    

Environmental Control - 0.0%

  
    5,000     

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

     4,963  
    25,000     

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

     24,562  
       

 

 

 
          29,525  
       

 

 

 
    

Food - 0.5%

  
    135,000     

Conagra Brands, Inc.
4.85%, 11/01/2028

     136,817  
    135,000     

Kraft Heinz Foods Co.
4.00%, 06/15/2023

     137,437  
    

Post Holdings, Inc.

  
    10,000     

5.00%, 08/15/2026(3)

     9,452  
    15,000     

5.63%, 01/15/2028(3)

     14,381  
    20,000     

5.75%, 03/01/2027(3)

     19,596  
    

TreeHouse Foods, Inc.

  
    15,000     

4.88%, 03/15/2022

     14,887  
    5,000     

6.00%, 02/15/2024(3)

     5,137  
       

 

 

 
          337,707  
       

 

 

 
    

Forest Products & Paper - 0.0%

  
    10,000     

Schweitzer-Mauduit International, Inc.
6.88%, 10/01/2026(3)

     9,600  
       

 

 

 
    

Healthcare-Products - 0.2%

  
    50,000     

Abbott Laboratories
2.95%, 03/15/2025

     49,027  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$

         20,000     

Avantor, Inc.
6.00%, 10/01/2024(3)

   $         20,450  

        

  

 

25,000

 

  

Sotera Health Holdings LLC
6.50%, 05/15/2023(3)

     25,187  
     25,000     

Thermo Fisher Scientific, Inc.
2.95%, 09/19/2026

     23,677  
        

 

 

 
           118,341  
        

 

 

 
     

Healthcare-Services - 0.1%

  
     5,000     

CHS/Community Health Systems, Inc.
8.13%, 06/30/2024(3)

     3,963  
     15,000     

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

     15,637  
     

HCA, Inc.

  
     20,000     

5.38%, 02/01/2025

     20,644  
     10,000     

5.38%, 09/01/2026

     10,234  
     5,000     

5.63%, 09/01/2028

     5,170  
     5,000     

6.50%, 02/15/2020

     5,138  
     15,000     

7.50%, 11/15/2095

     14,962  
     25,000     

West Street Merger Sub, Inc.
6.38%, 09/01/2025(3)

     22,625  
        

 

 

 
           98,373  
        

 

 

 
     

Home Builders - 0.2%

  
     

Beazer Homes USA, Inc.

  
     10,000     

5.88%, 10/15/2027

     8,500  
     5,000     

6.75%, 03/15/2025

     4,475  
     5,000     

8.75%, 03/15/2022

     5,228  
     35,000     

KB Home
7.00%, 12/15/2021

     36,794  
     30,000     

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

     30,300  
     15,000     

Taylor Morrison Communities, Inc.
6.63%, 05/15/2022

     15,262  
     10,000     

TRI Pointe Group, Inc. / TRI Pointe Homes, Inc.
5.88%, 06/15/2024

     9,637  
        

 

 

 
           110,196  
        

 

 

 
     

Household Products - 0.0%

  
     30,000     

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

     16,425  
        

 

 

 
     

Insurance - 0.3%

  
     10,000     

Acrisure LLC / Acrisure Finance, Inc.
8.13%, 02/15/2024(3)

     10,175  
     50,000     

American International Group, Inc.
4.13%, 02/15/2024

     51,134  
     75,000     

CNA Financial Corp.
3.95%, 05/15/2024

     74,731  
     

Genworth Holdings, Inc.

  
     15,000     

4.90%, 08/15/2023

     13,162  
     5,000     

7.20%, 02/15/2021

     5,000  
     5,000     

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

     5,125  
     5,000     

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

     4,873  
     10,000     

USIS Merger Sub, Inc.
6.88%, 05/01/2025(3)

     9,600  
     50,000     

XLIT Ltd.
4.45%, 03/31/2025

     51,056  
        

 

 

 
           224,856  
        

 

 

 
     

Internet - 0.9%

  
     200,000     

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

     201,401  
     200,000     

Baidu, Inc.
2.88%, 07/06/2022

     194,781  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$

         200,000     

Tencent Holdings Ltd.
2.99%, 01/19/2023(3)

   $         195,806  
     

Zayo Group LLC / Zayo Capital, Inc.

  
     20,000     

6.00%, 04/01/2023

     20,100  
     20,000     

6.38%, 05/15/2025

     19,525  
        

 

 

 
           631,613  
        

 

 

 
      Iron/Steel - 0.0%   
     20,000     

AK Steel Corp.
7.00%, 03/15/2027

     16,250  
     

Steel Dynamics, Inc.

  
     5,000     

4.13%, 09/15/2025

     4,750  
     10,000     

5.13%, 10/01/2021

     10,075  
        

 

 

 
           31,075  
        

 

 

 
      Lodging - 0.2%   
     

Boyd Gaming Corp.

  
     10,000     

6.00%, 08/15/2026

     10,000  
     5,000     

6.38%, 04/01/2026

     5,100  
     10,000     

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

     14,755  
     30,000     

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

     30,825  
     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)

     14,325  
     15,000     

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.
5.88%, 05/15/2025(3)

     14,362  
        

 

 

 
           110,017  
        

 

 

 
      Machinery-Diversified - 0.0%   
     15,000     

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

     15,975  
        

 

 

 
      Media - 0.8%   

        EUR

     100,000     

Altice Luxembourg S.A.
7.25%, 05/15/2022(8)

     112,627  
     

CCO Holdings LLC / CCO Holdings Capital Corp.

  

$

     5,000     

5.13%, 05/01/2023(3)

     5,067  
     10,000     

5.75%, 02/15/2026(3)

     10,150  
     45,000     

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

     45,344  
     75,000     

Charter Communications Operating LLC / Charter Communications Operating Capital
3.58%, 07/23/2020

     75,194  
     

Cox Communications, Inc.

  
     30,000     

3.35%, 09/15/2026(3)

     28,286  
     50,000     

4.50%, 06/30/2043(3)

     41,889  
     20,000     

CSC Holdings LLC
5.25%, 06/01/2024

     19,200  
     

DISH DBS Corp.

  
     10,000     

6.75%, 06/01/2021

     10,185  
     15,000     

7.88%, 09/01/2019

     15,262  
     15,000     

Gray Television, Inc.
5.13%, 10/15/2024(3)

     14,578  
     20,000     

Liberty Interactive LLC
8.25%, 02/01/2030

     20,250  
     5,000     

Sinclair Television Group, Inc.
5.13%, 02/15/2027(3)

     4,550  
     

TEGNA, Inc.

  
     5,000     

4.88%, 09/15/2021(3)

     4,987  
     20,000     

6.38%, 10/15/2023

     20,300  
     

Time Warner Cable LLC

  
     50,000     

4.50%, 09/15/2042

     41,680  
     100,000     

5.00%, 02/01/2020

     101,475  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

        

   $     20,000     

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

   $         20,350  
     5,000     

WMG Acquisition Corp.
5.50%, 04/15/2026(3)

     4,937  
        

 

 

 
           596,311  
        

 

 

 
      Metal Fabricate/Hardware - 0.0%   
     20,000     

Novelis Corp.
5.88%, 09/30/2026(3)

     19,300  
     5,000     

TriMas Corp.
4.88%, 10/15/2025(3)

     4,850  
        

 

 

 
           24,150  
        

 

 

 
      Mining - 0.0%   
     15,000     

First Quantum Minerals Ltd.
7.00%, 02/15/2021(8)

     14,962  
     5,000     

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

     5,075  
     5,000     

New Gold, Inc.
6.38%, 05/15/2025(3)

     4,216  
        

 

 

 
           24,253  
        

 

 

 
      Miscellaneous Manufacturing - 0.1%   
     15,000     

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

     14,493  
     55,000     

Carlisle Cos., Inc.
3.75%, 11/15/2022

     54,293  
        

 

 

 
           68,786  
        

 

 

 
      Office/Business Equipment - 0.1%   
     10,000     

CDW LLC / CDW Finance Corp.
5.50%, 12/01/2024

     10,345  
     5,000     

Pitney Bowes, Inc.
4.70%, 04/01/2023

     4,609  
     20,000     

Xerox Corp.
3.63%, 03/15/2023

     19,050  
        

 

 

 
           34,004  
        

 

 

 
      Oil & Gas - 3.2%   
     10,000     

Anadarko Petroleum Corp.
4.50%, 07/15/2044

     9,040  
     30,000     

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

     30,300  
     5,000     

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

     4,034  
     5,000     

Centennial Resource Production LLC
5.38%, 01/15/2026(3)

     4,825  
     

Chesapeake Energy Corp.

  
     10,000     

7.00%, 10/01/2024

     9,763  
     5,000     

7.50%, 10/01/2026

     4,775  
     25,000     

Cimarex Energy Co.
3.90%, 05/15/2027

     24,131  
     200,000     

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

     194,821  
     

Continental Resources, Inc.

  
     135,000     

4.38%, 01/15/2028

     134,313  
     25,000     

4.90%, 06/01/2044

     23,806  
     4,000     

5.00%, 09/15/2022

     4,020  
     10,000     

Energen Corp.
4.63%, 09/01/2021

     10,033  
     150,000     

Hess Corp.
5.80%, 04/01/2047

     144,521  
     15,000     

Jagged Peak Energy LLC
5.88%, 05/01/2026(3)

     14,475  
     

Laredo Petroleum, Inc.

  
     5,000     

5.63%, 01/15/2022

     4,825  
     5,000     

6.25%, 03/15/2023

     4,786  
     

Marathon Oil Corp.

  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$

         25,000     

2.70%, 06/01/2020

   $     24,720  
     135,000     

4.40%, 07/15/2027

     135,461  
     10,000     

Matador Resources Co.
5.88%, 09/15/2026

     9,963  
      MEG Energy Corp.   
     10,000     

6.50%, 01/15/2025(3)

     9,825  
     10,000     

7.00%, 03/31/2024(3)

     8,825  
      Petrobras Global Finance B.V.   
     100,000     

4.38%, 05/20/2023

     99,765  
     95,000     

5.75%, 02/01/2029

     93,176  
     15,000     

6.00%, 01/27/2028

     14,970  
     10,000     

7.38%, 01/17/2027

     10,849  
     5,000     

Petroleos de Venezuela S.A.
6.00%, 05/16/2024(9)

     1,230  
      Petroleos Mexicanos   
     10,000     

4.50%, 01/23/2026

     8,800  
     895,000     

5.35%, 02/12/2028

     783,125  
     20,000     

6.35%, 02/12/2048

     16,798  
     10,000     

6.50%, 03/13/2027

     9,595  
     50,000     

6.50%, 01/23/2029

     47,112  
     55,000     

Pioneer Natural Resources Co.
3.95%, 07/15/2022

     55,722  
      QEP Resources, Inc.   
     20,000     

5.25%, 05/01/2023

     19,351  
     6,000     

5.63%, 03/01/2026

     5,760  
     20,000     

Shell International Finance B.V.
3.75%, 09/12/2046

     19,304  
     200,000     

Sinopec Group Overseas Development Ltd.
2.50%, 09/13/2022(3)

     192,980  
      SM Energy Co.   
     10,000     

5.00%, 01/15/2024

     9,450  
     6,000     

5.63%, 06/01/2025

     5,730  
     5,000     

6.63%, 01/15/2027

     4,875  
     5,000     

6.75%, 09/15/2026

     4,926  
     5,000     

Sunoco L.P. / Sunoco Finance Corp.
5.88%, 03/15/2028

     4,881  
     15,000     

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.
8.75%, 04/15/2023(3)

     12,337  
      WPX Energy, Inc.   
     20,000     

5.25%, 09/15/2024

     19,700  
     5,000     

5.75%, 06/01/2026

     4,975  
      YPF S.A.   
     40,000     

7.00%, 12/15/2047(3)

     32,680  
     20,000     

8.50%, 07/28/2025(8)

     19,580  
        

 

 

 
               2,308,933  
        

 

 

 
      Oil & Gas Services - 0.0%   
      Weatherford International Ltd.   
     5,000     

5.95%, 04/15/2042

     2,825  
     5,000     

6.50%, 08/01/2036

     2,850  
        

 

 

 
           5,675  
        

 

 

 
      Packaging & Containers - 0.5%   

        EUR

     100,000     

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.
6.75%, 05/15/2024(3)

     120,910  

$

     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

     29,400  
      Flex Acquisition Co., Inc.   
     10,000     

6.88%, 01/15/2025(3)

     9,350  
     10,000     

7.88%, 07/15/2026(3)

     9,500  
     10,000     

Multi-Color Corp.
4.88%, 11/01/2025(3)

     9,500  
     10,000     

OI European Group B.V.
4.00%, 03/15/2023(3)

     9,675  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

        $

     10,000     

Owens-Brockway Glass Container, Inc.
6.38%, 08/15/2025(3)

   $ 10,450  
     20,000     

Plastipak Holdings, Inc.
6.25%, 10/15/2025(3)

     18,050  
     

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

  
     15,000     

5.13%, 07/15/2023(3)

     15,028  
     15,000     

7.00%, 07/15/2024(3)

     15,337  
     105,000     

WestRock MWV LLC
7.38%, 09/01/2019

             107,508  
        

 

 

 
           385,383  
        

 

 

 
      Pharmaceuticals - 0.9%   
     75,000     

Allergan Funding SCS
4.55%, 03/15/2035

     72,135  
     50,000     

Allergan, Inc.
2.80%, 03/15/2023

     48,213  
     

Bausch Health Cos., Inc.

  
     70,000     

5.88%, 05/15/2023(3)

     68,513  
     10,000     

6.13%, 04/15/2025(3)

     9,450  
     5,000     

7.00%, 03/15/2024(3)

     5,253  
     75,000     

Cardinal Health, Inc.
3.20%, 03/15/2023

     73,245  
     5,000     

Catalent Pharma Solutions, Inc.
4.88%, 01/15/2026(3)

     4,850  
     25,000     

CVS Health Corp.
5.13%, 07/20/2045

     25,832  
     25,000     

Endo Finance LLC / Endo Finco, Inc.
5.38%, 01/15/2023(3)

     20,406  
     75,000     

McKesson Corp.
3.80%, 03/15/2024

     74,882  
     

Mylan N.V.

  

EUR

     115,000     

2.25%, 11/22/2024(8)

     131,440  

        $

     70,000     

5.25%, 06/15/2046

     62,184  
     20,000     

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

     19,533  
     

Teva Pharmaceutical Finance Netherlands B.V.

  
     20,000     

2.80%, 07/21/2023

     17,998  
     30,000     

3.15%, 10/01/2026

     24,909  
        

 

 

 
           658,843  
        

 

 

 
      Pipelines - 0.4%   
     

Cheniere Corpus Christi Holdings LLC

  
     5,000     

5.13%, 06/30/2027

     5,050  
     15,000     

5.88%, 03/31/2025

     15,802  
     10,000     

DCP Midstream Operating L.P.
5.38%, 07/15/2025

     10,200  
     

Energy Transfer Equity L.P.

  
     5,000     

5.50%, 06/01/2027

     5,187  
     20,000     

7.50%, 10/15/2020

     21,225  
     175,000     

Kinder Morgan Energy Partners L.P.
6.85%, 02/15/2020

     181,200  
     25,000     

Kinder Morgan, Inc.
5.05%, 02/15/2046

     24,606  
     25,000     

Targa Resources Partners L.P. / Targa Resources Partners Finance Corp.
6.50%, 07/15/2027(3)

     25,781  
        

 

 

 
           289,051  
        

 

 

 
      Real Estate Investment Trusts - 0.3%   
     100,000     

American Tower Corp.
3.40%, 02/15/2019

     99,996  
     50,000     

Brixmor Operating Partnership L.P.
3.85%, 02/01/2025

     48,615  
     75,000     

Crown Castle International Corp.
3.65%, 09/01/2027

     72,111  
        

 

 

 
           220,722  
        

 

 

 


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

      Retail - 0.4%   
     

1011778 BC ULC / New Red Finance, Inc.

  
   $     5,000     

4.25%, 05/15/2024(3)

   $     4,838  

        

     25,000     

5.00%, 10/15/2025(3)

     24,125  
     20,000     

Ferrellgas L.P. / Ferrellgas Finance Corp.
6.75%, 01/15/2022

     17,512  
     10,000     

L Brands, Inc.
5.25%, 02/01/2028

     8,775  
     15,000     

Lithia Motors, Inc.
5.25%, 08/01/2025(3)

     14,475  
     150,000     

Lowe’s Cos., Inc.
3.10%, 05/03/2027

     141,779  
     5,000     

PetSmart, Inc.
5.88%, 06/01/2025(3)

     3,927  
     20,000     

Staples, Inc.
8.50%, 09/15/2025(3)

     19,200  
     25,000     

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

     23,719  
        

 

 

 
                   258,350  
        

 

 

 
      Semiconductors - 0.1%   
     10,000     

Entegris, Inc.
4.63%, 02/10/2026(3)

     9,700  
     18,000     

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

     18,254  
     15,000     

Sensata Technologies B.V.
5.00%, 10/01/2025(3)

     15,075  
        

 

 

 
           43,029  
        

 

 

 
      Software - 0.2%   
     50,000     

Fidelity National Information Services, Inc.
3.00%, 08/15/2026

     46,509  
     5,000     

First Data Corp.
5.38%, 08/15/2023(3)

     5,097  
     40,000     

Infor U.S., Inc.
6.50%, 05/15/2022

     40,700  
     

Microsoft Corp.

  
     50,000     

2.40%, 08/08/2026

     47,682  
     25,000     

4.25%, 02/06/2047

     27,158  
        

 

 

 
           167,146  
        

 

 

 
      Telecommunications - 0.9%   
     50,000     

AT&T, Inc.
4.35%, 06/15/2045

     44,112  
     20,000     

CenturyLink, Inc.
5.63%, 04/01/2025

     18,100  
     10,000     

Embarq Corp.
8.00%, 06/01/2036

     9,450  
     

Frontier Communications Corp.

  
     5,000     

6.88%, 01/15/2025

     2,638  
     10,000     

8.50%, 04/01/2026(3)

     9,072  
     200,000     

IHS Netherlands Holdco B.V.
9.50%, 10/27/2021(8)

     205,932  
     10,000     

Intelsat Jackson Holdings S.A.
8.50%, 10/15/2024(3)

     10,103  
     200,000     

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

     199,771  
     15,000     

Level 3 Financing, Inc.
5.38%, 08/15/2022

     15,117  
     5,000     

Nokia Oyj
3.38%, 06/12/2022

     4,919  
     5,000     

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

     4,963  
     

Sprint Corp.

  
     20,000     

7.13%, 06/15/2024

     20,462  
     15,000     

7.25%, 09/15/2021

     15,750  
     5,000     

7.63%, 02/15/2025

     5,227  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$

         10,000     

7.88%, 09/15/2023

   $ 10,625  
     

Telecom Italia Capital S.A.

  

        

     15,000     

6.00%, 09/30/2034

     13,054  
     20,000     

7.20%, 07/18/2036

     19,306  
     50,000     

Verizon Communications, Inc.
4.13%, 08/15/2046

     46,156  
        

 

 

 
           654,757  
        

 

 

 
     

Transportation - 0.3%

  
     200,000     

Rumo Luxembourg S.a.r.l.
7.38%, 02/09/2024(8)

     212,100  
        

 

 

 
     

Total Corporate Bonds
(cost $17,826,639)

   $         17,572,740  
        

 

 

 

Foreign Government Obligations - 10.4%

  
     

Argentina - 1.2%

  
      Argentine Republic Government International Bond   

    EUR

     70,000     

2.26%, 12/31/2038(2)

     47,713  

$

     171,300     

2.50%, 12/31/2038(2)

     101,495  

    CHF

     100,000     

3.38%, 10/12/2020(8)

     94,266  

$

     5,000     

5.88%, 01/11/2028

     3,975  
     110,000     

6.88%, 01/26/2027

     93,116  
     85,000     

6.88%, 01/11/2048

     65,025  
     150,000     

7.50%, 04/22/2026

     132,976  
     310,000     

Bonos De La Nacion Argentina En Moneda Dua
4.50%, 02/13/2020

     298,530  

    EUR

     10,000     

Provincia de Buenos Aires
4.00%, 05/01/2020(2)(8)

     11,162  
        

 

 

 
           848,258  
        

 

 

 
     

Azerbaijan - 0.2%

  

$

     150,000     

Republic of Azerbaijan International Bond
3.50%, 09/01/2032(8)

     128,688  
        

 

 

 
     

Brazil - 0.2%

  
     

Brazil Notas do Tesouro Nacional

  

    BRL

     319,000     

10.00%, 01/01/2023

     92,861  
     72,000     

10.00%, 01/01/2029

     21,162  

$

     60,000     

Brazilian Government International Bond
7.13%, 01/20/2037

     70,500  
        

 

 

 
           184,523  
        

 

 

 
     

Colombia - 0.3%

  
     100,000     

Colombia Government International Bond
7.38%, 09/18/2037

     127,250  

    COP

     272,900,000     

Colombian TES
7.50%, 08/26/2026

     93,427  
        

 

 

 
           220,677  
        

 

 

 
     

Croatia - 0.2%

  

    EUR

     100,000     

Croatia Government International Bond
3.00%, 03/20/2027(8)

     123,237  
        

 

 

 
     

Dominican Republic - 0.2%

  

$

     110,000     

Dominican Republic International Bond
7.50%, 05/06/2021(8)

     113,960  
        

 

 

 
     

Egypt - 0.3%

  
     200,000     

Egypt Government International Bond
6.59%, 02/21/2028(3)

     185,603  
        

 

 

 
     

Greece - 0.1%

  
      Hellenic Republic Government Bond   

EUR

     20,000     

3.45%, 04/02/2024(3)(5)(8)

     23,079  
     5,000     

3.50%, 01/30/2023(8)

     5,865  
     10,000     

4.38%, 08/01/2022(3)(8)

     12,087  
        

 

 

 
           41,031  
        

 

 

 
     

Hungary - 0.1%

  
     

Hungary Government International Bond

  

$

     62,000     

5.38%, 02/21/2023

     66,181  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$

     30,000     

5.75%, 11/22/2023

   $ 32,744  
        

 

 

 
           98,925  
        

 

 

 
      Indonesia - 0.4%

 

  

Indonesia Government International Bond

 

     202,000     

3.85%, 07/18/2027(8)

     197,228  
     100,000     

6.63%, 02/17/2037(8)

     119,163  
        

 

 

 
           316,391  
        

 

 

 
   Ivory Coast - 0.3%

 

  

Ivory Coast Government International Bond

 

EUR

     100,000     

5.13%, 06/15/2025(8)

     113,029  
     100,000     

6.63%, 03/22/2048(8)

     102,002  
        

 

 

 
           215,031  
        

 

 

 
      Japan - 1.9%

 

JPY

     150,000,000     

Japan Treasury Discount Bill
0.00%, 03/18/2019(10)

     1,377,359  
        

 

 

 
      Malaysia - 0.1%

 

MYR

     394,000     

Malaysia Government Bond
4.05%, 09/30/2021

     97,230  
        

 

 

 
      Mexico - 0.4%

 

MXN

     1,890,400     

Mexican Bonos
7.75%, 05/29/2031

     92,431  
  

Mexico Government International Bond

 

$

     192,000     

4.75%, 03/08/2044

     180,902  
     15,000     

5.55%, 01/21/2045

     15,758  
     20,000     

6.05%, 01/11/2040

     21,900  
        

 

 

 
                   310,991  
        

 

 

 
      Morocco - 0.2%

 

EUR

     100,000     

Morocco Government International Bond
3.50%, 06/19/2024(8)

     126,478  
        

 

 

 
      Panama - 0.3%

 

$

     200,000     

Panama Government International Bond
4.30%, 04/29/2053

     196,000  
        

 

 

 
      Philippines - 0.0%

 

     15,000     

Philippine Government International Bond
10.63%, 03/16/2025

     20,944  
        

 

 

 
      Poland - 0.1%

 

        PLN

     342,000     

Republic of Poland Government Bond
3.25%, 07/25/2025

     96,575  
        

 

 

 
      Qatar - 0.3%

 

$

     200,000     

Qatar Government International Bond
4.50%, 04/23/2028(8)

     211,164  
        

 

 

 
      Romania - 0.2%   
  

Romanian Government International Bond

 

        EUR

     10,000     

3.38%, 02/08/2038(8)

     10,364  
     25,000     

3.88%, 10/29/2035(8)

     28,040  

$

     108,000     

6.13%, 01/22/2044(8)

     120,204  
        

 

 

 
           158,608  
        

 

 

 
      Russia - 0.4%

 

        RUB

     5,636,000     

Russian Federal Bond - OFZ
7.10%, 10/16/2024

     83,157  

$

     200,000     

Russian Foreign Bond - Eurobond
5.25%, 06/23/2047(8)

     197,566  
        

 

 

 
           280,723  
        

 

 

 
      Saudi Arabia - 0.3%

 

     200,000     

Saudi Government International Bond
4.38%, 04/16/2029(3)

     203,660  
        

 

 

 
      Senegal - 0.1%

 

        EUR

     100,000     

Senegal Government International Bond
4.75%, 03/13/2028(3)

     109,492  
        

 

 

 


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

   South Africa - 0.3%

 

  

Republic of South Africa Government Bond

 

    ZAR

     25,000     

6.25%, 03/31/2036

   $ 1,380  
     275,000     

8.00%, 01/31/2030

     19,174  
     1,227,000     

8.25%, 03/31/2032

     84,769  

$

     125,000     

Republic of South Africa Government International Bond
4.67%, 01/17/2024

     125,464  
        

 

 

 
        230,787  
        

 

 

 
   Sri Lanka - 0.2%

 

     115,000     

Sri Lanka Government International Bond
6.25%, 10/04/2020(8)

     115,405  
        

 

 

 
   Supranational - 0.3%

 

IDR

     1,411,100,000     

European Bank for Reconstruction & Development
6.45%, 12/13/2022

     95,750  
  

International Finance Corp.

 

MXN

     1,200,000     

0.00%, 02/22/2038(10)

     11,879  

INR

     6,530,000     

7.80%, 06/03/2019

     91,707  
        

 

 

 
        199,336  
        

 

 

 
   Thailand - 0.1%

 

THB

     2,910,000     

Thailand Government Bond
3.85%, 12/12/2025

     102,398  
        

 

 

 
   Tunisia - 0.1%

 

EUR

     100,000     

Banque Centrale de Tunisie International Bond
6.75%, 10/31/2023(3)

     111,904  
        

 

 

 
   Turkey - 0.8%

 

TRY

     417,922     

Turkey Government Bond
11.00%, 03/02/2022

     71,667  
  

Turkey Government International Bond

 

EUR

     100,000     

5.20%, 02/16/2026

     117,409  

$

     187,000     

6.88%, 03/17/2036

     183,563  
     200,000     

7.25%, 12/23/2023

     209,682  
        

 

 

 
        582,321  
        

 

 

 
   Ukraine - 0.4%

 

  

Ukraine Government International Bond

 

     100,000     

7.75%, 09/01/2021(8)

     98,218  
     185,000     

7.75%, 09/01/2023(8)

     176,259  
        

 

 

 
        274,477  
        

 

 

 
  

United Arab Emirates - 0.3%

 

     205,000     

Abu Dhabi Government International Bond
3.13%, 10/11/2027(8)

     200,203  
        

 

 

 
   Venezuela - 0.1%

 

  

Venezuela Government International Bond

 

     60,000     

7.75%, 10/13/2019(8)(9)

     18,150  
     150,000     

9.00%, 05/07/2023(8)(9)

     47,355  
     117,000     

9.25%, 05/07/2028(8)(9)

     36,937  
        

 

 

 
        102,442  
        

 

 

 
  

Total Foreign Government Obligations
(cost $7,829,526)

   $         7,584,821  
        

 

 

 
Municipal Bonds - 0.4%

 

   Education - 0.1%

 

  

Chicago, IL, Board of Education

 

     20,000     

6.14%, 12/01/2039

     19,104  
     45,000     

6.32%, 11/01/2029

     44,385  
        

 

 

 
        63,489  
        

 

 

 
   General Obligation - 0.3%

 

  

City of Chicago, IL, GO

 

     60,000     

7.05%, 01/01/2029

     64,231  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$

     145,000     

7.38%, 01/01/2033

   $         158,085  
        

 

 

 
           222,316  
        

 

 

 
     

Total Municipal Bonds
(cost $287,030)

   $ 285,805  
        

 

 

 
Senior Floating Rate Interests - 13.9%(11)

 

     

Advertising - 0.1%

  
     148,265     

Acosta Holdco, Inc.
1 mo. USD LIBOR + 3.250%, 5.75%, 09/26/2021

     69,166  
        

 

 

 
     

Aerospace/Defense - 0.4%

  
     99,135     

Circor International, Inc.
1 mo. USD LIBOR + 3.500%, 6.01%, 12/11/2024

     97,152  
     219,968     

TransDigm, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 06/09/2023

     215,112  
        

 

 

 
           312,264  
        

 

 

 
     

Biotechnology - 0.1%

  
     101,615     

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%, 5.50%, 05/15/2022

     98,893  
        

 

 

 
     

Chemicals - 0.9%

  
     203,040     

American Rock Salt Co. LLC
1 mo. USD LIBOR + 3.750%, 6.25%, 03/21/2025

     199,107  
     159,054     

Chemours Co.
1 mo. USD LIBOR + 1.750%, 4.25%, 04/03/2025

     156,072  

    EUR

     97,570     

CTC AcquiCo GmbH
3 mo. EURIBOR + 2.750%, 2.75%, 03/07/2025

     110,251  

$

     99,750     

LTI Holdings, Inc.
1 mo. USD LIBOR + 3.500%, 6.00%, 09/06/2025

     96,217  
     112,147     

Nexeo Solutions LLC
3 mo. USD LIBOR + 3.250%, 6.00%, 06/09/2023

     111,890  
        

 

 

 
           673,537  
        

 

 

 
     

Coal - 0.2%

  
     166,054     

Foresight Energy LLC
3 mo. USD LIBOR + 5.750%, 8.25%, 03/28/2022

     163,927  
        

 

 

 
      Commercial Services - 1.1%   
     99,750     

APX Group, Inc.
2 mo. USD LIBOR + 5.000%, 7.50%, 04/01/2024

     97,797  
     154,225     

Blackhawk Network Holdings, Inc.
1 mo. USD LIBOR + 3.000%, 5.50%, 06/15/2025

     151,218  
     110,577     

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 11/15/2023

     107,035  

    EUR

     105,000     

Techem GmbH
3 mo. EURIBOR + 3.750%, 3.75%, 07/31/2025

     120,333  

$

     137,900     

Tempo Acquisition LLC
1 mo. USD LIBOR + 3.000%, 5.50%, 05/01/2024

     135,192  
     196,000     

Xerox Business Services LLC
1 mo. USD LIBOR + 2.500%, 5.00%, 12/07/2023

     192,938  
        

 

 

 
           804,513  
        

 

 

 
     

Construction Materials - 0.3%

  
     203,975     

NCI Building Systems, Inc.
3 mo. USD LIBOR + 3.750%, 6.55%, 04/12/2025

     194,031  
        

 

 

 
     

Diversified Financial Services - 0.3%

  
     148,875     

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 02/28/2025

     145,116  

    EUR

     88,194     

Nets Holding A/S
3 mo. EURIBOR + 3.000%, 3.00%, 02/06/2025

     99,451  
        

 

 

 
           244,567  
        

 

 

 


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

    

Energy-Alternate Sources - 0.2%

  

$

    139,300     

BCP Renaissance Parent LLC
3 mo. USD LIBOR + 3.500%, 6.24%, 10/31/2024

   $         137,704  
       

 

 

 

        

    

Engineering & Construction - 0.2%

  
    147,750     

Brand Energy & Infrastructure Services, Inc.
3 mo. USD LIBOR + 4.250%, 6.96%, 06/21/2024

     141,391  
       

 

 

 
    

Food - 0.2%

  
    107,809     

Hostess Brands LLC
1 mo. USD LIBOR + 2.250%, 4.90%, 08/03/2022

     103,946  
    71,427     

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%, 4.52%, 05/24/2024

     70,445  
       

 

 

 
          174,391  
       

 

 

 
    

Food Service - 0.1%

  
    100,000     

8th Avenue Food & Provisions, Inc.
3 mo. USD LIBOR + 3.750%, 6.25%, 10/01/2025

     99,750  
       

 

 

 
    

Healthcare-Products - 0.2%

  
    150,000     

Lifescan Global Corp.
3 mo. USD LIBOR + 6.000%, 8.80%, 09/27/2024

     143,719  
       

 

 

 
    

Healthcare-Services - 1.1%

  
    153,200     

CDRH Parent, Inc.
3 mo. USD LIBOR + 4.250%, 7.01%, 07/01/2021

     137,114  
    54,651     

Community Health Systems, Inc.
3 mo. USD LIBOR + 3.250%, 5.96%, 01/27/2021

     53,683  
    100,000     

Envision Healthcare Corp.
1 mo. USD LIBOR + 3.750%, 6.25%, 10/10/2025

     94,050  
    109,323     

MPH Acquisition Holdings LLC
3 mo. USD LIBOR + 2.750%, 5.55%, 06/07/2023

     105,667  
    130,718     

Ortho-Clinical Diagnostics S.A.
3 mo. USD LIBOR + 3.250%, 5.76%, 06/30/2025

     126,307  
    76,313     

Syneos Health, Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 08/01/2024

     74,945  
    122,813     

Team Health Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 02/06/2024

     110,224  
    113,657     

U.S. Renal Care, Inc.
3 mo. USD LIBOR + 4.250%, 7.05%, 12/30/2022

     110,923  
       

 

 

 
          812,913  
       

 

 

 
    

Household Products - 0.1%

  
    103,950     

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%, 5.74%, 09/06/2024

     97,778  
       

 

 

 
    

Insurance - 0.8%

  
    

Asurion LLC

  
    225,700     

1 mo. USD LIBOR + 3.000%, 5.50%, 11/03/2023

     221,910  
    100,000     

1 mo. USD LIBOR + 6.500%, 9.00%, 08/04/2025

     100,500  
    144,275     

Hub International Ltd.
2 mo. USD LIBOR + 2.750%, 5.51%, 04/25/2025

     138,910  
    100,000     

Sedgwick Claims Management Services, Inc.
1 mo. USD LIBOR + 3.250%, 5.75%, 12/31/2025

     97,333  
       

 

 

 
          558,653  
       

 

 

 
    

Internet - 0.2%

  
    139,350     

Lands’ End, Inc.
1 mo. USD LIBOR + 3.250%, 5.77%, 04/04/2021

     130,408  
       

 

 

 
    

Leisure Time - 0.8%

  
    102,244     

Caesars Resort Collection LLC
1 mo. USD LIBOR + 2.750%, 5.25%, 12/22/2024

     100,724  
    100,000     

Delta (LUX) S.a.r.l.
1 mo. USD LIBOR + 2.500%, 5.00%, 02/01/2024

     96,042  
    123,750     

Golden Entertainment, Inc.
1 mo. USD LIBOR + 3.000%, 5.51%, 10/21/2024

     121,353  
    229,234     

SRAM LLC
2 mo. USD LIBOR + 2.750%, 5.43%, 03/15/2024

     224,363  
       

 

 

 
          542,482  
       

 

 

 


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Lodging - 0.2%

 

$    104,543   

Boyd Gaming Corp.
1 Week USD LIBOR + 2.250%, 4.66%, 09/15/2023

   $         103,041  
     

 

 

 
  

Machinery-Construction & Mining - 0.3%

 

100,000   

Brookfield WEC Holdings, Inc.
1 mo. USD LIBOR + 3.750%, 6.25%, 08/01/2025

     99,411  
88,128   

Pike Corp.
1 mo. USD LIBOR + 3.500%, 6.00%, 03/23/2025

     87,835  
     

 

 

 
        187,246  
     

 

 

 
  

Machinery-Diversified - 0.2%

 

104,006   

Gardner Denver, Inc.
3 mo. USD LIBOR + 2.750%, 5.25%, 07/30/2024

     103,291  
     

 

 

 
  

Media - 0.7%

 

103,688   

Altice Financing S.A.
3 mo. USD LIBOR + 2.750%, 5.25%, 01/31/2026

     95,997  
106,386   

CSC Holdings LLC
1 mo. USD LIBOR + 2.250%, 4.76%, 07/17/2025

     102,896  
127,670   

Numericable Group S.A.
3 mo. USD LIBOR + 3.688%, 6.20%, 01/31/2026

     119,280  
198,500   

PSAV Holdings LLC
3 mo. USD LIBOR + 3.250%, 5.88%, 03/01/2025

     189,403  
     

 

 

 
        507,576  
     

 

 

 
  

Miscellaneous Manufacturing - 0.1%

 

91,360   

H.B. Fuller Co.
1 mo. USD LIBOR + 2.000%, 4.50%, 10/20/2024

     89,533  
     

 

 

 
  

Oil & Gas - 0.6%

 

62,500   

Ascent Resources - Marcellus LLC
1 mo. USD LIBOR + 6.500%, 9.02%, 03/30/2023

     62,344  
115,000   

California Resources Corp.
1 mo. USD LIBOR + 10.375%, 12.87%, 12/31/2021

     120,031  
99,750   

Grizzly Acquisitions, Inc.
1 mo. USD LIBOR + 3.250%, 6.05%, 10/01/2025

     99,148  
145,843   

PowerTeam Services, LLC
3 mo. USD LIBOR + 3.250%, 6.06%, 03/06/2025

     139,098  
     

 

 

 
        420,621  
     

 

 

 
  

Packaging & Containers - 0.5%

 

162,113   

Flex Acquisition Co., Inc.
3 mo. USD LIBOR + 3.000%, 5.52%, 12/29/2023

     156,979  
205,350   

Reynolds Group Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 02/05/2023

     202,251  
     

 

 

 
        359,230  
     

 

 

 
  

Pharmaceuticals - 0.6%

 

147,750   

Endo Luxembourg Finance Co. S.a r.l.
1 mo. USD LIBOR + 4.250%, 6.75%, 04/29/2024

     146,150  
280,852   

Valeant Pharmaceuticals International, Inc.
1 mo. USD LIBOR + 3.000%, 5.51%, 06/02/2025

     277,596  
     

 

 

 
        423,746  
     

 

 

 
  

Real Estate - 0.2%

 

119,318   

VICI Properties LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 12/20/2024

     117,044  
     

 

 

 
  

REITS - 0.1%

 

102,113   

MGM Growth Properties Operating Partnership L.P.
1 mo. USD LIBOR + 2.000%, 4.50%, 03/21/2025

     100,405  
     

 

 

 
  

Retail - 0.6%

 

103,239   

Bass Pro Group LLC
1 mo. USD LIBOR + 5.000%, 7.50%, 09/25/2024

     101,948  
138,951   

Coty Inc.
1 mo. USD LIBOR + 2.250%, 4.77%, 04/07/2025

     131,830  
99,500   

Rodan & Fields LLC
1 mo. USD LIBOR + 4.000%, 6.51%, 06/06/2025

     92,038  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    128,700   

Staples, Inc.
3 mo. USD LIBOR + 4.000%, 6.54%, 09/12/2024

   $         126,319  
     

 

 

 
        452,135  
     

 

 

 
  

Semiconductors - 0.1%

 

90,433   

Microchip Technology, Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 05/29/2025

     88,851  
     

 

 

 
  

Software - 1.8%

 

187,709   

Almonde, Inc.
3 mo. USD LIBOR + 3.500%, 6.30%, 06/13/2024

     179,850  
144,375   

Change Healthcare Holdings LLC
1 mo. USD LIBOR + 2.750%, 5.25%, 03/01/2024

     141,199  
201,428   

EVO Payments International LLC
1 mo. USD LIBOR + 3.250%, 5.76%, 12/22/2023

     199,246  
  

First Data Corp.

 

67,793   

1 mo. USD LIBOR + 2.000%, 4.52%, 07/08/2022

     67,499  
189,483   

1 mo. USD LIBOR + 2.000%, 4.52%, 04/26/2024

     188,714  
169,575   

Quest Software U.S. Holdings, Inc.
3 mo. USD LIBOR + 4.250%, 6.99%, 05/16/2025

     166,891  
74,609   

SkillSoft Corp.
3 mo. USD LIBOR + 4.750%, 7.25%, 04/28/2021

     60,673  
99,749   

SS&C Technologies, Inc.
1 mo. USD LIBOR + 2.250%, 4.75%, 04/16/2025

     97,779  
200,037   

WEX, Inc.
1 mo. USD LIBOR + 2.250%, 4.75%, 06/30/2023

     196,786  
     

 

 

 
        1,298,637  
     

 

 

 
  

Telecommunications - 0.4%

 

171,189   

Sprint Communications, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 02/02/2024

     167,124  
121,850   

Univision Communications, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 03/15/2024

     113,245  
     

 

 

 
        280,369  
     

 

 

 
  

Transportation - 0.2%

 

168,040   

Savage Enterprises LLC
1 mo. USD LIBOR + 4.500%, 7.02%, 08/01/2025

     167,515  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $10,433,183)

   $ 10,099,327  
     

 

 

 

Equity Linked Securities - 13.4%

 

  

Banks - 13.4%

 

2,056   

Adobe Systems, Inc. (HSBC Bank plc)
12.00%, 04/24/2019(3)(11)(12)(13)

     505,694  
2,467   

Apple Inc. (BNP Paribas Issuance B.V.)
12.00%, 02/21/2019(3)(11)(12)(13)

     411,323  
9,511   

Bristol Myers Sqibb Co. (Barclays Bank PLC)
12.00%, 03/20/2019(3)(11)(12)(13)

     473,553  
6,713   

Capital One Financial Corp (Barclays Bank plc)
12.00%, 03/20/2019(3)(4)(11)(12)(13)

     522,976  
7,496   

ConocoPhillips Co. (HSBC Bank plc)
12.00%, 05/22/2019(3)(11)(12)(13)

     504,706  
3,421   

Cummins, Inc. (HSBC Bank plc)
12.00%, 04/24/2019(3)(11)(12)(13)

     503,605  
9,550   

DXC Technology, Co. (HSBC Bank plc)
12.00%, 03/20/2019(3)(11)(12)(13)

     549,411  
10,978   

Etsy Inc. (Merrill Lynch Internationsl & Co C.V.)
12.00%, 03/20/2019(3)(11)(12)(13)

     573,052  
7,678   

Gilead Sciences, Inc., (BNP Paribas Issuance B.V.)
12.00%, 04/24/2019(3)(11)(12)(13)

     527,402  
3,688   

HCA Healthcare, Inc. (Sociate Generale S.A.)
12.00%, 02/21/2019(3)(11)(12)(13)

     515,804  
4,689   

JP Morgan Chase & Co. (BNP Paribas Issuance B.V.)
12.00%, 02/21/2019(3)(11)(12)(13)

     487,750  
4,853   

Microsoft Corp. (Societe Generale S.A.)
12.00%, 02/21/2019(3)(11)(12)(13)

     515,728  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$          10,972   

Oracle Corp. (Societe Generale S.A.)
12.00%, 02/21/2019(3)(11)(12)(13)

   $         537,079  
9,643   

Planet Fitness, Inc.,Class A (Merrill Lynch Internationsl & Co C.V.)
12.00%, 03/20/2019 (3)(11)(12)(13)

     538,658  
4,127   

PNC Financial Services Group (Barclays Bank plc)
12.00%, 04/24/2019(3)(4)(11)(12)(13)

     506,300  
5,342   

Post Holdings, Inc.(Societe Generale S.A.)
12.00%, 02/21/2019(3)(11)(12)(13)

     496,111  
5,583   

Prudential Financial, Inc. (Barclays Bank PLC)
12.00%, 03/20/2019(3)(11)(12)(13)

     514,641  
4,597   

Ralph Lauren Corp. (BNP Paribas Issuance B.V.)
12.00%, 04/24/2019(3)(11)(12)(13)

     523,001  
6,264   

Valero Energy Corp. (HSBC Bank plc)
12.00%, 04/24/2019(3)(11)(12)(13)

     534,758  
     

 

 

 
        9,741,552  
     

 

 

 
  

Total Equity Linked Securities
(cost $9,693,363)

   $ 9,741,552  
     

 

 

 

U.S. Government Agencies - 1.4%

 

$          30,000   

FHLMC - 0.0%
3.82%, 05/25/2048(3)(4)

   $ 27,019  
     

 

 

 
  

FNMA - 1.4%

 

$        665,000   

4.00%, 02/01/2049(14)

   $ 680,690  
300,000   

4.00%, 03/01/2049(14)

     306,773  
     

 

 

 
        987,463  
     

 

 

 
  

Total U.S. Government Agencies
(cost $1,009,976)

   $ 1,014,482  
     

 

 

 

U.S. Government Securities - 0.7%

 

  

U.S. Treasury Securities - 0.7%

 

  

U.S. Treasury Bonds - 0.4%

 

$        260,000   

3.75%, 11/15/2043(15)

   $ 294,673  
     

 

 

 
        294,673  
     

 

 

 
  

U.S. Treasury Notes - 0.3%

 

234,593   

0.88%, 01/15/2029(16)

     236,448  
     

 

 

 
        236,448  
     

 

 

 
        531,121  
     

 

 

 
  

Total U.S. Government Securities
(cost $522,117)

   $ 531,121  
     

 

 

 

Common Stocks - 20.3%

 

  

Automobiles & Components - 0.4%

 

12,844   

Ford Motor Co.

     113,027  
20,399   

Nissan Motor Co., Ltd.

     174,208  
     

 

 

 
        287,235  
     

 

 

 
  

Banks - 1.0%

 

1,350   

ABN Amro Group N.V.(3)

     33,664  
979   

Bank of Montreal

     71,662  
1,852   

BNP Paribas S.A.

     87,277  
909   

Canadian Imperial Bank of Commerce

     77,074  
51,072   

China CITIC Bank Corp. Ltd. Class H

     33,273  
25,850   

Dubai Islamic Bank PJSC

     35,906  
17,403   

MGIC Investment Corp.*

     217,190  
1,079   

PacWest Bancorp.

     41,639  
1,398   

Sberbank of Russia PJSC ADR

     19,011  
3,473   

Societe Generale S.A.

     108,286  
     

 

 

 
        724,982  
     

 

 

 
  

Capital Goods - 0.8%

 

389   

ACS Actividades de Construccion y Servicios S.A.

     16,098  
4,728   

Altra Industrial Motion Corp.

     144,724  
25,307   

Fangda Carbon New Material Co., Ltd. Class A

     69,439  
2,577   

Fortune Brands Home & Security, Inc.

     116,738  
14,366   

Marubeni Corp.

     111,977  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

2,020   

Mitsubishi Corp.

   $             59,203  
5,880   

Mitsui & Co., Ltd.

     96,067  
     

 

 

 
        614,246  
     

 

 

 
  

Consumer Durables & Apparel - 1.5%

 

5,350   

Barratt Developments plc

     37,841  
2,913   

D.R. Horton, Inc.

     112,005  
11,896   

Gree Electric Appliances, Inc. of Zhuhai Class A*

     74,363  
5,314   

KB Home

     113,773  
2,443   

Lennar Corp. Class A

     115,847  
852   

Mohawk Industries, Inc.*

     109,729  
4,403   

Persimmon plc

     137,354  
4,095   

PulteGroup, Inc.

     113,882  
20,243   

Taylor Wimpey plc

     43,892  
3,091   

Toll Brothers, Inc.

     114,182  
8,613   

TRI Pointe Group, Inc.*

     115,845  
     

 

 

 
        1,088,713  
     

 

 

 
  

Consumer Services - 0.2%

 

21,312   

Genting Singapore Ltd.

     17,466  
587   

H&R Block, Inc.

     13,847  
2,202   

Yum China Holdings, Inc.

     80,263  
     

 

 

 
        111,576  
     

 

 

 
  

Diversified Financials - 0.6%

 

1,255   

AGNC Investment Corp. REIT

     22,477  
17,323   

Annaly Capital Management, Inc. REIT

     180,852  
8,290   

Chimera Investment Corp. REIT

     157,759  
3,362   

Navient Corp.

     38,327  
1,904   

New Residential Investment Corp. REIT

     32,330  
16,019   

Power Finance Corp. Ltd.

     23,395  
8,602   

REC Ltd.

     15,133  
     

 

 

 
        470,273  
     

 

 

 
  

Energy - 4.5%

 

44,900   

Ascent Resources - Marcellus LLC Class A*(12)(17)

     141,435  
5,845   

BP plc ADR

     240,346  
2,331   

Chevron Corp.

     267,249  
161,800   

China Petroleum & Chemical Corp. Class H

     135,296  
6,660   

China Shenhua Energy Co., Ltd. Class H

     16,950  
4,610   

ConocoPhillips

     312,051  
6,953   

Eni S.p.A. ADR

     235,568  
11,228   

Equinor ASA ADR

     255,774  
5,219   

Exxon Mobil Corp.

     382,448  
3,545   

Occidental Petroleum Corp.

     236,735  
1,117   

Paragon Offshore Ltd., Litigation*

     13,579  
10,114   

Repsol S.A.

     177,528  
3,797   

Royal Dutch Shell plc Class A, ADR

     234,389  
3,449   

Schlumberger Ltd.

     152,480  
40,501   

Star Petroleum Refining PCL

     14,130  
2,882   

Targa Resources Corp.

     123,955  
1,919   

Total S.A.

     105,202  
4,160   

Total S.A. ADR

     227,677  
217   

Valero Energy Corp.

     19,057  
4,305   

Whitehaven Coal Ltd.

     15,578  
     

 

 

 
        3,307,427  
     

 

 

 
  

Food & Staples Retailing - 0.1%

 

1,515   

Casino Guichard Perrachon S.A.(7)

     74,543  
     

 

 

 
  

Food, Beverage & Tobacco - 0.9%

 

6,298   

Imperial Brands plc

     209,056  
34,792   

Inner Mongolia Yili Industrial Group Co., Ltd. Class A

     126,295  
1,463   

Kweichow Moutai Co., Ltd. Class A

     151,110  
398   

Swedish Match AB

     17,831  
16,196   

Wuliangye Yibin Co., Ltd. Class A

     146,549  
     

 

 

 
        650,841  
     

 

 

 


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Insurance - 1.4%

 

8,859   

Aegon N.V.

   $             45,639  
1,710   

Ageas

     79,509  
561   

ASR Nederland N.V.

     23,662  
9,517   

AXA S.A.

     220,701  
410   

CNA Financial Corp.

     18,802  
4,226   

CNP Assurances

     96,010  
2,366   

Japan Post Holdings Co., Ltd.

     29,085  
1,771   

Manulife Financial Corp.

     28,453  
4,202   

NN Group N.V.

     177,439  
733   

Old Republic International Corp.

     14,770  
20,130   

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

     190,592  
391   

Prudential Financial, Inc.

     36,027  
28,481   

UnipolSai Assicurazioni S.p.A.(7)

     71,094  
     

 

 

 
        1,031,783  
     

 

 

 
  

Materials - 0.8%

 

34,330   

Alumina Ltd.

     61,055  
19,205   

Anhui Conch Cement Co., Ltd. Class A

     93,564  
16,816   

China Resources Cement Holdings Ltd.

     17,079  
10,791   

Eregli Demir ve Celik Fabrikalari T.A.S.

     17,723  
7,798   

Evraz plc

     51,082  
13,205   

Fortescue Metals Group Ltd.

     54,549  
1,001   

Kumba Iron Ore Ltd.

     25,766  
477   

LyondellBasell Industries N.V. Class A

     41,485  
9,664   

PTT Global Chemical PCL

     21,110  
4,921   

Severstal PJSC GDR

     75,094  
1,593   

UPM-Kymmene Oyj

     46,263  
15,408   

Vedanta Ltd.

     43,006  
     

 

 

 
        547,776  
     

 

 

 
  

Media & Entertainment - 0.4%

 

2,295   

Eutelsat Communications S.A.

     48,669  
3,153   

ProSiebenSat.1 Media SE

     56,283  
4,287   

Tencent Holdings Ltd.

     190,834  
472   

Viacom, Inc. Class B

     13,886  
     

 

 

 
        309,672  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 1.2%

 

395   

Amgen, Inc.

     73,908  
15,764   

CSPC Pharmaceutical Group Ltd.

     27,196  
427   

Gilead Sciences, Inc.

     29,894  
1,291   

GlaxoSmithKline plc

     25,077  
1,934   

Jiangsu Hengrui Medicine Co., Ltd. Class A

     17,146  
991   

Johnson & Johnson

     131,882  
1,000   

Novartis AG

     87,301  
4,691   

Pfizer, Inc.

     199,133  
276   

Roche Holding AG

     73,426  
2,160   

Sanofi

     187,743  
17,186   

Sino Biopharmaceutical Ltd.

     14,538  
     

 

 

 
        867,244  
     

 

 

 
  

Real Estate - 1.7%

 

21,359   

Agile Group Holdings Ltd.

     28,384  
3,142   

Barwa Real Estate Co.

     35,233  
4,952   

Brixmor Property Group, Inc. REIT

     84,828  
10,429   

CapitaLand Mall Trust REIT

     18,624  
4,972   

Castellum AB

     94,259  
15,338   

Fortress REIT Ltd. Class B, REIT

     17,999  
745   

Gaming and Leisure Properties, Inc. REIT

     27,937  
274   

Gecina S.A. REIT

     40,268  
2,658   

Hospitality Properties Trust REIT

     70,862  
11,404   

Kerry Properties Ltd.

     47,367  
7,852   

Kimco Realty Corp. REIT

     133,563  
1,803   

Omega Healthcare Investors, Inc. REIT

     72,463  
4,217   

Park Hotels & Resorts, Inc. REIT

     126,805  
4,024   

Senior Housing Properties Trust REIT

     55,410  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

3,411   

Spirit Realty Capital, Inc. REIT

   $             135,485  
9,494   

Stockland REIT

     26,169  
1,561   

Swire Pacific Ltd. Class A

     18,487  
4,252   

Uniti Group, Inc. REIT*

     84,657  
21,412   

Wharf Holdings Ltd.

     64,718  
3,654   

Wheelock & Co., Ltd.

     23,424  
     

 

 

 
        1,206,942  
     

 

 

 
  

Retailing - 0.4%

 

1,009   

Alibaba Group Holding Ltd. ADR*

     170,006  
1,766   

Hennes & Mauritz AB Class B

     27,479  
799   

L Brands, Inc.

     22,244  
2,376   

Macy’s, Inc.

     62,489  
516   

Target Corp.

     37,668  
     

 

 

 
        319,886  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 0.3%

 

1,972   

Intel Corp.

     92,921  
14,058   

Radiant Opto-Electronics Corp.

     40,336  
136,816   

United Microelectronics Corp.

     52,252  
     

 

 

 
        185,509  
     

 

 

 
  

Software & Services - 1.2%

 

1,597   

International Business Machines Corp.

     214,669  
1,412   

Micro Focus International plc

     26,920  
1,610   

Microsoft Corp.

     168,132  
2,029   

Paychex, Inc.

     143,653  
10,410   

Western Union Co.

     189,983  
549   

Workday, Inc. Class A*

     99,660  
     

 

 

 
        843,017  
     

 

 

 
  

Technology Hardware & Equipment - 0.3%

 

2,974   

Asustek Computer, Inc.

     23,183  
110,234   

AU Optronics Corp.

     43,211  
3,977   

Hangzhou Hikvision Digital Technology Co., Ltd. Class A

     17,947  
294   

NetApp, Inc.

     18,748  
2,195   

Seagate Technology plc

     97,195  
1,362   

Sunny Optical Technology Group Co., Ltd.

     13,517  
676   

Xerox Corp.

     19,070  
     

 

 

 
        232,871  
     

 

 

 
  

Telecommunication Services - 1.2%

 

820   

AT&T, Inc.

     24,649  
8,819   

CenturyLink, Inc.

     135,107  
1,870   

China Mobile Ltd.

     19,667  
141,607   

China Unicom Hong Kong Ltd.

     162,208  
73,170   

HKT Trust & HKT Ltd.

     107,908  
7,816   

Mobile TeleSystems PJSC ADR

     67,218  
6,883   

Orange S.A.

     106,758  
26,975   

PCCW Ltd.

     16,058  
64   

SK Telecom Co., Ltd.

     14,817  
9,969   

Spark New Zealand Ltd.

     28,024  
131   

Swisscom AG

     62,789  
3,377   

Telefonica Brasil S.A. ADR

     45,252  
6,923   

Telstra Corp. Ltd.

     15,696  
44,607   

Vodafone Group plc

     81,353  
     

 

 

 
        887,504  
     

 

 

 
  

Transportation - 0.3%

 

23,320   

Air New Zealand Ltd.

     45,350  
36,968   

Daqin Railway Co., Ltd. Class A

     47,268  
66,260   

Hutchison Port Holdings Trust

     16,620  
1,985   

Macquarie Infrastructure Corp.

     85,693  
14,792   

Royal Mail plc

     52,118  
     

 

 

 
        247,049  
     

 

 

 
  

Utilities - 1.1%

 

1,334   

AES Corp.

     21,864  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

5,214   

CenterPoint Energy, Inc.

   $         161,217  
69,384   

Centrica plc

     124,686  
148,892   

China Longyuan Power Group Corp. Ltd. Class H

     111,461  
11,695   

China Resources Power Holdings Co., Ltd.

     23,441  
6,801   

Endesa S.A.

     170,103  
13,569   

ENN Energy Holdings Ltd.

     129,959  
4,136   

Italgas S.p.A.

     25,041  
4,039   

Transmissora Alianca de Energia Eletrica S.A. UNIT

     28,483  
     

 

 

 
     796,255  
     

 

 

 
  

Total Common Stocks
(cost $14,362,446)

   $ 14,805,344  
     

 

 

 

Escrows - 0.0%(18)

 

  

Energy-Alternate Sources - 0.0%

 

4,146   

Paragon Offshore Ltd.*(12)(17)

      
     

 

 

 
  

Total Escrows
(cost $—)

   $  
     

 

 

 

Convertible Bonds - 2.9%

 

  

Biotechnology - 0.2%

 

132,000   

Illumina, Inc.
0.50%, 06/15/2021

     167,078  
     

 

 

 
  

Commercial Services - 0.2%

 

142,000   

Cardtronics, Inc.
1.00%, 12/01/2020

     134,213  
     

 

 

 
  

Internet - 0.3%

 

186,000   

Wayfair, Inc.
0.38%, 09/01/2022

     225,657  
     

 

 

 
  

Media - 0.2%

 

148,000   

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

     125,726  
     

 

 

 
  

Oil & Gas - 0.2%

 

20,000   

Cobalt International Energy, Inc.
2.63%, 12/01/2019(9)

     26  
132,000   

PDC Energy, Inc.
1.13%, 09/15/2021(7)

     119,377  
     

 

 

 
     119,403  
     

 

 

 
  

Pharmaceuticals - 0.3%

 

132,000   

Ironwood Pharmaceuticals, Inc.
2.25%, 06/15/2022

     143,306  
55,000   

Teva Pharmaceutical Finance Co. LLC
0.25%, 02/01/2026

     50,805  
     

 

 

 
     194,111  
     

 

 

 
  

Semiconductors - 0.0%

 

  

Microchip Technology, Inc.

 

4,000   

1.63%, 02/15/2027

     4,280  
4,000   

2.25%, 02/15/2037

     4,349  
     

 

 

 
     8,629  
     

 

 

 
  

Software - 0.6%

 

165,000   

Envestnet, Inc.
1.75%, 12/15/2019

     170,841  
175,000   

Servicenow, Inc.
0.00%, 06/01/2022(10)

     292,623  
10,000   

Western Digital Corp.
1.50%, 02/01/2024(3)

     8,588  
     

 

 

 
     472,052  
     

 

 

 
  

Telecommunications - 0.9%

 

EUR    300,000   

Telecom Italia S.p.A.
1.13%, 03/26/2022(8)

     318,700  


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

300,000   

Telefonica Participaciones SAU
0.00%, 03/09/2021(8)(10)

   $ 338,916  
     

 

 

 
        657,616  
     

 

 

 
  

Total Convertible Bonds
(cost $2,107,817)

   $ 2,104,485  
     

 

 

 

Exchange-Traded Funds - 4.7%

 

  

Other Investment Pools & Funds - 4.7%

 

20,291   

iShares iBoxx High Yield Corporate Bond ETF(7)

     1,726,967  
48,297   

SPDR Bloomberg Barclays High Yield Bond ETF(7)

     1,707,299  
     

 

 

 
        3,434,266  
     

 

 

 
  

Total Exchange-Traded Funds
(cost $3,499,232)

   $ 3,434,266  
     

 

 

 

Rights - 0.0%

 

  

Engineering & Construction - 0.0%

 

389   

ACS Actividades de Construccion y Servicios S.A.*

     213  
     

 

 

 
  

Total Rights
(cost $199)

   $ 213  
     

 

 

 

Preferred Stocks - 0.1%

 

  

Telecommunication Services - 0.1%

 

4,300   

Telefonica Brasil S.A.

     57,405  
     

 

 

 
  

Total Preferred Stocks
(cost $49,227)

   $ 57,405  
     

 

 

 

Convertible Preferred Stocks - 0.0%

 

  

Utilities - 0.0%

 

300   

Sempra Energy Series A, 6.00%

     30,099  
     

 

 

 
  

Total Convertible Preferred Stocks
(cost $30,125)

   $ 30,099  
     

 

 

 

Warrants - 0.0%

 

  

Energy - 0.0%

 

11,625   

Ascent Resources - Marcellus LLC Expires 3/30/23*(12)(17)

     930  
     

 

 

 
  

Total Warrants
(cost $930)

   $ 930  
     

 

 

 
  

Total Long-Term Investments
(cost $69,415,228)

   $       68,863,093  
     

 

 

 

Short-Term Investments - 11.0%

 

  

Other Investment Pools & Funds - 4.1%

 

3,004,578   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(19)

     3,004,578  
     

 

 

 
  

Securities Lending Collateral - 5.5%

 

199,777   

Citibank NA DDCA, 2.39%, 2/1/2019(19)

     199,777  
2,219,181   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.31%(19)

     2,219,181  
883,838   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.29%(19)

     883,838  
121,246   

Invesco Government & Agency Portfolio, Institutional Class, 2.28%(19)

     121,246  
517,817   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(19)

     517,817  
53,693   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.25%(19)

     53,693  
     

 

 

 
        3,995,552  
     

 

 

 
  

U.S. Treasury Bill - 1.4%

 

1,000,000   

2.36%, 05/09/2019(20)(21)

     993,586  
     

 

 

 
  

Total Short-Term Investments
(cost $7,993,761)

   $ 7,993,716  
     

 

 

 


 

Hartford Multi-Asset Income Fund

 

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Total Investments Excluding Purchased Options
(cost $77,408,989)

     105.5   $         76,856,809  
  

Total Purchased Options
(cost $119,040)

     0.1   $ 30,504  
     

 

 

   

 

 

 
  

Total Investments
(cost $77,528,029)

     105.6   $ 76,887,313  
  

Other Assets and Liabilities

     (5.6 )%      (4,059,926
     

 

 

   

 

 

 
  

Total Net Assets

     100.0   $ 72,827,387  
     

 

 

   

 

 

 

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. 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 January 31, 2019.

(2)

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

(3)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $13,881,803, representing 19.1% of 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)

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 $202,870 at January 31, 2019.

(6)

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

(7)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(8)

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $6,106,209, representing 8.4% of 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)

Security is a zero-coupon bond.

(11)

Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of January 31, 2019.

(12)

Investment valued using significant unobservable inputs.

(13)

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

(14)

Represents or includes a TBA transaction.

(15)

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

(16)

The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

(17)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2019, 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.

(18)

Share amount represents shares of the issuer previously held that resulted in receipt of the escrow.

(19)

Current yield as of period end.

 
(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.

 


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

Exchange-Traded Option Contracts Outstanding at January 31, 2019

 

Description    Exercise Price/FX
Rate/Rate
     Expiration
Date
     Number of
Contracts
     Notional
Amount
    Market
Value †
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Purchased option contracts:

                    

Puts

                    

S&P 500 Index

     2,575.00        USD        02/15/19        56 USD        5,600     $ 25,592     $ 90,906     $ (65,314
              

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased option contracts

                 5,600     $ 25,592     $ 90,906     $ (65,314
              

 

 

   

 

 

   

 

 

   

 

 

 

Written option contracts:

                    

Puts

                    

S&P 500 Index

     2,425.00        USD        02/15/19        (56) USD        (5,600   $ (7,000   $ (28,934   $ 21,934  
              

 

 

   

 

 

   

 

 

   

 

 

 

Total written option contracts

                 (5,600   $ (7,000   $ (28,934   $ 21,934  
              

 

 

   

 

 

   

 

 

   

 

 

 

 

OTC Swaption Contracts Outstanding at January 31, 2019  
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 06/03/29 *    BNP      3.20     Receive        05/30/19        USD        585,000        585,000      $ 468      $ 5,329      $ (4,861
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 06/03/29*    DEUT      3.20     Receive        05/30/19        USD        795,000        795,000        635        11,845        (11,210
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 12/11/29*    BOA      3.20     Receive        12/09/19        USD        800,000        800,000        3,809        10,960        (7,151
                   

 

 

    

 

 

    

 

 

    

 

 

 

Total Puts

 

     2,180,000      $ 4,912      $ 28,134      $ (23,222
                   

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased swaption contracts

 

                2,180,000      $ 4,912      $ 28,134      $ (23,222
                   

 

 

    

 

 

    

 

 

    

 

 

 

 

*

Swaptions with forward premiums.

 

Futures Contracts Outstanding at January 31, 2019  
Description    Number
of
Contracts
     Expiration Date      Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

STOXX Europe 600 Future

     116        03/15/2019      $ 2,369,344      $ 118,998  

U.S. Treasury 2-Year Note Future

     5        03/29/2019        1,061,641        (259

U.S. Treasury 5-Year Note Future

     35        03/29/2019        4,020,078        57,856  

U.S. Treasury 10-Year Note Future

     4        03/20/2019        489,875        (1,789

U.S. Treasury Long Bond Future

     4        03/20/2019        586,750        29,917  

U.S. Treasury Ultra Bond Future

     1        03/20/2019        161,125        1,690  
           

 

 

 

Total

 

   $ 206,413  
           

 

 

 

Short position contracts:

 

Canadian Government 10-Year Bond Future

     2        03/20/2019      $ 209,506      $ (392

Euro-BOBL Future

     3        03/07/2019        456,455        (2,430

Euro-Bund Future

     1        03/07/2019        189,626        (3,066

FTSE/MIB Index Future

     22        03/15/2019                2,480,473      $ (133,001

U.S. Treasury 10-Year Ultra Future

     1        03/20/2019        130,687        (1,064
           

 

 

 

Total

 

   $ (139,953 ) 
           

 

 

 
  
           

 

 

 

Total futures contracts

 

   $ 66,460  
           

 

 

 


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

TBA Sale Commitments Outstanding at January 31, 2019  
Description    Principal
Amount
     Maturity Date      Market Value †     Unrealized
Appreciation/
(Depreciation)
 
   

FNMA, 3.50%

   $             880,000        02/01/2049      $ (884,348   $ (6,001

Total (proceeds receivable $878,347)

 

   $         (884,348)     $ (6,001
        

 

 

   

 

 

 

At January 31, 2019, the aggregate market value of TBA Sale Commitments represents (1.2)% of total net assets.

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2019  
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*

     MSC        USD        147,637        (4.58%)       12/25/37        Monthly      $      $ (307   $ (152   $ 155  
                   

 

 

    

 

 

   

 

 

   

 

 

 

Sell protection:

 

CMBX.NA.AAA.10

     GSC        USD        40,000        0.50%       11/17/59        Monthly      $      $ (4   $ 255     $ 259  

CMBX.NA.BB.6

     CSI        USD        40,000        5.00%       05/11/63        Monthly               (7,585     (9,567     (1,982

CMBX.NA.BB.6

     MSC        USD        35,000        5.00%       05/11/63        Monthly               (6,186     (8,371     (2,185

CMBX.NA.BB.6

     CSI        USD        40,000        5.00%       05/11/63        Monthly               (6,794     (9,568     (2,774

CMBX.NA.BB.6

     CSI        USD        47,000        5.00%       05/11/63        Monthly               (8,307     (11,242     (2,935

CMBX.NA.BB.6

     CSI        USD        70,000        5.00%       05/11/63        Monthly               (13,651     (16,762     (3,111

CMBX.NA.BB.6

     CSI        USD        115,000        5.00%       05/11/63        Monthly               (23,237     (27,538     (4,301

CMBX.NA.BB.6

     CSI        USD        85,000        5.00%       05/11/63        Monthly               (15,023     (20,331     (5,308

CMBX.NA.BB.6

     CSI        USD        85,000        5.00%       05/11/63        Monthly               (15,023     (20,331     (5,308

CMBX.NA.BB.6

     CSI        USD        90,000        5.00%       05/11/63        Monthly               (15,907     (21,527     (5,620

CMBX.NA.BB.6

     GSC        USD        80,000        5.00%       05/11/63        Monthly               (8,407     (19,135     (10,728

CMBX.NA.BB.8

     MSC        USD        156,000        5.00%       10/17/57        Monthly               (41,732     (27,558     14,174  

CMBX.NA.BB.8

     GSC        USD        115,000        5.00%       10/17/57        Monthly               (27,544     (20,348     7,196  

CMBX.NA.BB.8

     GSC        USD        125,000        5.00%       10/17/57        Monthly               (24,738     (22,082     2,656  

CMBX.NA.BB.8

     GSC        USD        20,000        5.00%       10/17/57        Monthly               (977     (3,533     (2,556

CMBX.NA.BBB-.6

     MSC        USD        135,000        3.00%       05/11/63        Monthly               (19,678     (17,780     1,898  

CMBX.NA.BBB-.6

     DEUT        USD        75,000        3.00%       05/11/63        Monthly               (11,048     (9,878     1,170  

CMBX.NA.BBB-.6

     CSI        USD        70,000        3.00%       05/11/63        Monthly               (9,978     (9,219     759  

PrimeX.ARM.2*

     JPM        USD        147,637        4.58%       12/25/37        Monthly        5,785              155       (5,630
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total

 

        $ 5,785      $ (255,819   $ (274,360   $ (24,326
                   

 

 

    

 

 

   

 

 

   

 

 

 
                          
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total traded indices

 

        $ 5,785      $ (256,126   $ (274,512   $ (24,171
                   

 

 

    

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

              

Buy protection:

 

              

United Mexican States

     GSC        USD        875,000        (1.00%)       12/20/23        Quarterly      $ 12,825      $     $ 11,525     $ (1,300
                   

 

 

    

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

Sell protection:

 

South Africa Government International Bond

     BCLY        USD        40,000        1.00%       12/20/23        Quarterly      $      $ (1,942   $ (1,307   $ 635  

South Africa Government International Bond

     MSC        USD        40,000        1.00%       12/20/23        Quarterly               (1,908     (1,306     602  
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total

                    $      $ (3,850   $ (2,613   $ 1,237  
                   

 

 

    

 

 

   

 

 

   

 

 

 
                          
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total single-name issues

 

        $ 12,825      $ (3,850   $ 8,912     $ (63
                   

 

 

    

 

 

   

 

 

   

 

 

 
                          
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC contracts

 

        $ 18,610      $ (259,976   $ (265,600   $ (24,234
                   

 

 

    

 

 

   

 

 

   

 

 

 

 

*

See Footnote 12 following the schedule of investments.

 

(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 Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2019  
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.EM.29.V1

     USD        1,450,000        (1.00%)       06/20/23        Quarterly      $ 32,673     $ 30,059     $ (2,614

CDX.NA.IG.30.V1

     USD        1,260,000        (1.00%)       06/20/23        Quarterly        (18,469     (22,305     (3,836

CDX.NA.IG.31.V1

     USD        130,000        (1.00%)       12/20/23        Quarterly        (2,204     (2,105     99  

ITRAXX.XOV.30.V2

     EUR        596,929        (5.00%)       12/20/23        Quarterly        (49,762     (60,532     (10,770
                

 

 

   

 

 

   

 

 

 

Total

                 $ (37,762)     $ (54,883)     $ (17,121)  
                

 

 

   

 

 

   

 

 

 

Credit default swaps on indices:

                    

Sell protection:

                    

CDX.EM.30.V1

     USD        823,000        1.00%       12/20/23        Quarterly      $ (38,426   $ (24,093   $ 14,333  

CDX.NA.HY.30.V1

     USD        1,862,000        (5.00%)       06/20/23        Quarterly        (104,465     (134,054     (29,589

CDX.NA.HY.31.V3

     USD        2,778,300        5.00%       12/20/23        Quarterly        68,946       180,104       111,158  
                

 

 

   

 

 

   

 

 

 

Total

                 $ (73,945   $ 21,957     $ 95,902  
                

 

 

   

 

 

   

 

 

 
                    
                

 

 

   

 

 

   

 

 

 

Total

                 $ (111,707   $ (32,926   $ 78,781  
                

 

 

   

 

 

   

 

 

 

 

(a)

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

OTC Interest Rate Swap Contracts Outstanding at January 31, 2019

 

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      $      $      $ 13,502     $ 13,502  

DEUT

     2.00% Fixed      
CPURNSA
 
 
     USD        500,000        01/15/23        At maturity        151               (2,047     (2,198
                   

 

 

    

 

 

    

 

 

   

 

 

 

Total

                    $     151      $     —      $     11,455     $     11,304  
                   

 

 

    

 

 

    

 

 

   

 

 

 

OTC Total Return Swap Contracts Outstanding at January 31, 2019

 

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        USD    3,321,936      1.00%     10/31/19        Monthly      $      $      $      $ 0  

GS Client REIT (2)

     GSC        USD    3,283,463      (1.00%)     10/31/19        Monthly                             0  
                

 

 

    

 

 

    

 

 

    

 

 

 

Total

                 $      $      $      $ 0  
                

 

 

    

 

 

    

 

 

    

 

 

 

 

(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)

January 31, 2019 (Unaudited)

 

  (1)

                        GS Client REIT GSCBWRS3

GS Client REIT GSCBWRS3 is a custom basket of real estate stocks.

Underlying Securities

Common Stocks

Long positions

 

Shares    Description    Market Value              % of Total Absolute
Notional Amount
 
            17,582   

Medical Properties Trust, Inc.

     $319,990        9.63
7,234   

Omega Healthcare Investors, Inc.

     $290,753        8.75
8,694   

HCP, Inc.

     $274,219        8.25
12,041   

CareTrust REIT, Inc.

     $264,667        7.97
3,362   

Welltower, Inc.

     $260,500        7.84
2,959   

National Health Investors, Inc.

     $246,330        7.42
3,619   

Ventas, Inc.

     $233,358        7.02
4,854   

LTC Properties, Inc.

     $230,274        6.93
12,681   

Physicians Realty Trust

     $229,647        6.91
7,085   

Healthcare Realty Trust, Inc.

     $228,771        6.89
10,866   

Sabra Health Care REIT, Inc.

     $223,184        6.72
7,686   

Healthcare Trust of America, Inc.

     $218,429        6.58
11,721   

Senior Housing Properties Trust

     $161,402        4.86
25,907   

New Senior Investment Group, Inc.

     $140,414        4.23

 

  (2)

                        GS Client REIT GSCBWRL2

GS Client REIT GSCBWRL2 is a custom basket of real estate stocks.

Underlying Securities

Common Stocks

Long positions

Shares    Description    Market Value              % of Total Absolute
Notional Amount
 
              4,356   

Life Storage, Inc.

     $428,019        13.04
4,311   

Extra Space Storage, Inc.

     $425,070        12.95
14,400   

National Storage Affiliates Trust

     $419,054        12.75
13,496   

CubeSmart

     $417,689        12.72
1,631   

Public Storage

     $346,620        10.56
2,927   

Digital Realty Trust, Inc.

     $317,147        9.66
3,175   

CoreSite Realty Corp.

     $313,663        9.55
5,771   

CyrusOne, Inc.

     $312,783        9.53
770   

Equinix, Inc.

     $303,418        9.24


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

Foreign Currency Contracts Outstanding at January 31, 2019

 

Amount and Description
of Currency to be
Purchased
   Amount and Description
of Currency to be
Sold
   Counterparty    Settlement
Date
   Appreciation    Depreciation

200,000                

   ARS    5,114         USD    MSC    03/20/19    $                        —    $                      (21)

850,000                

   BRL    228,341         USD    SCB    02/04/19    4,654   

850,000                

   BRL    232,756         USD    MSC    02/04/19    240   

20,000                

   BRL    5,132         USD    MSC    03/06/19    341   

3,500,000                

   CLP    5,123         USD    JPM    03/20/19    215   

1,900,000                

   CLP    2,793         USD    HSBC    03/20/19    104   

1,400,000                

   CLP    2,099         USD    BCLY    03/20/19    36   

1,041,000                

   CNH    153,696         USD    HSBC    02/28/19    1,541   

657,000                

   CNH    94,946         USD    CBK    03/20/19    3,027   

15,900,000                

   COP    4,999         USD    MSC    03/20/19    112   

9,400,000                

   COP    2,958         USD    CBK    03/20/19    63   

6,600,000                

   COP    2,085         USD    CBK    03/20/19    37   

120,000                

   CZK    5,306         USD    BNP    03/20/19    34   

50,000                

   CZK    2,210         USD    CBK    03/20/19    15   

60,000                

   CZK    2,682         USD    GSC    03/20/19       (12)

830,000                

   EGP    43,535         USD    MSC    04/22/19    2,277   

550,000                

   EGP    28,871         USD    DEUT    04/22/19    1,486   

170,000                

   EGP    8,999         USD    GSC    06/19/19    228   

50,000                

   EGP    2,644         USD    GSC    07/09/19    54   

334,000                

   EUR    379,240         USD    GSC    02/28/19    3,958   

165,000                

   EUR    188,714         USD    BOA    02/28/19    590   

50,000                

   MXN    2,556         USD    JPM    03/20/19    40   

30,000                

   MXN    1,569         USD    CSFB    03/20/19       (12)

35,000                

   PEN    10,325         USD    BNP    03/20/19    177   

5,000                

   PEN    1,488         USD    CBK    03/20/19    12   

280,000                

   PHP    5,278         USD    DEUT    03/20/19    76   

140,000                

   PHP    2,654         USD    MSC    03/20/19    23   

40,000                

   PLN    10,576         USD    BNP    03/20/19    186   

15,000                

   PLN    3,973         USD    CBK    03/20/19    63   

20,000                

   PLN    5,321         USD    GSC    03/20/19    59   

340,000                

   RUB    5,059         USD    JPM    03/20/19    109   

200,000                

   RUB    2,957         USD    GSC    03/20/19    82   

130,000                

   RUB    1,953         USD    CBK    03/20/19    22   

30,000                

   TRY    5,299         USD    GSC    03/20/19    352   

25,000                

   TRY    4,610         USD    GSC    03/20/19    99   

115,748                

   USD    160,000         AUD    JPM    03/20/19       (638)

232,756                

   USD    850,000         BRL    MSC    02/04/19       (240)

215,909                

   USD    850,000         BRL    MSC    02/04/19       (17,087)

5,128                

   USD    20,000         BRL    DEUT    03/06/19       (344)

227,874                

   USD    850,000         BRL    SCB    03/06/19       (4,689)

151,592                

   USD    200,000         CAD    GSC    02/19/19       (683)

120,121                

   USD    160,000         CAD    BMO    03/20/19       (1,791)

538,442                

   USD    535,000         CHF    BCLY    02/28/19       (970)

69,825                

   USD    65,000         CHF    BNP    10/13/20    546   

37,515                

   USD    35,000         CHF    HSBC    10/13/20    211   

1,642,232                

   USD    11,123,000         CNH    HSBC    02/28/19       (16,469)

355,758                

   USD    310,000         EUR    SSG    02/07/19    724   

3,180,395                

   USD    2,801,000         EUR    GSC    02/28/19       (33,191)

6,902                

   USD    6,000         EUR    BNP    03/07/19    14   

6,913                

   USD    6,000         EUR    JPM    03/20/19    17   

10,344                

   USD    9,000         EUR    JPM    03/20/19       (1)

11,482                

   USD    10,000         EUR    SSG    03/20/19       (12)

22,949                

   USD    20,000         EUR    CBK    03/20/19       (39)

12,519                

   USD    11,000         EUR    SSG    03/20/19       (124)

1,293,921                

   USD    1,132,000         EUR    BOA    03/20/19       (7,227)

1,660,031                

   USD    1,260,000         GBP    BNP    02/28/19    5,047   

229,017                

   USD    180,000         GBP    BCLY    03/20/19       (7,666)

864,027                

   USD    6,770,000         HKD    HSBC    02/28/19    193   

2,899                

   USD    43,000,000         IDR    BCLY    03/20/19       (161)


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

268,920                

   USD    29,500,000         JPY    MSC    02/28/19       (2,496)

1,337,383                

   USD    150,000,000         JPY    BCLY    03/18/19       (44,984)

237,868                

   USD    26,700,000         JPY    BCLY    03/20/19       (8,239)

4,838                

   USD    100,000         MXN    JPM    03/20/19       (353)

336,688                

   USD    2,880,000         NOK    BCLY    02/28/19       (5,239)

229,909                

   USD    15,240,000         RUB    BOA    02/28/19       (2,331)

79,554                

   USD    720,000         SEK    BNP    02/28/19       (194)

164,785                

   USD    5,210,000         THB    JPM    02/28/19       (2,085)

178,959                

   USD    5,491,000         TWD    HSBC    02/27/19       (56)

178,549                

   USD    5,491,000         TWD    BCLY    02/27/19       (467)

357,055                

   USD    10,983,000         TWD    DEUT    02/27/19       (1,009)

5,908                

   USD    79,000         ZAR    BOA    03/20/19       (14)

5,818                

   USD    84,000         ZAR    GSC    03/20/19       (479)

40,000                

   ZAR    2,902         USD    GSC    03/20/19    97   

20,000                

   ZAR    1,420         USD    JPM    03/20/19    79   

 

                Total

   $                    27,240    $                (159,323)

 

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

    

Counterparty Abbreviations:

    
BCLY    Barclays      
BNP    BNP Paribas Securities Services   
BOA    Banc of America Securities LLC   
CBK    Citibank NA      
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      
SSG    State Street Global Markets LLC   

Currency Abbreviations:

    
ARS    Argentine Peso      
AUD    Australian Dollar      
BRL    Brazilian Real      
CAD    Canadian Dollar      
CHF    Swiss Franc      
CLP    Chilean Peso      
CNH    Chinese Renminbi      
COP    Colombian Peso      
CZK    Czech Koruna      
EGP    Egyptian Pound      
EUR    Euro      
GBP    British Pound      
HKD    Hong Kong Dollar      
IDR    Indonesian Rupiah      
INR    Indian Rupee      
JPY    Japanese Yen      
MXN    Mexican Peso      
MYR    Malaysian Ringgit      
NOK    Norwegian Krone      
PEN    Peruvian Sol      
PHP    Philippine Peso      
PLN    Polish Zloty      
RUB    Russian Ruble      
SEK    Swedish Krona      
THB    Thai Baht      
TRY    Turkish Lira      
TWD    Taiwanese Dollar      
USD    United States Dollar      
ZAR    South African Rand          


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

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
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


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total   Level 1     Level 2     Level 3(1)  

Assets

        

Asset & Commercial Mortgage Backed Securities

   $ 1,600,503      $ —      $ 1,600,503      $ —   

Corporate Bonds

     17,572,740        —        17,572,740        —   

Foreign Government Obligations

     7,584,821        —        7,584,821        —   

Municipal Bonds

     285,805        —        285,805        —   

Senior Floating Rate Interests

     10,099,327        —        10,099,327        —   

Equity Linked Securities

     9,741,552        —        —        9,741,552   

U.S. Government Agencies

     1,014,482        —        1,014,482        —   

U.S. Government Securities

     531,121        —        531,121        —   

Common Stocks

 

Automobiles & Components

     287,235        113,027        174,208        —   

Banks

     724,982        407,565        317,417        —   

Capital Goods

     614,246        261,462        352,784        —   

Consumer Durables & Apparel

     1,088,713        795,263        293,450        —   

Consumer Services

     111,576        94,110        17,466        —   

Diversified Financials

     470,273        431,745        38,528        —   

Energy

     3,307,427        2,701,859        464,133        141,435   

Food & Staples Retailing

     74,543        —        74,543        —   

Food, Beverage & Tobacco

     650,841        —        650,841        —   

Insurance

     1,031,783        98,052        933,731        —   

Materials

     547,776        116,579        431,197        —   

Media & Entertainment

     309,672        13,886        295,786        —   

Pharmaceuticals, Biotechnology & Life Sciences

     867,244        434,817        432,427        —   

Real Estate

     1,206,942        792,010        414,932        —   

Retailing

     319,886        292,407        27,479        —   

Semiconductors & Semiconductor Equipment

     185,509        92,921        92,588        —   

Software & Services

     843,017        816,097        26,920        —   

Technology Hardware & Equipment

     232,871        135,013        97,858        —   

Telecommunication Services

     887,504        272,226        615,278        —   

Transportation

     247,049        85,693        161,356        —   

Utilities

     796,255        211,564        584,691        —   

Escrows

     —        —        —        —   

Convertible Bonds

     2,104,485        —        2,104,485        —   

Exchange-Traded Funds

     3,434,266        3,434,266        —        —   

Rights

     213        213        —        —   

Preferred Stocks

     57,405        57,405        —        —   

Convertible Preferred Stocks

     30,099        30,099        —        —   

Warrants

     930        —        —        930   

Short-Term Investments

     7,993,716        7,000,130        993,586        —   

Purchased Options

     30,504        25,592        4,912        —   

Foreign Currency Contracts(2)

     27,240        —        27,240        —   

Futures Contracts(2)

     208,461        208,461        —        —   

Swaps - Credit Default(2)

     155,094        —        154,939        155   

Swaps - Interest Rate(2)

     13,502        —        13,502        —   
  

 

 

 

 

 

 

   

 

 

   

 

 

 

Total

   $         77,291,610      $         18,922,462      $         48,485,076      $         9,884,072   
  

 

 

 

 

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (159,323   $ —      $ (159,323   $ —   

Futures Contracts(2)

     (142,001     (142,001     —        —   

Swaps - Credit Default(2)

     (100,547     —        (94,917     (5,630

Swaps - Interest Rate(2)

     (2,198     —        (2,198     —   

TBA Sale Commitments

     (884,348     —        (884,348     —   

Written Options

     (7,000     (7,000     —        —   
  

 

 

 

 

 

 

   

 

 

   

 

 

 

Total

   $ (1,295,417   $ (149,001   $ (1,140,786   $ (5,630
  

 

 

 

 

 

 

   

 

 

   

 

 

 

 

(1)

For the period ended January 31, 2019, there were no transfers in and out of Level 3.

(2)

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


 

Hartford Multi-Asset Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

The following is a rollforward of the Fund’s investments that were valued using unobservable inputs (Level 3) for the period ended January 31, 2019:

 

Investments in Securities    Equity Linked
Securities
     Corporate
Bonds
     Common
Stock
     Warrants      Credit Default
Swaps
     Total  
  

 

 

 

Beginning balance

   $ 8,693,871      $         -      $ 141,435      $ 930      $              -      $ 8,836,236  

Accrued Discounts (Premiums)

     -        -        -        -        -        -  

Realized Gain (Loss)

     (768,221)        320        -        -        (333)        (768,234)  

Change in Unrealized Appreciation (Depreciation)

     680,460        -        -        -        333        680,793  

Net Purchases

     9,167,769        -        -        -        18,344        9,186,113  

Net Sales

     (8,032,327)        (320)        -        -        (18,344)        (8,050,991)  

Net Transfers in to Level 3

     -        -        -        -        -        -  

Net Transfers out of Level 3

     -        -        -        -        -        -  
  

 

 

 

Ending balance

   $ 9,741,552      $ -      $ 141,435      $ 930      $ -      $ 9,883,917  
  

 

 

 

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at January 31, 2019 was $50,423.


 

Hartford Municipal Income Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Municipal Bonds - 97.2%

 

  

Alabama - 2.8%

 

    $    145,000   

Alabama 21st Century Auth Rev
5.00%, 06/01/2021

   $             153,572  
200,000   

Birmingham, AL, Water Works Board Water Rev
5.00%, 01/01/2029

     236,302  
150,000   

Jefferson County, AL, Board of Education
5.00%, 02/01/2046

     166,010  
300,000   

State of Alabama, Docks Department
5.00%, 10/01/2024

     337,983  
     

 

 

 
        893,867  
     

 

 

 
  

Alaska - 0.3%

 

100,000   

CIVIC Ventures, AK, Rev
5.00%, 09/01/2023

     111,798  
     

 

 

 
  

Arizona - 2.0%

 

200,000   

Maricopa County, AZ, Pollution Control Corp.
5.00%, 06/01/2035

     202,452  
100,000   

Maricopa County, AZ, Industrial Dev Auth
5.00%, 09/01/2042

     110,484  
200,000   

Salt Verde Financial Corp., AZ, Rev
5.00%, 12/01/2037

     232,348  
110,000   

Tempe, AZ, Industrial Dev Auth
4.00%, 10/01/2023(1)

     110,416  
     

 

 

 
        655,700  
     

 

 

 
  

California - 5.1%

 

250,000   

Abag Finance Auth for Nonprofit Corps., CA, Rev
6.00%, 08/01/2030

     276,052  
230,000   

California County Tobacco Securitization Agency
5.00%, 06/01/2020

     237,440  
100,000   

City of Los Angeles, CA, Department of Airports
5.00%, 05/15/2026

     116,401  
45,000   

Elk Grove, CA, Finance Auth Special Tax
5.00%, 09/01/2032

     51,811  
325,000   

Fresno, CA, Unified School Dist
0.00%, 08/01/2032(2)

     201,542  
90,000   

Los Angeles County, CA, Metropolitan Transportation Auth
4.00%, 06/01/2034

     96,858  
  

Orange County, CA, Community Facs Dist

 

100,000   

5.00%, 08/15/2023

     109,522  
150,000   

5.00%, 08/15/2033

     163,847  
100,000   

Romoland, CA, School Dist
5.00%, 09/01/2043

     108,384  
100,000   

San Bernardino City, CA, Unified School Dist
0.00%, 08/01/2027(2)

     80,034  
255,000   

San Joaquin Hills, CA, Transportation Corridor Agency
0.00%, 01/15/2025(2)

     213,866  
     

 

 

 
        1,655,757  
     

 

 

 
  

Colorado - 3.4%

 

250,000   

Arapahoe County, School Dist No. 6 Littleton, CO
5.50%, 12/01/2043

     303,070  
175,000   

City & County of Denver, CO, Airport System Rev
5.00%, 12/01/2036

     214,041  
150,000   

Denver Convention Center Hotel, CO, Auth Rev
5.00%, 12/01/2040

     160,939  
100,000   

Denver Urban Renewal Auth, CO
5.25%, 12/01/2039(1)

     99,491  
  

E-470 Public Highway, CO, Auth Rev

 

45,000   

1 mo. USD LIBOR + 1.050%, 2.74%, 09/01/2039(3)

     45,347  
25,000   

5.00%, 09/01/2019

     25,410  
120,000   

Park Creek, CO, Metropolitan Dist
5.00%, 12/01/2029

     140,510  


 

Hartford Municipal Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

    $    100,000   

Park Creek, CO, Metropolitan Dist Rev
5.00%, 12/01/2023

   $             111,970  
     

 

 

 
        1,100,778  
     

 

 

 
  

Connecticut - 3.5%

 

200,000   

City of Bridgeport, CT, GO
5.00%, 07/15/2048

     218,564  
50,000   

City of Hartford, CT, GO
5.00%, 07/01/2027

     57,167  
100,000   

City of Waterbury, CT
5.00%, 11/15/2047

     110,375  
  

Connecticut State Health & Educational Facs Auth

 

80,000   

3.25%, 09/01/2021(1)

     80,011  
60,000   

5.00%, 07/01/2042

     65,863  
  

Connecticut State, GO

 

125,000   

5.00%, 04/15/2022

     135,906  
170,000   

5.00%, 06/15/2026

     192,930  
250,000   

Town of Hamden, CT, GO
5.00%, 08/15/2025

     288,908  
        1,149,724  
  

District of Columbia - 2.2%

 

  

Dist of Columbia, GO

 

150,000   

5.00%, 06/01/2025

     177,781  
150,000   

5.00%, 06/01/2032

     169,621  
150,000   

5.00%, 07/01/2042

     149,993  
175,000   

Metropolitan Washington Airports Auth,
5.00%, 10/01/2026

     206,117  
        703,512  
  

Florida - 4.5%

 

70,000   

Atlantic Beach Health Care Facs Auth, FL
5.00%, 11/15/2048

     73,532  
200,000   

City of Jacksonville, FL
5.00%, 10/01/2030

     218,102  
200,000   

City of Port Saint Lucie, FL
4.00%, 07/01/2027

     218,754  
150,000   

JEA Water & Sewer System Rev, FL
5.00%, 10/01/2028

     177,745  
150,000   

JEA Electric System Rev, FL
5.00%, 10/01/2028

     174,985  
  

Lee County, FL, Airport Rev

 

125,000   

5.00%, 10/01/2032

     143,229  
100,000   

5.00%, 10/01/2033

     113,927  
  

Miami-Dade County, FL, Aviation Rev

 

15,000   

5.00%, 10/01/2029

     16,943  
15,000   

5.00%, 10/01/2031

     16,769  
20,000   

5.00%, 10/01/2032

     22,257  
20,000   

5.00%, 10/01/2033

     22,168  
65,000   

Miami-Dade County, FL, Seaport Department Rev
5.00%, 10/01/2023

     72,102  
100,000   

Orange County, FL, Health Facs Auth
5.00%, 08/01/2031

     109,210  
60,000   

Putnam County, FL, Dev Auth
5.00%, 03/15/2042

     66,320  
     

 

 

 
        1,446,043  
     

 

 

 
  

Georgia - 1.8%

 

70,000   

Burke County, GA, Dev Auth Rev
2.35%, 10/01/2032(4)

     69,948  
125,000   

3.00%, 11/01/2045(4)

     124,720  
40,000   

Georgia Housing & Finance Auth Rev
3.50%, 06/01/2039

     41,088  
100,000   

Monroe County, GA, Dev Auth Rev
2.40%, 01/01/2039(4)

     99,851  
  

Municipal Electric Auth, GA

 

125,000   

5.00%, 11/01/2022

     137,629  


 

Hartford Municipal Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

    $    100,000   

5.00%, 01/01/2028

   $             113,275  
     

 

 

 
        586,511  
     

 

 

 
  

Hawaii - 0.5%

 

150,000   

State of Hawaii Airports System Rev
5.00%, 07/01/2031

     174,429  
     

 

 

 
  

Illinois - 15.2%

 

  

Chicago, IL, Board of Education

 

140,000   

5.25%, 12/01/2039

     143,158  
100,000   

5.75%, 04/01/2035

     112,890  
270,000   

Chicago, IL, Metropolitan Water Reclamation Dist GO
5.25%, 12/01/2032

     329,403  
  

Chicago, IL, Midway International Airport Rev

 

100,000   

5.00%, 01/01/2023

     109,799  
250,000   

5.00%, 01/01/2041

     269,222  
  

Chicago, IL, Transit Auth

 

75,000   

5.00%, 06/01/2020

     77,765  
100,000   

5.00%, 12/01/2044

     109,437  
160,000   

5.25%, 12/01/2024

     172,560  
250,000   

City of Chicago, IL, GO
5.00%, 01/01/2026

     264,785  
  

Cook County, IL, Community High School Dist No. 212 Leyden

 

105,000   

5.00%, 12/01/2027

     118,596  
170,000   

5.00%, 12/01/2030

     190,160  
  

Cook County, IL, GO

 

100,000   

5.00%, 11/15/2021

     107,145  
105,000   

5.00%, 11/15/2028

     108,850  
  

Decatur, IL, GO

 

110,000   

5.00%, 03/01/2034

     122,077  
150,000   

5.00%, 03/01/2035

     165,825  
  

Illinois State Finance Auth Rev

 

150,000   

5.00%, 11/15/2030

     168,327  
150,000   

5.00%, 02/15/2033

     171,496  
245,000   

5.00%, 08/15/2035

     266,883  
150,000   

5.00%, 10/01/2041

     165,950  
100,000   

Illinois State Toll Highway Auth
5.00%, 01/01/2031

     118,515  
  

Illinois State, GO

 

250,000   

5.00%, 05/01/2029

     261,460  
105,000   

5.00%, 11/01/2029

     112,435  
150,000   

Kane Cook & DuPage Counties, IL, GO
5.00%, 01/01/2035

     163,880  
100,000   

Kane McHenry Cook & DeKalb Counties, IL, Unified School Dist GO
5.00%, 01/01/2023

     110,865  
150,000   

Kendall Kane & Will Counties, IL, Unified School Dist, GO
5.00%, 02/01/2024

     168,845  
  

Metropolitan Pier & Exposition Auth, IL

 

125,000   

0.00%, 06/15/2020(2)

     120,106  
105,000   

0.00%, 12/15/2042(5)

     58,583  
70,000   

Railsplitter, IL, Tobacco Settlement Auth
5.00%, 06/01/2027

     80,532  
  

Regional Transportation, IL, Auth Rev

 

80,000   

5.00%, 06/01/2026

     91,066  
125,000   

6.25%, 07/01/2022

     142,505  
150,000   

Sales Tax Securitization Corp., IL
5.00%, 01/01/2029

     170,906  
50,000   

State of Illinois
5.00%, 02/01/2027

     54,138  
90,000   

University of Illinois, IL, Auxiliary Facs Rev
5.00%, 04/01/2024

     99,540  
     

 

 

 
        4,927,704  
     

 

 

 
  

Indiana - 0.7%

 

115,000   

Indiana Municipal Power Agency
5.00%, 01/01/2033

     134,526  


 

Hartford Municipal Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

    $    85,000   

Indianapolis, IN, Airport Auth Rev
4.75%, 01/01/2030

   $                 86,852  
     

 

 

 
        221,378  
     

 

 

 
  

Kentucky - 1.8%

 

225,000   

Kentucky Bond Dev Corp.
5.00%, 09/01/2035

     256,178  
90,000   

Kentucky Economic Dev Finance Auth
5.00%, 12/01/2047

     97,234  
200,000   

Kentucky Public Energy Auth
4.00%, 01/01/2049(4)

     213,212  
     

 

 

 
        566,624  
     

 

 

 
  

Louisiana - 2.1%

 

  

Louisiana State Local Gov’t Environmental Facs & Community Dev Auth Rev

 

100,000   

5.75%, 11/15/2030

     106,986  
100,000   

6.00%, 11/15/2030

     108,735  
  

Louisiana State Public Facs Auth Rev

 

100,000   

5.00%, 05/15/2035

     108,798  
100,000   

5.00%, 05/15/2047

     107,236  
40,000   

6.38%, 05/15/2031

     44,088  
200,000   

New Orleans, LA, Aviation Board
5.00%, 01/01/2038

     219,982  
     

 

 

 
        695,825  
     

 

 

 
  

Maryland - 0.2%

 

50,000   

Maryland Health & Higher Educational Facs Auth
2.88%, 07/01/2023

     49,682  
     

 

 

 
  

Massachusetts - 4.0%

 

  

Commonwealth of Massachusetts GO

 

100,000   

4.00%, 09/01/2034

     105,963  
530,000   

5.00%, 01/01/2042

     604,306  
  

Massachusetts Dev Finance Agency

 

100,000   

5.00%, 07/01/2034

     108,691  
150,000   

5.00%, 07/01/2048

     162,271  
100,000   

5.00%, 10/01/2047(1)

     103,185  
200,000   

Massachusetts State Port Auth
4.00%, 07/01/2046

     203,202  
     

 

 

 
        1,287,618  
     

 

 

 
  

Michigan - 2.8%

 

85,000   

City of Detroit, MI, GO
5.00%, 04/01/2022

     89,531  
150,000   

Great Lakes, MI, Water Auth Water Supply System Rev
5.00%, 07/01/2046

     167,156  
  

Michigan Finance Auth

 

150,000   

5.00%, 04/01/2019

     150,762  
165,000   

5.00%, 11/01/2034

     192,842  
100,000   

5.00%, 07/01/2035

     110,449  
100,000   

5.00%, 05/15/2038

     109,984  
50,000   

State of Michigan
5.00%, 03/15/2027

     60,352  
35,000   

Wayne County, MI, Airport Auth Rev
5.00%, 12/01/2030

     40,268  
     

 

 

 
        921,344  
     

 

 

 
  

Minnesota - 2.2%

 

200,000   

Duluth, MN, Independent School Dist, No. 709
5.00%, 02/01/2022

     214,520  
20,000   

4.00%, 02/01/2027

     21,422  
100,000   

Minneapolis-St Paul, MN, Metropolitan Airports Commission
5.00%, 01/01/2031

     115,431  
100,000   

Rochester, MN, Healthcare & Housing Rev Facs
4.00%, 12/01/2019

     100,375  
200,000   

Saint Francis, MN, Independent School Dist, No. 15
4.00%, 02/01/2029

     211,954  


 

Hartford Municipal Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

    $    50,000   

Saint Paul, MN, Housing & Redevelopment Auth
5.25%, 11/15/2028

   $                 51,366  
     

 

 

 
        715,068  
     

 

 

 
  

Mississippi - 0.7%

 

200,000   

Mississippi Dev Bank
5.00%, 10/01/2028

     237,748  
     

 

 

 
  

Missouri - 1.5%

 

100,000   

Kirkwood, MO, Industrial Dev Auth
5.25%, 05/15/2032

     105,625  
150,000   

Saint Louis, MO, Airport Rev
5.00%, 07/01/2042

     169,173  
200,000   

St Louis County, MO, Industrial Dev Auth
5.00%, 09/01/2023

     209,216  
     

 

 

 
        484,014  
     

 

 

 
  

Montana - 1.4%

 

  

Montana Board of Housing

 

145,000   

4.00%, 12/01/2043

     153,264  
120,000   

4.25%, 12/01/2045

     129,368  
150,000   

Montana Facs Finance Auth
5.00%, 02/15/2033

     167,859  
     

 

 

 
        450,491  
     

 

 

 
  

Nebraska - 0.3%

 

100,000   

Central Plains, NE, Energy Project Gas Rev
5.25%, 12/01/2021

     107,452  
     

 

 

 
  

Nevada - 1.5%

 

150,000   

City of Reno, NV
5.00%, 06/01/2033

     172,286  
100,000   

Clark County, NV, School Dist
5.00%, 06/15/2029

     118,107  
105,000   

Clark County, NV, School Dist, GO
5.00%, 06/15/2028

     121,387  
75,000   

Clark County, NV, Special Improvement Dist
2.25%, 12/01/2019

     74,792  
     

 

 

 
        486,572  
     

 

 

 
  

New Jersey - 2.7%

 

50,000   

City of Atlantic, NJ, GO
5.00%, 03/01/2020

     51,462  
205,000   

City of Bayonne, NJ, GO
5.00%, 07/01/2034

     228,446  
75,000   

New Jersey Economic Dev Auth
5.00%, 06/15/2023

     82,086  
285,000   

New Jersey Educational Facs Auth Rev
5.00%, 09/01/2019

     289,908  
50,000   

New Jersey Health Care Facs Financing Auth Rev
5.25%, 07/01/2026

     54,084  
65,000   

New Jersey Transportation Trust Fund Auth
5.00%, 12/15/2023

     71,707  
90,000   

Tobacco Settlement Financing Corp., NJ
5.00%, 06/01/2029

     103,989  
     

 

 

 
        881,682  
     

 

 

 
  

New York - 7.0%

 

250,000   

City of New York, NY, GO
5.00%, 12/01/2035

     287,075  
100,000   

Liberty Corp., NY, Dev Goldman Sachs Headquarters
5.25%, 10/01/2035

     122,086  
  

Metropolitan Transportation Auth, NY, Rev

 

100,000   

5.25%, 11/15/2036

     117,018  
70,000   

5.25%, 11/15/2040

     74,479  
160,000   

New York City, NY, Transitional Finance Auth Future Tax Secured Rev
5.00%, 05/01/2036

     186,075  
  

New York State Dormitory Auth

 

245,000   

5.00%, 03/15/2032

     292,427  


 

Hartford Municipal Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

    $    155,000   

5.00%, 03/15/2037

   $             177,053  
  

New York State Dormitory Auth Rev

 

150,000   

5.00%, 03/15/2031

     173,022  
550,000   

5.00%, 03/15/2035

     642,219  
100,000   

New York Transportation Dev Corp. Rev
5.00%, 07/01/2046

     105,314  
100,000   

TSASC, Inc., NY
5.00%, 06/01/2023

     109,797  
     

 

 

 
        2,286,565  
     

 

 

 
  

North Carolina - 0.1%

 

25,000   

North Carolina Medical Care Commission Rev
5.00%, 10/01/2027

     25,103  
     

 

 

 
  

Ohio - 3.0%

 

200,000   

American Municipal Power, Inc., OH
4.00%, 02/15/2036

     205,554  
  

Buckeye, OH, Tobacco Settlement Finance Auth

 

250,000   

6.00%, 06/01/2042

     239,605  
150,000   

6.50%, 06/01/2047

     148,314  
  

City of Cleveland, OH, Airport System Rev

 

60,000   

5.00%, 01/01/2022

     65,184  
55,000   

5.00%, 01/01/2023

     61,151  
150,000   

Cleveland, OH, Department of Public Utilities
5.00%, 11/15/2030

     176,661  
70,000   

County of Montgomery, OH
5.00%, 05/01/2039

     70,405  
     

 

 

 
        966,874  
     

 

 

 
  

Oklahoma - 0.2%

 

  

Oklahoma Dev Finance Auth

 

35,000   

5.25%, 08/15/2048

     38,119  
35,000   

5.50%, 08/15/2057

     38,804  
     

 

 

 
        76,923  
     

 

 

 
  

Oregon - 1.2%

 

55,000   

Benton & Linn Counties, OR, Consolidated School Dist No. 509J & 509A Corvallis
0.00%, 06/15/2038(5)

     59,409  
40,000   

Marion County, OR, School Dist No. 15 North Marion
0.00%, 06/15/2037(2)

     19,379  
55,000   

Salem Hospital Fac Auth, OR
5.00%, 05/15/2025

     60,887  
115,000   

State of Oregon Housing & Community Services Department
4.50%, 01/01/2049

     124,256  
225,000   

Washington Clackamas & Yamhill Counties, OR, School Dist No. 88J
0.00%, 06/15/2034(2)

     128,698  
     

 

 

 
        392,629  
     

 

 

 
  

Pennsylvania - 6.2%

 

100,000   

Delaware River, PA, JT Toll Bridge Commission
5.00%, 07/01/2047

     112,391  
90,000   

Harrisburg, PA, School Dist GO
5.00%, 11/15/2026

     105,400  
100,000   

Lancaster County, PA, Hospital Auth
5.13%, 07/01/2037

     103,693  
100,000   

Montgomery County, PA, Industrial Dev Auth Rev
5.00%, 12/01/2025

     109,286  
150,000   

Pennsylvania Commonwealth Financing Auth
5.00%, 06/01/2027

     174,228  
150,000   

Pennsylvania Higher Educational Facs Auth Rev
5.00%, 05/01/2025

     173,513  
235,000   

Pennsylvania Housing Finance Agency
4.75%, 04/01/2033

     253,210  
  

Pennsylvania Turnpike Commission Rev

 

250,000   

MUNIPSA + 0.980%, 2.41%, 12/01/2021(3)

     252,562  
150,000   

5.00%, 12/01/2025

     175,132  
90,000   

5.00%, 12/01/2031

     102,707  


 

Hartford Municipal Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

    $    145,000   

5.00%, 12/01/2037

   $             155,346  
115,000   

Philadelphia, PA, School Dist GO
5.00%, 09/01/2019

     116,908  
150,000   

Reading, PA, School Dist GO
5.00%, 03/01/2025

     172,470  
     

 

 

 
        2,006,846  
     

 

 

 
  

Puerto Rico - 0.3%

 

40,000   

Commonwealth of Puerto Rico, GO
5.50%, 07/01/2019

     40,345  
  

Puerto Rico Electric Power Auth

 

25,000   

5.00%, 07/01/2019

     25,166  
35,000   

5.25%, 07/01/2019

     35,267  
     

 

 

 
        100,778  
     

 

 

 
  

Rhode Island - 0.6%

 

80,000   

Rhode Island Health & Educational Bldg Corp.
5.00%, 05/15/2028

     93,504  
100,000   

Rhode Island Housing & Mortgage Finance Corp.
4.00%, 10/01/2032

     102,407  
     

 

 

 
        195,911  
     

 

 

 
  

South Carolina - 1.2%

 

150,000   

South Carolina Jobs-Economic Dev Auth
5.00%, 05/01/2028

     176,167  
  

South Carolina State Public Service Auth

 

50,000   

5.00%, 12/01/2031

     54,414  
50,000   

5.00%, 12/01/2034

     53,946  
100,000   

5.00%, 12/01/2050

     104,794  
     

 

 

 
        389,321  
     

 

 

 
  

Tennessee - 1.7%

 

150,000   

Shelby County, TN, Health Educational & Housing Facs Board Rev
5.00%, 09/01/2025(1)

     149,994  
  

Tennessee Housing Dev Agency

 

205,000   

3.50%, 01/01/2047

     211,543  
180,000   

4.00%, 01/01/2049

     191,002  
     

 

 

 
        552,539  
     

 

 

 
  

Texas - 8.2%

 

  

Arlington, TX, Higher Education Finance Corp. Rev

 

150,000   

4.00%, 08/15/2030

     161,195  
250,000   

5.00%, 02/15/2027

     298,225  
200,000   

Austin, TX, Airport System Rev
5.00%, 11/15/2031

     224,458  
250,000   

Central Texas Turnpike System Rev
5.00%, 08/15/2042

     265,130  
250,000   

Dallas/Fort Worth, TX, International Airport Rev
5.00%, 11/01/2043

     259,882  
150,000   

El Paso, TX, ISD GO
5.00%, 08/15/2027

     179,115  
110,000   

Harris County, TX, Toll Road Auth
5.00%, 08/15/2031

     130,154  
100,000   

Harris County-Houston, TX, Sports Auth
5.00%, 11/15/2020

     105,381  
75,000   

Kerrville, TX, Health Facs Dev Corp.
5.00%, 08/15/2023

     82,950  
150,000   

Lower Colorado River, TX, Auth Rev
5.00%, 05/15/2040

     167,050  
100,000   

New Hope, TX, Cultural Education Facs Finance Corp.
5.00%, 11/01/2031

     105,573  
325,000   

North Texas Tollway Auth Rev
5.00%, 01/01/2036

     368,495  
35,000   

6.25%, 01/01/2039

     35,118  
250,000   

Texas Municipal Gas Acquisition & Supply Corp. Rev
5.25%, 12/15/2025

     292,420  
     

 

 

 
        2,675,146  
     

 

 

 


 

Hartford Municipal Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Utah - 0.6%

     
    $    175,000   

Salt Lake County, UT
5.13%, 02/15/2033

      $             202,897  
        

 

 

 
  

Virginia - 0.3%

     
90,000   

Wise County, VA, Industrial Dev Auth Rev
1.88%, 11/01/2040(4)

        89,596  
        

 

 

 
  

Washington - 2.3%

     
250,000   

King County, WA, GO
4.00%, 07/01/2030

        276,795  
140,000   

Port of Seattle, WA
5.00%, 05/01/2028

        166,680  
  

Washington State Health Care Facs Auth Rev

     
115,000   

5.00%, 01/01/2026

        133,030  
145,000   

5.38%, 01/01/2040

        154,955  
        

 

 

 
           731,460  
        

 

 

 
  

Wisconsin - 1.1%

     
150,000   

Public Finance Auth, WI
5.00%, 07/01/2048

        162,393  
100,000   

5.00%, 05/15/2019(1)

        100,638  
100,000   

5.00%, 10/01/2043(1)

        100,832  
        

 

 

 
           363,863  
        

 

 

 
  

Total Municipal Bonds
(cost $31,152,273)

      $ 31,567,772  
        

 

 

 
  

Total Long-Term Investments
(cost $31,152,273)

      $ 31,567,772  
        

 

 

 

Short-Term Investments - 2.9%

     
  

Other Investment Pools & Funds - 2.9%

     
931,873   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(6)

        931,873  
        

 

 

 
  

Total Short-Term Investments
(cost $931,873)

      $ 931,873  
        

 

 

 
  

Total Investments
(cost $32,084,146)

     100.1%      $ 32,499,645  
  

Other Assets and Liabilities

     (0.1)%        (29,099
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 32,470,546  
     

 

 

    

 

 

 

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

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group 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. These classifications are used for financial reporting purposes.

 

(1)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $744,567, representing 2.3% of net assets.

(2)

Security is a zero-coupon bond.

(3)

Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2019.

(4)

Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

(5)

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

(6)

Current yield as of period end.

† 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   


 

Hartford Municipal Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

Other Abbreviations:

  
LIBOR    London Interbank Offered Rate   
MUNIPSA    Municipal Swap Index Yield   

Municipal Abbreviations:

  
Auth                                                 Authority   
Dev    Development   
Dist    District   
Facs    Facilities   
GO    General Obligation   
Rev    Revenue   
VA    Veterans Administration   


 

Hartford Municipal Income Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

           

Municipal Bonds

   $ 31,567,772      $      $ 31,567,772      $  

Short-Term Investments

     931,873        931,873                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $         32,499,645      $         931,873      $         31,567,772      $                 —  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2019, there were no transfers in and out of Level 3.


 

The Hartford Municipal Opportunities Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Shares or Principal Amount

   Market Value  

Municipal Bonds - 94.7%

 

  

Alabama - 1.5%

 

  

Alabama Federal Aid Highway Finance Auth

 

$    1,615,000   

5.00%, 09/01/2026

   $ 1,799,078  
1,250,000   

5.00%, 09/01/2034

     1,461,437  
1,000,000   

Alabama State Port Auth Rev, Docks Facilities
5.00%, 10/01/2032

     1,131,100  
1,415,000   

Birmingham, AL, Water Works Board Water Rev
5.00%, 01/01/2029

     1,671,837  
2,660,000   

Jefferson County, AL
5.00%, 04/01/2024

     3,030,565  
3,000,000   

Jefferson County, AL, Board of Education
5.00%, 02/01/2042

     3,331,530  
230,000   

State of Alabama, Docks Department
5.00%, 10/01/2024

     259,120  
     

 

 

 
        12,684,667  
     

 

 

 
  

Alaska - 0.4%

 

  

CIVICVentures, AK, Rev

 

2,000,000   

5.00%, 09/01/2025

     2,304,000  
1,000,000   

5.00%, 09/01/2026

     1,149,380  
     

 

 

 
        3,453,380  
     

 

 

 
  

Arizona - 1.1%

 

4,925,000   

Maricopa County, AZ, Pollution Control Corp.
5.00%, 06/01/2035

     4,985,381  
1,360,000   

Pima County, AZ, Independent Dev Auth Education Rev, Legacy Traditional Charter School
8.50%, 07/01/2039

     1,396,910  
855,000   

Salt Verde Financial Corp., AZ
5.25%, 12/01/2020

     903,265  
114,000   

Sundance, AZ, Community Facs Dist
7.13%, 07/01/2027(1)

     114,010  
2,200,000   

Tempe, AZ, Industrial Dev Auth
4.00%, 10/01/2023(1)

     2,208,316  
     

 

 

 
        9,607,882  
     

 

 

 
  

California - 7.0%

 

1,050,000   

California County, CA, Tobacco Securitization
5.00%, 06/01/2022

     1,124,886  
  

California State Communities Dev Auth Rev

 

700,000   

5.00%, 10/01/2022

     740,908  
1,000,000   

5.63%, 10/01/2032

     1,053,340  
1,000,000   

California State Health Facs
5.00%, 02/01/2029

     1,184,850  
1,000,000   

California State Public Works Board, Correctional Facs Improvement
6.00%, 03/01/2035

     1,048,240  
2,000,000   

California State Public Works Board, Lease Rev
5.25%, 10/01/2023

     2,185,380  
170,000   

California State Public Works Board, State University Trustees
6.13%, 04/01/2029

     171,250  
3,000,000   

California State, GO
5.00%, 08/01/2029

     3,549,960  
300,000   

El Dorado, CA, Irrigation Dist
5.38%, 08/01/2024

     305,748  
  

Elk Grove, CA, Finance Auth Special Tax

 

315,000   

5.00%, 09/01/2031

     363,913  
910,000   

5.00%, 09/01/2032

     1,047,728  
2,600,000   

Fresno, CA, Unified School Dist
0.00%, 08/01/2031(2)

     1,694,680  
  

Hemet Unified School Dist Financing Auth, CA

 

1,440,000   

5.00%, 09/01/2030

     1,561,349  
1,535,000   

5.00%, 09/01/2031

     1,659,120  
400,000   

Huntington Park, CA, Public Finance Auth Rev
5.25%, 09/01/2019

     401,096  
  

Inglewood, CA, Redevelopment Agency

 


 

The Hartford Municipal Opportunities Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    1,000,000   

5.00%, 05/01/2028

   $ 1,196,640  
1,000,000   

5.00%, 05/01/2029

     1,189,220  
5,225,000   

Long Beach, CA, Finance Auth Natural Gas
3 mo. USD LIBOR + 1.450%, 3.20%, 11/15/2027(3)

     5,248,408  
2,000,000   

Oakland, CA, Airport Rev
5.00%, 05/01/2026

     2,128,100  
  

Orange County, CA, Community Facs Dist, Special Tax

 

1,000,000   

5.00%, 08/15/2034

     1,080,820  
1,000,000   

5.00%, 08/15/2036

     1,078,610  
2,500,000   

5.00%, 08/15/2041

     2,672,875  
500,000   

Port of Oakland, CA
5.00%, 05/01/2023

     546,675  
1,000,000   

Rancho Cucamonga, CA, Redevelopment Agency Tax Allocation
5.00%, 09/01/2029

     1,150,670  
2,000,000   

Romoland School Dist
5.00%, 09/01/2048

     2,157,740  
1,000,000   

San Buenaventura, CA, Community Memorial Health System
7.50%, 12/01/2041

     1,091,420  
  

San Diego, CA, United School Dist

 

805,000   

4.00%, 07/01/2034

     855,458  
865,000   

4.00%, 07/01/2035

     912,488  
60,000   

San Diego, CA, Redevelopment Agency, Centre City Sub Package
5.25%, 09/01/2026

     60,179  
3,000,000   

San Diego, CA, Redevelopment Agency, Tax Allocation
7.00%, 11/01/2039

     3,119,310  
1,120,000   

San Francisco City & County, CA, Redevelopment Agency
6.50%, 08/01/2032

     1,147,552  
1,165,000   

San Joaquin Hills, CA, Transportation Auth
5.00%, 01/15/2029

     1,306,932  
  

San Mateo, CA, Joint Powers Finance Auth

 

1,250,000   

5.00%, 06/15/2029

     1,441,175  
1,250,000   

5.00%, 06/15/2030

     1,437,750  
2,000,000   

Santa Cruz County, CA, Redevelopment Agency
6.63%, 09/01/2029

     2,057,620  
  

Santa Margarita, CA, Water Dist Special Tax

 

500,000   

4.25%, 09/01/2021

     517,125  
500,000   

5.00%, 09/01/2022

     530,685  
500,000   

5.00%, 09/01/2023

     536,030  
500,000   

5.00%, 09/01/2024

     536,245  
500,000   

5.00%, 09/01/2025

     535,150  
2,065,000   

5.00%, 09/01/2028

     2,248,971  
1,500,000   

Stockton, CA, Redevelopment Agency
5.00%, 09/01/2029

     1,760,685  
1,250,000   

Ventura County, CA, Certificates of Participation
5.63%, 08/15/2027

     1,277,475  
1,000,000   

Washington Township, CA, Health Care Dist Rev
6.00%, 07/01/2029

     1,014,260  
     

 

 

 
            58,928,716  
     

 

 

 
  

Colorado - 2.0%

 

  

Arapahoe Cnty. School Dist No. 6 Littleton, CO

 

1,230,000   

5.50%, 12/01/2032

     1,544,757  
1,655,000   

5.50%, 12/01/2034

     2,060,591  
  

City & County of Denver, CO, Airport System Rev

 

1,000,000   

5.00%, 12/01/2034

     1,220,700  
1,575,000   

5.00%, 12/01/2036

     1,926,367  
1,330,000   

Colorado Health Facs Auth Rev
1 mo. USD LIBOR + 1.250%, 2.96%, 10/01/2039(3)

     1,333,977  
1,000,000   

Denver City & County School Dist No. 1, CO
5.50%, 12/01/2029

     1,256,050  
1,440,000   

Denver Urban Renewal Auth, CO
5.25%, 12/01/2039(1)

     1,432,670  
1,930,000   

E-470 Public Highway, CO, Auth Rev
1 mo. USD LIBOR + 1.050%, 2.74%, 09/01/2039(3)

     1,944,861  
1,195,000   

Park Creek, CO, Metropolitan Dist
5.00%, 12/01/2033

     1,365,311  


 

The Hartford Municipal Opportunities Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    2,000,000   

Park Creek, CO, Metropolitan Dist
5.00%, 12/01/2029

   $ 2,264,920  
600,000   

University of Colorado Enterprise Rev
5.75%, 06/01/2028

     607,980  
     

 

 

 
        16,958,184  
     

 

 

 
  

Connecticut - 3.6%

 

6,500,000   

City of Bridgeport, CT, GO
5.00%, 08/15/2025

     7,490,405  
950,000   

City of Hartford, CT, GO
5.00%, 07/01/2027

     1,086,173  
1,500,000   

City of New Britain, CT, GO
5.00%, 03/01/2031

     1,722,960  
2,600,000   

City of New Haven, CT, GO
5.00%, 08/01/2024

     2,983,344  
  

City of Waterbury, CT, GO

 

405,000   

5.00%, 11/15/2031

     466,426  
1,000,000   

5.00%, 11/15/2032

     1,147,510  
  

Connecticut Housing Finance Auth

 

515,000   

4.00%, 11/15/2044

     531,516  
1,435,000   

4.00%, 11/15/2045

     1,490,334  
1,800,000   

4.00%, 05/15/2047

     1,902,312  
  

Connecticut State, GO

 

470,000   

5.00%, 04/15/2022

     511,008  
250,000   

5.00%, 03/15/2024

     280,460  
750,000   

5.00%, 05/15/2025

     853,185  
  

State of Connecticut

 

1,450,000   

5.00%, 03/15/2025

     1,645,503  
2,425,000   

5.00%, 06/15/2026

     2,788,144  
2,500,000   

5.00%, 04/15/2029

     2,851,100  
2,065,000   

Town of Hamden, CT, GO
5.00%, 08/15/2025

     2,386,376  
     

 

 

 
            30,136,756  
     

 

 

 
  

District of Columbia - 0.1%

 

  

Dist of Columbia Rev

 

735,000   

5.00%, 07/01/2032

     760,982  
270,000   

5.00%, 07/01/2037

     273,316  
     

 

 

 
        1,034,298  
     

 

 

 
  

Florida - 3.8%

 

1,430,000   

Atlantic Beach Health Care Facs Auth, FL
5.00%, 11/15/2048

     1,502,143  
  

Broward County, FL, Airport System Rev

 

145,000   

5.00%, 10/01/2019

     147,923  
265,000   

5.00%, 10/01/2020

     278,298  
285,000   

5.00%, 10/01/2021

     306,483  
  

City of Port Saint Lucie, FL

 

3,000,000   

4.00%, 07/01/2028

     3,262,320  
3,000,000   

4.00%, 07/01/2029

     3,245,550  
2,040,000   

Greater Orlando, FL, Aviation Auth
5.00%, 10/01/2024

     2,192,674  
1,750,000   

Lakeland, FL, Retirement Community Rev
6.38%, 01/01/2043

     1,753,062  
500,000   

Magnolia Creek, FL, Community Development Dist Capital Improvement
5.90%, 05/01/2039*

     112,500  
1,000,000   

Manatee County, FL, School Dist
5.00%, 10/01/2030

     1,169,760  
190,000   

Miami Beach, FL, Health Facs Auth
5.00%, 11/15/2020

     199,063  
1,000,000   

Miami Beach, FL, Redevelopment Agency
5.00%, 02/01/2026

     1,140,310  
  

Miami-Dade County, FL, Aviation Rev

 

1,000,000   

5.00%, 10/01/2024

     1,097,500  
2,500,000   

5.00%, 10/01/2026

     2,729,025  
530,000   

5.00%, 10/01/2027

     597,103  


 

The Hartford Municipal Opportunities Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    200,000   

5.00%, 10/01/2035

   $ 208,864  
625,000   

Miami-Dade County, FL, Expressway Auth
5.00%, 07/01/2024

     719,613  
3,000,000   

Miami-Dade County, FL, GO
5.00%, 07/01/2032

     3,443,400  
  

Orange County, FL, Health Facs Auth

 

1,190,000   

5.00%, 08/01/2024

     1,327,540  
1,280,000   

5.00%, 08/01/2025

     1,430,810  
1,350,000   

5.00%, 08/01/2026

     1,502,347  
  

Palm Beach County, FL, Health Facs Auth

 

1,000,000   

6.75%, 06/01/2024

     1,115,910  
1,000,000   

6.80%, 06/01/2025

     1,113,120  
1,150,000   

Putnam County, FL, Development Auth
5.00%, 03/15/2042

     1,271,130  
190,000   

Village, FL, Community Development Dist No. 11
3.25%, 05/01/2019

     190,701  
     

 

 

 
            32,057,149  
     

 

 

 
  

Georgia - 3.2%

 

2,000,000   

Atlanta, GA, Airport Passenger Facs Charge Rev
5.00%, 01/01/2023

     2,056,640  
  

Burke County, GA, Dev Auth Rev

 

285,000   

1.85%, 12/01/2049(4)

     284,581  
1,740,000   

2.05%, 10/01/2032(4)

     1,701,946  
2,860,000   

2.35%, 10/01/2032(4)

     2,857,884  
4,450,000   

3.00%, 11/01/2045(4)

     4,440,032  
1,500,000   

Dekalb Newton and Gwinnett Counties, GA, Joint DA
6.00%, 07/01/2034

     1,526,160  
3,375,000   

Monroe County, GA, DA Rev
2.40%, 01/01/2039(4)

     3,369,971  
  

Municipal Electric Auth, GA

 

1,170,000   

5.00%, 01/01/2022

     1,264,185  
1,000,000   

5.00%, 11/01/2022

     1,101,030  
1,075,000   

5.00%, 01/01/2024

     1,183,296  
6,420,000   

5.00%, 01/01/2028

     7,292,950  
     

 

 

 
        27,078,675  
     

 

 

 
  

Hawaii - 0.7%

 

2,000,000   

Hawaii State Dept of Transportation
5.00%, 08/01/2022

     2,190,740  
  

State of Hawaii Airports System Rev

 

1,000,000   

5.00%, 07/01/2032

     1,157,530  
1,000,000   

5.00%, 07/01/2033

     1,151,350  
155,000   

5.00%, 07/01/2034

     177,644  
1,000,000   

5.00%, 07/01/2035

     1,140,850  
     

 

 

 
        5,818,114  
     

 

 

 
  

Illinois - 16.5%

 

  

Chicago, IL, Board of Education

 

600,000   

5.00%, 12/01/2023

     629,010  
1,000,000   

5.00%, 12/01/2024

     1,116,880  
3,500,000   

5.00%, 12/01/2034

     3,618,335  
1,000,000   

5.00%, 04/01/2046

     1,060,250  
665,000   

6.00%, 01/01/2020

     682,842  
1,510,000   

Chicago, IL, Board of Education, GO
5.00%, 12/01/2042

     1,513,533  
715,000   

Chicago, IL, Board of Education, Special Tax
6.00%, 04/01/2046

     813,663  
  

Chicago, IL, Metropolitan Water Reclamation Dist GO

 

3,500,000   

5.00%, 12/01/2027

     4,101,965  
2,530,000   

5.00%, 12/01/2031

     2,707,125  
1,700,000   

5.25%, 12/01/2032

     2,074,017  
  

Chicago, IL, Midway International Airport

 

500,000   

5.00%, 01/01/2021

     527,070  
1,420,000   

5.00%, 01/01/2031

     1,574,468  
1,000,000   

5.00%, 01/01/2036

     1,100,330  
  

Chicago, IL, Transit Auth

 


 

The Hartford Municipal Opportunities Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    3,000,000   

5.00%, 06/01/2020

   $     3,110,610  
415,000   

5.00%, 06/01/2025

     473,249  
800,000   

5.25%, 12/01/2027

     853,296  
5,000,000   

5.25%, 12/01/2028

     5,316,300  
  

City of Chicago, IL, GO

 

1,000,000   

5.00%, 01/01/2020

     1,017,850  
980,000   

5.00%, 01/01/2021

     1,012,742  
1,000,000   

5.00%, 12/01/2023

     1,030,900  
2,000,000   

5.00%, 01/01/2024

     2,124,880  
  

City of Chicago, IL, Wastewater Transmission Rev

 

1,000,000   

5.00%, 01/01/2028

     1,114,970  
2,500,000   

5.00%, 01/01/2029

     2,777,375  
  

City of Chicago, IL, Waterworks Rev

 

135,000   

5.00%, 11/01/2023

     147,586  
1,000,000   

5.00%, 11/01/2027

     1,149,120  
1,020,000   

5.00%, 11/01/2028

     1,137,637  
1,205,000   

5.00%, 11/01/2029

     1,294,507  
3,465,000   

Cook County, IL, Community Consolidated School Dist No. 15, GO
5.00%, 12/01/2024

     3,984,438  
  

Cook County, IL, Community High School Dist No. 212 Leyden

 

1,775,000   

5.00%, 12/01/2026

     2,014,093  
310,000   

5.00%, 12/01/2027

     350,142  
1,000,000   

5.00%, 12/01/2034

     1,108,940  
  

Cook County, IL, GO

 

1,000,000   

5.00%, 11/15/2026

     1,136,340  
4,300,000   

5.00%, 11/15/2027

     4,851,260  
600,000   

Cook County, IL, Regional Transportation Auth
5.00%, 06/01/2035

     675,840  
1,400,000   

Illinois Finance Auth Rev, Art Institute of Chicago
6.00%, 03/01/2038

     1,404,564  
  

Illinois State Finance Auth Rev

 

1,000,000   

5.00%, 10/01/2023

     1,129,450  
1,000,000   

5.00%, 11/15/2023

     1,133,170  
5,000,000   

5.00%, 02/15/2027

     5,968,550  
700,000   

5.00%, 10/01/2028

     817,544  
1,000,000   

5.00%, 11/15/2028

     1,140,270  
2,650,000   

5.00%, 11/15/2031

     2,954,432  
2,500,000   

5.00%, 11/15/2033

     2,764,575  
2,135,000   

5.00%, 11/15/2034

     2,361,993  
1,240,000   

7.75%, 08/15/2034

     1,279,110  
1,500,000   

Illinois State Toll Highway Auth
5.00%, 01/01/2031

     1,777,725  
  

Illinois State Toll Highway Auth, Taxable Rev

 

1,000,000   

5.00%, 01/01/2027

     1,111,030  
1,000,000   

5.00%, 01/01/2031

     1,144,810  
  

Illinois State, GO

 

1,500,000   

5.00%, 08/01/2025

     1,568,325  
3,500,000   

5.00%, 11/01/2025

     3,775,590  
1,985,000   

5.00%, 02/01/2026

     2,096,061  
3,120,000   

5.00%, 11/01/2029

     3,340,927  
950,000   

5.00%, 05/01/2033

     980,400  
1,030,000   

6.50%, 06/15/2022

     1,075,382  
  

Kane Cook & DuPage Counties, IL, GO

 

4,200,000   

5.00%, 01/01/2031

     4,614,834  
1,700,000   

5.00%, 01/01/2034

     1,858,117  
1,700,000   

5.00%, 01/01/2035

     1,857,301  
  

Kane McHenry Cook & De Kalb Counties, IL, Unified School Dist No. 300

 

1,875,000   

5.00%, 01/01/2027

     2,137,575  
2,000,000   

5.00%, 01/01/2029

     2,324,300  
1,665,000   

Kendall Kane & Will Counties Community, IL, Unified School Dist No. 308
5.00%, 02/01/2034

     1,856,941  
  

Metropolitan Pier & Exposition Auth, IL

 

1,120,000   

0.00%, 06/15/2020(2)

     1,076,152  
4,000,000   

0.00%, 12/15/2024(2)

     3,261,720  
2,000,000   

0.00%, 06/15/2027(2)

     1,477,900  


 

The Hartford Municipal Opportunities Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    3,895,000   

0.00%, 12/15/2042(5)

   $ 2,173,137  
1,650,000   

5.00%, 12/15/2020

     1,711,463  
1,000,000   

5.00%, 12/15/2035

     1,052,710  
  

Railsplitter Tobacco Settlement Auth, IL

 

1,000,000   

5.00%, 06/01/2026

     1,156,930  
1,940,000   

5.00%, 06/01/2027

     2,231,892  
1,000,000   

5.50%, 06/01/2023

     1,084,330  
  

Sales Tax Securitization Corp., IL

 

350,000   

5.00%, 01/01/2029

     398,780  
2,210,000   

5.00%, 01/01/2029

     2,539,356  
1,000,000   

5.00%, 01/01/2030

     1,134,390  
  

State of Illinois

 

1,185,000   

5.00%, 06/15/2024

     1,269,194  
3,500,000   

5.00%, 11/01/2024

     3,763,200  
2,000,000   

5.00%, 10/01/2026

     2,162,220  
1,200,000   

5.00%, 02/01/2027

     1,299,300  
     

 

 

 
            138,467,213  
     

 

 

 
  

Indiana - 1.4%

 

2,000,000   

City of Whiting, IN
5.00%, 03/01/2046(4)

     2,177,140  
  

Indiana Municipal Power Agency

 

1,050,000   

5.00%, 01/01/2032

     1,236,417  
870,000   

5.00%, 01/01/2033

     1,017,717  
180,000   

5.00%, 01/01/2034

     208,717  
1,000,000   

Indiana State Finance Auth Hospital Rev
5.00%, 12/01/2029

     1,134,700  
1,625,000   

Indiana State Finance Auth Rev
5.00%, 03/01/2023

     1,731,405  
1,000,000   

Indianapolis, IN, Airport Auth Rev
5.00%, 01/01/2029

     1,105,040  
1,000,000   

Indianapolis, IN, Local Public Improvement Bond Bank
5.00%, 01/01/2031

     1,139,780  
775,000   

Richmond, IN, Hospital Auth Rev
5.00%, 01/01/2035

     847,354  
250,000   

University of Southern Indiana
5.00%, 10/01/2023

     255,423  
1,000,000   

Whiting, IN, Environmental Facs Rev
1.85%, 06/01/2044(4)

     998,300  
     

 

 

 
        11,851,993  
     

 

 

 
  

Iowa - 0.1%

 

650,000   

Iowa Student Loan Liquidity Corp.
5.00%, 12/01/2024

     728,195  
     

 

 

 
  

Kansas - 0.3%

 

  

Wyandotte County-Kansas City, KS

 

1,000,000   

5.00%, 09/01/2025

     1,148,400  
1,390,000   

5.00%, 09/01/2028

     1,607,674  
     

 

 

 
        2,756,074  
     

 

 

 
  

Kentucky - 1.8%

 

  

Kentucky Bond Dev Corp.

 

1,000,000   

5.00%, 09/01/2032

     1,153,660  
1,100,000   

5.00%, 09/01/2033

     1,263,141  
1,200,000   

5.00%, 09/01/2034

     1,371,576  
1,025,000   

5.00%, 09/01/2035

     1,167,034  
2,910,000   

Kentucky Economic Dev Finance Auth
5.00%, 12/01/2047

     3,143,877  
4,000,000   

Kentucky Public Energy Auth
4.00%, 01/01/2049(4)

     4,264,240  
2,600,000   

Louisville & Jefferson County, KY, Metropolitan Gov’t Rev Catholic Health Initiatives
5.00%, 12/01/2023

     2,820,792  
     

 

 

 
        15,184,320  
     

 

 

 
  

Louisiana - 2.0%

 

  

City of Shreveport, LA, Water & Sewer Rev

 


 

The Hartford Municipal Opportunities Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    2,000,000   

5.00%, 12/01/2027

   $ 2,313,220  
1,000,000   

5.00%, 12/01/2035

     1,137,400  
1,400,000   

5.00%, 12/01/2036

     1,586,606  
  

Louisiana State Local Gov’t Environmental Facs & Community Dev Auth Rev

 

975,000   

5.75%, 11/15/2030

     1,043,114  
1,155,000   

6.00%, 11/15/2030

     1,255,889  
1,750,000   

6.00%, 11/15/2035

     1,879,587  
4,000,000   

Louisiana State, GO
5.00%, 12/01/2031

     4,569,080  
  

New Orleans, LA, Aviation Board

 

750,000   

5.00%, 01/01/2026

     864,668  
500,000   

5.00%, 01/01/2027

     581,775  
1,250,000   

5.00%, 01/01/2034

     1,371,625  
     

 

 

 
            16,602,964  
     

 

 

 
  

Maryland - 0.5%

 

500,000   

Howard, MD, Special Obligation
4.00%, 02/15/2028(1)

     506,420  
480,000   

Maryland Economic Development Corp.
4.00%, 06/01/2020

     493,565  
1,620,000   

Maryland Health & Higher Educational Facs. Auth
2.88%, 07/01/2023

     1,609,680  
2,000,000   

Rockville, MD, Mayor
3.00%, 11/01/2025

     1,940,340  
     

 

 

 
        4,550,005  
     

 

 

 
  

Massachusetts - 1.8%

 

5,000,000   

Commonwealth of Massachusetts
5.00%, 01/01/2036

     5,889,050  
200,000   

Massachusetts School Building Auth
5.00%, 11/15/2030

     235,922  
  

Massachusetts State Development Finance Agency

 

1,000,000   

4.00%, 10/01/2024(1)

     1,022,850  
1,000,000   

4.00%, 10/01/2025(1)

     1,022,270  
635,000   

4.00%, 10/01/2026(1)

     647,154  
165,000   

4.00%, 07/15/2036

     176,619  
1,720,000   

5.00%, 07/01/2028

     1,937,219  
1,000,000   

5.00%, 07/01/2029

     1,118,560  
2,000,000   

5.00%, 07/01/2030

     2,221,780  
1,200,000   

8.00%, 04/15/2031

     1,251,960  
     

 

 

 
        15,523,384  
     

 

 

 
  

Michigan - 3.6%

 

500,000   

City of Detroit MI
5.00%, 04/01/2021

     519,240  
5,000,000   

Great Lakes, MI, Water Auth Water Supply System Rev
5.00%, 07/01/2029

     5,844,150  
  

Michigan Finance Auth

 

2,165,000   

5.00%, 04/01/2020

     2,241,468  
1,000,000   

5.00%, 07/01/2027

     1,140,080  
1,000,000   

5.00%, 07/01/2028

     1,134,060  
1,000,000   

5.00%, 07/01/2029

     1,115,520  
2,700,000   

5.00%, 10/01/2030

     3,025,242  
2,555,000   

5.00%, 06/01/2033

     2,837,864  
1,000,000   

5.00%, 06/01/2034

     1,107,050  
915,000   

5.00%, 11/01/2034

     1,069,397  
1,000,000   

5.00%, 11/01/2035

     1,162,310  
1,000,000   

5.00%, 11/01/2036

     1,155,930  
1,000,000   

5.00%, 11/01/2038

     1,140,590  
1,000,000   

Michigan State Building Auth
5.00%, 04/15/2027

     1,194,890  
  

Michigan State Hospital Finance Auth

 

1,505,000   

4.00%, 11/15/2031

     1,603,442  
345,000   

4.00%, 11/15/2032

     365,859  
370,000   

State of Michigan
5.00%, 03/15/2027

     446,601  


 

The Hartford Municipal Opportunities Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    2,465,000   

Wayne County, MI, Airport Auth Rev
5.00%, 12/01/2030

   $ 2,813,172  
     

 

 

 
            29,916,865  
     

 

 

 
  

Minnesota - 0.7%

 

  

Duluth, MN, Independent School Dist, No. 709

 

2,935,000   

3.00%, 02/01/2021

     2,967,901  
1,180,000   

4.00%, 02/01/2027

     1,263,922  
250,000   

Rochester, MN, Healthcare & Housing Rev Facs
4.00%, 12/01/2019

     250,938  
315,000   

Saint Francis, MN, Independent School Dist, No. 15
4.00%, 02/01/2029

     333,828  
365,000   

4.00%, 02/01/2030

     384,487  
750,000   

4.00%, 02/01/2031

     786,367  
     

 

 

 
        5,987,443  
     

 

 

 
  

Mississippi - 0.7%

 

1,970,000   

Mississippi Dev Bank
5.00%, 10/01/2033

     2,248,459  
  

State of Mississippi

 

1,000,000   

5.00%, 10/15/2025

     1,165,990  
1,850,000   

5.00%, 10/15/2029

     2,120,008  
     

 

 

 
        5,534,457  
     

 

 

 
  

Missouri - 1.5%

 

  

City of Saint Louis, MO, Airport Rev

 

1,000,000   

5.00%, 07/01/2032

     1,162,970  
1,000,000   

5.00%, 07/01/2047

     1,123,910  
  

Kirkwood, MO, Industrial Dev Auth Retirement Community

 

2,500,000   

5.25%, 05/15/2042

     2,621,200  
2,000,000   

5.25%, 05/15/2050

     2,084,340  
3,500,000   

8.25%, 05/15/2045

     3,778,775  
1,255,000   

State Louis County, CO Industrial Dev Auth
5.00%, 09/01/2026

     1,315,378  
1,000,000   

Stone Canyon, MO, Community Improvement Dist Rev
5.75%, 04/01/2027*

     280,000  
     

 

 

 
        12,366,573  
     

 

 

 
  

Montana - 0.7%

 

2,855,000   

Montana Board of Housing
4.00%, 12/01/2043

     3,017,706  
2,500,000   

Montana Facs Finance Auth
5.00%, 02/15/2028

     2,910,650  
     

 

 

 
        5,928,356  
     

 

 

 
  

Nebraska - 0.1%

 

1,000,000   

Central Plains, NE, Energy Project
5.00%, 09/01/2022

     1,083,190  
     

 

 

 
  

Nevada - 0.9%

 

  

City of Reno, NV

 

250,000   

5.00%, 06/01/2024

     284,043  
250,000   

5.00%, 06/01/2026

     292,868  
  

Clark County, NV, School Dist

 

830,000   

5.00%, 06/15/2026

     967,506  
1,000,000   

5.00%, 06/15/2028

     1,187,140  
1,900,000   

5.00%, 06/15/2029

     2,244,033  
845,000   

Clark County, NV, Special Improvement Dist
2.25%, 12/01/2019

     842,659  
  

Las Vegas, NV, Special Improvement Dist

 

330,000   

5.00%, 06/01/2027

     341,507  
365,000   

5.00%, 06/01/2028

     376,147  
625,000   

5.00%, 06/01/2029

     639,913  
10,000   

Nevada State Natural Resources GO
5.00%, 03/01/2026

     11,197  
     

 

 

 
        7,187,013  
     

 

 

 
  

New Jersey - 2.3%

 

  

City of Atlantic City, NJ, GO

 


 

The Hartford Municipal Opportunities Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    250,000   

5.00%, 03/01/2021

   $ 263,857  
400,000   

5.00%, 03/01/2022

     432,252  
705,000   

City of Bayonne, NJ
0.00%, 07/01/2023(2)

     637,116  
1,200,000   

New Jersey Economic Development Auth
5.00%, 06/15/2023

     1,313,376  
  

New Jersey Economic Development Auth Rev, School Facilities Construction Bond

 

500,000   

5.00%, 06/15/2019

     505,485  
500,000   

5.00%, 06/15/2020

     518,765  
2,855,000   

New Jersey Health Care Facs Finance Auth
5.75%, 10/01/2031

     2,928,973  
  

New Jersey State Econonomic Dev Auth

 

510,000   

4.88%, 09/15/2019

     517,069  
1,000,000   

5.00%, 09/01/2021

     1,050,640  
2,000,000   

New Jersey State Educational Finance Auth Rev, University of Medicine & Dentistry
7.50%, 12/01/2032

     2,037,880  
  

New Jersey Transportation Trust Fund Auth

 

5,000,000   

0.00%, 12/15/2032(2)

     2,958,950  
1,500,000   

5.00%, 06/15/2021

     1,593,330  
1,000,000   

5.00%, 12/15/2023

     1,103,190  
2,870,000   

Tobacco Settlement Financing Corp., NJ
5.00%, 06/01/2029

     3,316,084  
     

 

 

 
            19,176,967  
     

 

 

 
  

New York - 5.5%

 

370,000   

Metropolitan Transportation Auth
0.00%, 11/15/2027(2)

     285,614  
1,335,000   

New York City, NY, Housing Development Corp.
4.50%, 02/15/2048

     1,382,900  
1,000,000   

New York City, NY, Transitional Finance Auth
5.00%, 07/15/2026

     1,188,680  
735,000   

New York Mortgage Agency Rev
3.50%, 10/01/2034

     747,517  
  

New York State Dormitory Auth Rev

 

1,670,000   

5.00%, 03/15/2022

     1,784,996  
2,000,000   

5.00%, 12/15/2027

     2,226,720  
2,500,000   

5.00%, 03/15/2030

     2,868,660  
2,500,000   

5.00%, 03/15/2031

     2,923,250  
2,500,000   

5.00%, 03/15/2033

     2,891,400  
3,800,000   

5.00%, 03/15/2035

     4,465,228  
2,000,000   

5.38%, 03/01/2029

     2,005,760  
860,000   

New York State Energy Research & Dev Auth
2.38%, 07/01/2026(4)

     862,554  
2,300,000   

New York State Liberty Development Corp. Rev
5.15%, 11/15/2034(1)

     2,455,963  
1,000,000   

New York State Thruway Auth Rev
4.00%, 01/01/2037

     1,034,770  
1,000,000   

New York State Urban Development Corp. Rev
5.00%, 03/15/2026

     1,120,410  
1,145,000   

Newburgh, NY, GO
5.00%, 06/15/2019

     1,157,057  
2,750,000   

Port Authority of New York and New Jersey
5.00%, 10/15/2025

     3,164,865  
2,500,000   

Sales Tax Asset Receivable Corp., NY
5.00%, 10/15/2029

     2,880,050  
320,000   

Syracuse, NY, Independent Dev Auth
5.00%, 01/01/2029

     354,602  
  

Town of Oyster Bay, NY, GO

 

125,000   

2.50%, 03/01/2019

     125,000  
615,000   

2.63%, 03/01/2020

     615,018  
265,000   

3.00%, 03/01/2021

     269,977  
1,400,000   

4.00%, 02/15/2020

     1,423,800  
155,000   

4.00%, 11/01/2022

     160,276  
95,000   

5.00%, 03/15/2019

     95,303  
2,340,000   

5.00%, 08/15/2024

     2,663,739  


 

The Hartford Municipal Opportunities Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    1,325,000   

Triborough Bridge & Tunnel Auth
0.00%, 11/15/2031(2)

   $ 866,590  
2,000,000   

TSASC, Inc., NY
5.00%, 06/01/2026

     2,279,540  
  

Yonkers, NY, GO

 

885,000   

3.00%, 08/15/2019

     890,345  
1,000,000   

5.00%, 03/15/2021

     1,061,560  
     

 

 

 
            46,252,144  
     

 

 

 
  

North Carolina - 1.0%

 

1,325,000   

North Carolina Eastern Municipal Power
4.00%, 01/01/2020

     1,353,063  
2,760,000   

North Carolina Housing Finance Agency
4.00%, 07/01/2047

     2,905,314  
  

North Carolina Medical Care Commission Retirement Finance Auth Rev, First Mortgage Galloway Ridge

 

1,555,000   

5.88%, 01/01/2031

     1,590,905  
1,000,000   

6.00%, 01/01/2039

     1,022,660  
1,450,000   

North Carolina Medical Care Commission Rev
5.00%, 10/01/2027

     1,455,974  
     

 

 

 
        8,327,916  
     

 

 

 
  

North Dakota - 0.5%

 

4,000,000   

North Dakota Housing Finance Agency
4.25%, 07/01/2049

     4,313,080  
     

 

 

 
  

Ohio - 3.7%

 

2,000,000   

Allen County, OH, Hospital Facs Rev
5.00%, 05/01/2023

     2,179,460  
5,000,000   

American Municipal Power, Inc., OH
2.30%, 02/15/2038

     5,004,850  
  

Buckeye, OH, Tobacco Settlement Finance Auth

 

4,000,000   

5.88%, 06/01/2047

     3,714,760  
6,680,000   

6.00%, 06/01/2042

     6,402,246  
  

City of Cleveland, OH, Airport System Rev

 

1,165,000   

5.00%, 01/01/2022

     1,265,656  
1,385,000   

5.00%, 01/01/2023

     1,539,884  
430,000   

County of Hamilton, OH, Sales Tax Rev
5.00%, 12/01/2027

     521,091  
1,750,000   

County of Montgomery, OH
5.00%, 05/01/2039

     1,760,079  
1,200,000   

Cuyahoga, OH, Community College Dist
5.00%, 08/01/2027

     1,239,372  
4,000,000   

Dayton, OH, City School Dist GO
5.00%, 11/01/2027

     4,773,800  
2,275,000   

Lancaster, OH, Gas Rev
1 mo. USD LIBOR + 0.600%, 2.29%, 02/01/2019(3)

     2,275,000  
     

 

 

 
        30,676,198  
     

 

 

 
  

Oklahoma - 0.2%

 

  

Oklahoma Dev Finance Auth

 

935,000   

5.25%, 08/15/2048

     1,018,336  
935,000   

5.50%, 08/15/2057

     1,036,616  
     

 

 

 
        2,054,952  
     

 

 

 
  

Oregon - 2.6%

 

1,665,000   

Benton & Linn Counties, OR, Consolidated School Dist No. 509J & 509A Corvallis
0.00%, 06/15/2038(5)

     1,798,483  
1,150,000   

Clackamas County, OR, Hospital Facility Auth
2.80%, 05/15/2024

     1,137,706  
8,200,000   

Clackamas County, OR, School Dist No. 12, GO
0.00%, 06/15/2040(2)

     3,419,564  
625,000   

Jackson County, OR, School Dist No. 4, GO
0.00%, 06/15/2034(2)

     351,919  
1,105,000   

Marion County, OR, School Dist No. 15 North Marion
0.00%, 06/15/2037(2)

     535,339  


 

The Hartford Municipal Opportunities Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    2,500,000   

Oregon Health & Science University
4.00%, 07/01/2046

   $ 2,599,550  
  

Port of Portland, OR, Airport Rev

 

1,000,000   

5.00%, 07/01/2031

     1,109,680  
750,000   

5.00%, 07/01/2032

     830,273  
  

Salem Hospital Fac Auth

 

910,000   

5.00%, 05/15/2038

     990,844  
720,000   

5.00%, 05/15/2048

     774,742  
3,420,000   

State of Oregon Housing & Community Services Department
4.50%, 01/01/2049

     3,695,276  
7,505,000   

Washington Clackamas & Yamhill Counties, OR, School Dist No. 88J
0.00%, 06/15/2034(2)

     4,292,785  
     

 

 

 
            21,536,161  
     

 

 

 
  

Other U.S. Territories - 0.1%

 

1,085,000   

Puerto Rico Highway & Transportation Auth
4.95%, 07/01/2026

     1,106,852  
     

 

 

 
  

Pennsylvania - 6.1%

 

945,000   

Allegheny County, PA
5.00%, 03/01/2019

     947,277  
500,000   

Allegheny County, PA, Hospital Dev Auth
5.38%, 08/15/2029

     509,180  
915,000   

Allegheny County, PA, Independent Dev Auth Charter School
6.75%, 08/15/2035

     946,751  
  

Beaver County, PA, GO

 

1,220,000   

5.00%, 11/15/2020

     1,280,378  
1,285,000   

5.00%, 11/15/2021

     1,382,210  
1,345,000   

5.00%, 11/15/2022

     1,480,858  
930,000   

City of Philadelphia, PA, Water & Wastewater Rev
5.00%, 11/01/2029

     1,106,691  
  

Commonwealth Finance Auth, PA

 

3,000,000   

5.00%, 06/01/2026

     3,458,910  
125,000   

5.00%, 06/01/2028

     146,531  
1,070,000   

5.00%, 06/01/2029

     1,249,546  
145,000   

5.00%, 06/01/2031

     166,524  
1,000,000   

Delaware River, PA, Joint Toll Bridge Commission
5.00%, 07/01/2031

     1,174,420  
2,410,000   

Harrisburg, PA, School Dist GO
5.00%, 11/15/2026

     2,822,375  
  

Lancaster County, PA, Hospital Auth

 

635,000   

5.00%, 07/01/2024

     674,789  
515,000   

5.00%, 07/01/2025

     549,840  
2,455,000   

Montgomery County, PA, Industrial Dev Auth
5.00%, 12/01/2046

     2,538,470  
920,000   

Pennsylvania Higher Educational Facs Auth
5.00%, 05/01/2032

     1,056,712  
  

Pennsylvania Housing Finance Agency

 

1,000,000   

3.10%, 04/01/2023

     1,009,660  
1,025,000   

3.10%, 10/01/2023

     1,034,379  
2,250,000   

Pennsylvania State Independent Dev Auth
5.00%, 07/01/2021

     2,416,163  
  

Pennsylvania Turnpike Commission Rev

 

575,000   

MUNIPSA + 0.880%, 2.31%, 12/01/2020(3)

     578,076  
2,000,000   

MUNIPSA + 0.900%, 2.33%, 12/01/2021(3)

     2,016,880  
925,000   

MUNIPSA + 0.980%, 2.41%, 12/01/2021(3)

     934,481  
500,000   

5.00%, 12/01/2027

     580,635  
1,000,000   

5.00%, 12/01/2029

     1,151,320  
1,590,000   

5.00%, 12/01/2030

     1,817,402  
1,000,000   

5.00%, 12/01/2031

     1,159,900  
2,000,000   

5.00%, 12/01/2033

     2,256,220  
2,615,000   

5.00%, 12/01/2037

     2,801,580  
755,000   

5.00%, 12/01/2042

     839,099  
  

Philadelphia, PA, Municipal Auth

 

750,000   

6.38%, 04/01/2029

     755,685  
800,000   

6.50%, 04/01/2034

     806,208  
  

Philadelphia, PA, School Dist GO

 


 

The Hartford Municipal Opportunities Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    150,000   

3.00%, 09/01/2019

   $ 150,783  
1,560,000   

5.00%, 09/01/2022

     1,710,478  
2,000,000   

5.00%, 09/01/2023

     2,229,500  
200,000   

5.25%, 09/01/2023

     208,944  
  

Pittsburgh, PA, School Dist GO

 

3,145,000   

5.00%, 09/01/2021

     3,394,619  
1,500,000   

5.00%, 09/01/2023

     1,616,295  
500,000   

Reading, PA, School Dist GO
5.00%, 03/01/2038

     560,565  
     

 

 

 
            51,520,334  
     

 

 

 
  

Puerto Rico - 0.4%

 

  

Commonwealth of Puerto Rico, GO

 

220,000   

0.00%, 07/01/2019(2)

     216,465  
1,810,000   

5.50%, 07/01/2019

     1,825,620  
  

Puerto Rico Electric Power Auth

 

1,100,000   

5.00%, 07/01/2019

     1,107,293  
310,000   

5.25%, 07/01/2019

     312,365  
     

 

 

 
        3,461,743  
     

 

 

 
  

Rhode Island - 0.9%

 

1,415,000   

Cranston, RI, GO
5.00%, 07/01/2019

     1,433,480  
1,000,000   

Rhode Island Commerce Corp.
5.00%, 06/15/2019

     1,011,860  
  

Rhode Island Health & Educational Bldg Corp.

 

2,700,000   

5.00%, 05/15/2027

     3,106,917  
2,020,000   

5.00%, 05/15/2028

     2,360,976  
     

 

 

 
        7,913,233  
     

 

 

 
  

South Carolina - 1.3%

 

1,987,000   

Lancaster County, SC, Sun City Assessment
7.70%, 11/01/2017*

     417,270  
4,355,000   

South Carolina Jobs-Economic Dev Auth
5.00%, 05/01/2029

     5,083,896  
1,000,000   

5.25%, 08/01/2024

     1,145,430  
  

South Carolina State Public Service Auth

 

1,665,000   

5.00%, 12/01/2031

     1,811,970  
2,350,000   

5.00%, 12/01/2034

     2,535,462  
     

 

 

 
        10,994,028  
     

 

 

 
  

South Dakota - 0.8%

 

  

South Dakota Housing Dev Auth

 

2,365,000   

3.50%, 11/01/2046

     2,436,116  
845,000   

4.00%, 11/01/2047

     891,517  
  

South Dakota State Educational Enhancement Funding Corp.

 

835,000   

5.00%, 06/01/2023

     907,528  
1,000,000   

5.00%, 06/01/2026

     1,072,120  
1,415,000   

South Dakota State Health & Educational Facs Auth
5.00%, 11/01/2029

     1,589,370  
     

 

 

 
        6,896,651  
     

 

 

 
  

Tennessee - 1.6%

 

1,000,000   

Shelby County, TN, Health Educational & Housing Facs Board
5.00%, 09/01/2037(1)

     918,240  
  

Tennessee Housing Development Agency

 

1,860,000   

3.50%, 07/01/2045

     1,922,273  
5,200,000   

3.50%, 01/01/2047

     5,366,545  
4,570,000   

4.00%, 01/01/2049

     4,849,318  
     

 

 

 
        13,056,376  
     

 

 

 
  

Texas - 6.9%

 

1,000,000   

Arlington, TX, Higher Education Finance Corp. Rev
5.00%, 08/15/2027

     1,136,120  
  

Austin, TX, Airport System Rev

 

595,000   

5.00%, 11/15/2026

     694,526  
1,125,000   

5.00%, 11/15/2028

     1,302,874  
560,000   

5.00%, 11/15/2030

     641,782  


 

The Hartford Municipal Opportunities Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    1,000,000   

City of Arlington, TX
5.00%, 02/15/2034

   $ 1,118,930  
1,060,000   

City of Houston, TX
0.00%, 09/01/2025(2)

     896,749  
5,215,000   

City of San Antonio, TX, Electric & Gas Systems Rev
5.00%, 02/01/2032

     6,025,275  
  

Clifton, TX, Higher Education Finance Corp.

 

1,000,000   

4.00%, 08/15/2029

     1,100,060  
1,050,000   

4.00%, 08/15/2030

     1,136,488  
500,000   

4.00%, 08/15/2031

     535,215  
1,000,000   

Dallas, TX, Area Rapid Transit Sales Tax Rev
5.00%, 12/01/2030

     1,162,060  
750,000   

Dallas-Fort Worth, TX, International Airport Rev
5.00%, 11/01/2023

     790,687  
1,000,000   

Denton, TX, ISD GO
0.00%, 08/15/2020(2)

     972,370  
1,500,000   

Grapevine-Colleyville, TX, Independent School Dist GO
5.00%, 08/15/2027

     1,763,160  
  

Harris County - Houston, TX

 

2,500,000   

5.00%, 11/15/2030

     2,817,150  
500,000   

5.00%, 11/15/2032

     555,770  
350,000   

5.00%, 11/15/2034

     387,468  
1,605,000   

Harris County, TX Toll Road Auth
5.00%, 08/15/2032

     1,887,817  
2,000,000   

Houston, TX, Utility System Rev
6.00%, 11/15/2036

     2,024,295  
  

Kerrville, TX, Health Facs Development Corp.

 

1,300,000   

5.00%, 08/15/2024

     1,460,459  
1,500,000   

5.00%, 08/15/2035

     1,619,415  
1,580,000   

La Joya, TX, Independent School Dist GO
5.00%, 02/15/2025

     1,800,078  
  

New Hope, TX, Cultural Education Facs Finance Corp.

 

700,000   

1.85%, 11/01/2020

     679,945  
955,000   

3.25%, 11/15/2022

     936,626  
3,375,000   

5.00%, 11/01/2031

     3,563,089  
1,000,000   

5.00%, 11/01/2046

     1,023,120  
  

North Texas Tollway Auth Rev

 

5,000,000   

0.00%, 01/01/2032(2)

     3,293,700  
1,000,000   

5.00%, 01/01/2030

     1,118,710  
1,200,000   

5.00%, 01/01/2035

     1,351,104  
230,000   

6.10%, 01/01/2028

     230,759  
1,985,000   

San Antonio, TX, Airport System Rev
5.00%, 07/01/2023

     2,176,096  
1,440,000   

San Antonio, TX, Water Rev
5.00%, 05/15/2031

     1,668,874  
1,000,000   

Spring Branch, TX, Independent School Dist GO
5.00%, 02/01/2026

     1,166,150  
2,575,000   

Tarrant County, TX, Cultural Education Facs
5.00%, 10/01/2034

     2,708,102  
1,885,000   

Texas Municipal Gas Acquisition & Supply Corp.
6.25%, 12/15/2026

     2,167,788  
1,800,000   

Texas State Transportation Commission Turnpike System
5.00%, 08/15/2032

     1,955,970  
2,000,000   

Travis County, TX, Health Facs Development
7.13%, 11/01/2040

     2,179,200  
     

 

 

 
            58,047,981  
     

 

 

 
  

Utah - 0.3%

 

490,000   

Salt Lake County, UT
5.13%, 02/15/2033

     568,111  
2,075,000   

Utah Housing Corp.
4.00%, 01/01/2045

     2,172,919  
     

 

 

 
        2,741,030  
     

 

 

 


 

The Hartford Municipal Opportunities Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Vermont - 0.3%

 

  $    1,980,000     

Vermont Housing Finance Agency
4.00%, 11/01/2046

   $ 2,065,457  
     

 

 

 
  

Virginia - 0.2%

 

  1,500,000     

Chesapeake Bay, VA, Bridge & Tunnel Dist
5.00%, 07/01/2051

     1,624,290  
     

 

 

 
  

Washington - 0.8%

 

  2,060,000     

Chelan County, WA, Public Utility Dist No. 1
0.00%, 06/01/2028(2)

     1,564,859  
  2,285,000     

FYI Properties, WA, Lease Rev
5.50%, 06/01/2034

     2,310,089  
  

Washington State Health Care Facs Auth Rev

 

  780,000     

5.00%, 07/01/2028

     874,177  
  2,000,000     

5.00%, 03/01/2029

     2,266,880  
     

 

 

 
        7,016,005  
     

 

 

 
  

West Virginia - 0.4%

 

  

West Virginia State Economic Dev Auth

 

  2,000,000     

1.70%, 01/01/2041(4)

     1,961,480  
  1,740,000     

1.90%, 03/01/2040(4)

     1,738,782  
     

 

 

 
        3,700,262  
     

 

 

 
  

Wisconsin - 2.6%

 

  

Milwaukee County, WI, Airport Rev

 

  1,705,000     

5.00%, 12/01/2024

     1,912,396  
  1,790,000     

5.00%, 12/01/2025

     2,000,790  
  

Public Finance Auth, WI

 

  750,000     

3.00%, 11/15/2022(1)

     750,060  
  1,065,000     

3.50%, 11/15/2023(1)

     1,065,192  
  1,600,000     

5.00%, 09/01/2025(1)

     1,708,816  
  2,940,000     

5.00%, 07/01/2035

     3,283,333  
  1,050,000     

5.00%, 07/01/2036

     1,166,004  
  2,000,000     

5.00%, 10/01/2048(1)

     2,009,000  
  

Wisconsin State

 

  125,000     

5.75%, 05/01/2033

     126,254  
  2,160,000     

6.00%, 05/01/2036

     2,182,961  
  

Wisconsin State Health & Educational Facs Auth Rev

 

  3,000,000     

5.00%, 11/15/2027

     3,413,340  
  1,700,000     

5.00%, 12/01/2028

     1,924,961  
     

 

 

 
        21,543,107  
     

 

 

 
  

Wyoming - 0.2%

 

  1,520,000     

Wyoming Community DA
4.00%, 12/01/2046

     1,600,378  
     

 

 

 
  

Total Municipal Bonds
(cost $786,247,139)

   $     797,051,011  
     

 

 

 
  

Total Long-Term Investments
(cost $786,247,139)

   $ 797,051,011  
     

 

 

 
 

Short-Term Investments - 5.3%

 
  

Other Investment Pools & Funds - 5.3%

 

  44,239,557     

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(6)

     44,239,557  
     

 

 

 
  

Total Short-Term Investments
(cost $44,239,557)

   $ 44,239,557  
     

 

 

 


 

The Hartford Municipal Opportunities Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

 

Total Investments
(cost $830,486,696)

     100.0%      $ 841,290,568  
 

Other Assets and Liabilities

     0.0%        174,102  
    

 

 

    

 

 

 
 

Total Net Assets

     100.0%      $     841,464,670  
    

 

 

    

 

 

 

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. 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)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $15,860,961, representing 1.9% of net assets.

(2)

Security is a zero-coupon bond.

(3)

Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2019.

(4)

Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

(5)

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

(6)

Current yield as of period end.

 

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:

    
Auth   

Authority

     
Dev   

Development

     
Dist   

District

     
Facs   

Facilities

     
GO   

General Obligation

     
Rev   

Revenue

     
VA   

Veterans Administration

     


 

The Hartford Municipal Opportunities Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

           

Municipal Bonds

   $      797,051,011      $      $      797,051,011      $                 —  

Short-Term Investments

     44,239,557        44,239,557                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $ 841,290,568      $      44,239,557      $ 797,051,011      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2019, there were no transfers in and out of Level 3.


 

Hartford Municipal Short Duration Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value  

Municipal Bonds - 95.2%

 

  

Alabama - 1.0%

  
$    250,000   

State of Alabama, Docks Department
5.00%, 10/01/2024

   $ 281,653  
     

 

 

 
  

Arizona - 2.3%

 

250,000   

Arizona State Health Facs Auth Hospital System Rev
5.00%, 02/01/2020

     257,327  
100,000   

Maricopa County, AZ, Industrial Dev Auth
5.00%, 09/01/2022

     110,263  
200,000   

Maricopa County, AZ, Pollution Control Corp.
5.00%, 06/01/2035

     202,452  
105,000   

Tempe, AZ, Industrial Dev Auth
4.00%, 10/01/2023(1)

     105,397  
     

 

 

 
        675,439  
     

 

 

 
  

California - 3.0%

 

195,000   

California County Tobacco Securitization Agency
5.00%, 06/01/2020

     201,308  
250,000   

California Health Facs Finance Auth Rev
5.88%, 07/01/2025

     254,390  
250,000   

Orange County, CA, Community Facs Dist
4.00%, 08/15/2021

     259,015  
75,000   

Roseville, CA, Natural Gas Financing Auth
5.00%, 02/15/2023

     82,570  
100,000   

Tustin, CA, Community Facs Dist
3.00%, 09/01/2019

     100,585  
     

 

 

 
        897,868  
     

 

 

 
  

Colorado - 1.8%

 

120,000   

Colorado Housing & Finance Auth Rev
4.00%, 05/01/2048

     126,278  
150,000   

Denver, CO, Convention Center Hotel Auth
5.00%, 12/01/2022

     161,829  
50,000   

E-470 Public Highway, CO, Auth Rev
0.00%, 09/01/2019(2) 49,392

 

40,000   

1 mo. USD LIBOR + 1.050%, 2.74%, 09/01/2039(3)

     40,308  
150,000   

Park Creek, CO, Metropolitan Dist
5.00%, 12/01/2021

     161,567  
     

 

 

 
        539,374  
     

 

 

 
  

Connecticut - 3.3%

 

150,000   

City of Bridgeport, CT, GO
4.00%, 08/15/2021

     158,394  
150,000   

City of New Haven, CT, GO
5.00%, 08/15/2021

     162,093  
85,000   

Connecticut State Health & Educational Facs Auth
3.25%, 09/01/2021(1)

     85,012  
  

State of Connecticut, GO

 

140,000   

5.00%, 07/15/2022

     153,090  
150,000   

5.00%, 03/15/2024

     168,276  
250,000   

Town of Hamden, CT, GO
5.00%, 08/15/2019

     254,337  
     

 

 

 
        981,202  
     

 

 

 
  

District of Columbia - 0.6%

 

  

Metropolitan Washington, DC, Airports Auth System Rev

 

70,000   

5.00%, 10/01/2019

     71,476  
95,000   

5.00%, 10/01/2039

     99,053  
     

 

 

 
        170,529  
     

 

 

 
  

Florida - 4.5%

 

165,000   

Broward County, FL, Airport System Rev
5.00%, 10/01/2020

     173,280  
200,000   

City of Atlantic Beach, FL
3.00%, 11/15/2023

     200,394  


 

Hartford Municipal Short Duration Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    200,000   

City of Port, St. Lucie, FL
1.75%, 07/01/2022

   $ 195,330  
  

JEA Electric System Rev, FL

 

100,000   

5.00%, 10/01/2021

     107,861  
100,000   

5.00%, 10/01/2022

     109,640  
  

Miami-Dade County, FL, Aviation Rev

 

50,000   

5.00%, 10/01/2024

     56,923  
145,000   

5.00%, 10/01/2025

     167,488  
  

Miami-Dade County, FL, Seaport Rev

 

65,000   

5.00%, 10/01/2021

     69,794  
145,000   

5.00%, 10/01/2022

     157,805  
75,000   

Tampa-Hillsborough County, FL, Expressway Auth.
5.00%, 07/01/2021

     80,557  
     

 

 

 
            1,319,072  
     

 

 

 
  

Georgia - 2.1%

 

  

Burke County, GA, Dev Auth Rev

 

55,000   

1.85%, 12/01/2049(4)

     54,919  
70,000   

2.35%, 10/01/2032(4)

     69,948  
100,000   

3.00%, 11/01/2045(4)

     99,776  
100,000   

Monroe County, GA, Dev Auth Rev
2.40%, 01/01/2039(4)

     99,851  
  

Municipal Electric Auth, GA

 

75,000   

5.00%, 01/01/2021

     78,831  
100,000   

5.00%, 11/01/2022

     110,103  
100,000   

State of Georgia, GO
4.00%, 07/01/2020

     103,314  
     

 

 

 
        616,742  
     

 

 

 
  

Illinois - 17.7%

 

200,000   

Chicago, IL, Housing Auth
5.00%, 01/01/2024

     225,320  
  

Chicago, IL, Board of Education

 

100,000   

0.00%, 12/01/2024(2)

     81,281  
100,000   

5.00%, 12/01/2021

     103,887  
  

Chicago, IL, Board of Education, GO

 

45,000   

0.00%, 12/01/2021(2)

     41,324  
55,000   

0.00%, 12/01/2022(2)

     48,583  
100,000   

5.00%, 12/01/2021

     103,887  
225,000   

Chicago, IL, Midway International Airport Rev
5.00%, 01/01/2023

     247,048  
280,000   

Chicago, IL, O’Hare International Airport
5.00%, 01/01/2023

     307,110  
  

Chicago, IL, Transit Auth

 

100,000   

5.00%, 06/01/2019

     100,956  
100,000   

5.00%, 06/01/2020

     103,687  
100,000   

5.00%, 12/01/2022

     107,654  
135,000   

City of Chicago, IL
5.00%, 01/01/2022

     141,272  
70,000   

City of Chicago, IL, Park Dist GO
3.00%, 01/01/2021

     70,684  
  

City of Chicago, IL, Wastewater Transmission Rev

 

160,000   

0.00%, 01/01/2022(2)

     148,291  
110,000   

0.00%, 01/01/2024(2)

     95,828  
85,000   

City of Chicago, IL, Waterworks Rev
5.00%, 11/01/2020

     89,191  
  

City of Decatur, IL, GO

 

65,000   

3.00%, 03/01/2022

     66,362  
85,000   

4.00%, 01/01/2020

     85,762  
150,000   

5.00%, 03/01/2023

     165,481  
  

Cook County, IL, GO

 

100,000   

5.00%, 11/15/2019

     102,356  
200,000   

5.00%, 11/15/2022

     218,680  
200,000   

Illinois Finance Auth
5.00%, 10/01/2020

     210,506  
125,000   

Illinois Housing Dev Auth
3.05%, 08/01/2022

     127,706  


 

Hartford Municipal Short Duration Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Illinois State Finance Auth Rev

 

$    50,000   

5.00%, 08/15/2020

   $ 51,880  
100,000   

5.00%, 11/15/2021

     108,185  
150,000   

5.00%, 02/15/2022

     163,815  
130,000   

7.75%, 08/15/2034

     134,100  
  

Illinois State, GO

 

180,000   

4.00%, 06/15/2020

     183,521  
75,000   

5.00%, 04/01/2021

     78,157  
120,000   

5.00%, 02/01/2022

     126,256  
200,000   

5.00%, 11/01/2022

     212,662  
100,000   

5.00%, 10/01/2023

     106,613  
100,000   

Kane McHenry Cook & DeKalb Counties, IL, Unified School Dist, GO
4.00%, 01/01/2020

     101,917  
50,000   

Kendall Kane & Will Counties, IL, Unified School Dist, GO
0.00%, 02/01/2021(2)

     47,830  
  

Metropolitan Pier & Exposition Auth, IL

 

55,000   

0.00%, 06/15/2019(2)

     54,463  
50,000   

0.00%, 12/15/2019(2)

     48,814  
200,000   

0.00%, 06/15/2021(2)

     185,800  
100,000   

5.50%, 12/15/2023

     109,268  
  

Railsplitter, IL, Tobacco Settlement Auth

 

150,000   

5.00%, 06/01/2022

     163,039  
50,000   

5.25%, 06/01/2021

     53,366  
150,000   

Sales Tax Securitization Corp., IL
5.00%, 01/01/2024

     165,321  
150,000   

Village of Bolingbrook, IL, GO
5.00%, 01/01/2023

     165,111  
     

 

 

 
            5,252,974  
     

 

 

 
  

Kentucky - 2.3%

 

40,000   

Kentucky Bond Dev Corp.
5.00%, 09/01/2023

     44,985  
  

Kentucky Public Energy Auth

 

200,000   

4.00%, 06/01/2020

     204,354  
200,000   

4.00%, 01/01/2049(4)

     213,212  
200,000   

Kentucky State Property & Building Commission
5.00%, 05/01/2020

     207,342  
     

 

 

 
        669,893  
     

 

 

 
  

Louisiana - 1.1%

 

110,000   

City of New Orleans, LA, Sewerage Service Rev
5.00%, 06/01/2021

     117,121  
200,000   

New Orleans, LA, Aviation Board
5.00%, 01/01/2023

     220,148  
     

 

 

 
        337,269  
     

 

 

 
  

Maryland - 0.2%

 

20,000   

Maryland Economic Dev Corp.
4.00%, 06/01/2020

     20,565  
40,000   

Maryland Health & Higher Educational Facs. Auth
2.88%, 07/01/2023

     39,745  
     

 

 

 
        60,310  
     

 

 

 
  

Massachusetts - 2.0%

 

  

Massachusetts Development Finance Agency

 

100,000   

3.50%, 10/01/2022(1)

     100,544  
150,000   

5.00%, 07/01/2024

     169,504  
  

Massachusetts Educational Financing Auth

 

20,000   

5.00%, 07/01/2023

     22,260  
80,000   

5.00%, 07/01/2024

     90,706  
35,000   

Massachusetts Housing Finance Agency
1.50%, 12/01/2047(4)

     34,739  
150,000   

Massachusetts State Dev Finance Agency Rev
5.00%, 07/01/2022

     162,995  
     

 

 

 
        580,748  
     

 

 

 


 

Hartford Municipal Short Duration Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Michigan - 2.8%

 

$    70,000   

City of Detroit, MI, GO
5.00%, 04/01/2022

   $ 73,732  
150,000   

Jackson, MI, Public Schools
5.00%, 05/01/2024

     171,640  
  

Michigan Finance Auth

 

150,000   

5.00%, 04/01/2019

     150,762  
150,000   

5.00%, 07/01/2019

     151,929  
150,000   

5.00%, 11/15/2022

     165,726  
100,000   

State of Michigan
5.00%, 03/15/2021

     106,687  
     

 

 

 
            820,476  
     

 

 

 
  

Minnesota - 0.7%

 

200,000   

Duluth, MN, Independent School Dist, No. 709
5.00%, 02/01/2022

     214,520  
     

 

 

 
  

Mississippi - 0.8%

 

200,000   

State of Mississippi
5.00%, 10/15/2024

     230,172  
     

 

 

 
  

Missouri - 2.9%

 

50,000   

City of Saint Louis, MO, Airport Rev
5.00%, 07/01/2023

     55,784  
100,000   

Kirkwood, MO, Industrial Dev Auth
5.00%, 05/15/2022

     105,144  
500,000   

Missouri Dev Finance Board
5.00%, 10/01/2021

     541,065  
150,000   

St Louis County, MO, Industrial Dev Auth
5.00%, 09/01/2023

     156,912  
     

 

 

 
        858,905  
     

 

 

 
  

Nebraska - 2.4%

 

300,000   

Central Plains, NE, Energy Project
5.00%, 09/01/2022

     324,957  
120,000   

Central Plains, NE, Energy Project Gas Rev
5.25%, 12/01/2021

     128,942  
150,000   

Nebraska Investment Finance Auth Rev
4.00%, 09/01/2048

     159,333  
100,000   

Washington County, NE
2.38%, 09/01/2030(4)

     100,624  
     

 

 

 
        713,856  
     

 

 

 
  

Nevada - 1.2%

 

150,000   

City of Reno, NV
5.00%, 06/01/2024

     168,743  
100,000   

Clark County, NV, School Dist
5.00%, 06/15/2025

     116,089  
75,000   

Clark County, NV, Special Improvement Dist
2.25%, 12/01/2019

     74,792  
     

 

 

 
        359,624  
     

 

 

 
  

New Jersey - 3.3%

 

50,000   

City of Atlantic, NJ, GO
5.00%, 03/01/2020

     51,462  
200,000   

City of Bayonne, NJ
0.00%, 07/01/2023(2)

     180,742  
  

New Jersey Economic Dev Auth

 

100,000   

5.00%, 06/15/2022

     107,746  
75,000   

5.00%, 06/15/2023

     82,086  
280,000   

New Jersey Educational Facs Auth Rev
5.00%, 09/01/2019

     284,822  
60,000   

New Jersey Transportation Trust Fund Auth
5.00%, 12/15/2023

     66,191  
125,000   

Tobacco Settlement Financing Corp., NJ
5.00%, 06/01/2023

     138,055  
70,000   

5.00%, 06/01/2025

     79,650  
     

 

 

 
        990,754  
     

 

 

 


 

Hartford Municipal Short Duration Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

New Mexico - 0.8%

 

  

New Mexico Mortgage Finance Auth

 

$    85,000   

3.75%, 03/01/2048

   $ 89,064  
150,000   

4.00%, 01/01/2049

     159,099  
     

 

 

 
            248,163  
     

 

 

 
  

New York - 3.2%

 

155,000   

Metropolitan Transportation Auth, NY
5.00%, 11/15/2024

     177,797  
505,000   

New York City, NY, Transitional Finance Auth Future Tax Secured Rev
5.00%, 11/01/2021

     549,728  
25,000   

Oyster Bay, NY, Public Improvement, GO
5.00%, 02/15/2019

     25,021  
100,000   

Town of Oyster Bay, NY, GO
4.00%, 02/15/2020

     101,700  
100,000   

TSASC, Inc, NY
5.00%, 06/01/2020

     103,554  
     

 

 

 
        957,800  
     

 

 

 
  

North Dakota - 1.0%

 

  

North Dakota Housing Finance Agency

 

110,000   

3.50%, 07/01/2046

     113,791  
165,000   

4.00%, 01/01/2048

     173,946  
     

 

 

 
        287,737  
     

 

 

 
  

Ohio - 2.3%

 

250,000   

American Municipal Power, Inc., OH
2.30%, 02/15/2038

     250,242  
  

City of Cleveland, OH, Airport System Rev

 

60,000   

5.00%, 01/01/2022

     65,184  
60,000   

5.00%, 01/01/2023

     66,710  
150,000   

5.00%, 01/01/2024

     168,027  
110,000   

State of Ohio
5.00%, 06/15/2021

     118,427  
     

 

 

 
        668,590  
     

 

 

 
  

Oregon - 1.1%

 

60,000   

Salem, OR, Hospital Fac Auth
5.00%, 05/15/2025

     66,422  
  

State of Oregon Housing & Community Services Department

 

140,000   

3.50%, 07/01/2048

     145,120  
115,000   

4.50%, 01/01/2049

     124,256  
     

 

 

 
        335,798  
     

 

 

 
  

Pennsylvania - 6.4%

 

165,000   

Allegheny County, PA, Hospital Dev Auth
5.38%, 08/15/2029

     168,029  
150,000   

Commonwealth Financing Auth, PA
5.00%, 06/01/2022

     163,442  
100,000   

Lancaster County, PA, Hospital Auth
5.00%, 07/01/2020

     102,651  
  

Lehigh County, PA, Industrial Dev Auth

 

65,000   

1.80%, 02/15/2027(4)

     63,364  
55,000   

1.80%, 09/01/2029(4)

     53,599  
150,000   

Montgomery County, PA, Industrial Dev Auth Rev
4.00%, 12/01/2020

     153,069  
185,000   

Pennsylvania Higher Educational Facs. Auth
5.00%, 05/01/2024

     210,408  
250,000   

Pennsylvania Turnpike Commission Rev
MUNIPSA + 0.980%, 2.41%, 12/01/2021(3)

     252,563  
150,000   

Philadelphia, PA, Industrial Dev Auth
5.00%, 12/01/2022

     165,555  
  

Philadelphia, PA, Hospitals & Higher Education Facs Auth

 

115,000   

5.00%, 07/01/2019

     116,137  
20,000   

5.00%, 07/01/2020

     20,653  
  

Philadelphia, PA, School Dist GO

 

85,000   

4.00%, 09/01/2022

     86,969  
65,000   

5.00%, 09/01/2020

     67,904  


 

Hartford Municipal Short Duration Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    150,000   

Reading, PA, School Dist GO
5.00%, 03/01/2023

   $ 166,221  
105,000   

Redev. Auth of the City of Philadelphia, PA
5.00%, 04/15/2021

     110,990  
     

 

 

 
            1,901,554  
     

 

 

 
  

Puerto Rico - 0.3%

 

40,000   

Commonwealth of Puerto Rico, GO
5.50%, 07/01/2019

     40,345  
  

Puerto Rico Electric Power Auth

 

25,000   

5.00%, 07/01/2019

     25,166  
35,000   

5.25%, 07/01/2019

     35,267  
     

 

 

 
        100,778  
     

 

 

 
  

Rhode Island - 4.6%

 

  

Rhode Island Health & Educational Building Corp.

 

950,000   

4.00%, 05/15/2020

     976,562  
150,000   

5.00%, 05/15/2022

     162,920  
45,000   

Rhode Island Housing & Mortgage Finance Corp.
4.00%, 10/01/2032

     46,083  
  

Rhode Island Tobacco Settlement Financing Corp.

 

100,000   

5.00%, 06/01/2020

     103,594  
60,000   

5.00%, 06/01/2021

     63,519  
     

 

 

 
        1,352,678  
     

 

 

 
  

South Carolina - 0.6%

 

150,000   

South Carolina Jobs-Economic Dev Auth
5.00%, 05/01/2024

     169,808  
     

 

 

 
  

South Dakota - 0.9%

 

250,000   

South Dakota State Educational Enhancement Funding Corp.
5.00%, 06/01/2023

     271,715  
     

 

 

 
  

Tennessee - 2.3%

 

150,000   

Shelby County, TN, Health Educational & Housing Facs Board
4.00%, 09/01/2022(1)

     146,915  
  

Tennessee Housing Development Agency

 

130,000   

3.50%, 07/01/2045

     134,352  
205,000   

3.50%, 01/01/2047

     211,544  
185,000   

3.50%, 01/01/2048

     191,708  
     

 

 

 
        684,519  
     

 

 

 
  

Texas - 13.2%

 

100,000   

Arlington, TX, Higher Education Finance Corp. Rev
4.00%, 12/01/2022

     107,289  
70,000   

Big Sandy, TX, Independent School Dist Upshur County, GO
5.00%, 02/15/2024

     79,339  
160,000   

Carroll, TX, Independent School Dist
5.00%, 02/15/2022

     175,034  
100,000   

Central Texas Turnpike System
5.00%, 08/15/2024

     112,682  
300,000   

City of Houston, TX
0.00%, 09/01/2025(2)

     253,797  
105,000   

City of San Antonio, TX, Airport System
5.00%, 07/01/2022

     114,709  
350,000   

Clear Creek, TX, Independent School Dist, GO
1.45%, 02/15/2035(4)

     348,320  
200,000   

Clifton Higher Education Finance Corp.,TX
5.00%, 08/15/2024

     230,812  
200,000   

Corpus Christi, TX, Independent School Dist, GO
2.00%, 08/15/2047(4)

     200,272  
250,000   

Dallas/Fort Worth International Airport, TX
5.25%, 11/01/2038

     262,335  
50,000   

Harris County, TX, Metropolitan Transportation Auth
5.00%, 11/01/2022

     55,917  
310,000   

Harris County-Houston, TX, Sports Auth
5.00%, 11/15/2020

     326,681  
100,000   

Kerrville, TX, Health Facs Development Corp.
5.00%, 08/15/2020

     103,960  


 

Hartford Municipal Short Duration Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    250,000   

Leander, TX, Independent School Dist
0.00%, 08/15/2020(2)

      $ 242,977  
100,000   

Lower Colorado River, TX, Auth Rev
5.00%, 05/15/2020

        104,017  
150,000   

New Hope, TX, Cultural Education Facs Finance Corp.
1.70%, 11/01/2019

        148,232  
100,000   

North East Texas Regional Mobility Auth
5.00%, 01/01/2021

        104,096  
150,000   

North Texas Tollway Auth
5.00%, 01/01/2024

        167,013  
110,000   

Plano, TX, Independent School Dist, GO
5.00%, 02/15/2022

        120,610  
  

University of Texas System

     
100,000   

5.00%, 08/15/2020

        105,042  
500,000   

5.00%, 08/15/2021

        540,825  
        

 

 

 
           3,903,959  
        

 

 

 
  

Utah - 0.5%

     
130,000   

Salt Lake County, UT
5.13%, 02/15/2033

        150,723  
        

 

 

 
  

Virginia - 0.3%

     
90,000   

Wise County, VA, Industrial Dev Auth Rev
1.88%, 11/01/2040(4)

        89,596  
        

 

 

 
  

Washington - 0.8%

     
55,000   

State of Washington, GO
5.00%, 08/01/2019

        55,917  
85,000   

Tobacco Settlement Auth, WA
5.00%, 06/01/2024

        93,474  
80,000   

Washington State Health Care Facs Auth Rev
5.00%, 10/01/2039

        82,248  
        

 

 

 
           231,639  
        

 

 

 
  

Wisconsin - 0.9%

     
  

Public Finance Auth, WI

     
150,000   

4.00%, 07/01/2025

        163,337  
100,000   

5.00%, 05/15/2020(1)

       
102,591
 
        

 

 

 
           265,928  
        

 

 

 
  

Total Municipal Bonds
(cost $28,125,659)

      $ 28,192,365  
        

 

 

 
  

Total Long-Term Investments
(cost $28,125,659)

      $ 28,192,365  
        

 

 

 
Short-Term Investments - 3.4%      
  

Other Investment Pools & Funds - 3.4%

     
988,288   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(5)

        988,288  
        

 

 

 
  

Total Short-Term Investments
(cost $988,288)

      $ 988,288  
        

 

 

 
  

Total Investments
(cost $29,113,947)

     98.6%      $ 29,180,653  
  

Other Assets and Liabilities

     1.4%        427,711  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $     29,608,364  
     

 

 

    

 

 

 

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. These classifications are used for financial reporting purposes.

 

(1)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $540,459, representing 1.8% of net assets.


 

Hartford Municipal Short Duration Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

(2)

Security is a zero-coupon bond.

(3)

Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2019.

(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.

 

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:

Auth   

Authority

Dev   

Development

Dist   

District

Facs   

Facilities

GO   

General Obligation

Rev   

Revenue

VA   

Veterans Administration


 

Hartford Municipal Short Duration Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2        Level 3(1)    

Assets

           

Municipal Bonds

   $ 28,192,365      $      $ 28,192,365      $  

Short-Term Investments

     988,288        988,288                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     29,180,653      $     988,288      $     28,192,365     

$

 

  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2019, there were no transfers in and out of Level 3.


 

The Hartford Quality Bond Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value  

Asset & Commercial Mortgage Backed Securities - 32.2%

  
  

Canada - 0.8%

  
$       915,000   

Master Credit Card Trust
3.74%, 07/21/2024(1)

   $        921,567  
     

 

 

 
  

Cayman Islands - 2.8%

  
1,305,000   

ALM XVIII Ltd.
3 mo. USD LIBOR + 1.650%, 4.44%, 01/15/2028(1)(2)

     1,294,093  
  

BlueMountain CLO Ltd.

  
675,000   

3 mo. USD LIBOR + 1.600%, 4.36%, 10/22/2030(1)(2)

     664,383  
605,000   

3 mo. USD LIBOR + 2.500%, 5.30%, 04/13/2027(1)(2)

     603,770  
250,000   

Carlyle Global Market Strategies CLO Ltd.
3 mo. USD LIBOR + 0.970%, 3.74%, 04/17/2031(1)(2)

     246,290  
350,000   

LCM L.P.
3 mo. USD LIBOR + 1.400%, 4.16%, 04/20/2028(1)(2)

     341,469  
  

LSTAR Securities Investment Ltd.

  
213,780   

1 mo. USD LIBOR + 1.550%, 4.07%, 02/01/2023(1)(2)

     209,261  
150,905   

1 mo. USD LIBOR + 1.750%, 4.27%, 10/01/2022(1)(2)

     150,358  
     

 

 

 
        3,509,624  
     

 

 

 
  

United States - 28.6%

  
1,100,000   

245 Park Avenue Trust
3.66%, 06/05/2037(1)(3)

     1,076,511  
42,507   

Angel Oak Mortgage Trust LLC
2.81%, 01/25/2047(1)(3)

     42,269  
3,604,517   

Benchmark 2018-B8 Mortgage Trust
0.67%, 01/15/2052(3)(4)

     185,069  
8,245,236   

Benchmark Mortgage Trust
0.54%, 07/15/2051(3)(4)

     304,360  
961,000   

Capital Auto Receivables Asset Trust
3.62%, 05/20/2021

     963,883  
465,000   

Citigroup Commercial Mortgage Trust
2.90%, 07/10/2049

     450,210  
265,000   

3.15%, 11/15/2049

     259,954  
  

COLT Mortgage Loan Trust

  
74,166   

2.75%, 09/25/2046(1)(3)

     73,842  
79,078   

3.08%, 02/25/2048(1)(3)

     78,298  
203,121   

3.75%, 12/26/2046(1)(3)

     201,979  
342,656   

3.87%, 10/26/2048(1)(3)

     342,809  
  

Commercial Mortgage Trust

 

618,000   

3.63%, 10/10/2048

     627,331  
925,000   

3.70%, 08/10/2048

     943,497  
74,998   

Connecticut Avenue Securities
1 mo. USD LIBOR + 1.450%, 3.96%, 01/25/2029(2)

     75,278  
  

CSAIL Commercial Mortgage Trust

 

1,180,950   

3.72%, 08/15/2048

     1,201,992  
925,000   

3.81%, 11/15/2048

     946,058  
750,000   

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

     742,547  
  

Fannie Mae Connecticut Avenue Securities

 

317,750   

1 mo. USD LIBOR + 0.750%, 3.26%, 02/25/2030(2)

     317,666  
296,747   

1 mo. USD LIBOR + 0.850%, 3.36%, 11/25/2029(2)

     296,981  
398,140   

1 mo. USD LIBOR + 1.150%, 3.66%, 09/25/2029(2)

     399,357  
270,000   

1 mo. USD LIBOR + 2.000%, 4.51%, 03/25/2031(2)

     267,085  
965,000   

1 mo. USD LIBOR + 2.550%, 5.06%, 12/25/2030(2)

     973,202  
865,000   

1 mo. USD LIBOR + 4.250%, 6.76%, 01/25/2029(2)

     962,085  
850,000   

1 mo. USD LIBOR + 4.450%, 6.96%, 01/25/2029(2)

     931,583  
1,120,416   

1 mo. USD LIBOR + 5.000%, 7.51%, 07/25/2025(2)

     1,248,526  
1,330,000   

Ford Credit Auto Owner Trust
3.61%, 01/15/2030(1)

     1,330,050  
  

FREMF Mortgage Trust

 

320,000   

3.65%, 11/25/2050(1)(3)

     319,230  
320,000   

3.70%, 04/25/2048(1)(3)

     313,008  
440,000   

3.73%, 10/25/2049(1)(3)

     424,565  
350,000   

3.80%, 02/25/2050(1)(3)

     345,702  
230,000   

3.84%, 10/25/2049(1)(3)

     222,852  


 

The Hartford Quality Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    1,240,000   

3.94%, 08/25/2023(1)(3)

   $       1,268,492  
600,000   

3.95%, 08/25/2047(1)(3)

     610,686  
1,610,000   

3.98%, 04/25/2051(1)(3)

     1,572,927  
165,000   

4.22%, 06/25/2047(1)(3)

     171,106  
184,000   

4.34%, 12/25/2044(1)(3)

     190,147  
500,000   

GS Mortgage Securities Corp.
1 mo. USD LIBOR + 1.300%, 3.81%, 07/15/2032(1)(2)

     494,981  
245,059   

GSR Mortgage Loan Trust
4.41%, 01/25/2036(3)

     244,416  
370,000   

Hertz Vehicle Financing II L.P.
3.29%, 02/25/2024(1)

     363,008  
59,215   

IndyMac Index Mortgage Loan Trust
3.86%, 06/25/2036(3)

     54,716  
990,000   

JPMDB Commercial Mortgage Securities Trust 2016-C2
3.14%, 06/15/2049

     974,654  
355,000   

Morgan Stanley Capital I Trust 2016-UBS9
3.59%, 03/15/2049

     358,837  
76,392   

MortgageIT Trust
1 mo. USD LIBOR + 0.640%, 3.15%, 02/25/2035(2)

     75,963  
1,187,000   

Natixis Commercial Mortgage Securities Trust
4.40%, 06/17/2028(1)

     1,238,196  
  

New Residential Mortgage Loan Trust

 

63,022   

3.75%, 05/25/2054(1)(3)

     63,123  
199,852   

3.75%, 11/25/2056(1)(3)

     199,565  
817,931   

4.00%, 02/25/2057(1)(3)

     822,953  
  

NRZ Advance Receivables Trust

 

480,000   

2.58%, 10/15/2049(1)

     477,396  
1,210,000   

3.11%, 12/15/2050(1)

     1,206,399  
  

NRZ Excess Spread-Collateralized Notes

 

519,905   

3.19%, 01/25/2023(1)

     517,059  
224,229   

3.27%, 02/25/2023(1)

     224,069  
119,206   

Residential Accredit Loans, Inc.
4.75%, 09/25/2035(3)

     103,061  
1,246,242   

Seasoned Credit Risk Transfer Trust
3.50%, 03/25/2058

     1,239,806  
72,211   

SoFi Consumer Loan Program LLC
3.05%, 12/26/2025(1)

     71,976  
280,000   

Sofi Consumer Loan Program Trust
3.79%, 04/26/2027(1)

     280,838  
178,470   

Springleaf Funding Trust
3.16%, 11/15/2024(1)

     178,422  
450,244   

Thornburg Mortgage Securities Trust
4.04%, 04/25/2045(3)

     453,108  
  

Towd Point Mortgage Trust

 

341,187   

2.25%, 04/25/2056(1)(3)

     333,684  
58,366   

2.75%, 04/25/2055(1)(3)

     57,635  
250,730   

2.75%, 08/25/2055(1)(3)

     246,305  
560,900   

2.75%, 10/25/2056(1)(3)

     548,925  
170,383   

2.75%, 04/25/2057(1)(3)

     166,877  
66,262   

3.00%, 03/25/2054(1)(3)

     65,546  
642,000   

3.75%, 04/25/2055(1)(3)

     639,966  
437,923   

3.75%, 05/25/2058(1)(3)

     439,733  
375,000   

Verus Securitization Trust
3.70%, 07/25/2047(1)(3)

     364,938  
1,050,000   

VNDO Mortgage Trust
3.34%, 11/15/2030(1)(3)

     1,038,506  
685,000   

Wells Fargo Commercial Mortgage Trust 2016-NXS5
3.64%, 01/15/2059

     691,608  
625,000   

Wells Fargo Mortgage Backed Securities Trust
4.00%, 11/25/2048(1)(3)

     629,131  
     

 

 

 
        35,546,537  
     

 

 

 
  

Total Asset & Commercial Mortgage Backed Securities
(cost $40,110,808)

   $ 39,977,728  
     

 

 

 


 

The Hartford Quality Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

U.S. Government Agencies - 77.0%

 

  

Mortgage-Backed Agencies - 75.9%

 

  

FHLMC - 23.5%

 

$         11,556   

0.00%, 11/15/2036(5)

   $          10,234  
7,258,119   

0.29%, 01/25/2027(3)(4)

     149,408  
4,383,431   

0.61%, 03/25/2027(3)(4)

     185,190  
1,240,000   

1.64%, 04/25/2044(3)(4)

     123,067  
695,000   

1.66%, 07/25/2041(3)(4)

     44,344  
2,250,000   

1.75%, 11/25/2040(3)(4)

     136,936  
233,184   

2.50%, 12/15/2026(4)

     11,715  
1,142,469   

2.50%, 03/15/2028(4)

     84,719  
164,554   

2.50%, 05/15/2028(4)

     12,482  
1,038,103   

2.75%, 12/15/2041

     969,768  
228,445   

3.00%, 05/15/2032(4)

     15,483  
407,808   

3.00%, 03/01/2033

     408,466  
165,256   

3.00%, 03/15/2033(4)

     19,634  
1,133,976   

3.00%, 04/01/2033

     1,135,813  
981,382   

3.00%, 01/01/2037

     975,977  
302,000   

3.00%, 04/15/2042

     285,207  
1,588,132   

3.00%, 11/01/2046

     1,563,628  
2,344,093   

3.00%, 12/01/2046

     2,305,248  
995,000   

3.12%, 10/25/2031(3)

     950,773  
625,000   

3.43%, 01/25/2027(3)

     638,115  
257,765   

3.50%, 06/15/2026(4)

     15,341  
80,210   

3.50%, 09/15/2026(4)

     6,908  
140,018   

3.50%, 03/15/2027(4)

     11,602  
751,133   

3.50%, 03/15/2041(4)

     88,041  
313,723   

3.50%, 06/01/2048

     315,523  
5,825,000   

3.50%, 02/01/2049(6)

     5,857,197  
237,980   

1 mo. USD LIBOR + 1.200%, 3.71%, 08/25/2029(2)

     238,618  
223,856   

4.00%, 08/15/2026(4)

     19,096  
317,679   

4.00%, 07/15/2027(4)

     28,035  
631,769   

4.00%, 03/15/2028(4)

     55,758  
141,113   

4.00%, 06/15/2028(4)

     12,706  
401,257   

4.00%, 07/15/2030(4)

     41,964  
307,823   

4.00%, 06/15/2041

     319,771  
250,000   

4.00%, 11/15/2041

     265,188  
571,000   

4.00%, 08/15/2043

     596,896  
289,439   

4.00%, 07/01/2044

     297,541  
97,038   

4.00%, 09/01/2048

     99,479  
2,155,000   

4.00%, 02/01/2049(6)

     2,207,149  
2,000,000   

4.00%, 03/13/2049

     2,046,328  
99,459   

4.50%, 02/01/2039

     103,630  
1,044,658   

4.50%, 07/01/2042

     1,098,617  
155,487   

4.50%, 09/01/2044

     162,080  
999,000   

1 mo. USD LIBOR + 2.300%, 4.81%, 09/25/2030(2)

     991,418  
96,988   

5.00%, 10/01/2028

     102,019  
388,056   

5.00%, 09/01/2029

     408,196  
338,761   

5.00%, 01/01/2030

     356,435  
402,300   

5.00%, 09/01/2031

     422,927  
333,980   

5.00%, 11/01/2031

     351,138  
54,711   

5.00%, 09/01/2033

     58,717  
216,290   

5.00%, 09/15/2033(4)

     40,453  
396,709   

5.00%, 05/01/2039

     423,580  
624,128   

5.00%, 08/01/2039

     663,627  
229,519   

5.00%, 07/01/2041

     243,921  
50,000   

5.00%, 02/01/2049(6)

     52,587  
700,588   

1 mo. USD LIBOR + 2.800%, 5.31%, 05/25/2028(2)

     715,141  
48,131   

5.50%, 08/15/2033

     52,425  
321,674   

5.50%, 04/01/2038

     345,636  
     

 

 

 
        29,141,895  
     

 

 

 
  

FNMA - 33.5%

 

99,066   

0.00%, 06/25/2036(5)

     84,655  
100,000   

0.00%, 09/25/2041(5)

     64,636  
577,787   

1.46%, 08/25/2044(3)(4)

     29,343  


 

The Hartford Quality Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$       435,524   

1.60%, 04/25/2055(3)(4)

   $          21,710  
459,422   

1.64%, 06/25/2055(3)(4)

     23,726  
364,840   

2.00%, 09/25/2039

     343,899  
335,000   

2.00%, 02/25/2043

     274,721  
40,394   

2.50%, 06/25/2028(4)

     2,956  
420,000   

2.50%, 03/25/2043

     357,716  
1,140,000   

2.87%, 02/01/2032

     1,062,655  
900,000   

2.98%, 12/01/2029

     869,442  
392,000   

3.00%, 02/25/2027(4)

     27,564  
135,348   

3.00%, 09/25/2027(4)

     11,331  
400,338   

3.00%, 12/25/2027(4)

     36,894  
800,000   

3.00%, 02/01/2034(6)

     801,094  
978,979   

3.00%, 03/01/2037

     975,843  
270,134   

3.00%, 10/01/2037

     268,641  
1,248,358   

3.00%, 06/25/2048

     1,233,027  
986,519   

3.00%, 10/25/2048

     972,949  
600,000   

3.00%, 09/25/2057

     565,780  
1,300,000   

3.07%, 11/01/2029

     1,265,266  
620,000   

3.09%, 02/25/2030(3)

     605,300  
1,100,000   

3.13%, 01/01/2030

     1,077,509  
1,800,000   

3.14%, 01/01/2030

     1,762,227  
850,000   

3.19%, 09/01/2029

     838,656  
1,700,000   

3.28%, 12/01/2032

     1,660,885  
1,317,465   

3.38%, 12/01/2029

     1,321,952  
1,085,000   

3.46%, 09/01/2037

     1,058,885  
1,438,206   

3.50%, 11/01/2026

     1,465,284  
172,194   

3.50%, 05/25/2027(4)

     16,413  
249,868   

3.50%, 10/25/2027(4)

     23,006  
65,650   

3.50%, 05/25/2030(4)

     7,556  
78,055   

3.50%, 08/25/2030(4)

     7,600  
192,550   

3.50%, 02/25/2031(4)

     16,123  
158,212   

3.50%, 09/25/2035(4)

     22,981  
224,553   

3.50%, 09/01/2043

     226,994  
371,890   

3.50%, 10/01/2044

     376,362  
389,952   

3.50%, 02/01/2045

     394,100  
367,096   

3.50%, 02/01/2046

     370,244  
809,633   

3.50%, 09/01/2046

     815,874  
356,440   

3.50%, 10/01/2046

     359,166  
144,424   

3.50%, 10/25/2046(4)

     36,416  
254,055   

3.50%, 11/01/2046

     256,639  
259,542   

3.50%, 09/01/2047

     261,268  
189,797   

3.50%, 12/01/2047

     191,098  
277,816   

3.50%, 02/01/2048

     280,017  
328,572   

3.50%, 02/25/2048

     333,517  
500,000   

3.50%, 05/25/2048

     503,469  
2,921,000   

3.50%, 02/01/2049(6)

     2,935,434  
1,978,930   

3.50%, 09/01/2057

     1,985,595  
1,250,985   

3.50%, 12/25/2058

     1,259,411  
200,000   

3.55%, 02/01/2030

     202,427  
1,207,786   

3.57%, 10/01/2029(7)

     1,239,824  
1,435,000   

3.65%, 01/01/2029

     1,476,349  
1,000,000   

3.73%, 04/01/2033

     1,024,016  
200,000   

3.80%, 07/01/2030

     207,799  
14,262   

3.89%, 05/01/2030

     14,914  
326,267   

3.96%, 05/01/2034

     342,518  
357,491   

4.00%, 05/25/2027(4)

     31,461  
700,000   

4.00%, 02/01/2034(6)

     720,043  
511,448   

4.00%, 12/01/2040

     527,985  
139,791   

4.00%, 03/01/2041

     144,312  
39,893   

4.00%, 03/25/2042(4)

     5,822  
417,670   

4.00%, 11/25/2043

     433,146  
170,071   

4.00%, 06/01/2044

     174,729  
22,494   

4.00%, 08/01/2044

     23,110  
200,512   

4.00%, 10/01/2044

     206,003  
375,418   

4.00%, 11/01/2044

     385,700  
359,683   

4.00%, 05/01/2045

     369,531  


 

The Hartford Quality Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$       227,531   

4.00%, 07/01/2045

   $          235,446  
786,101   

4.00%, 05/01/2046

     809,148  
199,146   

4.00%, 06/01/2046

     204,550  
236,173   

4.00%, 04/01/2047

     243,733  
874,520   

4.00%, 09/01/2048

     895,648  
375,000   

4.00%, 02/01/2049(6)

     383,848  
100,000   

4.00%, 03/01/2049(6)

     102,258  
481,748   

4.06%, 03/01/2030

     511,998  
63,996   

4.50%, 07/25/2027(4)

     6,190  
102,755   

4.50%, 08/01/2041

     108,339  
30,501   

4.50%, 09/01/2041

     32,032  
33,263   

5.47%, 05/25/2042(3)(4)

     3,562  
413,791   

5.50%, 07/25/2045(4)

     86,079  
325,000   

5.50%, 02/01/2049(6)

     345,059  
563,362   

6.00%, 01/25/2042(4)

     100,573  
495,051   

6.00%, 01/25/2047(4)

     115,668  
355,184   

6.00%, 09/25/2047(4)

     83,999  
     

 

 

 
            41,561,648  
     

 

 

 
  

GNMA - 18.9%

 

$        88,410   

1.75%, 09/20/2043

   $ 85,176  
548,176   

2.14%, 04/20/2040

     460,663  
171,481   

3.00%, 09/20/2028(4)

     14,213  
279,250   

3.00%, 09/16/2042

     259,110  
272,017   

3.00%, 09/20/2042

     254,425  
114,349   

3.00%, 02/16/2043(4)

     17,801  
982,330   

3.00%, 04/20/2045

     979,021  
62,686   

3.00%, 08/15/2045

     62,233  
146,676   

3.00%, 11/20/2045

     146,002  
169,000   

3.00%, 02/20/2046

     161,653  
6,020,000   

3.00%, 02/01/2049(6)

     5,975,791  
83,552   

3.50%, 02/16/2027(4)

     7,230  
197,832   

3.50%, 03/20/2027(4)

     18,675  
199,162   

3.50%, 07/20/2040(4)

     20,447  
387,639   

3.50%, 12/20/2040

     393,757  
263,490   

3.50%, 02/20/2041(4)

     29,091  
450,157   

3.50%, 04/20/2042(4)

     51,246  
675,889   

3.50%, 10/20/2042(4)

     120,936  
363,064   

3.50%, 07/20/2043(4)

     53,174  
45,000   

3.50%, 02/01/2049(6)

     45,570  
1,228,249   

4.00%, 04/16/2026(4)

     114,094  
56,752   

4.00%, 12/16/2026(4)

     5,059  
739,206   

4.00%, 05/20/2029(4)

     71,879  
158,351   

4.00%, 02/15/2041

     164,441  
34,534   

4.00%, 05/16/2042(4)

     5,362  
132,777   

4.00%, 03/20/2043(4)

     27,847  
52,462   

4.00%, 01/20/2044(4)

     11,725  
462,129   

4.00%, 03/20/2047(4)

     80,561  
688,199   

4.00%, 07/20/2047(4)

     119,520  
3,320,000   

4.00%, 02/01/2049(6)

     3,415,839  
1,500,000   

4.00%, 03/01/2049(6)

     1,541,660  
338,336   

4.50%, 06/20/2039

     351,033  
466,241   

4.50%, 09/16/2040

     506,809  
53,114   

4.50%, 09/20/2041

     55,907  
29,618   

4.50%, 05/20/2044

     31,161  
64,171   

4.50%, 06/20/2044

     67,658  
52,531   

4.50%, 10/20/2044

     55,263  
191,616   

4.50%, 04/20/2045(4)

     45,904  
31,684   

4.50%, 01/20/2046

     33,334  
551,663   

4.50%, 01/20/2047(4)

     115,806  
2,096,658   

4.50%, 08/20/2048

     2,178,216  
1,977,183   

4.50%, 09/20/2048

     2,054,166  
105,000   

4.50%, 02/01/2049(6)

     109,020  
145,472   

5.00%, 05/20/2034

     154,995  
46,509   

5.00%, 07/15/2039

     49,930  
537,748   

5.00%, 02/16/2040(4)

     126,212  


 

The Hartford Quality Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    358,359   

5.00%, 05/20/2040(4)

   $ 80,289  
734,022   

5.00%, 04/20/2041

     848,466  
33,092   

5.00%, 06/15/2041

     35,526  
158,336   

5.00%, 10/16/2041(4)

     25,390  
31,635   

5.00%, 03/15/2044

     33,955  
607,103   

5.00%, 11/16/2046(4)

     121,352  
135,128   

5.00%, 01/16/2047(4)

     29,810  
523,487   

5.00%, 09/16/2047(4)

     117,405  
561,387   

5.00%, 06/20/2048(4)

     115,315  
400,000   

5.00%, 02/01/2049(6)

     417,706  
395,358   

5.50%, 05/20/2038

     439,235  
319,755   

5.50%, 03/20/2039(4)

     71,274  
399,142   

5.50%, 02/16/2047(4)

     89,367  
493,655   

5.50%, 05/20/2047(4)

     115,456  
21,940   

6.00%, 01/15/2039

     24,219  
150,087   

6.00%, 09/15/2040

     165,892  
343,821   

6.00%, 02/20/2046(4)

     78,770  
     

 

 

 
        23,459,042  
     

 

 

 
        94,162,585  
     

 

 

 
  

Other Direct Federal Obligations - 1.1%

 

  

SLM Student Loan Trust

 

$    290,289   

1 mo. USD LIBOR + 0.750%, 3.26%, 05/26/2026(2)

   $ 290,289  
709,942   

3 mo. USD LIBOR + 1.200%, 3.99%, 12/15/2033(1)(2)

     713,680  
     

 

 

 
409,517   

3 mo. USD LIBOR + 1.500%, 4.27%, 04/25/2023(2)

     412,779  
     

 

 

 
        1,416,748  
     

 

 

 
        1,416,748  
     

 

 

 
  

Total U.S. Government Agencies
(cost $95,880,377)

   $ 95,579,333  
     

 

 

 

U.S. Government Securities - 5.0%

 

  

Other Direct Federal Obligations - 0.6%

 

700,000   

Tennessee Valley Authority - 0.6%
4.25%, 09/15/2065

     794,020  
     

 

 

 
  

U.S. Treasury Securities - 4.4%

 

  

U.S. Treasury Notes - 4.4%

 

4,121,155   

0.75%, 07/15/2028(8)(9)

     4,121,208  
1,316,718   

0.88%, 01/15/2029(8)

     1,327,125  
     

 

 

 
        5,448,333  
     

 

 

 
  

Total U.S. Government Securities
(cost $6,173,695)

   $ 6,242,353  
     

 

 

 
  

Total Long-Term Investments
(cost $142,164,880)

   $ 141,799,414  
     

 

 

 

Short-Term Investments - 2.5%

 

  

Other Investment Pools & Funds - 2.5%

 

3,053,558   

Fidelity Institutional Government Fund, Institutional Class, 2.31%(10)

     3,053,558  
     

 

 

 
  

Total Short-Term Investments
(cost $3,053,557)

   $ 3,053,558  
     

 

 

 


 

The Hartford Quality Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Total Investments Excluding Purchased Options
(cost $145,218,437)

     116.7%      $ 144,852,972  
  

Total Purchased Options
(cost $1,482,203)

     1.1%      $ 1,347,725  
     

 

 

    

 

 

 
  

Total Investments
(cost $146,700,640)

     117.8%      $ 146,200,697  
  

Other Assets and Liabilities

     (17.8)%        (22,088,224
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 124,112,473  
     

 

 

    

 

 

 

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

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

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

 

(1)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $25,141,122, representing 20.3% of net assets.

(2)

Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2019.

(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)

Security is a zero-coupon bond.

(6)

Represents or includes a TBA transaction.

(7)

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

(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 centrally cleared swap contracts.

(10)

Current yield as of period end.

 

OTC Swaption Contracts Outstanding at January 31, 2019  

Description

  Counter-
party
   


Exercise
Price/FX
Rate/
Rate
 
 
 
 
 

Pay/
Receive Floating

Rate

   
Expiration
Date
 
 
  Notional Amount

 

   
Number of
Contracts
 
 
   

Market

Value †

 

 

   


Premiums
Paid
(Received)
by Fund
 
 
 
 
   

Unrealized
Appreciation/
(Depreciation)
 
 
 

Purchased swaption contracts:

 

               

Calls

                   
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57*   JPM     2.45   Pay     08/02/27     USD     1,575,000       1,575,000     $ 163,485     $ 161,753     $ 1,732  
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57*   MSC     2.45   Pay     08/02/27     USD     1,600,000       1,600,000       166,080       257,308       (91,228
3 Months USD-LIBOR-BBA Interest Rate Swap Expiring 08/04/57*   BOA     2.45   Receive     08/02/27     USD     1,450,000       1,450,000       150,510       124,700       25,810  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

 

        4,625,000     $ 480,075     $ 543,761     $ (63,686
             

 

 

   

 

 

   

 

 

   

 

 

 

Puts

 

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57*   JPM     2.45   Receive     08/02/27     USD     1,575,000       1,575,000     $ 295,470     $ 311,220     $ (15,750
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57*   MSC     2.45   Receive     08/02/27     USD     1,600,000       1,600,000       300,160       295,172       4,988  
3 Months USD-LIBOR-BBA Interest Rate Swap Expiring 08/04/57*   BOA     2.45   Pay     08/02/27     USD     1,450,000       1,450,000       272,020       332,050       (60,030
             

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

 

    4,625,000     $ 867,650     $ 938,442     $ (70,792
             

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased swaption contracts

 

        9,250,000     $ 1,347,725     $ 1,482,203     $ (134,478
             

 

 

   

 

 

   

 

 

   

 

 

 

* Swaptions with forward premiums.

 


 

The Hartford Quality Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

Futures Contracts Outstanding at January 31, 2019  
Description    Number
of
Contracts
     Expiration
Date
     Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)    
 

Long position contracts:

 

U.S. Treasury 2-Year Note Future

     27        03/29/2019          $         5,732,859      $ 8,337     

U.S. Treasury 10-Year Note Future

     167        03/20/2019            20,452,281        285,425     

U.S. Treasury Long Bond Future

     41        03/20/2019            6,014,188        307,724     

U.S. Treasury Ultra Bond Future

     56        03/20/2019            9,023,000        441,390     
           

 

 

 

Total

 

   $ 1,042,876     
           

 

 

 

Short position contracts:

                    

U.S. Treasury 5-Year Note Future

     8        03/29/2019          $ 918,875      $ (4,046)    

U.S. Treasury 10-Year Ultra Future

     48        03/20/2019            6,273,000        (224,338)    
           

 

 

 

Total

 

   $ (228,384)    
           

 

 

 
           
           

 

 

 

Total futures contracts

 

   $ 814,492     
           

 

 

 

 

TBA Sale Commitments Outstanding at January 31, 2019  
Description    Principal
Amount
     Maturity Date    Market Value †      Unrealized
Appreciation/
(Depreciation)
 

FHLMC, 3.00%

   $         300,000      02/01/2034      $              (300,469)      $ (1,500)  

FHLMC, 3.00%

     5,309,000      02/01/2049      (5,217,993)        (48,179)  

FHLMC, 4.50%

     125,000      02/01/2049      (129,993)        (657)  

FNMA, 2.50%

     1,917,000      02/01/2034      (1,886,578)        (13,007)  

FNMA, 3.00%

     6,446,000      02/01/2049      (6,332,440)        (59,662)  

FNMA, 3.50%

     3,990,000      02/01/2034      (4,064,500)        (25,249)  

FNMA, 4.50%

     4,800,000      02/01/2049      (4,988,813)        (22,312)  
        

 

 

    

 

 

 

Total (proceeds receivable $22,750,220)

           $          (22,920,786)      $             (170,566)  
        

 

 

    

 

 

 

At January 31, 2019, the aggregate market value of TBA Sale Commitments represents (18.5)% of total net assets.

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2019        
Payments made by Fund    Payments
received
by Fund
 

    Notional Amount

   Expiration
Date
     Periodic
Payment
Frequency
  Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Value†     Unrealized
Appreciation/
(Depreciation)
 

3 Mo. USD LIBOR

   3.00% Fixed       USD    13,264,000      04/30/25      Semi-Annual     $    16,346            $            —          $      (354,757     $     (371,103

3 Mo. USD LIBOR

   2.27% Fixed       USD    5,925,000      07/14/27      Semi-Annual             —            —          157,736       157,736  

3 Mo. USD LIBOR

   2.91% Fixed       USD    1,725,000      07/14/27      Semi-Annual     3,821            —          (38,410     (42,231

3 Mo. USD LIBOR

   2.83% Fixed       USD    7,222,000      12/21/28      Semi-Annual     —            —          (108,643     (108,643

3 Mo. USD LIBOR

   2.81% Fixed       USD    1,145,000      05/15/44      Semi-Annual     1,220            —          (647     (1,867

3 Mo. USD LIBOR

   2.88% Fixed       USD    350,000      12/31/48      Semi-Annual     —            —          (6,151     (6,151

3 Mo. USD LIBOR

   2.87% Fixed       USD    175,000      01/28/49      Semi-Annual     —            —          (2,712     (2,712
               

 

 

    

 

 

    

 

 

   

 

 

 

Total

             $    21,387            $             —          $       (353,584     $     (374,971
               

 

 

    

 

 

    

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at January 31, 2019  
  Amount and Description  
of Currency to be
Purchased
   Amount and Description
of Currency to be
Sold
   Counterparty         Settlement
Date
   Appreciation              Depreciation  
        5,961,759        USD            640,000,000        JPY    SSG        02/06/19    $             83,048               $             —  

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)     
Counterparty Abbreviations:     
BOA    Banc of America Securities LLC   


 

The Hartford Quality Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

GSC    Goldman Sachs & Co.   
JPM    JP Morgan Chase & Co.   
MSC    Morgan Stanley   
SSG    State Street Global Markets LLC   
Currency Abbreviations:     
JPY    Japanese Yen   
USD    United States Dollar   
Other Abbreviations:     
CLO    Collateralized Loan Obligation   
CMO    Collateralized Mortgage Obligation   
FHLMC    Federal Home Loan Mortgage Corp.   
FNMA    Federal National Mortgage Association   
GNMA    Government National Mortgage Association   
LIBOR    London Interbank Offered Rate   
TBA    To Be Announced   


 

The Hartford Quality Bond Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total     Level 1     Level 2     Level  3(1)  

Assets

 

Asset & Commercial Mortgage Backed Securities

   $ 39,977,728     $     $ 39,977,728     $                   —  

U.S. Government Agencies

     95,579,333             95,579,333        

U.S. Government Securities

     6,242,353             6,242,353        

Short-Term Investments

     3,053,558       3,053,558              

Purchased Options

     1,347,725             1,347,725        

Foreign Currency Contracts(2)

     83,048             83,048        

Futures Contracts(2)

     1,042,876       1,042,876              

Swaps - Interest Rate(2)

     157,736             157,736        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $       147,484,357     $       4,096,434     $       143,387,923     $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Futures Contracts(2)

   $ (228,384   $ (228,384   $     $  

Swaps - Interest Rate(2)

     (532,707           (532,707      

TBA Sale Commitments

     (22,920,786           (22,920,786      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (23,681,877   $ (228,384   $ (23,453,493   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) 

For the period ended January 31, 2019, 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 Hartford Short Duration Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Shares or Principal Amount           Market Value  

Asset & Commercial Mortgage Backed Securities - 16.6%

     
  

Asset-Backed - Automobile - 0.9%

     
  

Credit Acceptance Auto Loan Trust

     
$       920,000   

2.65%, 06/15/2026(1)

      $ 912,445  
1,270,000   

3.55%, 08/15/2027(1)

               1,280,599  
1,055,000   

GM Financial Automobile Leasing Trust
1.97%, 05/20/2020

        1,051,808  
3,750,000   

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

        3,760,847  
3,000,000   

Santander Drive Auto Receivables Trust
2.46%, 03/15/2022

        2,985,142  
590,000   

Westlake Automobile Receivables Trust
3.20%, 01/16/2024(1)

        589,368  
        

 

 

 
           10,580,209  
        

 

 

 
  

Asset-Backed - Finance & Insurance - 6.7%

     
2,744,168   

Ajax Mortgage Loan Trust
3.16%, 09/25/2056(1)(2)

        2,712,283  
2,250,000   

Apidos CLO
3 mo. USD LIBOR + 1.080%, 3.87%, 04/15/2031(1)(3)

        2,228,580  
  

Bayview Opportunity Master Fund Trust

     
503,614   

3.35%, 11/28/2032(1)(4)

        502,057  
516,896   

3.50%, 01/28/2055(1)(2)

        512,625  
900,723   

3.50%, 06/28/2057(1)(2)

        893,169  
1,131,765   

3.50%, 01/28/2058(1)(2)

        1,121,112  
358,465   

4.00%, 11/28/2053(1)(2)

        359,860  
1,123,982   

4.00%, 10/28/2064(1)(2)

        1,127,549  
1,900,000   

Bellemeade Re Ltd.
1 mo. USD LIBOR + 1.200%, 3.71%, 10/25/2027(1)(3)

        1,896,406  
  

Carlyle Global Market Strategies CLO Ltd.

     
250,000   

3 mo. USD LIBOR + 0.890%, 3.67%, 01/18/2029(1)(3)

        247,339  
1,500,000   

3 mo. USD LIBOR + 0.970%, 3.74%, 04/17/2031(1)(3)

        1,477,739  
1,000,000   

3 mo. USD LIBOR + 1.400%, 4.17%, 04/17/2031(1)(3)

        975,573  
2,125,000   

CIFC Funding Ltd.
3 mo. USD LIBOR + 1.250%, 4.03%, 07/16/2030(1)(3)

        2,125,225  
486,146   

Credit Suisse ABS Trust
3.42%, 07/25/2024(1)

        485,610  
1,549,360   

Finance of America Structured Securities Trust
3.38%, 09/25/2028(1)(2)

        1,550,528  
65,806   

Hasco NIM Cayman Co.
6.25%, 12/26/2035*(1)(5)(6)

         
1,190,000   

KKR CLO 21 Ltd.
3 mo. USD LIBOR + 1.000%, 3.79%, 04/15/2031(1)(3)

        1,168,579  
2,000,000   

Lendmark Funding Trust
2.83%, 12/22/2025(1)

        1,976,309  
180,481   

Long Beach Asset Holdings Corp.
5.78%, 04/25/2046*(1)(5)(6)

         
4,610,000   

Magnetite Ltd.
3 mo. USD LIBOR + 1.500%, 4.27%, 07/25/2026(1)(3)

        4,589,767  
  

Nationstar HECM Loan Trust

     
564,608   

2.04%, 09/25/2027(1)(2)

        562,922  
609,486   

3.19%, 07/25/2028(1)(2)

        608,883  
  

NRZ Advance Receivables Trust

     
2,000,000   

2.58%, 10/15/2049(1)

        1,989,148  
4,205,000   

3.11%, 12/15/2050(1)

        4,192,485  
2,185,000   

3.21%, 02/15/2051(1)

        2,179,676  
1,724,095   

NRZ Excess Spread-Collateralized Notes
3.19%, 01/25/2023(1)

        1,714,658  
2,920,000   

OBX Trust
4.00%, 11/25/2048(1)(2)(5)(6)

        2,928,590  
1,250,000   

Octagon Investment Partners Ltd.
3 mo. USD LIBOR + 1.020%, 3.79%, 07/17/2030(1)(3)

        1,228,478  
4,000,000   

OneMain Financial Issuance Trust
3.48%, 02/14/2031(1)

        3,999,452  
825,000   

4.57%, 02/20/2029(1)

        834,915  


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    2,244,375   

Planet Fitness Master Issuer LLC
4.26%, 09/05/2048(1)

      $        2,257,325  
507,487   

Pretium Mortgage Credit Partners LLC
3.33%, 12/30/2032(1)(2)

        500,378  
  

Regional Management Issuance Trust

     
1,385,000   

3.83%, 07/15/2027(1)

        1,391,419  
2,500,000   

4.56%, 01/18/2028(1)

        2,515,936  
2,060,000   

SBA Tower Trust
2.90%, 10/15/2044(1)(4)

        2,052,866  
  

SoFi Consumer Loan Program LLC

     
578,072   

2.55%, 02/25/2027(1)

        575,376  
2,677,920   

3.28%, 01/26/2026(1)

        2,677,229  
3,840,000   

SPS Servicer Advance Receivables Trust
2.75%, 11/15/2049(1)

        3,831,084  
  

Towd Point Mortgage Trust

     
2,884,630   

2.75%, 10/25/2056(1)(2)

        2,823,041  
1,799,964   

2.75%, 04/25/2057(1)(2)

        1,762,923  
1,170,430   

2.75%, 07/25/2057(1)(2)

        1,142,137  
1,610,753   

2.75%, 10/25/2057(1)(2)

        1,567,342  
  

Vantage Data Centers Issuer LLC

     
971,017   

4.07%, 02/16/2043(1)

        977,680  
1,302,825   

4.20%, 11/16/2043(1)

        1,302,825  
1,485,000   

Verizon Owner Trust
2.22%, 12/20/2021(1)

        1,468,337  
3,175,000   

Wingstop Funding LLC
4.97%, 12/05/2048(1)

        3,251,136  
2,755,000   

Z Capital Credit Partners CLO Ltd.
3 mo. USD LIBOR + 1.450%, 4.23%, 07/16/2027(1)(3)

        2,708,807  
        

 

 

 
           78,419,982  
        

 

 

 
  

Asset-Backed - Home Equity - 0.2%

     
408,267   

Accredited Mortgage Loan Trust
1 mo. USD LIBOR + 0.680%, 3.19%, 01/25/2035(3)

        408,699  
1,134,655   

Morgan Stanley Capital I Trust
1 mo. USD LIBOR + 0.760%, 3.27%, 01/25/2035(3)

        1,138,095  
1,049,645   

New Residential Mortgage Loan Trust
4.00%, 12/25/2057(1)(2)

        1,064,448  
107,852   

Renaissance Home Equity Loan Trust
9.79%, 04/25/2037*(1)(2)

        1  
144,328   

Residential Asset Securitization Trust
5.14%, 07/25/2034(2)

        146,463  
        

 

 

 
           2,757,706  
        

 

 

 
  

Collateralized - Mortgage Obligations - 0.0%

     
477,209   

COLT Mortgage Loan Trust
2.61%, 05/27/2047(1)(2)

        474,451  
        

 

 

 
  

Commercial Mortgage - Backed Securities - 2.0%

     
  

Citigroup Mortgage Loan Trust

     
2,214,659   

3.25%, 03/25/2061(1)(2)

        2,209,242  
1,778,459   

3.50%, 02/25/2058(1)(2)

        1,785,587  
843,731   

DBUBS Mortgage Trust
0.71%, 11/10/2046(1)(2)(7)

        7,257  
  

FREMF Mortgage Trust

     
5,065,400   

3.04%, 10/25/2047(1)(2)

        5,034,788  
635,000   

3.15%, 04/25/2046(1)(2)

        634,108  
885,000   

3.82%, 06/25/2047(1)(2)

        884,471  
900,000   

4.03%, 05/25/2045(1)(2)

        923,483  
3,028,530   

4.12%, 02/25/2046(1)(2)

        3,060,697  
1,000,000   

4.62%, 11/25/2049(1)(2)

        1,021,575  
  

JP Morgan Chase Commercial Mortgage Securities Trust

     
1,618,930   

3.91%, 05/05/2030(1)

        1,639,023  
3,045,840   

4.39%, 07/15/2046(1)

        3,126,726  
2,515,339   

Verus Securitization Trust
3.68%, 06/01/2058(1)(2)

        2,513,206  
        

 

 

 
           22,840,163  
        

 

 

 


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Other ABS - 0.2%

     
$     1,665,094   

VOLT LXIV LLC
3.38%, 10/25/2047(1)(4)

      $        1,659,481  
1,140,217   

VOLT LXX LLC
4.12%, 09/25/2048(1)(4)

        1,139,244  
        

 

 

 
           2,798,725  
        

 

 

 
  

Whole Loan Collateral CMO - 6.5%

     
  

Angel Oak Mortgage Trust LLC

     
753,293   

2.48%, 07/25/2047(1)(2)

        742,319  
780,746   

2.71%, 11/25/2047(1)(2)

        774,859  
173,673   

2.81%, 01/25/2047(1)(2)

        172,698  
2,410,000   

3.92%, 11/25/2048(1)(2)

        2,419,545  
3,267,202   

CIM Trust
3.00%, 04/25/2057(1)(2)

        3,245,370  
1,270,000   

Colombia Cent CLO Ltd.
3 mo. USD LIBOR + 1.150%, 3.64%, 10/25/2028(1)(3)

        1,263,569  
1,000,000   

COLT Funding LLC
3.71%, 03/25/2049(5)(6)

        999,987  
  

COLT Mortgage Loan Trust

     
290,355   

2.80%, 12/26/2046(1)(2)

        288,133  
964,553   

2.93%, 02/25/2048(1)(2)

        954,810  
1,191,546   

3.47%, 07/27/2048(1)(2)

        1,187,859  
854,357   

3.69%, 10/26/2048(1)(2)

        855,804  
413,090   

3.75%, 12/26/2046(1)(2)

        410,766  
3,429,080   

4.01%, 12/28/2048(1)(2)

        3,439,146  
2,002,197   

CSMC Trust
4.13%, 07/25/2058(1)(2)

        2,000,662  
  

Deephaven Residential Mortgage Trust

     
704,920   

2.45%, 06/25/2047(1)(2)

        693,810  
364,108   

2.73%, 12/26/2046(1)(2)

        360,685  
462,957   

2.81%, 10/25/2047(1)(2)

        458,673  
1,398,179   

3.48%, 04/25/2058(1)(2)

        1,397,848  
3,570,950   

3.79%, 08/25/2058(1)(2)

        3,581,848  
706,191   

Finance of America Structured Securities Trust
2.32%, 11/25/2027(1)(2)

        705,847  
2,443,211   

Flagstar Mortgage Trust
4.00%, 09/25/2048(1)(2)

        2,463,634  
1,010,000   

Home Re Ltd.
1 mo. USD LIBOR + 1.600%, 4.11%, 10/25/2028(1)(3)

        1,011,177  
  

LSTAR Securities Investment Ltd.

     
862,083   

1 mo. USD LIBOR + 1.650%, 4.17%, 11/01/2022(1)(3)

        862,341  
323,367   

1 mo. USD LIBOR + 1.750%, 4.27%, 10/01/2022(1)(3)

        322,196  
681,570   

Marlette Funding Trust
3.06%, 07/17/2028(1)

        680,408  
1,145,162   

MetLife Securitization Trust
3.00%, 04/25/2055(1)(2)

        1,124,586  
778,608   

MFA Trust
2.59%, 02/25/2057(1)(2)

        766,769  
  

Mill City Mortgage Loan Trust

     
874,586   

2.50%, 04/25/2057(1)(2)

        857,820  
2,491,453   

2.75%, 01/25/2061(1)(2)

        2,432,134  
1,317,087   

3.25%, 05/25/2062(1)(2)

        1,298,302  
2,599,455   

3.50%, 05/25/2058(1)(2)

        2,579,760  
2,345,165   

3.50%, 08/25/2058(1)(2)

        2,313,974  
  

New Residential Mortgage LLC

     
3,386,321   

3.61%, 05/25/2023(1)

        3,401,755  
2,852,501   

3.79%, 07/25/2054(1)

        2,880,616  
  

New Residential Mortgage Loan Trust

     
709,624   

3.25%, 09/25/2056(1)(2)

        699,897  
4,322,419   

1 mo. USD LIBOR + 0.750%, 3.26%, 01/25/2048(1)(3)

        4,299,754  
1,102,559   

3.50%, 12/25/2057(1)(2)

        1,099,115  
693,090   

3.75%, 11/26/2035(1)(2)

        693,614  
498,971   

3.75%, 03/25/2056(1)(2)

        497,894  
752,633   

3.75%, 11/25/2056(1)(2)

        751,552  
1,415,650   

4.00%, 02/25/2057(1)(2)

        1,424,341  


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$     1,383,850   

4.00%, 03/25/2057(1)(2)

   $        1,396,408  
985,127   

4.00%, 04/25/2057(1)(2)

     1,000,774  
1,436,734   

4.00%, 05/25/2057(1)(2)

     1,449,419  
2,131,064   

4.00%, 09/25/2057(1)(2)

     2,142,344  
1,602,083   

Preston Ridge Partners Mortgage Trust LLC
3.75%, 04/25/2023(1)(2)

     1,593,587  
  

Sequoia Mortgage Trust

  
801,883   

4.00%, 09/25/2048(1)(2)

     811,282  
2,931,535   

4.50%, 08/25/2048(1)(2)

     2,993,179  
  

Towd Point Mortgage Trust

  
1,151,200   

2.25%, 04/25/2056(1)(2)

     1,125,885  
2,031,835   

2.25%, 07/25/2056(1)(2)

     1,977,853  
415,544   

2.75%, 02/25/2055(1)(2)

     409,963  
1,082,523   

2.75%, 04/25/2055(1)(2)

     1,065,990  
458,382   

2.75%, 05/25/2055(1)(2)

     451,477  
887,501   

Verus Securitization Trust
2.93%, 02/25/2048(1)(2)

     879,364  
     

 

 

 
        75,713,402  
     

 

 

 
  

Total Asset & Commercial Mortgage Backed Securities
(cost $195,838,267)

   $ 194,160,014  
     

 

 

 

Corporate Bonds - 51.9%

  
  

Aerospace/Defense - 0.6%

  
365,000   

BAE Systems Holdings, Inc.
2.85%, 12/15/2020(1)

     362,109  
2,275,000   

L3 Technologies, Inc.
3.85%, 06/15/2023

     2,298,716  
4,825,000   

United Technologies Corp.
3.65%, 08/16/2023

     4,896,965  
     

 

 

 
        7,557,790  
     

 

 

 
  

Agriculture - 0.1%

  
644,000   

Reynolds American, Inc.
3.25%, 06/12/2020

     644,055  
     

 

 

 
  

Auto Manufacturers - 2.6%

  
2,000,000   

Daimler Finance NA LLC
2.00%, 07/06/2021(1)

     1,938,717  
  

Ford Motor Credit Co. LLC

  

3,500,000

  

2.02%, 05/03/2019

     3,489,751  

2,000,000

  

2.46%, 03/27/2020

     1,965,733  
  

General Motors Financial Co., Inc.

  

2,500,000

  

3.15%, 06/30/2022

     2,417,191  

2,500,000

  

3.20%, 07/06/2021

     2,459,313  

2,500,000

  

4.20%, 11/06/2021

     2,516,233  
  

Harley-Davidson Financial Services, Inc.

  

840,000

  

2.40%, 09/15/2019(1)

     834,237  

2,500,000

  

2.85%, 01/15/2021(1)

     2,457,177  
  

Hyundai Capital America

  

2,000,000

  

2.00%, 07/01/2019(1)

     1,989,053  

2,490,000

  

2.60%, 03/19/2020(1)

     2,463,269  

1,825,000

  

4.13%, 06/08/2023(1)

     1,832,408  
  

Nissan Motor Acceptance Corp.

  

1,000,000

  

2.15%, 09/28/2020(1)

     978,671  

1,250,000

  

2.55%, 03/08/2021(1)

     1,219,300  
  

Volkswagen Group of America Finance LLC

  
750,000   

2.45%, 11/20/2019(1)

     744,908  
3,025,000   

4.25%, 11/13/2023(1)

     3,059,576  
     

 

 

 
        30,365,537  
     

 

 

 
  

Auto Parts & Equipment - 0.4%

  
500,000   

Aptiv plc
3.15%, 11/19/2020

     498,458  
4,237,000   

Goodyear Tire & Rubber Co.
8.75%, 08/15/2020(8)

     4,522,998  
     

 

 

 
        5,021,456  
     

 

 

 


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Beverages - 0.5%

  
  

Anheuser-Busch InBev Finance, Inc.

  

$    1,954,000

  

2.65%, 02/01/2021

   $        1,945,975  

1,155,000

  

3.70%, 02/01/2024

     1,163,079  
  

Constellation Brands, Inc.

  

2,435,000

  

2.65%, 11/07/2022

     2,354,910  

340,000

  

2.70%, 05/09/2022

     331,352  

625,000

  

Molson Coors Brewing Co.
2.10%, 07/15/2021

     609,089  
     

 

 

 
        6,404,405  
     

 

 

 
  

Biotechnology - 0.3%

  

2,000,000

  

Celgene Corp.
2.88%, 08/15/2020

     1,996,277  

1,750,000

  

Gilead Sciences, Inc.
3.25%, 09/01/2022

     1,762,769  
     

 

 

 
        3,759,046  
     

 

 

 
  

Chemicals - 1.2%

  

4,500,000

  

Air Liquide Finance S.A.
1.75%, 09/27/2021(1)

     4,343,369  

3,600,000

  

DowDuPont, Inc.
4.21%, 11/15/2023

     3,731,479  

2,500,000

  

Eastman Chemical Co.
3.50%, 12/01/2021

     2,508,935  

1,235,000

  

International Flavors & Fragrances, Inc.
3.40%, 09/25/2020

     1,239,563  

2,000,000

  

Syngenta Finance N.V.
3.70%, 04/24/2020(1)

     1,993,550  
     

 

 

 
        13,816,896  
     

 

 

 
  

Commercial Banks - 18.6%

  

1,000,000

  

ABN Amro Bank N.V.
2.45%, 06/04/2020(1)

     991,065  
  

Banco Santander S.A.

  

1,600,000

  

3.13%, 02/23/2023

     1,554,642  

1,200,000

  

3.50%, 04/11/2022

     1,193,869  

600,000

  

3.85%, 04/12/2023

     596,600  
  

Bank of America Corp.

  

3,020,000

  

2.15%, 11/09/2020

     2,979,912  

3,500,000

  

2.50%, 10/21/2022

     3,420,424  

2,000,000

  

2.63%, 04/19/2021

     1,985,536  

1,500,000

  

3 mo. USD LIBOR + 0.370%, 2.74%, 01/23/2022(3)

     1,488,198  

1,395,000

  

Bank of New York Mellon Corp.
3 mo. USD LIBOR + 1.050%, 3.80%, 10/30/2023(3)

     1,406,765  

1,000,000

  

Bank of Nova Scotia
2.70%, 03/07/2022

     986,499  

1,500,000

  

Banque Federative du Credit Mutuel S.A.
2.70%, 07/20/2022(1)

     1,466,725  
  

Barclays plc

  

2,500,000

  

2.75%, 11/08/2019

     2,491,400  

1,850,000

  

2.88%, 06/08/2020

     1,828,892  

2,625,000

  

3.25%, 01/12/2021

     2,596,758  
  

BB&T Corp.

  

1,750,000

  

2.05%, 05/10/2021

     1,716,757  

1,750,000

  

2.75%, 04/01/2022

     1,730,156  
  

BNP Paribas S.A.

  

1,500,000

  

2.38%, 05/21/2020

     1,489,676  

580,000

  

2.95%, 05/23/2022(1)

     568,376  

750,000

  

3.50%, 03/01/2023(1)

     743,570  
  

BPCE S.A.

  

1,750,000

  

2.75%, 01/11/2023(1)

     1,700,389  

300,000

  

3.00%, 05/22/2022(1)

     292,904  

1,500,000

  

4.00%, 09/12/2023(1)

     1,494,764  

1,250,000

  

Canadian Imperial Bank of Commerce
3.50%, 09/13/2023

     1,265,446  
  

Capital One Financial Corp.

  


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    1,250,000

  

3.05%, 03/09/2022

   $        1,233,903  

2,500,000

  

3 mo. USD LIBOR + 0.760%, 3.38%, 05/12/2020(3)

     2,508,519  

2,500,000

  

CIT Group, Inc.
4.13%, 03/09/2021

     2,506,250  
  

Citigroup, Inc.

  

2,000,000

  

2.70%, 03/30/2021

     1,986,440  

4,500,000

  

2.90%, 12/08/2021

     4,471,754  
  

Citizens Bank NA

  

770,000

  

2.55%, 05/13/2021

     759,227  

4,500,000

  

2.65%, 05/26/2022

     4,389,618  

665,000

  

Citizens Financial Group, Inc.
2.38%, 07/28/2021

     650,144  

3,550,000

  

Comerica, Inc.
3.70%, 07/31/2023

     3,583,139  

1,555,000

  

Compass Bank
2.75%, 09/29/2019

     1,549,293  
  

Cooperatieve Rabobank UA

  

1,650,000

  

2.50%, 01/19/2021

     1,637,247  

1,500,000

  

2.75%, 01/10/2022

     1,486,189  
  

Credit Agricole S.A.

  

1,800,000

  

2.75%, 06/10/2020(1)

     1,789,074  

735,000

  

3.75%, 04/24/2023(1)

     730,049  

2,001,000

  

Credit Suisse Group AG
3.57%, 01/09/2023(1)

     1,979,807  

2,000,000

  

Credit Suisse Group Funding Guernsey Ltd.
3.45%, 04/16/2021

     2,001,654  
  

Danske Bank A/S

  

1,120,000

  

2.00%, 09/08/2021(1)

     1,065,161  

1,250,000

  

2.70%, 03/02/2022(1)

     1,195,489  

1,250,000

  

2.80%, 03/10/2021(1)

     1,217,184  

5,510,000

  

5.00%, 01/12/2022(1)

     5,587,301  
  

Deutsche Bank AG

  

1,190,000

  

2.70%, 07/13/2020

     1,163,386  

2,440,000

  

3.15%, 01/22/2021

     2,372,073  

1,250,000

  

3.30%, 11/16/2022

     1,168,953  

1,350,000

  

3.95%, 02/27/2023

     1,290,321  

2,600,000

  

Discover Bank
3.10%, 06/04/2020

     2,593,727  

2,150,000

  

DNB Bank ASA
2.38%, 06/02/2021(1)

     2,110,745  
  

Fifth Third Bancorp

  

1,750,000

  

2.60%, 06/15/2022

     1,709,020  

2,000,000

  

3.65%, 01/25/2024

     2,015,261  
  

Fifth Third Bank

  

1,500,000

  

2.20%, 10/30/2020

     1,478,867  

1,100,000

  

2.25%, 06/14/2021

     1,079,511  
  

Goldman Sachs Group, Inc.

  

1,225,000

  

2.35%, 11/15/2021

     1,197,657  

2,000,000

  

2.60%, 12/27/2020

     1,986,499  

660,000

  

2.63%, 04/25/2021

     652,603  

545,000

  

2.75%, 09/15/2020

     541,997  

1,005,000

  

2.88%, 02/25/2021

     1,001,308  

4,000,000

  

3.00%, 04/26/2022

     3,956,240  

1,500,000

  

3.20%, 02/23/2023

     1,491,677  
  

HSBC Holdings plc

  

1,800,000

  

2.95%, 05/25/2021

     1,793,208  

2,135,000

  

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

     2,119,488  

1,150,000

  

3.40%, 03/08/2021

     1,156,042  

905,000

  

3 mo. USD LIBOR + 1.000%, 3.64%, 05/18/2024(3)

     897,208  

1,550,000

  

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

     1,540,356  
  

Huntington Bancshares, Inc.

  

2,000,000

  

2.30%, 01/14/2022

     1,946,781  

1,700,000

  

3.15%, 03/14/2021

     1,703,598  

1,250,000

  

Huntington National Bank
2.38%, 03/10/2020

     1,242,588  


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    2,395,000

  

ING Bank N.V.
2.50%, 10/01/2019(1)

   $        2,387,714  
  

ING Groep N.V.

  

705,000

  

3.15%, 03/29/2022

     699,796  

2,000,000

  

4.10%, 10/02/2023

     2,024,881  
  

Intesa Sanpaolo S.p.A.

  

1,955,000

  

3.13%, 07/14/2022(1)

     1,837,114  

1,675,000

  

3.38%, 01/12/2023(1)

     1,561,600  

750,000

  

6.50%, 02/24/2021(1)

     774,360  
  

JP Morgan Chase & Co.

  

4,000,000

  

2.30%, 08/15/2021

     3,931,335  

3,000,000

  

2.40%, 06/07/2021

     2,961,575  

3,000,000

  

2.55%, 03/01/2021

     2,977,686  

1,500,000

  

2.75%, 06/23/2020

     1,497,256  

1,800,000

  

3 mo. USD LIBOR + 1.230%, 4.01%, 10/24/2023(3)

     1,822,063  
  

KeyBank NA

  

1,500,000

  

2.40%, 06/09/2022

     1,462,582  

905,000

  

2.50%, 11/22/2021

     890,814  

1,700,000

  

3.30%, 02/01/2022

     1,709,270  

3,000,000

  

Macquarie Group Ltd.
3 mo. USD LIBOR + 1.023%, 3.19%, 11/28/2023(1)(3)

     2,898,081  

1,045,000

  

Manufacturers & Traders Trust Co.
1 mo. USD LIBOR + 1.215%, 3.72%, 12/28/2020(3)

     1,045,000  

1,500,000

  

Mizuho Financial Group, Inc.
2.63%, 04/12/2021(1)

     1,479,406  
  

Morgan Stanley

  

920,000

  

2.50%, 04/21/2021

     908,205  

2,000,000

  

2.75%, 05/19/2022

     1,970,172  

1,000,000

  

3 mo. USD LIBOR + 0.930%, 3.69%, 07/22/2022(3)

     1,002,841  

2,000,000

  

3 mo. USD LIBOR + 1.400%, 4.18%, 10/24/2023(3)

     2,025,551  

1,750,000

  

5.63%, 09/23/2019

     1,780,211  

1,000,000

  

National Australia Bank Ltd.
1.88%, 07/12/2021

     971,612  

2,000,000

  

Nordea Bank AB
1.63%, 09/30/2019(1)

     1,984,599  

1,500,000

  

PNC Bank NA
2.45%, 11/05/2020

     1,486,313  
  

Regions Financial Corp.

  

2,500,000

  

2.75%, 08/14/2022

     2,439,362  

2,250,000

  

3.20%, 02/08/2021

     2,249,562  

1,500,000

  

3.80%, 08/14/2023

     1,512,347  

1,500,000

  

Royal Bank of Canada
2.50%, 01/19/2021

     1,488,026  
  

Santander Holdings USA, Inc.

  

1,115,000

  

2.65%, 04/17/2020

     1,107,384  

3,530,000

  

3.70%, 03/28/2022

     3,525,657  
  

Santander UK plc

  

2,250,000

  

2.38%, 03/16/2020

     2,234,218  

2,000,000

  

3.40%, 06/01/2021

     2,001,803  
  

Skandinaviska Enskilda Banken AB

  

1,400,000

  

2.63%, 11/17/2020(1)

     1,385,177  

1,500,000

  

2.80%, 03/11/2022

     1,479,825  

1,800,000

  

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

     1,779,755  
  

Standard Chartered plc

  

3,000,000

  

2.40%, 09/08/2019(1)

     2,986,929  

3,400,000

  

3 mo. USD LIBOR + 1.150%, 4.25%, 01/20/2023(1)(3)

     3,402,808  

2,200,000

  

Sumitomo Mitsui Banking Corp.
2.65%, 07/23/2020

     2,186,806  

895,000

  

SunTrust Banks, Inc.
2.90%, 03/03/2021

     892,123  
  

Svenska Handelsbanken AB

  

1,010,000

  

1.88%, 09/07/2021

     975,847  

1,500,000

  

2.45%, 03/30/2021

     1,482,150  

1,750,000

  

3.35%, 05/24/2021

     1,757,994  


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    1,000,000

  

Toronto-Dominion Bank
2.50%, 12/14/2020

   $           994,056  

2,750,000

  

UBS Group Funding Switzerland AG
3.00%, 04/15/2021(1)

     2,734,331  
  

UniCredit S.p.A.

  

3,250,000

  

3.75%, 04/12/2022(1)(8)

     3,160,507  

3,035,000

  

6.57%, 01/14/2022(1)

     3,100,475  
  

Wells Fargo & Co.

  

2,000,000

  

2.10%, 07/26/2021

     1,955,276  

2,500,000

  

2.50%, 03/04/2021

     2,474,077  

1,795,000

  

3.75%, 01/24/2024

     1,826,322  

3,000,000

  

3 mo. USD LIBOR + 1.230%, 3.97%, 10/31/2023(3)

     3,031,539  
     

 

 

 
        216,780,272  
     

 

 

 
  

Commercial Services - 1.0%

  
  

Equifax, Inc.

  

1,035,000

  

3.30%, 12/15/2022

     1,015,288  

2,555,000

  

3.95%, 06/15/2023

     2,570,564  

1,870,000

  

ERAC USA Finance LLC
2.35%, 10/15/2019(1)

     1,860,716  

2,750,000

  

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

     2,738,175  
  

Total System Services, Inc.

  

1,500,000

  

3.80%, 04/01/2021

     1,504,361  

1,500,000

  

4.00%, 06/01/2023

     1,501,895  
     

 

 

 
        11,190,999  
     

 

 

 
  

Construction Materials - 0.2%

  

2,000,000

  

Fortune Brands Home & Security, Inc.
3.00%, 06/15/2020

     1,988,034  
     

 

 

 
  

Diversified Financial Services - 2.6%

  

910,000

  

AerCap Ireland Capital DAC / AerCap Global Aviation Trust
3.30%, 01/23/2023

     874,109  
  

Air Lease Corp.

  

2,500,000

  

2.13%, 01/15/2020

     2,477,062  

2,700,000

  

2.63%, 07/01/2022

     2,592,198  
  

Aircastle Ltd.

  

1,400,000

  

4.40%, 09/25/2023

     1,386,136  

3,075,000

  

5.13%, 03/15/2021

     3,152,046  

2,650,000

  

Ally Financial, Inc.
4.63%, 05/19/2022

     2,701,675  

1,750,000

  

Capital One Financial Corp.
3.45%, 04/30/2021

     1,758,545  

1,755,000

  

3.90%, 01/29/2024

     1,767,462  

1,150,000

  

Credit Agricole S.A.
2.38%, 07/01/2021(1)

     1,126,458  

2,000,000

  

goeasy Ltd.
7.88%, 11/01/2022(1)

     2,095,000  
  

Navient Corp.

  

2,000,000

  

5.50%, 01/25/2023

     1,930,000  

1,250,000

  

8.00%, 03/25/2020

     1,301,563  

2,525,000

  

Protective Life Global Funding
2.62%, 08/22/2022(1)

     2,466,685  

1,350,000

  

Societe Generale S.A.
2.50%, 04/08/2021(1)

     1,327,594  
  

Synchrony Financial

  

610,000

  

2.70%, 02/03/2020

     603,610  

2,255,000

  

3.00%, 08/15/2019

     2,248,915  
     

 

 

 
        29,809,058  
     

 

 

 
  

Electric - 2.2%

  

2,500,000

  

AEP Texas, Inc.
2.40%, 10/01/2022

     2,411,359  

3,400,000

  

CenterPoint Energy, Inc.
3.85%, 02/01/2024

     3,423,588  

490,000

  

Dominion Energy, Inc.
2.96%, 07/01/2019

     489,767  


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    395,000

  

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

   $           386,977  
  

Enel Finance International N.V.

  

3,150,000

  

2.88%, 05/25/2022(1)

     3,028,968  

1,500,000

  

4.25%, 09/14/2023(1)

     1,493,797  
  

Eversource Energy

  

1,055,000

  

2.50%, 03/15/2021

     1,036,874  

890,000

  

3.80%, 12/01/2023

     904,128  

805,000

  

Exelon Corp.
2.85%, 06/15/2020

     800,465  

970,000

  

FirstEnergy Corp.
2.85%, 07/15/2022

     945,727  

2,285,000

  

Fortis, Inc.
2.10%, 10/04/2021

     2,200,977  

1,850,000

  

ITC Holdings Corp.
2.70%, 11/15/2022

     1,789,994  

705,000

  

Potomac Electric Power Co.
3.05%, 04/01/2022

     702,378  

3,050,000

  

SCANA Corp.
4.75%, 05/15/2021(8)

     3,091,342  

3,000,000

  

Southern Co.
2.35%, 07/01/2021

     2,939,201  
     

 

 

 
        25,645,542  
     

 

 

 
  

Electronics - 0.1%

  

850,000

  

Fortive Corp.
2.35%, 06/15/2021

     830,284  
     

 

 

 
  

Engineering & Construction - 0.1%

  

1,760,000

  

SBA Tower Trust
3.17%, 04/09/2047(1)

     1,736,155  
     

 

 

 
  

Entertainment - 0.4%

  

2,195,000

  

Discovery Communications LLC
2.80%, 06/15/2020(1)

     2,176,635  

2,835,000

  

Eldorado Resorts, Inc.
7.00%, 08/01/2023

     2,962,575  
     

 

 

 
        5,139,210  
     

 

 

 
  

Food - 1.9%

  
  

Conagra Brands, Inc.

  

6,020,000

  

3.80%, 10/22/2021

     6,043,051  

2,000,000

  

4.30%, 05/01/2024

     2,012,330  
  

Danone S.A.

  

4,000,000

  

2.08%, 11/02/2021(1)

     3,867,461  

770,000

  

3.00%, 06/15/2022(1)

     761,353  

330,000

  

JM Smucker Co.
2.50%, 03/15/2020

     327,894  
  

Kraft Heinz Foods Co.

  

1,425,000

  

2.80%, 07/02/2020

     1,420,386  

860,000

  

4.00%, 06/15/2023

     875,521  

1,415,000

  

Kroger Co.
1.50%, 09/30/2019

     1,401,842  

2,500,000

  

Mondelez International Holdings Netherlands B.V.
2.00%, 10/28/2021(1)

     2,419,365  
  

Tyson Foods, Inc.

  

1,000,000

  

2.25%, 08/23/2021

     974,556  

2,000,000

  

4.50%, 06/15/2022

     2,060,771  
     

 

 

 
        22,164,530  
     

 

 

 
  

Gas - 0.1%

  

1,605,000

  

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

     1,639,737  
     

 

 

 
  

Healthcare-Products - 0.2%

  

1,850,000

  

Life Technologies Corp.
5.00%, 01/15/2021

     1,894,268  
     

 

 

 


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Healthcare-Services - 0.9%

  

$    1,500,000

  

Anthem, Inc.
2.95%, 12/01/2022

   $        1,484,477  

1,810,000

  

Dignity Health
2.64%, 11/01/2019

     1,805,729  

3,130,000

  

Halfmoon Parent, Inc.
3.75%, 07/15/2023(1)

     3,171,889  

590,000

  

Laboratory Corp. of America Holdings
2.63%, 02/01/2020

     587,675  

3,300,000

  

UnitedHealth Group, Inc.
3.50%, 02/15/2024

     3,356,054  
     

 

 

 
        10,405,824  
     

 

 

 
  

Insurance - 1.6%

  

1,250,000

  

Assurant, Inc.
4.20%, 09/27/2023

     1,255,400  

785,000

  

AXA Equitable Holdings, Inc.
3.90%, 04/20/2023

     785,211  

3,000,000

  

Jackson National Life Global Funding
2.50%, 06/27/2022(1)

     2,915,034  

2,000,000

  

Liberty Mutual Group, Inc.
4.95%, 05/01/2022(1)

     2,084,422  

2,315,000

  

Marsh & McLennan Cos., Inc.
3.88%, 03/15/2024

     2,362,749  

2,300,000

  

MassMutual Global Funding
2.00%, 04/15/2021(1)

     2,246,924  
  

Metropolitan Life Global Funding

  
1,500,000   

1.95%, 09/15/2021(1)

     1,457,018  
3,000,000   

3.38%, 01/11/2022(1)

     3,016,313  

705,000

  

Trinity Acquisition plc
3.50%, 09/15/2021

     704,109  

1,445,000

  

Unum Group
3.00%, 05/15/2021

     1,427,033  
     

 

 

 
        18,254,213  
     

 

 

 
  

Internet - 0.6%

  

1,130,000

  

Alibaba Group Holding Ltd.
2.80%, 06/06/2023

     1,099,287  

2,000,000

  

Netflix, Inc.
5.50%, 02/15/2022

     2,076,100  

3,630,000

  

Tencent Holdings Ltd.
2.99%, 01/19/2023(1)

     3,553,879  
     

 

 

 
        6,729,266  
     

 

 

 
  

Iron/Steel - 0.6%

  
  

ArcelorMittal

  

2,500,000

  

5.13%, 06/01/2020

     2,554,443  

1,500,000

  

6.25%, 02/25/2022

     1,592,475  
  

Steel Dynamics, Inc.

  

1,500,000

  

5.13%, 10/01/2021

     1,511,250  

1,000,000

  

5.25%, 04/15/2023

     1,012,500  
     

 

 

 
        6,670,668  
     

 

 

 
  

IT Services - 1.1%

  

4,000,000

  

Dell International LLC / EMC Corp.
3.48%, 06/01/2019(1)

     4,001,344  

2,390,000

  

DXC Technology Co.
2.88%, 03/27/2020

     2,375,576  
  

Hewlett Packard Enterprise Co.

  

1,250,000

  

3.50%, 10/05/2021

     1,260,129  

1,250,000

  

3.60%, 10/15/2020

     1,257,770  
  

NCR Corp.

  

1,250,000

  

4.63%, 02/15/2021

     1,234,375  

2,200,000

  

5.00%, 07/15/2022

     2,162,160  
     

 

 

 
        12,291,354  
     

 

 

 


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Lodging - 0.8%

  

$    3,320,000

  

Choice Hotels International, Inc.
5.70%, 08/28/2020

   $        3,411,300  

1,500,000

  

Marriott International, Inc.
2.30%, 01/15/2022

     1,450,538  
  

MGM Resorts International

  
2,000,000   

5.25%, 03/31/2020

     2,030,000  
2,300,000   

6.00%, 03/15/2023

     2,386,250  
     

 

 

 
        9,278,088  
     

 

 

 
  

Machinery-Diversified - 0.6%

  
  

CNH Industrial Capital LLC

  
2,000,000   

4.38%, 11/06/2020

     2,012,500  
995,000   

4.38%, 04/05/2022

     1,001,268  

2,300,000

  

John Deere Capital Corp.
2.15%, 09/08/2022

     2,229,703  

1,500,000

  

Roper Technologies, Inc.
3.65%, 09/15/2023

     1,500,791  
     

 

 

 
        6,744,262  
     

 

 

 
  

Media - 1.5%

  

815,000

  

CBS Corp.
2.90%, 06/01/2023

     784,345  

1,500,000

  

CCO Holdings LLC / CCO Holdings Capital Corp.
5.13%, 05/01/2023(1)

     1,520,070  

1,685,000

  

Charter Communications Operating LLC / Charter Communications Operating Capital
3.58%, 07/23/2020

     1,689,350  

3,185,000

  

Comcast Corp.
3.70%, 04/15/2024

     3,260,317  

905,000

  

Cox Communications, Inc.
2.95%, 06/30/2023(1)

     879,602  

1,075,000

  

Discovery Communications LLC
2.20%, 09/20/2019

     1,067,214  
  

Fox Corp.

  

550,000

  

3.67%, 01/25/2022(1)

     555,422  

735,000

  

4.03%, 01/25/2024(1)

     749,740  

1,770,000

  

Sky plc
2.63%, 09/16/2019(1)

     1,761,251  

2,500,000

  

Time Warner Cable LLC
8.25%, 04/01/2019

     2,520,552  

2,675,000

  

Videotron Ltd.
5.00%, 07/15/2022

     2,750,435  
     

 

 

 
        17,538,298  
     

 

 

 
  

Mining - 0.3%

  
  

Anglo American Capital plc

  

2,250,000

  

3.75%, 04/10/2022(1)

     2,229,380  

1,500,000

  

4.13%, 04/15/2021(1)

     1,497,855  

320,000

  

Glencore Funding LLC
3.00%, 10/27/2022(1)

     309,571  
     

 

 

 
        4,036,806  
     

 

 

 
  

Office/Business Equipment - 0.3%

  

4,000,000

  

Xerox Corp.
2.75%, 09/01/2020

     3,890,000  
     

 

 

 
  

Oil & Gas - 1.2%

  

1,991,000

  

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

     2,040,475  

875,000

  

Canadian Natural Resources Ltd.
2.95%, 01/15/2023

     855,023  

3,400,000

  

Eni S.p.A.
4.00%, 09/12/2023(1)

     3,429,423  

3,000,000

  

EQT Corp.
2.50%, 10/01/2020

     2,927,470  

1,726,000

  

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

     1,706,689  


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    1,015,000

  

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

   $        1,026,642  

1,565,000

  

Pioneer Natural Resources Co.
3.45%, 01/15/2021

     1,564,396  
     

 

 

 
        13,550,118  
     

 

 

 
  

Oil & Gas Services - 0.2%

  

2,500,000

  

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

     2,487,733  
  

Pharmaceuticals - 2.7%

  
  

AbbVie, Inc.

  

1,250,000

  

2.30%, 05/14/2021

     1,227,640  

1,330,000

  

2.50%, 05/14/2020

     1,322,070  

3,855,000

  

Allergan Funding SCS
3.00%, 03/12/2020

     3,851,809  
  

Bayer U.S. Finance LLC

  

1,300,000

  

2.38%, 10/08/2019(1)

     1,290,958  

2,000,000

  

3.50%, 06/25/2021(1)

     1,994,498  

1,400,000

  

3.88%, 12/15/2023(1)

     1,398,117  
  

CVS Health Corp.

  

1,120,000

  

3.35%, 03/09/2021

     1,124,822  

2,500,000

  

3.70%, 03/09/2023

     2,521,627  
  

Elanco Animal Health, Inc.

  

4,075,000

  

3.91%, 08/27/2021(1)

     4,080,256  

2,560,000

  

4.27%, 08/28/2023(1)

     2,578,087  

2,070,000

  

McKesson Corp.
3.65%, 11/30/2020

     2,083,820  

945,000

  

Mylan N.V.
3.75%, 12/15/2020

     943,789  

3,000,000

  

Shire Acquisitions Investments Ireland DAC
1.90%, 09/23/2019

     2,976,660  

1,365,000

  

Takeda Pharmaceutical Co., Ltd.
3.80%, 11/26/2020(1)

     1,379,254  
  

Teva Pharmaceutical Finance Netherlands B.V.

  

1,125,000

  

1.70%, 07/19/2019

     1,109,535  

1,800,000

  

2.20%, 07/21/2021

     1,701,422  
     

 

 

 
        31,584,364  
     

 

 

 
  

Pipelines - 1.3%

  

240,000

  

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

     237,590  
  

Energy Transfer Operating L.P.

  

1,130,000

  

4.20%, 09/15/2023

     1,138,577  

2,150,000

  

4.50%, 04/15/2024

     2,190,060  
  

Enterprise Products Operating LLC

  

1,195,000

  

2.55%, 10/15/2019

     1,192,792  

1,700,000

  

2.85%, 04/15/2021

     1,695,965  

2,775,000

  

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

     2,814,333  
  

Kinder Morgan Energy Partners L.P.

  

850,000

  

4.15%, 03/01/2022

     866,380  

1,175,000

  

5.30%, 09/15/2020

     1,210,288  

865,000

  

6.85%, 02/15/2020

     895,646  

2,050,000

  

Sunoco Logistics Partners Operations L.P.
4.40%, 04/01/2021

     2,083,788  

750,000

  

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

     752,540  
     

 

 

 
        15,077,959  
     

 

 

 
  

Real Estate - 0.3%

  

2,000,000

  

WEA Finance LLC
3.15%, 04/05/2022(1)

     1,982,808  

1,100,000

  

WEA Finance LLC / Westfield UK & Europe Finance plc
3.25%, 10/05/2020(1)

     1,098,593  
     

 

 

 
        3,081,401  
     

 

 

 


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Real Estate Investment Trusts - 1.0%

  
  

American Tower Corp.

  

$    1,750,000

  

3.00%, 06/15/2023

   $        1,710,454  

1,755,000

  

3.30%, 02/15/2021

     1,754,973  
  

Crown Castle International Corp.

  

1,500,000

  

3.15%, 07/15/2023

     1,465,314  

240,000

  

3.40%, 02/15/2021

     240,104  

2,000,000

  

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

     1,991,720  

1,870,000

  

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

     1,858,549  

860,000

  

Simon Property Group L.P.
2.50%, 07/15/2021

     849,849  

2,000,000

  

Welltower, Inc.
3.95%, 09/01/2023

     2,015,505  
     

 

 

 
        11,886,468  
     

 

 

 
  

Retail - 0.6%

  

2,250,000

  

Alimentation Couche-Tard, Inc.
2.35%, 12/13/2019(1)

     2,233,665  
  

CVS Health Corp.

  
2,350,000   

2.13%, 06/01/2021

     2,298,735  
715,000   

2.80%, 07/20/2020

     711,835  

1,790,000

  

Dollar Tree, Inc.
3.70%, 05/15/2023

     1,768,827  
     

 

 

 
        7,013,062  
     

 

 

 
  

Semiconductors - 0.9%

  

2,700,000

  

Broadcom Corp. / Broadcom Cayman Finance Ltd.
2.38%, 01/15/2020

     2,679,096  
  

Microchip Technology, Inc.

  

1,140,000

  

3.92%, 06/01/2021(1)

     1,128,173  

1,405,000

  

4.33%, 06/01/2023(1)

     1,384,139  
  

NXP B.V. / NXP Funding LLC

  

2,000,000

  

4.13%, 06/01/2021(1)

     2,007,380  

860,000

  

4.88%, 03/01/2024(1)

     882,240  

2,700,000

  

QUALCOMM, Inc.
3.00%, 05/20/2022

     2,694,849  
     

 

 

 
        10,775,877  
     

 

 

 
  

Software - 0.2%

  

541,000

  

Fidelity National Information Services, Inc.
2.25%, 08/15/2021

     526,063  

1,380,000

  

Fiserv, Inc.
3.80%, 10/01/2023

     1,381,169  
     

 

 

 
        1,907,232  
     

 

 

 
  

Telecommunications - 1.1%

  

2,000,000

  

AT&T, Inc.
2.80%, 02/17/2021

     1,989,761  

5,500,000

  

Nokia Oyj
3.38%, 06/12/2022

     5,410,625  

3,090,313

  

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
3.36%, 03/20/2023(1)

     3,073,316  

2,000,000

  

Telefonica Emisiones S.A.
4.57%, 04/27/2023

     2,083,335  
     

 

 

 
        12,557,037  
     

 

 

 
  

Transportation - 0.7%

  
  

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

  

1,500,000

  

2.70%, 03/14/2023(1)

     1,433,471  

1,000,000

  

3.20%, 07/15/2020(1)

     998,198  

1,250,000

  

3.90%, 02/01/2024(1)

     1,238,333  

2,000,000

  

4.13%, 08/01/2023(1)

     2,011,114  
  

Ryder System, Inc.

  

1,270,000

  

2.25%, 09/01/2021

     1,233,657  


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    1,075,000   

2.45%, 09/03/2019

   $        1,071,484  
     

 

 

 
        7,986,257  
     

 

 

 
  

Trucking & Leasing - 0.4%

  

2,650,000

  

Aviation Capital Group LLC
3.88%, 05/01/2023(1)

     2,611,561  

2,500,000

  

GATX Corp.
4.35%, 02/15/2024

     2,538,216  
     

 

 

 
        5,149,777  
     

 

 

 
  

Total Corporate Bonds
(cost $608,582,006)

   $ 605,283,338  
     

 

 

 

Foreign Government Obligations - 0.4%

  
  

Qatar - 0.2%

  

1,960,000

  

Qatar Government International Bond
3.88%, 04/23/2023(1)

     1,996,750  
     

 

 

 
  

Saudi Arabia - 0.2%

  

2,810,000

  

Saudi Government International Bond
2.38%, 10/26/2021(1)

     2,731,320  
     

 

 

 
  

Total Foreign Government Obligations
(cost $4,728,808)

   $ 4,728,070  
     

 

 

 

Municipal Bonds - 0.9%

  
  

General Obligation - 0.6%

  

2,805,000

  

Cook County, IL
4.74%, 11/15/2022

     2,915,237  

3,775,000

  

State of Illinois GO
5.88%, 03/01/2019

     3,782,965  
     

 

 

 
        6,698,202  
     

 

 

 
  

Higher Education - 0.2%

  

2,630,000

  

Chicago Board of Education
5.28%, 12/01/2022

     2,620,979  
     

 

 

 
  

Transportation - 0.1%

  

1,750,000

  

Alameda Corridor Transportation Auth, CA
0.00%, 10/01/2022(9)

     1,541,435  
     

 

 

 
  

Total Municipal Bonds
(cost $10,888,257)

   $ 10,860,616  
     

 

 

 

Senior Floating Rate Interests - 17.4%(10)

  
  

Aerospace/Defense - 0.5%

  

1,359,562

  

Circor International, Inc.
1 mo. USD LIBOR + 3.500%, 6.01%, 12/11/2024

   $ 1,332,371  

529,703

  

Fly Funding S.a.r.l.
3 mo. USD LIBOR + 2.000%, 4.60%, 02/09/2023

     519,771  

3,809,143

  

TransDigm, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 06/09/2023

     3,725,037  
     

 

 

 
        5,577,179  
     

 

 

 
  

Airlines - 0.3%

  
  

American Airlines, Inc.

  

1,557,559

  

1 mo. USD LIBOR + 1.750%, 4.25%, 06/27/2025

     1,489,977  

980,000

  

1 mo. USD LIBOR + 2.000%, 4.50%, 04/28/2023

     948,767  

960,000

  

1 mo. USD LIBOR + 2.000%, 4.52%, 10/12/2021

     946,349  
     

 

 

 
        3,385,093  
     

 

 

 
  

Auto Manufacturers - 0.1%

  

712,800

  

Navistar International Corp.
1 mo. USD LIBOR + 3.500%, 6.02%, 11/06/2024

     700,775  
     

 

 

 
  

Auto Parts & Equipment - 0.1%

  

EUR        330,000

  

AL Alpine AT Bidco GmbH
3 mo. EURIBOR + 3.500%, 3.50%, 10/31/2025

     372,052  

$       799,795

  

Altra Industrial Motion Corp.
1 mo. USD LIBOR + 2.000%, 4.50%, 10/01/2025

     784,463  
     

 

 

 
        1,156,515  
     

 

 

 


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Beverages - 0.1%

  

$       948,329

  

Jacobs Douwe Egberts International B.V.
3 mo. USD LIBOR + 2.000%, 4.56%, 11/01/2025

   $           936,076  
     

 

 

 
  

Biotechnology - 0.0%

  

291,428

  

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%, 5.50%, 05/15/2022

     283,621  
     

 

 

 
  

Chemicals - 0.7%

  

1,089,232

  

Axalta Coating Systems U.S. Holdings, Inc.
3 mo. USD LIBOR + 1.750%, 4.55%, 06/01/2024

     1,067,447  

960,000

  

Cabot Microelectronics Corp.
1 mo. ICE LIBOR + 2.250%, 4.75%, 11/14/2025

     951,600  

314,227

  

Chemours Co.
1 mo. USD LIBOR + 1.750%, 4.25%, 04/03/2025

     308,335  

EUR       658,595

  

CTC AcquiCo GmbH
3 mo. EURIBOR + 2.750%, 2.75%, 03/07/2025

     744,194  

158,400

  

Diamond (BC) B.V.
1 mo. EURIBOR + 3.250%, 3.25%, 09/06/2024

     177,354  

$       301,583

  

Minerals Technologies, Inc.
1 mo. USD LIBOR + 2.250%, 4.83%, 02/14/2024

     298,191  

1,257,999

  

Nexeo Solutions LLC
3 mo. USD LIBOR + 3.250%, 6.00%, 06/09/2023

     1,255,119  

685,000

  

Platform Specialty Products Corp.
1 mo. ICE LIBOR + 2.250%, 0.00%, 11/14/2025(11)

     676,725  
  

Starfruit Finco B.V.

  

EUR       150,000

  

3 mo. EURIBOR + 3.750%, 3.75%, 10/01/2025

     171,511  

$       350,000

  

1 mo. USD LIBOR + 3.250%, 5.75%, 10/01/2025

     341,908  

215,211

  

Tronox Blocked Borrower LLC
3 mo. USD LIBOR + 3.000%, 5.50%, 09/23/2024

     212,118  

496,640

  

Tronox Finance LLC
3 mo. USD LIBOR + 3.000%, 5.50%, 09/23/2024

     489,503  

805,239

  

Univar, Inc.
1 mo. USD LIBOR + 2.250%, 4.75%, 07/01/2024

     787,266  

827,925

  

WR Grace & Co.
3 mo. USD LIBOR + 1.750%, 4.55%, 04/03/2025

     815,854  
     

 

 

 
        8,297,125  
     

 

 

 
  

Coal - 0.1%

  

788,290

  

Peabody Energy Corp.
1 mo. USD LIBOR + 2.750%, 5.25%, 03/31/2025

     769,568  
     

 

 

 
  

Commercial Services - 1.8%

  

440,000

  

Allied Universal Holdco LLC
2 mo. USD LIBOR + 4.250%, 6.75%, 07/28/2022

     423,500  

2,031,825

  

Blackhawk Network Holdings, Inc.
1 mo. USD LIBOR + 3.000%, 5.50%, 06/15/2025

     1,992,204  

609,825

  

Bright Horizons Family Solutions, Inc.
1 mo. USD LIBOR + 1.750%, 4.25%, 11/07/2023

     598,391  

837,384

  

BrightView Landscapes, LLC
1 mo. USD LIBOR + 2.500%, 5.06%, 08/15/2025

     826,917  

320,000

  

Energizer Holdings, Inc.
1 mo. USD LIBOR + 2.250%, 4.76%, 06/20/2025

     317,600  

978,419

  

Hertz Corp.
3 mo. USD LIBOR + 2.750%, 5.25%, 06/30/2023

     951,337  

508,123

  

KAR Auction Services, Inc.
3 mo. USD LIBOR + 2.500%, 5.31%, 03/09/2023

     502,727  

750,000

  

Quad/Graphics, Inc.
1 mo. USD LIBOR + 5.000%, 0.00%, 01/31/2026(11)

     747,188  

1,683,897

  

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 11/15/2023

     1,629,962  

$    1,986,148

  

Russell Investments U.S. Inst’l Holdco, Inc.
3 mo. USD LIBOR + 3.250%, 5.75%, 06/01/2023

     1,956,356  

EUR     1,575,000

  

Techem GmbH
3 mo. EURIBOR + 3.750%, 3.75%, 07/31/2025

     1,804,998  

$    1,792,700

  

Tempo Acquisition LLC
1 mo. USD LIBOR + 3.000%, 5.50%, 05/01/2024

     1,757,491  


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$     1,760,623

  

Trans Union LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 04/10/2023

     $      1,735,780  

3,605,963

  

United Rentals, Inc.
1 mo. ICE LIBOR + 1.750%, 4.25%, 10/31/2025

     3,582,668  

EUR     1,015,000

  

Verisure Holding AB
3 mo. EURIBOR + 3.500%, 0.00%, 10/21/2022(11)

     1,155,797  

$       735,000

  

Xerox Business Services LLC
1 mo. USD LIBOR + 2.500%, 5.00%, 12/07/2023

     723,519  
     

 

 

 
        20,706,435  
     

 

 

 
  

Construction Materials - 0.1%

  

1,301,729

  

NCI Building Systems, Inc.
3 mo. USD LIBOR + 3.750%, 6.55%, 04/12/2025

     1,238,270  
     

 

 

 
  

Distribution/Wholesale - 0.1%

  

287,825

  

Beacon Roofing Supply, Inc.
1 mo. USD LIBOR + 2.250%, 4.77%, 01/02/2025

     279,294  

527,350

  

Hamilton Holdco LLC
1 mo. USD LIBOR + 2.000%, 4.81%, 07/02/2025

     521,417  
     

 

 

 
        800,711  
     

 

 

 
  

Diversified Financial Services - 0.7%

  

1,370,588

  

AlixPartners LLP
3 mo. USD LIBOR + 2.750%, 5.25%, 04/04/2024

     1,352,167  

942,875

  

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 02/28/2025

     919,067  

685,000

  

Delos Finance S.a.r.l.
3 mo. USD LIBOR + 1.750%, 4.55%, 10/06/2023

     683,288  

643,731

  

Fortress Investment Group LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 12/27/2022

     634,397  

EUR       621,771

  

Nets Holding A/S
3 mo. EURIBOR + 3.000%, 3.00%, 02/06/2025

     701,131  

$       259,700

  

NFP Corp.
1 mo. USD LIBOR + 3.000%, 5.50%, 01/08/2024

     249,052  

445,900

  

RP Crown Parent LLC
1 mo. USD LIBOR + 2.750%, 5.25%, 10/12/2023

     438,097  

1,002,387

  

RPI Finance Trust
3 mo. USD LIBOR + 2.000%, 4.50%, 03/27/2023

     991,321  

375,667

  

SS&C Technologies Holdings Europe S.a.r.l.
1 mo. USD LIBOR + 2.250%, 4.75%, 04/16/2025

     367,790  

1,334,913

  

Worldpay LLC
3 mo. USD LIBOR + 1.750%, 4.22%, 08/09/2024

     1,325,848  
     

 

 

 
        7,662,158  
     

 

 

 
  

Electrical Components & Equipment - 0.0%

  

390,000

  

Lumentum Holdings
1 mo. USD LIBOR + 2.500%, 5.00%, 08/07/2025

     383,175  
     

 

 

 
  

Electronics - 0.1%

  

780,000

  

Resideo Funding Inc.
3 mo. USD LIBOR + 2.000%, 4.63%, 10/24/2025

     778,050  
     

 

 

 
  

Energy-Alternate Sources - 0.3%

  

557,489

  

AES Corp.
3 mo. USD LIBOR + 1.750%, 4.46%, 05/31/2022

     554,935  

1,537,275

  

BCP Renaissance Parent LLC
3 mo. USD LIBOR + 3.500%, 6.24%, 10/31/2024

     1,519,658  

361,350

  

Medallion Midland Acquisition LLC
1 mo. USD LIBOR + 3.250%, 5.75%, 10/30/2024

     346,596  

813,400

  

TEX Operations Co. LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 08/04/2023

     799,727  

486,925

  

Vistra Energy Corp.
1 mo. USD LIBOR + 2.000%, 4.51%, 12/31/2025

     477,323  
     

 

 

 
        3,698,239  
     

 

 

 
  

Engineering & Construction - 0.2%

  

1,970,000

  

Brand Energy & Infrastructure Services, Inc.
3 mo. USD LIBOR + 4.250%, 6.96%, 06/21/2024

     1,885,211  


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$       912,280

  

DAE Aviation Holdings, Inc.
1 mo. ICE LIBOR + 4.000%, 0.00%, 01/23/2026(11)

   $           908,367  
     

 

 

 
        2,793,578  
     

 

 

 
  

Entertainment - 0.3%

  

479,586

  

CityCenter Holdings LLC
1 mo. USD LIBOR + 2.500%, 4.75%, 04/18/2024

     470,335  

974,847

  

Hilton Worldwide Finance LLC
1 mo. USD LIBOR + 1.750%, 4.26%, 10/25/2023

     963,519  

515,120

  

Scientific Games International, Inc.
2 mo. USD LIBOR + 2.750%, 5.25%, 08/14/2024

     498,806  

1,012,463

  

Wyndham Hotels & Resorts, Inc.
1 mo. USD LIBOR + 1.750%, 4.25%, 05/30/2025

     994,562  
     

 

 

 
        2,927,222  
     

 

 

 
  

Environmental Control - 0.3%

  

1,148,155

  

Advanced Disposal Services, Inc.
1 Week USD LIBOR + 2.250%, 4.66%, 11/10/2023

     1,134,342  

1,738,625

  

Clean Harbors, Inc.
1 mo. USD LIBOR + 1.750%, 4.25%, 06/28/2024

     1,719,065  

EUR       527,350

  

Fluidra Finco SLU
1 mo. EURIBOR + 2.750%, 2.75%, 07/02/2025

     602,156  
     

 

 

 
        3,455,563  
     

 

 

 
  

Food - 0.3%

  

$        233,825

  

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%, 5.25%, 03/31/2025

     228,564  

483,781

  

IRB Holding Corp
1 mo. USD LIBOR + 3.250%, 5.76%, 02/05/2025

     470,342  

1,414,769

  

JBS USA LLC
3 mo. USD LIBOR + 2.500%, 5.26%, 10/30/2022

     1,399,079  

1,166,645

  

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%, 4.52%, 05/24/2024

     1,150,604  
     

 

 

 
        3,248,589  
     

 

 

 
  

Food Service - 0.1%

  

355,000

  

8th Avenue Food & Provisions, Inc.
3 mo. USD LIBOR + 3.750%, 6.25%, 10/01/2025

     354,113  

554,934

  

Aramark Services, Inc.
3 mo. USD LIBOR + 1.750%, 4.25%, 03/11/2025

     550,772  
     

 

 

 
        904,885  
     

 

 

 
  

Gas - 0.1%

  

590,000

  

Messer Industries GmbH
1 mo. USD LIBOR + 2.500%, 0.00%, 10/01/2025(11)

     576,725  

EUR       150,000

  

3 mo. EURIBOR + 2.750% , 0.00%, 10/01/2025(11)

     171,475  
     

 

 

 
        748,200  
     

 

 

 
  

Healthcare-Products - 0.1%

  

$600,000

  

Avantor, Inc.
1 mo. USD LIBOR + 4.000%, 6.57%, 11/21/2024

     597,450  

483,875

  

Parexel International Corp.
1 mo. USD LIBOR + 2.750%, 5.25%, 09/27/2024

     457,262  

483,863

  

Revlon Consumer Products Corp.
1 mo. USD LIBOR + 3.500%, 6.21%, 09/07/2023

     342,062  
     

 

 

 
        1,396,774  
     

 

 

 
  

Healthcare-Services - 0.8%

  

290,000

  

Agiliti Health, Inc
UNFND + 1.500%, 1.50%, 01/04/2026(11)(12)

     288,188  

1,330,000

  

Envision Healthcare Corp.
1 mo. USD LIBOR + 3.750%, 6.25%, 10/10/2025

     1,250,865  

672,189

  

Gentiva Health Services, Inc.
1 mo. USD LIBOR + 3.750%, 6.25%, 07/02/2025

     667,147  

EUR       592,025

  

IQVIA, Inc.
3 mo. EURIBOR + 2.000%, 2.50%, 06/11/2025

     676,364  

$       572,089

  

Jaguar Holding Co.
3 mo. USD LIBOR + 2.500%, 5.00%, 08/18/2022

     559,933  


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    1,777,507

  

MPH Acquisition Holdings LLC
3 mo. USD LIBOR + 2.750%, 5.55%, 06/07/2023

   $        1,718,067  

484,872

  

Surgery Center Holdings, Inc.
1 mo. USD LIBOR + 3.250%, 5.75%, 09/02/2024

     471,417  

969,169

  

Syneos Health, Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 08/01/2024

     951,801  

1,115,138

  

Team Health Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 02/06/2024

     1,000,836  

483,778

  

U.S. Renal Care, Inc.
3 mo. USD LIBOR + 4.250%, 7.05%, 12/30/2022

     472,139  

1,540,000

  

Universal Health Services, Inc.
1 mo. USD LIBOR + 1.750%, 4.25%, 10/31/2025

     1,536,150  
     

 

 

 
        9,592,907  
     

 

 

 
  

Household Products - 0.1%

  

608,850

  

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%, 5.74%, 09/06/2024

     572,702  

140,317

  

Prestige Brands, Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 01/26/2024

     138,213  
     

 

 

 
        710,915  
     

 

 

 
  

Insurance - 0.6%

  
  

Asurion LLC

  

2,536,728

  

1 mo. USD LIBOR + 3.000%, 5.50%, 08/04/2022

     2,494,137  

896,016

  

1 mo. USD LIBOR + 3.000%, 5.50%, 11/03/2023

     880,972  

865,000

  

1 mo. USD LIBOR + 6.500%, 9.00%, 08/04/2025

     869,325  

238,200

  

Genworth Holdings, Inc.
1 mo. USD LIBOR + 4.500%, 7.01%, 03/07/2023

     237,604  

1,378,075

  

Hub International Ltd.
2 mo. USD LIBOR + 2.750%, 5.51%, 04/25/2025

     1,326,824  

1,435,000

  

Sedgwick Claims Management Services, Inc.
1 mo. USD LIBOR + 3.250%, 5.75%, 12/31/2025

     1,396,729  
     

 

 

 
        7,205,591  
     

 

 

 
  

IT Services - 0.2%

  

1,890,263

  

Science Applications International Corp.
1 mo. ICE LIBOR + 0.017%, 4.25%, 10/31/2025

     1,860,340  
     

 

 

 
  

Leisure Time - 0.7%

  

2,993,153

  

Caesars Resort Collection LLC
1 mo. USD LIBOR + 2.750%, 5.25%, 12/22/2024

     2,948,645  

2,733,990

  

Delta (LUX) S.a.r.l.
1 mo. USD LIBOR + 2.500%, 5.00%, 02/01/2024

     2,625,779  

910,562

  

Eldorado Resorts LLC
2 mo. USD LIBOR + 2.250%, 4.81%, 04/17/2024

     898,615  

1,673,100

  

Golden Entertainment, Inc.
1 mo. USD LIBOR + 3.000%, 5.51%, 10/21/2024

     1,640,692  

520,000

  

Penn National Gaming, Inc.
3 mo. USD LIBOR + 2.250%, 4.76%, 10/15/2025

     512,741  
     

 

 

 
        8,626,472  
     

 

 

 
  

Lodging - 0.6%

  

1,149,972

  

Boyd Gaming Corp.
1 Week USD LIBOR + 2.250%, 4.66%, 09/15/2023

     1,133,447  

1,707,750

  

Caesars Entertainment Operating Co.
1 mo. USD LIBOR + 2.000%, 4.50%, 10/06/2024

     1,671,460  

695,738

  

Four Seasons Hotels Ltd.
1 mo. USD LIBOR + 2.000%, 4.50%, 11/30/2023

     683,708  

148,875

  

Las Vegas Sands LLC
1 mo. USD LIBOR + 1.750%, 4.25%, 03/27/2025

     145,960  

1,701,121

  

Station Casinos LLC
1 mo. USD LIBOR + 2.500%, 5.00%, 06/08/2023

     1,678,582  

1,600,000

  

Wynn Resorts, Limited
1 mo. USD LIBOR + 2.250%, 4.75%, 10/30/2024

     1,557,712  
     

 

 

 
        6,870,869  
     

 

 

 


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Machinery-Construction & Mining - 0.1%

  

$    1,040,000

  

Brookfield WEC Holdings, Inc.
1 mo. USD LIBOR + 3.750%, 6.25%, 08/01/2025

     $       1,033,874  

299,636

  

Pike Corp.
1 mo. USD LIBOR + 3.500%, 6.00%, 03/23/2025

     298,639  
     

 

 

 
        1,332,513  
     

 

 

 
  

Machinery-Diversified - 0.2%

  

1,008,859

  

Gardner Denver, Inc.
3 mo. USD LIBOR + 2.750%, 5.25%, 07/30/2024

     1,001,928  

1,045,107

  

Gates Global LLC
3 mo. USD LIBOR + 2.750%, 5.25%, 04/01/2024

     1,021,947  
     

 

 

 
        2,023,875  
     

 

 

 
  

Media - 2.0%

  

837,922

  

Advantage Sales & Marketing, Inc.
1 mo. USD LIBOR + 3.250%, 5.75%, 07/23/2021

     734,019  

859,125

  

Altice Financing S.A.
3 mo. USD LIBOR + 2.750%, 5.25%, 01/31/2026

     795,404  

1,643,942

  

Charter Communications Operating LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 04/30/2025

     1,620,022  
  

CSC Holdings LLC

  

930,919

  

1 mo. USD LIBOR + 2.250%, 4.76%, 07/17/2025

     900,375  

1,250,000

  

1 mo. ICE LIBOR + 2.250%, 4.76%, 01/15/2026

     1,203,125  

550,838

  

1 mo. USD LIBOR + 2.500%, 5.01%, 01/25/2026

     537,524  

1,405,000

  

Gray Television, Inc.
1 mo. ICE LIBOR + 2.500%, 5.02%, 01/02/2026

     1,384,515  

669,938

  

Lamar Media Corp.
1 mo. USD LIBOR + 1.750%, 4.31%, 03/14/2025

     668,263  

72,048

  

Mission Broadcasting, Inc.
1 mo. ICE LIBOR + 2.250%, 0.00%, 01/17/2024(11)

     69,617  

525,000

  

MTN Infrastructure TopCo, Inc.
1 mo. USD LIBOR + 3.000%, 5.50%, 11/15/2024

     516,731  

416,755

  

Nexstar Broadcasting, Inc.
1 mo. ICE LIBOR + 2.250%, 0.00%, 01/17/2024(11)

     402,690  
  

Numericable Group S.A.

  

722,138

  

1 mo. USD LIBOR + 2.750%, 5.25%, 07/31/2025

     664,366  

1,695,562

  

3 mo. USD LIBOR + 3.688%, 6.20%, 01/31/2026

     1,584,147  

1,196,957

  

PSAV Holdings LLC
3 mo. USD LIBOR + 3.250%, 5.88%, 03/01/2025

     1,142,101  

511,756

  

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 08/17/2024

     498,747  

1,950,000

  

Telenet Financing USD LLC
1 mo. USD LIBOR + 2.250%, 4.76%, 08/15/2026

     1,895,556  

1,468,514

  

Tribune Media Co.
1 mo. USD LIBOR + 3.000%, 5.50%, 01/27/2024

     1,459,336  
  

Unitymedia Finance LLC

  

1,500,000

  

1 mo. USD LIBOR + 2.000%, 4.51%, 06/01/2023

     1,474,995  

1,125,000

  

1 mo. USD LIBOR + 2.250%, 4.76%, 09/30/2025

     1,106,539  

820,000

  

1 mo. USD LIBOR + 2.250%, 4.76%, 01/15/2026

     806,470  

832,911

  

UPC Financing Partnership
1 mo. USD LIBOR + 2.500%, 5.01%, 01/15/2026

     819,377  

2,325,000

  

Virgin Media Bristol LLC
1 mo. USD LIBOR + 2.500%, 5.01%, 01/15/2026

     2,280,290  

970,000

  

Ziggo Secured Finance Partnership
1 mo. USD LIBOR + 2.500%, 5.01%, 04/15/2025

     937,165  
     

 

 

 
        23,501,374  
     

 

 

 
  

Metal Fabricate/Hardware - 0.0%

  

574,278

  

Rexnord LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 08/21/2024

     568,943  
     

 

 

 
  

Miscellaneous Manufacturing - 0.2%

  

$    1,160,278

  

H.B. Fuller Co.
1 mo. USD LIBOR + 2.000%, 4.50%, 10/20/2024

     1,137,073  


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$      1,733,584

  

USI, Inc.
3 mo. USD LIBOR + 3.000%, 5.80%, 05/16/2024

   $         1,659,906  
     

 

 

 
        2,796,979  
     

 

 

 
  

Oil & Gas - 0.2%

  

512,200

  

BCP Raptor LLC
2 mo. USD LIBOR + 4.250%, 6.87%, 06/24/2024

     488,127  

730,000

  

California Resources Corp.
1 mo. USD LIBOR + 4.750%, 7.25%, 12/31/2022

     714,181  

783,038

  

Grizzly Acquisitions, Inc.
1 mo. USD LIBOR + 3.250%, 6.05%, 10/01/2025

     778,308  

698,250

  

Traverse Midstream Partners LLC
3 mo. USD LIBOR + 4.000%, 6.60%, 09/27/2024

     693,739  
     

 

 

 
        2,674,355  
     

 

 

 
  

Oil & Gas Services - 0.1%

  

1,173,407

  

Crosby U.S. Acquisition Corp.
3 mo. USD LIBOR + 3.000%, 5.50%, 11/23/2020

     1,085,402  
     

 

 

 
  

Packaging & Containers - 0.6%

  

249,373

  

Berlin Packaging LLC
1 mo. USD LIBOR + 3.000%, 0.00%, 11/07/2025(11)

     239,398  
  

Berry Global, Inc.

  

937,245

  

3 mo. USD LIBOR + 1.750%, 4.27%, 02/08/2020

     932,212  

968,010

  

1 mo. USD LIBOR + 2.000%, 4.52%, 10/01/2022

     957,729  
  

Crown Americas LLC

  

EUR        308,452

  

1 mo. EURIBOR + 2.375%, 2.38%, 04/03/2025

     353,110  

$        228,068

  

1 Week USD LIBOR + 2.000%, 4.51%, 04/03/2025

     227,954  
  

Flex Acquisition Co., Inc.

  

962,850

  

3 mo. USD LIBOR + 3.000%, 5.52%, 12/29/2023

     932,357  

412,925

  

1 mo. USD LIBOR + 3.250%, 5.77%, 06/29/2025

     400,744  

247,500

  

Multi Color Corp.
1 mo. USD LIBOR + 2.000%, 4.50%, 10/31/2024

     241,778  

1,009,813

  

Plastipak Packaging, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 10/14/2024

     983,729  

2,207,052

  

Reynolds Group Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 02/05/2023

     2,173,748  
     

 

 

 
        7,442,759  
     

 

 

 
  

Pharmaceuticals - 0.3%

  

1,275,313

  

Bausch Health Companies Inc.
1 mo. USD LIBOR + 2.750%, 5.26%, 11/27/2025

     1,256,578  

1,467,650

  

Endo Luxembourg Finance Co. S.a r.l.
1 mo. USD LIBOR + 4.250%, 6.75%, 04/29/2024

     1,451,755  

524,008

  

IQVIA, Inc.
3 mo. USD LIBOR + 2.000%, 4.80%, 03/07/2024

     519,030  

754,303

  

Valeant Pharmaceuticals International, Inc.
1 mo. USD LIBOR + 3.000%, 5.51%, 06/02/2025

     745,561  
     

 

 

 
        3,972,924  
     

 

 

 
  

Real Estate - 0.2%

  

1,099,870

  

KFC Holding Co.
1 mo. USD LIBOR + 1.750%, 4.26%, 04/03/2025

     1,088,871  

1,345,909

  

VICI Properties LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 12/20/2024

     1,320,256  
     

 

 

 
        2,409,127  
     

 

 

 
  

REITS - 0.2%

  

2,071,425

  

MGM Growth Properties Operating Partnership L.P.
1 mo. USD LIBOR + 2.000%, 4.50%, 03/21/2025

     2,036,791  
     

 

 

 
  

Retail - 1.1%

  

2,628,188

  

American Builders & Contractors Supply Co., Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 10/31/2023

     2,561,169  

1,196,304

  

B.C. Unlimited Liability Co.
1 mo. USD LIBOR + 2.250%, 4.75%, 02/16/2024

     1,175,368  

1,798,386

  

Bass Pro Group LLC
1 mo. USD LIBOR + 5.000%, 7.50%, 09/25/2024

     1,775,906  


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$       500,000

  

Belron Finance U.S. LLC
1 mo. USD LIBOR + 2.500%, 5.12%, 11/13/2025

   $           493,125  
  

Coty Inc.

  

EUR      791,025

  

1 mo. EURIBOR + 2.500%, 2.50%, 04/07/2025

     871,174  

$    1,549,649

  

1 mo. USD LIBOR + 2.250%, 4.77%, 04/07/2025

     1,470,229  

1,035,929

  

Michaels Stores, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 01/30/2023

     1,022,980  

987,930

  

Neiman Marcus Group Ltd. LLC
1 mo. USD LIBOR + 3.250%, 5.76%, 10/25/2020

     873,824  

680,393

  

PetSmart, Inc.
1 mo. USD LIBOR + 3.000%, 5.52%, 03/11/2022

     568,672  

866,250

  

Staples, Inc.
3 mo. USD LIBOR + 4.000%, 6.54%, 09/12/2024

     850,224  

1,186,041

  

U.S. Foods, Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 06/27/2023

     1,165,285  
     

 

 

 
        12,827,956  
     

 

 

 
  

Semiconductors - 0.3%

  

1,525,000

  

Entegris, Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 11/01/2025

     1,507,844  

530,591

  

Integrated Device Technology, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 04/04/2024

     527,938  

831,987

  

Microchip Technology, Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 05/29/2025

     817,427  

570,719

  

ON Semiconductor Corp.
1 mo. USD LIBOR + 1.750%, 4.25%, 03/31/2023

     562,666  
     

 

 

 
        3,415,875  
     

 

 

 
  

Software - 1.7%

  

1,037,094

  

Almonde, Inc.
3 mo. USD LIBOR + 3.500%, 6.30%, 06/13/2024

     993,671  

1,618,312

  

Aristocrat Technologies, Inc.
3 mo. USD LIBOR + 1.750%, 4.53%, 10/19/2024

     1,586,755  

996,575

  

CDW LLC
3 mo. USD LIBOR + 1.750%, 4.25%, 08/17/2023

     991,124  

1,443,750

  

Change Healthcare Holdings LLC
1 mo. USD LIBOR + 2.750%, 5.25%, 03/01/2024

     1,411,988  

1,004,551

  

Dell, Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 09/07/2023

     989,854  
  

First Data Corp.

  

2,464,122

  

1 mo. USD LIBOR + 2.000%, 4.52%, 07/08/2022

     2,453,452  

824,950

  

1 mo. USD LIBOR + 2.000%, 4.52%, 04/26/2024

     821,600  

1,660,221

  

Global Payments, Inc.
1 mo. USD LIBOR + 1.750%, 4.25%, 04/21/2023

     1,629,607  

1,515,247

  

Go Daddy Operating Co. LLC
1 mo. USD LIBOR + 2.250%, 4.75%, 02/15/2024

     1,494,685  

330,721

  

Hyland Software, Inc.
1 mo. USD LIBOR + 3.500%, 6.00%, 07/01/2024

     326,055  

561,489

  

Infor U.S., Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 02/01/2022

     557,699  

120,155

  

MA FinanceCo. LLC
1 mo. USD LIBOR + 2.500%, 5.00%, 06/21/2024

     116,049  

811,435

  

Seattle Spinco, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 06/21/2024

     783,708  

2,268,433

  

SS&C Technologies, Inc.
1 mo. USD LIBOR + 2.250%, 4.75%, 04/16/2025

     2,222,440  

822,475

  

Verint Systems Inc.
1 mo. USD LIBOR + 2.000%, 4.52%, 06/28/2024

     813,222  

295,000

  

Web.com Group, Inc.
3 mo. USD LIBOR + 3.750%, 6.27%, 10/10/2025

     284,675  

2,174,250

  

WEX, Inc.
1 mo. USD LIBOR + 2.250%, 4.75%, 06/30/2023

     2,138,918  
     

 

 

 
        19,615,502  
     

 

 

 
  

Telecommunications - 0.8%

  

550,000

  

CenturyLink, Inc.
1 mo. USD LIBOR + 2.750%, 0.00%, 01/31/2025(11)

     525,079  


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    1,745,625

  

Ciena Corp.
1 mo. USD LIBOR + 2.000%, 4.50%, 09/26/2025

   $        1,732,533  

1,993,500

  

Level 3 Financing, Inc.
1 mo. USD LIBOR + 2.250%, 4.76%, 02/22/2024

     1,956,122  

3,002,311

  

Sprint Communications, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 02/02/2024

     2,931,006  

1,919,325

  

Univision Communications, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 03/15/2024

     1,783,782  

708,419

  

Zayo Group LLC
1 mo. USD LIBOR + 2.250%, 4.75%, 01/19/2024

     701,689  
     

 

 

 
        9,630,211  
     

 

 

 
  

Transportation - 0.0%

  

495,638

  

Savage Enterprises LLC
1 mo. USD LIBOR + 4.500%, 7.02%, 08/01/2025

     494,091  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $207,026,395)

   $ 202,543,572  
     

 

 

 

U.S. Government Agencies - 9.7%

  
  

Mortgage-Backed Agencies - 9.7%

  
  

FHLMC - 2.8%

  

$    5,000,000

  

1.13%, 08/12/2021

   $ 4,842,910  

8,031,567

  

1.25%, 07/15/2031

     7,711,470  

2,354,107

  

1.50%, 01/15/2027

     2,269,984  

11,180,441

  

1.57%, 07/25/2021(2)(7)

     363,047  

4,269,133

  

2.00%, 09/15/2041

     4,111,357  

6,303,978

  

3.00%, 04/01/2031

     6,314,143  

813,317

  

3.50%, 04/01/2027

     828,466  

874,452

  

3.50%, 09/15/2043

     893,344  

2,700,687

  

3.75%, 05/15/2039(4)

     2,748,034  

2,355,403

  

3.82%, 05/25/2048(1)(2)

     2,354,282  
     

 

 

 
        32,437,037  
     

 

 

 
  

FNMA - 5.5%

  

$    7,318,288

  

2.00%, 04/25/2034

   $ 7,169,150  

2,679,133

  

2.00%, 07/25/2039

     2,617,112  

12,001,772

  

2.50%, 03/25/2035

     11,714,773  

1,929,942

  

3.00%, 08/01/2027

     1,940,342  

4,149,674

  

3.00%, 12/01/2030

     4,158,080  

1,453,885

  

3.00%, 02/01/2031

     1,456,829  

2,748,944

  

3.00%, 03/01/2031

     2,754,508  

8,892,034

  

3.00%, 02/25/2043

     8,888,666  

584,254

  

3.00%, 04/25/2043

     587,322  

3,922,751

  

3.00%, 05/25/2047

     3,903,914  

1,587,660

  

3.50%, 11/01/2026

     1,617,553  

3,791,936

  

3.50%, 12/01/2026

     3,870,460  

523,364

  

3.50%, 12/01/2028

     535,027  

5,600,000

  

3.50%, 02/01/2034(13)

     5,704,562  

6,840,148

  

3.50%, 10/25/2035

     6,942,555  
     

 

 

 
        63,860,853  
     

 

 

 
  

GNMA - 1.4%

  

$    2,096,256

  

1.75%, 03/20/2039

   $ 2,054,890  

4,973,276

  

2.00%, 05/20/2046

     4,758,881  

10,080,354

  

2.50%, 10/20/2041

     9,954,266  

201,452

  

5.00%, 08/20/2039

     212,407  
     

 

 

 
        16,980,444  
     

 

 

 
        113,278,334  
     

 

 

 
  

Total U.S. Government Agencies
(cost $112,762,831)

   $ 113,278,334  
     

 

 

 

U.S. Government Securities - 3.4%

  
  

U.S. Treasury Securities - 3.4%

  
  

U.S. Treasury Notes - 3.4%

  

20,000,000

  

1.63%, 11/30/2020

     19,691,406  


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    20,000,000   

2.00%, 01/31/2020

      $ 19,892,188  
        

 

 

 
           39,583,594  
        

 

 

 
           39,583,594  
        

 

 

 
  

Total U.S. Government Securities
(cost $39,559,791)

      $ 39,583,594  
        

 

 

 
  

Total Long-Term Investments
(cost $1,179,386,355)

      $ 1,170,437,538  
        

 

 

 

Short-Term Investments - 1.1%

     
  

Other Investment Pools & Funds - 0.4%

     
5,024,593   

Fidelity Institutional Government Fund, Institutional Class, 2.31%(14)

        5,024,593  
        

 

 

 
  

Securities Lending Collateral - 0.7%

     
393,241   

Citibank NA DDCA, 2.39%, 2/1/2019(14)

        393,241  
4,368,215   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.31%(14)

        4,368,215  
1,739,739   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.29%(14)

        1,739,739  
238,659   

Invesco Government & Agency Portfolio, Institutional Class, 2.28%(14)

        238,659  
1,019,266   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(14)

        1,019,266  
105,688   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.25%(14)

        105,688  
        

 

 

 
           7,864,808  
        

 

 

 
  

Total Short-Term Investments
(cost $12,889,401)

      $ 12,889,401  
        

 

 

 
  

Total Investments
(cost $1,192,275,756)

     101.4%      $ 1,183,326,939  
  

Other Assets and Liabilities

     (1.4)%        (16,631,743
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 1,166,695,196  
     

 

 

    

 

 

 

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. 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)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $372,023,742, representing 31.9% of 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 January 31, 2019.

(4)

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

(5)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2019, the aggregate fair value of these securities was $3,928,577, which represented 0.3% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

(6)

Investment valued using significant unobservable inputs.

(7)

Securities disclosed are interest-only strips.

(8)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(9)

Security is a zero-coupon bond.


 

The Hartford Short Duration Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

(10)

Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of January 31, 2019.

(11)

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

(12)

This security, or a portion of this security, has unfunded loan commitments. As of January 31, 2019, the aggregate value of the unfunded commitment was $288,188, which rounds to zero percent of total net assets.

(13)

Represents or includes a TBA transaction.

(14)

Current yield as of period end.

Futures Contracts Outstanding at January 31, 2019

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

Long position contracts:

           

U.S. Treasury 2-Year Note Future

     497        03/29/2019      $     105,527,078      $ 749,482  
           

 

 

 

Short position contracts:

           

U.S. Treasury 5-Year Note Future

     849        03/29/2019      $ 97,515,609      $ (1,732,976)  

U.S. Treasury 10-Year Note Future

     155        03/20/2019        18,982,656        (517,540)  

U.S. Treasury Long Bond Future

     7        03/20/2019        1,026,813        (53,349)  
           

 

 

 

Total

            $ (2,303,865)  
           

 

 

 
           
           

 

 

 

Total futures contracts

            $ (1,554,383)  
           

 

 

 

Foreign Currency Contracts Outstanding at January 31, 2019

Amount and Description
of Currency to be
Purchased
   Amount and Description
of Currency to be
Sold
   Counterparty    Settlement
Date
   Appreciation    Depreciation

9,333,399

   USD    8,220,000    EUR    GSC    02/28/19    $                        —    $            (97,403)

 

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

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

 

 

Counterparty Abbreviations:

         

GSC

  

Goldman Sachs & Co.

  

Currency Abbreviations:

         

EUR

  

Euro

  

USD

  

United States Dollar

  

Index Abbreviations:

         
ICE   

Intercontinental Exchange, Inc.

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

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total     Level 1     Level 2     Level 3(1)  

Assets

        

Asset & Commercial Mortgage Backed Securities

   $ 194,160,014     $     $ 190,231,437     $ 3,928,577  

Corporate Bonds

     605,283,338             605,283,338        

Foreign Government Obligations

     4,728,070             4,728,070        

Municipal Bonds

     10,860,616             10,860,616        

Senior Floating Rate Interests

     202,543,572             202,543,572        

U.S. Government Agencies

     113,278,334             113,278,334        

U.S. Government Securities

     39,583,594             39,583,594        

Short-Term Investments

     12,889,401       12,889,401              

Futures Contracts(2)

     749,482       749,482              
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $       1,184,076,421     $       13,638,883     $       1,166,508,961     $         3,928,577  
  

 

 

   

 

 

   

 

 

   

 

 

 
Liabilities                         

Foreign Currency Contracts(2)

   $ (97,403   $     $ (97,403)     $  

Futures Contracts(2)

     (2,303,865     (2,303,865            
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (2,401,268   $ (2,303,865   $ (97,403   $  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) 

For the period ended January 31, 2019, there were no transfers in and out of Level 3.

 

(2) 

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2019 is not presented.


 

  Hartford Small Cap Value Fund

    

  Schedule of Investments

  January 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 98.5%

  
  

Automobiles & Components - 2.0%

  
55,172   

Cooper Tire & Rubber Co.

   $ 1,942,054  
     

 

 

 
  

Banks - 18.5%

 

63,041   

Bank OZK

     1,912,664  
71,913   

Cadence Bancorp

     1,348,369  
119,865   

FNB Corp.

     1,396,427  
45,767   

Great Western Bancorp, Inc.

     1,615,117  
92,655   

Hilltop Holdings, Inc.

     1,705,779  
95,509   

OFG Bancorp

     1,850,964  
85,595   

Opus Bank

     1,788,936  
122,477   

Radian Group, Inc.

     2,356,458  
90,721   

Umpqua Holdings Corp.

     1,603,947  
100,986   

United Financial Bancorp, Inc.

     1,495,603  
58,558   

Univest Financial Corp.

     1,375,527  
     

 

 

 
        18,449,791  
     

 

 

 
  

Capital Goods - 11.3%

 

35,842   

Argan, Inc.

     1,513,249  
139,855   

Briggs & Stratton Corp.

     1,801,332  
71,626   

JELD-WEN Holding, Inc.*

     1,277,808  
43,213   

Kennametal, Inc.

     1,623,944  
65,028   

nVent Electric plc

     1,627,001  
201,428   

REV Group, Inc.(1)

     1,673,867  
94,673   

Triumph Group, Inc.

     1,689,913  
     

 

 

 
        11,207,114  
     

 

 

 
  

Commercial & Professional Services - 6.0%

 

29,880   

Deluxe Corp.

     1,403,464  
42,636   

Kforce, Inc.

     1,398,887  
80,222   

Knoll, Inc.

     1,617,275  
31,093   

McGrath RentCorp.

     1,567,087  
     

 

 

 
        5,986,713  
     

 

 

 
  

Consumer Durables & Apparel - 5.6%

 

121,911   

Nautilus, Inc.*

     915,552  
27,476   

Sturm Ruger & Co., Inc.

     1,496,892  
36,004   

Tempur Sealy International, Inc.*

     1,908,932  
45,550   

Tupperware Brands Corp.

     1,242,149  
     

 

 

 
        5,563,525  
     

 

 

 
  

Consumer Services - 3.3%

 

34,039   

Adtalem Global Education, Inc.*

     1,664,507  
82,094   

Carriage Services, Inc.

     1,596,728  
     

 

 

 
        3,261,235  
     

 

 

 
  

Diversified Financials - 4.8%

 

65,248   

Greenhill & Co., Inc.

     1,635,115  
130,773   

Navient Corp.

     1,490,812  
55,519   

PRA Group, Inc.*

     1,638,366  
     

 

 

 
        4,764,293  
     

 

 

 
  

Food, Beverage & Tobacco - 1.9%

 

160,005   

Hostess Brands, Inc.*

     1,838,457  
     

 

 

 
  

Health Care Equipment & Services - 3.8%

 

172,426   

Allscripts Healthcare Solutions, Inc.*

     2,032,902  
50,562   

Natus Medical, Inc.*

     1,705,962  
     

 

 

 
        3,738,864  
     

 

 

 
  

Household & Personal Products - 1.7%

 

42,971   

Edgewell Personal Care Co.*

     1,695,206  
     

 

 

 
  

Insurance - 4.7%

 

196,159   

Lancashire Holdings Ltd.

     1,452,564  
175,327   

MBIA, Inc.*

     1,684,892  


 

  Hartford Small Cap Value Fund

    

  Schedule of Investments – (continued)

  January 31, 2019 (Unaudited)

 

143,263   

Third Point Reinsurance Ltd.*

   $ 1,505,694  
     

 

 

 
        4,643,150  
     

 

 

 
  

Materials - 3.4%

 

33,080   

Compass Minerals International, Inc.

     1,728,430  
52,942   

Schweitzer-Mauduit International, Inc.

     1,697,321  
     

 

 

 
        3,425,751  
     

 

 

 
  

Media & Entertainment - 3.6%

 

250,604   

Entercom Communications Corp. Class A

     1,836,927  
148,798   

TEGNA, Inc.

     1,746,889  
     

 

 

 
        3,583,816  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 1.6%

 

58,142   

Myriad Genetics, Inc.*

     1,639,023  
     

 

 

 
  

Real Estate - 5.4%

 

79,621   

CoreCivic, Inc. REIT

     1,582,069  
85,283   

Outfront Media, Inc. REIT

     1,769,622  
64,347   

Pebblebrook Hotel Trust REIT

     2,062,322  
     

 

 

 
        5,414,013  
     

 

 

 
  

Retailing - 3.4%

 

110,506   

Michaels Cos., Inc.*

     1,531,613  
9,971   

Stamps.com, Inc.*

     1,855,404  
     

 

 

 
        3,387,017  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 7.1%

 

94,492   

Ichor Holdings Ltd.*(1)

     1,943,700  
42,197   

Silicon Motion Technology Corp. ADR

     1,644,417  
105,064   

Tower Semiconductor Ltd.*

     1,564,403  
86,878   

Xperi Corp.

     1,861,796  
     

 

 

 
        7,014,316  
     

 

 

 
  

Software & Services - 7.6%

 

49,164   

Cardtronics plc Class A*

     1,330,869  
48,482   

CSG Systems International, Inc.

     1,754,564  
52,885   

EVERTEC, Inc.

     1,463,328  
125,683   

TiVo Corp.

     1,398,852  
103,343   

Travelport Worldwide Ltd.

     1,618,351  
     

 

 

 
        7,565,964  
     

 

 

 
  

Technology Hardware & Equipment - 2.8%

 

279,047   

Avid Technology, Inc.*

     1,328,264  
38,615   

Plantronics, Inc.

     1,497,876  
     

 

 

 
        2,826,140  
     

 

 

 
  

Total Common Stocks
(cost $99,598,705)

   $ 97,946,442  
     

 

 

 
  

Total Long-Term Investments
(cost $99,598,705)

   $     97,946,442  
     

 

 

 
Short-Term Investments - 6.6%

 

  

Other Investment Pools & Funds - 3.2%

 

3,237,855   

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.29%(2)

     3,237,855  
     

 

 

 
  

Securities Lending Collateral - 3.4%

 

168,492   

Citibank NA DDCA, 2.39%, 2/1/2019(2)

     168,492  
1,871,652   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.31%(2)

     1,871,652  
745,427   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.29%(2)

     745,427  
102,258   

Invesco Government & Agency Portfolio, Institutional Class, 2.28%(2)

     102,258  
436,726   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(2)

     436,726  


 

  Hartford Small Cap Value Fund

    

  Schedule of Investments – (continued)

  January 31, 2019 (Unaudited)

 

45,284   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.25%(2)

      $ 45,284  
        

 

 

 
           3,369,839  
        

 

 

 
  

Total Short-Term Investments
(cost $6,607,694)

      $ 6,607,694  
        

 

 

 
  

Total Investments
(cost $106,206,399)

     105.1%      $     104,554,136  
  

Other Assets and Liabilities

     (5.1)%        (5,069,344
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 99,484,792  
     

 

 

    

 

 

 
     

 

 

    

 

 

 

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. These classifications are used for financial reporting purposes.

 

*

Non-income producing.

(1)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments 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 Value Fund

    

  Schedule of Investments

  January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

           

Common Stocks

 

Automobiles & Components

   $ 1,942,054      $ 1,942,054      $      $  

Banks

     18,449,791        18,449,791                

Capital Goods

     11,207,114        11,207,114                

Commercial & Professional Services

     5,986,713        5,986,713                

Consumer Durables & Apparel

     5,563,525        5,563,525                

Consumer Services

     3,261,235        3,261,235                

Diversified Financials

     4,764,293        4,764,293                

Food, Beverage & Tobacco

     1,838,457        1,838,457                

Health Care Equipment & Services

     3,738,864        3,738,864                

Household & Personal Products

     1,695,206        1,695,206                

Insurance

     4,643,150        3,190,586        1,452,564         

Materials

     3,425,751        3,425,751                

Media & Entertainment

     3,583,816        3,583,816                

Pharmaceuticals, Biotechnology & Life Sciences

     1,639,023        1,639,023                

Real Estate

     5,414,013        5,414,013                

Retailing

     3,387,017        3,387,017                

Semiconductors & Semiconductor Equipment

     7,014,316        7,014,316                

Software & Services

     7,565,964        7,565,964                

Technology Hardware & Equipment

     2,826,140        2,826,140                

Short-Term Investments

     6,607,694        6,607,694                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       104,554,136      $       103,101,572      $       1,452,564      $                   —  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2019, there were no transfers in and out of Level 3.


 

  The Hartford Small Company Fund

    

  Schedule of Investments

  January 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 98.6%

  
  

Automobiles & Components - 0.5%

  
31,260   

LCI Industries

   $ 2,577,074  
     

 

 

 
  

Banks - 5.3%

 

160,217   

BancorpSouth Bank

     4,675,132  
140,463   

CenterState Bank Corp.

     3,483,482  
367,065   

MGIC Investment Corp.*

     4,580,971  
319,850   

Sterling Bancorp

     6,153,914  
58,236   

Texas Capital Bancshares, Inc.*

     3,393,412  
149,651   

Union Bankshares Corp.

     4,722,986  
     

 

 

 
        27,009,897  
     

 

 

 
  

Capital Goods - 7.4%

 

316,637   

Actuant Corp. Class A

     7,247,821  
34,443   

Axon Enterprise, Inc.*

     1,756,937  
143,149   

EnerSys

     12,204,884  
187,043   

ITT, Inc.

     9,830,980  
264,048   

Rexnord Corp.*

     6,904,855  
     

 

 

 
        37,945,477  
     

 

 

 
  

Commercial & Professional Services - 4.0%

 

131,882   

Brink’s Co.

     9,765,862  
10,771   

CoStar Group, Inc.*

     4,208,660  
144,554   

TriNet Group, Inc.*

     6,600,336  
     

 

 

 
        20,574,858  
     

 

 

 
  

Consumer Durables & Apparel - 6.7%

 

103,187   

Carter’s, Inc.

     8,554,202  
152,918   

Century Communities, Inc.*

     3,587,456  
59,839   

iRobot Corp.*(1)

     5,372,944  
110,883   

Roku, Inc.*(1)

     4,984,191  
280,694   

Skyline Champion Corp.

     5,069,334  
26,151   

Under Armour, Inc. Class A*

     542,372  
325,652   

Under Armour, Inc. Class C*

     6,167,849  
     

 

 

 
        34,278,348  
     

 

 

 
  

Consumer Services - 6.3%

 

185,585   

Boyd Gaming Corp.

     5,070,182  
580,284   

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

     1,479,469  
51,504   

Grand Canyon Education, Inc.*

     4,786,782  
112,723   

Marriott Vacations Worldwide Corp.

     9,980,494  
182,187   

Planet Fitness, Inc. Class A*

     10,552,271  
7,850   

Wingstop, Inc.

     515,353  
     

 

 

 
        32,384,551  
     

 

 

 
  

Diversified Financials - 0.9%

 

60,464   

Green Dot Corp. Class A*

     4,475,545  
     

 

 

 
  

Energy - 1.6%

 

331,889   

Centennial Resource Development, Inc. Class A*

     4,370,978  
119,972   

Viper Energy Partners L.P.

     3,804,312  
     

 

 

 
        8,175,290  
     

 

 

 
  

Food & Staples Retailing - 1.4%

 

215,452   

Performance Food Group Co.*

     7,359,840  
     

 

 

 
  

Food, Beverage & Tobacco - 1.3%

 

95,145   

MGP Ingredients, Inc.(1)

     6,830,460  
     

 

 

 
  

Health Care Equipment & Services - 15.9%

 

47,254   

Amedisys, Inc.*

     6,197,835  
15,678   

DexCom, Inc.*

     2,211,068  
139,454   

Globus Medical, Inc. Class A*

     6,282,403  
70,705   

Haemonetics Corp.*

     6,993,432  
92,347   

Hill-Rom Holdings, Inc.

     9,236,547  
279,394   

HMS Holdings Corp.*

     8,379,026  
162,392   

Insulet Corp.*

     13,184,606  
149,383   

Merit Medical Systems, Inc.*

     8,444,621  


 

  The Hartford Small Company Fund

    

  Schedule of Investments – (continued)

  January 31, 2019 (Unaudited)

 

143,493   

Omnicell, Inc.*

   $ 9,345,699  
53,416   

Penumbra, Inc.*

     7,772,562  
49,042   

Teladoc Health, Inc.*

     3,148,496  
     

 

 

 
        81,196,295  
     

 

 

 
  

Insurance - 0.8%

 

105,440   

James River Group Holdings Ltd.

     4,066,821  
     

 

 

 
  

Materials - 3.9%

 

169,562   

Cabot Corp.

     7,950,762  
178,863   

Carpenter Technology Corp.

     8,453,066  
36,713   

Ingevity Corp.*

     3,453,592  
     

 

 

 
            19,857,420  
     

 

 

 
  

Pharmaceuticals, Biotechnology & Life Sciences - 12.0%

 

183,974   

Abeona Therapeutics, Inc.*(1)

     1,249,184  
75,614   

Aerie Pharmaceuticals, Inc.*

     3,555,370  
234,153   

Amicus Therapeutics, Inc.*

     2,819,202  
95,796   

Arena Pharmaceuticals, Inc.*

     4,403,742  
83,254   

CytomX Therapeutics, Inc.*

     1,413,653  
102,428   

Exact Sciences Corp.*

     9,226,714  
87,870   

G1 Therapeutics, Inc.*

     1,879,539  
38,540   

Galapagos N.V. ADR*

     3,955,746  
114,455   

Heron Therapeutics, Inc.*

     3,078,840  
155,735   

Karyopharm Therapeutics, Inc.*

     1,319,075  
65,453   

MyoKardia, Inc.*

     2,708,445  
160,591   

Nightstar Therapeutics plc ADR*

     2,188,855  
55,159   

PRA Health Sciences, Inc.*

     5,845,199  
133,004   

Ra Pharmaceuticals, Inc.*

     2,730,572  
112,100   

Revance Therapeutics, Inc.*

     1,935,967  
112,858   

Rhythm Pharmaceuticals, Inc.*

     3,002,023  
18,350   

Sage Therapeutics, Inc.*

     2,616,527  
167,343   

Sangamo Therapeutics, Inc.*(1)

     1,956,240  
110,526   

Syneos Health, Inc.*

     5,641,247  
     

 

 

 
        61,526,140  
     

 

 

 
  

Real Estate - 4.2%

 

127,538   

Agree Realty Corp. REIT

     8,421,334  
165,702   

Hannon Armstrong Sustainable Infrastructure Capital, Inc. REIT

     3,743,208  
126,328   

NexPoint Residential Trust, Inc. REIT

     4,725,930  
242,541   

Xenia Hotels & Resorts, Inc. REIT

     4,552,495  
     

 

 

 
        21,442,967  
     

 

 

 
  

Retailing - 6.5%

 

3,136,600   

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

     658,686  
57,536   

Etsy, Inc.*

     3,144,342  
47,764   

Five Below, Inc.*

     5,909,840  
111,690   

Floor & Decor Holdings, Inc. Class A*(1)

     3,829,850  
39,378   

RH*(1)

     5,350,289  
108,424   

Sleep Number Corp.*

     3,903,264  
26,907   

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

     1,498,476  
79,812   

Wayfair, Inc. Class A*(1)

     8,736,222  
     

 

 

 
        33,030,969  
     

 

 

 
  

Semiconductors & Semiconductor Equipment - 2.0%

 

200,066   

Entegris, Inc.

     6,612,182  
225,653   

Tower Semiconductor Ltd.*

     3,359,973  
     

 

 

 
        9,972,155  
     

 

 

 
  

Software & Services - 15.0%

 

61,281   

2U, Inc.*

     3,483,825  
29,509   

EPAM Systems, Inc.*

     4,174,933  
83,147   

Everbridge, Inc.*

     5,143,474  
36,796   

Fair Isaac Corp.*

     8,286,459  
186,710   

Five9, Inc.*

     9,546,482  
118,681   

Globant S.A.*

     8,022,836  
51,165   

Guidewire Software, Inc.*

     4,434,982  
36,622   

HubSpot, Inc.*

     5,797,629  
81,296   

LiveRamp Holdings, Inc.*(1)

     3,531,498  


 

  The Hartford Small Company Fund

    

  Schedule of Investments – (continued)

  January 31, 2019 (Unaudited)

 

230,954   

Mimecast Ltd.*

   $ 8,676,942  
202,611   

Pivotal Software, Inc. Class A*

     3,746,278  
40,096   

Trade Desk, Inc. Class A*

     5,720,897  
25,969   

Wix.com Ltd.*

     2,839,710  
46,708   

Zendesk, Inc.*

     3,154,191  
     

 

 

 
        76,560,136  
     

 

 

 
  

Technology Hardware & Equipment - 2.0%

 

57,912   

Zebra Technologies Corp. Class A*

     10,053,523  
     

 

 

 
  

Telecommunication Services - 0.9%

 

187,944   

Boingo Wireless, Inc.*

     4,533,209  
     

 

 

 
  

Total Common Stocks
(cost $465,596,048)

   $     503,850,975  
     

 

 

 
Preferred Stocks - 0.8%

 

  

Retailing - 0.3%

 

47,489   

Honest Co., Inc. *(2)(3)(4)

     1,744,746  
     

 

 

 
  

Software & Services - 0.5%

 

263,189   

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

     2,631,890  
     

 

 

 
  

Total Preferred Stocks
(cost $5,229,589)

   $ 4,376,636  
     

 

 

 
Escrows - 0.0%(5)

 

  

Software & Services - 0.0%

 

98,033   

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

     53,330  
     

 

 

 
  

Total Escrows
(cost $ - )

   $ 53,330  
     

 

 

 
  

Total Long-Term Investments
(cost $470,825,637)

   $ 508,280,941  
     

 

 

 
Short-Term Investments - 2.8%

 

  

Other Investment Pools & Funds - 0.6%

 

3,267,688   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(6)

     3,267,688  
     

 

 

 
  

Securities Lending Collateral - 2.2%

 

548,081   

Citibank NA DDCA, 2.39%, 2/1/2019(6)

     548,081  
6,088,227   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.31%(6)

     6,088,227  
2,424,772   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.29%(6)

     2,424,772  
332,632   

Invesco Government & Agency Portfolio, Institutional Class, 2.28%(6)

     332,632  
1,420,609   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(6)

     1,420,609  
147,304   

Western Asset Institutional Government Class A Fund, Institutional Class, 2.25%(6)

     147,304  
     

 

 

 
        10,961,625  
     

 

 

 
  

Total Short-Term Investments
(cost $14,229,313)

   $ 14,229,313  
     

 

 

 


 

  The Hartford Small Company Fund

    

  Schedule of Investments – (continued)

  January 31, 2019 (Unaudited)

 

 

Total Investments

    (cost $485,054,950)

     102.2%      $ 522,510,254  
  Other Assets and Liabilities      (2.2)%        (11,489,674
    

 

 

    

 

 

 
  Total Net Assets      100.0%      $ 511,020,580  
    

 

 

    

 

 

 

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. These classifications are used for financial reporting purposes.

 

*

Non-income producing.

(1)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(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 January 31, 2019, the aggregate fair value of these securities was $8,066,597, which represented 1.6% 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 in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $8,066,597 or 1.6% of net assets.

 

            Period Acquired      Security Name    Shares/Par Value      Base Total Cost      Base Market Value  

 

 

 
  08/2011     

Allstar Co.

     3,136,600      $ 1,364,479      $ 658,686  
  12/2014     

DraftKings, Inc.

     580,284        2,187,550        1,479,469  
  08/2015     

Honest Co., Inc. Preferred

     47,489        2,172,859        1,744,746  
  04/2015     

MarkLogic Corp. Series F Preferred

     263,189        3,056,730        2,631,890  
  11/2013     

Tory Burch LLC

     26,907        2,108,912        1,498,476  
  08/2014     

Veracode, Inc.

     98,033               53,330  
        

 

 

    

 

 

 
         $ 10,890,530      $ 8,066,597  
        

 

 

    

 

 

 

 

(5)

Share amount represents shares of the issuer previously held that resulted in receipt of the escrow.

(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:

ADR

  American Depositary Receipt

DDCA

  Dollars on Deposit in Custody Account

REIT

  Real Estate Investment Trust


 

  The Hartford Small Company Fund

    

  Schedule of Investments

  January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Automobiles & Components

   $ 2,577,074      $ 2,577,074      $      $  

Banks

     27,009,897        27,009,897                

Capital Goods

     37,945,477        37,945,477                

Commercial & Professional Services

     20,574,858        20,574,858                

Consumer Durables & Apparel

     34,278,348        34,278,348                

Consumer Services

     32,384,551        30,905,082               1,479,469  

Diversified Financials

     4,475,545        4,475,545                

Energy

     8,175,290        8,175,290                

Food & Staples Retailing

     7,359,840        7,359,840                

Food, Beverage & Tobacco

     6,830,460        6,830,460                

Health Care Equipment & Services

     81,196,295        81,196,295                

Insurance

     4,066,821        4,066,821                

Materials

     19,857,420        19,857,420                

Pharmaceuticals, Biotechnology & Life Sciences

     61,526,140        61,526,140                

Real Estate

     21,442,967        21,442,967                

Retailing

     33,030,969        30,873,807               2,157,162  

Semiconductors & Semiconductor Equipment

     9,972,155        9,972,155                

Software & Services

     76,560,136        76,560,136                

Technology Hardware & Equipment

     10,053,523        10,053,523                

Telecommunication Services

     4,533,209        4,533,209                

Preferred Stocks

     4,376,636                      4,376,636  

Escrows

     53,330                      53,330  

Short-Term Investments

     14,229,313        14,229,313                
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $       522,510,254      $       514,443,657      $                     —      $       8,066,597  
  

 

 

    

 

 

    

 

 

    

 

 

 

(1) For the period ended January 31, 2019, 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 January 31, 2019:

 

     Common
Stocks
    Preferred
Stocks
    Escrows     Total  

Beginning balance

     $ 4,284,091       $ 4,346,678       $ 112,498       $ 8,743,267  

Purchases

                        

Sales

                 (65,743     (65,743

Accrued discounts/(premiums)

                        

Total realized gain/(loss)

           (291,935     65,743       (226,192

Net change in unrealized appreciation/depreciation

     (647,460     321,893       (59,168     (384,735

Transfers into Level 3

                        

Transfers out of Level 3

                        
  

 

 

 

Ending balance

     $   3,636,631       $     4,376,636       $     53,330       $     8,066,597  
  

 

 

 

The change in net unrealized appreciation/depreciation relating to the Level 3 investments held at January 31, 2019 was $(617,502).


 

The Hartford Strategic Income Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value  

Asset & Commercial Mortgage Backed Securities - 13.1%

  
  

Asset-Backed - Automobile - 0.3%

  
$    1,370,000   

Westlake Automobile Receivables Trust
3.28%, 12/15/2022(1)

   $     1,359,868  
     

 

 

 
  

Asset-Backed - Finance & Insurance - 4.2%

 

250,000   

Apidos CLO
3 mo. USD LIBOR + 3.000%, 5.76%, 01/19/2025(1)(2)

     249,632  
136,711   

Avery Point CLO Ltd.
3 mo. USD LIBOR + 1.120%, 3.90%, 01/18/2025(1)(2)

     136,625  
  

Bayview Opportunity Master Fund Trust

 

261,092   

3.35%, 11/28/2032(1)(3)

     260,284  
75,811   

3.50%, 01/28/2055(1)(4)

     75,185  
126,171   

3.50%, 06/28/2057(1)(4)

     125,113  
155,482   

3.50%, 01/28/2058(1)(4)

     154,019  
207,355   

3.60%, 02/25/2033(1)(3)

     206,940  
70,287   

4.00%, 11/28/2053(1)(4)

     70,561  
136,985   

4.00%, 10/28/2064(1)(4)

     137,420  
1,246,000   

Bellemeade Re Ltd.
1 mo. USD LIBOR + 1.200%, 3.71%, 10/25/2027(1)(2)

     1,243,643  
500,183   

Civic Mortgage LLC
3.89%, 06/25/2022(1)(3)

     499,296  
664,975   

Domino’s Pizza Master Issuer LLC
4.12%, 07/25/2048(1)

     664,017  
631,000   

Eagle Re Ltd.
1 mo. USD LIBOR + 1.700%, 4.21%, 11/25/2028(1)(2)

     630,999  
19,931   

Equity One Mortgage Pass-Through Trust
5.46%, 12/25/2033(4)

     17,037  
1,590,897   

GSAMP Trust
1 mo. USD LIBOR + 0.090%, 2.60%, 01/25/2037(2)

     1,044,262  
125,000   

Lendmark Funding Trust
2.83%, 12/22/2025(1)

     123,519  
45,120   

Long Beach Asset Holdings Corp.
5.78%, 04/25/2046(1)(5)(6)(7)

      
250,000   

Madison Park Funding Ltd.
3 mo. USD LIBOR + 1.160%, 3.93%, 07/23/2029(1)(2)

     249,030  
  

Magnetite Ltd.

 

392,825   

3 mo. USD LIBOR + 1.000%, 3.77%, 07/25/2026(1)(2)

     392,565  
1,165,000   

3 mo. USD LIBOR + 5.150%, 7.93%, 01/18/2027(1)(2)

     1,142,852  
2,053,046   

MFA Trust
3.35%, 11/25/2047(1)(3)

     2,029,022  
  

NRZ Advance Receivables Trust

 

218,500   

2.58%, 10/15/2049(1)

     217,314  
420,000   

3.11%, 12/15/2050(1)

     418,750  
370,000   

3.21%, 02/15/2051(1)

     369,099  
  

Oak Hill Advisors Residential Loan Trust

 

51,891   

3.00%, 06/25/2057(1)(3)

     50,918  
900,000   

5.00%, 06/25/2057(1)(3)

     885,437  
  

OneMain Financial Issuance Trust

 

286,000   

2.37%, 09/14/2032(1)

     281,800  
83,814   

4.10%, 03/20/2028(1)

     84,020  
261,723   

Pretium Mortgage Credit Partners LLC
3.33%, 12/30/2032(1)(4)

     258,056  
  

SoFi Consumer Loan Program LLC

 

50,625   

2.50%, 05/26/2026(1)

     50,093  
43,360   

2.77%, 05/25/2026(1)

     43,045  
49,104   

3.05%, 12/26/2025(1)

     48,944  
239,605   

3.09%, 10/27/2025(1)

     239,005  
64,803   

3.28%, 01/26/2026(1)

     64,786  
  

Springleaf Funding Trust

 

310,000   

2.68%, 07/15/2030(1)

     305,541  
147,770   

2.90%, 11/15/2029(1)

     147,112  
355,000   

SPS Servicer Advance Receivables Trust
2.75%, 11/15/2049(1)

     354,176  
  

Towd Point Mortgage Trust

 


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$       273,078   

2.75%, 10/25/2056(1)(4)

   $        267,248  
66,297   

2.75%, 04/25/2057(1)(4)

     64,933  
205,920   

2.75%, 06/25/2057(1)(4)

     201,235  
147,131   

2.75%, 07/25/2057(1)(4)

     143,575  
1,582,062   

2.75%, 10/25/2057(1)(4)

     1,539,425  
589,050   

Wendy’s Funding LLC
3.88%, 03/15/2048(1)

     577,157  
390,000   

Wingstop Funding LLC
4.97%, 12/05/2048(1)

     399,352  
     

 

 

 
        16,463,042  
     

 

 

 
  

Asset-Backed - Home Equity - 1.1%

 

  

GSAA Home Equity Trust

 

641,063   

1 mo. USD LIBOR + 0.070%, 2.58%, 12/25/2046(2)

     326,018  
1,068,395   

1 mo. USD LIBOR + 0.080%, 2.59%, 02/25/2037(2)

     519,629  
1,083,910   

1 mo. USD LIBOR + 0.180%, 2.69%, 11/25/2036(2)

     485,319  
895,258   

1 mo. USD LIBOR + 0.230%, 2.74%, 04/25/2047(2)

     596,256  
2,440,420   

Morgan Stanley Mortgage Loan Trust
1 mo. USD LIBOR + 0.170%, 2.68%, 11/25/2036(2)

     1,023,853  
22,008   

Nationstar NIM Ltd.
9.79%, 03/25/2037(1)(5)(6)(7)

     2  
204,224   

New Residential Mortgage Loan Trust
1 mo. USD LIBOR + 1.500%, 4.01%, 06/25/2057(1)(2)

     207,865  
  

Soundview Home Loan Trust

 

2,251,000   

1 mo. USD LIBOR + 0.240%, 2.75%, 07/25/2036(2)

     2,041,762  
115,000   

1 mo. USD LIBOR + 0.250%, 2.76%, 11/25/2036(2)

     105,032  
     

 

 

 
        5,305,736  
     

 

 

 
  

Commercial Mortgage - Backed Securities - 2.3%

 

2,260,000   

CAMB Commercial Mortgage Trust
1 mo. USD LIBOR + 3.250%, 5.75%, 12/15/2037(1)(2)(9)

     2,261,085  
180,000   

Citigroup Commercial Mortgage Trust
4.59%, 03/10/2047(1)(4)

     169,956  
  

Commercial Mortgage Trust

 

424,239   

1.90%, 07/10/2046(1)(4)(8)

     8,986  
560,000   

4.57%, 10/15/2045(1)(4)

     132,670  
981,000   

4.75%, 10/15/2045(1)(4)

     507,265  
44,731   

Credit Suisse First Boston Mortgage Securities Corp.
4.88%, 04/15/2037

     43,964  
  

GS Mortgage Securities Trust

 

4,140,446   

0.09%, 07/10/2046(4)(8)

     15,643  
375,750   

1.34%, 08/10/2044(1)(4)(8)

     9,807  
565,333   

3.67%, 04/10/2047(1)

     170,533  
2,190,000   

4.75%, 11/10/2045(1)(4)

     2,176,318  
175,000   

4.97%, 04/10/2047(1)(4)

     147,851  
  

JP Morgan Chase Commercial Mortgage Securities Trust

 

860,000   

2.73%, 10/15/2045(1)(4)

     444,207  
485,000   

4.38%, 12/15/2047(1)(4)

     405,900  
765,000   

5.37%, 08/15/2046(1)(4)

     762,638  
  

Morgan Stanley Capital Trust

 

465,000   

5.15%, 07/15/2049(1)(4)

     424,666  
50,000   

5.27%, 10/12/2052(1)(4)

     5,490  
870,000   

VNDO Mortgage Trust
3.95%, 12/13/2029(1)(4)

     869,439  
15,000   

Wells Fargo Commercial Mortgage Trust
4.10%, 05/15/2048(4)

     14,030  
  

WF-RBS Commercial Mortgage Trust

 

900,599   

3.02%, 11/15/2047(1)

     465,843  
2,125,000   

4.78%, 11/15/2045(1)(4)

     1,834,208  
215,000   

5.00%, 06/15/2044(1)(4)

     161,956  
     

 

 

 
        11,032,455  
     

 

 

 
  

Other ABS - 0.7%

 

1,423,000   

VOLT LXII LLC
4.63%, 09/25/2047(1)(3)

     1,403,732  
1,570,000   

VOLT LXIV LLC
4.63%, 10/25/2047(1)(3)

     1,549,778  


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$       631,293   

VOLT LXVI
4.34%, 05/25/2048(1)(3)

   $        630,798  
     

 

 

 
        3,584,308  
     

 

 

 
  

Whole Loan Collateral CMO - 5.2%

 

  

Alternative Loan Trust

 

288,729   

1 mo. USD LIBOR + 0.320%, 2.83%, 11/25/2035(2)

     264,215  
168,989   

1 mo. USD LIBOR + 0.540%, 3.05%, 01/25/2036(2)

     160,573  
1,000,246   

5.75%, 05/25/2036

     724,124  
847,134   

6.00%, 05/25/2036

     675,297  
  

Angel Oak Mortgage Trust LLC

 

69,416   

2.48%, 07/25/2047(1)(4)

     68,405  
100,803   

3.64%, 01/25/2047(1)(4)

     100,502  
241,250   

Banc of America Mortgage Trust
4.38%, 09/25/2035(4)

     232,525  
299,798   

Bear Stearns Adjustable Rate Mortgage Trust
12 mo. USD CMT + 2.300%, 4.73%, 10/25/2035(2)

     302,420  
113,744   

Bear Stearns Alt-A Trust
1 mo. USD LIBOR + 0.500%, 3.01%, 01/25/2036(2)

     116,009  
992,372   

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

     958,293  
599,120   

CHL Mortgage Pass-Through Trust
4.04%, 09/25/2047(4)

     555,623  
51,292   

COLT Mortgage Loan Trust
2.61%, 05/27/2047(1)(4)

     50,995  
115,364   

CSMC Trust
3.25%, 04/25/2047(1)(4)

     112,602  
  

Deephaven Residential Mortgage Trust

 

50,502   

2.45%, 06/25/2047(1)(4)

     49,706  
176,211   

2.81%, 10/25/2047(1)(4)

     174,580  
28,446   

3.49%, 12/26/2046(1)(4)

     28,364  
  

Fannie Mae Connecticut Avenue Securities

 

2,401,000   

1 mo. USD LIBOR + 2.200%, 4.71%, 01/25/2030(2)

     2,443,298  
3,365,000   

1 mo. USD LIBOR + 2.550%, 5.06%, 12/25/2030(2)

     3,393,602  
525,000   

1 mo. USD LIBOR + 3.550%, 6.06%, 07/25/2029(2)

     565,798  
1,518,000   

1 mo. USD LIBOR + 4.250%, 6.76%, 04/25/2029(2)

     1,694,791  
1,075,000   

1 mo. USD LIBOR + 4.350%, 6.86%, 05/25/2029(2)

     1,174,779  
398,163   

1 mo. USD LIBOR + 4.900%, 7.41%, 11/25/2024(2)

     447,230  
222,294   

1 mo. USD LIBOR + 5.700%, 8.21%, 04/25/2028(2)

     254,848  
185,000   

1 mo. USD LIBOR + 6.000%, 8.51%, 09/25/2028(2)

     212,156  
61,276   

GMACM Mortgage Loan Trust
4.00%, 04/19/2036(4)

     54,694  
735,177   

GSR Mortgage Loan Trust
4.41%, 01/25/2036(4)

     733,249  
1,738,216   

HarborView Mortgage Loan Trust
1 mo. USD LIBOR + 0.240%, 2.75%, 12/19/2036(2)

     1,590,200  
41,954   

Impac CMB Trust
1 mo. USD LIBOR + 2.250%, 4.76%, 02/25/2036(2)

     41,087  
528,841   

IndyMac IMSC Mortgage Loan Trust
1 mo. USD LIBOR + 0.150%, 2.66%, 03/25/2047(2)

     431,454  
  

JP Morgan Mortgage Trust

 

58,171   

4.18%, 04/25/2037(4)

     54,819  
380,351   

4.19%, 05/25/2036(4)

     370,563  
267,710   

4.23%, 11/25/2035(4)

     261,436  
  

LSTAR Securities Investment Ltd.

 

217,531   

1 mo. USD LIBOR + 1.550%, 4.07%, 02/01/2023(1)(2)

     212,932  
461,007   

1 mo. USD LIBOR + 1.650%, 4.17%, 11/01/2022(1)(2)

     461,145  
310,233   

1 mo. USD LIBOR + 1.750%, 4.27%, 09/01/2022(1)(2)

     311,113  
582,061   

1 mo. USD LIBOR + 1.750%, 4.27%, 10/01/2022(1)(2)

     579,952  
133,361   

MASTR Adjustable Rate Mortgages Trust
4.44%, 11/21/2034(4)

     136,701  
64,083   

MFA Trust
2.59%, 02/25/2057(1)(4)

     63,109  
  

New Residential Mortgage Loan Trust

 

151,270   

3.75%, 11/26/2035(1)(4)

     151,384  
137,464   

3.75%, 11/25/2056(1)(4)

     137,266  


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$       214,550   

4.00%, 02/25/2057(1)(4)

   $          215,867  
208,701   

4.00%, 03/25/2057(1)(4)

     210,595  
161,164   

4.00%, 04/25/2057(1)(4)

     163,724  
185,385   

4.00%, 05/25/2057(1)(4)

     187,022  
366,647   

Nomura Asset Acceptance Corp. Alternative Loan Trust
4.42%, 06/25/2036(4)

     318,566  
1,005,745   

Residential Accredit Loans, Inc.
3.48%, 11/25/2037(4)

     894,801  
  

Structured Agency Credit Risk Trust

 

333,926   

1 mo. USD LIBOR + 1.650%, 4.16%, 04/25/2043(1)(2)

     336,135  
355,000   

1 mo. USD LIBOR + 2.100%, 4.61%, 09/25/2048(1)(2)

     348,567  
1,337,432   

Structured Asset Mortgage Investments Trust
1 mo. USD LIBOR + 0.230%, 2.74%, 02/25/2036(2)

     1,182,498  
  

Towd Point Mortgage Trust

 

117,820   

2.25%, 04/25/2056(1)(4)

     115,229  
104,471   

2.75%, 08/25/2055(1)(4)

     102,627  
36,139   

WaMu Mortgage Pass-Through Certificates Trust
1 mo. USD LIBOR + 0.420%, 2.93%, 06/25/2044(2)

     35,125  
623,470   

Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
1 mo. USD LIBOR + 0.600%, 3.11%, 07/25/2036(2)

     423,987  
     

 

 

 
        24,886,582  
     

 

 

 
  

Whole Loan Collateral PAC - 0.0%

  
48,425   

Alternative Loan Trust
1 mo. USD LIBOR + 0.500%, 3.01%, 12/25/2035(2)

     31,792  
     

 

 

 
  

Total Asset & Commercial Mortgage Backed Securities
(cost $63,458,214)

   $ 62,663,783  
     

 

 

 

Corporate Bonds - 21.8%

 

  

Aerospace/Defense - 0.2%

  
$       800,000   

Lockheed Martin Corp.
4.09%, 09/15/2052

   $ 786,922  
     

 

 

 
  

Agriculture - 0.3%

  
  

Altria Group, Inc.

 

490,000   

3.88%, 09/16/2046

     380,134  
760,000   

5.38%, 01/31/2044

     717,245  
350,000   

Kernel Holding S.A.
8.75%, 01/31/2022(10)

     346,570  
     

 

 

 
     1,443,949  
     

 

 

 
  

Auto Manufacturers - 1.5%

  
  

Daimler Canada Finance, Inc.

 

CAD       850,000   

1.78%, 08/19/2019(10)

     644,472  
470,000   

3 mo. CDOR + 0.830%, 3.15%, 07/08/2019(2)

     358,644  
$    1,840,000   

General Motors Co.
5.40%, 04/01/2048

     1,629,218  
  

General Motors Financial Co., Inc.

 

250,000   

3 mo. USD LIBOR + 0.930%, 3.73%, 04/13/2020(2)

     249,068  
845,000   

3 mo. USD LIBOR + 1.450%, 4.05%, 05/09/2019(2)

     845,810  
200,000   

3 mo. USD LIBOR + 1.270%, 4.06%, 10/04/2019(2)

     200,403  
  

Toyota Motor Credit Corp.

 

420,000   

3 mo. USD LIBOR + 0.140%, 2.75%, 11/14/2019(2)

     420,128  
500,000   

3.34%, 01/08/2021(4)

     502,386  
500,000   

Toyota Motor Finance Netherlands B.V.
3 mo. USD LIBOR + 0.250%, 3.03%, 12/12/2019(2)(10)

     500,120  
1,075,000   

Volkswagen Group of America Finance LLC
3 mo. USD LIBOR + 0.770%, 3.39%, 11/13/2020(1)(2)

     1,074,617  
CAD       905,000   

VW Credit Canada, Inc.
2.50%, 10/01/2019(10)

     688,515  
     

 

 

 
     7,113,381  
     

 

 

 
  

Beverages - 0.8%

  
  

Anheuser-Busch InBev Worldwide, Inc.

 

$       850,000   

4.60%, 04/15/2048

     769,459  
2,320,000   

5.55%, 01/23/2049

     2,422,588  


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$       840,000   

Constellation Brands, Inc.
4.50%, 05/09/2047

   $        779,143  
     

 

 

 
     3,971,190  
     

 

 

 
  

Chemicals - 0.3%

 

200,000   

Braskem Netherlands Finance B.V.
4.50%, 01/10/2028(10)

     194,750  
200,000   

OCP S.A.
4.50%, 10/22/2025(10)

     195,796  
765,000   

SASOL Financing USA LLC
5.88%, 03/27/2024

     789,089  
530,000   

Yingde Gases Investment Ltd.
6.25%, 01/19/2023(1)

     509,567  
     

 

 

 
     1,689,202  
     

 

 

 
  

Commercial Banks - 11.0%

 

  

Banco Bilbao Vizcaya Argentaria S.A.

 

EUR        200,000   

5 year EUR Swap + 5.779%, 5.88%, 05/24/2022(2)(10)(11)

     224,399  
$    2,600,000   

5 year USD Swap + 3.870%, 6.13%, 11/16/2027(2)(11)(12)

     2,291,250  
EUR        400,000   

5 year EUR Swap + 9.177%, 8.88%, 04/14/2021(2)(10)(11)

     510,491  
  

Banco de Sabadell S.A.

 

800,000   

5 year EUR Swap + 6.051%, 6.13%, 11/23/2022(2)(10)(11)

     861,296  
1,400,000   

5 year EUR Swap + 6.414%, 6.50%, 05/18/2022(2)(10)(11)

     1,551,700  
  

Banco do Brasil S.A.

 

$       200,000   

4.63%, 01/15/2025(1)

     196,532  
365,000   

10 year USD CMT + 6.362%, 9.00%, 06/18/2024(2)(10)(11)

     388,725  
  

Banco Santander S.A.

 

459,000   

2.00%, 03/18/2019(11)

     413,651  
EUR        200,000   

5 year EUR Swap + 4.999%, 5.25%, 09/29/2023(2)(10)(11)

     214,795  
200,000   

5 year EUR Swap + 6.803%, 6.75%, 04/25/2022(2)(10)(11)

     241,869  
$       420,000   

Bank of Nova Scotia
3 mo. USD LIBOR + 0.620%, 3.37%, 12/05/2019(2)

     421,541  
200,000   

Barclays plc
5 year USD Swap + 6.772%, 7.88%, 03/15/2022(2)(10)(11)

     208,212  
520,000   

BBVA Bancomer S.A.
12 mo.USD CMT + 2.650%, 5.13%, 01/18/2033(1)(2)

     469,300  
  

BNP Paribas S.A.

 

1,135,000   

5 year USD Swap + 2.838%, 5.13%, 11/15/2027(1)(2)(11)

     997,381  
755,000   

5 year USD Swap + 6.314%, 7.63%, 03/30/2021(1)(2)(11)

     794,811  
EUR        600,000   

Caixa Geral de Depositos S.A.
5 year EUR Swap + 10.925%, 10.75%, 03/30/2022(2)(10)(11)

     773,635  
  

CaixaBank S.A.

 

500,000   

5 year EUR Swap + 3.350%, 3.50%, 02/15/2027(2)(10)

     596,759  
600,000   

5 year EUR Swap + 6.498%, 6.75%, 06/13/2024(2)(10)(11)

     716,805  
$       275,000   

Capital One Financial Corp.
3 mo. USD LIBOR + 0.760%, 3.38%, 05/12/2020(2)

     275,937  
850,000   

Citibank NA
3 mo. USD LIBOR + 0.320%, 3.06%, 05/01/2020(2)

     849,792  
590,000   

Citigroup, Inc.
3 mo. USD LIBOR + 0.790%, 3.57%, 01/10/2020(2)

     592,932  
  

Credit Agricole S.A.

 

225,000   

5 year USD Swap + 4.898%, 7.88%, 01/23/2024(1)(2)(11)

     235,952  
1,575,000   

5 year USD Swap + 6.185%, 8.13%, 12/23/2025(1)(2)(11)

     1,706,906  
  

Credit Suisse Group AG

 

2,765,000   

5 year USD Swap + 3.455%, 6.25%, 12/18/2024(1)(2)(11)

     2,733,661  
350,000   

5 year USD Swap + 3.455%, 6.25%, 12/18/2024(2)(10)(11)

     346,033  
340,000   

5 year USD Swap + 4.600%, 7.50%, 07/17/2023(1)(2)(11)

     346,800  
  

Danske Bank A/S

 

1,065,000   

5.00%, 01/12/2022(1)

     1,079,941  
1,665,000   

5.38%, 01/12/2024(1)

     1,688,631  
EUR        415,000   

5 year EUR Swap + 5.471%, 5.88%, 04/06/2022(2)(10)(11)

     477,978  
$       270,000   

12 mo. USD CMT + 4.13%, 7.00%, 06/26/2025(2)(10)(11)

     245,700  
EUR        600,000   

Deutsche Bank AG
4.50%, 05/19/2026(10)

     710,319  
400,000   

Deutsche Pfandbriefbank AG
5 year EUR Swap + 2.750%, 2.88%, 06/28/2027(2)(10)

     435,646  


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$             600,000   

DNB Bank ASA
5 year USD Swap + 5.080%, 6.50%, 03/26/2022(2)(10)(11)

   $        604,500  
EUR              600,000   

Erste Group Bank AG
5 year EUR Swap + 6.204%, 6.50%, 04/15/2024(2)(10)(11)

     731,399  
$             500,000   

Goldman Sachs Group, Inc.
3 mo. USD LIBOR + 1.373%, 4.02%, 10/31/2038(2)

     469,435  
200,000   

Grupo Aval Ltd.
4.75%, 09/26/2022(10)

     197,100  
CAD              250,000   

HSBC Bank Canada
2.49%, 05/13/2019

     190,449  
  

HSBC Holdings plc

 

$           1,175,000   

5 year USD ICE Swap + 3.746%, 6.00%, 05/22/2027(2)(11)

     1,130,937  
650,000   

5 year USD ICE Swap + 3.453%, 6.25%, 03/23/2023(2)(11)

     646,750  
200,000   

5 year USD ICE Swap + 4.368%, 6.38%, 03/30/2025(2)(11)

     200,750  
EUR             200,000   

Ibercaja Banco S.A.
5 year EUR Swap + 6.809%, 7.00%, 04/06/2023(2)(10)(11)

     216,110  
400,000   

IKB Deutsche Industriebank AG
5 year EUR Swap + 3.617%, 4.00%, 01/31/2028(2)(10)

     428,652  
$             200,000   

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

     206,787  
840,000   

ING Bank N.V.
3 mo. USD LIBOR + 0.610%, 3.23%, 08/15/2019(2)(10)

     841,502  
IDR    1,800,000,000   

International Finance Corp.
8.00%, 10/09/2023

     129,099  
  

Intesa Sanpaolo S.p.A.

 

$             875,000   

5 year USD Swap + 5.462%, 7.70%, 09/17/2025(1)(2)(11)(12)

     801,719  
EUR           1,125,000   

5 year EUR Swap + 7.192%, 7.75%, 01/11/2027(2)(10)(11)

     1,360,964  
$             500,000   

Itau Unibanco Holding S.A.
12 mo USD CMT + 3.981%, 6.13%, 12/12/2022(1)(2)(11)

     486,250  
  

Morgan Stanley

 

500,000   

3 mo. USD LIBOR + 0.800%, 3.41%, 02/14/2020(2)

     500,000  
840,000   

3 mo. USD LIBOR + 1.140%, 3.91%, 01/27/2020(2)

     846,122  
615,000   

Nederlandse Waterschapsbank N.V.
3 mo. USD LIBOR + 3.00%, 2.72%, 02/24/2020(2)(10)

     615,009  
200,000   

Norddeutsche Landesbank Girozentrale
6.25%, 04/10/2024(10)

     167,794  
  

Novo Banco S.A.

 

EUR             365,000   

3.50%, 01/23/2043

     338,819  
570,000   

3.50%, 02/19/2043(10)

     528,462  
775,000   

3.50%, 03/18/2043(10)

     720,243  
300,000   

5 year EUR Swap + 8.233%, 8.50%, 07/06/2028(2)(10)

     332,670  
  

Raiffeisen Bank International AG

 

500,000   

6.00%, 10/16/2023(10)

     664,414  
600,000   

12 year EUR Swap + 5.954%, 6.13%, 12/15/2022(2)(10)(11)

     692,798  
$             300,000   

Royal Bank of Canada
3 mo. USD LIBOR + 0.300%, 3.06%, 07/22/2020(2)

     300,137  
GBP              200,000   

Santander UK Group Holdings plc
5 year GBP Swap + 5.543%, 7.38%, 06/24/2022(2)(10)(11)

     269,949  
$             200,000   

Skandinaviska Enskilda Banken AB
5 year USD Swap + 3.493%, 5.63%, 05/13/2022(2)(10)(11)

     194,257  
  

Societe Generale S.A.

 

1,125,000   

5 year USD Swap + 6.238%, 7.38%, 09/13/2021(1)(2)(11)

     1,162,125  
200,000   

5 year USD Swap + 4.979%, 7.88%, 12/18/2023(1)(2)(11)

     204,870  
  

Standard Chartered plc

  
200,000   

3 mo. USD LIBOR + 1.130%, 3.77%, 08/19/2019(2)(10)

     200,806  
1,200,000   

5 year USD Swap + 6.301%, 7.50%, 04/02/2022(2)(10)(11)

     1,248,000  
1,215,000   

State Bank of India
4.38%, 01/24/2024(1)

     1,218,898  
570,000   

Turkiye Vakiflar Bankasi TAO
5.75%, 01/30/2023(1)

     526,083  
  

UBS Group Funding Switzerland AG

 

725,000   

5 year USD ICE Swap + 5.497%, 6.88%, 03/22/2021(2)(10)(11)

     744,031  
800,000   

5 year USD Swap + 4.866%, 7.00%, 02/19/2025(2)(10)(11)

     846,000  
525,000   

5 year USD Swap + 5.464%, 7.13%, 02/19/2020(2)(10)(11)

     534,844  
  

UniCredit S.p.A.

 

EUR             825,000   

5 year EUR Swap + 4.925%, 5.38%, 06/03/2025(2)(10)(11)

     805,474  


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$              720,000   

5 year USD ICE Swap + 3.703%, 5.86%, 06/19/2032(2)(10)

   $          642,933  
2,970,000   

6.57%, 01/14/2022(1)

     3,034,072  
EUR              975,000   

5 year EUR Swap + 6.387%, 6.63%, 06/03/2023(2)(10)(11)

     1,069,919  
$              475,000   

5 year USD Swap + 5.180%, 8.00%, 06/03/2024(2)(10)(11)

     434,513  
425,000   

Westpac Banking Corp.
3 mo. USD LIBOR + 0.280%, 2.90%, 05/15/2020(2)

     425,105  
  

Zenith Bank plc

 

495,000   

7.38%, 05/30/2022(1)

     504,316  
400,000   

7.38%, 05/30/2022(10)

     407,528  
     

 

 

 
     52,421,974  
     

 

 

 
  

Commercial Services - 0.5%

 

2,203,000   

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

     2,158,764  
IDR    4,400,000,000   

Jasa Marga Persero Tbk PT
7.50%, 12/11/2020(1)

     296,703  
     

 

 

 
     2,455,467  
     

 

 

 
  

Diversified Financial Services - 0.7%

 

$           1,275,000   

Mongolian Mortgage Corp. Hfc LLC
9.75%, 01/29/2022(1)

     1,276,594  
500,000   

Societe Generale S.A.
5 year USD Swap + 3.929%, 6.75%, 04/06/2028(1)(2)(11)

     456,250  
1,400,000   

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

     1,233,562  
200,000   

Unifin Financiera S.A.B. de C.V. SOFOM ENR
7.00%, 01/15/2025(10)

     181,000  
     

 

 

 
     3,147,406  
     

 

 

 
  

Electric - 0.8%

 

200,000   

Abu Dhabi National Energy Co. PJSC
4.88%, 04/23/2030(1)

     207,696  
1,200,000   

Eskom Holdings SOC Ltd.
5.75%, 01/26/2021(10)

     1,175,765  
400,000   

Israel Electric Corp. Ltd.
4.25%, 08/14/2028(1)(10)

     396,640  
750,000   

Pacific Gas & Electric Co.
6.05%, 03/01/2034

     658,125  
200,000   

Perusahaan Listrik Negara PT
6.15%, 05/21/2048(1)

     215,431  
250,000   

State Grid Overseas Investment Ltd.
4.25%, 05/02/2028(1)

     258,069  
835,000   

Termocandelaria Power Ltd.
7.88%, 01/30/2029(1)

     859,006  
     

 

 

 
     3,770,732  
     

 

 

 
  

Engineering & Construction - 0.2%

 

785,000   

Aeropuertos Dominicanos Siglo XXI S.A.
6.75%, 03/30/2029(10)

     782,252  
200,000   

Mexico City Airport Trust
4.25%, 10/31/2026(10)

     185,100  
265,000   

SBA Tower Trust
3.17%, 04/09/2047(1)

     261,410  
     

 

 

 
     1,228,762  
     

 

 

 
  

Food - 0.1%

 

500,000   

Conagra Brands, Inc.
3 mo. USD LIBOR + 0.750%, 3.51%, 10/22/2020(2)

     497,520  
     

 

 

 
  

Forest Products & Paper - 0.0%

 

200,000   

Suzano Austria GmbH
7.00%, 03/16/2047(1)

     216,500  
     

 

 

 
  

Healthcare-Services - 0.2%

 

430,000   

Halfmoon Parent, Inc.
3 mo. USD LIBOR + 0.350%, 3.14%, 03/17/2020(1)(2)

     429,255  


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$       400,000   

Rede D’or Finance S.a.r.l
4.95%, 01/17/2028(1)

   $       373,000  
     

 

 

 
     802,255  
     

 

 

 
  

Insurance - 0.6%

 

EUR       525,000   

Assicurazioni Generali S.p.A.
3 mo. EURIBOR + 5.350%, 5.50%, 10/27/2047(2)(10)

     644,890  
425,000   

AXA S.A.
3 mo. EURIBOR + 3.750%, 3.38%, 07/06/2047(2)(10)

     503,153  
300,000   

Intesa Sanpaolo Vita S.p.A.
6 Mo. EUR LIBOR + 4.817%, 4.75%, 12/17/2024(2)(10)(11)

     334,795  
$       550,000   

Prudential plc
4.38%, 10/20/2021(10)(11)

     466,125  
760,000   

VIVAT N.V.
5 year USD Swap + 4.174%, 6.25%, 11/16/2022(2)(10)(11)

     745,177  
     

 

 

 
     2,694,140  
     

 

 

 
  

Iron/Steel - 0.2%

 

1,120,000   

CSN Islands XI Corp.
6.88%, 09/21/2019(10)

     1,123,360  
     

 

 

 
  

IT Services - 0.1%

 

330,000   

IBM Credit LLC
3 mo. USD LIBOR + 0.47%, 3.18%, 11/30/2020(2)

     331,026  
     

 

 

 
  

Machinery-Diversified - 0.0%

 

100,000   

John Deere Capital Corp.
3 mo. USD LIBOR + 0.180%, 2.98%, 01/07/2020(2)

     100,073  
     

 

 

 
  

Media - 0.3%

 

645,000   

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

     694,218  
600,000   

Comcast Corp.
4.05%, 11/01/2052

     557,419  
     

 

 

 
     1,251,637  
     

 

 

 
  

Mining - 0.3%

 

GBP       100,000   

Glencore Finance Europe Ltd.
6.50%, 02/27/2019(10)

     131,547  
$    1,255,000   

Metinvest B.V.
7.75%, 04/23/2023(1)

     1,195,387  
     

 

 

 
     1,326,934  
     

 

 

 
  

Multi-National - 0.0%

 

INR    9,490,000   

International Finance Corp.
7.10%, 03/21/2031

     125,130  
     

 

 

 
  

Oil & Gas - 2.2%

 

  

Canadian Natural Resources Ltd.

 

CAD       970,000   

2.60%, 12/03/2019

     737,915  
1,305,000   

3.05%, 06/19/2019

     995,354  
$       375,000   

Frontera Energy Corp.
9.70%, 06/25/2023(1)

     380,156  
570,000   

Hunt Oil Co. of Peru LLC Sucursal Del Peru
6.38%, 06/01/2028(1)

     601,207  
375,000   

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

     379,249  
  

Nostrum Oil & Gas Finance B.V.

 

605,000   

7.00%, 02/16/2025(1)

     396,880  
500,000   

8.00%, 07/25/2022(1)

     335,825  
  

Petrobras Global Finance B.V.

 

1,165,000   

5.75%, 02/01/2029

     1,142,632  
340,000   

6.00%, 01/27/2028

     339,320  
  

Petroleos de Venezuela S.A.

 

290,000   

6.00%, 05/16/2024(5)

     71,340  
125,000   

9.00%, 11/17/2021(5)

     36,000  
  

Petroleos Mexicanos

 

EUR       100,000   

3.75%, 03/15/2019(10)

     114,632  
$       110,000   

4.50%, 01/23/2026

     96,800  


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$         165,000   

5.35%, 02/12/2028

   $            144,375  
148,000   

6.35%, 02/12/2048

     124,305  
560,000   

6.50%, 03/13/2027

     537,320  
620,000   

6.50%, 01/23/2029

     584,195  
350,000   

State Oil Co. of the Azerbaijan Republic
6.95%, 03/18/2030(10)

     385,000  
  

Tullow Oil plc

 

405,000   

6.25%, 04/15/2022(10)

     399,253  
1,295,000   

7.00%, 03/01/2025(1)

     1,261,353  
  

YPF S.A.

 

470,000   

7.00%, 12/15/2047(1)

     383,990  
467,000   

8.50%, 07/28/2025(10)

     457,193  
ARS    27,918,777   

16.50%, 05/09/2022(1)

     473,674  
     

 

 

 
        10,377,968  
     

 

 

 
  

Oil & Gas Services - 0.1%

 

$         705,000   

Alpha Star Holding Ltd.
6.25%, 04/20/2022(10)

     621,387  
     

 

 

 
  

Pharmaceuticals - 0.2%

 

980,000   

Mylan N.V.
5.25%, 06/15/2046

     870,574  
     

 

 

 
  

Pipelines - 0.1%

 

400,000   

Peru LNG Srl
5.38%, 03/22/2030(1)

     401,620  
200,000   

Transportadora de Gas Internacional S.A. ESP
5.55%, 11/01/2028(1)

     210,410  
     

 

 

 
     612,030  
     

 

 

 
  

Real Estate - 0.2%

 

815,000   

KWG Property Holding Ltd.
6.00%, 09/15/2022(10)

     766,630  
200,000   

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

     195,032  
     

 

 

 
     961,662  
     

 

 

 
  

Retail - 0.2%

 

945,000   

Eurotorg LLC Via Bonitron DAC
8.75%, 10/30/2022(1)

     950,575  
     

 

 

 
  

Telecommunications - 0.6%

 

  

AT&T, Inc.

 

420,000   

3 mo. USD LIBOR + 0.650%, 3.44%, 01/15/2020(2)

     421,563  
680,000   

4.75%, 05/15/2046

     636,129  
360,000   

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

     370,678  
200,000   

Millicom International Cellular S.A.
5.13%, 01/15/2028(1)

     188,500  
  

Verizon Communications, Inc.

 

536,000   

3 mo. USD LIBOR + 0.550%, 3.20%, 05/22/2020(2)

     537,747  
630,000   

4.52%, 09/15/2048

     613,918  
     

 

 

 
     2,768,535  
     

 

 

 
  

Transportation - 0.1%

 

565,000   

Rumo Luxembourg S.a.r.l.
7.38%, 02/09/2024(10)

     599,183  
     

 

 

 
  

Total Corporate Bonds
(cost $108,649,178)

   $ 104,259,474  
     

 

 

 

Foreign Government Obligations - 29.3%

  
  

Angola - 0.0%

 

$         200,000   

Angolan Government International Bond
8.25%, 05/09/2028(1)

   $ 205,952  
     

 

 

 
  

Argentina - 2.6%

 

  

Argentine Republic Government International Bond

 

EUR      1,480,000   

2.26%, 12/31/2038

     1,008,781  
$         435,000   

2.50%, 12/31/2038

     257,738  
CHF      1,480,000   

3.38%, 10/12/2020(10)

     1,395,142  


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

EUR       100,000   

3.38%, 01/15/2023

   $            97,005  
820,000   

5.25%, 01/15/2028

     735,183  
$       170,000   

5.88%, 01/11/2028

     135,150  
515,000   

6.88%, 04/22/2021

     491,825  
1,920,000   

6.88%, 01/26/2027

     1,625,299  
995,000   

6.88%, 01/11/2048

     761,175  
200,000   

Autonomous City of Buenos Aires Argentina
8.95%, 02/19/2021(10)

     201,000  
4,700,000   

Bonos De La Nacion Argentina En Moneda Dua
4.50%, 02/13/2020

     4,526,100  
  

Provincia de Buenos Aires

 

EUR       112,500   

4.00%, 05/01/2020(10)

     125,569  
$       475,000   

9.13%, 03/16/2024(10)

     431,305  
100,000   

10.88%, 01/26/2021(10)

     101,651  
  

Provincia de Cordoba

 

300,000   

7.13%, 08/01/2027

     234,000  
150,000   

7.45%, 09/01/2024(10)

     127,500  
     

 

 

 
     12,254,423  
     

 

 

 
  

Australia - 0.1%

 

  

Australia Government Bond

 

AUD       160,000   

2.75%, 11/21/2027(10)

     121,298  
125,000   

4.75%, 04/21/2027(10)

     108,499  
400,000   

5.50%, 04/21/2023(10)

     334,261  
     

 

 

 
     564,058  
     

 

 

 
  

Austria - 0.2%

 

  

Republic of Austria Government Bond

 

EUR       230,000   

0.75%, 10/20/2026(1)(10)

     274,305  
420,000   

1.65%, 10/21/2024(1)(10)

     528,346  
     

 

 

 
     802,651  
     

 

 

 
  

Azerbaijan - 0.3%

 

  

Republic of Azerbaijan International Bond

 

$       580,000   

3.50%, 09/01/2032(10)

     497,595  
285,000   

4.75%, 03/18/2024(10)

     289,394  
630,000   

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

     699,300  
     

 

 

 
     1,486,289  
     

 

 

 
  

Belgium - 0.3%

 

  

Kingdom of Belgium Government Bond

 

EUR       155,000   

0.20%, 10/22/2023(1)(10)

     180,047  
125,000   

0.80%, 06/22/2027(1)(10)

     147,046  
235,000   

0.80%, 06/22/2028(1)(10)

     273,804  
505,000   

2.60%, 06/22/2024(1)(10)

     659,171  
     

 

 

 
     1,260,068  
     

 

 

 
  

Bermuda - 0.0%

 

$       200,000   

Bermuda Government International Bond
4.75%, 02/15/2029(1)

     207,500  
     

 

 

 
  

Brazil - 0.5%

 

BRL    3,126,000   

Brazil Letras do Tesouro Nacional
0.00%, 01/01/2020(13)

     809,622  
  

Brazil Notas do Tesouro Nacional

 

1,164,000   

10.00%, 01/01/2021

     335,213  
1,078,000   

10.00%, 01/01/2023

     313,807  
906,000   

10.00%, 01/01/2029

     266,280  
  

Brazilian Government International Bond

 

$       600,000   

5.00%, 01/27/2045

     552,606  
200,000   

5.63%, 02/21/2047

     198,802  
     

 

 

 
     2,476,330  
     

 

 

 
  

Bulgaria - 0.1%

 

EUR       175,000   

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

     218,030  
     

 

 

 


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Canada - 1.1%

  
  

Canadian Government Bond

  
CAD              165,000   

0.75%, 03/01/2021

   $        122,967  
475,000   

1.00%, 09/01/2022

     351,651  
165,000   

2.25%, 06/01/2025

     128,757  
  

Ontario T-Bill

  
1,214,000   

0.00%, 02/20/2019(13)

     923,008  
915,000   

0.00%, 07/17/2019(13)

     690,134  
500,000   

Province of Alberta
0.01%, 03/05/2019

     379,931  
2,395,000   

Province of Manitoba
0.01%, 02/12/2019

     1,821,709  
700,000   

Province of New Brunswick Canada T-Bill
0.00%, 02/07/2019(13)

     532,569  
450,000   

Quebec T-Bill
0.00%, 02/15/2019(13)

     342,225  
     

 

 

 
        5,292,951  
     

 

 

 
  

Colombia - 0.5%

  
  

Colombia Government International Bond

  
$              735,000   

5.00%, 06/15/2045

     744,930  
100,000   

7.38%, 09/18/2037

     127,250  
  

Colombian TES

  
COP       995,700,000   

7.50%, 08/26/2026

     340,875  
2,743,100,000   

10.00%, 07/24/2024

     1,038,206  
     

 

 

 
        2,251,261  
     

 

 

 
  

Croatia - 0.5%

  
  

Croatia Government International Bond

  
EUR              255,000   

2.75%, 01/27/2030(10)

     299,882  
680,000   

3.00%, 03/11/2025(10)

     849,700  
100,000   

3.00%, 03/20/2027(10)

     123,237  
$              860,000   

6.00%, 01/26/2024(10)

     946,014  
     

 

 

 
        2,218,833  
     

 

 

 
  

Denmark - 0.1%

  
  

Denmark Government Bond

  
DKK              335,000   

0.50%, 11/15/2027

     53,203  
1,005,000   

1.75%, 11/15/2025

     173,670  
     

 

 

 
        226,873  
     

 

 

 
  

Dominican Republic - 0.1%

  
$              315,000   

Dominican Republic International Bond
5.50%, 01/27/2025(10)

     319,725  
     

 

 

 
  

Ecuador - 0.0%

  
200,000   

Ecuador Government International Bond
10.75%, 01/31/2029(1)

     203,500  
     

 

 

 
  

Egypt - 0.4%

  
  

Egypt Government International Bond

  
480,000   

5.58%, 02/21/2023(1)

     465,444  
500,000   

6.59%, 02/21/2028(1)

     464,008  
550,000   

7.50%, 01/31/2027(10)

     544,500  
495,000   

8.50%, 01/31/2047(10)

     475,904  
     

 

 

 
        1,949,856  
     

 

 

 
  

Finland - 0.1%

  
  

Finland Government Bond

  
EUR              100,000   

0.50%, 04/15/2026(1)(10)

     117,583  
225,000   

1.50%, 04/15/2023(1)(10)

     276,779  
40,000   

2.75%, 07/04/2028(1)(10)

     55,985  
     

 

 

 
        450,347  
     

 

 

 
  

France - 0.8%

  
$           1,000,000   

Dexia Credit Local S.A.
3 mo. USD LIBOR + 0.500%, 3.12%, 02/15/2019(1)(2)

     1,000,155  
  

France Government Bond OAT

  
EUR              630,000   

0.01%, 05/25/2020(10)

     725,950  


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

760,000   

0.01%, 05/25/2022(10)

   $        879,781  
325,000   

0.01%, 03/25/2023(10)

     375,397  
725,000   

3.00%, 04/25/2022(10)

     920,411  
72,000   

French Republic Government Bond OAT
0.01%, 03/25/2024(10)

     82,735  
     

 

 

 
     3,984,429  
     

 

 

 
  

Gabon - 0.0%

  
$         200,000   

Gabon Government International Bond
6.95%, 06/16/2025(10)

     192,000  
     

 

 

 
  

Germany - 0.0%

  
EUR         123,000   

Bundesrepublik Deutschland Bundesanleihe
0.50%, 02/15/2028(10)

     146,617  
     

 

 

 
  

Ghana - 0.2%

  
$         775,000   

Ghana Government International Bond
8.63%, 06/16/2049(1)

     720,144  
     

 

 

 
  

Greece - 0.1%

  
  

Hellenic Republic Government Bond

  
EUR         230,000   

3.45%, 04/02/2024(1)(9)(10)

     265,412  
85,000   

3.50%, 01/30/2023(10)

     99,710  
115,000   

4.38%, 08/01/2022(1)(10)

     138,999  
     

 

 

 
     504,121  
     

 

 

 
  

Honduras - 0.0%

  
$         150,000   

Honduras Government International Bond
6.25%, 01/19/2027(1)

     153,929  
     

 

 

 
  

Hungary - 0.6%

  
  

Hungary Government International Bond

  
1,666,000   

5.38%, 02/21/2023

     1,778,338  
990,000   

6.38%, 03/29/2021

     1,049,491  
     

 

 

 
     2,827,829  
     

 

 

 
  

India - 0.0%

  
INR    10,000,000   

India Government Bond
8.15%, 11/24/2026

     145,581  
     

 

 

 
  

Indonesia - 0.7%

  
  

Indonesia Government International Bond

  
$         735,000   

4.75%, 01/08/2026(10)

     762,114  
200,000   

4.75%, 07/18/2047(1)

     198,066  
955,000   

5.13%, 01/15/2045(10)

     989,937  
200,000   

5.88%, 01/15/2024(10)

     217,675  
775,000   

6.63%, 02/17/2037(10)

     923,512  
260,000   

Perusahaan Penerbit SBSN Indonesia III
4.40%, 03/01/2028(1)

     260,325  
     

 

 

 
     3,351,629  
     

 

 

 
  

Ireland - 0.1%

  
  

Ireland Government Bond

  
EUR           40,000   

0.90%, 05/15/2028(10)

     46,542  
205,000   

3.40%, 03/18/2024(10)

     274,612  
85,000   

5.40%, 03/13/2025

     127,626  
     

 

 

 
     448,780  
     

 

 

 
  

Italy - 1.0%

  
  

Italy Buoni Poliennali Del Tesoro

  
190,000   

0.05%, 04/15/2021

     215,254  
170,000   

0.35%, 06/15/2020

     194,986  
205,000   

0.95%, 03/01/2023

     231,366  
240,000   

0.95%, 03/15/2023

     270,946  
820,000   

1.20%, 04/01/2022

     945,517  
104,000   

1.85%, 05/15/2024

     120,112  
1,060,000   

2.50%, 05/01/2019

     1,220,584  
300,000   

3.75%, 09/01/2024

     378,589  
815,000   

4.75%, 09/01/2021

     1,027,406  
     

 

 

 
     4,604,760  
     

 

 

 


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Ivory Coast - 0.3%

  
  

Ivory Coast Government International Bond

  
$         110,000   

6.63%, 03/22/2048(1)

   $          112,202  
1,070,000   

6.63%, 03/22/2048(10)

     1,091,423  
     

 

 

 
     1,203,625  
     

 

 

 
  

Japan - 6.7%

  
500,000   

Japan Bank for International Cooperation
3 mo. USD LIBOR + 0.480%, 3.22%, 06/01/2020(2)

     502,407  
  

Japan Government Five Year Bond

  
JPY    75,700,000   

0.10%, 03/20/2020

     697,100  
93,900,000   

0.10%, 06/20/2020

     865,277  
72,900,000   

Japan Government Ten Year Bond
1.10%, 03/20/2021

     687,271  
  

Japan Treasury Discount Bill

  
485,050,000   

0.00%, 02/04/2019(13)

     4,453,064  
479,700,000   

0.00%, 02/12/2019(13)

     4,404,053  
220,000,000   

0.00%, 02/18/2019(13)

     2,019,833  
300,000,000   

0.00%, 02/25/2019(13)

     2,754,404  
200,000,000   

0.00%, 03/25/2019(13)

     1,836,559  
290,500,000   

0.00%, 04/08/2019(13)

     2,667,874  
317,600,000   

0.00%, 04/15/2019(13)

     2,916,919  
471,850,000   

0.00%, 04/22/2019(13)

     4,333,855  
437,500,000   

0.00%, 05/09/2019(13)

     4,018,855  
     

 

 

 
     32,157,471  
     

 

 

 
  

Macedonia - 0.1%

  
EUR         205,000   

Former Yugoslav Republic of Macedonia
3.98%, 07/24/2021(10)

     247,842  
     

 

 

 
  

Malaysia - 0.4%

  
  

Malaysia Government Bond

  
MYR         425,000   

3.42%, 08/15/2022

     102,759  
245,000   

3.73%, 06/15/2028

     58,211  
1,266,000   

3.80%, 09/30/2022

     309,623  
440,000   

3.96%, 09/15/2025

     107,263  
4,725,000   

4.05%, 09/30/2021

     1,166,018  
575,000   

5.73%, 07/30/2019

     141,968  
     

 

 

 
     1,885,842  
     

 

 

 
  

Mexico - 0.7%

  
  

Mexican Bonos

  
MXN      3,969,600   

6.50%, 06/09/2022

     197,134  
2,227,400   

7.50%, 06/03/2027

     109,909  
6,121,800   

7.75%, 05/29/2031

     299,325  
1,749,000   

8.00%, 06/11/2020

     91,122  
2,011,400   

10.00%, 12/05/2024

     113,502  
  

Mexico Government International Bond

  
$         200,000   

4.50%, 04/22/2029

     200,500  
200,000   

4.60%, 01/23/2046

     184,102  
892,000   

4.75%, 03/08/2044

     840,443  
185,000   

5.55%, 01/21/2045

     194,344  
1,196,000   

6.05%, 01/11/2040

     1,309,620  
     

 

 

 
     3,540,001  
     

 

 

 
  

Morocco - 0.1%

  
EUR         180,000   

Morocco Government International Bond
3.50%, 06/19/2024(10)

     227,661  
     

 

 

 
  

Netherlands - 0.3%

  
  

Netherlands Government Bond

  
230,000   

0.00%, 01/15/2022(1)(10)

     267,038  
70,000   

0.00%, 01/15/2024(1)(10)

     81,044  
435,000   

0.25%, 01/15/2020(1)(10)

     501,929  
230,000   

0.75%, 07/15/2027(1)(10)

     276,420  
65,000   

0.75%, 07/15/2028(1)(10)

     77,822  
340,000   

2.00%, 07/15/2024(1)(10)

     435,995  
     

 

 

 
     1,640,248  
     

 

 

 


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Norway - 0.1%

  
  

Norway Government Bond

 

NOK         730,000   

1.75%, 02/17/2027(1)(10)

   $          87,239  
295,000   

2.00%, 05/24/2023(1)(10)

     35,939  
1,305,000   

3.75%, 05/25/2021(1)(10)

     163,674  
     

 

 

 
     286,852  
     

 

 

 
  

Oman - 0.2%

  
  

Oman Government International Bond

 

$         620,000   

6.50%, 03/08/2047(10)

     519,858  
615,000   

6.75%, 01/17/2048(1)

     524,018  
     

 

 

 
     1,043,876  
     

 

 

 
  

Panama - 0.3%

  
  

Panama Government International Bond

 

1,012,000   

4.30%, 04/29/2053

     991,760  
275,000   

4.50%, 04/16/2050

     275,965  
     

 

 

 
     1,267,725  
     

 

 

 
  

Paraguay - 0.0%

  
200,000   

Paraguay Government International Bond
5.60%, 03/13/2048(1)

     206,500  
     

 

 

 
  

Philippines - 0.1%

  
175,000   

Philippine Government International Bond
10.63%, 03/16/2025

     244,342  
     

 

 

 
  

Poland - 0.4%

  
  

Republic of Poland Government Bond

 

PLN      1,658,000   

2.00%, 04/25/2021

     450,445  
185,000   

2.50%, 07/25/2026

     49,388  
385,000   

2.50%, 07/25/2027

     102,362  
1,185,000   

3.25%, 07/25/2025

     334,623  
3,135,000   

4.00%, 10/25/2023

     915,975  
480,000   

5.25%, 10/25/2020

     137,331  
     

 

 

 
     1,990,124  
     

 

 

 
  

Qatar - 0.5%

  
  

Qatar Government International Bond

 

$         960,000   

2.38%, 06/02/2021(10)

     941,639  
455,000   

4.50%, 04/23/2028(10)

     480,398  
400,000   

5.10%, 04/23/2048(1)

     429,113  
550,000   

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

     561,033  
     

 

 

 
     2,412,183  
     

 

 

 
  

Romania - 0.5%

  
  

Romanian Government International Bond

 

EUR         115,000   

2.50%, 02/08/2030(1)

     122,704  
75,000   

2.50%, 02/08/2030(10)

     80,025  
55,000   

3.38%, 02/08/2038(1)

     57,002  
275,000   

3.88%, 10/29/2035(10)

     308,438  
$      1,602,000   

6.13%, 01/22/2044(10)

     1,783,026  
     

 

 

 
     2,351,195  
     

 

 

 
  

Russia - 1.1%

  
  

Russian Federal Bond - OFZ

 

RUB    55,750,000   

7.00%, 08/16/2023

     825,556  
29,007,000   

7.10%, 10/16/2024

     427,988  
  

Russian Foreign Bond - Eurobond

 

$         400,000   

4.25%, 06/23/2027(1)

     390,967  
600,000   

4.38%, 03/21/2029(1)

     586,044  
1,000,000   

4.75%, 05/27/2026(10)

     1,018,400  
200,000   

4.88%, 09/16/2023(10)

     207,383  
400,000   

5.00%, 04/29/2020(10)

     408,024  
200,000   

5.25%, 06/23/2047(1)

     197,566  
1,400,000   

5.25%, 06/23/2047(10)

     1,382,965  
     

 

 

 
     5,444,893  
     

 

 

 


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Saudi Arabia - 0.5%

  
  

Saudi Government International Bond

 

$                275,000   

2.88%, 03/04/2023(10)

   $        267,679  
315,000   

4.00%, 04/17/2025(10)

     318,465  
1,495,000   

4.38%, 04/16/2029(1)

     1,522,358  
285,000   

4.50%, 04/17/2030(10)

     290,378  
     

 

 

 
     2,398,880  
     

 

 

 
  

Senegal - 0.2%

  
  

Senegal Government International Bond

 

EUR                680,000   

4.75%, 03/13/2028(1)

     744,548  
100,000   

4.75%, 03/13/2028(10)

     109,492  
$                200,000   

6.25%, 05/23/2033(1)

     185,398  
     

 

 

 
     1,039,438  
     

 

 

 
  

Serbia - 0.1%

  
580,000   

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

     630,071  
     

 

 

 
  

Singapore - 0.1%

  
  

Singapore Government Bond

 

SGD                150,000   

2.25%, 06/01/2021

     112,093  
75,000   

2.63%, 05/01/2028

     57,920  
130,000   

3.00%, 09/01/2024

     101,397  
     

 

 

 
     271,410  
     

 

 

 
  

Slovenia - 0.1%

  
EUR                465,000   

Slovenia Government Bond
4.38%, 02/06/2019(10)

     532,146  
     

 

 

 
  

South Africa - 0.5%

  
  

Republic of South Africa Government Bond

 

ZAR           20,375,000   

6.25%, 03/31/2036

     1,124,976  
4,045,000   

8.00%, 01/31/2030

     282,034  
2,965,000   

8.25%, 03/31/2032

     204,842  
970,000   

10.50%, 12/21/2026

     80,869  
  

Republic of South Africa Government International Bond

 

$                670,000   

4.30%, 10/12/2028

     624,480  
200,000   

6.30%, 06/22/2048

     202,794  
     

 

 

 
     2,519,995  
     

 

 

 
  

South Korea - 0.2%

  
425,000   

Export-Import Bank of Korea
3 mo. USD LIBOR + 0.460%, 3.22%, 10/21/2019(2)

     424,716  
400,000   

Korea Development Bank
3 mo. USD LIBOR + 0.450%, 3.14%, 02/27/2020(2)

     400,059  
     

 

 

 
     824,775  
     

 

 

 
  

Spain - 0.8%

  
  

Spain Government Bond

 

EUR                170,000   

0.05%, 01/31/2021

     195,472  
105,000   

0.35%, 07/30/2023

     120,965  
160,000   

1.15%, 07/30/2020

     186,991  
445,000   

1.30%, 10/31/2026(1)(10)

     525,112  
283,000   

1.45%, 10/31/2027(1)(10)

     334,320  
223,000   

1.50%, 04/30/2027(1)(10)

     265,328  
155,000   

1.95%, 04/30/2026(1)(10)

     191,517  
840,000   

2.75%, 10/31/2024(1)(10)

     1,084,618  
200,000   

5.40%, 01/31/2023(1)(10)

     277,339  
520,000   

5.50%, 04/30/2021(1)(10)

     670,807  
     

 

 

 
     3,852,469  
     

 

 

 
  

Sri Lanka - 0.1%

  
$                415,000   

Sri Lanka Government International Bond
6.20%, 05/11/2027(10)

     386,539  
     

 

 

 
  

Supranational - 0.8%

  
IDR    21,407,000,000   

European Bank for Reconstruction & Development
6.45%, 12/13/2022

     1,452,566  


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

300,000,000   

International Bank for Reconstruction & Development
7.45%, 08/20/2021

   $          21,146  
  

International Finance Corp.

  
MXN      22,900,000   

0.00%, 02/22/2038(13)

     226,698  
23,210,000   

7.75%, 01/18/2030

     1,132,811  
INR      79,560,000   

7.80%, 06/03/2019

     1,117,330  
     

 

 

 
     3,950,551  
     

 

 

 
  

Sweden - 0.1%

  
  

Sweden Government Bond

  
SEK           960,000   

1.00%, 11/12/2026(10)

     112,299  
1,215,000   

1.50%, 11/13/2023(1)(10)

     144,449  
     

 

 

 
     256,748  
     

 

 

 
  

Thailand - 0.3%

  
  

Thailand Government Bond

  
THB        8,590,000   

3.63%, 06/16/2023

     293,016  
35,828,000   

3.85%, 12/12/2025

     1,260,726  
     

 

 

 
     1,553,742  
     

 

 

 
  

Tunisia - 0.4%

  
  

Banque Centrale de Tunisie International Bond

  
$           285,000   

5.75%, 01/30/2025(10)

     247,214  
EUR        1,465,000   

6.75%, 10/31/2023(1)

     1,639,401  
     

 

 

 
     1,886,615  
     

 

 

 
  

Turkey - 1.6%

  
$           910,000   

Export Credit Bank of Turkey
8.25%, 01/24/2024(1)

     940,197  
  

Turkey Government Bond

  
TRY           950,000   

9.40%, 07/08/2020

     164,565  
5,194,000   

11.00%, 03/02/2022

     890,690  
  

Turkey Government International Bond

  
$           970,000   

3.25%, 03/23/2023

     882,700  
EUR           130,000   

4.63%, 03/31/2025

     149,542  
$           200,000   

4.88%, 10/09/2026

     181,235  
1,185,000   

4.88%, 04/16/2043

     928,033  
661,000   

5.13%, 02/17/2028

     596,850  
EUR           120,000   

5.20%, 02/16/2026

     140,890  
$           720,000   

5.75%, 03/22/2024

     708,415  
1,260,000   

5.75%, 05/11/2047

     1,076,267  
695,000   

6.00%, 03/25/2027

     669,350  
200,000   

6.00%, 01/14/2041

     177,000  
200,000   

7.25%, 12/23/2023

     209,682  
95,000   

7.38%, 02/05/2025

     99,268  
     

 

 

 
     7,814,684  
     

 

 

 
  

Ukraine - 0.4%

  
  

Ukraine Government International Bond

  
620,000   

7.38%, 09/25/2032(1)

     527,679  
325,000   

7.38%, 09/25/2032(10)

     276,606  
100,000   

7.75%, 09/01/2020(10)

     98,995  
570,000   

7.75%, 09/01/2021(1)

     559,843  
155,000   

7.75%, 09/01/2025(10)

     142,279  
355,000   

7.75%, 09/01/2027(10)

     320,040  
200,000   

9.75%, 11/01/2028(1)

     198,388  
     

 

 

 
     2,123,830  
     

 

 

 
  

United Arab Emirates - 0.1%

  
680,000   

Abu Dhabi Government International Bond
2.50%, 10/11/2022(10)

     666,400  
     

 

 

 
  

United Kingdom - 0.5%

  
  

United Kingdom Gilt

  
GBP           295,000   

0.50%, 07/22/2022(10)

     382,932  
545,000   

1.00%, 04/22/2024(10)

     717,035  
120,000   

1.50%, 01/22/2021(10)

     159,627  
111,000   

1.63%, 10/22/2028(10)

     150,891  
285,000   

2.00%, 07/22/2020(10)

     380,579  


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

290,000   

3.75%, 09/07/2021(10)

   $            409,461  
     

 

 

 
     2,200,525  
     

 

 

 
  

Venezuela - 0.3%

  
  

Venezuela Government International Bond

 

1,224,000   

7.75%, 10/13/2019(5)(10)

     370,260  
380,000   

9.00%, 05/07/2023(5)(10)

     119,966  
800,000   

9.25%, 05/07/2028(5)(10)

     252,560  
1,355,300   

12.75%, 08/23/2022*(5)(10)

     444,132  
     

 

 

 
     1,186,918  
     

 

 

 
  

Total Foreign Government Obligations
(cost $143,154,118)

   $ 139,714,582  
     

 

 

 

Municipal Bonds - 1.1%

  
  

Education - 0.3%

  
$       630,000   

Chicago, IL, Board of Education
5.18%, 12/01/2021

   $ 629,168  
335,000   

6.14%, 12/01/2039

     319,992  
660,000   

6.32%, 11/01/2029

     650,985  
     

 

 

 
     1,600,145  
     

 

 

 
  

General - 0.2%

  
665,000   

Chicago, IL, Transit Auth
6.90%, 12/01/2040

     849,930  
     

 

 

 
  

General Obligation - 0.6%

  
  

City of Chicago, IL, GO

 

385,000   

7.05%, 01/01/2029

     412,146  
1,405,000   

7.38%, 01/01/2033

     1,531,787  
  

State of Illinois GO

 

725,000   

4.95%, 06/01/2023

     733,540  
70,000   

5.00%, 01/01/2023

     71,319  
150,000   

5.56%, 02/01/2021

     154,413  
15,000   

5.88%, 03/01/2019

     15,032  
     

 

 

 
     2,918,237  
     

 

 

 
  

Total Municipal Bonds
(cost $5,377,835)

   $ 5,368,312  
     

 

 

 

Senior Floating Rate Interests - 21.9%(15)

  
  

Advertising - 0.2%

  
$       350,271   

Acosta Holdco, Inc.
1 mo. USD LIBOR + 3.250%, 5.75%, 09/26/2021

   $ 163,402  
731,590   

Entravision Communications Corp.
1 mo. USD LIBOR + 2.750%, 5.25%, 11/29/2024

     698,668  
     

 

 

 
     862,070  
     

 

 

 
  

Aerospace/Defense - 0.5%

  
522,214   

Circor International, Inc.
1 mo. USD LIBOR + 3.500%, 6.01%, 12/11/2024

     511,770  
628,784   

Fly Funding S.a.r.l.
3 mo. USD LIBOR + 2.000%, 4.60%, 02/09/2023

     616,994  
1,372,072   

TransDigm, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 05/30/2025

     1,335,671  
     

 

 

 
     2,464,435  
     

 

 

 
  

Agriculture - 0.2%

  
901,055   

Pinnacle Operating Corp.
1 mo. USD LIBOR + 7.250%, 9.75%, 11/15/2021

     729,855  
     

 

 

 
  

Asset-Backed - Finance & Insurance - 0.1%

  
275,000   

Evertec Group, LLC
1 mo. USD LIBOR + 3.500%, 6.00%, 11/27/2024

     273,625  
     

 

 

 
  

Auto Manufacturers - 0.1%

  
450,450   

Navistar International Corp.
1 mo. USD LIBOR + 3.500%, 6.02%, 11/06/2024

     442,851  
     

 

 

 
  

Auto Parts & Equipment - 0.2%

  
  

AL Alpine AT Bidco GmbH

 

EUR       260,000   

3 mo. EURIBOR + 3.500%, 3.50%, 10/31/2025

     293,132  
     

 

 

 


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    205,000   

3 mo. USD LIBOR +2.778%, 5.81%, 10/31/2025

   $        196,800  
510,299   

Altra Industrial Motion Corp.
1 mo. USD LIBOR + 2.000%, 4.50%, 10/01/2025

     500,516  
     

 

 

 
     990,448  
     

 

 

 
  

Biotechnology - 0.1%

  
511,548   

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%, 5.50%, 05/15/2022

     497,843  
  

Chemicals - 0.9%

  
228,275   

Axalta Coating Systems U.S. Holdings, Inc.
3 mo. USD LIBOR + 1.750%, 4.55%, 06/01/2024

     223,710  
205,000   

Cabot Microelectronics Corp.
1 mo. ICE LIBOR + 2.250%, 4.75%, 11/14/2025

     203,206  
530,887   

Chemours Co.
1 mo. USD LIBOR + 1.750%, 4.25%, 04/03/2025

     520,933  
EUR    404,914   

CTC AcquiCo GmbH
3 mo. EURIBOR + 2.750%, 2.75%, 03/07/2025

     457,542  
148,500   

Diamond (BC) B.V.
1 mo. EURIBOR + 3.250%, 3.25%, 09/06/2024

     166,269  
$    174,560   

DuBois Chemicals, Inc.
1 mo. USD LIBOR + 3.250%, 5.75%, 03/15/2024

     168,887  
  

LTI Holdings, Inc.

  
289,275   

1 mo. USD LIBOR + 3.500%, 6.00%, 09/06/2025

     279,029  
100,000   

1 mo. USD LIBOR + 6.750%, 9.25%, 09/06/2026

     92,625  
240,423   

Minerals Technologies, Inc.
1 mo. USD LIBOR + 2.250%, 4.83%, 02/14/2024

     237,718  
672,883   

Nexeo Solutions LLC
3 mo. USD LIBOR + 3.250%, 6.00%, 06/09/2023

     671,342  
  

Starfruit Finco B.V.

  
EUR    100,000   

3 mo. EURIBOR + 3.750%, 3.75%, 10/01/2025

     114,341  
$    220,000   

1 mo. USD LIBOR + 3.250%, 5.75%, 10/01/2025

     214,914  
155,430   

Tronox Blocked Borrower LLC
3 mo. USD LIBOR + 3.000%, 5.50%, 09/23/2024

     153,197  
358,684   

Tronox Finance LLC
3 mo. USD LIBOR + 3.000%, 5.50%, 09/23/2024

     353,530  
338,049   

Univar, Inc.
1 mo. USD LIBOR + 2.250%, 4.75%, 07/01/2024

     330,503  
234,413   

WR Grace & Co.
3 mo. USD LIBOR + 1.750%, 4.55%, 04/03/2025

     230,994  
     

 

 

 
     4,418,740  
     

 

 

 
  

Coal - 0.2%

  
977,876   

Foresight Energy LLC
3 mo. USD LIBOR + 5.750%, 8.25%, 03/28/2022

     965,349  
153,766   

Peabody Energy Corp.
1 mo. USD LIBOR + 2.750%, 5.25%, 03/31/2025

     150,115  
     

 

 

 
     1,115,464  
     

 

 

 
  

Commercial Services - 2.1%

  
265,000   

Allied Universal Holdco LLC
2 mo. USD LIBOR + 4.250%, 6.75%, 07/28/2022

     255,063  
638,400   

APX Group, Inc.
2 mo. USD LIBOR + 5.000%, 7.50%, 04/01/2024

     625,900  
237,000   

Ascend Learning LLC
1 mo. USD LIBOR + 3.000%, 5.50%, 07/12/2024

     232,187  
842,650   

Blackhawk Network Holdings, Inc.
1 mo. USD LIBOR + 3.000%, 5.50%, 06/15/2025

     826,218  
841,628   

BrightView Landscapes, LLC
1 mo. USD LIBOR + 2.500%, 5.06%, 08/15/2025

     831,107  
146,027   

Capital Automotive L.P.
1 mo. USD LIBOR + 6.000%, 8.50%, 03/24/2025

     144,932  
726,620   

Ceridian HCM Holding Inc.
1 mo. USD LIBOR + 3.250%, 5.75%, 04/30/2025

     716,934  
479,213   

DuPage Medical Group Ltd.
1 mo. USD LIBOR + 2.750%, 5.25%, 08/15/2024

     460,442  
165,000   

Energizer Holdings, Inc.
1 mo. USD LIBOR + 2.250%, 4.76%, 06/20/2025

     163,763  


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$       316,772   

Hertz Corp.
3 mo. USD LIBOR + 2.750%, 5.25%, 06/30/2023

   $          308,004  
290,000   

Quad/Graphics, Inc.
1 mo. USD LIBOR + 5.000%, 0.00%, 01/31/2026(16)

     288,912  
1,079,701   

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 11/15/2023

     1,045,119  
526,110   

Russell Investments U.S. Inst’l Holdco, Inc.
3 mo. USD LIBOR + 3.250%, 5.75%, 06/01/2023

     518,218  
EUR    1,010,000   

Techem GmbH
3 mo. EURIBOR + 3.750%, 3.75%, 07/31/2025

     1,157,490  
$    1,133,182   

Tempo Acquisition LLC
1 mo. USD LIBOR + 3.000%, 5.50%, 05/01/2024

     1,110,926  
383,075   

Trans Union LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 06/19/2025

     377,739  
EUR       305,000   

Verisure Holding AB
3 mo. EURIBOR + 3.500%, 0.00%, 10/21/2022(16)

     347,308  
$       256,500   

Weight Watchers International, Inc.
3 mo. USD LIBOR + 4.750%, 7.56%, 11/29/2024

     254,897  
588,000   

Xerox Business Services LLC
1 mo. USD LIBOR + 2.500%, 5.00%, 12/07/2023

     578,815  
     

 

 

 
     10,243,974  
     

 

 

 
  

Construction Materials - 0.1%

  
447,750   

NCI Building Systems, Inc.
3 mo. USD LIBOR + 3.750%, 6.55%, 04/12/2025

     425,922  
     

 

 

 
  

Distribution/Wholesale - 0.1%

  
263,013   

Beacon Roofing Supply, Inc.
1 mo. USD LIBOR + 2.250%, 4.77%, 01/02/2025

     255,217  
263,675   

Hamilton Holdco LLC
1 mo. USD LIBOR + 2.000%, 4.81%, 07/02/2025

     260,708  
     

 

 

 
     515,925  
     

 

 

 
  

Diversified Financial Services - 0.8%

  
373,350   

AlixPartners LLP
3 mo. USD LIBOR + 2.750%, 5.25%, 04/04/2024

     368,332  
491,288   

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 02/28/2025

     478,883  
  

Financial & Risk US Holdings, Inc.

 

EUR       100,000   

3 mo. EURIBOR + 4.000%, 4.00%, 10/01/2025

     113,013  
$        340,000   

1 mo. USD LIBOR + 3.750%, 6.25%, 10/01/2025

     326,189  
545,875   

GreenSky Holdings LLC
1 mo. USD LIBOR + 3.250%, 5.75%, 03/31/2025

     537,687  
EUR       379,236   

Nets Holding A/S
3 mo. EURIBOR + 3.000%, 3.00%, 02/06/2025

     427,640  
$       122,500   

NFP Corp.
1 mo. USD LIBOR + 3.000%, 5.50%, 01/08/2024

     117,478  
196,000   

RP Crown Parent LLC
1 mo. USD LIBOR + 2.750%, 5.25%, 10/12/2023

     192,570  
244,602   

SS&C Technologies Holdings Europe S.a.r.l.
1 mo. USD LIBOR + 2.250%, 4.75%, 04/16/2025

     239,473  
869,771   

Worldpay LLC
3 mo. USD LIBOR + 1.750%, 4.22%, 08/09/2024

     863,865  
     

 

 

 
     3,665,130  
     

 

 

 
  

Electric - 0.1%

  
324,657   

Seadrill Partners Finco LLC
3 mo. USD LIBOR + 6.000%, 8.80%, 02/21/2021

     260,988  
     

 

 

 
  

Electrical Components & Equipment - 0.0%

  
190,000   

Lumentum Holdings
1 mo. USD LIBOR + 2.500%, 5.00%, 08/07/2025

     186,675  
     

 

 

 
  

Energy-Alternate Sources - 0.3%

  
760,926   

BCP Renaissance Parent LLC
3 mo. USD LIBOR + 3.500%, 6.24%, 10/31/2024

     752,206  
217,800   

Medallion Midland Acquisition LLC
1 mo. USD LIBOR + 3.250%, 5.75%, 10/30/2024

     208,907  


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    357,700   

TEX Operations Co. LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 08/04/2023

   $        351,687  
     

 

 

 
     1,312,800  
     

 

 

 
  

Engineering & Construction - 0.4%

  
935,750   

Brand Energy & Infrastructure Services, Inc.
3 mo. USD LIBOR + 4.250%, 6.96%, 06/21/2024

     895,475  
421,052   

DAE Aviation Holdings, Inc.
1 mo. ICE LIBOR + 4.000%, 0.00%, 01/23/2026(16)

     419,246  
  

DG Investment Intermediate Holdings, Inc.

 

166,062   

3 mo. USD LIBOR + 3.000%, 5.50%, 02/03/2025

     159,420  
100,000   

3 mo. USD LIBOR + 6.750%, 9.25%, 02/02/2026

     96,000  
148,875   

Verra Mobility Corp.
1 mo. USD LIBOR + 3.750%, 6.25%, 02/28/2025

     148,317  
     

 

 

 
     1,718,458  
     

 

 

 
  

Entertainment - 0.1%

  
361,605   

Scientific Games International, Inc.
2 mo. USD LIBOR + 2.750%, 5.25%, 08/14/2024

     350,153  
234,413   

Wyndham Hotels & Resorts, Inc.
1 mo. USD LIBOR + 1.750%, 4.25%, 05/30/2025

     230,268  
     

 

 

 
     580,421  
     

 

 

 
  

Environmental Control - 0.2%

  
396,405   

Advanced Disposal Services, Inc.
1 Week USD LIBOR + 2.250%, 4.66%, 11/10/2023

     391,636  
EUR    328,350   

Fluidra Finco SLU
1 mo. EURIBOR + 2.750%, 2.75%, 07/02/2025

     374,927  
     

 

 

 
     766,563  
     

 

 

 
  

Food - 0.2%

  
$    203,975   

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%, 5.25%, 03/31/2025

     199,386  
517,483   

Hostess Brands LLC
1 mo. USD LIBOR + 2.250%, 4.90%, 08/03/2022

     498,941  
505,943   

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%, 4.52%, 05/24/2024

     498,986  
     

 

 

 
     1,197,313  
     

 

 

 
  

Food Service - 0.1%

  
  

8th Avenue Food & Provisions, Inc.

 

225,000   

3 mo. USD LIBOR + 3.750%, 6.25%, 10/01/2025

     224,437  
135,000   

1 mo. USD LIBOR + 7.750%, 10.25%, 10/01/2026

     134,325  
228,502   

Aramark Services, Inc.
3 mo. USD LIBOR + 1.750%, 4.25%, 03/11/2025

     226,789  
     

 

 

 
     585,551  
     

 

 

 
  

Gas - 0.1%

  
370,000   

Messer Industries GmbH
1 mo. USD LIBOR + 2.500%, 0.00%, 10/01/2025(16)

     361,675  
EUR    100,000   

3 mo. EURIBOR + 2.750% , 0.00%, 10/01/2025(16)

     114,317  
     

 

 

 
     475,992  
     

 

 

 
  

Healthcare-Products - 0.4%

  
$    338,941   

Avantor, Inc.
1 mo. USD LIBOR + 4.000%, 6.57%, 11/21/2024

     337,501  
256,100   

Kinetic Concepts, Inc.
3 mo. USD LIBOR + 3.250%, 6.05%, 02/02/2024

     254,179  
500,000   

Lifescan Global Corp.
3 mo. USD LIBOR + 6.000%, 8.80%, 09/27/2024

     479,065  
508,563   

Parexel International Corp.
1 mo. USD LIBOR + 2.750%, 5.25%, 09/27/2024

     480,592  
210,163   

Revlon Consumer Products Corp.
1 mo. USD LIBOR + 3.500%, 6.21%, 09/07/2023

     148,572  
     

 

 

 
     1,699,909  
     

 

 

 
  

Healthcare-Services - 1.6%

  
172,350   

CDRH Parent, Inc.
3 mo. USD LIBOR + 4.250%, 7.01%, 07/01/2021

     154,253  


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$       429,548   

Community Health Systems, Inc.
3 mo. USD LIBOR + 3.250%, 5.96%, 01/27/2021

   $        421,941  
  

DentalCorp Perfect Smile ULC

 

58,935   

3 mo. ICE LIBOR + 3.750%, 5.59%, 06/06/2025(17)

     57,573  
235,041   

1 mo. USD LIBOR + 3.750%, 6.25%, 06/06/2025

     229,607  
205,599   

DuPage Medical Group Ltd.
1 mo. USD LIBOR + 7.000%, 9.52%, 08/15/2025

     197,375  
595,000   

Envision Healthcare Corp.
1 mo. USD LIBOR + 3.750%, 6.25%, 10/10/2025

     559,598  
  

Gentiva Health Services, Inc.

 

270,493   

1 mo. USD LIBOR + 3.750%, 6.25%, 07/02/2025

     268,464  
100,000   

1 mo. USD LIBOR + 7.000%, 9.50%, 07/02/2026

     101,125  
492,505   

Global Medical Response, Inc.
1 mo. USD LIBOR + 3.250%, 5.76%, 04/28/2022

     462,132  
EUR       592,025   

IQVIA, Inc.
3 mo. EURIBOR + 2.000%, 2.50%, 06/11/2025

     676,364  
$       500,453   

Jaguar Holding Co.
3 mo. USD LIBOR + 2.500%, 5.00%, 08/18/2022

     489,818  
992,003   

MPH Acquisition Holdings LLC
3 mo. USD LIBOR + 2.750%, 5.55%, 06/07/2023

     958,830  
156,576   

One Call Corp.
1 mo. USD LIBOR + 5.250%, 7.76%, 11/25/2022

     138,081  
524,558   

Ortho-Clinical Diagnostics S.A.
3 mo. USD LIBOR + 3.250%, 5.76%, 06/30/2025

     506,855  
253,725   

Sound Inpatient Physicians
1 mo. USD LIBOR + 3.000%, 5.25%, 06/27/2025

     249,445  
187,625   

Surgery Center Holdings, Inc.
1 mo. USD LIBOR + 3.250%, 5.75%, 09/02/2024

     182,418  
370,116   

Syneos Health, Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 08/01/2024

     363,483  
373,350   

Team Health Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 02/06/2024

     335,082  
508,174   

U.S. Renal Care, Inc.
3 mo. USD LIBOR + 4.250%, 7.05%, 12/30/2022

     495,947  
224,438   

Verscend Holding Corp.
1 mo. USD LIBOR + 4.500%, 7.00%, 08/27/2025

     222,287  
361,350   

Wink Holdco, Inc.
1 mo. USD LIBOR + 3.000%, 5.50%, 12/02/2024

     347,724  
     

 

 

 
     7,418,402  
     

 

 

 
  

Household Products - 0.1%

  
569,250   

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%, 5.74%, 09/06/2024

     535,454  
     

 

 

 
  

Housewares - 0.0%

  
232,063   

Hayward Industries, Inc.
1 mo. USD LIBOR + 3.500%, 6.00%, 08/05/2024

     226,435  
     

 

 

 
  

Insurance - 0.8%

  
  

Asurion LLC

 

1,318,284   

1 mo. USD LIBOR + 3.000%, 5.50%, 08/04/2022

     1,296,150  
285,076   

1 mo. USD LIBOR + 3.000%, 5.50%, 11/03/2023

     280,289  
273,625   

1 mo. USD LIBOR + 3.000%, 5.50%, 11/03/2024

     269,064  
740,000   

1 mo. USD LIBOR + 6.500%, 9.00%, 08/04/2025

     743,700  
183,613   

Genworth Holdings, Inc.
1 mo. USD LIBOR + 4.500%, 7.01%, 03/07/2023

     183,154  
552,225   

Hub International Ltd.
2 mo. USD LIBOR + 2.750%, 5.51%, 04/25/2025

     531,688  
570,000   

Sedgwick Claims Management Services, Inc.
1 mo. USD LIBOR + 3.250%, 5.75%, 12/31/2025

     554,798  
     

 

 

 
     3,858,843  
     

 

 

 
  

Investment Company Security - 0.1%

  
370,000   

Aretec Group, Inc.
3 mo. USD LIBOR + 4.250%, 6.75%, 10/01/2025

     363,525  
     

 

 

 


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

IT Services - 0.0%

  
$       246,884   

NAB Holdings LLC
3 mo. USD LIBOR + 3.000%, 5.80%, 07/01/2024

   $        238,243  
     

 

 

 
  

Leisure Time - 1.0%

  
1,056,668   

Caesars Resort Collection LLC
1 mo. USD LIBOR + 2.750%, 5.25%, 12/22/2024

     1,040,956  
1,005,843   

Delta (LUX) S.a.r.l.
1 mo. USD LIBOR + 2.500%, 5.00%, 02/01/2024

     966,032  
451,982   

Eldorado Resorts LLC
2 mo. USD LIBOR + 2.250%, 4.81%, 04/17/2024

     446,052  
  

Golden Entertainment, Inc.

 

1,041,271   

1 mo. USD LIBOR + 3.000%, 5.51%, 10/21/2024

     1,021,101  
550,000   

1 mo. USD LIBOR + 7.000%, 9.50%, 10/20/2025

     536,250  
335,000   

Penn National Gaming, Inc.
3 mo. USD LIBOR + 2.250%, 4.76%, 10/15/2025

     330,323  
687,287   

SRAM LLC
2 mo. USD LIBOR + 2.750%, 5.43%, 03/15/2024

     672,682  
     

 

 

 
     5,013,396  
     

 

 

 
  

Lodging - 0.3%

  
399,990   

Boyd Gaming Corp.
1 Week USD LIBOR + 2.250%, 4.66%, 09/15/2023

     394,243  
841,500   

Caesars Entertainment Operating Co.
1 mo. USD LIBOR + 2.000%, 4.50%, 10/06/2024

     823,618  
     

 

 

 
     1,217,861  
     

 

 

 
  

Machinery-Construction & Mining - 0.2%

  
  

Brookfield WEC Holdings, Inc.

 

525,000   

1 mo. USD LIBOR + 3.750%, 6.25%, 08/01/2025

     521,908  
145,000   

1 mo. USD LIBOR + 6.750%, 9.25%, 08/03/2026

     144,004  
215,914   

Pike Corp.
1 mo. USD LIBOR + 3.500%, 6.00%, 03/23/2025

     215,195  
266,197   

Utility One Source L.P.
1 mo. USD LIBOR + 5.500%, 8.00%, 04/18/2023

     266,197  
     

 

 

 
     1,147,304  
     

 

 

 
  

Machinery-Diversified - 0.4%

  
  

Gardner Denver, Inc.

 

EUR    1,017,125   

1 mo. EURIBOR + 3.000%, 3.00%, 07/30/2024

     1,164,085  
$       206,816   

3 mo. USD LIBOR + 2.750%, 5.25%, 07/30/2024

     205,395  
362,263   

Pro Mach Group, Inc.
1 mo. USD LIBOR + 3.000%, 5.51%, 03/07/2025

     350,188  
189,050   

Zodiac Pool Solutions LLC
1 mo. USD LIBOR + 2.250%, 4.75%, 07/02/2025

     186,120  
     

 

 

 
     1,905,788  
     

 

 

 
  

Media - 2.3%

  
692,186   

Advantage Sales & Marketing, Inc.
1 mo. USD LIBOR + 3.250%, 5.75%, 07/23/2021

     606,354  
  

Altice Financing S.A.

 

EUR       128,375   

3 mo.EURIBOR + 2.750%, 2.75%, 01/31/2026

     142,990  
$       794,938   

3 mo. USD LIBOR + 2.750%, 5.25%, 01/31/2026

     735,977  
950,771   

Charter Communications Operating LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 04/30/2025

     936,938  
441,663   

CSC Holdings LLC
1 mo. USD LIBOR + 2.500%, 5.01%, 01/25/2026

     430,988  
375,000   

Gray Television, Inc.
1 mo. ICE LIBOR + 2.500%, 5.02%, 01/02/2026

     369,532  
249,354   

Houghton Mifflin Harcourt Publishing Co.
1 mo. USD LIBOR + 3.000%, 5.50%, 05/31/2021

     234,455  
780,180   

ION Media Networks, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 12/18/2020

     776,279  
732,600   

Maxar Technologies Ltd.
1 mo. USD LIBOR + 2.750%, 5.25%, 10/04/2024

     638,505  
648,767   

MTN Infrastructure TopCo, Inc.
1 mo. USD LIBOR + 3.000%, 5.50%, 11/15/2024

     638,549  
  

NEP/NCP Holdco, Inc.

 


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    100,000   

1 mo. USD LIBOR + 3.250%, 5.75%, 10/20/2025

   $          98,594  
210,000   

1 mo. USD LIBOR + 7.000%, 9.50%, 10/19/2026

     204,750  
  

Numericable Group S.A.

 

280,013   

1 mo. USD LIBOR + 2.750%, 5.25%, 07/31/2025

     257,612  
857,928   

3 mo. USD LIBOR + 3.688%, 6.20%, 01/31/2026

     801,553  
  

PSAV Holdings LLC

 

804,482   

3 mo. USD LIBOR + 3.250%, 5.88%, 03/01/2025

     767,613  
310,000   

3 mo. USD LIBOR + 7.250%, 9.78%, 09/01/2025

     288,300  
244,589   

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 08/17/2024

     238,372  
500,000   

Telenet Financing USD LLC
1 mo. USD LIBOR + 2.250%, 4.76%, 08/15/2026

     486,040  
920,334   

Tribune Media Co.
1 mo. USD LIBOR + 3.000%, 5.50%, 01/27/2024

     914,582  
255,000   

Unitymedia Finance LLC
1 mo. USD LIBOR + 2.250%, 4.76%, 09/30/2025

     250,815  
EUR    205,000   

Unitymedia Hessen GmbH & Co. KG
6 mo. EURIBOR + 2.750%, 2.75%, 01/15/2027

     234,765  
$    500,000   

Virgin Media Bristol LLC
1 mo. USD LIBOR + 2.500%, 5.01%, 01/15/2026

     490,385  
446,726   

Web.com Group, Inc.
1 mo. USD LIBOR + 7.750%, 10.27%, 10/09/2026

     436,116  
     

 

 

 
     10,980,064  
     

 

 

 
  

Metal Fabricate/Hardware - 0.1%

  
355,869   

Rexnord LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 08/21/2024

     352,563  
     

 

 

 
  

Miscellaneous Manufacturing - 0.3%

  
183,150   

Core & Main LP
6 mo. USD LIBOR + 3.000%, 5.72%, 08/01/2024

     180,709  
500,056   

H.B. Fuller Co.
1 mo. USD LIBOR + 2.000%, 4.50%, 10/20/2024

     490,055  
794,012   

USI, Inc.
3 mo. USD LIBOR + 3.000%, 5.80%, 05/16/2024

     760,266  
     

 

 

 
     1,431,030  
     

 

 

 
  

Oil & Gas - 0.8%

  
45,000   

Ascent Resources - Marcellus LLC
1 mo. USD LIBOR + 6.500%, 9.02%, 03/30/2023

     44,888  
270,875   

BCP Raptor LLC
2 mo. USD LIBOR + 4.250%, 6.87%, 06/24/2024

     258,144  
230,000   

BCP Raptor II LLC
2 mo. USD LIBOR + 4.750%, 7.37%, 11/03/2025

     218,500  
  

California Resources Corp.

 

250,000   

1 mo. USD LIBOR + 4.750%, 7.25%, 12/31/2022

     244,582  
470,000   

1 mo. USD LIBOR + 10.375%, 12.87%, 12/31/2021

     490,562  
498,750   

Grizzly Acquisitions, Inc.
1 mo. USD LIBOR + 3.250%, 6.05%, 10/01/2025

     495,738  
77,537   

PES Holdings LLC
3 mo. USD LIBOR + 3.500%, 5.15%, 12/31/2022

     57,765  
910,634   

PowerTeam Services, LLC
3 mo. USD LIBOR + 3.250%, 6.06%, 03/06/2025

     868,517  
389,025   

Traverse Midstream Partners LLC
3 mo. USD LIBOR + 4.000%, 6.60%, 09/27/2024

     386,512  
900,000   

Ultra Resources, Inc.
1 mo. USD LIBOR + 3.000%, 6.50%, 04/12/2024

     802,503  
     

 

 

 
     3,867,711  
     

 

 

 
  

Oil & Gas Services - 0.2%

  
869,250   

Crosby U.S. Acquisition Corp.
3 mo. USD LIBOR + 3.000%, 5.50%, 11/23/2020

     804,056  
     

 

 

 
  

Packaging & Containers - 0.8%

  
134,325   

Berlin Packaging LLC
1 mo. USD LIBOR + 3.000%, 5.55%, 11/07/2025

     128,952  
  

Berry Global, Inc.

 

444,710   

3 mo. USD LIBOR + 1.750%, 4.27%, 01/06/2021

     441,837  


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$       723,174   

1 mo. USD LIBOR + 2.000%, 4.52%, 10/01/2022

   $        715,494  
  

Crown Americas LLC

 

EUR       189,051   

1 mo. EURIBOR + 2.375%, 2.38%, 04/03/2025

     216,423  
$       136,841   

1 Week USD LIBOR + 2.000%, 4.51%, 04/03/2025

     136,772  
  

Flex Acquisition Co., Inc.

 

383,175   

3 mo. USD LIBOR + 3.000%, 5.52%, 12/29/2023

     371,040  
363,175   

1 mo. USD LIBOR + 3.250%, 5.77%, 06/29/2025

     352,461  
370,313   

Plastipak Packaging, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 10/14/2024

     360,747  
295,241   

Proampac PG Borrower LLC
1 mo. USD LIBOR + 2.50%, 6.10%, 11/18/2023

     286,475  
925,323   

Reynolds Group Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 02/05/2023

     911,360  
     

 

 

 
     3,921,561  
     

 

 

 
  

Pharmaceuticals - 0.4%

  
255,063   

Bausch Health Companies Inc.
1 mo. USD LIBOR + 2.750%, 5.26%, 11/27/2025

     251,315  
817,550   

Endo Luxembourg Finance Co. S.a r.l.
1 mo. USD LIBOR + 4.250%, 6.75%, 04/29/2024

     808,696  
288,301   

NVA Holdings, Inc.
3 mo. USD LIBOR + 2.750%, 5.25%, 02/02/2025

     275,328  
628,705   

Valeant Pharmaceuticals International, Inc.
1 mo. USD LIBOR + 3.000%, 5.51%, 06/02/2025

     621,419  
     

 

 

 
     1,956,758  
     

 

 

 
  

Real Estate - 0.2%

  
806,591   

VICI Properties LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 12/20/2024

     791,217  
     

 

 

 
  

Real Estate Investment Trusts - 0.2%

  
163,264   

Iron Mountain, Inc.
3 mo. USD LIBOR + 1.750%, 4.25%, 01/02/2026

     157,957  
794,956   

MGM Growth Properties Operating Partnership L.P.
1 mo. USD LIBOR + 2.000%, 4.50%, 03/21/2025

     781,665  
     

 

 

 
     939,622  
     

 

 

 
  

Retail - 1.4%

  
442,125   

B.C. Unlimited Liability Co.
1 mo. USD LIBOR + 2.250%, 4.75%, 02/16/2024

     434,388  
854,138   

Bass Pro Group LLC
1 mo. USD LIBOR + 5.000%, 7.50%, 09/25/2024

     843,461  
  

Coty Inc.

 

EUR       238,301   

1 mo. EURIBOR + 2.500%, 2.50%, 04/07/2025

     262,446  
$       285,625   

1 mo. USD LIBOR + 2.250%, 4.77%, 04/07/2025

     270,987  
409,909   

Harbor Freight Tools USA, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 08/18/2023

     395,784  
500,064   

J. Crew Group, Inc.
3 mo. USD LIBOR + 3.000%, 5.79%, 03/05/2021

     361,521  
1,009,551   

Michaels Stores, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 01/30/2023

     996,932  
600,926   

Neiman Marcus Group Ltd. LLC
1 mo. USD LIBOR + 3.250%, 5.76%, 10/25/2020

     531,519  
338,300   

Rodan & Fields LLC
1 mo. USD LIBOR + 4.000%, 6.51%, 06/06/2025

     312,927  
900,900   

Staples, Inc.
3 mo. USD LIBOR + 4.000%, 6.54%, 09/12/2024

     884,233  
1,539,456   

U.S. Foods, Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 06/27/2023

     1,512,516  
     

 

 

 
     6,806,714  
     

 

 

 
  

Semiconductors - 0.1%

  
443,123   

Microchip Technology, Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 05/29/2025

     435,369  
221,154   

ON Semiconductor Corp.
1 mo. USD LIBOR + 1.750%, 4.25%, 03/31/2023

     218,033  
     

 

 

 
     653,402  
     

 

 

 


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Software - 2.3%

  
$       619,441   

Almonde, Inc.
3 mo. USD LIBOR + 3.500%, 6.30%, 06/13/2024

   $            593,505  
625,625   

Change Healthcare Holdings LLC
1 mo. USD LIBOR + 2.750%, 5.25%, 03/01/2024

     611,861  
105,000   

Compuware Corporation
1 mo. USD LIBOR + 3.500%, 6.00%, 08/22/2025

     104,804  
275,800   

Cypress Intermediate Holdings , Inc.
1 mo. USD LIBOR + 3.000%, 5.50%, 04/26/2024

     268,215  
783,617   

Epicor Software Corp.
1 mo. USD LIBOR + 3.250%, 5.75%, 06/01/2022

     765,594  
823,229   

EVO Payments International LLC
1 mo. USD LIBOR + 3.250%, 5.76%, 12/22/2023

     814,314  
  

First Data Corp.

  
860,674   

1 mo. USD LIBOR + 2.000%, 4.52%, 07/08/2022

     856,947  
1,329,352   

1 mo. USD LIBOR + 2.000%, 4.52%, 04/26/2024

     1,323,955  
235,800   

Global Payments, Inc.
1 mo. USD LIBOR + 1.750%, 4.25%, 04/21/2023

     231,452  
752,704   

Go Daddy Operating Co. LLC
1 mo. USD LIBOR + 2.250%, 4.75%, 02/15/2024

     742,489  
  

Hyland Software, Inc.

  
132,975   

1 mo. USD LIBOR + 3.500%, 6.00%, 07/01/2024

     131,099  
100,000   

1 mo. USD LIBOR + 7.000%, 9.50%, 07/07/2025

     98,900  
760,181   

Infor U.S., Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 02/01/2022

     755,050  
53,629   

MA FinanceCo. LLC
1 mo. USD LIBOR + 2.500%, 5.00%, 06/21/2024

     51,797  
389,025   

Quest Software U.S. Holdings, Inc.
3 mo. USD LIBOR + 4.250%, 6.99%, 05/16/2025

     382,867  
362,171   

Seattle Spinco, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 06/21/2024

     349,795  
298,438   

SkillSoft Corp.
3 mo. USD LIBOR + 4.750%, 7.25%, 04/28/2021

     242,692  
110,000   

Sound Inpatient Physicians
1 mo. USD LIBOR + 6.750%, 9.25%, 06/26/2026

     108,350  
1,054,880   

SS&C Technologies, Inc.
1 mo. USD LIBOR + 2.250%, 4.75%, 04/16/2025

     1,033,270  
280,000   

Web.com Group, Inc.
3 mo. USD LIBOR + 3.750%, 6.27%, 10/10/2025

     270,200  
1,128,581   

WEX, Inc.
1 mo. USD LIBOR + 2.250%, 4.75%, 06/30/2023

     1,110,242  
     

 

 

 
        10,847,398  
     

 

 

 
  

Telecommunications - 0.7%

  
700,000   

Level 3 Financing, Inc.
1 mo. USD LIBOR + 2.250%, 4.76%, 02/22/2024

     686,875  
1,121,222   

Sprint Communications, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 02/02/2024

     1,094,593  
865,615   

Univision Communications, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 03/15/2024

     804,485  
294,263   

Zacapa LLC
1 mo. USD LIBOR + 5.000%, 7.80%, 07/02/2025

     293,527  
282,410   

Zayo Group LLC
1 mo. USD LIBOR + 2.250%, 4.75%, 01/19/2024

     279,727  
     

 

 

 
        3,159,207  
     

 

 

 
  

Textiles - 0.0%

  
125,000   

ASP Unifrax Holdings, Inc.
11.28%, 12/14/2026

     118,438  
     

 

 

 
  

Transportation - 0.1%

  
537,374   

Savage Enterprises LLC
1 mo. USD LIBOR + 4.500%, 7.02%, 08/01/2025

     535,698  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $107,679,049)

   $ 104,521,642  
     

 

 

 


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

U.S. Government Agencies - 10.4%

  
  

Mortgage-Backed Agencies - 10.4%

  
  

FHLMC - 2.3%

  
$             6,111   

0.00%, 11/15/2036(18)

   $              5,412  
4,520,117   

0.14%, 10/25/2020(4)(8)

     11,816  
47,871   

3.00%, 03/15/2033(8)

     5,688  
430,000   

3.82%, 05/25/2048(1)(4)

     387,274  
123,643   

4.00%, 07/15/2027(8)

     10,684  
77,900   

4.50%, 03/15/2041

     84,783  
115,106   

4.75%, 07/15/2039

     123,545  
2,382,000   

1 mo. USD LIBOR + 2.350%, 4.86%, 04/25/2030(2)

     2,415,494  
2,345,000   

1 mo. USD LIBOR + 2.500%, 5.01%, 03/25/2030(2)

     2,408,705  
12,033   

5.50%, 08/15/2033

     13,106  
2,203,000   

1 mo. USD LIBOR + 3.450%, 5.96%, 10/25/2029(2)

     2,377,657  
1,730,000   

1 mo. USD LIBOR + 3.900%, 6.41%, 04/25/2029(2)

     1,923,779  
42,163   

6.50%, 07/15/2036

     46,594  
1,027,058   

1 mo. USD LIBOR + 4.000%, 6.51%, 08/25/2024(2)

     1,112,623  
     

 

 

 
        10,927,160  
     

 

 

 
  

FNMA - 8.1%

  
$           54,524   

0.00%, 06/25/2036(18)

   $ 46,593  
171,294   

1.60%, 04/25/2055(4)(8)

     8,539  
5,000   

2.44%, 01/01/2023

     4,953  
40,394   

2.50%, 06/25/2028(8)

     2,956  
262,055   

3.00%, 01/25/2028(8)

     20,948  
29,479   

3.16%, 12/01/2026

     29,674  
23,960   

3.24%, 12/01/2026

     24,245  
9,366   

3.45%, 01/01/2024

     9,609  
9,307   

3.47%, 01/01/2024

     9,556  
79,225   

3.50%, 05/25/2030(8)

     9,118  
19,430,000   

3.50%, 02/01/2049(19)

     19,526,012  
23,197   

3.67%, 08/01/2023

     24,100  
4,984   

3.70%, 10/01/2023

     5,158  
10,000   

3.76%, 03/01/2024

     10,414  
5,000   

3.86%, 11/01/2023

     5,217  
14,984   

3.86%, 12/01/2025

     15,725  
22,984   

3.87%, 10/01/2025

     24,081  
33,279   

3.89%, 05/01/2030

     34,798  
33,954   

3.93%, 10/01/2023

     35,422  
9,322   

3.96%, 05/01/2034

     9,786  
9,620   

3.97%, 05/01/2029

     10,123  
39,893   

4.00%, 03/25/2042(8)

     5,822  
12,185,000   

4.00%, 02/01/2049(19)

     12,472,490  
6,000,000   

4.00%, 03/01/2049(19)

     6,135,469  
17,676   

4.06%, 10/01/2028

     18,602  
32,001   

4.50%, 07/25/2027(8)

     3,095  
16,862   

5.47%, 05/25/2042(4)(8)

     1,806  
78,945   

5.50%, 04/25/2035

     87,859  
29,131   

5.50%, 04/25/2037

     31,983  
318,427   

5.50%, 06/25/2042(8)

     70,035  
     

 

 

 
        38,694,188  
     

 

 

 
  

GNMA - 0.0%

  
$           34,534   

4.00%, 05/16/2042(8)

   $ 5,362  
90,849   

5.00%, 10/16/2041(8)

     14,568  
     

 

 

 
        19,930  
     

 

 

 
        49,641,278  
     

 

 

 
  

Total U.S. Government Agencies
(cost $49,060,419)

   $ 49,641,278  
     

 

 

 

U.S. Government Securities - 7.7%

  
  

U.S. Treasury Securities - 7.7%

  
  

U.S. Treasury Bonds - 1.6%

  
$      1,875,000   

3.13%, 05/15/2048

   $ 1,916,236  
2,955,000   

3.63%, 02/15/2044

     3,285,129  


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$      1,980,000   

6.25%, 05/15/2030(20)(21)

   $         2,664,956  
     

 

 

 
     7,866,321  
     

 

 

 
  

U.S. Treasury Notes - 6.1%

  
$    13,838,809   

0.38%, 07/15/2027(22)(23)

   $ 13,432,114  
3,673,634   

0.88%, 01/15/2029(22)

     3,702,669  
4,875,000   

1.50%, 02/28/2023(20)

     4,697,520  
255,000   

1.88%, 11/30/2021(20)

     251,055  
2,890,000   

2.13%, 05/15/2025(20)(23)

     2,824,975  
4,185,000   

2.25%, 02/15/2027(20)

     4,083,971  
     

 

 

 
     28,992,304  
     

 

 

 
     36,858,625  
     

 

 

 
  

Total U.S. Government Securities
(cost $36,945,922)

   $ 36,858,625  
     

 

 

 

Common Stocks - 0.1%

  
  

Energy - 0.1%

  
32,328   

Ascent Resources - Marcellus LLC Class A*(6)(7)

   $ 101,833  
83,644,001   

KCA Deutag*(6)(7)(24)

     344,362  
713   

Paragon Offshore Ltd., Litigation*

     8,686  
3,682   

Philadelphia Energy Solutions Class A*

     14,728  
19,531   

Templar Energy LLC Class A*

     4,883  
     

 

 

 
     474,492  
     

 

 

 
  

Total Common Stocks
(cost $1,437,284)

   $ 474,492  
     

 

 

 

Escrows - 0.0%(25)

  
  

Energy-Alternate Sources - 0.0%

  
2,648   

Paragon Offshore Ltd.*(6)(7)

      
600,000   

TCEH Corp.*(6)(7)

     1  
     

 

 

 
     1  
     

 

 

 
  

Total Escrows
(cost $ — )

   $ 1  
     

 

 

 

Convertible Preferred Stocks - 0.1%

  
  

Utilities - 0.1%

  
5,000   

Sempra Energy Series A, 6.00%

     501,650  
     

 

 

 
  

Total Convertible Preferred Stocks
(cost $502,500)

   $ 501,650  
     

 

 

 

Warrants - 0.0%

  
  

Energy - 0.0%

  
8,370   

Ascent Resources - Marcellus LLC Expires 3/30/23*(6)(7)

     670  
     

 

 

 
  

Total Warrants
(cost $670)

   $ 670  
     

 

 

 
  

Total Long-Term Investments
(cost $516,265,189)

   $ 504,004,509  
     

 

 

 

Short-Term Investments - 4.0%

  
  

Certificates of Deposit - 0.2%

  
300,000   

Canadian Imperial Bank of Commerce
3 mo. USD LIBOR + 0.150%, 2.75%, 05/09/2019(2)(14)

     300,077  
730,000   

Credit Agricole Corporate and Investment Bank
3 mo. USD LIBOR + 0.400%, 3.22%, 09/24/2020(2)(14)

     729,879  
     

 

 

 
     1,029,956  
     

 

 

 
  

Commercial Paper - 1.1%

  
CAD      1,663,000   

Bank of Nova Scotia
2.26%, 08/16/2019(14)

     1,251,107  
$         400,000   

DNB Bank ASA
1 mo. USD LIBOR + 0.170%, 2.68%, 07/09/2019(1)(2)(14)

     399,948  
  

Enbridge Pipelines, Inc.

 

CAD         410,000   

2.16%, 02/12/2019(14)

     311,815  
1,160,000   

2.18%, 02/15/2019(14)

     882,043  
$         250,000   

Glencore Funding LLC
3.09%, 03/18/2019(14)

     249,031  


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

750,000

  

Korea Development Bank
2.82%, 04/02/2019(14)

      $            746,744  
  

VW CR, Inc.

     

500,000

  

3.29%, 07/08/2019(14)

        493,164  

750,000

  

3.44%, 07/10/2019(14)

        739,610  
        

 

 

 
           5,073,462  
        

 

 

 
  

Foreign Government Obligations - 0.1%

     
CAD       700,000   

Newfoundland T-Bill
0.00%, 02/14/2019(13)

 

   $ 532,401  
        

 

 

 
  

Other Investment Pools & Funds - 2.0%

     
9,439,113   

Fidelity Institutional Government Fund, Institutional Class, 2.31%(26)

 

   $ 9,439,113  
        

 

 

 
  

Securities Lending Collateral - 0.6%

     
156,526   

Citibank NA DDCA, 2.39%, 2/1/2019(26)

 

     156,526  
1,738,725   

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.31%(26)

 

     1,738,725  
692,486   

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.29%(26)

 

     692,486  
94,996   

Invesco Government & Agency Portfolio, Institutional Class, 2.28%(26)

 

     94,996  
405,709   

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(26)

 

     405,709  

42,068

   Western Asset Institutional Government Class A Fund, Institutional Class, 2.25%(26)         42,068  
        

 

 

 
           3,130,510  
        

 

 

 
  

Total Short-Term Investments
(cost $19,177,945)

      $ 19,205,442  
        

 

 

 
  

Total Investments Excluding Purchased Options
(cost $535,443,134)

     109.5%      $ 523,209,951  
  

Total Purchased Options
(cost $483,538)

     0.0%      $ 75,714  
     

 

 

    

 

 

 
  

Total Investments
(cost $535,926,672)

     109.5%      $ 523,285,665  
   Other Assets and Liabilities      (9.5)%        (45,363,000
     

 

 

    

 

 

 
   Total Net Assets      100.0%      $ 477,922,665  
     

 

 

    

 

 

 

 

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. 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)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $91,599,992, representing 19.2% of net assets.

(2)

Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2019.

(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)

Investment valued using significant unobservable inputs.

(7)

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2019, the aggregate fair value of these securities was $446,868, 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.

(8)

Securities disclosed are interest-only strips.


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

(9)

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $2,521,212 at January 31, 2019.

(10)

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $78,822,324, representing 16.5% of net assets.

(11)

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

(12)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(13)

Security is a zero-coupon bond.

(14)

The rate shown represents current yield to maturity.

(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 January 31, 2019.

(16)

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

(17)

This security, or a portion of this security, has unfunded loan commitments. As of January 31, 2019, the aggregate value of the unfunded commitment was $57,573, which rounds to 0.00% of total net assets.

(18)

Securities disclosed are principal-only strips.

(19)

Represents or includes a TBA transaction.

(20)

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

(21)

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

(22)

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

(23)

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

(24)

Investment in securities not registered under the Securities Act of 1933 (excluding securities acquired pursuant to Rule 144A and Regulation S). At the end of the period, the value of such restricted securities amounted to $344,362 or 0.1% of net assets.

 

              Period Acquired    Security Name               Shares/Par Value                Base Total Cost                Base Market Value
03/2011            KCA Deutag    83,644,001    $    1,133,544    $    344,362
(25)

Share amount represents shares of the issuer previously held that resulted in receipt of the escrow.

(26)

Current yield as of period end.

 

OTC Swaption Contracts Outstanding at January 31, 2019  
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 06/03/29*

    BOA       3.20     Receive        05/30/19       USD  8,690,000       8,690,000     $       6,943     $ 135,129     $ (128,186
3 Month USD-LIBOR-
BBA-Interest Rate Swap Expiring 06/03/29*
    DEUT       3.20     Receive        05/30/19       USD  11,945,000       11,945,000       9,544       177,981       (168,437
3 Month USD-LIBOR-
BBA-Interest Rate Swap Expiring 12/11/29*
    BOA       3.20     Receive        12/09/19       USD  12,440,000       12,440,000       59,227       170,428       (111,201
               

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

 

    33,075,000     $         75,714     $ 483,538     $ (407,824
               

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased swaption contracts

 

              33,075,000     $         75,714     $ 483,538     $ (407,824
               

 

 

   

 

 

   

 

 

   

 

 

 

* Swaptions with forward premiums.


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

OTC Swaption Contracts Outstanding at January 31, 2019  
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:

 

Calls

 

iTraxx Eur Xover

    BNP    337.50 EUR Pay      02/20/19        (30,100,000) EUR        (30,100,000   $       (4,246)     $ (186,879   $ 182,633  
                 

 

 

   

 

 

   

 

 

   

 

 

 

Written swaption contracts:

 

Puts

 

iTraxx Eur Xover

    BNP    337.50 EUR Pay      02/20/19        (30,100,000) EUR        (30,100,000   $ (517   $ (424,726   $ 424,209  
                 

 

 

   

 

 

   

 

 

   

 

 

 

Total written swaption contracts

 

     (60,200,000   $ (4,763   $ (611,605   $ 606,842  
                 

 

 

   

 

 

   

 

 

   

 

 

 

 

Futures Contracts Outstanding at January 31, 2019  
Description    Number
of
Contracts
     Expiration Date      Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

           

Australian 3-Year Bond Future

     12        03/15/2019      $ 980,576      $ 5,417  

Australian 10-Year Bond Future

     3        03/15/2019        291,165        4,893  

Australian Dollar Future

     13        03/18/2019        945,100        9,801  

British Pound Future

     46        03/18/2019        3,778,038        137,709  

Canadian Dollar Future

     25        03/19/2019        1,906,125        39,278  

Euro FX Future

     13        03/18/2019        1,866,556        2,196  

Euro-BTP Future

     14        03/07/2019        2,076,281        111,035  

Euro-OAT Future

     16        03/07/2019        2,800,515        35,764  

Euro-Schatz Future

     27        03/07/2019        3,457,406        (1,418

Japan 10-Year Bond Future

     4        03/13/2019        5,607,161        23,844  

Japanese Yen Currency Future

     47        03/18/2019        5,414,106        152,637  

Long Gilt Future

     4        03/27/2019        648,087        3,479  

Mini-10-Year JGB Future

     8        03/12/2019        1,121,946        6,422  

U.S. Treasury 2-Year Note Future

     251        03/29/2019        53,294,360        (4,277

U.S. Treasury 5-Year Note Future

     679        03/29/2019        77,989,516        1,155,579  

U.S. Treasury 10-Year Note Future

     603        03/20/2019        73,848,656        1,416,777  

U.S. Treasury Long Bond Future

     69        03/20/2019        10,121,438        487,724  
           

 

 

 

Total

            $ 3,586,860  
           

 

 

 

Short position contracts:

 

Canadian Government 10-Year Bond Future

     35        03/20/2019      $ 3,666,350      $ (9,633

Euro BUXL 30-Year Bond Future

     3        03/07/2019        638,206        (23,949

Euro-BOBL Future

     10        03/07/2019        1,521,516        (5,206

Euro-Bund Future

     31        03/07/2019        5,878,400        (95,054

U.S. Treasury 10-Year Ultra Future

     103        03/20/2019        13,460,812        (194,157

U.S. Treasury Ultra Bond Future

     50        03/20/2019        8,056,250        (452,627
           

 

 

 

Total

            $ (780,626
           

 

 

 
                    
           

 

 

 

Total futures contracts

            $ 2,806,234  
           

 

 

 

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2019         
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.07-1

    GSC       USD       356,965       (0.09%)        08/25/37        Monthly      $ 75,243      $      $ 8,891      $ (66,352

ABX.HE.AAA.07-1

    CSI       USD       1,019,442       (0.09%)        08/25/37        Monthly        247,075               25,468        (221,607


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

ABX.HE.PENAAA.06

     CSI        USD        422,513        (0.11 %)      05/25/46        Monthly        45,661              25,303       (20,358

ABX.HE.PENAAA.06-2

     JPM        USD        268,918        (0.11 %)      05/25/46        Monthly        28,995              16,104       (12,891

PrimeX.ARM.2

     MSC        USD        131,922        (4.58 %)      12/25/37        Monthly               (275     (138     137  
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total

                    $ 396,974      $ (275   $ 75,628     $ (321,071
                   

 

 

    

 

 

   

 

 

   

 

 

 

Sell protection:

                          

ABX.HE.AAA.07-1

     MSC        USD        356,965        0.09     08/25/37        Monthly      $ 3,375      $     $ (8,918   $ (12,293

ABX.HE.AAA.07-1

     MSC        USD        1,019,441        0.09     08/25/37        Monthly        9,697              (25,468     (35,165

ABX.HE.PENAAA.06-2

     BCLY        USD        691,432        0.11     05/25/46        Monthly               (18,063     (41,472     (23,409

CMBX.NA.AAA.10

     GSC        USD        662,000        0.50     11/17/59        Monthly               (395     4,234       4,629  

CMBX.NA.BB.6

     CSI        USD        51,000        5.00     05/11/63        Monthly               (9,014     (12,198     (3,184

CMBX.NA.BB.6

     CSI        USD        85,000        5.00     05/11/63        Monthly               (16,117     (20,331     (4,214

CMBX.NA.BB.6

     JPM        USD        65,000        5.00     05/11/63        Monthly               (9,275     (15,423     (6,148

CMBX.NA.BB.6

     GSC        USD        82,000        5.00     05/11/63        Monthly               (9,144     (19,613     (10,469

CMBX.NA.BB.6

     CSI        USD        130,000        5.00     05/11/63        Monthly               (18,551     (31,130     (12,579

CMBX.NA.BB.6

     CSI        USD        555,000        5.00     05/11/63        Monthly               (108,235     (132,901     (24,666

CMBX.NA.BB.6

     CSI        USD        970,000        5.00     05/11/63        Monthly               (196,002     (232,278     (36,276

CMBX.NA.BB.6

     CSI        USD        730,000        5.00     05/11/63        Monthly               (129,021     (174,605     (45,584

CMBX.NA.BB.6

     CSI        USD        730,000        5.00     05/11/63        Monthly               (129,021     (174,605     (45,584

CMBX.NA.BB.6

     CSI        USD        730,000        5.00     05/11/63        Monthly               (129,021     (174,605     (45,584

CMBX.NA.BB.6

     CSI        USD        830,000        5.00     05/11/63        Monthly               (146,695     (198,540     (51,845

CMBX.NA.BB.6

     GSC        USD        1,155,000        5.00     05/11/63        Monthly               (204,703     (276,258     (71,555

CMBX.NA.BB.6

     GSC        USD        550,000        5.00     05/11/63        Monthly               (57,798     (131,551     (73,753

CMBX.NA.BB.6

     MSC        USD        1,491,000        5.00     05/11/63        Monthly               (263,536     (353,755     (90,219

CMBX.NA.BB.8

     CSI        USD        1,470,000        5.00     10/17/57        Monthly               (393,221     (258,826     134,395  

CMBX.NA.BB.8

     CSI        USD        1,325,000        5.00     10/17/57        Monthly               (354,434     (233,751     120,683  

CMBX.NA.BB.8

     MSC        USD        1,006,000        5.00     10/17/57        Monthly               (269,120     (176,005     93,115  

CMBX.NA.BB.8

     GSC        USD        580,000        5.00     10/17/57        Monthly               (168,684     (102,461     66,223  

CMBX.NA.BB.8

     GSC        USD        462,000        5.00     10/17/57        Monthly               (110,655     (81,744     28,911  

CMBX.NA.BB.8

     DEUT        USD        365,000        5.00     10/17/57        Monthly               (87,811     (64,581     23,230  

CMBX.NA.BB.8

     CSI        USD        34,000        5.00     10/17/57        Monthly               (9,095     (6,006     3,089  

CMBX.NA.BBB-.6

     DEUT        USD        3,475,000        3.00     05/11/63        Monthly               (547,014     (458,229     88,785  

CMBX.NA.BBB-.6

     MSC        USD        1,875,000        3.00     05/11/63        Monthly               (300,792     (247,246     53,546  

CMBX.NA.BBB-.6

     DEUT        USD        1,924,000        3.00     05/11/63        Monthly               (302,204     (253,707     48,497  

CMBX.NA.BBB-.6

     CSI        USD        2,370,000        3.00     05/11/63        Monthly               (325,396     (312,123     13,273  

CMBX.NA.BBB-.6

     DEUT        USD        888,000        3.00     05/11/63        Monthly               (123,147     (116,948     6,199  

CMBX.NA.BBB-.6

     MSC        USD        1,445,000        3.00     05/11/63        Monthly               (210,622     (190,303     20,319  

CMBX.NA.BBB-.6

     DEUT        USD        1,205,000        3.00     05/11/63        Monthly               (177,499     (158,696     18,803  

CMBX.NA.BBB-.6

     CSI        USD        850,000        3.00     05/11/63        Monthly               (121,160     (111,943     9,217  

PrimeX.ARM.2

     JPM        USD        131,922        4.58     12/25/37        Monthly        5,170              138       (5,032
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total

 

           $ 18,242      $ (4,945,445   $ (4,791,848   $ 135,355  
                   

 

 

    

 

 

   

 

 

   

 

 

 

    

 

                 
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total traded indices

 

           $ 415,216      $ (4,945,720   $ (4,716,220   $ (185,716
                   

 

 

    

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

Sell protection:

 

South Africa Government

International Bond

     BCLY        USD        610,000        1.00%       12/20/23        Quarterly      $      $ (29,610   $ (19,923   $ 9,687  

South Africa Government

International Bond

     MSC        USD        605,000        1.00%       12/20/23        Quarterly               (28,861     (19,761     9,100  
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total

 

           $      $ (58,471   $ (39,684   $ 18,787  
                   

 

 

    

 

 

   

 

 

   

 

 

 

    

 

                 
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total single-name issues

                    $      $ (58,471   $ (39,684   $ 18,787  
                   

 

 

    

 

 

   

 

 

   

 

 

 

    

                          
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC contracts

 

      $ 415,216      $ (5,004,191   $ (4,755,904   $ (166,929
                   

 

 

    

 

 

   

 

 

   

 

 

 

 

(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)

January 31, 2019 (Unaudited)

 

Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2019  
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        19,210,000        (1.00%)        06/20/23        Quarterly      $ (281,042   $ (340,063   $ (59,021

CDX.NA.IG.31.V1

     USD        2,465,000        (1.00%)        12/20/23        Quarterly        (25,470     (39,915     (14,445

ITRAXX.XOV.30.V2

     EUR        9,373,270        (5.00%)        12/20/23        Quarterly        (781,655     (950,513     (168,858
                 

 

 

   

 

 

   

 

 

 

Total

                  $ (1,088,167   $ (1,330,491   $ (242,324
                 

 

 

   

 

 

   

 

 

 

Credit default swaps on indices:

 

               

Sell protection:

                     

CDX.EMS.30.V1

     USD        6,620,000        1.00%        12/20/23        Quarterly      $ (309,335   $ (193,796   $ 115,539  

CDX.NA.HY.31.V3

     USD        34,785,100        5.00%        12/20/23        Quarterly        787,760       2,254,961       1,467,201  
                 

 

 

   

 

 

   

 

 

 

Total

                  $ 478,425     $ 2,061,165     $ 1,582,740  
                 

 

 

   

 

 

   

 

 

 
                     
                 

 

 

   

 

 

   

 

 

 

Total

                  $ (609,742   $ 730,674     $ 1,340,416  
                 

 

 

   

 

 

   

 

 

 

 

(a)

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

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2019  
Payments made by Fund    Payments
received by
Fund
          Notional Amount      Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
    Value) †      Unrealized
Appreciation/
(Depreciation)
 

3 Mo. USD LIBOR

   2.25% Fixed        USD        21,037,000        06/20/28        Semi-Annual      $ 1,072,772      $     $ 712,291      $ (360,481

3 Mo. USD LIBOR

   2.75% Fixed        USD        4,640,000        12/20/47        Semi-Annual               (100,303     51,092        151,395  
                   

 

 

    

 

 

   

 

 

    

 

 

 

Total

 

         $ 1,072,772      $ (100,303   $ 763,383      $ (209,086
                   

 

 

    

 

 

   

 

 

    

 

 

 

 

Foreign Currency Contracts Outstanding at January 31, 2019  
Amount and Description
of Currency to be
Purchased
    

Amount and Description
of Currency to be
Sold

       Counterparty    Settlement
Date
         Appreciation                  Depreciation  

2,500,000

       ARS             63,929          USD        MSC      03/20/19      $         $ (267

1,344,000

       AUD             960,329          USD        DEUT      02/07/19        16,719            

45,000

       AUD             32,319          USD        CIBC      02/07/19        395            

1,389,000

       AUD             1,009,963          USD        MSC      03/07/19        229            

230,000

       BRL             59,012          USD        MSC      03/06/19        3,917            

1,074,000

       CAD             808,382          USD        BNP      02/07/19        9,131            

75,000

       CAD             57,154          USD        BNP      03/07/19                  (27

42,000,000

       CLP             61,471          USD        JPM      03/20/19        2,577            

26,300,000

       CLP             38,665          USD        HSBC      03/20/19        1,441            

17,800,000

       CLP             26,687          USD        BCLY      03/20/19        457            

9,982,000

       CNH             1,442,548          USD        CBK      03/20/19        45,988            

189,900,000

       COP             59,703          USD        MSC      03/20/19        1,338            

130,000,000

       COP             40,896          USD        GSC      03/20/19        891            

83,100,000

       COP             26,235          USD        DEUT      03/20/19        476            

1,380,000

       CZK             61,019          USD        BNP      03/20/19        394            

650,000

       CZK             28,734          USD        CBK      03/20/19        192            

860,000

       CZK             38,439          USD        GSC      03/20/19                  (167

659,000

       DKK             101,377          USD        MSC      02/07/19                  (277

659,000

       DKK             101,610          USD        BOA      03/07/19                  (248

12,510,000

       EGP             656,176          USD        MSC      04/22/19        34,324            

8,130,000

       EGP             426,772          USD        DEUT      04/22/19        21,971            


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  2,190,000       EGP       115,934       USD       GSC       06/19/19     $ 2,933     $  
  500,000       EGP       26,441       USD       GSC       07/09/19       541        
  95,000       EUR       108,432       USD       CIBC       02/07/19       369        
  86,000       EUR       99,247       USD       BOA       02/07/19             (754
  10,134,000       EUR       11,629,829       USD       SSG       02/07/19                         (23,667)  
  193,000       EUR       220,719       USD       BNP       02/28/19       710        
  94,000       EUR       107,564       USD       UBS       03/07/19       352        
  128,000       EUR       146,854       USD       GSC       03/20/19       272        
  534,000       GBP       682,847       USD       BOA       02/07/19                   17,798        
  534,000       GBP       701,719       USD       DEUT       03/07/19             (55
  56,000       GBP       73,785       USD       BNP       03/07/19             (202
  2,800,000       JPY       25,766       USD       CIBC       02/07/19             (44
  9,000,000       JPY       83,359       USD       BOA       02/07/19             (682
  252,428,000       JPY       2,335,167       USD       MSC       02/07/19             (16,288
  757,284,000       JPY       6,976,245       USD       HSBC       02/07/19             (19,610
  6,900,000       JPY       63,556       USD       BNP       03/07/19             (31
  249,000       MXN       12,807       USD       BCLY       02/07/19       200        
  490,000       MXN       25,048       USD       JPM       03/20/19       388        
  330,000       MXN       17,262       USD       CSFB       03/20/19             (132
  422,000       MYR       102,852       USD       UBS       02/07/19       163        
  522,000       NOK       62,087       USD       MSC       02/07/19             (173
  408,000       PEN       120,354       USD       BNP       03/20/19       2,064        
  95,000       PEN       28,278       USD       SCB       03/20/19       226        
  3,330,000       PHP       62,771       USD       DEUT       03/20/19       899        
  1,930,000       PHP       36,588       USD       MSC       03/20/19       314        
  176,000       PLN       46,901       USD       MSC       02/07/19       391        
  176,000       PLN       47,245       USD       JPM       03/07/19       86        
  460,000       PLN       121,620       USD       BNP       03/20/19       2,137        
  210,000       PLN       55,619       USD       CBK       03/20/19       879        
  295,000       PLN       78,490       USD       GSC       03/20/19       876        
  4,090,000       RUB       60,852       USD       JPM       03/20/19       1,306        
  2,690,000       RUB       39,775       USD       GSC       03/20/19       1,106        
  1,680,000       RUB       25,241       USD       JPM       03/20/19       290        
  454,000       SEK       51,023       USD       MSC       02/07/19             (821
  454,000       SEK       50,451       USD       MSC       03/07/19             (136
  37,000       SGD       27,279       USD       BOA       02/07/19       208        
  37,000       SGD       27,507       USD       CBK       03/07/19              
  370,000       TRY       65,356       USD       GSC       03/20/19       4,346        
  305,000       TRY       56,247       USD       GSC       03/20/19       1,210        
  1,009,525       USD       1,389,000       AUD       MSC       02/07/19             (236
  1,750,676       USD       2,420,000       AUD       JPM       03/20/19             (9,656
  58,974       USD       230,000       BRL       DEUT       03/06/19             (3,955
  528,964       USD       700,000       CAD       BNP       02/07/19             (3,866
  309,198       USD       410,000       CAD       SSG       02/12/19             (2,921
  1,775,712       USD       2,395,000       CAD       JPM       02/12/19             (47,518
  526,823       USD       700,000       CAD       SCB       02/14/19             (6,085
  874,499       USD       1,160,000       CAD       SSG       02/15/19             (8,624
  331,512       USD       450,000       CAD       GSC       02/15/19             (11,079
  894,771       USD       1,214,000       CAD       RBC       02/20/19             (29,559
  375,385       USD       500,000       CAD       UBS       03/05/19             (5,439
  1,828,085       USD       2,435,000       CAD       BOM       03/20/19             (27,252
  189,728       USD       250,000       CAD       JPM       05/13/19             (994
  985,771       USD       1,305,000       CAD       MSC       06/19/19             (10,601
  356,797       USD       470,000       CAD       MSC       07/08/19             (2,198
  692,487       USD       915,000       CAD       GSC       07/17/19             (6,545
  1,259,318       USD       1,663,000       CAD       DEUT       08/16/19             (11,886
  643,150       USD       850,000       CAD       UBS       08/19/19             (6,632
  681,347       USD       905,000       CAD       GSC       10/01/19             (11,051
  742,890       USD       970,000       CAD       NAB       12/03/19             (99
  1,052,748       USD       980,000       CHF       BNP       10/13/20       8,234        
  535,932       USD       500,000       CHF       HSBC       10/13/20       3,016        
  101,353       USD       659,000       DKK       BOA       02/07/19       254        
  531,788       USD       465,000       EUR       SCB       02/06/19             (718
  22,488,029       USD       19,805,389       EUR       GSC       02/28/19             (234,685
  74,594       USD       65,000       EUR       CBK       03/07/19             (29
  114,470       USD       100,000       EUR       HSBC       03/15/19             (419


 

The Hartford Strategic Income Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

156,302

    

USD

 

136,000

 

EUR

 

JPM

 

03/20/19

 

  $                       —

 

$                     (20)  

128,598

    

USD

 

112,000

 

EUR

 

SSG

 

03/20/19

 

 

(137)  

261,618

    

USD

 

228,000

 

EUR

 

CBK

 

03/20/19

 

 

(451)  

146,919

    

USD

 

129,000

 

EUR

 

MSC

 

03/20/19

 

 

(1,357)  

153,648

    

USD

 

135,000

 

EUR

 

SSG

 

03/20/19

 

 

(1,524)  

13,654,756

    

USD

 

11,946,000

 

EUR

 

BOA

 

03/20/19

 

 

(76,266)  

1,220,109

    

USD

 

1,060,000

 

EUR

 

JPM

 

05/02/19

 

 

(2,916)  

700,715

    

USD

 

534,000

 

GBP

 

DEUT

 

02/07/19

 

70

 

—    

131,879

    

USD

 

100,000

 

GBP

 

SSG

 

02/27/19

 

550

 

—    

288,529

    

USD

 

219,000

 

GBP

 

BNP

 

02/28/19

 

877

 

—    

52,518

    

USD

 

40,000

 

GBP

 

CBK

 

03/07/19

 

 

(41)  

3,479,782

    

USD

 

2,735,000

 

GBP

 

BCLY

 

03/20/19

 

 

(116,484)  

4,361,847

    

USD

 

485,050,000

 

JPY

 

JPM

 

02/04/19

 

 

(92,788)  

442,807

    

USD

 

50,000,000

 

JPY

 

ANZ

 

02/12/19

 

 

(16,663)  

2,055,477

    

USD

 

229,700,000

 

JPY

 

CBK

 

02/12/19

 

 

(55,327)  

1,779,446

    

USD

 

200,000,000

 

JPY

 

BCLY

 

02/12/19

 

 

(58,433)  

886,623

    

USD

 

100,000,000

 

JPY

 

ANZ

 

02/19/19

 

 

(32,750)  

1,062,766

    

USD

 

120,000,000

 

JPY

 

JPM

 

02/19/19

 

 

(40,482)  

2,661,124

    

USD

 

300,000,000

 

JPY

 

ANZ

 

02/25/19

 

 

(98,113)  

3,614,340

    

USD

 

405,700,000

 

JPY

 

BCLY

 

03/20/19

 

 

(125,188)  

1,788,485

    

USD

 

200,000,000

 

JPY

 

SSG

 

03/25/19

 

 

(55,856)  

2,685,290

    

USD

 

290,500,000

 

JPY

 

JPM

 

04/08/19

 

3,268

 

—  

2,953,642

    

USD

 

317,600,000

 

JPY

 

JPM

 

04/15/19

 

19,618

 

—  

4,347,365

    

USD

 

471,850,000

 

JPY

 

JPM

 

04/22/19

 

 

(14,322)  

4,017,650

    

USD

 

437,500,000

 

JPY

 

BCLY

 

05/09/19

 

 

(32,333)  

47,897

    

USD

 

990,000

 

MXN

 

JPM

 

03/20/19

 

 

(3,493)  

76,016

    

USD

 

1,545,000

 

MXN

 

JPM

 

03/20/19

 

 

(4,183)  

102,223

    

USD

 

422,000

 

MYR

 

UBS

 

02/07/19

 

 

(792)  

102,877

    

USD

 

422,000

 

MYR

 

UBS

 

03/07/19

 

 

(80)  

61,043

    

USD

 

522,000

 

NOK

 

MSC

 

02/07/19

 

 

(871)  

62,167

    

USD

 

522,000

 

NOK

 

MSC

 

03/07/19

 

173

 

—  

47,207

    

USD

 

176,000

 

PLN

 

JPM

 

02/07/19

 

 

(85)  

50,340

    

USD

 

454,000

 

SEK

 

MSC

 

02/07/19

 

138

 

—  

27,489

    

USD

 

37,000

 

SGD

 

CBK

 

02/07/19

 

2

 

—  

28,308

    

USD

 

378,000

 

ZAR

 

GSC

 

02/07/19

 

 

(169)  

73,889

    

USD

 

988,000

 

ZAR

 

BOA

 

03/20/19

 

 

(182)  

81,180

    

USD

 

1,172,000

 

ZAR

 

GSC

 

03/20/19

 

 

(6,685)  

378,000

    

ZAR

 

26,996

 

USD

 

BCLY

 

02/07/19

 

1,480

 

—  

378,000

    

ZAR

 

28,215

 

USD

 

GSC

 

03/07/19

 

168

 

—  

410,000

    

ZAR

 

29,111

 

USD

 

JPM

 

03/20/19

 

1,627

 

—  

450,000

    

ZAR

 

32,644

 

USD

 

GSC

 

03/20/19

 

1,093

 

—  

Total

                           $            221     $        (1,343,619)  

 

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

 

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

Australia and New Zealand Banking Group

  
BCLY   

Barclays

  
BNP   

BNP Paribas Securities Services

  

                                                                                                                       

BOA   

Banc of America Securities LLC

  
CBK   

Citibank NA

  
CIB   

Credit Agricole

  
CIBC   

Canadian Imperial Bank of Commerce

  
CSFB   

Credit Suisse First Boston Corp.

  
CSI   

Credit Suisse International

  
DEUT   

Deutsche Bank Securities, Inc.

  
GSC   

Goldman Sachs & Co.

  
HSBC   

HSBC Bank USA

  
JPM   

JP Morgan Chase & Co.

  
MSC   

Morgan Stanley

  
NAB   

National Australia Bank Limited

  
RBC   

RBC Dominion Securities, Inc.

  
SCB   

Standard Chartered Bank

  


 

   The Hartford Strategic Income Fund

 

 

  Schedule of Investments – (continued)

  January 31, 2019 (Unaudited)

 

 

SSG   

State Street Global Markets LLC

UBS   

UBS AG

Currency Abbreviations:
ARS   

Argentine Peso

AUD   

Australian Dollar

BRL   

Brazilian Real

CAD   

Canadian Dollar

CHF   

Swiss Franc

CLP   

Chilean Peso

CNH   

Chinese Renminbi

COP   

Colombian Peso

CZK   

Czech Koruna

DKK   

Danish Krone

EGP   

Egyptian Pound

EUR   

Euro

GBP   

British Pound

IDR   

Indonesian Rupiah

INR   

Indian Rupee

JPY   

Japanese Yen

MXN   

Mexican Peso

MYR   

Malaysian Ringgit

NOK   

Norwegian Krone

PEN   

Peruvian Sol

PHP   

Philippine Peso

PLN   

Polish Zloty

RUB   

Russian Ruble

SEK   

Swedish Krona

SGD   

Singapore Dollar

THB   

Thai Baht

TRY   

Turkish Lira

USD   

United States Dollar

ZAR   

South African Rand

Index Abbreviations:
ABX.HE   

Markit Asset Backed Security Home Equity

ABX.HE.PEN   

Markit Asset Backed Security Home Equity Penultimate

CDX.EM   

Credit Derivatives Emerging Markets

CDX.NA.HY   

Credit Derivatives North American High Yield

CDX.NA.IG   

Credit Derivatives North American Investment Grade

CMBX.NA   

Markit Commercial Mortgage Backed North American

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

Other Abbreviations:
CDOR   

Canadian Dollar Offered Rate

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

LIBOR   

London Interbank Offered Rate

OTC   

Over-the-Counter

OFZ   

Obstacle-Free Zone

PAC   

Planned Amortization Class

PJSC   

Private Joint Stock Company

PT   

Perseroan Terbatas

TBA   

To Be Announced

Municipal Abbreviations:
GO   

General Obligation


 

The Hartford Strategic Income Fund

 

 

Schedule of Investments

January 31, 2019 (Unaudited)

 

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total     Level 1     Level 2     Level 3(1)  

Assets

 

Asset & Commercial Mortgage Backed Securities

   $         62,663,783     $     $ 62,663,781     $ 2  

Corporate Bonds

     104,259,474             104,259,474        

Foreign Government Obligations

     139,714,582             139,714,582        

Municipal Bonds

     5,368,312             5,368,312        

Senior Floating Rate Interests

     104,521,642             104,521,642        

U.S. Government Agencies

     49,641,278             49,641,278        

U.S. Government Securities

     36,858,625             36,858,625        

Common Stocks

 

Energy

     474,492             28,297       446,195  

Escrows

     1                   1  

Convertible Preferred Stocks

     501,650       501,650              

Warrants

     670                   670  

Short-Term Investments

     19,205,442       12,569,623       6,635,819        

Purchased Options

     75,714             75,714        

Foreign Currency Contracts(2)

     221,072             221,072        

Futures Contracts(2)

     3,592,555       3,592,555              

Swaps - Credit Default(2)

     2,334,578             2,334,441       137  

Swaps - Interest Rate(2)

     151,395             151,395        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ 529,585,265     $         16,663,828     $         512,474,432     $             447,005  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Foreign Currency Contracts(2)

   $ (1,343,619   $     $ (1,343,619   $  

Futures Contracts(2)

     (786,321     (786,321            

Swaps - Credit Default(2)

     (1,161,091           (1,156,059     (5,032

Swaps - Interest Rate(2)

     (360,481           (360,481      

Written Options

     (4,763           (4,763      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (3,656,275   $ (786,321   $ (2,864,922   $ (5,032
  

 

 

   

 

 

   

 

 

   

 

 

 

(1) For the period ended January 31, 2019, there were no transfers in and out of Level 3.

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2019 is not presented.


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments

January 31, 2019 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Asset & Commercial Mortgage Backed Securities - 34.0%

 

     Asset-Backed - Automobile - 0.7%

 

    $        656,343     

CIG Automobile Receivables Trust
2.71%, 05/15/2023(1)

   $ 652,827  
 

 

2,435,000

 

  

Credit Acceptance Auto Loan Trust
2.65%, 06/15/2026(1)

             2,415,004  
    2,310,000     

Racho Monterey Dus
3.63%, 03/01/2029(2)(3)

     2,351,869  
    2,202,031     

Skopos Auto Receivables Trust
3.19%, 09/15/2021(1)

     2,200,903  
    4,310,000     

Westlake Automobile Receivables Trust
3.28%, 12/15/2022(1)

     4,278,124  
       

 

 

 
          11,898,727  
       

 

 

 
     Asset-Backed - Finance & Insurance - 17.3%

 

    1,540,000     

AIMCO CLO Ltd.
3 mo. USD LIBOR + 0.850%, 3.64%, 01/15/2028(1)(4)

     1,528,716  
    65,668     

Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates
5.82%, 11/25/2035(5)

     65,838  
    4,200,000     

AMMC CLO Ltd.
3 mo. USD LIBOR + 1.250%, 4.02%, 07/25/2029(1)(4)

     4,191,600  
    

Anchorage Capital CLO Ltd.

  
    6,130,000     

3 mo. USD LIBOR + 1.000%, 3.77%, 07/28/2028(1)(4)

     6,086,931  
    2,910,000     

3 mo. USD LIBOR + 1.510%, 4.30%, 01/15/2029(1)(4)

     2,910,908  
    3,970,000     

Apex Credit CLO Ltd.
3 mo. USD LIBOR + 1.470%, 4.25%, 04/24/2029(1)(4)

     3,970,187  
    791,380     

Apidos CLO
3 mo. USD LIBOR + 0.980%, 3.74%, 01/19/2025(1)(4)

     790,781  
    6,225,000     

Atrium
3 mo. USD LIBOR + 0.830%, 3.59%, 04/22/2027(1)(4)

     6,192,362  
    

Avery Point CLO Ltd.

  
    3,015,597     

3 mo. USD LIBOR + 1.100%, 3.87%, 04/25/2026(1)(4)

     3,014,786  
    1,309,108     

3 mo. USD LIBOR + 1.120%, 3.90%, 01/18/2025(1)(4)

     1,308,286  
    700,107     

Babson CLO Ltd.
3 mo. USD LIBOR + 1.150%, 3.91%, 07/20/2025(1)(4)

     698,816  
    

Bayview Koitere Fund Trust

  
    5,863,110     

3.50%, 07/28/2057(1)

     5,815,040  
    1,400,647     

3.62%, 03/28/2033(1)(5)

     1,398,599  
    

Bayview Opportunity Master Fund Trust

  
    620,655     

3.35%, 11/28/2032(1)(5)

     618,736  
    2,467,317     

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

     2,446,930  
    2,922,969     

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

     2,898,455  
    5,750,285     

3.50%, 10/28/2057(1)(6)

     5,705,037  
    3,890,669     

3.50%, 01/28/2058(1)(6)

     3,854,046  
    994,275     

3.60%, 02/25/2033(1)(5)

     992,285  
    380,063     

3.67%, 03/28/2033(1)(5)

     380,051  
    2,171,879     

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

     2,180,331  
    4,236,005     

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

     4,249,450  
    

Bellemeade Re Ltd.

  
    5,705,000     

1 mo. USD LIBOR + 0.950%, 3.46%, 08/25/2028(1)(4)

     5,701,236  
    4,888,000     

1 mo. USD LIBOR + 1.200%, 3.71%, 10/25/2027(1)(4)

     4,878,753  
    382,500     

Benefit Street Partners CLO Ltd.
3 mo. USD LIBOR + 0.800%, 3.58%, 10/18/2029(1)(4)

     382,309  
    

BlueMountain CLO Ltd.

  
    6,210,000     

3 mo. USD LIBOR + 0.930%, 3.71%, 07/18/2027(1)(4)

     6,145,981  
    6,099,000     

3 mo. USD LIBOR + 1.180%, 3.94%, 10/22/2030(1)(4)

     6,062,022  
    346,875     

Cal Funding Ltd.
3.47%, 10/25/2027(1)

     345,152  
    

Carlyle Global Market Strategies CLO Ltd.

  
    4,630,000     

1 mo. USD LIBOR + 0.780%, 3.55%, 04/27/2027(1)(4)

     4,605,012  
    2,815,000     

3 mo. USD LIBOR + 1.900%, 4.66%, 10/20/2029(1)(4)

     2,812,137  
    

CBAM Ltd.

  
    3,470,000     

3 mo. USD LIBOR + 1.120%, 3.56%, 10/20/2029(1)(4)

     3,445,585  
    1,480,000     

3 mo. USD LIBOR + 1.230%, 4.00%, 10/17/2029(1)(4)

     1,477,453  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

 

     CIFC Funding Ltd.   
    $        401,269     

3 mo. USD LIBOR + 0.850%, 3.63%, 07/16/2030(1)(4)

   $           401,249  
    4,175,000     

3 mo. USD LIBOR + 1.050%, 3.83%, 04/24/2030(1)(4)

     4,131,818  
    4,140,000     

Cirrus Funding Ltd.
4.80%, 01/25/2037(1)

     4,214,284  
    1,248,943     

Civic Mortgage LLC
3.89%, 06/25/2022(1)(5)

     1,246,727  
    1,910,000     

Covenant Credit Partners CLO Ltd.
3 mo. USD LIBOR + 1.850%, 4.64%, 10/15/2029(1)(4)

     1,909,956  
    3,270,288     

Domino’s Pizza Master Issuer LLC
4.12%, 07/25/2048(1)

     3,265,578  
    

Dryden Senior Loan Fund

  
    4,398,000     

3 mo. USD LIBOR + 0.820%, 3.44%, 11/15/2028(1)(4)

     4,344,292  
    5,350,000     

3 mo. USD LIBOR + 1.210%, 3.99%, 07/18/2030(1)(4)

     5,330,435  
    3,246,000     

3 mo. USD LIBOR + 1.430%, 4.22%, 10/16/2028(1)(4)

     3,247,331  
    

First Franklin Mortgage Loan Trust

  
    2,250,478     

1 mo. USD LIBOR + 0.240%, 2.75%, 04/25/2036(4)

     2,053,489  
    1,065,000     

1 mo. USD LIBOR + 0.310%, 2.82%, 09/25/2036(4)

     949,617  
    3,435,000     

Flatiron CLO Ltd.
3 mo. USD LIBOR + 1.250%, 3.87%, 05/15/2030(1)(4)

     3,427,295  
    3,980,000     

KKR CLO Ltd.
3 mo. USD LIBOR + 1.340%, 4.13%, 04/15/2029(1)(4)

     3,976,529  
    2,875,000     

Lendmark Funding Trust
2.83%, 12/22/2025(1)

     2,840,944  
    

Madison Park Funding Ltd.

  
    4,825,000     

3 mo. USD LIBOR + 1.160%, 3.93%, 07/23/2029(1)(4)

     4,806,284  
    3,125,000     

3 mo. USD LIBOR + 1.190%, 3.95%, 10/21/2030(1)(4)

     3,111,816  
    3,553,407     

3 mo. USD LIBOR + 1.260%, 4.02%, 07/20/2026(1)(4)

     3,553,887  
    

Magnetite Ltd.

  
    5,082,172     

3 mo. USD LIBOR + 1.000%, 3.77%, 07/25/2026(1)(4)

     5,078,803  
    3,070,000     

3 mo. USD LIBOR + 1.500%, 4.27%, 07/25/2026(1)(4)

     3,056,526  
    2,370,000     

Magnetite VIII Ltd.
3 mo. USD LIBOR + 0.980%, 3.77%, 04/15/2031(1)(4)

     2,348,862  
    6,932,000     

Magnetite XI Ltd.
3 mo. USD LIBOR + 1.120%, 3.90%, 01/18/2027(1)(4)

     6,940,762  
    5,632,000     

Magnetite XVIII Ltd.
3 mo. USD LIBOR + 1.080%, 3.70%, 11/15/2028(1)(4)

     5,607,574  
    738,043     

Marlette Funding Trust
2.36%, 12/15/2024(1)

     735,958  
    4,653,953     

MFA Trust
3.35%, 11/25/2047(1)(5)

     4,599,494  
    682,306     

Nationstar HECM Loan Trust
2.04%, 09/25/2027(1)(6)

     680,268  
    

NRZ Advance Receivables Trust

  
    2,540,000     

2.58%, 10/15/2049(1)

     2,526,218  
    4,895,000     

3.11%, 12/15/2050(1)

     4,880,431  
    4,425,000     

3.21%, 02/15/2051(1)

     4,414,219  
    

NRZ Excess Spread-Collateralized Notes

  
    7,171,625     

3.19%, 01/25/2023(1)

     7,132,368  
    2,698,610     

3.27%, 02/25/2023(1)

     2,696,688  
    775,764     

Oak Hill Advisors Residential Loan Trust
3.00%, 06/25/2057(1)(5)

     761,221  
    4,015,000     

OCP CLO Ltd.
3 mo. USD LIBOR + 0.850%, 3.62%, 04/17/2027(1)(4)

     3,994,259  
    3,020,000     

Octagon Investment Partners Ltd.
3 mo. USD LIBOR + 1.320%, 4.08%, 03/17/2030(1)(4)

     3,027,638  
    

OneMain Financial Issuance Trust

  
    7,054,000     

2.37%, 09/14/2032(1)

     6,950,418  
    1,488,703     

4.10%, 03/20/2028(1)

     1,492,360  
    106,250     

OZLM Funding Ltd.
3 mo. USD LIBOR + 0.900%, 3.66%, 07/22/2029(1)(4)

     106,245  
    457,597     

Pretium Mortgage Credit Partners LLC
3.38%, 01/27/2033(1)(5)

     453,663  
    525,158     

Prosper Marketplace Issuance Trust
2.36%, 11/15/2023(1)

     524,061  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

 

    $    2,710,000     

SBA Tower Trust
2.90%, 10/15/2044(1)(5)

   $         2,700,615  
    2,648,385     

Seneca Park CLO Ltd.
3 mo. USD LIBOR + 1.120%, 3.89%, 07/17/2026(1)(4)

     2,647,720  
    3,420,000     

Shackleton CLO Ltd.
3 mo. USD LIBOR + 1.020%, 3.79%, 07/17/2028(1)(4)

     3,400,321  
    

SoFi Consumer Loan Program LLC

  
    1,164,372     

2.50%, 05/26/2026(1)

     1,152,135  
    583,196     

2.77%, 05/25/2026(1)

     578,948  
    1,146,718     

3.05%, 12/26/2025(1)

     1,142,980  
    950,119     

3.09%, 10/27/2025(1)

     947,739  
    938,761     

3.28%, 01/26/2026(1)

     938,518  
    

Sound Point CLO Ltd.

  
    6,850,000     

3 mo. USD LIBOR + 0.890%, 3.65%, 01/20/2028(1)(4)

     6,774,938  
    2,100,000     

3 mo. USD LIBOR + 1.390%, 4.16%, 01/23/2029(1)(4)

     2,099,467  
    

Springleaf Funding Trust

  
    7,215,000     

2.68%, 07/15/2030(1)

     7,111,220  
    3,528,562     

2.90%, 11/15/2029(1)

     3,512,855  
    4,175,000     

SPS Servicer Advance Receivables Trust
2.75%, 11/15/2049(1)

     4,165,306  
    3,700,522     

Symphony CLO Ltd.
3 mo. USD LIBOR + 1.280%, 4.08%, 07/14/2026(1)(4)

     3,709,322  
    2,701,951     

Thacher Park CLO Ltd.
3 mo. USD LIBOR + 1.160%, 3.92%, 10/20/2026(1)(4)

     2,700,135  
    

Towd Point Mortgage Trust

  
    4,303,227     

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

     4,211,350  
    1,803,941     

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

     1,766,819  
    2,983,182     

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

     2,915,311  
    3,464,944     

2.75%, 07/25/2057(1)(6)

     3,381,185  
    4,335,000     

Treman Park CLO Ltd.
3 mo. USD LIBOR + 1.070%, 3.83%, 10/20/2028(1)(4)

     4,319,606  
    2,355,000     

Venture CLO Ltd.
3 mo. USD LIBOR + 1.300%, 4.06%, 07/20/2030(1)(4)

     2,348,505  
    6,295,000     

Vibrant CLO VI Ltd.
3 mo. USD LIBOR + 1.240%, 4.03%, 06/20/2029(1)(4)

     6,255,134  
    2,225,947     

VOLT LXVI
4.34%, 05/25/2048(1)(5)

     2,224,201  
    

Voya CLO Ltd.

  
    3,520,000     

3 mo. USD LIBOR + 0.900%, 3.68%, 01/18/2029(1)(4)

     3,476,510  
    2,030,000     

3 mo. USD LIBOR + 1.130%, 3.92%, 10/15/2030(1)(4)

     2,014,927  
    1,500,000     

3 mo. USD LIBOR + 1.250%, 4.02%, 04/17/2030(1)(4)

     1,494,031  
    1,505,000     

3 mo. USD LIBOR + 1.250%, 4.03%, 01/18/2029(1)(4)

     1,473,520  
    1,351,350     

Wendy’s Funding LLC
3.88%, 03/15/2048(1)

     1,324,066  
    1,690,000     

Wingstop Funding LLC
4.97%, 12/05/2048(1)

     1,730,526  
    4,650,000     

York CLO Ltd.
3 mo. USD LIBOR + 1.630%, 2.73%, 01/20/2030(1)(4)

     4,674,208  
    5,625,000     

Zais CLO Ltd.
3 mo. USD LIBOR + 1.530%, 4.32%, 10/15/2028(1)(4)

     5,611,607  
       

 

 

 
          310,777,103  
       

 

 

 
     Asset-Backed - Home Equity - 1.6%   
    

GSAA Home Equity Trust

  
    25,379     

1 mo. USD LIBOR + 0.070%, 2.58%, 12/25/2046(4)

     12,907  
    3,188,177     

1 mo. USD LIBOR + 0.080%, 2.59%, 02/25/2037(4)

     1,550,616  
    975,507     

1 mo. USD LIBOR + 0.090%, 2.60%, 12/25/2036(4)

     434,672  
    1,688,045     

1 mo. USD LIBOR + 0.100%, 2.61%, 03/25/2037(4)

     803,970  
    1,471,689     

1 mo. USD LIBOR + 0.180%, 2.69%, 11/25/2036(4)

     658,946  
    1,429,647     

5.99%, 06/25/2036(6)

     652,470  
    7,672,583     

Legacy Mortgage Asset Trust
4.00%, 03/25/2058(1)(5)

     7,648,464  
    41,515     

Morgan Stanley Asset-Backed Securities Capital, Inc. Trust
1 mo. USD LIBOR + 0.150%, 2.66%, 06/25/2036(4)

     33,597  
    1,345,069     

Morgan Stanley Mortgage Loan Trust
1 mo. USD LIBOR + 0.170%, 2.68%, 11/25/2036(4)

     564,310  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

 

     New Residential Mortgage Loan Trust

 

    $    5,138,438     

4.00%, 08/27/2057(1)(6)

   $         5,164,830  
    711,581     

4.00%, 12/25/2057(1)(6)

     721,617  
    4,902,656     

1 mo. USD LIBOR + 1.500%, 4.01%, 06/25/2057(1)(4)

     4,990,057  
    488,130     

Renaissance Home Equity Loan Trust
5.91%, 04/25/2037(5)

     227,324  
     Soundview Home Loan Trust

 

    3,110,373     

1 mo. USD LIBOR + 0.180%, 2.69%, 07/25/2037(4)

     2,774,689  
    830,000     

1 mo. USD LIBOR + 0.240%, 2.75%, 07/25/2036(4)

     752,849  
    1,110,000     

1 mo. USD LIBOR + 0.250%, 2.76%, 11/25/2036(4)

     1,013,788  
       

 

 

 
          28,005,106  
       

 

 

 
     Asset-Backed - Manufactured Housing - 0.1%

 

    1,389,000     

Octagon Investment Partners 24 Ltd.
3 mo. USD LIBOR + 0.090%, 3.55%, 05/21/2027(1)(4)

     1,386,325  
       

 

 

 
     Collateralized - Mortgage Obligations - 0.3%

 

    1,876,214     

Consumer Loan Underlying Bond Credit Trust
2.61%, 01/15/2024(1)

     1,867,533  
    3,215,000     

Structured Agency Credit Risk Trust
1 mo. USD LIBOR + 0.750%, 3.26%, 09/25/2048(1)(4)

     3,211,576  
       

 

 

 
          5,079,109  
       

 

 

 
     Commercial Mortgage - Backed Securities - 5.0%

 

    30,154,630     

Banc of America Commercial Mortgage Trust
0.75%, 11/15/2050(6)(7)

     1,576,047  
     BBCMS Mortgage Trust

 

    23,725,486     

1.51%, 02/15/2050(6)(7)

     2,126,990  
    7,661,000     

1 mo. USD LIBOR + 0.850%, 3.36%, 08/15/2036(1)(4)

     7,598,523  
    3,875,061     

Benchmark Mortgage Trust
0.54%, 07/15/2051(6)(7)

     143,042  
    2,535,000     

CAMB Commercial Mortgage Trust
1 mo. USD LIBOR + 2.55%, 5.05%, 12/15/2037(1)(4)(8)

     2,536,065  
     Citigroup Commercial Mortgage Trust

 

    12,424,138     

0.99%, 07/10/2047(6)(7)

     526,903  
    15,679,023     

1.11%, 04/10/2048(6)(7)

     758,096  
    5,620,000     

3.19%, 04/10/2048

     5,592,098  
    1,045,000     

3.76%, 06/10/2048

     1,073,132  
    415,000     

4.59%, 03/10/2047(1)(6)

     391,842  
     Commercial Mortgage Trust

 

    3,710,962     

0.68%, 08/10/2046(6)(7)

     99,894  
    2,720,402     

1.90%, 07/10/2046(1)(6)(7)

     57,624  
    380,000     

2.54%, 12/10/2045

     373,847  
    687,000     

2.77%, 12/10/2045

     680,642  
    945,249     

2.85%, 10/15/2045

     931,935  
    745,000     

2.94%, 01/10/2046

     740,487  
    735,000     

3.10%, 03/10/2046

     735,653  
    965,728     

3.21%, 03/10/2046

     967,845  
    380,312     

3.33%, 06/10/2046

     382,696  
    3,050,000     

3.42%, 03/10/2031(1)

     3,114,619  
    905,000     

3.61%, 06/10/2046(6)

     921,742  
    305,000     

3.69%, 08/10/2047

     310,313  
    1,350,000     

3.83%, 07/15/2047

     1,389,300  
    764,052     

4.02%, 07/10/2045

     791,294  
    420,000     

4.07%, 02/10/2047(6)

     436,980  
    390,000     

4.21%, 08/10/2046

     406,335  
    660,000     

4.21%, 08/10/2046(6)

     689,316  
    595,000     

4.23%, 07/10/2045(6)

     622,469  
    805,000     

4.57%, 10/15/2045(1)(6)

     190,713  
    1,825,000     

4.75%, 10/15/2045(1)(6)

     943,689  
    332,798     

Credit Suisse First Boston Mortgage Securities Corp.
4.88%, 04/15/2037

     327,090  
     CSAIL Commercial Mortgage Trust

 

    27,810,545     

0.80%, 06/15/2057(6)(7)

     1,056,239  
    1,476,326     

0.91%, 04/15/2050(6)(7)

     58,462  
    5,788,970     

1.02%, 11/15/2048(6)(7)

     262,151  
    10,282,985     

1.79%, 01/15/2049(6)(7)

     905,259  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

 

    $        430,000     

3.54%, 11/15/2048

   $           433,604  
    2,072,000     

3.72%, 08/15/2048

     2,108,918  
    74,000     

3.76%, 11/15/2048

     75,431  
    3,186,685     

DBUBS Mortgage Trust
0.71%, 11/10/2046(1)(6)(7)

     27,408  
    1,625,402     

Four Times Square Trust Commercial Mortgage Pass-Through Certificates
5.40%, 12/13/2028(1)

     1,679,122  
     FREMF Mortgage Trust   
    2,495,000     

3.04%, 10/25/2047(1)(6)

     2,490,338  
    2,710,000     

5.28%, 09/25/2043(1)(6)

     2,780,321  
    221,412     

GE Business Loan Trust
1 mo. USD LIBOR + 1.000%, 3.51%, 05/15/2034(1)(4)

     207,981  
    2,010,000     

GS Mortgage Securities Corp.
2.95%, 11/05/2034(1)

     1,996,843  
     GS Mortgage Securities Trust   
    23,555,665     

0.09%, 07/10/2046(6)(7)

     88,996  
    3,131,252     

1.34%, 08/10/2044(1)(6)(7)

     81,725  
    695,000     

3.67%, 04/10/2047(1)

     209,647  
    825,000     

4.07%, 01/10/2047

     854,919  
    1,310,000     

4.97%, 04/10/2047(1)(6)

     1,106,769  
     JP Morgan Chase Commercial Mortgage Securities Trust   
    1,325,000     

2.73%, 10/15/2045(1)(6)

     684,389  
    991,343     

2.84%, 12/15/2047

     982,106  
    730,000     

4.38%, 12/15/2047(1)(6)

     610,943  
    970,000     

5.37%, 08/15/2046(1)(6)

     967,005  
     JPMBB Commercial Mortgage Securities Trust   
    12,576,376     

0.73%, 09/15/2047(6)(7)

     340,576  
    4,623,811     

0.80%, 05/15/2048(6)(7)

     135,740  
    274,831     

3.36%, 07/15/2045

     277,364  
     Morgan Stanley Bank of America Merrill Lynch Trust   
    4,192,387     

1.04%, 10/15/2048(6)(7)

     223,121  
    9,345,803     

1.10%, 12/15/2047(6)(7)

     339,272  
    700,000     

2.92%, 02/15/2046

     692,657  
    1,465,000     

3.13%, 12/15/2048

     1,460,967  
    880,000     

3.18%, 08/15/2045

     879,090  
    730,173     

4.26%, 10/15/2046(6)

     762,244  
     Morgan Stanley Capital Trust   
    13,827,952     

0.34%, 09/15/2047(1)(6)(7)

     88,061  
    2,664,947     

1.45%, 06/15/2050(6)(7)

     215,716  
    2,605,000     

3.47%, 08/11/2033(1)

     2,633,041  
    885,000     

5.15%, 07/15/2049(1)(6)

     808,235  
    425,000     

5.27%, 10/12/2052(1)(6)

     46,533  
    4,000,000     

Oaktown Re II Ltd.
3 mo. USD LIBOR + 1.550%, 4.06%, 07/25/2028(1)(4)

     3,989,145  
     UBS Commercial Mortgage Trust   
    5,603,465     

1.15%, 08/15/2050(6)(7)

     387,623  
    935,000     

3.43%, 08/15/2050

     926,062  
     UBS-Barclays Commercial Mortgage Trust   
    920,000     

2.85%, 12/10/2045

     911,868  
    2,215,000     

3.09%, 08/10/2049

     2,214,776  
    3,964,574     

Verus Securitization Trust
3.68%, 06/01/2058(1)(6)

     3,961,211  
     Wells Fargo Commercial Mortgage Trust   
    12,640,902     

1.15%, 05/15/2048(6)(7)

     589,075  
    380,000     

2.92%, 11/15/2049

     365,884  
    295,000     

2.94%, 10/15/2049

     283,807  
    10,000     

3.17%, 02/15/2048

     9,940  
    645,000     

3.29%, 05/15/2048

     645,740  
    605,000     

3.41%, 09/15/2058

     605,074  
    373,000     

3.64%, 03/15/2050

     375,847  
    1,095,000     

3.79%, 09/15/2048

     1,116,991  
    255,000     

4.10%, 05/15/2048(6)

     238,507  
     WF-RBS Commercial Mortgage Trust   
    1,792,450     

1.27%, 03/15/2047(6)(7)

     82,187  
    914,823     

2.87%, 11/15/2045

     904,504  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

 

    $    1,490,000     

3.00%, 08/15/2045

   $         1,481,243  
    1,545,000     

3.02%, 11/15/2047(1)

     799,165  
    740,000     

3.07%, 03/15/2045

     737,613  
    350,000     

3.35%, 05/15/2045

     349,181  
    660,281     

4.00%, 05/15/2047

     684,378  
    225,000     

4.05%, 03/15/2047

     233,532  
    745,125     

4.10%, 03/15/2047

     777,048  
    1,070,000     

4.15%, 08/15/2046(6)

     1,110,802  
    345,000     

5.00%, 06/15/2044(1)(6)

     259,884  
    770,000     

5.58%, 04/15/2045(1)(6)

     792,781  
       

 

 

 
          90,842,282  
       

 

 

 
     Diversified Financial Services - 0.2%

 

    3,281,000     

Barings CLO Ltd.
1 mo. USD LIBOR + 0.950%, 3.71%, 07/20/2029(1)(4)

     3,246,828  
       

 

 

 
     Other ABS - 0.6%

 

    5,693,616     

Seasoned Credit Risk Transfer Trust
3.50%, 03/25/2058

     5,664,214  
    4,064,646     

VOLT LXIV LLC
3.38%, 10/25/2047(1)(5)

     4,050,944  
    1,350,186     

VOLT LXXI LLC
3.97%, 09/25/2048(1)(5)

     1,344,065  
       

 

 

 
          11,059,223  
       

 

 

 
     Whole Loan Collateral CMO - 8.2%

 

    201,203     

Adjustable Rate Mortgage Trust
1 mo. USD LIBOR + 0.540%, 3.05%, 11/25/2035(4)

     198,580  
     Alternative Loan Trust

 

    492,259     

1 mo. USD LIBOR + 0.320%, 2.83%, 11/25/2035(4)

     450,464  
    1,843,953     

1 mo. USD LIBOR + 0.540%, 3.05%, 01/25/2036(4)

     1,752,122  
    1,243,565     

12 mo. USD MTA + 1.350%, 3.60%, 08/25/2035(4)

     1,140,965  
    352,076     

5.75%, 05/25/2036

     254,884  
    251,806     

6.00%, 05/25/2036

     200,728  
    174,837     

6.00%, 12/25/2036

     117,119  
     Angel Oak Mortgage Trust LLC

 

    1,642,847     

2.48%, 07/25/2047(1)(6)

     1,618,913  
    598,071     

2.71%, 11/25/2047(1)(6)

     593,562  
    315,769     

2.81%, 01/25/2047(1)(6)

     313,997  
     Banc of America Funding Trust

 

    591,518     

1 mo. USD LIBOR + 0.300%, 2.81%, 05/20/2047(4)

     542,497  
    1,954,790     

5.77%, 05/25/2037(6)

     1,878,863  
    73,310     

5.85%, 01/25/2037(5)

     68,005  
     Bear Stearns Adjustable Rate Mortgage Trust

 

    363,555     

4.40%, 02/25/2036(6)

     316,376  
    542,231     

12 mo. USD CMT + 2.300%, 4.73%, 10/25/2035(4)

     546,974  
    2,042,790     

Bear Stearns Alt-A Trust
1 mo. USD LIBOR + 0.500%, 3.01%, 01/25/2036(4)

     2,083,474  
    643,298     

Bear Stearns Mortgage Funding Trust
1 mo. USD LIBOR + 0.180%, 2.69%, 10/25/2036(4)

     591,225  
    2,830,000     

Cent CLO Ltd.
3 mo. USD LIBOR + 1.150%, 3.92%, 07/27/2030(1)(4)

     2,805,945  
    543,284     

Chase Mortgage Finance Trust
4.30%, 12/25/2035(6)

     522,610  
     CHL Mortgage Pass-Through Trust

 

    606,070     

1 mo. USD LIBOR + 0.680%, 3.19%, 03/25/2035(4)

     564,702  
    300,707     

3.79%, 06/20/2035(6)

     302,064  
    769,882     

3.86%, 11/20/2035(6)

     701,454  
    1,033,190     

4.04%, 09/25/2047(6)

     958,178  
    545,348     

4.33%, 04/20/2036(6)

     432,300  
    5,584,303     

CIM Trust
3.00%, 04/25/2057(1)(6)

     5,546,989  
    1,915,000     

Colombia Cent CLO Ltd.
3 mo. USD LIBOR + 1.150%, 3.64%, 10/25/2028(1)(4)

     1,905,302  
     COLT Mortgage Loan Trust

 

    2,929,789     

2.42%, 10/25/2047(1)(6)

     2,911,440  
    1,133,291     

2.61%, 05/27/2047(1)(6)

     1,126,741  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

 

    $    1,704,968     

2.93%, 02/25/2048(1)(6)

   $         1,687,745  
    889,604     

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

     852,747  
     CSMC Trust   
    2,213,276     

3.25%, 04/25/2047(1)(6)

     2,160,285  
    3,200,423     

4.13%, 07/25/2058(1)(6)

     3,197,969  
     Deephaven Residential Mortgage Trust   
    1,169,957     

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

     1,151,518  
    1,456,859     

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

     1,439,276  
    597,365     

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

     591,749  
    174,490     

DSLA Mortgage Loan Trust
1 mo. USD LIBOR + 0.360%, 2.87%, 01/19/2045(4)

     167,005  
    1,765,143     

Fannie Mae Connecticut Avenue Securities
1 mo. USD LIBOR + 4.350%, 6.86%, 05/25/2029(4)

     1,928,979  
    1,867,116     

Galton Funding Mortgage Trust
3.50%, 11/25/2057(1)(6)

     1,862,725  
     GMACM Mortgage Loan Trust   
    89,608     

4.00%, 04/19/2036(6)

     79,982  
    451,254     

4.11%, 09/19/2035(6)

     436,111  
     GSR Mortgage Loan Trust   
    2,679,525     

1 mo. USD LIBOR + 0.300%, 2.81%, 01/25/2037(4)

     1,480,790  
    163,183     

4.19%, 10/25/2035(6)

     135,285  
    1,497,630     

4.41%, 01/25/2036(6)

     1,493,703  
     HarborView Mortgage Loan Trust   
    839,763     

1 mo. USD LIBOR + 0.190%, 2.70%, 01/19/2038(4)

     808,051  
    1,614,380     

1 mo. USD LIBOR + 0.240%, 2.75%, 12/19/2036(4)

     1,476,909  
    2,330,000     

Home Re Ltd.
1 mo. USD LIBOR + 1.600%, 4.11%, 10/25/2028(1)(4)

     2,332,714  
     IndyMac Index Mortgage Loan Trust   
    514,065     

3.77%, 03/25/2036(6)

     463,685  
    1,250,689     

3.86%, 04/25/2037(6)

     952,536  
    468,162     

4.59%, 01/25/2036(6)

     466,186  
     JP Morgan Mortgage Trust   
    135,565     

4.18%, 04/25/2037(6)

     127,754  
    384,649     

4.19%, 05/25/2036(6)

     374,750  
    420,300     

4.45%, 09/25/2035(6)

     424,889  
    2,840,000     

LCM XX L.P.
3 mo. USD LIBOR + 1.040%, 3.80%, 10/20/2027(1)(4)

     2,820,336  
    584,932     

Lehman XS Trust
1 mo. USD LIBOR + 0.210%, 2.72%, 07/25/2046(4)

     562,959  
     LSTAR Securities Investment Ltd.   
    502,571     

1 mo. USD LIBOR + 1.550%, 4.07%, 02/01/2023(1)(4)

     491,946  
    1,454,478     

1 mo. USD LIBOR + 1.650%, 4.17%, 11/01/2022(1)(4)

     1,454,912  
    1,221,270     

1 mo. USD LIBOR + 1.750%, 4.27%, 09/01/2022(1)(4)

     1,224,734  
    1,089,748     

1 mo. USD LIBOR + 1.750%, 4.27%, 10/01/2022(1)(4)

     1,085,800  
    2,916,586     

Luminent Mortgage Trust
1 mo. USD LIBOR + 0.190%, 2.70%, 05/25/2046(4)

     2,575,013  
     MetLife Securitization Trust   
    1,943,923     

3.00%, 04/25/2055(1)(6)

     1,908,995  
    4,012,584     

3.75%, 03/25/2057(1)(6)

     4,027,315  
    1,291,272     

MFA Trust
2.59%, 02/25/2057(1)(6)

     1,271,637  
    4,255,478     

Mill City Mortgage Loan Trust
2.75%, 01/25/2061(1)(6)

     4,154,160  
    636,429     

Morgan Stanley Mortgage Loan Trust
4.09%, 05/25/2036(6)

     475,686  
    5,683,490     

New Residential Mortgage LLC
3.79%, 07/25/2054(1)

     5,739,509  
     New Residential Mortgage Loan Trust   
    6,737,626     

1 mo. USD LIBOR + 0.750%, 3.26%, 01/25/2048(1)(4)

     6,702,297  
    3,385,688     

3.75%, 11/26/2035(1)(6)

     3,388,247  
    3,241,413     

3.75%, 11/25/2056(1)(6)

     3,236,758  
    6,520,168     

4.00%, 02/25/2057(1)(6)

     6,560,198  
    6,543,588     

4.00%, 03/25/2057(1)(6)

     6,602,968  
    4,492,372     

4.00%, 04/25/2057(1)(6)

     4,563,730  
    4,369,789     

4.00%, 05/25/2057(1)(6)

     4,408,372  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

 

    $    1,013,140     

OBX Trust
1 mo. USD LIBOR + 0.650%, 3.16%, 06/25/2057(1)(4)

   $         1,005,874  
     OZLM Ltd.   
    1,120,000     

3 mo. USD LIBOR + 1.010%, 3.78%, 07/17/2029(1)(4)

     1,107,320  
    3,765,000     

3 mo. USD LIBOR + 1.050%, 3.80%, 04/30/2027(1)(4)

     3,740,351  
    1,149,659     

RBSGC Mortgage Loan Trust
6.25%, 01/25/2037

     1,117,016  
     Residential Accredit Loans, Inc.   
    1,675,978     

1 mo. USD LIBOR + 0.300%, 2.81%, 04/25/2036(4)

     1,539,725  
    1,502,837     

3.48%, 11/25/2037(6)

     1,337,059  
    1,145,769     

6.00%, 12/25/2035

     1,094,581  
    820,958     

Residential Asset Securitization Trust
5.50%, 06/25/2035

     722,438  
    574,193     

Residential Funding Mortgage Securities, Inc.
4.16%, 08/25/2035(6)

     433,577  
    692,262     

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

     486,457  
     Towd Point Mortgage Trust   
    2,653,404     

2.25%, 04/25/2056(1)(6)

     2,595,057  
    2,269,629     

2.75%, 08/25/2055(1)(6)

     2,229,574  
    280,150     

3.00%, 03/25/2054(1)(6)

     277,122  
    4,781,496     

1 mo. USD LIBOR + 0.600%, 3.11%, 02/25/2057(1)(4)

     4,785,244  
     WaMu Mortgage Pass-Through Certificates Trust   
    537,719     

12 mo. MTA + 0.880%, 3.13%, 10/25/2046(4)

     501,411  
    430,937     

12 mo. MTA + 0.980%, 3.23%, 07/25/2046(4)

     411,983  
    1,131,524     

3.59%, 06/25/2037(6)

     1,051,091  
     Washington Mutual Mortgage Pass-Through Certificates WMALT Trust   
    639,774     

12 mo. MTA + 0.830%, 3.08%, 11/25/2046(4)

     579,594  
    1,269,987     

1 mo. USD LIBOR + 0.600%, 3.11%, 07/25/2036(4)

     863,647  
     Wells Fargo Commercial Mortgage Trust   
    29,806,532     

1.15%, 09/15/2057(6)(7)

     1,336,248  
    859,000     

3.84%, 09/15/2058

     879,477  
    308,500     

Wells Fargo Mortgage Backed Securities Trust
4.62%, 09/25/2036(6)

     308,596  
       

 

 

 
          148,198,830  
       

 

 

 
    

Total Asset & Commercial Mortgage Backed Securities
(cost $615,047,728)

   $ 610,493,533  
       

 

 

 

Corporate Bonds - 29.1%

  
     Aerospace/Defense - 0.4%

 

     DAE Funding LLC   
    $        65,000     

4.50%, 08/01/2022(1)

   $ 64,187  
    70,000     

5.00%, 08/01/2024(1)

     68,810  
    1,442,000     

Lockheed Martin Corp.
4.09%, 09/15/2052

     1,418,427  
     United Technologies Corp.   
    140,000     

2.80%, 05/04/2024

     135,498  
    4,060,000     

3.65%, 08/16/2023

     4,120,555  
    1,115,000     

3.95%, 08/16/2025

     1,140,796  
    335,000     

4.63%, 11/16/2048

     344,452  
       

 

 

 
          7,292,725  
       

 

 

 
     Agriculture - 0.6%

 

     Altria Group, Inc.

 

    650,000     

2.63%, 09/16/2026

     575,810  
    3,360,000     

2.85%, 08/09/2022

     3,286,745  
    740,000     

3.88%, 09/16/2046

     574,080  
     BAT Capital Corp.   
    440,000     

3.22%, 08/15/2024

     420,827  
    2,930,000     

3.56%, 08/15/2027

     2,680,740  
    2,835,000     

4.39%, 08/15/2037

     2,415,711  
    645,000     

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

     642,987  
       

 

 

 
          10,596,900  
       

 

 

 


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

 

     Airlines - 0.1%

 

     Delta Air Lines, Inc.   

$

    430,000     

3.63%, 03/15/2022

   $ 427,183  
    1,190,000     

3.80%, 04/19/2023

             1,160,783  
       

 

 

 
          1,587,966  
       

 

 

 
     Auto Manufacturers - 0.6%

 

CAD

    995,000     

Daimler Canada Finance, Inc.
3 mo. CDOR + 0.830%, 3.15%, 07/08/2019(4)

     759,258  

$

    315,000     

Daimler Finance North America LLC
3 mo. USD LIBOR + 0.390%, 2.97%, 05/04/2020(1)(4)

     313,314  
     Ford Motor Co.   
    395,000     

4.75%, 01/15/2043

     299,800  
    465,000     

5.29%, 12/08/2046

     372,605  
     Ford Motor Credit Co. LLC   
    200,000     

3 mo. USD LIBOR + 1.000%, 3.80%, 01/09/2020(4)

     199,187  
    555,000     

3.82%, 11/02/2027(9)

     467,122  
     General Motors Co.   
    560,000     

5.95%, 04/01/2049

     522,753  
    965,000     

6.25%, 10/02/2043

     937,403  
    720,000     

6.75%, 04/01/2046

     739,173  
     General Motors Financial Co., Inc.   
    680,000     

3.70%, 05/09/2023

     656,801  
    1,255,000     

3.95%, 04/13/2024

     1,202,257  
    375,000     

3 mo. USD LIBOR + 1.270%, 4.06%, 10/04/2019(4)

     375,756  
    500,000     

3 mo. USD LIBOR + 1.560%, 4.35%, 01/15/2020(4)

     500,041  
    2,605,000     

Volkswagen Group of America Finance LLC
3.88%, 11/13/2020(1)

     2,634,493  

CAD

    60,000     

VW Credit Canada, Inc.
2.50%, 10/01/2019(10)

     45,647  
       

 

 

 
          10,025,610  
       

 

 

 
     Auto Parts & Equipment - 0.0%

 

$

    250,000     

Adient Global Holdings Ltd.
4.88%, 08/15/2026(1)

     187,500  
    285,000     

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

     261,773  
       

 

 

 
          449,273  
       

 

 

 
     Beverages - 1.5%

 

    

Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.

  
    3,735,000     

3.65%, 02/01/2026(1)

     3,669,650  
    140,000     

4.70%, 02/01/2036(1)

     134,533  
    2,440,000     

Anheuser-Busch InBev Finance, Inc.
3.30%, 02/01/2023

     2,434,358  
     Anheuser-Busch InBev Worldwide, Inc.   
    1,475,000     

3.50%, 01/12/2024

     1,480,160  
    1,526,000     

3.75%, 07/15/2042

     1,250,597  
    1,175,000     

4.15%, 01/23/2025

     1,206,801  
    870,000     

4.60%, 04/15/2048

     787,564  
    1,050,000     

4.75%, 01/23/2029

     1,089,703  
    2,080,000     

4.75%, 04/15/2058

     1,850,341  
    7,335,000     

5.45%, 01/23/2039

     7,663,624  
     Constellation Brands, Inc.   
    1,300,000     

2.65%, 11/07/2022

     1,257,241  
    325,000     

2.70%, 05/09/2022

     316,733  
    1,345,000     

3.60%, 02/15/2028

     1,285,860  
    1,425,000     

4.40%, 11/15/2025

     1,468,580  
    1,597,000     

4.75%, 12/01/2025

     1,674,278  
       

 

 

 
          27,570,023  
       

 

 

 
     Biotechnology - 0.1%

 

    1,335,000     

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

     1,316,476  
    585,000     

Gilead Sciences, Inc.
3.25%, 09/01/2022

     589,268  
       

 

 

 
          1,905,744  
       

 

 

 


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

 

     Chemicals - 1.0%

 

$

     380,000    

CF Industries, Inc.
4.95%, 06/01/2043

   $ 315,039  
     225,000    

Chemours Co.
5.38%, 05/15/2027

     216,000  
     DowDuPont, Inc.

 

     200,000    

3 mo. USD LIBOR + 0.710%, 3.42%, 11/15/2020(4)(9)

     201,051  
     2,940,000    

4.21%, 11/15/2023

             3,047,374  
     2,850,000    

4.73%, 11/15/2028

     3,020,587  
     915,000    

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

     804,133  
     Methanex Corp.

 

     1,095,000    

4.25%, 12/01/2024

     1,043,004  
     409,000    

5.65%, 12/01/2044

     369,830  
     285,000    

Olin Corp.
5.13%, 09/15/2027(9)

     277,875  
     2,125,000    

SABIC Capital II B.V.
4.00%, 10/10/2023(1)

     2,148,375  
     1,520,000    

Sherwin-Williams Co.
3.45%, 06/01/2027

     1,451,491  
     Syngenta Finance N.V.

 

     1,810,000    

4.89%, 04/24/2025(1)

     1,771,881  
     2,170,000    

5.18%, 04/24/2028(1)

     2,066,791  
     270,000    

Versum Materials, Inc.
5.50%, 09/30/2024(1)

     274,050  
       

 

 

 
          17,007,481  
       

 

 

 
     Commercial Banks - 8.7%

 

     Banco Bilbao Vizcaya Argentaria S.A.

 

     4,600,000    

5 year USD Swap + 3.870%, 6.13%, 11/16/2027(4)(9)(11)

     4,053,750  

EUR

     200,000    

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

     255,246  
     Banco de Sabadell S.A.

 

     1,400,000    

5 year EUR Swap + 6.051%, 6.13%, 11/23/2022(4)(10)(11)

     1,507,267  
     2,200,000    

5 year EUR Swap + 6.414%, 6.50%, 05/18/2022(4)(10)(11)

     2,438,385  
     Banco Santander S.A.

 

$

     1,000,000    

3.80%, 02/23/2028

     935,240  

EUR

     2,000,000    

5 year EUR Swap + 6.803%, 6.75%, 04/25/2022(4)(10)(11)

     2,418,690  
     Bank of America Corp.

 

$

     1,185,000    

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

     1,180,867  
     5,830,000    

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

     5,742,959  
     3,750,000    

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

     3,697,393  
     1,070,000    

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

     1,087,718  
     885,000    

4.00%, 01/22/2025

     891,956  
     2,190,000    

4.20%, 08/26/2024

     2,241,756  
     2,235,000    

7.75%, 05/14/2038

     3,043,669  
     225,000    

Barclays plc
5 year USD Swap + 6.772%, 7.88%, 03/15/2022(4)(10)(11)

     234,238  
     BNP Paribas S.A.

 

     2,305,000    

3.38%, 01/09/2025(1)

     2,220,031  
     2,030,000    

4.40%, 08/14/2028(1)

     2,022,043  
     430,000    

5 year USD Swap + 2.838%, 5.13%, 11/15/2027(1)(4)(11)

     377,862  
     1,040,000    

5 year USD Swap + 6.314%, 7.63%, 03/30/2021(1)(4)(11)

     1,094,839  
     BPCE S.A.

 

     510,000    

2.75%, 01/11/2023(1)

     495,542  
     1,090,000    

3.00%, 05/22/2022(1)

     1,064,216  

EUR

     200,000    

Caixa Geral de Depositos S.A.
5 year EUR Swap + 10.925%, 10.75%, 03/30/2022(4)(10)(11)

     257,878  
     800,000    

CaixaBank S.A.
5 year EUR Swap + 6.498%, 6.75%, 06/13/2024(4)(10)(11)

     955,741  

$

     200,000    

Capital One Financial Corp.
3 mo. USD LIBOR + 0.760%, 3.38%, 05/12/2020(4)

     200,682  
     270,000    

Citibank NA
3 mo. USD LIBOR + 0.320%, 3.06%, 05/01/2020(4)

     269,934  
     Citigroup, Inc.

 

     1,205,000    

2.70%, 10/27/2022

     1,179,575  
     1,385,000    

3.20%, 10/21/2026

     1,332,544  


 

The Hartford Total Return Bond Fund

 

 

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

 

$

     1,010,000    

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

   $ 974,711  
     2,680,000    

3 mo. USD LIBOR + 1.100%, 3.74%, 05/17/2024(4)

             2,677,821  
     835,000    

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

     841,593  
     2,005,000    

4.45%, 09/29/2027

     2,034,314  
     94,000    

4.65%, 07/30/2045

     96,715  
     797,000    

4.75%, 05/18/2046

     798,350  
     Credit Agricole S.A.

 

     1,425,000    

5 year USD Swap +1.644%, 4.00%, 01/10/2033(1)(4)

     1,334,733  
     2,400,000    

5 year USD Swap + 6.185%, 8.13%, 12/23/2025(1)(4)(11)

     2,601,000  
     4,990,000    

Credit Suisse Group AG
5 year USD Swap + 3.455%, 6.25%, 12/18/2024(1)(4)(11)

     4,933,443  
     Danske Bank A/S

 

     2,500,000    

5.00%, 01/12/2022(1)

     2,535,073  
     2,935,000    

5.38%, 01/12/2024(1)

     2,976,655  

EUR

     700,000    

5 year EUR Swap + 5.471%, 5.88%, 04/06/2022(4)(10)(11)

     806,227  

$

     900,000    

DNB Bank ASA
5 year USD Swap + 5.080%, 6.50%, 03/26/2022(4)(10)(11)

     906,750  
     Goldman Sachs Group, Inc.

 

     1,660,000    

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

     1,635,415  
     2,720,000    

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

     2,661,794  
     500,000    

3 mo. USD LIBOR + 0.800%, 3.58%, 12/13/2019(4)

     501,184  
     1,215,000    

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

     1,179,057  
     4,110,000    

3 mo. USD LIBOR + 1.158%, 3.81%, 04/23/2029(4)

     4,000,482  
     1,165,000    

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

     1,093,784  
     1,255,000    

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

     1,260,440  
     425,000    

5.15%, 05/22/2045

     436,569  
     291,000    

6.00%, 06/15/2020

     302,429  
     585,000    

6.25%, 02/01/2041

     706,502  
     1,005,000    

6.75%, 10/01/2037

     1,223,849  
     HSBC Holdings plc

 

     1,125,000    

2.95%, 05/25/2021

     1,120,755  
     1,360,000    

3.40%, 03/08/2021

     1,367,146  
     1,125,000    

3.60%, 05/25/2023

     1,133,154  
     1,235,000    

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

     1,262,187  
     2,400,000    

5 year USD ICE Swap + 3.746%, 6.00%, 05/22/2027(4)(11)

     2,310,000  
     2,125,000    

5 year USD ICE Swap + 3.453%, 6.25%, 03/23/2023(4)(11)

     2,114,375  
     Intesa Sanpaolo S.p.A.

 

     395,000    

3.38%, 01/12/2023(1)

     368,258  
     875,000    

3.88%, 01/12/2028(1)

     752,797  
     2,375,000    

5 year USD Swap + 5.462%, 7.70%, 09/17/2025(1)(4)(9)(11)

     2,176,094  

EUR

     800,000    

5 year EUR Swap + 7.192%, 7.75%, 01/11/2027(4)(10)(11)

     967,796  
     JP Morgan Chase & Co.

 

$

     1,465,000    

2.40%, 06/07/2021

     1,446,236  
     3,765,000    

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

     3,702,589  
     1,785,000    

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

     1,733,356  
     1,570,000    

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

     1,596,247  
     4,305,000    

3 mo. USD LIBOR + 1.245%, 3.96%, 01/29/2027(4)

     4,381,143  
     1,285,000    

3 mo. USD LIBOR + 1.120%, 4.01%, 04/23/2029(4)

     1,297,146  
     Morgan Stanley

 

     1,030,000    

2.63%, 11/17/2021

     1,015,767  
     3,540,000    

2.75%, 05/19/2022

     3,487,205  
     100,000    

3 mo. USD LIBOR + 0.800%, 3.41%, 02/14/2020(4)

     100,000  
     4,870,000    

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

     4,753,029  
     635,000    

3.63%, 01/20/2027

     624,173  
     1,515,000    

3.95%, 04/23/2027

     1,478,294  
     2,710,000    

4.00%, 07/23/2025

     2,775,736  
     1,430,000    

3 mo. USD LIBOR + 1.628%, 4.43%, 01/23/2030(4)

     1,485,720  
     520,000    

Royal Bank of Scotland Group plc
5 year USD Swap + 5.720%, 8.00%, 08/10/2025(4)(11)

     543,920  
     1,375,000    

Santander Holdings USA, Inc.
3.70%, 03/28/2022

     1,373,308  
     Societe Generale S.A.

 

     2,225,000    

5 year USD Swap + 6.238%, 7.38%, 09/13/2021(1)(4)(11)

     2,298,425  
     200,000    

5 year USD Swap + 4.979%, 7.88%, 12/18/2023(1)(4)(11)

     204,870  
     Standard Chartered plc

 

     470,000    

3 mo. USD LIBOR + 1.130%, 3.77%, 08/19/2019(4)(10)

     471,894  


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    2,050,000   

5 year USD Swap + 6.301%, 7.50%, 04/02/2022(4)(10)(11)

   $         2,132,000  
2,170,000   

UBS AG
2.45%, 12/01/2020(1)

     2,140,462  
  

UBS Group Funding Switzerland AG

 

980,000   

2.65%, 02/01/2022(1)

     958,310  
900,000   

5 year USD ICE Swap + 5.497%, 6.88%, 03/22/2021(4)(10)(11)

     923,625  
2,315,000   

5 year USD Swap + 5.464%, 7.13%, 02/19/2020(4)(10)(11)

     2,358,406  
  

UniCredit S.p.A.

 

EUR     1,825,000   

5 year EUR Swap + 4.925%, 5.38%, 06/03/2025(4)(10)(11)

     1,781,806  
$    2,275,000   

6.57%, 01/14/2022(1)

     2,324,079  
EUR     1,475,000   

5 year EUR Swap + 6.387%, 6.63%, 06/03/2023(4)(10)(11)

     1,618,595  
$    1,070,000   

5 year USD Swap + 5.180%, 8.00%, 06/03/2024(4)(10)(11)

     978,797  
  

Wells Fargo & Co.

 

1,615,000   

2.63%, 07/22/2022

     1,584,434  
1,190,000   

3.00%, 04/22/2026

     1,140,584  
955,000   

3.00%, 10/23/2026

     912,864  
2,805,000   

3.07%, 01/24/2023

     2,789,681  
2,975,000   

3 mo. USD LIBOR + 1.310%, 3.58%, 05/22/2028(4)

     2,945,831  
2,715,000   

3.75%, 01/24/2024

     2,762,375  
390,000   

4.90%, 11/17/2045

     407,085  
410,000   

5.61%, 01/15/2044

     467,890  
     

 

 

 
     156,287,355  
     

 

 

 
  

Commercial Services - 0.5%

 

4,634,000   

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

     4,540,949  
210,000   

Ashtead Capital, Inc.
4.13%, 08/15/2025(1)

     200,550  
4,030,000   

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

     4,012,671  
265,000   

United Rentals North America, Inc.
5.50%, 07/15/2025

     268,313  
     

 

 

 
     9,022,483  
     

 

 

 
  

Construction Materials - 0.1%

 

  

Standard Industries, Inc.

 

145,000   

5.00%, 02/15/2027(1)

     135,575  
255,000   

5.38%, 11/15/2024(1)

     253,087  
435,000   

6.00%, 10/15/2025(1)

     437,175  
     

 

 

 
     825,837  
     

 

 

 
  

Diversified Financial Services - 0.3%

 

1,865,000   

American Express Co.
3.40%, 02/27/2023

     1,871,456  
1,490,000   

Capital One Financial Corp.
3.90%, 01/29/2024

     1,500,580  
  

Navient Corp.

 

100,000   

5.88%, 03/25/2021

     101,968  
70,000   

5.88%, 10/25/2024

     65,800  
275,000   

6.63%, 07/26/2021

     282,563  
270,000   

7.25%, 01/25/2022

     280,125  
90,000   

7.25%, 09/25/2023

     91,575  
925,000   

Societe Generale S.A.
5 year USD Swap + 3.929%, 6.75%, 04/06/2028(1)(4)(11)

     844,062  
     

 

 

 
     5,038,129  
     

 

 

 
  

Electric - 1.5%

 

  

AES Corp.

 

270,000   

4.00%, 03/15/2021

     269,325  
485,000   

4.88%, 05/15/2023

     489,850  
950,000   

Berkshire Hathaway Energy Co.
3.25%, 04/15/2028

     919,385  
850,000   

DTE Energy Co.
1.50%, 10/01/2019

     840,991  
575,000   

Duke Energy Carolinas LLC
4.25%, 12/15/2041

     579,305  


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$    1,225,000   

Duke Energy Florida LLC
3.40%, 10/01/2046

   $         1,087,026  
1,435,000   

Duke Energy Progress LLC
4.38%, 03/30/2044

     1,466,862  
  

Exelon Corp.

 

370,000   

2.45%, 04/15/2021

     361,946  
1,880,000   

2.85%, 06/15/2020

     1,869,408  
2,095,000   

3.95%, 06/15/2025

     2,102,352  
520,000   

Fortis, Inc.
2.10%, 10/04/2021

     500,879  
3,407,000   

Georgia Power Co.
2.00%, 09/08/2020

     3,357,231  
1,230,000   

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

     1,207,853  
495,000   

Oncor Electric Delivery Co. LLC
5.75%, 03/15/2029

     577,366  
  

Pacific Gas & Electric Co.

 

810,000   

2.95%, 03/01/2026(12)

     646,299  
4,525,000   

3.30%, 12/01/2027(12)

     3,624,525  
752,000   

3.40%, 08/15/2024(12)

     622,280  
2,265,000   

6.05%, 03/01/2034(12)

     1,987,538  
  

South Carolina Electric & Gas Co.

 

380,000   

3.50%, 08/15/2021

     384,887  
245,000   

4.25%, 08/15/2028

     256,579  
1,990,000   

4.50%, 06/01/2064

     1,918,412  
  

Southern Co.

 

490,000   

2.95%, 07/01/2023

     481,226  
1,270,000   

3.25%, 07/01/2026

     1,212,258  
     

 

 

 
        26,763,783  
     

 

 

 
  

Electronics - 0.0%

 

760,000   

Fortive Corp.
2.35%, 06/15/2021

     742,371  
     

 

 

 
  

Engineering & Construction - 0.5%

 

1,895,000   

Fluor Corp.
4.25%, 09/15/2028

     1,831,980  
  

Mexico City Airport Trust

 

430,000   

3.88%, 04/30/2028(1)

     379,583  
200,000   

5.50%, 07/31/2047(1)

     177,180  
  

SBA Tower Trust

 

4,130,000   

3.17%, 04/09/2047(1)

     4,074,047  
2,040,000   

3.45%, 03/15/2048(1)

     2,027,518  
     

 

 

 
        8,490,308  
     

 

 

 
  

Entertainment - 0.1%

 

1,080,000   

GLP Capital L.P. / GLP Financing II, Inc.
5.30%, 01/15/2029

     1,091,858  
  

WMG Acquisition Corp.

 

425,000   

4.88%, 11/01/2024(1)

     416,500  
185,000   

5.00%, 08/01/2023(1)

     183,613  
     

 

 

 
        1,691,971  
     

 

 

 
  

Food - 0.5%

 

  

Conagra Brands, Inc.

 

635,000   

3 mo. USD LIBOR + 0.750%, 3.51%, 10/22/2020(4)

     631,850  
360,000   

3.80%, 10/22/2021

     361,379  
1,890,000   

4.30%, 05/01/2024

     1,901,652  
240,000   

4.60%, 11/01/2025

     243,042  
325,000   

5.30%, 11/01/2038

     312,170  
  

Kraft Heinz Foods Co.

 

1,220,000   

4.38%, 06/01/2046

     1,051,056  
3,175,000   

4.63%, 01/30/2029

     3,226,853  
1,415,000   

Sysco Corp.
2.50%, 07/15/2021

     1,387,764  


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$        285,000  

TreeHouse Foods, Inc.
6.00%, 02/15/2024(1)(9)

   $ 292,809  
    

 

 

 
               9,408,575  
    

 

 

 
 

Food Service - 0.0%

 

580,000  

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

     566,225  
    

 

 

 
 

Forest Products & Paper - 0.1%

 

2,065,000  

Suzano Austria GmbH
6.00%, 01/15/2029(1)

     2,160,506  
    

 

 

 
 

Gas - 0.1%

 

 

AmeriGas Partners L.P. / AmeriGas Finance Corp.

 

40,000  

5.63%, 05/20/2024

     39,500  
365,000  

5.88%, 08/20/2026

     359,635  
1,260,000  

Sempra Energy
2.40%, 02/01/2020

     1,248,024  
    

 

 

 
       1,647,159  
    

 

 

 
 

Healthcare-Products - 0.4%

 

 

Becton Dickinson and Co.

 

3,610,000  

3.36%, 06/06/2024

     3,537,639  
2,025,000  

3.70%, 06/06/2027

     1,974,939  
1,900,000  

Boston Scientific Corp.
4.00%, 03/01/2028

     1,912,450  
 

Thermo Fisher Scientific, Inc.

 

320,000  

2.95%, 09/19/2026

     303,061  
190,000  

3.00%, 04/15/2023

     187,305  
    

 

 

 
       7,915,394  
    

 

 

 
 

Healthcare-Services - 1.0%

 

590,000  

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

     573,790  
 

Anthem, Inc.

 

2,560,000  

3.50%, 08/15/2024

     2,554,265  
1,920,000  

3.65%, 12/01/2027

     1,888,412  
320,000  

4.63%, 05/15/2042

     309,868  
 

Cigna Corp.

 

1,150,000  

4.13%, 11/15/2025(1)

     1,173,305  
6,410,000  

4.38%, 10/15/2028(1)

     6,581,961  
 

Community Health Systems, Inc.

 

480,000  

5.13%, 08/01/2021(9)

     461,400  
75,000  

6.25%, 03/31/2023

     71,625  
450,000  

Halfmoon Parent, Inc.
3 mo. USD LIBOR + 0.350%, 3.14%, 03/17/2020(1)(4)

     449,220  
 

UnitedHealth Group, Inc.

 

805,000  

3.50%, 06/15/2023

     823,003  
780,000  

3.70%, 12/15/2025

     801,186  
1,195,000  

3.75%, 07/15/2025

     1,236,825  
435,000  

4.75%, 07/15/2045

     483,137  
    

 

 

 
       17,407,997  
    

 

 

 
 

Home Builders - 0.1%

 

530,000  

Lennar Corp.
4.75%, 11/29/2027

     502,175  
285,000  

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

     286,425  
475,000  

Toll Brothers Finance Corp.
4.88%, 11/15/2025

     461,937  
    

 

 

 
       1,250,537  
    

 

 

 
 

Insurance - 0.3%

 

660,000  

CNO Financial Group, Inc.
5.25%, 05/30/2025

     668,250  
 

Genworth Holdings, Inc.

 

10,000  

4.80%, 02/15/2024

     8,625  
350,000  

4.90%, 08/15/2023

     307,125  
15,000  

7.63%, 09/24/2021

     15,075  


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Marsh & McLennan Cos., Inc.

 

$    1,275,000   

3.88%, 03/15/2024

   $         1,301,298  
815,000   

4.38%, 03/15/2029

     842,980  
655,000   

4.75%, 03/15/2039

     681,173  
175,000   

Massachusetts Mutual Life Insurance Co.
8.88%, 06/01/2039(1)

     263,466  
380,000   

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

     389,500  
795,000   

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

     779,043  
     

 

 

 
        5,256,535  
     

 

 

 
  

Internet - 0.5%

 

  

Alibaba Group Holding Ltd.

 

2,680,000   

3.40%, 12/06/2027

     2,559,250  
615,000   

4.00%, 12/06/2037

     577,140  
850,000   

4.20%, 12/06/2047

     795,564  
  

Amazon.com, Inc.

 

660,000   

2.80%, 08/22/2024

     655,289  
2,030,000   

3.88%, 08/22/2037

     2,037,572  
140,000   

Symantec Corp.
5.00%, 04/15/2025(1)

     139,337  
  

Tencent Holdings Ltd.

 

1,670,000   

2.99%, 01/19/2023(1)

     1,634,980  
905,000   

3.60%, 01/19/2028(1)

     880,258  
     

 

 

 
        9,279,390  
     

 

 

 
  

Iron/Steel - 0.3%

 

285,000   

Commercial Metals Co.
5.38%, 07/15/2027

     259,350  
  

Steel Dynamics, Inc.

 

600,000   

4.13%, 09/15/2025

     570,000  
200,000   

5.50%, 10/01/2024

     206,460  
  

Vale Overseas Ltd.

 

3,625,000   

6.25%, 08/10/2026

     3,865,156  
340,000   

6.88%, 11/10/2039

     377,366  
     

 

 

 
        5,278,332  
     

 

 

 
  

IT Services - 0.1%

 

505,000   

Apple, Inc.
3.45%, 02/09/2045

     460,114  
670,000   

Hewlett Packard Enterprise Co.
6.35%, 10/15/2045

     682,613  
250,000   

IBM Credit LLC
3 mo. USD LIBOR + 0.47%, 3.18%, 11/30/2020(4)

     250,777  
     

 

 

 
        1,393,504  
     

 

 

 
  

Leisure Time - 0.0%

 

135,000   

VOC Escrow Ltd.
5.00%, 02/15/2028(1)

     131,612  
     

 

 

 
  

Lodging - 0.0%

 

230,000   

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

     231,725  
  

Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.

 

50,000   

5.25%, 05/15/2027(1)

     46,750  
55,000   

5.50%, 03/01/2025(1)

     53,488  
     

 

 

 
        331,963  
     

 

 

 
  

Machinery - Construction & Mining - 0.0%

 

145,000   

BWX Technologies, Inc.
5.38%, 07/15/2026(1)

     146,450  
     

 

 

 
  

Media - 1.9%

 

  

CCO Holdings LLC / CCO Holdings Capital Corp.

 

30,000   

5.13%, 05/01/2027(1)

     28,987  
170,000   

5.75%, 02/15/2026(1)

     172,550  
  

Charter Communications Operating LLC / Charter Communications Operating Capital

 

2,400,000   

4.20%, 03/15/2028

     2,319,009  


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$      1,965,000     

5.75%, 04/01/2048

   $         1,957,822  
     1,355,000     

6.48%, 10/23/2045

     1,458,396  
     

Comcast Corp.

 

     600,000     

2.35%, 01/15/2027

     548,631  
     245,000     

3.20%, 07/15/2036

     213,445  
     570,000     

3.95%, 10/15/2025

     589,876  
     40,000     

4.05%, 11/01/2052

     37,161  
     825,000     

4.15%, 10/15/2028

     854,239  
     860,000     

4.25%, 10/15/2030

     891,453  
     630,000     

4.60%, 10/15/2038

     651,193  
     430,000     

4.95%, 10/15/2058

     454,055  
     

Cox Communications, Inc.

 

     2,596,000     

3.15%, 08/15/2024(1)

     2,519,488  
     330,000     

4.80%, 02/01/2035(1)

     305,205  
     310,000     

CSC Holdings LLC
5.50%, 04/15/2027(1)

     303,019  
     

Discovery Communications LLC

 

     1,108,000     

3.80%, 03/13/2024

     1,097,020  
     927,000     

3.95%, 06/15/2025(1)

     899,420  
     500,000     

4.90%, 03/11/2026

     511,606  
     1,065,000     

5.00%, 09/20/2037

     997,431  
     505,000     

DISH DBS Corp.
5.88%, 11/15/2024

     418,519  
     2,230,000     

Fox Corp.
4.03%, 01/25/2024(1)

     2,274,722  
     500,000     

Liberty Interactive LLC
8.25%, 02/01/2030

     506,250  
     1,104,000     

NBCUniversal Media LLC
5.95%, 04/01/2041

     1,310,827  
     1,175,000     

Time Warner Cable LLC
4.50%, 09/15/2042

     979,473  
     2,535,000     

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

     3,180,352  
     

Viacom, Inc.

 

     4,625,000     

4.25%, 09/01/2023

     4,690,051  
     584,000     

4.38%, 03/15/2043

     499,341  
     45,000     

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

     43,429  
     50,000     

3 mo. USD LIBOR + 3.899%, 6.25%, 02/28/2057(4)

     48,191  
     

Videotron Ltd.

 

     70,000     

5.13%, 04/15/2027(1)

     70,175  
     480,000     

5.38%, 06/15/2024(1)

     501,312  
     2,555,000     

Warner Media LLC
3.80%, 02/15/2027

     2,492,267  
        

 

 

 
        33,824,915  
        

 

 

 
     

Mining - 0.2%

 

     

Anglo American Capital plc

 

     745,000     

4.75%, 04/10/2027(1)

     743,347  
     1,710,000     

4.88%, 05/14/2025(1)

     1,741,511  
GBP      600,000     

Glencore Finance Europe Ltd.
6.50%, 02/27/2019(10)

     789,280  
$      460,000     

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

     466,900  
        

 

 

 
        3,741,038  
        

 

 

 
     

Miscellaneous Manufacturing - 0.0%

 

     810,000     

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

     802,536  
        

 

 

 
     

Office/Business Equipment - 0.0%

 

     760,000     

Pitney Bowes, Inc.
4.70%, 04/01/2023

     700,629  
        

 

 

 
     

Oil & Gas - 1.1%

 

     150,000     

Aker BP ASA
5.88%, 03/31/2025(1)

     153,750  
     260,000     

Anadarko Petroleum Corp.
4.50%, 07/15/2044

     235,048  


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$      275,000    

Antero Resources Corp.
5.63%, 06/01/2023

   $ 274,312  
     2,520,000    

Canadian Natural Resources Ltd.
3.85%, 06/01/2027

             2,469,350  
     800,000    

EnCana Corp.
3.90%, 11/15/2021

     805,754  
     2,700,000    

Hess Corp.
4.30%, 04/01/2027

     2,605,495  
     76,000    

6.00%, 01/15/2040

     74,563  
     2,121,000    

7.13%, 03/15/2033

     2,339,128  
     1,945,000    

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

     2,196,789  
     491,000    

Marathon Oil Corp.
3.85%, 06/01/2025

     482,372  
     885,000    

Marathon Petroleum Corp.
3.80%, 04/01/2028(1)

     848,735  
     290,000    

MEG Energy Corp.
6.50%, 01/15/2025(1)

     284,925  
     140,000    

Nabors Industries, Inc.
4.63%, 09/15/2021

     132,475  
    

Petroleos Mexicanos

 

     200,000    

6.50%, 01/23/2029

     188,450  
     1,465,000    

6.63%, 06/15/2035

     1,325,825  
     150,000    

8.00%, 05/03/2019

     151,200  
     285,000    

QEP Resources, Inc.
5.25%, 05/01/2023

     275,755  
    

SM Energy Co.

 

     130,000    

6.13%, 11/15/2022

     130,325  
     140,000    

6.75%, 09/15/2026(9)

     137,921  
     290,000    

Sunoco L.P. / Sunoco Finance Corp.
5.50%, 02/15/2026

     286,372  
     1,870,000    

Tullow Oil plc
7.00%, 03/01/2025(1)

     1,821,413  
     1,355,000    

Valero Energy Corp.
3.40%, 09/15/2026

     1,291,478  
     455,000    

WPX Energy, Inc.
5.25%, 09/15/2024

     448,175  
ARS      81,010,352    

YPF S.A.
16.50%, 05/09/2022(1)

     1,374,434  
       

 

 

 
        20,334,044  
       

 

 

 
    

Packaging & Containers - 0.2%

 

$      620,000    

Owens-Brockway Glass Container, Inc.
5.88%, 08/15/2023(1)

     641,700  
     265,000    

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

     265,490  
     2,020,000    

WRKCo, Inc.
4.65%, 03/15/2026(1)

     2,080,273  
       

 

 

 
        2,987,463  
       

 

 

 
    

Pharmaceuticals - 1.2%

 

     935,000    

Allergan Funding SCS
3.45%, 03/15/2022

     932,943  
    

Bausch Health Cos., Inc.

 

     245,000    

6.50%, 03/15/2022(1)

     253,269  
     95,000    

7.00%, 03/15/2024(1)

     99,807  
     77,000    

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

     76,781  
     3,260,000    

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

     3,245,885  
     1,735,000    

Cardinal Health, Inc.
2.62%, 06/15/2022

     1,679,415  
    

CVS Health Corp.

 

     2,650,000    

4.10%, 03/25/2025

     2,698,034  
     1,640,000    

5.05%, 03/25/2048

     1,683,536  
     1,420,000    

5.13%, 07/20/2045

     1,467,254  


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

    

Elanco Animal Health, Inc.

 

     $        972,000    

3.91%, 08/27/2021(1)

   $ 973,254  
     1,195,000    

4.27%, 08/28/2023(1)

             1,203,443  
     2,315,000    

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

     2,368,943  
     405,000    

IQVIA, Inc.
4.88%, 05/15/2023(1)

     411,075  
    

Mylan N.V.

 

     435,000    

3.15%, 06/15/2021

     425,480  
     580,000    

3.75%, 12/15/2020

     579,256  
     907,000    

3.95%, 06/15/2026

     856,807  
    

Mylan, Inc.

 

     1,170,000    

4.55%, 04/15/2028

     1,123,502  
     585,000    

5.20%, 04/15/2048

     506,951  
     1,450,000    

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

     1,411,208  
     95,000    

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

     78,879  
       

 

 

 
          22,075,722  
       

 

 

 
    

Pipelines - 0.9%

 

    

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

 

     1,570,000    

4.25%, 12/01/2027

     1,527,098  
     155,000    

6.25%, 10/15/2022

     158,875  
     270,000    

Cheniere Corpus Christi Holdings LLC
5.88%, 03/31/2025

     284,434  
    

DCP Midstream Operating L.P.

 

     100,000    

3.88%, 03/15/2023

     97,250  
     200,000    

4.95%, 04/01/2022

     202,000  
     70,000    

5.60%, 04/01/2044

     63,525  
     350,000    

Energy Transfer Equity L.P.
5.50%, 06/01/2027

     363,125  
    

Energy Transfer Operating L.P.

 

     405,000    

4.20%, 09/15/2023

     408,074  
     855,000    

4.50%, 04/15/2024

     870,931  
     315,000    

5.25%, 04/15/2029

     326,071  
     330,000    

6.25%, 04/15/2049

     351,365  
    

EQT Midstream Partners L.P.

 

     175,000    

4.75%, 07/15/2023

     177,481  
     1,040,000    

5.50%, 07/15/2028

     1,042,603  
    

MPLX L.P.

 

     765,000    

4.00%, 03/15/2028

     737,682  
     810,000    

4.13%, 03/01/2027

     792,049  
     540,000    

4.70%, 04/15/2048

     489,576  
     265,000    

5.20%, 03/01/2047

     259,510  
     200,000    

Sabine Pass Liquefaction LLC
4.20%, 03/15/2028

     196,282  
     165,000    

Sunoco Logistics Partners Operations L.P.
5.30%, 04/01/2044

     152,359  
    

Texas Eastern Transmission L.P.

 

     875,000    

2.80%, 10/15/2022(1)

     846,843  
     465,000    

3.50%, 01/15/2028(1)

     443,155  
    

TransCanada PipeLines Ltd.

 

     440,000    

4.75%, 05/15/2038

     447,489  
     180,000    

6.10%, 06/01/2040

     209,074  
     460,000    

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

     456,013  
     1,585,000    

Valero Energy Partners L.P.
4.50%, 03/15/2028

     1,598,944  
    

Western Gas Partners L.P.

 

     1,890,000    

4.50%, 03/01/2028

     1,823,606  
     1,040,000    

4.75%, 08/15/2028

     1,016,372  
     335,000    

Williams Cos., Inc.
4.30%, 03/04/2024

     343,253  
       

 

 

 
          15,685,039  
       

 

 

 


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

    

Real Estate Investment Trusts - 0.1%

 

    

Crown Castle International Corp.

 

     $        595,000    

3.15%, 07/15/2023

   $ 581,241  
     580,000    

3.20%, 09/01/2024

     555,751  
    

Equinix, Inc.

 

     95,000    

5.38%, 04/01/2023

     96,069  
     290,000    

5.88%, 01/15/2026

     299,512  
       

 

 

 
                  1,532,573  
       

 

 

 
    

Retail - 0.6%

 

     150,000    

1011778 BC ULC / New Red Finance, Inc.
4.25%, 05/15/2024(1)

     145,125  
     265,000    

Dollar Tree, Inc.
3 mo. USD LIBOR + 0.700%, 3.47%, 04/17/2020(4)

     263,928  
    

Home Depot, Inc.

 

     460,000    

3.50%, 09/15/2056

     400,704  
     260,000    

4.20%, 04/01/2043

     263,545  
    

Lowe’s Cos., Inc.

 

     2,660,000    

3.38%, 09/15/2025

     2,599,861  
     210,000    

3.70%, 04/15/2046

     178,397  
     1,495,000    

McDonald’s Corp.
3.35%, 04/01/2023(9)

     1,507,910  
     835,000    

Starbucks Corp.
3.80%, 08/15/2025

     841,850  
     285,000    

Suburban Propane Partners L.P. / Suburban Energy Finance Corp.
5.88%, 03/01/2027

     269,325  
     435,000    

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

     412,706  
     3,320,000    

Walmart, Inc.
3.40%, 06/26/2023

     3,402,339  
       

 

 

 
          10,285,690  
       

 

 

 
    

Semiconductors - 0.9%

 

    

Broadcom Corp. / Broadcom Cayman Finance Ltd.

 

     250,000    

3.13%, 01/15/2025

     231,411  
     5,480,000    

3.63%, 01/15/2024

     5,329,018  
     3,855,000    

3.88%, 01/15/2027

     3,542,142  
     135,000    

Entegris, Inc.
4.63%, 02/10/2026(1)

     130,950  
     740,000    

Intel Corp.
4.10%, 05/19/2046

     753,579  
     1,335,000    

Microchip Technology, Inc.
4.33%, 06/01/2023(1)

     1,315,178  
     4,435,000    

NXP B.V. / NXP Funding LLC
4.88%, 03/01/2024(1)

     4,549,689  
     300,000    

Sensata Technologies B.V.
5.00%, 10/01/2025(1)

     301,500  
     211,000    

Sensata Technologies UK Financing Co. plc
6.25%, 02/15/2026(1)

     218,913  
       

 

 

 
          16,372,380  
       

 

 

 
    

Software - 0.5%

 

    

CDK Global, Inc.

 

     150,000    

4.88%, 06/01/2027

     145,500  
     30,000    

5.88%, 06/15/2026

     30,722  
     680,000    

Fidelity National Information Services, Inc.
4.25%, 05/15/2028

     680,714  
    

First Data Corp.

 

     190,000    

5.00%, 01/15/2024(1)

     194,156  
     245,000    

5.38%, 08/15/2023(1)

     249,747  
    

Microsoft Corp.

 

     830,000    

3.70%, 08/08/2046

     824,256  
     1,415,000    

3.95%, 08/08/2056

     1,419,950  
    

MSCI, Inc.

 

     360,000    

5.25%, 11/15/2024(1)

     366,300  
     65,000    

5.75%, 08/15/2025(1)

     67,438  


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

     $        255,000     

Open Text Corp.
5.88%, 06/01/2026(1)

   $ 263,288  
     665,000     

Oracle Corp.
4.00%, 11/15/2047

     642,549  
     

salesforce.com, Inc.

 

     655,000     

3.25%, 04/11/2023

     665,332  
     635,000     

3.70%, 04/11/2028

     649,303  
     2,870,000     

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

     2,669,100  
        

 

 

 
                   8,868,355  
        

 

 

 
     

Telecommunications - 1.8%

 

     

AT&T, Inc.

 

     335,000     

3 mo. USD LIBOR + 0.650%, 3.44%, 01/15/2020(4)

     336,246  
     480,000     

4.10%, 02/15/2028

     476,329  
     255,000     

4.25%, 03/01/2027

     258,082  
     3,121,000     

4.30%, 02/15/2030

     3,092,526  
     835,000     

4.50%, 05/15/2035

     788,705  
     4,500,000     

GTP Acquisition Partners LLC
3.48%, 06/15/2050(1)

     4,482,113  
     

Nokia Oyj

 

     1,010,000     

4.38%, 06/12/2027

     977,478  
     455,000     

6.63%, 05/15/2039

     473,200  
     260,000     

Sprint Communications, Inc.
7.00%, 03/01/2020(1)

     267,475  
     325,000     

Sprint Corp.
7.13%, 06/15/2024

     332,516  
     4,405,000     

Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
5.15%, 09/20/2029(1)

     4,436,628  
     

Telecom Italia Capital S.A.

 

     145,000     

6.00%, 09/30/2034

     126,194  
     215,000     

7.72%, 06/04/2038

     213,990  
     3,575,000     

Telecom Italia S.p.A.
5.30%, 05/30/2024(1)

     3,396,250  
     

Telefonica Emisiones SAU

 

     525,000     

4.67%, 03/06/2038

     488,722  
     885,000     

4.90%, 03/06/2048

     827,403  
     775,000     

5.21%, 03/08/2047

     750,736  
     

Verizon Communications, Inc.

 

     665,000     

3 mo. USD LIBOR + 0.550%, 3.20%, 05/22/2020(4)

     667,168  
     1,971,000     

4.27%, 01/15/2036

     1,918,420  
     465,000     

4.40%, 11/01/2034

     465,521  
     1,525,000     

4.50%, 08/10/2033

     1,550,365  
     1,700,000     

4.81%, 03/15/2039

     1,727,904  
     190,000     

5.01%, 08/21/2054

     193,751  
     1,170,000     

5.25%, 03/16/2037

     1,257,605  
     3,080,000     

Vodafone Group plc
4.38%, 05/30/2028

     3,067,092  
        

 

 

 
           32,572,419  
        

 

 

 
     

Transportation - 0.3%

 

     2,395,000     

CSX Corp.
3.25%, 06/01/2027

     2,309,902  
     620,000     

FedEx Corp.
4.75%, 11/15/2045

     600,505  
     2,495,000     

Union Pacific Corp.
4.38%, 09/10/2038

     2,527,240  
        

 

 

 
           5,437,647  
        

 

 

 
     

Total Corporate Bonds
(cost $532,823,724)

   $ 522,692,588  
        

 

 

 
     

Energy-Alternate Sources - 0.0%

 

     350,000     

TCEH Corp.*(2)(3)

      
        

 

 

 
     

Total Escrows
(cost $—)

   $  
        

 

 

 


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

    

Foreign Government Obligations - 1.4%

 
      Argentina - 0.1%

 

EUR      1,665,000     

Argentine Republic Government International Bond
5.25%, 01/15/2028

   $         1,492,780  
        

 

 

 
      Canada - 0.0%

 

CAD      100,000     

Province of New Brunswick Canada T-Bill
1.76%, 02/07/2019

     76,081  
        

 

 

 
      Egypt - 0.0%

 

$      725,000     

Egypt Government International Bond
8.50%, 01/31/2047(10)

     697,031  
        

 

 

 
      Ghana - 0.1%

 

     1,165,000     

Ghana Government International Bond
8.63%, 06/16/2049(1)

     1,082,539  
        

 

 

 
      Hungary - 0.1%

 

     580,000     

Hungary Government International Bond
6.38%, 03/29/2021

     614,853  
HUF      129,130,000     

Hungary Treasury Bills
0.08%, 02/06/2019(13)

     467,824  
        

 

 

 
        1,082,677  
        

 

 

 
      Italy - 0.0%

 

EUR      120,000     

Italy Buoni Poliennali Del Tesoro
2.50%, 05/01/2019

     138,179  
     80,000     

Italy Certificati di Credito del Tesoro
0.12%, 05/30/2019

     91,580  
        

 

 

 
        229,759  
        

 

 

 
      Japan - 0.5%

 

$      400,000     

Japan Bank for International Cooperation
3 mo. USD LIBOR + 0.390%, 3.15%, 07/21/2020(4)

     401,409  
     

Japan Treasury Discount Bill

 

JPY      23,950,000     

0.02%, 04/22/2019(13)

     219,976  
     79,900,000     

0.05%, 04/15/2019(13)

     733,822  
     150,000,000     

0.05%, 03/11/2019(13)

     1,377,304  
     299,600,000     

0.16%, 02/18/2019(13)

     2,750,646  
     271,050,000     

0.32%, 02/04/2019(13)

     2,488,409  
        

 

 

 
        7,971,566  
        

 

 

 
      Mexico - 0.1%

 

     

Mexico Government International Bond

 

     100,000,000     

0.40%, 06/14/2019

     918,913  
$      1,285,000     

4.50%, 04/22/2029

     1,288,213  
        

 

 

 
        2,207,126  
        

 

 

 
      Oman - 0.1%

 

     2,140,000     

Oman Government International Bond
4.75%, 06/15/2026(1)

     1,904,600  
        

 

 

 
      Panama - 0.1%

 

     2,520,000     

Panama Government International Bond
4.30%, 04/29/2053

     2,469,600  
        

 

 

 
      Romania - 0.2%

 

     3,262,000     

Romanian Government International Bond
6.13%, 01/22/2044(10)

     3,630,606  
        

 

 

 
      South Korea - 0.0%

 

     445,000     

Export-Import Bank of Korea
3 mo. USD LIBOR + 0.460%, 3.22%, 10/21/2019(4)

     444,703  
     200,000     

Korea Development Bank
3 mo. USD LIBOR + 0.450%, 3.14%, 02/27/2020(4)

     200,029  
        

 

 

 
        644,732  
        

 

 

 
      Tunisia - 0.1%

 

EUR      2,210,000     

Banque Centrale de Tunisie International Bond
6.75%, 10/31/2023(1)

     2,473,090  
        

 

 

 
     

Total Foreign Government Obligations
(cost $26,333,715)

   $ 25,962,187  
        

 

 

 


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

     Municipal Bonds - 0.8%  
     

Education - 0.1%

 

     

Chicago, IL, Board of Education

 

$      295,000     

6.14%, 12/01/2039

   $ 281,784  
     1,660,000     

6.32%, 11/01/2029

             1,637,324  
        

 

 

 
        1,919,108  
        

 

 

 
     

General Obligation - 0.6%

 

     1,235,000     

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

     1,812,474  
     

City of Chicago, IL, GO

 

     715,000     

7.05%, 01/01/2029

     765,415  
     3,345,000     

7.38%, 01/01/2033

     3,646,853  
     

State of Illinois GO

 

     1,485,000     

4.95%, 06/01/2023

     1,502,493  
     210,000     

5.00%, 01/01/2023

     213,956  
     155,000     

5.36%, 02/01/2019

     155,000  
     520,000     

5.56%, 02/01/2021

     535,299  
     2,920,000     

5.88%, 03/01/2019

     2,926,161  
        

 

 

 
        11,557,651  
        

 

 

 
     

Utility - Electric - 0.1%

 

     950,000     

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

     1,013,840  
        

 

 

 
     

Total Municipal Bonds
(cost $14,600,595)

   $ 14,490,599  
        

 

 

 
     Senior Floating Rate Interests - 2.4%(14)  
     

Advertising - 0.0%

 

$      464,478     

Acosta Holdco, Inc.
1 mo. USD LIBOR + 3.250%, 5.75%, 09/26/2021

   $ 216,679  
        

 

 

 
     

Aerospace/Defense - 0.1%

 

     339,890     

Circor International, Inc.
1 mo. USD LIBOR + 3.500%, 6.01%, 12/11/2024

     333,093  
     444,118     

TransDigm, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 05/30/2025

     432,335  
        

 

 

 
        765,428  
        

 

 

 
     

Agriculture - 0.0%

 

     294,078     

Pinnacle Operating Corp.
1 mo. USD LIBOR + 7.250%, 9.75%, 11/15/2021

     238,203  
        

 

 

 
      Auto Manufacturers - 0.0%

 

     198,000     

Navistar International Corp.
1 mo. USD LIBOR + 3.500%, 6.02%, 11/06/2024

     194,660  
        

 

 

 
      Auto Parts & Equipment - 0.0%

 

     230,616     

Altra Industrial Motion Corp.
1 mo. USD LIBOR + 2.000%, 4.50%, 10/01/2025

     226,195  
        

 

 

 
     

Biotechnology - 0.0%

 

     327,351     

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%, 5.50%, 05/15/2022

     318,581  
        

 

 

 
     

Chemicals - 0.1%

 

     110,000     

Cabot Microelectronics Corp.
1 mo. ICE LIBOR + 2.250%, 4.75%, 11/14/2025

     109,038  
     228,900     

Chemours Co.
1 mo. USD LIBOR + 1.750%, 4.25%, 04/03/2025

     224,608  
EUR      204,896     

CTC AcquiCo GmbH
3 mo. EURIBOR + 2.750%, 2.75%, 03/07/2025

     231,527  
$      124,688     

LTI Holdings, Inc.
1 mo. USD LIBOR + 3.500%, 6.00%, 09/06/2025

     120,271  
     

Starfruit Finco B.V.

 

EUR      100,000     

3 mo. EURIBOR + 3.750%, 3.75%, 10/01/2025

     114,341  
$      100,000     

1 mo. USD LIBOR + 3.250%, 5.75%, 10/01/2025

     97,688  
     486,228     

Univar, Inc.
1 mo. USD LIBOR + 2.250%, 4.75%, 07/01/2024

     475,375  
        

 

 

 
        1,372,848  
        

 

 

 


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

     

Coal - 0.1%

 

$      640,308     

Foresight Energy LLC
3 mo. USD LIBOR + 5.750%, 8.25%, 03/28/2022

   $ 632,105  
     165,415     

Peabody Energy Corp.
1 mo. USD LIBOR + 2.750%, 5.25%, 03/31/2025

     161,487  
        

 

 

 
        793,592  
        

 

 

 
     

Commercial Services - 0.2%

 

     220,000     

Allied Universal Holdco LLC
2 mo. USD LIBOR + 4.250%, 6.75%, 07/28/2022

     211,750  
     289,275     

APX Group, Inc.
2 mo. USD LIBOR + 5.000%, 7.50%, 04/01/2024

     283,611  
     212,313     

Ascend Learning LLC
1 mo. USD LIBOR + 3.000%, 5.50%, 07/12/2024

     208,000  
     338,925     

Blackhawk Network Holdings, Inc.
1 mo. USD LIBOR + 3.000%, 5.50%, 06/15/2025

     332,316  
     146,027     

Capital Automotive L.P.
1 mo. USD LIBOR + 6.000%, 8.50%, 03/24/2025

     144,932  
     100,000     

Energizer Holdings, Inc.
1 mo. USD LIBOR + 2.250%, 4.76%, 06/20/2025

     99,250  
     135,000     

Quad/Graphics, Inc.
1 mo. USD LIBOR + 5.000%, 0.00%, 01/31/2026(15)

     134,494  
     456,731     

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 11/15/2023

     442,102  
EUR      422,000     

Techem GmbH
3 mo. EURIBOR + 3.750%, 3.75%, 07/31/2025

     483,624  
$      876,650     

Tempo Acquisition LLC
1 mo. USD LIBOR + 3.000%, 5.50%, 05/01/2024

     859,433  
EUR      115,000     

Verisure Holding AB
3 mo. EURIBOR + 3.500%, 0.00%, 10/21/2022(15)

     130,952  
$      118,750     

Weight Watchers International, Inc.
3 mo. USD LIBOR + 4.750%, 7.56%, 11/29/2024

     118,008  
     392,000     

Xerox Business Services LLC
1 mo. USD LIBOR + 2.500%, 5.00%, 12/07/2023

     385,877  
        

 

 

 
                3,834,349  
        

 

 

 
     

Construction Materials - 0.0%

 

     268,650     

NCI Building Systems, Inc.
3 mo. USD LIBOR + 3.750%, 6.55%, 04/12/2025

     255,553  
        

 

 

 
     

Distribution/Wholesale - 0.0%

 

     144,275     

Hamilton Holdco LLC
1 mo. USD LIBOR + 2.000%, 4.81%, 07/02/2025

     142,652  
        

 

 

 
     

Diversified Financial Services - 0.1%

 

     361,908     

AlixPartners LLP
3 mo. USD LIBOR + 2.750%, 5.25%, 04/04/2024

     357,044  
     

Crown Finance U.S., Inc.

 

EUR      99,250     

1 mo. EURIBOR + 2.625%, 2.63%, 02/28/2025

     112,551  
$      223,313     

1 mo. USD LIBOR + 2.500%, 5.00%, 02/28/2025

     217,674  
     255,000     

Financial & Risk US Holdings, Inc.
1 mo. USD LIBOR + 3.750%, 6.25%, 10/01/2025

     244,642  
EUR      194,028     

Nets Holding A/S
3 mo. EURIBOR + 3.000%, 3.00%, 02/06/2025

     218,793  
$      259,700     

RP Crown Parent LLC
1 mo. USD LIBOR + 2.750%, 5.25%, 10/12/2023

     255,155  
     70,186     

SS&C Technologies Holdings Europe S.a.r.l.
1 mo. USD LIBOR + 2.250%, 4.75%, 04/16/2025

     68,714  
        

 

 

 
        1,474,573  
        

 

 

 
     

Electric - 0.0%

 

     276,525     

Seadrill Partners Finco LLC
3 mo. USD LIBOR + 6.000%, 8.80%, 02/21/2021

     222,296  
        

 

 

 
     

Energy-Alternate Sources - 0.0%

 

     243,775     

BCP Renaissance Parent LLC
3 mo. USD LIBOR + 3.500%, 6.24%, 10/31/2024

     240,981  


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$      99,000     

Medallion Midland Acquisition LLC
1 mo. USD LIBOR + 3.250%, 5.75%, 10/30/2024

   $ 94,958  
        

 

 

 
                  335,939  
        

 

 

 
     

Engineering & Construction - 0.0%

 

     510,907     

Brand Energy & Infrastructure Services, Inc.
3 mo. USD LIBOR + 4.250%, 6.96%, 06/21/2024

     488,917  
     99,250     

Verra Mobility Corp.
1 mo. USD LIBOR + 3.750%, 6.25%, 02/28/2025

     98,878  
        

 

 

 
        587,795  
        

 

 

 
     

Entertainment - 0.0%

 

     198,004     

Scientific Games International, Inc.
2 mo. USD LIBOR + 2.750%, 5.25%, 08/14/2024

     191,733  
     109,725     

Wyndham Hotels & Resorts, Inc.
1 mo. USD LIBOR + 1.750%, 4.25%, 05/30/2025

     107,785  
        

 

 

 
        299,518  
        

 

 

 
     

Food - 0.1%

 

     99,500     

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%, 5.25%, 03/31/2025

     97,261  
     420,479     

Hostess Brands LLC
1 mo. USD LIBOR + 2.250%, 4.90%, 08/03/2022

     405,413  
     248,036     

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%, 4.52%, 05/24/2024

     244,626  
        

 

 

 
        747,300  
        

 

 

 
     

Food Service - 0.0%

 

     100,000     

8th Avenue Food & Provisions, Inc.
3 mo. USD LIBOR + 3.750%, 6.25%, 10/01/2025

     99,750  
     107,256     

Aramark Services, Inc.
3 mo. USD LIBOR + 1.750%, 4.25%, 03/11/2025

     106,452  
        

 

 

 
        206,202  
        

 

 

 
     

Gas - 0.0%

 

     110,000     

Messer Industries GmbH
1 mo. USD LIBOR + 2.500%, 0.00%, 10/01/2025(15)

     107,525  
        

 

 

 
     

Healthcare-Products - 0.1%

 

     280,725     

Kinetic Concepts, Inc.
3 mo. USD LIBOR + 3.250%, 6.05%, 02/02/2024

     278,619  
     225,000     

Lifescan Global Corp.
3 mo. USD LIBOR + 6.000%, 8.80%, 09/27/2024

     215,579  
     237,000     

Parexel International Corp.
1 mo. USD LIBOR + 2.750%, 5.25%, 09/27/2024

     223,965  
     219,938     

Revlon Consumer Products Corp.
1 mo. USD LIBOR + 3.500%, 6.21%, 09/07/2023

     155,483  
        

 

 

 
        873,646  
        

 

 

 
     

Healthcare-Services - 0.2%

 

     181,925     

CDRH Parent, Inc.
3 mo. USD LIBOR + 4.250%, 7.01%, 07/01/2021

     162,823  
     

DentalCorp Perfect Smile ULC

 

     26,366     

3 mo. ICE LIBOR + 3.750%, 5.59%, 06/06/2025(16)

     25,756  
     105,150     

1 mo. USD LIBOR + 3.750%, 6.25%, 06/06/2025

     102,719  
     275,000     

Envision Healthcare Corp.
1 mo. USD LIBOR + 3.750%, 6.25%, 10/10/2025

     258,637  
     290,329     

Global Medical Response, Inc.
1 mo. USD LIBOR + 3.250%, 5.76%, 04/28/2022

     272,425  
EUR      338,300     

IQVIA, Inc.
3 mo. EURIBOR + 2.000%, 2.50%, 06/11/2025

     386,494  
$      337,298     

Jaguar Holding Co.
3 mo. USD LIBOR + 2.500%, 5.00%, 08/18/2022

     330,130  
     481,745     

MPH Acquisition Holdings LLC
3 mo. USD LIBOR + 2.750%, 5.55%, 06/07/2023

     465,635  
     122,853     

One Call Corp.
1 mo. USD LIBOR + 5.250%, 7.76%, 11/25/2022

     108,341  
     339,591     

Syneos Health, Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 08/01/2024

     333,505  


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$        335,191   

U.S. Renal Care, Inc.
3 mo. USD LIBOR + 4.250%, 7.05%, 12/30/2022

   $ 327,127  
     

 

 

 
                2,773,592  
     

 

 

 
  

Household Products - 0.0%

 

261,703   

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%, 5.74%, 09/06/2024

     246,166  
     

 

 

 
  

Insurance - 0.1%

 

  

Asurion LLC

 

672,615   

1 mo. USD LIBOR + 3.000%, 5.50%, 08/04/2022

     661,322  
370,000   

1 mo. USD LIBOR + 6.500%, 9.00%, 08/04/2025

     371,850  
228,850   

Hub International Ltd.
2 mo. USD LIBOR + 2.750%, 5.51%, 04/25/2025

     220,339  
355,000   

Sedgwick Claims Management Services, Inc.
1 mo. USD LIBOR + 3.250%, 5.75%, 12/31/2025

     345,532  
     

 

 

 
        1,599,043  
     

 

 

 
  

Internet - 0.0%

 

304,559   

Lands’ End, Inc.
1 mo. USD LIBOR + 3.250%, 5.77%, 04/04/2021

     285,016  
     

 

 

 
  

Investment Company Security - 0.0%

 

165,000   

Aretec Group, Inc.
3 mo. USD LIBOR + 4.250%, 6.75%, 10/01/2025

     162,112  
     

 

 

 
  

Leisure Time - 0.1%

 

293,000   

Caesars Resort Collection LLC
1 mo. USD LIBOR + 2.750%, 5.25%, 12/22/2024

     288,643  
663,717   

Delta (LUX) S.a.r.l.
1 mo. USD LIBOR + 2.500%, 5.00%, 02/01/2024

     637,447  
732,600   

Golden Entertainment, Inc.
1 mo. USD LIBOR + 3.000%, 5.51%, 10/21/2024

     718,410  
150,000   

Penn National Gaming, Inc.
3 mo. USD LIBOR + 2.250%, 4.76%, 10/15/2025

     147,906  
     

 

 

 
        1,792,406  
     

 

 

 
  

Lodging - 0.1%

 

438,525   

Boyd Gaming Corp.
1 Week USD LIBOR + 2.250%, 4.66%, 09/15/2023

     432,223  
479,503   

Caesars Entertainment Operating Co.
1 mo. USD LIBOR + 2.000%, 4.50%, 10/06/2024

     469,314  
     

 

 

 
        901,537  
     

 

 

 
  

Machinery-Construction & Mining - 0.0%

 

310,000   

Brookfield WEC Holdings, Inc.
1 mo. USD LIBOR + 3.750%, 6.25%, 08/01/2025

     308,174  
105,754   

Pike Corp.
1 mo. USD LIBOR + 3.500%, 6.00%, 03/23/2025

     105,402  
     

 

 

 
        413,576  
     

 

 

 
  

Machinery-Diversified - 0.0%

 

226,819   

Gates Global LLC
3 mo. USD LIBOR + 2.750%, 5.25%, 04/01/2024

     221,793  
     

 

 

 
  

Media - 0.2%

 

182,688   

Altice Financing S.A.
3 mo. USD LIBOR + 2.750%, 5.25%, 01/31/2026

     169,138  
920,096   

Charter Communications Operating LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 04/30/2025

     906,709  
263,013   

CSC Holdings LLC
1 mo. USD LIBOR + 2.500%, 5.01%, 01/25/2026

     256,655  
175,000   

Gray Television, Inc.
1 mo. ICE LIBOR + 2.500%, 5.02%, 01/02/2026

     172,448  
124,677   

Houghton Mifflin Harcourt Publishing Co.
1 mo. USD LIBOR + 3.000%, 5.50%, 05/31/2021

     117,227  
285,458   

MTN Infrastructure TopCo, Inc.
1 mo. USD LIBOR + 3.000%, 5.50%, 11/15/2024

     280,962  
535,131   

Numericable Group S.A.
3 mo. USD LIBOR + 3.688%, 6.20%, 01/31/2026

     499,968  


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$        531,734   

PSAV Holdings LLC
3 mo. USD LIBOR + 3.250%, 5.88%, 03/01/2025

   $ 507,364  
116,650   

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 08/17/2024

     113,685  
220,000   

Telenet Financing USD LLC
1 mo. USD LIBOR + 2.250%, 4.76%, 08/15/2026

     213,858  
  

Unitymedia Finance LLC

 

320,000   

1 mo. USD LIBOR + 2.000%, 4.51%, 06/01/2023

     314,666  
265,000   

1 mo. USD LIBOR + 2.250%, 4.76%, 09/30/2025

     260,651  
225,557   

UPC Financing Partnership
1 mo. USD LIBOR + 2.500%, 5.01%, 01/15/2026

     221,892  
     

 

 

 
                4,035,223  
     

 

 

 
  

Metal Fabricate/Hardware - 0.0%

 

245,941   

Rexnord LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 08/21/2024

     243,657  
     

 

 

 
  

Miscellaneous Manufacturing - 0.0%

 

146,177   

H.B. Fuller Co.
1 mo. USD LIBOR + 2.000%, 4.50%, 10/20/2024

     143,253  
424,124   

USI, Inc.
3 mo. USD LIBOR + 3.000%, 5.80%, 05/16/2024

     406,099  
     

 

 

 
        549,352  
     

 

 

 
  

Oil & Gas - 0.1%

 

54,167   

Ascent Resources - Marcellus LLC
1 mo. USD LIBOR + 6.500%, 9.02%, 03/30/2023

     54,031  
211,775   

BCP Raptor LLC
2 mo. USD LIBOR + 4.250%, 6.87%, 06/24/2024

     201,822  
115,000   

BCP Raptor II LLC
2 mo. USD LIBOR + 4.750%, 7.37%, 11/03/2025

     109,250  
485,000   

California Resources Corp.
1 mo. USD LIBOR + 10.375%, 12.87%, 12/31/2021

     506,219  
646,774   

Fieldwood Energy LLC
1 mo. USD LIBOR + 5.250%, 7.75%, 04/11/2022

     590,990  
224,438   

Grizzly Acquisitions, Inc.
1 mo. USD LIBOR + 3.250%, 6.05%, 10/01/2025

     223,082  
286,885   

PES Holdings LLC
3 mo. USD LIBOR + 3.500%, 3.30%, 12/31/2022

     213,729  
109,725   

Traverse Midstream Partners LLC
3 mo. USD LIBOR + 4.000%, 6.60%, 09/27/2024

     109,016  
     

 

 

 
        2,008,139  
     

 

 

 
  

Packaging & Containers - 0.1%

 

  

Berry Global, Inc.

 

521,250   

3 mo. USD LIBOR + 1.750%, 4.27%, 02/08/2020

     518,451  
366,827   

1 mo. USD LIBOR + 2.000%, 4.52%, 10/01/2022

     362,931  
64,396   

Crown Americas LLC
1 Week USD LIBOR + 2.000%, 4.51%, 04/03/2025

     64,363  
  

Flex Acquisition Co., Inc.

 

273,483   

3 mo. USD LIBOR + 3.000%, 5.52%, 12/29/2023

     264,822  
99,500   

1 mo. USD LIBOR + 3.250%, 5.77%, 06/29/2025

     96,565  
142,100   

Proampac PG Borrower LLC
1 mo. USD LIBOR + 2.50%, 6.10%, 11/18/2023

     137,881  
635,026   

Reynolds Group Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 02/05/2023

     625,444  
     

 

 

 
        2,070,457  
     

 

 

 
  

Pharmaceuticals - 0.1%

 

544,805   

Endo Luxembourg Finance Co. S.a r.l.
1 mo. USD LIBOR + 4.250%, 6.75%, 04/29/2024

     538,904  
276,610   

Valeant Pharmaceuticals International, Inc.
1 mo. USD LIBOR + 3.000%, 5.51%, 06/02/2025

     273,405  
     

 

 

 
        812,309  
     

 

 

 
  

Real Estate - 0.0%

 

275,682   

VICI Properties LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 12/20/2024

     270,427  
     

 

 

 


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Retail - 0.2%

 

$        351,947   

Albertsons LLC
3 mo. USD LIBOR + 3.000%, 5.82%, 12/21/2022

   $ 346,756  
987,351   

American Builders & Contractors Supply Co., Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 10/31/2023

     962,174  
587,563   

Bass Pro Group LLC
1 mo. USD LIBOR + 5.000%, 7.50%, 09/25/2024

     580,218  
367,788   

Coty Inc.
1 mo. USD LIBOR + 2.250%, 4.77%, 04/07/2025

     348,938  
352,142   

Harbor Freight Tools USA, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 08/18/2023

     340,008  
426,051   

Neiman Marcus Group Ltd. LLC
1 mo. USD LIBOR + 3.250%, 5.76%, 10/25/2020

     376,842  
159,200   

Rodan & Fields LLC
1 mo. USD LIBOR + 4.000%, 6.51%, 06/06/2025

     147,260  
360,377   

Staples, Inc.
3 mo. USD LIBOR + 4.000%, 6.54%, 09/12/2024

     353,710  
308,900   

U.S. Foods, Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 06/27/2023

     303,495  
     

 

 

 
                3,759,401  
     

 

 

 
  

Semiconductors - 0.0%

 

266,778   

Microchip Technology, Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 05/29/2025

     262,110  
     

 

 

 
  

Software - 0.3%

 

455,195   

Almonde, Inc.
3 mo. USD LIBOR + 3.500%, 6.30%, 06/13/2024

     436,136  
497,620   

Change Healthcare Holdings LLC
1 mo. USD LIBOR + 2.750%, 5.25%, 03/01/2024

     486,672  
152,871   

Epicor Software Corp.
1 mo. USD LIBOR + 3.250%, 5.75%, 06/01/2022

     149,355  
1,321,197   

First Data Corp.
1 mo. USD LIBOR + 2.000%, 4.52%, 04/26/2024

     1,315,833  
221,853   

Hyland Software, Inc.
1 mo. USD LIBOR + 3.500%, 6.00%, 07/01/2024

     218,723  
325,593   

Infor U.S., Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 02/01/2022

     323,395  
249,375   

Quest Software U.S. Holdings, Inc.
3 mo. USD LIBOR + 4.250%, 6.99%, 05/16/2025

     245,427  
149,219   

SkillSoft Corp.
3 mo. USD LIBOR + 4.750%, 7.25%, 04/28/2021

     121,346  
606,406   

SS&C Technologies, Inc.
1 mo. USD LIBOR + 2.250%, 4.75%, 04/16/2025

     594,208  
125,000   

Web.com Group, Inc.
3 mo. USD LIBOR + 3.750%, 6.27%, 10/10/2025

     120,625  
1,092,037   

WEX, Inc.
1 mo. USD LIBOR + 2.250%, 4.75%, 06/30/2023

     1,074,292  
     

 

 

 
        5,086,012  
     

 

 

 
  

Telecommunications - 0.1%

 

290,000   

Level 3 Financing, Inc.
1 mo. USD LIBOR + 2.250%, 4.76%, 02/22/2024

     284,562  
732,823   

Sprint Communications, Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 02/02/2024

     715,418  
539,442   

Univision Communications, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 03/15/2024

     501,347  
159,600   

Zacapa LLC
1 mo. USD LIBOR + 5.000%, 7.80%, 07/02/2025

     159,201  
318,158   

Zayo Group LLC
1 mo. USD LIBOR + 2.250%, 4.75%, 01/19/2024

     315,136  
     

 

 

 
        1,975,664  
     

 

 

 
  

Transportation - 0.0%

 

336,080   

Savage Enterprises LLC
1 mo. USD LIBOR + 4.500%, 7.02%, 08/01/2025

     335,031  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $44,451,680)

   $ 43,016,557  
     

 

 

 


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

U.S. Government Agencies - 53.4%

 

  

Mortgage-Backed Agencies - 51.6%

 

  

FHLMC - 10.8%

 

$            90,709   

0.00%, 11/15/2036(17)(18)

   $ 80,334  
23,147,346   

0.14%, 10/25/2020(6)(7)

     60,512  
18,249,387   

0.61%, 03/25/2027(6)(7)

     770,995  
2,232,326   

1.75%, 10/15/2042

             2,118,148  
1,008,180   

2.50%, 12/15/2026(7)

     50,650  
995,460   

2.50%, 03/15/2028(7)

     70,617  
758,125   

2.50%, 05/15/2028(7)

     57,508  
2,106,128   

3.00%, 03/15/2028(7)

     156,880  
1,178,888   

3.00%, 08/01/2029

     1,185,135  
986,882   

3.00%, 05/15/2032(7)

     66,888  
615,149   

3.00%, 03/15/2033(7)

     73,085  
16,536,692   

3.00%, 04/01/2033

     16,563,520  
4,636,952   

3.00%, 11/01/2036

     4,611,413  
3,968,198   

3.00%, 01/01/2037

     3,946,344  
4,050,000   

3.00%, 08/15/2043

     3,949,426  
7,212,765   

3.00%, 11/01/2046

     7,101,474  
20,749,873   

3.00%, 12/01/2046

     20,401,098  
4,619,614   

3.00%, 02/15/2048

     4,646,174  
125,000   

3.00%, 02/01/2049(19)

     122,857  
1,227,371   

3.25%, 11/15/2041

     1,225,586  
1,123,857   

3.50%, 06/15/2026(7)

     66,886  
400,029   

3.50%, 09/15/2026(7)

     34,454  
680,657   

3.50%, 03/15/2027(7)

     56,398  
2,600,000   

3.50%, 02/01/2034(19)

     2,647,495  
2,521,172   

3.50%, 08/01/2034

     2,571,506  
3,021,985   

3.50%, 03/15/2041(7)

     354,209  
1,085,437   

3.50%, 06/01/2046

     1,094,936  
6,114,930   

3.50%, 10/01/2047

     6,150,475  
8,763,840   

3.50%, 01/01/2048

     8,813,747  
3,203,167   

3.50%, 03/01/2048

     3,236,157  
614,373   

3.50%, 04/01/2048

     617,919  
29,340,420   

3.50%, 07/01/2048

     29,508,668  
12,810,735   

3.50%, 08/01/2048

     12,883,950  
2,115,293   

4.00%, 08/01/2025

     2,179,816  
394,809   

4.00%, 08/15/2026(7)

     33,679  
2,200,928   

4.00%, 07/15/2027(7)

     192,668  
2,817,834   

4.00%, 03/15/2028(7)

     248,606  
654,762   

4.00%, 06/15/2028(7)

     58,956  
1,932,585   

4.00%, 07/15/2030(7)

     202,114  
2,418,831   

4.00%, 05/01/2042

     2,499,957  
631,927   

4.00%, 08/01/2042

     653,135  
885,121   

4.00%, 09/01/2042

     913,232  
252,100   

4.00%, 07/01/2044

     260,249  
1,125,967   

4.00%, 02/01/2046

     1,156,266  
582,232   

4.00%, 09/01/2048

     596,877  
11,300,000   

4.00%, 02/01/2049(19)

     11,573,451  
11,300,000   

4.00%, 03/13/2049

     11,561,753  
414,412   

4.50%, 02/01/2039

     431,791  
4,374,818   

4.50%, 05/01/2042

     4,600,777  
621,949   

4.50%, 09/01/2044

     648,320  
4,015,000   

4.50%, 02/01/2049(19)

     4,175,365  
1,713,880   

4.75%, 07/15/2039

     1,839,533  
129,068   

5.00%, 02/01/2028

     135,686  
137,281   

5.00%, 04/01/2028

     144,320  
272,171   

5.00%, 01/01/2030

     286,371  
9,483   

5.00%, 09/01/2031

     9,969  
940,577   

5.00%, 09/15/2033(7)

     175,918  
9,973   

5.00%, 07/01/2035

     10,658  
220,605   

5.00%, 04/01/2038

     234,358  
334,765   

5.00%, 09/01/2039

     355,884  
631,050   

5.00%, 01/01/2040

     671,111  


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$        189,403   

5.00%, 08/01/2040

   $ 200,943  
10,789   

5.00%, 02/01/2041

     11,501  
375,146   

5.00%, 04/01/2044

     398,633  
1,633,129   

5.00%, 03/01/2047

     1,726,912  
772,628   

5.00%, 04/01/2047

     814,380  
643,360   

5.00%, 06/01/2047

     676,948  
90,725   

5.00%, 11/01/2047

     97,447  
2,220,000   

5.00%, 02/01/2049(19)

             2,334,859  
816,935   

5.50%, 04/15/2036(7)

     175,240  
8,965   

5.50%, 11/01/2037

     9,732  
1,007   

5.50%, 02/01/2038

     1,086  
41,878   

5.50%, 04/01/2038

     44,980  
39,840   

5.50%, 06/01/2038

     42,713  
2,202,515   

5.50%, 08/01/2038

     2,391,224  
112,645   

5.50%, 05/01/2040

     121,147  
465,903   

5.50%, 08/01/2040

     499,980  
445,154   

5.50%, 06/01/2041

     479,393  
1,714,499   

5.50%, 12/15/2046(7)

     342,483  
140,895   

6.00%, 01/01/2023

     145,925  
45,388   

6.00%, 11/01/2032

     49,099  
114,795   

6.00%, 11/01/2033

     125,858  
88,998   

6.00%, 02/01/2034

     97,575  
130,502   

6.00%, 07/01/2034

     143,039  
43,071   

6.00%, 08/01/2034

     47,220  
56,406   

6.00%, 09/01/2034

     61,722  
33,565   

6.00%, 01/01/2035

     36,259  
35,919   

6.00%, 03/01/2035

     39,381  
45,734   

6.00%, 05/01/2038

     49,382  
172,906   

6.00%, 06/01/2038

     187,395  
586,577   

6.00%, 05/15/2039

     648,648  
626,484   

6.50%, 07/15/2036

     692,313  
     

 

 

 
        193,839,681  
     

 

 

 
  

FNMA - 31.2%

 

$          99,394   

0.00%, 03/25/2036(17)(18)

   $ 82,257  
816,208   

0.00%, 06/25/2036(17)(18)

     697,481  
2,519,793   

1.46%, 08/25/2044(6)(7)

     127,970  
2,760,740   

1.55%, 05/25/2046(6)(7)

     130,401  
2,494,877   

1.60%, 04/25/2055(6)(7)

     124,367  
2,059,918   

1.64%, 06/25/2055(6)(7)

     106,381  
2,458,210   

1.75%, 12/25/2042

     2,354,213  
1,697,085   

2.00%, 09/25/2039

     1,599,676  
1,239,447   

2.00%, 08/25/2043

     1,168,322  
627,224   

2.50%, 06/25/2028(7)

     45,902  
425,321   

2.50%, 01/01/2043

     407,106  
2,250,974   

2.50%, 02/01/2043

     2,159,092  
1,846,306   

2.50%, 03/01/2043

     1,770,941  
1,052,518   

2.50%, 04/01/2043

     1,009,555  
443,637   

2.50%, 06/01/2043

     425,276  
745,055   

2.50%, 08/01/2043

     714,140  
3,660,000   

2.85%, 12/01/2027

     3,551,704  
3,700,000   

2.98%, 12/01/2029

     3,574,372  
1,839,386   

3.00%, 02/25/2027(7)

     129,340  
601,546   

3.00%, 09/25/2027(7)

     50,360  
3,735,059   

3.00%, 01/25/2028(7)

     298,568  
871,330   

3.00%, 01/01/2030

     873,090  
1,805,000   

3.00%, 02/01/2034(19)

     1,807,468  
3,958,480   

3.00%, 03/01/2037

     3,945,799  
1,885,931   

3.00%, 05/25/2047

     1,876,875  
6,540,522   

3.00%, 09/25/2047

     6,549,946  
5,951,992   

3.00%, 06/25/2048

     5,878,895  
4,909,654   

3.00%, 10/25/2048

     4,842,119  
1,700,000   

3.00%, 02/01/2049(19)

     1,670,051  
2,940,000   

3.09%, 02/25/2030(6)

     2,870,296  
4,400,000   

3.13%, 01/01/2030

     4,310,037  
1,439,000   

3.18%, 01/01/2030

     1,414,578  


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$        4,900,000   

3.18%, 12/01/2029

   $         4,816,196  
252,150   

3.24%, 12/01/2026

     255,146  
650,144   

3.30%, 12/01/2026

     660,361  
543,918   

3.41%, 11/01/2024

     556,407  
1,857,231   

3.50%, 05/25/2027(7)

     177,032  
1,094,835   

3.50%, 10/25/2027(7)

     100,803  
1,038,122   

3.50%, 05/25/2030(7)

     119,484  
390,275   

3.50%, 08/25/2030(7)

     37,998  
906,119   

3.50%, 02/25/2031(7)

     75,874  
4,885,000   

3.50%, 02/01/2034(19)

     4,976,212  
758,891   

3.50%, 09/25/2035(7)

     110,232  
1,561,940   

3.50%, 10/01/2044

     1,580,723  
1,689,790   

3.50%, 02/01/2045

     1,707,765  
3,305,630   

3.50%, 09/01/2046

     3,331,124  
1,509,630   

3.50%, 10/01/2046

     1,521,174  
722,120   

3.50%, 10/25/2046(7)

     182,079  
1,185,590   

3.50%, 11/01/2046

     1,197,653  
1,470,738   

3.50%, 09/01/2047

     1,480,519  
5,460,498   

3.50%, 11/25/2047

     5,571,947  
1,043,887   

3.50%, 12/01/2047

     1,051,040  
6,111,243   

3.50%, 01/01/2048

     6,142,264  
1,203,871   

3.50%, 02/01/2048

     1,213,407  
1,641,891   

3.50%, 02/25/2048

     1,666,605  
3,532,259   

3.50%, 04/25/2048

     3,659,603  
218,034,000   

3.50%, 02/01/2049(19)

     219,111,395  
9,261,391   

3.50%, 09/01/2057

     9,292,582  
5,375,802   

3.50%, 12/25/2058

     5,412,012  
5,805,000   

3.65%, 01/01/2029

     5,972,271  
5,135,000   

3.80%, 02/01/2029

     5,347,231  
299,507   

3.89%, 05/01/2030

     313,186  
130,507   

3.96%, 05/01/2034

     137,007  
633,932   

4.00%, 06/01/2025

     653,045  
2,485,611   

4.00%, 05/25/2027(7)

     218,746  
1,959,872   

4.00%, 01/25/2038(7)

     369,917  
2,913,813   

4.00%, 10/01/2040

     3,008,035  
1,322,889   

4.00%, 11/01/2040

     1,365,663  
960,834   

4.00%, 12/01/2040

     991,902  
463,997   

4.00%, 02/01/2041

     479,290  
1,092,895   

4.00%, 03/01/2041

     1,128,239  
474,728   

4.00%, 03/25/2042(7)

     69,278  
3,017,855   

4.00%, 05/25/2042(7)

     425,168  
400,455   

4.00%, 08/01/2042

     413,404  
944,787   

4.00%, 09/01/2042

     975,335  
266,493   

4.00%, 11/25/2042(7)

     39,990  
220,687   

4.00%, 03/01/2045

     226,730  
1,137,653   

4.00%, 07/01/2045

     1,177,230  
481,958   

4.00%, 05/01/2046

     494,819  
1,202,911   

4.00%, 06/01/2046

     1,235,551  
1,266,075   

4.00%, 04/01/2047

     1,306,604  
3,983,926   

4.00%, 09/01/2048

     4,080,173  
112,945,000   

4.00%, 02/01/2049(19)

     115,609,796  
44,100,000   

4.00%, 03/01/2049(19)

     45,095,695  
350,769   

4.50%, 08/01/2024

     360,951  
25,734   

4.50%, 04/01/2025

     26,468  
495,885   

4.50%, 07/25/2027(7)

     47,966  
823,662   

4.50%, 09/01/2035

     860,221  
219,771   

4.50%, 08/01/2040

     231,256  
2,498,180   

4.50%, 10/01/2040

     2,625,838  
1,083,081   

4.50%, 10/01/2041

     1,138,363  
1,013,172   

4.50%, 09/01/2043

     1,064,880  
11,210,000   

4.50%, 02/01/2049(19)

     11,650,956  
6,553,009   

4.50%, 01/01/2051

     6,832,387  
7,093   

5.00%, 12/01/2019

     7,208  
128,108   

5.00%, 01/01/2022

     130,198  
244,184   

5.00%, 04/25/2038

     256,875  
3,106,009   

5.00%, 06/01/2047

     3,270,392  


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$          55,000   

5.00%, 02/01/2049(19)

   $ 57,858  
259,195   

5.47%, 05/25/2042(6)(7)

     27,754  
6,218   

5.50%, 08/01/2019

     6,222  
5,392   

5.50%, 09/01/2019

     5,395  
9,374   

5.50%, 10/01/2019

     9,373  
3,158   

5.50%, 05/01/2020

     3,174  
273,155   

5.50%, 06/01/2022

     279,821  
150,511   

5.50%, 06/01/2033

     163,644  
594,639   

5.50%, 07/01/2033

     645,305  
38,794   

5.50%, 08/01/2033

     41,544  
2,112,701   

5.50%, 11/01/2035

             2,302,510  
510,958   

5.50%, 04/01/2036

     556,607  
438,765   

5.50%, 04/25/2037

     481,710  
855,769   

5.50%, 11/01/2037

     931,085  
1,114,014   

5.50%, 06/25/2042(7)

     245,017  
1,767,898   

5.50%, 09/25/2044(7)

     403,189  
1,185,454   

5.50%, 07/25/2045(7)

     246,606  
9,994   

6.00%, 11/01/2031

     10,779  
157,457   

6.00%, 12/01/2032

     171,586  
201,468   

6.00%, 03/01/2033

     220,749  
476,178   

6.00%, 02/01/2037

     521,425  
274,141   

6.00%, 12/01/2037

     297,035  
149,687   

6.00%, 03/01/2038

     163,251  
124,656   

6.00%, 10/01/2038

     135,063  
2,697,977   

6.00%, 01/25/2042(7)

     481,649  
1,608,549   

6.00%, 09/25/2047(7)

     380,414  
2,216   

7.50%, 12/01/2029

     2,295  
12,302   

7.50%, 03/01/2030

     14,214  
22,862   

7.50%, 09/01/2031

     23,974  
     

 

 

 
        561,041,727  
     

 

 

 
  

GNMA - 9.6%

 

$        419,946   

1.75%, 09/20/2043

   $ 404,585  
1,920,770   

2.00%, 01/20/2042

     1,845,780  
1,365,000   

2.00%, 10/20/2042

     1,062,953  
1,672,973   

2.50%, 12/16/2039

     1,649,549  
2,787,081   

2.50%, 07/20/2041

     2,732,720  
843,115   

3.00%, 09/20/2028(7)

     69,881  
184,503   

3.00%, 11/15/2042

     183,608  
533,627   

3.00%, 02/16/2043(7)

     83,073  
177,317   

3.00%, 06/15/2043

     176,731  
170,412   

3.00%, 07/15/2043

     169,848  
195,039   

3.00%, 10/15/2044

     193,629  
244,347   

3.00%, 02/15/2045

     242,580  
126,330   

3.00%, 03/15/2045

     125,416  
657,359   

3.00%, 04/15/2045

     652,604  
158,993   

3.00%, 06/15/2045

     157,843  
5,983,235   

3.00%, 07/15/2045

     5,939,961  
1,431,043   

3.00%, 09/20/2047

     1,265,578  
6,455,000   

3.00%, 02/01/2049(19)

     6,407,596  
355,097   

3.50%, 02/16/2027(7)

     30,727  
870,462   

3.50%, 03/20/2027(7)

     82,170  
891,900   

3.50%, 07/20/2040(7)

     91,566  
1,235,110   

3.50%, 02/20/2041(7)

     136,363  
2,126,602   

3.50%, 04/20/2042(7)

     242,095  
455,919   

3.50%, 05/15/2042

     463,049  
3,177,863   

3.50%, 10/20/2042(7)

     568,611  
1,321,827   

3.50%, 12/15/2042

     1,345,333  
1,173,187   

3.50%, 03/15/2043

     1,194,037  
1,050,952   

3.50%, 04/15/2043

     1,069,581  
3,432,111   

3.50%, 05/15/2043

     3,489,456  
407,450   

3.50%, 05/20/2043(7)

     67,599  
1,644,310   

3.50%, 07/20/2043(7)

     240,823  
2,391,000   

3.50%, 01/20/2046

     2,386,153  
10,245,928   

3.50%, 08/20/2047

     10,384,714  
42,897,000   

3.50%, 02/01/2049(19)

     43,440,753  


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$        255,385   

4.00%, 12/16/2026(7)

   $ 22,765  
3,441,132   

4.00%, 05/20/2029(7)

     334,609  
2,405,587   

4.00%, 09/20/2040

             2,499,583  
332,874   

4.00%, 10/20/2040

     344,900  
634,571   

4.00%, 12/20/2040

     657,304  
293,542   

4.00%, 05/16/2042(7)

     45,578  
603,534   

4.00%, 03/20/2043(7)

     126,577  
209,847   

4.00%, 01/20/2044(7)

     46,901  
2,156,650   

4.00%, 03/20/2047(7)

     375,960  
3,285,594   

4.00%, 07/20/2047(7)

     570,610  
1,164,633   

4.00%, 11/20/2047

     1,204,478  
5,105,510   

4.00%, 03/20/2048

     5,266,604  
14,605,000   

4.00%, 02/01/2049(19)

     15,026,605  
7,100,000   

4.00%, 03/01/2049(19)

     7,297,191  
37,589   

4.50%, 07/15/2033

     39,356  
106,541   

4.50%, 05/15/2040

     111,968  
511,240   

4.50%, 06/15/2041

     536,397  
1,522,615   

4.50%, 06/20/2044

     1,605,350  
1,267,002   

4.50%, 10/20/2044

     1,332,878  
914,656   

4.50%, 04/20/2045(7)

     219,117  
1,219,819   

4.50%, 01/20/2046

     1,283,339  
12,532,051   

4.50%, 08/20/2048

     13,019,533  
11,704,016   

4.50%, 09/20/2048

     12,159,720  
9,550,000   

4.50%, 02/01/2049(19)

     9,915,586  
2,535,970   

5.00%, 02/16/2040(7)

     595,206  
827,292   

5.00%, 06/15/2041

     888,153  
1,090,184   

5.00%, 10/16/2041(7)

     174,816  
1,297,031   

5.00%, 03/15/2044

     1,392,173  
1,845,516   

5.00%, 06/20/2046(7)

     384,242  
608,074   

5.00%, 01/16/2047(7)

     134,144  
475,231   

5.50%, 05/15/2033

     521,251  
41,076   

5.50%, 06/15/2035

     45,079  
45,978   

5.50%, 04/15/2038

     49,257  
1,864,676   

5.50%, 03/20/2039(7)

     415,641  
1,735,397   

5.50%, 02/16/2047(7)

     388,550  
1,048,755   

5.50%, 02/20/2047(7)

     228,009  
69,377   

6.00%, 02/15/2029

     74,517  
122,232   

6.00%, 11/15/2032

     135,138  
128,135   

6.00%, 02/15/2033

     137,679  
25,508   

6.00%, 07/15/2033

     27,396  
37,936   

6.00%, 10/15/2034

     40,744  
318,089   

6.00%, 03/15/2036

     343,001  
4,853   

6.00%, 05/15/2036

     5,363  
120,024   

6.00%, 10/15/2036

     131,495  
58,088   

6.00%, 01/15/2037

     64,071  
125,684   

6.00%, 02/15/2037

     138,810  
220,610   

6.00%, 06/15/2037

     243,147  
79,282   

6.00%, 11/15/2037

     85,554  
62,172   

6.00%, 06/15/2038

     67,271  
130,632   

6.00%, 08/15/2038

     143,746  
206,075   

6.00%, 10/15/2038

     223,536  
203,067   

6.00%, 11/15/2038

     223,218  
114,386   

6.00%, 12/15/2038

     123,800  
72,538   

6.00%, 01/15/2039

     79,030  
2,754   

6.00%, 03/15/2039

     2,961  
260,425   

6.00%, 04/15/2039

     279,704  
380,035   

6.00%, 08/15/2039

     418,227  
5,958   

6.00%, 09/15/2039

     6,403  
54,883   

6.00%, 11/15/2039

     59,624  
28,883   

6.00%, 06/15/2040

     31,048  
2,224,750   

6.00%, 09/20/2040(7)

     528,946  
159,655   

6.00%, 12/15/2040

     176,608  
504,129   

6.00%, 06/15/2041

     556,608  
1,636,586   

6.00%, 02/20/2046(7)

     374,944  
2,748,857   

6.17%, 07/20/2039(6)(7)

     535,536  
14,082   

6.50%, 09/15/2028

     15,306  


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$              2,313   

6.50%, 10/15/2028

   $ 2,514  
4,725   

6.50%, 12/15/2028

     5,136  
44,539   

6.50%, 05/15/2029

     49,734  
80,589   

6.50%, 08/15/2031

     87,592  
3,947   

6.50%, 09/15/2031

     4,290  
39,575   

6.50%, 10/15/2031

     43,014  
149,897   

6.50%, 11/15/2031

     162,922  
30,398   

6.50%, 01/15/2032

     33,039  
23,547   

6.50%, 03/15/2032

     25,771  
6,748   

6.50%, 04/15/2032

     7,334  
13,012   

6.50%, 07/15/2032

     14,143  
     

 

 

 
        173,565,315  
     

 

 

 
      $ 928,446,723  
     

 

 

 
  

U.S. Government Agencies - 1.8%

 

  

FNMA - 1.4%

 

$      15,175,000   

2.50%, 02/01/2034(19)

   $ 14,934,183  
10,400,000   

5.00%, 03/01/2049(19)

     10,925,075  
  

GNMA - 0.4%

 

5,200,000   

5.00%, 02/01/2049(19)

     5,421,244  
1,000,000   

5.50%, 02/01/2049(19)

     1,067,227  
     

 

 

 
        32,347,729  
     

 

 

 
  

Total U.S. Government Agencies
(cost $959,649,786)

   $ 960,794,452  
     

 

 

 
U.S. Government Securities - 6.9%

 

  

U.S. Treasury Securities - 6.9%

 

  

U.S. Treasury Bonds - 2.7%

 

$       5,060,000   

2.25%, 08/15/2046(20)(21)(22)

   $ 4,339,741  
5,800,000   

2.50%, 02/15/2046(20)(22)

     5,254,211  
23,034,000   

2.88%, 11/15/2046(20)(21)

     22,483,343  
16,140,000   

3.13%, 05/15/2048

     16,494,954  
     

 

 

 
        48,572,249  
     

 

 

 
  

U.S. Treasury Notes - 4.2%

 

56,169,284   

0.38%, 07/15/2027(23)

     54,518,580  
5,702,738   

0.75%, 07/15/2028(23)

     5,702,813  
14,601,695   

0.88%, 01/15/2029(23)

     14,717,102  
     

 

 

 
        74,938,495  
     

 

 

 
        123,510,744  
     

 

 

 
  

Total U.S. Government Securities
(cost $125,397,358)

   $ 123,510,744  
     

 

 

 
Common Stocks - 0.0%

 

  

Energy - 0.0%

 

38,914   

Ascent Resources - Marcellus LLC Class A*(2)(3)

   $ 122,579  
13,623   

Philadelphia Energy Solutions Class A*

     54,492  
8,492   

Templar Energy LLC Class A*

     2,123  
     

 

 

 
        179,194  
     

 

 

 
  

Total Common Stocks
(cost $312,529)

   $ 179,194  
     

 

 

 
Preferred Stocks - 0.0%

 

  

Banks - 0.0%

 

469   

U.S. Bancorp Series A, 3.81%(4)(11)

     372,854  
     

 

 

 
  

Total Preferred Stocks
(cost $332,990)

   $ 372,854  
     

 

 

 
Warrants - 0.0%

 

  

Energy - 0.0%

 

10,075   

Ascent Resources - Marcellus LLC Expires 3/30/23*(2)(3)

     806  
     

 

 

 
  

Total Warrants
(cost $806)

   $ 806  
     

 

 

 
  

Total Long-Term Investments
(cost $2,318,950,911)

   $ 2,301,513,514  
     

 

 

 


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

Short-Term Investments - 3.9%

 

     Certificates of Deposit - 0.1%     
    440,000     

Credit Agricole Corporate and Investment Bank
3 mo. USD LIBOR + 0.400%, 3.22%, 09/24/2020(4)(13)

 

  $ 439,927  
         

 

 

 
     Commercial Paper - 0.0%     

CAD

    90,000     

Bank of Nova Scotia
1.85%, 02/08/2019(13)

 

  $ 68,468  
         

 

 

 
     Foreign Government Obligations - 0.0%     
    400,000     

Newfoundland T-Bill
1.79%, 02/14/2019(13)

 

  $ 304,229  
         

 

 

 
     Other Investment Pools & Funds - 3.3%     
    59,055,154     

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,
2.37%(24)

 

  $ 59,055,154  
         

 

 

 
     Securities Lending Collateral - 0.5%     
    456,914      Citibank NA DDCA, 2.39%, 2/1/2019(24)

 

  $ 456,914  
    5,075,522      Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.31%(24)

 

    5,075,522  
    2,021,440     

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class,
2.29%(24)

 

    2,021,440  
    277,303      Invesco Government & Agency Portfolio, Institutional Class, 2.28%(24)

 

    277,303  
    1,184,307     

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class,
2.37%(24)

 

    1,184,307  
    122,801      Western Asset Institutional Government Class A Fund, Institutional Class, 2.25%(24)

 

    122,801  
         

 

 

 
                    9,138,287  
         

 

 

 
    

Total Short-Term Investments
(cost $69,002,384)

 

  $ 69,006,065  
         

 

 

 
    

Total Investments Excluding Purchased Options
(cost $2,387,953,295)

     131.9   $ 2,370,519,579  
    

Total Purchased Options
(cost $6,561,454)

     0.3   $ 5,571,667  
       

 

 

   

 

 

 
    

Total Investments
(cost $2,394,514,749)

     132.2   $ 2,376,091,246  
     Other Assets and Liabilities      (32.2 )%      (578,410,990
       

 

 

   

 

 

 
     Total Net Assets      100.0   $ 1,797,680,256  
       

 

 

   

 

 

 

 

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. These classifications are used for financial reporting purposes.

 

*

Non-income producing.

(1)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $624,199,604, representing 34.7% of 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 January 31, 2019, the aggregate fair value of these securities was $2,475,254, which represented 0.1% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Directors.

(4)

Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2019.

(5)

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

(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)

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of this security was $2,535,000 at January 31, 2019.

(9)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(10)

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $26,175,905, representing 1.5% of net assets.

(11)

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

(12)

Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal. Share amount represents shares of the issuer previously held that resulted in receipt of the escrow.

(13)

The rate shown represents current yield to maturity.

(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 January 31, 2019.

(15)

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

(16)

This security, or a portion of this security, has unfunded loan commitments. As of January 31, 2019, the aggregate value of the unfunded commitment was $25,756, which rounds to 0.00% of total net assets.

(17)

Securities disclosed are principal-only strips.

(18)

Security is a zero-coupon bond.

(19)

Represents or includes a TBA transaction.

(20)

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

(21)

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

(22)

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

(23)

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

(24)

Current yield as of period end.

 

        OTC Swaption Contracts Outstanding at January 31, 2019

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*     CITI       2.91%       Pay       07/18/28       USD       3,250,000       3,250,000     $ 365,625     $ 379,925     $ (14,300
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57*     JPM       2.45%       Pay       08/02/27       USD       5,000,000       5,000,000       519,000       513,500       5,500  
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57*     BCLY       2.45%       Receive       08/02/27       USD       6,000,000       6,000,000       622,800       519,079       103,721  
3 Months USD-LIBOR-BBA Interest Rate Swap Expiring 08/04/57*     BOA       2.45%       Receive       08/02/27       USD       4,600,000       4,600,000       477,480       395,600       81,880  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

 

        18,850,000     $ 1,984,905     $ 1,808,104     $ 176,801  
             

 

 

   

 

 

   

 

 

   

 

 

 

Puts

                   
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 02/28/19*     BCLY       2.45%       Pay       08/02/27       USD       6,000,000       6,000,000     $ 1,125,600     $ 472,587     $ 653,013  
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 06/03/29*     DEUT       3.20%       Receive       05/30/19       USD       38,750,000       38,750,000       30,961       577,375       (546,414
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 06/03/29*     BOA           3.20%       Receive       05/30/19       USD       39,295,000       39,295,000       31,397       611,038       (579,641


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 07/20/48*   CITI   2.91%   Receive     07/18/28       USD       3,250,000       3,250,000       364,650       379,925       (15,275
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57*   JPM   2.45%   Receive     08/02/27       USD       5,000,000       5,000,000       938,000       988,000       (50,000
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 12/11/29*   BOA   3.20%   Receive     12/09/19       USD       48,980,000       48,980,000       233,194       671,025       (437,831
3 Months USD-LIBOR-BBA Interest Rate Swap Expiring 08/04/57*   BOA     2.45%   Pay     08/02/27       USD       4,600,000       4,600,000       862,960       1,053,400       (190,440
             

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

 

        145,875,000     $ 3,586,762     $ 4,753,350     $ (1,166,588
             

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased swaption contracts

 

        164,725,000     $ 5,571,667     $ 6,561,454     $ (989,787
             

 

 

   

 

 

   

 

 

   

 

 

 

* Swaptions with forward premiums.

 

        Futures Contracts Outstanding at January 31, 2019

 

Description   

Number

of

Contracts

     Expiration Date     

Current

Notional

Amount

    

Value and

Unrealized

Appreciation/

    (Depreciation)    

 

Long position contracts:

           

U.S. Treasury 2-Year Note Future

     534        03/29/2019      $         113,383,219      $ 64,394   

U.S. Treasury 5-Year Note Future

     2,069        03/29/2019        237,644,047        3,435,082   

U.S. Treasury Long Bond Future

     110        03/20/2019        16,135,625        822,907   

U.S. Treasury Ultra Bond Future

     699        03/20/2019        112,626,375        5,162,830   
           

 

 

 

Total

            $ 9,485,213   
           

 

 

 

Short position contracts:

           

Canadian Government 10-Year Bond Future

     113        03/20/2019      $ 11,837,071      $ (32,601)  

U.S. Treasury 10-Year Note Future

     280        03/20/2019        34,291,250        (166,096)  

U.S. Treasury 10-Year Ultra Future

     403        03/20/2019        52,667,063        (1,587,706)  
           

 

 

 

Total

            $ (1,786,403)  
           

 

 

 
           
           

 

 

 

Total futures contracts

            $ 7,698,810   
           

 

 

 

 

TBA Sale Commitments Outstanding at January 31, 2019

 

Description   

Principal

Amount

     Maturity Date    Market Value †     

Unrealized

Appreciation/

    (Depreciation)    

 

FHLMC, 3.00%

   $         10,155,000      02/01/2034    $ (10,170,867)      $ (50,775)  

FHLMC, 3.00%

     900,000      02/01/2049      (884,572)        (8,127)  

FHLMC, 3.50%

     24,695,000      02/01/2049      (24,831,498)        (199,501)  

FNMA, 2.50%

     28,580,000      02/01/2034      (28,126,454)        (200,960)  

FNMA, 3.00%

     7,291,000      02/01/2034      (7,300,968)        (33,892)  

FNMA, 3.00%

     34,247,000      02/01/2049      (33,643,664)        (307,303)  

FNMA, 4.50%

     4,275,000      02/01/2049      (4,443,161)        (17,033)  

FNMA, 5.50%

     5,650,000      02/01/2049      (5,998,712)        (33,547)  

GNMA, 4.50%

     2,330,000      02/01/2049      (2,419,195)        (13,106)  
        

 

 

    

 

 

 

Total (proceeds receivable $116,954,847)

   $       (117,819,091)      $ (864,244)  
        

 

 

    

 

 

 

At January 31, 2019, the aggregate market value of TBA Sale Commitments represents (6.6)% of total net assets.

 

        OTC Credit Default Swap Contracts Outstanding at January 31, 2019

 

    Reference Entity    Counter-
party
   Notional
Amount (a)
    

(Pay)/Receive

Fixed Rate

     Expiration
Date
     Periodic
Payment
Frequency
     Upfront
Premiums
Paid
     Upfront
Premiums
Received
     Market
Value †
     Unrealized
Appreciation/
(Depreciation)
 

Credit default swaps on indices:

 

     

Buy protection:

 

     

ABX.HE.AAA.06

   CSI      USD        2,407        (0.18%)        07/25/45        Monthly      $ 36      $      $         51      $ 15  


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

ABX.HE.AAA.07-1

    GSC       USD       160,795       (0.09%)       08/25/37       Monthly       33,720             4,017       (29,703

ABX.HE.AAA.07-1

    GSC       USD       704,283       (0.09%)       08/25/37       Monthly       148,452             17,542       (130,910

ABX.HE.AAA.07-1

    CSI       USD       1,527,554       (0.09%)       08/25/37       Monthly       370,223             38,162       (332,061

ABX.HE.PENAAA.06-2

    MSC       USD       250,930       (0.11%)       05/25/46       Monthly       27,120             15,027       (12,093

ABX.HE.PENAAA.06-2

    JPM       USD       829,206       (0.11%)       05/25/46       Monthly       89,407             50,310       (39,097

ABX.HE.PENAAA.06-2

    GSC       USD       668,978       (0.11%)       05/25/46       Monthly       165,146             40,124       (125,022

PrimeX.ARM.2

    MSC       USD       150,640       (4.58%)       12/25/37       Monthly             (314     (158     156  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

              $ 834,104     $ (314   $ 165,075     $ (668,715
             

 

 

   

 

 

   

 

 

   

 

 

 

Sell protection:

                   

ABX.HE.AAA.06

    MSC       USD       2,408       0.18%       07/25/45       Monthly     $     $     $ (51   $ (51

ABX.HE.AAA.07-1

    MSC       USD       160,795       0.09%       08/25/37       Monthly       1,529             (4,017     (5,546

ABX.HE.AAA.07-1

    MSC       USD       704,283       0.09%       08/25/37       Monthly       6,659             (17,594     (24,253

ABX.HE.AAA.07-1

    MSC       USD       1,527,554       0.09%       08/25/37       Monthly       14,529             (38,162     (52,691

ABX.HE.PENAAA.06-2

    BCLY       USD       1,749,118       0.11%       05/25/46       Monthly             (45,693     (104,910     (59,217

CMBX.NA.BB.6

    GSC       USD       396,000       5.00%       05/11/63       Monthly             (44,160     (94,717     (50,557

CMBX.NA.BB.6

    CSI       USD       1,080,000       5.00%       05/11/63       Monthly             (204,795     (258,319     (53,524

CMBX.NA.BB.6

    CSI       USD       952,000       5.00%       05/11/63       Monthly             (168,257     (227,703     (59,446

CMBX.NA.BB.6

    CSI       USD       1,540,000       5.00%       05/11/63       Monthly             (300,329     (368,772     (68,443

CMBX.NA.BB.6

    CSI       USD       2,680,000       5.00%       05/11/63       Monthly             (541,530     (641,758     (100,228

CMBX.NA.BB.6

    CSI       USD       1,085,000       5.00%       05/11/63       Monthly             (154,826     (259,816     (104,990

CMBX.NA.BB.6

    GSC       USD       1,715,000       5.00%       05/11/63       Monthly             (303,953     (410,201     (106,248

CMBX.NA.BB.6

    CSI       USD       1,830,000       5.00%       05/11/63       Monthly             (323,435     (437,707     (114,272

CMBX.NA.BB.6

    CSI       USD       1,830,000       5.00%       05/11/63       Monthly             (323,435     (437,707     (114,272

CMBX.NA.BB.6

    CSI       USD       1,830,000       5.00%       05/11/63       Monthly             (323,435     (437,707     (114,272

CMBX.NA.BB.6

    CSI       USD       1,835,000       5.00%       05/11/63       Monthly             (324,319     (438,903     (114,584

CMBX.NA.BB.6

    GSC       USD       1,635,000       5.00%       05/11/63       Monthly             (171,817     (391,066     (219,249

CMBX.NA.BB.8

    MSC       USD       3,099,000       5.00%       10/17/57       Monthly             (829,029     (547,462     281,567  

CMBX.NA.BB.8

    GSC       USD       2,890,000       5.00%       10/17/57       Monthly             (692,195     (511,343     180,852  

CMBX.NA.BB.8

    MSC       USD       1,485,000       5.00%       10/17/57       Monthly             (408,441     (262,337     146,104  

CMBX.NA.BB.8

    GSC       USD       1,625,000       5.00%       10/17/57       Monthly             (432,720     (287,069     145,651  

CMBX.NA.BB.8

    MSC       USD       1,270,000       5.00%       10/17/57       Monthly             (348,797     (224,356     124,441  

CMBX.NA.BB.8

    GSC       USD       890,000       5.00%       10/17/57       Monthly             (251,539     (157,226     94,313  

CMBX.NA.BB.8

    CSI       USD       530,000       5.00%       10/17/57       Monthly             (141,773     (93,628     48,145  

CMBX.NA.BBB-.6

    MSC       USD       360,000       3.00%       05/11/63       Monthly             (30,469     (47,411     (16,942

CMBX.NA.BBB-.6

    MSC       USD       3,725,000       3.00%       05/11/63       Monthly             (542,954     (490,574     52,380  

CMBX.NA.BBB-.6

    DEUT       USD       1,270,000       3.00%       05/11/63       Monthly             (187,074     (167,257     19,817  

CMBX.NA.BBB-.6

    CSI       USD       815,000       3.00%       05/11/63       Monthly             (112,062     (107,469     4,593  

CMBX.NA.BBB-.6

    GSC       USD       2,790,000       3.00%       05/11/63       Monthly             (305,301     (367,669     (62,368

PrimeX.ARM.2

    JPM       USD       150,640       4.58%       12/25/37       Monthly       5,903             158       (5,745
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

              $ 28,620     $ (7,512,338   $ (7,832,753   $ (349,035
             

 

 

   

 

 

   

 

 

   

 

 

 
                   
             

 

 

   

 

 

   

 

 

   

 

 

 

Total traded indices

 

        $ 862,724     $ (7,512,652   $ (7,667,678   $ (1,017,750
             

 

 

   

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

   

Sell protection:

 

   

South Africa Government International Bond

    BCLY       USD       1,160,000       1.00%       12/20/23       Quarterly     $     $ (56,307   $ (37,887   $ 18,420  

South Africa Government International Bond

    MSC       USD       1,150,000       1.00%       12/20/23       Quarterly             (54,859     (37,561     17,298  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total

              $           —     $ (111,166   $ (75,448   $ 35,718  
             

 

 

   

 

 

   

 

 

   

 

 

 


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

 

 

    

 

 

   

 

 

   

 

 

 

Total single-name issues

   $      $ (111,166   $ (75,448   $ 35,718  
  

 

 

    

 

 

   

 

 

   

 

 

 
         
  

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC contracts

   $   862,724      $ (7,623,818   $ (7,743,126   $     (982,032)  
  

 

 

    

 

 

   

 

 

   

 

 

 

 

(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 January 31, 2019  
    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.31.V1

     USD        15,295,000        (1.00%)       12/20/23        Quarterly      $ (151,914   $ (247,666   $ (95,752

ITRAXX.EUR.30.V1

     EUR        24,260,000        (1.00%)       12/20/23        Quarterly        (255,705     (430,531     (174,826

ITRAXX.XOV.30.V2

     EUR        12,392,450        (5.00%)       12/20/23        Quarterly        (1,028,501     (1,256,733     (228,232
                

 

 

   

 

 

   

 

 

 

Total

                 $ (1,436,120   $ (1,934,930   $ (498,810
                

 

 

   

 

 

   

 

 

 

Credit default swaps on indices:

                    

Sell protection:

                    

CDX.EM.30.V1

     USD        30,350,000        1.00%       12/20/23        Quarterly      $ (1,414,038   $ (888,474   $ 525,564  

CDX.NA.HY.31.V3

     USD        26,415,900        5.00%       12/20/23        Quarterly        1,310,523       1,712,424       401,901  
                

 

 

   

 

 

   

 

 

 

Total

 

     $ (103,515   $ 823,950     $ 927,465  
                

 

 

   

 

 

   

 

 

 
                    
                

 

 

   

 

 

   

 

 

 

Total

                 $ (1,539,635   $ (1,110,980   $ 428,655  
                

 

 

   

 

 

   

 

 

 

 

(a)

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

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2019  

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 Mo. Federal Funds Rate

  1.62% Fixed     USD     10,705,000     11/14/26     Annual     $     $     $ 526,154     $ 526,154  

12M Federal Funds Rate

  1.00% Fixed     USD     6,875,000     09/29/26     Annual       159,680             654,281       494,601  

3 Mo. USD LIBOR

  2.00% Fixed     USD     12,225,000     03/21/23     Semi-Annual       47,638             204,292       156,654  

3 Mo. USD LIBOR

  3.00% Fixed     USD     12,256,000     04/30/25     Semi-Annual       54,529             (328,106     (382,635

3 Mo. USD LIBOR

  2.79% Fixed   USD     26,118,000     09/30/25     Semi-Annual                   (355,137     (355,137

3 Mo. USD LIBOR

  2.27% Fixed     USD     1,663,000     07/14/27     Semi-Annual                   44,226       44,226  

3 Mo. USD LIBOR

  3.00% Fixed     USD     14,403,000     06/18/28     Semi-Annual                   (434,165     (434,165

3 Mo. USD LIBOR

  2.25% Fixed     USD     82,273,000     06/20/28     Semi-Annual       4,196,367             2,785,678       (1,410,689

3 Mo. USD LIBOR

  2.83% Fixed     USD     15,729,000     12/21/28     Semi-Annual                   (236,617     (236,617

3 Mo. USD LIBOR

  2.81% Fixed     USD     4,252,000     05/15/44     Semi-Annual       4,528             (2,403     (6,931

3 Mo. USD LIBOR

  2.75% Fixed     USD     15,675,000     12/20/47     Semi-Annual             (338,846     172,601       511,447  

3 Mo. USD LIBOR

  2.88% Fixed     USD     1,200,000     12/31/48     Semi-Annual                   (21,091     (21,091

3 Mo. USD LIBOR

  2.87% Fixed     USD     600,000     01/28/49     Semi-Annual                   (9,298     (9,298
           

 

 

   

 

 

   

 

 

   

 

 

 

Total

 

  $ 4,462,742     $ (338,846   $ 3,000,415     $ (1,123,481
           

 

 

   

 

 

   

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at January 31, 2019  

Amount and Description

of Currency to be

Purchased

      

Amount and Description

of Currency to be

Sold

       Counterparty     

Settlement

Date

     Appreciation        Depreciation      
  645,000        CAD          484,424            USD        SCB      02/12/19      $ 6,592        $ —        
  61,420,000        EGP          3,221,610            USD        MSC      04/22/19        168,520          —        
  8,000        GBP          10,540            USD        BNP      02/28/19                 (32)       
  401,150,000        JPY          3,588,319            USD        HSBC      03/11/19        106,214          —        
  75,566        USD          100,000            CAD        BNP      02/07/19                 (552)       
  67,893        USD          90,000            CAD        DEUT      02/08/19                 (615)       


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  478,219        USD          645,000          CAD          JPM          02/12/19        $        $ (12,797
  301,042        USD          400,000          CAD          SCB          02/14/19                   (3,477
  755,347        USD          995,000          CAD          MSC          07/08/19                   (4,654
  45,172        USD          60,000          CAD          GSC          10/01/19                   (733
  720,643        USD          13,440,000          EGP          GSC          04/22/19                   (21,189
      14,399,777        USD          12,682,000          EUR          GSC          02/28/19                   (150,276
  4,396,132        USD          3,846,000          EUR          BOA          03/20/19                   (24,554
  138,125        USD          120,000          EUR          JPM          05/02/19                   (330
  92,204        USD          80,000          EUR          JPM          05/30/19                   (321
  266,045        USD          200,000          GBP          SSG          02/27/19          3,386           
  527,517        USD          400,000          GBP          SSG          02/27/19          2,199           
  454,845        USD          129,130,000          HUF          GSC          02/06/19                   (13,193
  2,437,436        USD          271,050,000          JPY          JPM          02/04/19                   (51,851
  2,653,373        USD          299,600,000          JPY          JPM          02/19/19                   (101,070
  4,901,551        USD          551,150,000          JPY          JPM          03/11/19                   (174,460
  743,061        USD          79,900,000          JPY          JPM          04/15/19          4,935           
  220,662        USD          23,950,000          JPY          JPM          04/22/19                   (727
  893,411        USD          100,000,000          JPY          UBS          06/14/19                   (35,028 )       
      Total                                                             $         291,846          $        (595,859

† 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

  
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

  
SCB   

Standard Chartered Bank

  
SSG   

State Street Global Markets LLC

  
UBS   

UBS AG

  

Currency Abbreviations:

  
ARS   

Argentine Peso

  
CAD   

Canadian Dollar

  
EGP   

Egyptian Pound

  
EUR   

Euro

  
GBP   

British Pound

  
HUF   

Hungarian Forint

  
JPY   

Japanese Yen

  
USD   

United States Dollar

  

Index Abbreviations:

  
ABX.HE   

Markit Asset Backed Security Home Equity

  
ABX.HE.PEN   

Markit Asset Backed Security Home Equity Penultimate

  
CDX.EM   

Credit Derivatives Emerging Markets

  
CDX.NA.HY   

Credit Derivatives North American High Yield

  
CDX.NA.IG   

Credit Derivatives North American Investment Grade

  
CMBX.NA   

Markit Commercial Mortgage Backed North American

  
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

  


 

The Hartford Total Return Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

 

Other Abbreviations:

    
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

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total     Level 1     Level 2     Level 3(1)  

Assets

        

Asset & Commercial Mortgage Backed Securities

   $ 610,493,533     $     $ 608,141,664     $ 2,351,869   

Corporate Bonds

     522,692,588             522,692,588       —   

Escrows

                       —   

Foreign Government Obligations

     25,962,187             25,962,187       —   

Municipal Bonds

     14,490,599             14,490,599       —   

Senior Floating Rate Interests

     43,016,557             43,016,557       —   

U.S. Government Agencies

     960,794,452             960,794,452       —   

U.S. Government Securities

     123,510,744             123,510,744       —   

Common Stocks

        

Energy

     179,194             56,615       122,579   

Preferred Stocks

     372,854       372,854             —   

Warrants

     806                   806   

Short-Term Investments

     69,006,065       68,193,441       812,624       —   

Purchased Options

     5,571,667             5,571,667       —   

Foreign Currency Contracts(2)

     291,846             291,846       —   

Futures Contracts(2)

     9,485,213       9,485,213             —   

Swaps - Credit Default(2)

     2,061,217             2,061,061       156   

Swaps - Interest Rate(2)

     1,733,082             1,733,082       —   
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $

 

  2,389,662,604

 

 

 

  $

 

 

    78,051,508

 

 

 

 

 

  $

 

  2,309,135,686

 

 

 

  $

 

    2,475,410 

 

 

 

  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (595,859   $     $ (595,859   $ —   

Futures Contracts(2)

     (1,786,403     (1,786,403           —   

Swaps - Credit Default(2)

     (2,614,594           (2,608,849     (5,745

Swaps - Interest Rate(2)

     (2,856,563           (2,856,563     —   

TBA Sale Commitments

     (117,819,091           (117,819,091     —   
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

  

 

$

 

 

(125,672,510

 

 

 

 

 

$

 

 

(1,786,403

 

 

 

 

 

$

 

 

(123,880,362

 

 

 

 

 

$

 

 

(5,745

 

 

 

  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) 

For the period ended January 31, 2019, there were no transfers in and out of Level 3

 

(2) 

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2019 is not presented.


 

The Hartford World Bond Fund

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 0.0%

  
  

United States - 0.0%

  
47,282   

Homer City Generation L.P.

   $         362,511  
     

 

 

 
  

Total Common Stocks
(cost $2,698,660)

   $ 362,511  
     

 

 

 

Asset & Commercial Mortgage Backed Securities - 6.0%

  
  

Bermuda - 0.0%

  
$          247,500   

Cal Funding Ltd.
3.47%, 10/25/2027(1)

   $ 246,271  
     

 

 

 
  

Canada - 0.1%

  
785,000   

Canadian Pacer Auto Receivables Trust
3.63%, 01/19/2024(1)

     797,177  
  

Master Credit Card Trust

  
2,848,000   

3.80%, 01/21/2022(1)

     2,856,301  
1,499,000   

4.02%, 07/21/2022(1)

     1,501,764  
     

 

 

 
        5,155,242  
     

 

 

 
  

Cayman Islands - 1.1%

  
2,960,000   

ALM XVIII Ltd.
3 mo. USD LIBOR + 1.650%, 4.44%, 01/15/2028(1)(2)

     2,935,260  
  

Apidos CLO

  
3,030,000   

3 mo. USD LIBOR + 1.450%, 4.23%, 07/18/2027(1)(2)

     2,972,857  
  

Ares CLO Ltd.

  
2,675,000   

3 mo. USD LIBOR + 1.950%, 4.70%, 12/05/2025(1)(2)

     2,675,907  
3,250,000   

Atrium XII
3 mo. USD LIBOR + 1.650%, 4.41%, 04/22/2027(1)(2)

     3,183,934  
1,330,000   

Bain Capital Credit CLO
3 mo. USD LIBOR + 1.800%, 4.57%, 07/25/2030(1)(2)

     1,322,204  
3,060,000   

Benefit Street Partners CLO IV Ltd.
3 mo. USD LIBOR + 2.050%, 4.81%, 01/20/2029(1)(2)

     3,056,885  
2,350,000   

BSPRT Issuer Ltd.
3 mo. USD LIBOR + 1.050%, 3.56%, 09/15/2035(1)(2)

     2,331,169  
2,350,000   

Carlyle Global Market Strategies CLO Ltd.
3 mo. USD LIBOR + 1.400%, 4.19%, 01/15/2030(1)(2)

     2,291,304  
2,500,000   

3 mo. USD LIBOR + 1.400%, 4.17%, 04/17/2031(1)(2)

     2,438,932  
1,015,000   

Covenant Credit Partners CLO Ltd.
3 mo. USD LIBOR + 1.850%, 4.64%, 10/15/2029(1)(2)

     1,014,977  
945,000   

Dryden 75 CLO Ltd.
3 mo. USD LIBOR + 2.450%, 5.45%, 01/15/2029(1)(2)(3)(4)

     945,000  
2,937,500   

Highbridge Loan Management Ltd.
3 mo. USD LIBOR + 1.450%, 4.03%, 02/05/2031(1)(2)

     2,875,207  
  

LCM L.P.

  
3,010,000   

3 mo. USD LIBOR + 1.210%, 3.97%, 07/20/2030(1)(2)

     3,001,701  
1,040,000   

3 mo. USD LIBOR + 1.400%, 4.16%, 04/20/2028(1)(2)

     1,014,650  
2,240,000   

3 mo. USD LIBOR + 1.950%, 4.71%, 10/20/2027(1)(2)

     2,204,395  
376,928   

LSTAR Securities Investment Ltd.
1 mo. USD LIBOR + 1.550%, 4.07%, 02/01/2023(1)(2)

     368,960  
  

Madison Park Funding Ltd.

  
1,000,000   

3 mo. USD LIBOR + 1.600%, 4.36%, 10/21/2030(1)(2)

     983,608  
1,750,000   

3 mo. USD LIBOR + 1.900%, 4.66%, 04/20/2026(1)(2)

     1,746,402  
2,935,000   

Northwoods Capital Ltd.
3 mo. USD LIBOR + 1.300%, 4.09%, 06/20/2029(1)(2)

     2,920,472  
1,000,000   

Stewart Park CLO Ltd.
3 mo. USD LIBOR + 1.800%, 4.59%, 01/15/2030(1)(2)

     937,301  
995,714   

Thunderbolt Aircraft Lease
4.15%, 09/15/2038(1)(5)

     1,002,833  
  

Voya CLO Ltd.

  
2,867,000   

3 mo. USD LIBOR + 1.250%, 4.02%, 04/17/2030(1)(2)

     2,855,592  
2,390,000   

3 mo. USD LIBOR + 2.200%, 4.66%, 10/15/2031(1)(2)

     2,352,386  
1,295,000   

3 mo. USD LIBOR + 2.250%, 5.03%, 10/18/2031(1)(2)

     1,278,998  
3,975,000   

Zais CLO Ltd.
3 mo. USD LIBOR + 1.530%, 4.32%, 10/15/2028(1)(2)

     3,965,536  
     

 

 

 
        52,676,470  
     

 

 

 


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

United Kingdom - 0.0%

  
GBP         425,000   

Canary Wharf Finance plc
5.95%, 10/22/2037(6)

   $ 781,547  
  

United States - 4.8%

  
$         900,000   

280 Park Avenue Mortgage Trust
1 mo. USD LIBOR + 2.119%, 4.63%, 09/15/2034(1)(2)

     892,100  
1,179,135   

Ajax Mortgage Loan Trust
3.16%, 09/25/2056(1)(7)

             1,165,434  
  

Alternative Loan Trust

  
512,351   

1 mo. USD LIBOR + 0.140%, 2.65%, 04/25/2047(2)

     485,509  
294,645   

1 mo. USD LIBOR + 0.320%, 2.83%, 11/25/2035(2)

     269,629  
343,521   

1 mo. USD LIBOR + 0.500%, 3.01%, 12/25/2035(2)

     225,527  
533,719   

1 mo. USD LIBOR + 0.800%, 3.31%, 12/25/2035(2)

     462,445  
1,664,219   

12 mo. USD MTA + 1.350%, 3.60%, 08/25/2035(2)

     1,526,913  
617,144   

5.75%, 05/25/2036

     446,779  
298,498   

6.00%, 05/25/2036

     237,949  
1,966,571   

Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates
1 mo. USD LIBOR + 6.000%, 5.19%, 01/25/2034(2)

     1,836,895  
  

Angel Oak Mortgage Trust LLC

  
701,874   

2.48%, 07/25/2047(1)(7)

     691,648  
332,818   

2.71%, 11/25/2047(1)(7)

     330,308  
108,090   

2.81%, 01/25/2047(1)(7)

     107,484  
627,183   

3.26%, 04/27/2048(1)(7)

     624,819  
1,216,223   

3.50%, 07/25/2046(1)(5)

     1,211,890  
610,000   

BAMLL Commercial Mortgage Securities Trust
1 mo. USD LIBOR + 1.700%, 4.21%, 09/15/2034(1)(2)

     606,314  
2,263,000   

Banc of America Commercial Mortgage Trust
4.91%, 07/15/2049(7)

     2,315,028  
212,005   

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

     203,771  
1,440,000   

Bank
4.65%, 11/15/2061(7)

     1,426,316  
  

BBCMS Mortgage Trust

  
1,115,000   

1 mo. USD LIBOR + 0.722%, 3.23%, 03/15/2037(1)(2)

     1,095,435  
1,535,000   

3.67%, 02/15/2050

     1,552,056  
  

Bear Stearns Adjustable Rate Mortgage Trust

  
658,328   

3.92%, 06/25/2047(7)

     601,240  
590,826   

4.03%, 07/25/2036(7)

     532,844  
606,742   

4.51%, 10/25/2035(7)

     608,556  
  

Bear Stearns Alt-A Trust

  
359,267   

1 mo. USD LIBOR + 0.320%, 2.83%, 08/25/2036(2)

     369,654  
1,275,471   

1 mo. USD LIBOR + 0.500%, 3.01%, 01/25/2036(2)

     1,300,873  
353,301   

4.43%, 09/25/2035(7)

     328,906  
413,008   

Bear Stearns Mortgage Funding Trust
1 mo. USD LIBOR + 0.200%, 2.71%, 02/25/2037(2)

     424,605  
21,346,776   

Benchmark Mortgage Trust
0.54%, 07/15/2051(7)(8)

     787,984  
1,787,333   

BX Commercial Mortgage Trust
1 mo. USD LIBOR + 1.800%, 4.31%, 11/15/2035(1)(2)

     1,771,645  
1,880,000   

CAMB Commercial Mortgage Trust
1 mo. USD LIBOR + 2.150%, 4.65%, 12/15/2037(1)(2)

     1,880,733  
1,566,142   

Chase Mortgage Finance Trust
4.30%, 12/25/2035(7)

     1,506,547  
142,547   

ChaseFlex Trust
5.50%, 06/25/2035

     120,806  
419,420   

Chesapeake Funding LLC
1.99%, 05/15/2029(1)

     414,981  
  

CHL Mortgage Pass-Through Trust

  
826,416   

1 mo. USD LIBOR + 0.680%, 3.19%, 03/25/2035(2)

     770,009  
843,038   

3.86%, 11/20/2035(7)

     768,108  
393,782   

4.04%, 09/25/2047(7)

     365,192  
278,022   

4.06%, 03/20/2036(7)

     253,231  
165,144   

CIG Automobile Receivables Trust
2.71%, 05/15/2023(1)

     164,260  


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Citigroup Commercial Mortgage Trust

  
$         365,000   

3.62%, 07/10/2047

   $        372,628  
1,120,000   

4.68%, 01/10/2024(1)

             1,162,840  
1,110,000   

COLT Funding LLC
3.71%, 03/25/2049(3)(4)

     1,109,986  
  

COLT Mortgage Loan Trust

  
420,576   

2.93%, 02/25/2048(1)(7)

     416,327  
799,532   

3.87%, 10/26/2048(1)(7)

     799,888  
25,718,454   

Commercial Mortgage Pass-Through Certificates
0.63%, 02/10/2047(7)(8)

     665,738  
2,035,000   

Commercial Mortgage Trust
3.69%, 08/10/2047

     2,070,449  
16,700   

Credit Suisse First Boston Mortgage Securities Corp.
4.88%, 04/15/2037

     16,413  
  

CSAIL Commercial Mortgage Trust

  
2,396,330   

0.62%, 08/15/2051(7)(8)

     109,827  
51,685,858   

0.80%, 06/15/2057(7)(8)

     1,963,019  
14,613,698   

0.91%, 04/15/2050(7)(8)

     578,697  
748,000   

4.89%, 11/15/2051(7)

     757,622  
  

CSMC Trust

  
1,038,274   

3.25%, 04/25/2047(1)(7)

     1,013,416  
1,770,319   

3.50%, 08/25/2043(1)(7)

     1,742,829  
848,941   

DBUBS Mortgage Trust
0.71%, 11/10/2046(1)(7)(8)

     7,301  
  

Deephaven Residential Mortgage Trust

  
600,454   

2.98%, 12/25/2057(1)(7)

     595,081  
228,990   

3.49%, 12/26/2046(1)(7)

     228,328  
1,756,000   

Eagle Re Ltd.
1 mo. USD LIBOR + 1.700%, 4.21%, 11/25/2028(1)(2)

     1,755,996  
  

Enterprise Fleet Financing LLC

  
622,944   

2.09%, 02/22/2021(1)

     621,785  
265,760   

2.13%, 07/20/2022(1)

     264,445  
  

Fannie Mae Connecticut Avenue Securities

  
3,250,000   

1 mo. USD LIBOR + 2.000%, 4.51%, 03/25/2031(2)

     3,214,908  
2,820,000   

1 mo. USD LIBOR + 2.150%, 4.66%, 10/25/2030(2)

     2,819,993  
3,000,000   

1 mo. USD LIBOR + 2.200%, 4.71%, 08/25/2030(2)

     2,994,018  
2,260,000   

1 mo. USD LIBOR + 2.250%, 4.76%, 07/25/2030(2)

     2,278,649  
3,105,000   

1 mo. USD LIBOR + 2.350%, 4.86%, 01/25/2031(2)

     3,112,256  
3,000,000   

1 mo. USD LIBOR + 2.550%, 5.06%, 12/25/2030(2)

     3,025,499  
1,150,000   

1 mo. USD LIBOR + 2.600%, 5.11%, 05/25/2024(2)

     1,201,279  
889,724   

1 mo. USD LIBOR + 2.900%, 5.41%, 07/25/2024(2)

     933,561  
982,937   

1 mo. USD LIBOR + 3.000%, 5.51%, 07/25/2024(2)

     1,043,259  
245,000   

1 mo. USD LIBOR + 3.550%, 6.06%, 07/25/2029(2)

     264,039  
2,975,000   

1 mo. USD LIBOR + 4.250%, 6.76%, 01/25/2029(2)

     3,308,904  
994,032   

1 mo. USD LIBOR + 4.300%, 6.81%, 02/25/2025(2)

     1,085,571  
1,050,000   

1 mo. USD LIBOR + 4.400%, 6.91%, 01/25/2024(2)

     1,174,046  
822,418   

1 mo. USD LIBOR + 4.550%, 7.06%, 02/25/2025(2)

     884,563  
834,357   

1 mo. USD LIBOR + 4.900%, 7.41%, 11/25/2024(2)

     937,177  
1,714,121   

1 mo. USD LIBOR + 5.000%, 7.51%, 07/25/2025(2)

     1,922,268  
1,004,793   

1 mo. USD LIBOR + 5.250%, 7.76%, 10/25/2023(2)

     1,132,895  
1,945,000   

1 mo. USD LIBOR + 5.500%, 8.01%, 09/25/2029(2)

     2,204,635  
2,068,435   

1 mo. USD LIBOR + 5.700%, 8.21%, 04/25/2028(2)

     2,371,353  
3,370,000   

1 mo. USD LIBOR + 6.750%, 9.26%, 08/25/2028(2)

     3,949,990  
2,301,902   

1 mo. USD LIBOR + 6.950%, 9.46%, 08/25/2028(2)

     2,673,249  
231,562   

Finance of America Structured Securities Trust
2.32%, 11/25/2027(1)(7)

     231,449  
679,863   

Five Guys Funding LLC
4.60%, 07/25/2047(1)

     694,925  
150,696   

Flagship Credit Auto Trust
1.85%, 07/15/2021(1)

     150,135  
  

FREMF Mortgage Trust

  
1,195,000   

3.39%, 07/25/2022(1)(7)

     1,198,337  
2,875,000   

3.57%, 11/25/2047(1)(7)

     2,873,379  
4,690,000   

3.72%, 10/25/2048(1)(7)

     4,502,722  
3,100,000   

3.88%, 02/25/2050(1)(7)

     3,135,033  
3,090,000   

3.97%, 07/25/2049(1)(7)

     3,137,738  
920,000   

3.98%, 04/25/2051(1)(7)

     847,322  


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$       2,175,000   

4.04%, 07/25/2027(1)(7)

   $        2,067,300  
960,000   

4.08%, 09/25/2025(1)(7)

     961,030  
587,000   

4.29%, 11/25/2051(1)(7)

     551,981  
2,594,000   

4.32%, 10/25/2028(1)(7)

     2,591,574  
323,884   

GLS Auto Receivables Trust
2.67%, 04/15/2021(1)

     323,504  
307,057   

GreatAmerica Leasing Receivables Funding LLC
2.06%, 06/22/2020(1)

     305,878  
  

GS Mortgage Securities Corp. Trust

  
1,950,000   

1 mo. USD LIBOR + 1.450%, 3.96%, 07/15/2025(1)(2)

     1,932,886  
3,125,000   

1 mo. USD LIBOR + 1.450%, 3.96%, 09/15/2031(1)(2)

     3,126,611  
9,684,696   

GS Mortgage Securities Trust
1.05%, 05/10/2050(7)(8)

     684,267  
  

GSAA Home Equity Trust

  
1,242,179   

1 mo. USD LIBOR + 0.080%, 2.59%, 02/25/2037(2)

     604,152  
1,490,515   

1 mo. USD LIBOR + 0.120%, 2.63%, 05/25/2047(2)

     1,155,502  
978,790   

1 mo. USD LIBOR + 0.180%, 2.69%, 11/25/2036(2)

     438,251  
1,468,129   

1 mo. USD LIBOR + 0.240%, 2.75%, 11/25/2036(2)

     822,970  
148,594   

GSR Mortgage Loan Trust
3.84%, 05/25/2037(7)

     128,876  
  

HarborView Mortgage Loan Trust

  
1,909,336   

1 mo. USD LIBOR + 0.240%, 2.75%, 12/19/2036(2)

     1,746,748  
302,114   

1 mo. USD LIBOR + 1.000%, 3.51%, 10/25/2037(2)

     300,880  
2,940,000   

Hertz Vehicle Financing II L.P.
3.71%, 03/25/2023(1)(9)

     2,946,393  
1,565,000   

Home Re Ltd.
1 mo. USD LIBOR + 1.600%, 4.11%, 10/25/2028(1)(2)

     1,566,823  
1,470,513   

Horizon Aircraft Finance I Ltd.
4.46%, 12/15/2038(1)

     1,499,123  
  

JP Morgan Mortgage Trust

  
642,415   

3.00%, 09/25/2044(1)(7)

     639,888  
1,080,570   

3.97%, 08/25/2036(7)

     1,012,586  
509,588   

4.23%, 11/25/2035(7)

     497,646  
147,425   

6.00%, 01/25/2037

     106,991  
57,334,316   

JPMBB Commercial Mortgage Securities Trust
0.73%, 09/15/2047(7)(8)

     1,552,648  
1,661,143   

Legacy Mortgage Asset Trust
4.00%, 03/25/2058(1)(5)

     1,655,921  
569,000   

Lendmark Funding Trust
2.80%, 05/20/2026(1)

     563,595  
1,575,000   

Mariner Finance Issuance Trust
2.92%, 12/20/2029(1)

     1,559,572  
2,784,347   

MFA Trust
3.35%, 11/25/2047(1)(5)

     2,751,765  
  

Mill City Mortgage Loan Trust

  
506,745   

2.50%, 04/25/2057(1)(7)

     497,031  
1,830,959   

3.50%, 08/25/2058(1)(7)

     1,806,607  
  

Morgan Stanley Bank of America Merrill Lynch Trust

  
12,591,342   

1.04%, 10/15/2048(7)(8)

     670,118  
2,860,000   

3.73%, 05/15/2048

     2,926,421  
100,000   

Morgan Stanley Capital Trust
5.38%, 09/15/2047(1)(7)

     103,947  
383,010   

Morgan Stanley Mortgage Loan Trust
3.61%, 06/25/2037(7)

     249,335  
1,055,000   

MSCG Trust
1 mo. USD LIBOR + 1.180%, 3.69%, 10/15/2037(1)(2)

     1,037,811  
  

Natixis Commercial Mortgage Securities Trust

  
800,000   

4.32%, 01/15/2043(1)(7)

     754,186  
1,780,000   

1 mo. USD LIBOR + 1.954%, 4.46%, 07/15/2033(1)(2)

     1,742,331  
2,637,500   

4.77%, 06/17/2028(1)(7)

     2,647,590  
1,243,398   

New Residential Mortgage LLC
4.09%, 07/25/2054(1)

     1,253,985  
  

New Residential Mortgage Loan Trust

  
448,867   

3.25%, 09/25/2056(1)(7)

     442,714  
2,700,000   

3.68%, 01/25/2049(1)(7)

     2,708,008  
1,540,199   

3.75%, 11/26/2035(1)(7)

     1,541,363  


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$           821,306   

3.75%, 05/28/2052(1)(7)

   $        822,769  
1,572,944   

4.00%, 02/25/2057(1)(7)

             1,582,601  
1,846,204   

4.00%, 03/25/2057(1)(7)

     1,862,957  
1,500,016   

4.00%, 04/25/2057(1)(7)

     1,523,842  
1,721,432   

4.00%, 05/25/2057(1)(7)

     1,736,631  
651,390   

4.00%, 12/25/2057(1)(7)

     660,577  
2,345,000   

NRZ Advance Receivables Trust
2.58%, 10/15/2049(1)

     2,332,276  
  

NRZ Excess Spread-Collateralized Notes

  
745,451   

3.19%, 01/25/2023(1)

     741,371  
330,442   

3.27%, 02/25/2023(1)

     330,207  
2,645,000   

OneMain Direct Auto Receivables Trust
3.85%, 10/14/2025(1)

     2,658,690  
615,000   

OneMain Financial Issuance Trust
4.57%, 02/20/2029(1)

     622,391  
1,690,763   

Planet Fitness Master Issuer LLC
4.26%, 09/05/2048(1)

     1,700,518  
  

Preston Ridge Partners Mortgage LLC

  
1,436,551   

4.48%, 10/25/2023(1)(7)

     1,442,865  
1,741,738   

4.00%, 08/25/2023(1)(7)

     1,732,121  
  

Pretium Mortgage Credit Partners LLC

  
375,464   

3.38%, 01/27/2033(1)(5)

     372,236  
1,638,442   

4.83%, 09/25/2058(1)(5)

     1,641,363  
  

Residential Funding Mortgage Securities, Inc.

  
99,751   

5.75%, 01/25/2036

     88,123  
101,246   

6.00%, 04/25/2037

     92,909  
144,925   

6.00%, 07/25/2037

     134,400  
1,935,000   

SFAVE Commercial Mortgage Securities Trust
3.87%, 01/05/2043(1)(7)

     1,805,399  
819,526   

Skopos Auto Receivables Trust
3.19%, 09/15/2021(1)

     819,107  
1,481,622   

Slide Funding
1 mo. USD LIBOR + 0.900%, 3.41%, 06/15/2031(1)(2)

     1,476,958  
  

SoFi Consumer Loan Program LLC

  
188,042   

2.20%, 11/25/2026(1)

     187,220  
402,940   

3.05%, 12/26/2025(1)

     401,626  
  

Springleaf Funding Trust

  
715,919   

3.16%, 11/15/2024(1)

     715,725  
3,215,000   

3.48%, 05/15/2028(1)

     3,220,855  
753,000   

SPS Servicer Advance Receivables Trust
3.59%, 11/15/2049(1)

     746,850  
2,385,797   

Starwood Mortgage Residentioal Trust
4.38%, 10/25/2048

     2,407,850  
1,134,112   

Store Master Funding LLC
3.96%, 10/20/2048(1)

     1,165,908  
1,135,374   

Structured Adjustable Rate Mortgage Loan Trust
4.22%, 06/25/2035(7)

     1,015,440  
  

Structured Agency Credit Risk Trust

  
1,310,000   

1 mo. USD LIBOR + 1.250%, 3.76%, 02/25/2047(1)(2)

     1,312,562  
930,000   

1 mo. USD LIBOR + 2.100%, 4.61%, 09/25/2048(1)(2)

     913,147  
461,766   

Structured Asset Mortgage Investments Trust
1 mo. USD LIBOR + 0.230%, 2.74%, 02/25/2036(2)

     408,273  
821,636   

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

     783,063  
3,135,000   

Taco Bell Funding LLC
4.32%, 11/25/2048(1)

     3,178,765  
528,792   

TAL Advantage V LLC
2.83%, 02/22/2038(1)

     520,009  
  

Towd Point Mortgage Trust

  
925,378   

2.25%, 04/25/2056(1)(7)

     905,029  
805,971   

2.25%, 07/25/2056(1)(7)

     784,558  
1,830,397   

2.75%, 04/25/2055(1)(7)

     1,800,891  
562,367   

2.75%, 05/25/2055(1)(7)

     553,896  
1,378,212   

2.75%, 10/25/2056(1)(7)

     1,348,786  
340,104   

2.75%, 04/25/2057(1)(7)

     333,105  
776,861   

3.00%, 03/25/2054(1)(7)

     768,463  


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$           496,717   

3.00%, 01/25/2058(1)(7)

   $ 487,603  
1,183,588   

3.25%, 07/25/2058(1)(7)

     1,160,150  
2,355,000   

3.75%, 03/25/2058(1)(7)

     2,340,657  
1,560,000   

US Mortgage Trust
4.49%, 05/09/2038(1)(7)

     1,488,217  
320,134   

Verus Securitization Trust
2.93%, 02/25/2048(1)(7)

     317,199  
3,068,404   

VOLT LLC
4.21%, 10/26/2048(1)(5)

     3,055,604  
1,417,060   

VOLT LXX LLC
4.12%, 09/25/2048(1)(5)

     1,415,851  
1,410,000   

VOLT LXXIII LLC
4.46%, 10/25/2048(1)(5)

     1,407,398  
2,360,450   

VOLT LXXIV LLC
4.58%, 11/25/2048(1)(5)

     2,365,597  
  

Wells Fargo Commercial Mortgage Trust

  
2,000,000   

3.07%, 08/15/2049(7)

     1,828,904  
1,550,000   

3.60%, 12/15/2048(7)

     1,477,344  
  

Wells Fargo Mortgage Backed Securities Trust

  
6,650,000   

4.00%, 11/25/2048(1)(7)

     6,693,949  
460,470   

4.77%, 12/28/2037(7)

     449,690  
1,685,000   

Westlake Automobile Receivables Trust
3.28%, 12/15/2022(1)

     1,672,538  
  

WF-RBS Commercial Mortgage Trust

  
12,267,557   

1.27%, 03/15/2047(7)(8)

     562,490  
875,000   

3.72%, 05/15/2047

     894,946  
63,738   

Wheels SPV LLC
1.59%, 05/20/2025(1)

     63,604  
1,355,000   

Wingstop Funding LLC
4.97%, 12/05/2048(1)

     1,387,493  
     

 

 

 
     237,438,564  
     

 

 

 
  

Total Asset & Commercial Mortgage Backed Securities
(cost $296,370,406)

   $     296,298,094  
     

 

 

 

Corporate Bonds - 6.9%

  
   Bermuda - 0.0%

 

  

Weatherford International Ltd.

  
$           285,000   

5.95%, 04/15/2042

   $ 161,025  
765,000   

6.50%, 08/01/2036

     436,050  
280,000   

7.00%, 03/15/2038

     161,000  
     

 

 

 
        758,075  
     

 

 

 
   Canada - 0.4%

 

2,600,000   

1011778 BC ULC / New Red Finance, Inc.
5.00%, 10/15/2025(1)

     2,509,000  
  

Bausch Health Cos., Inc.

 

3,390,000   

5.88%, 05/15/2023(1)

     3,317,962  
3,570,000   

6.13%, 04/15/2025(1)

     3,373,650  
250,000   

7.00%, 03/15/2024(1)

     262,650  
1,860,000   

Garda World Security Corp.
8.75%, 05/15/2025(1)

     1,725,150  
2,790,000   

goeasy Ltd.
7.88%, 11/01/2022(1)

     2,922,525  
  

MEG Energy Corp.

  
1,130,000   

6.38%, 01/30/2023(1)(10)

     1,000,050  
1,160,000   

6.50%, 01/15/2025(1)

     1,139,700  
2,890,000   

Tervita Escrow Corp.
7.63%, 12/01/2021(1)

     2,839,425  
     

 

 

 
        19,090,112  
     

 

 

 
   Denmark - 0.2%

 

10,650,000   

Danske Bank A/S
3 mo. USD LIBOR + 0.580%, 3.32%, 09/06/2019(1)(2)

     10,638,677  
     

 

 

 
   France - 0.1%

 

765,000   

BNP Paribas S.A.
5 year USD Swap + 2.838%, 5.13%, 11/15/2027(1)(2)(11)

     672,244  


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$           2,050,000   

Credit Agricole S.A.
5 year USD Swap + 6.185%, 8.13%, 12/23/2025(1)(2)(11)

   $ 2,221,687  
1,975,000   

Societe Generale S.A.
5 year USD Swap + 6.238%, 7.38%, 09/13/2021(2)(6)(11)

             2,040,175  
     

 

 

 
        4,934,106  
     

 

 

 
   Germany - 0.2%

 

EUR           2,240,000   

Techem GmbH
6.00%, 07/30/2026(1)

     2,560,698  
4,520,000   

Unitymedia Hessen GmbH & Co. KG / Unitymedia NRW GmbH
4.00%, 01/15/2025(6)

     5,377,430  
     

 

 

 
        7,938,128  
     

 

 

 
   Ireland - 0.1%

 

  

Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc.

  
2,450,000   

6.75%, 05/15/2024(6)

     2,962,289  
$           1,636,000   

7.25%, 05/15/2024(1)

     1,691,215  
     

 

 

 
        4,653,504  
     

 

 

 
   Italy - 0.1%

 

  

Intesa Sanpaolo S.p.A.

  
430,000   

5 year USD Swap + 5.462%, 7.70%, 09/17/2025(1)(2)(10)(11)

     393,988  
EUR             550,000   

5 year EUR Swap + 7.192%, 7.75%, 01/11/2027(2)(6)(11)

     665,360  
   UniCredit S.p.A.

 

$           3,375,000   

6.57%, 01/14/2022(1)

     3,447,809  
EUR           1,525,000   

5 year EUR Swap + 6.387%, 6.63%, 06/03/2023(2)(6)(11)

     1,673,463  
$           1,435,000   

5 year USD Swap + 5.180%, 8.00%, 06/03/2024(2)(6)(11)

     1,312,686  
     

 

 

 
        7,493,306  
     

 

 

 
   Luxembourg - 0.2%

 

1,845,000   

Altice Financing S.A.
7.50%, 05/15/2026(1)

     1,748,137  
2,080,000   

Altice Luxembourg S.A.
7.75%, 05/15/2022(1)(10)

     2,017,600  
EUR           2,790,000   

ARD Finance S.A. (7.38% PIK)
6.63%, 09/15/2023(12)

     3,057,712  
1,666,000   

Codere Finance 2 Luxembourg S.A.
6.75%, 11/01/2021(1)

     1,773,420  
     

 

 

 
        8,596,869  
     

 

 

 
   Netherlands - 0.2%

 

$           1,415,000   

Constellium N.V.
5.88%, 02/15/2026(1)

     1,354,863  
EUR           2,090,000   

Diamond (BC) B.V.
5.63%, 08/15/2025(1)

     2,124,285  
2,565,000   

LKQ European Holdings B.V.
3.63%, 04/01/2026(1)

     2,885,694  
  

Teva Pharmaceutical Finance Netherlands B.V.

  
$           3,430,000   

2.80%, 07/21/2023

     3,086,572  
1,970,000   

6.75%, 03/01/2028

     2,041,473  
     

 

 

 
        11,492,887  
     

 

 

 
   Spain - 0.2%

 

  

Banco Bilbao Vizcaya Argentaria S.A.

  
3,800,000   

5 year USD Swap + 3.870%, 6.13%, 11/16/2027(2)(10)(11)

     3,348,750  
EUR           1,000,000   

5 year EUR Swap + 6.155%, 7.00%, 02/19/2019(2)(6)(11)

     1,147,466  
1,200,000   

5 year EUR Swap + 9.177%, 8.88%, 04/14/2021(2)(6)(11)

     1,531,474  
  

Banco de Sabadell S.A.

  
1,600,000   

5 year EUR Swap + 6.051%, 6.13%, 11/23/2022(2)(6)(11)

     1,722,591  
1,800,000   

5 year EUR Swap + 6.414%, 6.50%, 05/18/2022(2)(6)(11)

     1,995,043  
  

Banco Santander S.A.

  
$              844,500   

2.00%, 03/18/2019(11)

     761,063  
EUR           1,900,000   

5 year EUR Swap + 5.410%, 6.25%, 03/12/2019(2)(6)(11)

     2,130,435  
     

 

 

 
        12,636,822  
     

 

 

 
   Sweden - 0.2%

 

$           7,820,000   

Svenska Handelsbanken AB
3 mo. USD LIBOR + 0.490%, 3.23%, 09/06/2019(2)

     7,838,392  
     

 

 

 


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

   Switzerland - 0.1%

 

  

Credit Suisse Group AG

  
$           1,995,000   

5 year USD Swap + 3.455%, 6.25%, 12/18/2024(2)(6)(11)

   $        1,972,389  
2,125,000   

5 year USD Swap + 4.600%, 7.50%, 07/17/2023(1)(2)(11)

     2,167,500  
     

 

 

 
        4,139,889  
     

 

 

 
   United Kingdom - 0.1%

 

GBP              550,000   

Barclays Bank plc
3 mo. GBP LIBOR + 13.400%, 14.00%, 06/15/2019(2)(6)(11)

     751,782  
$           2,620,000   

HSBC Bank plc
6 mo. USD LIBOR + 0.250%, 2.84%, 03/29/2019(2)(11)

     1,852,497  
520,000   

Tullow Oil plc
6.25%, 04/15/2022(1)

     512,621  
     

 

 

 
        3,116,900  
     

 

 

 
   United States - 4.8%

 

454,000   

ACE Cash Express, Inc.
12.00%, 12/15/2022(1)

     423,355  
4,430,000   

Acrisure LLC / Acrisure Finance, Inc.
8.13%, 02/15/2024(1)

     4,507,525  
  

AK Steel Corp.

  
930,000   

7.00%, 03/15/2027(10)

     755,625  
955,000   

7.63%, 10/01/2021

     921,575  
680,000   

American Builders & Contractors Supply Co., Inc.
5.75%, 12/15/2023(1)

     698,700  
  

APX Group, Inc.

  
1,405,000   

7.63%, 09/01/2023(10)

     1,159,125  
1,765,000   

7.88%, 12/01/2022

     1,707,637  
3,321,000   

Beacon Roofing Supply, Inc.
6.38%, 10/01/2023

     3,420,564  
1,650,000   

Beazer Homes USA, Inc.
5.88%, 10/15/2027

     1,402,500  
930,000   

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

     948,600  
1,920,000   

Brand Industrial Services, Inc.
8.50%, 07/15/2025(1)

     1,716,000  
1,000,000   

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

     1,475,459  
265,000   

California Resources Corp.
8.00%, 12/15/2022(1)(10)

     213,823  
460,000   

Catalent Pharma Solutions, Inc.
4.88%, 01/15/2026(1)

     446,200  
  

Chesapeake Energy Corp.

  
3,170,000   

7.00%, 10/01/2024(10)

     3,094,712  
2,055,000   

7.50%, 10/01/2026

     1,962,525  
1,845,000   

Cloud Crane LLC
10.13%, 08/01/2024(1)

     1,964,925  
5,065,000   

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

     2,026,000  
1,910,000   

CNH Industrial Capital LLC
4.38%, 11/06/2020(10)

     1,921,937  
1,424,000   

CSC Holdings LLC
10.88%, 10/15/2025(1)

     1,641,431  
7,270,000   

CVS Health Corp.
3 mo. USD LIBOR + 0.720%, 3.49%, 03/09/2021(2)

     7,282,797  
  

Eldorado Resorts, Inc.

  
1,480,000   

6.00%, 04/01/2025

     1,488,510  
535,000   

6.00%, 09/15/2026(1)

     533,663  
2,485,000   

Endo Dac / Endo Finance LLC / Endo Finco, Inc.
6.00%, 02/01/2025(1)

     1,919,662  
2,570,000   

Energy Transfer Equity L.P.
4.25%, 03/15/2023

     2,589,275  
1,910,000   

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

     1,962,525  
  

Ferrellgas L.P. / Ferrellgas Finance Corp.

  
1,336,000   

6.50%, 05/01/2021(10)

     1,169,000  


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$          865,000   

6.75%, 01/15/2022(10)

   $ 757,416  
2,030,000   

Foresight Energy LLC / Foresight Energy Finance Corp.
11.50%, 04/01/2023(1)

             1,740,725  
1,935,000   

Freedom Mortgage Corp.
8.13%, 11/15/2024(1)

     1,775,362  
435,000   

Fresenius Medical Care U.S. Finance II, Inc.
5.63%, 07/31/2019(1)

     439,256  
7,100,000   

General Motors Financial Co., Inc.
3 mo. USD LIBOR + 1.450%, 4.05%, 05/09/2019(2)

     7,106,807  
  

Genworth Holdings, Inc.

  
210,000   

4.80%, 02/15/2024

     181,125  
1,425,000   

4.90%, 08/15/2023

     1,250,437  
450,000   

7.63%, 09/24/2021

     452,250  
1,165,000   

Goldman Sachs Group, Inc.
2.00%, 04/25/2019

     1,162,508  
  

Gray Television, Inc.

  
1,785,000   

5.13%, 10/15/2024(1)

     1,734,797  
220,000   

5.88%, 07/15/2026(1)

     216,150  
1,800,000   

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

     1,876,500  
2,530,000   

HCA, Inc.
7.50%, 11/15/2095(10)

     2,523,675  
946,000   

Hertz Corp.
7.38%, 01/15/2021(1)

     936,540  
585,000   

Infor Software Parent LLC (7.13% Cash, 7.88% PIK)
7.13%, 05/01/2021(1)(10)(12)

     589,388  
1,730,000   

Infor U.S., Inc.
6.50%, 05/15/2022

     1,760,275  
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)

     2,977,600  
1,500,000   

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

     1,522,500  
1,255,000   

Lithia Motors, Inc.
5.25%, 08/01/2025(1)

     1,211,075  
1,690,000   

Manitowoc Co., Inc.
12.75%, 08/15/2021(1)

     1,801,962  
1,025,000   

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

     1,050,625  
7,680,000   

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

     7,600,326  
3,750,000   

Molson Coors Brewing Co.
1.45%, 07/15/2019

     3,723,650  
1,185,000   

Multi-Color Corp.
4.88%, 11/01/2025(1)

     1,125,750  
  

Navient Corp.

  
1,002,000   

5.50%, 01/25/2023

     966,930  
165,000   

5.63%, 08/01/2033

     125,813  
386,000   

5.88%, 10/25/2024

     362,840  
1,735,000   

6.50%, 06/15/2022

     1,772,389  
422,000   

7.25%, 09/25/2023

     429,385  
5,190,000   

NextEra Energy Capital Holdings, Inc.
2.30%, 04/01/2019

     5,186,163  
  

Nissan Motor Acceptance Corp.

  
15,775,000   

2.00%, 03/08/2019(1)

     15,762,131  
15,300,000   

3 mo. USD LIBOR + 0.520%, 3.30%, 09/13/2019(1)(2)

     15,295,102  
  

Novelis Corp.

  
615,000   

5.88%, 09/30/2026(1)

     593,475  
1,700,000   

6.25%, 08/15/2024(1)

     1,710,625  
1,975,000   

Peabody Energy Corp.
6.00%, 03/31/2022(1)

     1,972,531  
1,190,000   

Penske Automotive Group, Inc.
3.75%, 08/15/2020

     1,182,563  
2,620,000   

PetSmart, Inc.
5.88%, 06/01/2025(1)

     2,057,486  


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$       2,285,000   

Plastipak Holdings, Inc.
6.25%, 10/15/2025(1)

   $         2,062,212  
  

QEP Resources, Inc.

  
2,965,000   

5.25%, 05/01/2023

     2,868,815  
810,000   

5.63%, 03/01/2026(10)

     777,600  
865,000   

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

     842,943  
3,070,000   

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

     1,680,825  
12,040,000   

Reynolds American, Inc.
8.13%, 06/23/2019

     12,273,189  
  

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

  
1,660,000   

5.13%, 07/15/2023(1)

     1,663,071  
645,000   

7.00%, 07/15/2024(1)

     659,513  
1,915,000   

SBA Tower Trust
2.88%, 07/15/2046(1)

     1,883,109  
1,055,000   

Sinclair Television Group, Inc.
5.13%, 02/15/2027(1)

     960,050  
  

SM Energy Co.

  
1,310,000   

5.00%, 01/15/2024

     1,237,937  
265,000   

6.13%, 11/15/2022

     265,663  
1,920,000   

Sotera Health Holdings LLC
6.50%, 05/15/2023(1)

     1,934,400  
610,000   

Sotera Health Topco, Inc. (8.13% Cash, 8.88% PIK)
8.13%, 11/01/2021(1)(12)

     608,475  
  

Springleaf Finance Corp.

  
1,990,000   

6.88%, 03/15/2025

     1,902,937  
4,060,000   

7.13%, 03/15/2026

     3,867,150  
2,910,000   

Sprint Corp.
7.63%, 02/15/2025

     3,041,823  
  

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

  
3,660,000   

4.74%, 09/20/2029(1)

     3,655,425  
4,660,000   

5.15%, 09/20/2029(1)

     4,693,459  
1,510,000   

Staples, Inc.
8.50%, 09/15/2025(1)

     1,449,600  
3,990,000   

Starwood Property Trust, Inc.
3.63%, 02/01/2021

     3,932,624  
1,410,000   

Sugarhouse HSP Gaming Prop Mezz L.P. / Sugarhouse HSP Gaming Finance Corp.
5.88%, 05/15/2025(1)(10)

     1,350,075  
1,233,000   

Syneos Health, Inc. / inVentiv Health, Inc. / inVentiv Health Clinical, Inc.
7.50%, 10/01/2024(1)

     1,299,274  
2,180,000   

Taylor Morrison Communities, Inc.
6.63%, 05/15/2022

     2,218,150  
1,150,000   

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

     1,123,126  
  

Time Warner Cable LLC

  
4,680,000   

8.25%, 04/01/2019

     4,718,472  
4,685,000   

8.75%, 02/14/2019

     4,690,848  
1,080,000   

TRI Pointe Group, Inc. / TRI Pointe Homes, Inc.
5.88%, 06/15/2024

     1,040,850  
825,000   

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

     839,438  
410,000   

TriMas Corp.
4.88%, 10/15/2025(1)

     397,700  
5,950,000   

USG Corp.
4.88%, 06/01/2027(1)

     6,048,770  
3,050,000   

Vine Oil & Gas L.P. / Vine Oil & Gas Finance Corp.
8.75%, 04/15/2023(1)

     2,508,625  
4,085,000   

West Street Merger Sub, Inc.
6.38%, 09/01/2025(1)

     3,696,925  
3,786,000   

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

     3,520,980  
1,126,000   

WMG Acquisition Corp.
5.50%, 04/15/2026(1)

     1,111,925  


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

WPX Energy, Inc.

  
$            624,000   

6.00%, 01/15/2022

   $ 633,360  
900,000   

8.25%, 08/01/2023

     1,001,250  
3,270,000   

Xerox Corp.
3.63%, 03/15/2023

     3,114,675  
     

 

 

 
        235,401,470  
     

 

 

 
  

Total Corporate Bonds
(cost $348,539,912)

   $     338,729,137  
     

 

 

 

Foreign Government Obligations - 61.6%

  
  

Australia - 9.7%

  
  

Australia Government Bond

  
AUD       89,427,000   

3.00%, 03/21/2047(6)

   $ 67,731,752  
134,215,000   

3.25%, 04/21/2025(6)

     104,653,271  
78,640,000   

4.75%, 04/21/2027(6)

     68,259,123  
300,005,000   

5.75%, 05/15/2021(6)

     237,191,504  
     

 

 

 
        477,835,650  
     

 

 

 
  

Austria - 0.9%

  
EUR       35,965,000   

Republic of Austria Government Bond
0.75%, 02/20/2028(1)(6)

     42,549,508  
     

 

 

 
  

Canada - 18.9%

  
  

Canadian Government Bond

  
CAD     322,650,000   

0.75%, 03/01/2021

     240,457,064  
100,585,000   

0.75%, 09/01/2021

     74,589,601  
168,165,000   

1.50%, 06/01/2023

     126,426,753  
85,810,000   

1.75%, 03/01/2019

     65,318,654  
234,125,000   

1.75%, 09/01/2019

     178,178,756  
314,075,000   

2.00%, 09/01/2023

     241,194,398  
     

 

 

 
        926,165,226  
     

 

 

 
  

Denmark - 13.2%

  
  

Denmark Government Bond

  
DKK     900,850,000   

0.25%, 11/15/2020

     140,158,802  
2,748,395,000   

4.00%, 11/15/2019

     436,673,884  
452,000,000   

Denmark Treasury Bill
0.01%, 03/01/2019(1)(6)(13)

     69,332,423  
     

 

 

 
        646,165,109  
     

 

 

 
  

France - 0.4%

  
EUR       16,855,000   

French Republic Government Bond OAT
0.75%, 11/25/2028(6)

     19,648,707  
     

 

 

 
  

Germany - 1.2%

  
52,530,000   

Bundesrepublik Deutschland Bundesanleihe
0.25%, 08/15/2028(6)

     60,981,645  
     

 

 

 
  

New Zealand - 6.6%

  
  

New Zealand Government Bond

  
NZD     126,465,000   

2.75%, 04/15/2025(6)

     91,602,048  
59,340,000   

2.75%, 04/15/2037(6)

     41,782,606  
121,665,000   

3.00%, 04/20/2029

     89,697,263  
126,465,000   

5.50%, 04/15/2023(6)

     100,566,650  
     

 

 

 
        323,648,567  
     

 

 

 
  

Norway - 4.3%

  
  

Norway Government Bond

  
NOK     416,250,000   

2.00%, 05/24/2023(1)(6)

     50,711,337  
1,311,645,000   

2.00%, 04/26/2028(1)(6)

     159,227,244  
     

 

 

 
        209,938,581  
     

 

 

 
  

Singapore - 3.5%

  
  

Singapore Government Bond

  
SGD       82,960,000   

1.75%, 04/01/2022

     61,200,101  
80,610,000   

2.25%, 06/01/2021

     60,238,939  
62,995,000   

2.63%, 05/01/2028

     48,648,687  
     

 

 

 
        170,087,727  
     

 

 

 


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  

Supranational - 0.8%

  
MXN     808,460,000   

International Finance Corp.
7.75%, 01/18/2030

   $ 39,458,522  
     

 

 

 
  

Sweden - 2.1%

  
SEK     905,975,000   

Sweden Government Bond
4.25%, 03/12/2019

     100,606,594  
     

 

 

 
  

Total Foreign Government Obligations
(cost $3,004,994,633)

   $ 3,017,085,836  
     

 

 

 

Senior Floating Rate Interests - 2.9%(14)

  
  

Canada - 0.1%

  
$         2,836,089   

B.C. Unlimited Liability Co.
1 mo. USD LIBOR + 2.250%, 4.75%, 02/16/2024

   $ 2,786,457  
     

 

 

 
  

Denmark - 0.1%

  
EUR         2,332,742   

Nets Holding A/S
3 mo. EURIBOR + 3.000%, 3.00%, 02/06/2025

     2,630,485  
     

 

 

 
  

Germany - 0.1%

  
$         8,125,000   

Unitymedia Finance LLC
1 mo. USD LIBOR + 2.250%, 4.76%, 09/30/2025

     7,991,669  
     

 

 

 
  

Luxembourg - 0.1%

  
3,726,841   

Almonde, Inc.
3 mo. USD LIBOR + 3.500%, 6.30%, 06/13/2024

     3,570,798  
     

 

 

 
  

Netherlands - 0.1%

  
6,175,000   

Jacobs Douwe Egberts International B.V.
3 mo. USD LIBOR + 2.000%, 0.00%, 11/01/2025(15)

     6,095,219  
     

 

 

 
  

United Kingdom - 0.1%

  
6,209,775   

Crown Finance U.S., Inc.
1 mo. USD LIBOR + 2.500%, 5.00%, 02/28/2025

     6,052,978  
     

 

 

 
  

United States - 2.3%

  
919,952   

American Builders & Contractors Supply Co., Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 10/31/2023

     896,493  
2,802,230   

Aristocrat Technologies, Inc.
3 mo. USD LIBOR + 1.750%, 4.53%, 10/19/2024

     2,747,586  
  

Asurion LLC

  
2,908,866   

1 mo. USD LIBOR + 3.000%, 5.50%, 11/03/2023

     2,860,026  
2,631,775   

1 mo. USD LIBOR + 3.000%, 5.50%, 11/03/2024

     2,587,903  
765,000   

1 mo. USD LIBOR + 6.500%, 9.00%, 08/04/2025

     768,825  
2,792,475   

BCP Raptor LLC
2 mo. USD LIBOR + 4.250%, 6.87%, 06/24/2024

     2,661,229  
2,980,025   

Blackhawk Network Holdings, Inc.
1 mo. USD LIBOR + 3.000%, 5.50%, 06/15/2025

     2,921,915  
4,150,000   

Caesars Entertainment Operating Co.
1 mo. USD LIBOR + 2.000%, 0.00%, 10/06/2024(15)

     4,061,812  
4,125,000   

Caesars Resort Collection LLC
1 mo. USD LIBOR + 2.750%, 0.00%, 12/22/2024(15)

     4,063,661  
950,225   

CHG PPC Parent LLC
1 mo. USD LIBOR + 2.750%, 5.25%, 03/31/2025

     928,845  
1,534,228   

Circor International, Inc.
1 mo. USD LIBOR + 3.500%, 6.01%, 12/11/2024

     1,503,543  
3,535,546   

Clark Equipment Co.
3 mo. USD LIBOR + 2.000%, 4.80%, 05/18/2024

     3,469,254  
579,150   

Core & Main LP
6 mo. USD LIBOR + 3.000%, 5.72%, 08/01/2024

     571,430  
571,511   

Crown Americas LLC
1 Week USD LIBOR + 2.000%, 4.51%, 04/03/2025

     571,226  
1,771,613   

CSC Holdings LLC
1 mo. USD LIBOR + 2.500%, 5.01%, 01/25/2026

     1,728,793  
1,128,600   

Diamond (BC) B.V.
2 mo. USD LIBOR + 3.000%, 5.74%, 09/06/2024

     1,061,595  
  

First Data Corp.

  
1,582,815   

1 mo. USD LIBOR + 2.000%, 4.52%, 07/08/2022

     1,575,962  
2,174,386   

1 mo. USD LIBOR + 2.000%, 4.52%, 04/26/2024

     2,165,558  
3,467,575   

Flex Acquisition Co., Inc.
1 mo. USD LIBOR + 3.250%, 5.77%, 06/29/2025

     3,365,282  


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$            248,125   

Genworth Holdings, Inc.
1 mo. USD LIBOR + 4.500%, 7.01%, 03/07/2023

   $      247,505  
3,930,300   

Golden Entertainment, Inc.
1 mo. USD LIBOR + 3.000%, 5.51%, 10/21/2024

     3,854,170  
3,459,946   

Hostess Brands LLC
1 mo. USD LIBOR + 2.250%, 4.90%, 08/03/2022

     3,335,976  
3,059,625   

Hub International Ltd.
2 mo. USD LIBOR + 2.750%, 5.51%, 04/25/2025

     2,945,838  
2,589,754   

Hyland Software, Inc.
1 mo. USD LIBOR + 3.500%, 6.00%, 07/01/2024

     2,553,213  
2,744,263   

Lamar Media Corp.
1 mo. USD LIBOR + 1.750%, 4.31%, 03/14/2025

     2,737,402  
2,739,379   

Lands’ End, Inc.
1 mo. USD LIBOR + 3.250%, 5.77%, 04/04/2021

     2,563,593  
4,075,000   

Level 3 Financing, Inc.
1 mo. USD LIBOR + 2.250%, 4.76%, 02/22/2024

     3,998,594  
850,000   

Messer Industries GmbH
1 mo. USD LIBOR + 2.500%, 0.00%, 10/01/2025(15)

     830,875  
2,188,487   

Microchip Technology, Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 05/29/2025

     2,150,188  
1,351,350   

Multi Color Corp.
1 mo. USD LIBOR + 2.000%, 4.50%, 10/31/2024

     1,320,107  
1,955,322   

Post Holdings, Inc.
1 mo. USD LIBOR + 2.000%, 4.52%, 05/24/2024

     1,928,436  
6,084,025   

PSAV Holdings LLC
3 mo. USD LIBOR + 3.250%, 5.88%, 03/01/2025

     5,805,194  
5,076,923   

Quikrete Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 11/15/2023

     4,914,309  
1,026,154   

Rexnord LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 08/21/2024

     1,016,621  
4,150,000   

Reynolds Group Holdings, Inc.
1 mo. USD LIBOR + 2.750%, 0.00%, 02/05/2023(15)

     4,087,376  
4,541,039   

Shutterfly, Inc.
1 mo. USD LIBOR + 2.750%, 5.25%, 08/17/2024

     4,425,606  
4,194,559   

Sotera Health Holdings LLC
1 mo. USD LIBOR + 3.000%, 5.50%, 05/15/2022

     4,082,187  
655,336   

SS&C Technologies Holdings Europe S.a.r.l.
1 mo. USD LIBOR + 2.250%, 4.75%, 04/16/2025

     641,593  
5,831,666   

SS&C Technologies, Inc.
1 mo. USD LIBOR + 2.250%, 4.75%, 04/16/2025

     5,714,412  
3,083,025   

Syneos Health, Inc.
1 mo. USD LIBOR + 2.000%, 4.50%, 08/01/2024

     3,027,777  
2,517,350   

Trans Union LLC
1 mo. USD LIBOR + 2.000%, 4.50%, 06/19/2025

     2,482,283  
  

Tribune Media Co.

  
79,474   

1 mo. USD LIBOR + 3.000%, 5.50%, 12/27/2020

     79,408  
990,554   

1 mo. USD LIBOR + 3.000%, 5.50%, 01/27/2024

     984,364  
3,747,563   

USI, Inc.
3 mo. USD LIBOR + 3.000%, 5.80%, 05/16/2024

     3,588,291  
3,044,750   

Weight Watchers International, Inc.
3 mo. USD LIBOR + 4.750%, 7.56%, 11/29/2024

     3,025,720  
     

 

 

 
        112,851,976  
     

 

 

 
  

Total Senior Floating Rate Interests
(cost $144,931,277)

   $ 141,979,582  
     

 

 

 

U.S. Government Agencies - 0.8%

  
  

United States - 0.8%

  
  

FHLMC - 0.4%

  
$       31,999,082   

0.29%, 11/25/2027(7)(8)

   $ 733,896  
3,690,853   

1.72%, 09/25/2041(7)(8)

     257,611  
11,435,000   

2.02%, 02/25/2041(7)(8)

     446,757  
6,087,872   

2.21%, 01/25/2042(7)(8)

     592,849  
1,070,000   

2.32%, 04/25/2029(8)

     188,588  
2,195,941   

3.50%, 05/15/2036(8)

     300,468  
3,000,000   

1 mo. USD LIBOR + 2.300%, 4.81%, 09/25/2030(2)

     2,977,232  
1,130,000   

1 mo. USD LIBOR + 2.300%, 4.81%, 10/25/2048(1)(2)

     1,118,150  


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

$        3,025,000   

1 mo. USD LIBOR + 2.350%, 4.86%, 04/25/2030(2)

   $            3,067,535  
975,000   

1 mo. USD LIBOR + 2.450%, 4.96%, 12/25/2042(2)

     989,572  
3,120,000   

1 mo. USD LIBOR + 2.500%, 5.01%, 03/25/2030(2)

     3,204,759  
1,885,000   

1 mo. USD LIBOR + 2.650%, 5.16%, 01/25/2049(1)(2)

     1,885,000  
1,025,000   

1 mo. USD LIBOR + 4.500%, 7.01%, 02/25/2024(2)

     1,150,413  
2,775,000   

1 mo. USD LIBOR + 4.750%, 7.26%, 12/25/2029(2)

     3,005,782  
  

FNMA - 0.1%

  
$        7,547,982   

3.00%, 01/25/2028(8)

   $ 617,729  
6,810,700   

3.50%, 04/25/2028(8)

     630,283  
5,980,343   

4.00%, 01/25/2028(8)

     620,927  
2,008,144   

4.00%, 04/25/2032(8)

     278,467  
1,290,000   

1 mo. USD LIBOR + 2.400%, 4.91%, 04/25/2031(1)(2)

     1,299,902  
3,029,205   

5.50%, 09/25/2044(8)

     690,845  
1,389,412   

5.50%, 06/25/2048(8)

     295,699  
  

GNMA - 0.1%

  
$        6,180,195   

3.50%, 10/20/2029(8)

   $ 693,305  
5,546,910   

3.50%, 01/20/2030(8)

     656,970  
6,023,154   

3.50%, 11/20/2031(8)

     692,646  
1,550,776   

4.00%, 01/16/2046(8)

     283,676  
380,865   

4.50%, 04/20/2045(8)

     68,076  
564,968   

5.00%, 07/16/2044(8)

     125,584  
1,839,681   

5.00%, 12/16/2045(8)

     371,148  
3,129,087   

5.00%, 07/16/2047(8)

     687,992  
1,472,167   

5.00%, 09/20/2047(8)

     320,951  
3,218,922   

5.00%, 06/20/2048(8)

     661,202  
1,255,404   

5.50%, 02/20/2047(8)

     277,132  
2,643,951   

6.00%, 09/20/2045(8)

     653,657  
3,244,024   

6.17%, 07/20/2039(7)(8)

     632,005  
     

 

 

 
        30,476,808  
     

 

 

 
  

Other Direct Federal Obligations - 0.2%

  
  

Nelnet Student Loan Trust - 0.1%

  
$        1,740,364   

3 mo. USD LIBOR + 0.350%, 3.17%, 03/25/2026(1)(2)

   $ 1,720,896  
594,157   

3 mo. USD LIBOR + 1.650%, 4.33%, 11/25/2024(2)

     597,813  
960,258   

SLC Student Loan Trust - 0.0%
3 mo. USD LIBOR + 0.900%, 3.69%, 06/15/2021(2)

     961,634  
  

SLM Student Loan Trust - 0.1%

  
414,683   

1 mo. USD LIBOR + 0.650%, 3.16%, 05/26/2026(2)

     409,682  
1,611,247   

3 mo. USD LIBOR + 1.500%, 4.27%, 04/25/2023(2)

     1,629,744  
1,631,078   

3 mo. USD LIBOR + 1.700%, 4.47%, 07/25/2023(2)

     1,658,064  
     

 

 

 
        6,977,833  
     

 

 

 
  

Total U.S. Government Agencies
(cost $37,468,173)

   $ 37,454,641  
     

 

 

 

U.S. Government Securities - 14.7%

  
  

United States - 14.7%

  
  

U.S. Treasury Notes - 14.7%

  
$    130,470,844   

0.13%, 04/15/2022(16)

   $ 127,717,026  
252,715,000   

1.00%, 09/30/2019(17)

     250,187,850  
213,510,000   

1.38%, 04/30/2020(17)

     210,557,558  
132,675,000   

1.75%, 04/30/2022(17)(18)(19)

     129,850,474  
     

 

 

 
        718,312,908  
     

 

 

 
  

Total U.S. Government Securities
(cost $718,687,767)

   $ 718,312,908  
     

 

 

 

Convertible Bonds - 0.1%

  
  

Commercial Services - 0.0%

  
$        1,600,000   

Cardtronics, Inc.
1.00%, 12/01/2020

   $ 1,512,258  
     

 

 

 
  

Media - 0.1%

  
2,525,000   

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

     2,144,987  
     

 

 

 
  

Oil & Gas - 0.0%

  
1,155,000   

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

     1,502  
     

 

 

 


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

    

Semiconductors - 0.0%

    
    

Microchip Technology, Inc.

    
  $ 435,000     

1.63%, 02/15/2025

     $ 685,148  
    392,000     

1.63%, 02/15/2027

       419,440  
    450,000     

2.25%, 02/15/2037

       489,240  
         

 

 

 
            1,593,828  
         

 

 

 
    

Software - 0.0%

    
    1,959,000     

Western Digital Corp.
1.50%, 02/01/2024(1)

       1,682,397  
         

 

 

 
    

Total Convertible Bonds
(cost $8,945,611)

     $ 6,934,972  
         

 

 

 

Preferred Stocks - 0.0%

    
    

United States - 0.0%

    
    21,100     

GMAC Capital Trust Series 2, 8.40%(2)

     $ 550,921  
         

 

 

 
    

Total Preferred Stocks
(cost $552,899)

     $ 550,921  
         

 

 

 
    

Total Long-Term Investments
(cost $4,563,189,338)

     $ 4,557,708,602  
         

 

 

 

Short-Term Investments - 7.9%

    
    

Other Investment Pools & Funds - 7.6%

    
    375,656,224     

BlackRock Liquidity Funds, FedFund Portfolio, Institutional Class, 2.29%(20)

     $ 375,656,224  
         

 

 

 
    

Securities Lending Collateral - 0.3%

    
    669,012     

Citibank NA DDCA, 2.39%, 2/1/2019(20)

     $ 669,012  
    7,431,555     

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.31%(20)

       7,431,555  
    2,959,783     

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.29%(20)

       2,959,783  
    406,025     

Invesco Government & Agency Portfolio, Institutional Class, 2.28%(20)

       406,025  
    1,734,057     

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(20)

       1,734,057  
    179,806     

Western Asset Institutional Government Class A Fund, Institutional Class, 2.25%(20)

       179,806  
         

 

 

 
          $ 13,380,238  
         

 

 

 
    

Total Short-Term Investments
(cost $389,036,462)

     $ 389,036,462  
         

 

 

 
    

Total Investments Excluding Purchased Options
(cost $4,952,225,800)

     100.9   $ 4,946,745,064  
    

Total Purchased Options
(cost $6,804,971)

     0.2   $ 7,461,594  
       

 

 

   

 

 

 
    

Total Investments
(cost $4,959,030,771)

     101.1   $ 4,954,206,658  
    

Other Assets and Liabilities

     (1.1 )%      (51,942,657
       

 

 

   

 

 

 
    

Total Net Assets

     100.0   $ 4,902,264,001  
       

 

 

   

 

 

 

 

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. These classifications are used for financial reporting purposes.

(1)  Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $698,525,866, representing 14.2% of net assets.

(2)  Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2019.


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

(3)  These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Directors. At January 31, 2019, the aggregate fair value of these securities was $2,054,986, 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)  Investment valued using significant unobservable inputs.

(5)  Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

(6)  Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $1,140,301,948, representing 23.3% of 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)  Securities disclosed are interest-only strips.

(9)  This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of this security was $2,939,454 at January 31, 2019.

(10)  Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

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

(12)  Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.

(13)  The rate shown represents current yield to maturity.

(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 January 31, 2019.

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

(16)  The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

(17)  This security, or a portion of this security, has been pledged as collateral in connection with OTC swap contracts.

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

(19)  This security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts.

(20)  Current yield as of period end.

 

OTC Swaption Contracts Outstanding at January 31, 2019  
Description   Counter-
party
    Exercise
Price/FX
Rate/
Rate
    Pay/
Receive
Floating
Rate
  Expiration
Date
    Notional Amount     Number of
Contracts
    Market
Value †
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

Purchased swaption contracts:

 

Calls

 

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57 *     JPM       2.45%     Receive     08/02/27       USD       6,400,000       6,400,000     $ 664,320     $ 657,280     $ 7,040  
3 Months USD-LIBOR-BBA Interest Rate Swap Expiring 05/06/57 *     JPM       2.38%     Receive     05/04/27       USD       6,000,000       6,000,000       581,880       636,000       (54,120
3 Months USD-LIBOR-BBA Interest Rate Swap Expiring 08/04/57 *     BOA       2.45%     Receive     08/02/27       USD       6,900,000       6,900,000       716,220       593,400       122,820  
             

 

 

   

 

 

   

 

 

   

 

 

 

Total Calls

 

    19,300,000     $ 1,962,420     $ 1,886,680     $ 75,740  
             

 

 

   

 

 

   

 

 

   

 

 

 

Puts

 

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57 *     JPM       2.45%     Pay     08/02/27       USD       6,400,000       6,400,000     $ 1,200,640     $ 1,264,640     $ (64,000
3 Months USD-LIBOR-BBA Interest Rate Swap Expiring 05/06/57 *     JPM       2.38%     Pay     05/04/27       USD       6,000,000       6,000,000     $ 1,170,000       1,248,000     $ (78,000
3 Months USD-LIBOR-BBA Interest Rate Swap Expiring 08/04/57 *     BOA       2.45%     Pay     08/02/27       USD       6,900,000       6,900,000       1,294,440       1,580,100       (285,660
             

 

 

   

 

 

   

 

 

   

 

 

 

Total Puts

 

    19,300,000     $ 3,665,080     $ 4,092,740     $ (427,660
             

 

 

   

 

 

   

 

 

   

 

 

 

Total purchased swaption contracts

                38,600,000     $ 5,627,500     $ 5,979,420     $ (351,920
             

 

 

   

 

 

   

 

 

   

 

 

 

* Swaptions with forward premiums.


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

Exchange-Traded Option Contracts Outstanding at January 31, 2019  
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

                       
U.S 5-Year Future Option    114.75 USD      02/22/19        6,178        USD        6,178,000      $ 1,834,094      $ 825,551      $ 1,008,543  
              

 

 

    

 

 

    

 

 

    

 

 

 

Total purchased option contracts

 

     6,178,000      $ 1,834,094      $ 825,551      $ 1,008,543  
              

 

 

    

 

 

    

 

 

    

 

 

 

 

Exchange-Traded Options Contracts Outstanding at January 31, 2019  

Description

  

Exercise Price/
FX Rate/ Rate

   Expiration
Date
   Number of
Contracts
     Notional
Amount
     Market
Value †
     Premiums
Paid
(Received)
by Fund
     Unrealized
Appreciation/
(Depreciation)
 
Written option contracts:

 

Calls

 

U.S 5-Year Future Option    115.25 USD    02/22/19    (6,178)      USD        (6,178,000    $ (675,719    $ (381,044    $ (294,675
              

 

 

    

 

 

    

 

 

    

 

 

 

Total written option contracts

           (6,178,000    $ (675,719    $ (381,044    $ (294,675
              

 

 

    

 

 

    

 

 

    

 

 

 

 

Futures Contracts Outstanding at January 31, 2019  
Description    Number
of
Contracts
     Expiration Date    Current
Notional
Amount
     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

 

Australian 3-Year Bond Future      2,030      03/15/2019    $     165,880,839      $ (47,818
Australian 10-Year Bond Future      1,116      03/15/2019      108,313,527        261,893  
Euro-BOBL Future      375      03/07/2019      57,056,857        199,718  
Euro-Schatz Future      208      03/07/2019      26,634,832        (10,920
U.S. Treasury 2-Year Note Future      352      03/29/2019      74,739,500        138,555  
U.S. Treasury 10-Year Note Future      1,288      03/20/2019      157,739,750        473,798  
U.S. Treasury 10-Year Ultra Future      23      03/20/2019      3,005,812        12,972  
U.S. Treasury Long Bond Future      73      03/20/2019      10,708,187        94,116  
           

 

 

 

Total

 

   $ 1,122,314  
           

 

 

 

Short position contracts:

 

Canadian Government 10-Year Bond Future

     778      03/20/2019    $ 81,497,713      $ (570,203

Euro BUXL 30-Year Bond Future

     16      03/07/2019      3,403,764        (83,126

Euro-BTP Future

     291      03/07/2019      43,156,977        (1,544,059

Euro-Bund Future

     36      03/07/2019      6,826,529        (15,306

Euro-OAT Future

     661      03/07/2019      115,696,260        (1,214,735

Long Gilt Future

     263      03/27/2019      42,611,748        (66,787

U.S. Treasury 5-Year Note Future

     4,313      03/29/2019      495,388,485        (2,508,566

U.S. Treasury Ultra Bond Future

     487      03/20/2019      78,467,875        (675,529
           

 

 

 

Total

 

   $ (6,678,311)  
           

 

 

 
                        
           

 

 

 

Total futures contracts

            $ (5,555,997
           

 

 

 
TBA Sale Commitments Outstanding at January 31, 2019  
Description    Principal
Amount
     Maturity Date    Market Value †      Unrealized
Appreciation/
(Depreciation)
 

 

 

FNMA, 4.00%

   $         6,550,000      02/01/2049      $        (6,704,539)      $ (42,217

 

 

Total (proceeds receivable $6,662,322)

           $         (6,704,539)      $ (42,217
        

 

 

    

 

 

 


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

At January 31, 2019, the aggregate market value of TBA Sale Commitments represents (0.1)% of total net assets.

 

OTC Credit Default Swap Contracts Outstanding at January 31, 2019  
    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:

 

 

Buy protection:

 

 

Avon Products, Inc.

     GSC        USD        4,240,000        (5.00%)       12/20/23        Quarterly      $ 277,485      $     $ 203,067     $ (74,418

Banco Santander S.A.

     BNP        EUR        4,370,000        (1.00%)       06/20/23        Quarterly               (67,204     (97,851     (30,647

Banco Santander S.A.

     BNP        EUR        6,880,000        (1.00%)       06/20/23        Quarterly               (105,804     (154,053     (48,249

Cox Communications, Inc.

     BCLY        USD        4,050,000        (1.00%)       06/20/23        Quarterly               (42,203     (79,516     (37,313

Dell, Inc

     JPM        USD        4,340,000        (1.00%)       06/20/23        Quarterly        242,211              223,926       (18,285

Deutsche Bank AG

     JPM        EUR        3,425,000        (1.00%)       12/20/23        Quarterly        66,096              119,402       53,306  

Dillaards, Inc.

     BCLY        USD        3,760,000        (5.00%)       12/20/23        Quarterly               (458,643     (493,322     (34,679

Ineos Group Holdings S.A.

     GSC        EUR        5,820,000        (5.00%)       06/20/23        Quarterly               (893,208     (558,335     334,873  

Kohl’s Corp.

     JPM        USD        8,260,000        (1.00%)       06/20/23        Quarterly        112,868              63,650       (49,218

Kohl’s Corp.

     MSC        USD        3,605,000        (1.00%)       12/20/23        Quarterly        32,921              60,498       27,577  

Macy’s, inc.

     CBK        USD        8,580,000        (1.00%)       06/20/23        Quarterly        325,948              402,620       76,672  

MDC Holdings, Inc.

     JPM        USD        3,075,000        (1.00%)       03/20/20        Quarterly        24,638              (28,881     (53,519

Naturgy Energy Group S.A.

     GSC        EUR        14,200,000        (1.00%)       12/20/23        Quarterly               (190,805     (352,232     (161,427

Omnicom Group

     GSC        USD        8,030,000        (1.00%)       06/20/23        Quarterly               (129,505     (180,416     (50,911

Realogy Group LLC

     GSC        USD        3,890,000        (5.00%)       12/20/23        Quarterly               (92,881     (61,495     31,386  

Target Corp.

     JPM        USD        8,000,000        (1.00%)       06/20/23        Quarterly               (178,488     (220,967     (42,479

Tesco plc

     BCLY        EUR        15,550,000        (1.00%)       06/20/23        Quarterly               (39,102     30,429       69,531  

Uniti Group, Inc./Uniti Group Finance, Inc.

     JPM        USD        3,040,000        (5.00%)       06/20/23        Quarterly        178,355              193,060       14,705  

Verizon Communications, Inc.

     CBK        USD        4,040,000        (1.00%)       06/20/23        Quarterly               (60,192     (73,462     (13,270

Western Union Co.

     GSC        USD        8,290,000        (1.00%)       06/20/23        Quarterly        129,393              70,281       (59,112

Wind Tre S.p.A.

     BOA        EUR        1,455,000        (5.00%)       06/20/23        Quarterly               (9,619     (68,869     (59,250
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total

 

        $ 1,389,915      $ (2,267,654   $ (1,002,466   $ (124,727
                   

 

 

    

 

 

   

 

 

   

 

 

 

Credit default swaps on single-name issues:

 

 

Sell protection:

 

 

Liberty

Interactive

LLC

     GSC        USD        1,425,000        5.00%       03/20/20        Quarterly      $ 37,450      $     $ 81,818     $ 44,368  

Liberty

Interactive

LLC

     BCLY        USD        850,000        5.00%       03/20/20        Quarterly        19,244              48,804       29,560  
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total

 

        $ 56,694      $     $ 130,622     $ 73,928  
                   

 

 

    

 

 

   

 

 

   

 

 

 
                                                                  
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total single-name issues

 

     $ 1,446,609      $ (2,267,654   $ (871,844   $ (50,799
                   

 

 

    

 

 

   

 

 

   

 

 

 

    

                          
                   

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC contracts

 

     $ 1,446,609      $ (2,267,654   $ (871,844   $ (50,799
                   

 

 

    

 

 

   

 

 

   

 

 

 


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (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 January 31, 2019  
        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.EUR.30.V1

 

EUR

     65,525,000        (1.00%)       12/20/23        Quarterly      $ (560,190   $ (1,163,088   $ (602,898

ITRAXX.SEN.FIN.30.V1

 

EUR

     32,335,000        (1.00%)       12/20/23        Quarterly        (135,855     (319,498     (183,643
                   
               

 

 

   

 

 

   

 

 

 

Total

                $ (696,045   $ (1,482,586   $ (786,541
               

 

 

   

 

 

   

 

 

 

 

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

  

 

OTC Interest Rate Swap Contracts Outstanding at January 31, 2019  
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      $      $      $ 89,639      $ 89,639  
DEUT    6 Mo. NZD
Bank Bill
    
2.32% Fixed
 
 
    NZD        26,605,000        03/20/22       
Semi-
Annual

 
                   190,769        190,769  
                   

 

 

    

 

 

    

 

 

    

 

 

 

Total

                 $      $      $ 280,408      $ 280,408  
                   

 

 

    

 

 

    

 

 

    

 

 

 

 

Centrally Cleared Interest Rate Swap Contracts Outstanding at January 31, 2019  
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 Mo. SEK STIBOR

   0.69% Fixed     SEK        266,800,000      03/20/24      Annual      $      $ (31,767   $ 334,398     $ 366,165  

12 Mo. SEK STIBOR

   1.34% Fixed     SEK        61,260,000      03/20/29      Annual               (5,243     213,046       218,289  

1M MXIBTIIE

   8.69% Fixed     MXN        1,223,419,000      03/07/29      Lunar        508,221              807,204       298,983  

1.83% Fixed

   3 Mo. CAD CDOR
    CAD        24,589,000      09/18/22      Semi-Annual                     205,986       205,986  

2.21% Fixed

   3 Mo. CAD CDOR
    CAD        19,060,000      09/21/27      Semi-Annual                     170,913       170,913  

2.67% Fixed

   3 Mo. CAD CDOR
    CAD        45,584,000      03/20/24      Semi-Annual               (328,788     (712,861     (384,073

2.78% Fixed

   3 Mo. CAD CDOR
    CAD        9,716,000      03/20/29      Semi-Annual        13,509              (241,557     (255,066

3 Mo. NZD NZDBBR

FRA

   2.19% Fixed     NZD        373,007,000      03/17/23      Quarterly               (13,337     280,207       293,544  

3 Mo. SEK STIBOR

   0.50% Fixed     SEK        1,688,042,000      03/20/24      Quarterly        55,397              341,978       286,581  

3 Mo. SEK STIBOR

   1.72% Fixed     SEK        142,216,000      03/20/29      Quarterly               (1,749     83,682       85,431  

3 Mo. USD LIBOR

   2.79% Fixed     USD        33,942,000      09/30/25      Semi-Annual                     (461,523     (461,523

3 Mo. USD LIBOR

   2.81% Fixed     USD        4,742,000      05/15/44      Semi-Annual      $ 10,382      $     $ (2,680   $ (13,062

3 Mo. USD LIBOR

   2.88% Fixed     USD        1,475,000      12/31/48      Semi-Annual                     (25,924     (25,924

3 Mo. USD LIBOR

   2.87% Fixed     USD        737,500      01/28/49      Semi-Annual                     (11,428     (11,428

3.01% Fixed

   3 Mo. USD
LIBOR
    USD        167,695,000      09/16/30      Semi-Annual        1,558,306              (4,191,686     (5,749,992

8.16% Fixed

   3 Mo. ZAR JIBAR     ZAR        886,760,000      03/20/29      Quarterly               (110,384     (846,654     (736,270

2.48% Fixed

   6 Mo. AUD BBSW
    AUD        47,111,000      03/20/24      Semi-Annual               (226,812     (556,558     (329,746

6 Mo. EUR EURIBOR

   0.62% Fixed     EUR        16,558,000      09/18/22      Annual                     345,874       345,874  

6 Mo. EUR EURIBOR

   0.46% Fixed     EUR        25,525,000      03/20/24      Annual               (31,502     460,223       491,725  

6 Mo. EUR EURIBOR

   1.06% Fixed     EUR        5,800,000      03/20/29      Annual               (4,089     243,619       247,708  

6 Mo. EUR EURIBOR

   1.53% Fixed     EUR        13,865,000      03/20/29      Semi-Annual        88,819              214,065       125,246  


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

1.28% Fixed

     6 Mo. GBP LIBOR       GBP        14,450,000        03/20/22        Semi-Annual                     (67,411     (67,411

1.45% Fixed

     6 Mo. GBP LIBOR       GBP        11,679,000        03/20/24        Semi-Annual        23,263              (145,552     (168,815

1.56% Fixed

     6 Mo. GBP LIBOR       GBP        10,760,000        03/15/28        Semi-Annual                     (22,586     (22,586

1.65% Fixed

     6 Mo. GBP LIBOR       GBP        5,395,000        03/20/29        Semi-Annual        7,202              (163,007     (170,209

1.68% Fixed

     6 Mo. GBP LIBOR       GBP        38,905,000        12/18/29        Semi-Annual        133,363              (1,030,895     (1,164,258

6 Mo. GBP LIBOR

     1.34% Fixed       GBP        184,215,000        12/18/21        Semi-Annual               (209,401     696,106       905,507  

6 Mo. GBP LIBOR

     1.61% Fixed       GBP        584,704,000        12/16/22        Semi-Annual        1,543,553              4,668,587       3,125,034  

6 Mo. GBP LIBOR

     1.35% Fixed       GBP        389,426,000        03/17/23        Semi-Annual               (682,306     297,320       979,626  

3.06% Fixed

    
6 Mo. HKK BUBOR
 
 
    HUF        7,023,427,000        03/20/29        Annual        56,854              (41,784     (98,638

0.15% Fixed

     6 Mo. JPY LIBOR       JPY        1,823,130,000        03/20/22        Semi-Annual                     67,237       67,237  

0.41% Fixed

     6 Mo. JPY LIBOR       JPY        742,025,000        03/20/29        Semi-Annual               (8,371     (171,390     (163,019

6 Mo. NOK NIBOR

     1.81% Fixed       NOK        166,100,000        09/18/22        Annual                     20,670       20,670  

6 Mo. NOK NIBOR

     2.05% Fixed       NOK        143,369,000        03/20/24        Annual               (38,048     178,054       216,102  

6 Mo. NOK NIBOR

     2.34% Fixed       NOK        61,401,000        03/20/29        Annual               (16,505     185,446       201,951  

6 Mo. NZD

NZDBBR

     2.43% Fixed       NZD        24,695,000        03/20/24        Semi-Annual               (59,569     254,782       314,351  

6 Mo. NZD

NZDBBR

     2.93% Fixed       NZD        11,439,000        03/20/29        Semi-Annual               (9,799     273,263       283,062  

6 Mo. NZD

NZDBBR FRA

     2.90% Fixed       NZD        166,484,976        09/16/22        Semi-Annual        841,087              1,870,161       1,029,074  

2.41% Fixed

     6 Mo. PLN WIBOR       PLN        280,108,000        03/20/29        Annual               (142,800     (365,559     (222,759

2.42% Fixed

     6 Mo. USD LIBOR       USD        19,099,000        09/18/22        Semi-Annual                     41,167       41,167  

2.64% Fixed

     6 Mo. USD LIBOR       USD        13,600,000        03/16/27        Semi-Annual                     4,053       4,053  

3.04% Fixed

     6 Mo. USD LIBOR       USD        32,991,000        03/20/24        Semi-Annual        21,778              (794,267     (816,045

3.09% Fixed

     6 Mo. USD LIBOR       USD        7,685,000        03/20/29        Semi-Annual        12,697              (292,680     (305,377

3.12% Fixed

     6 Mo. USD LIBOR       USD        2,423,000        06/19/29        Semi-Annual               (26,445     (95,851     (69,406

3.19% Fixed

     6 Mo. USD LIBOR       USD        48,620,000        06/19/29        Semi-Annual                     (2,207,982     (2,207,982

3.22% Fixed

     6 Mo. USD LIBOR       USD        10,734,000        06/19/29        Semi-Annual                     (514,773     (514,773

6 Mo. USD LIBOR

     3.12% Fixed       USD        216,075,000        06/19/21        Semi-Annual                     2,383,031       2,383,031  

6 Mo. USD LIBOR

     3.08% Fixed       USD        61,655,000        06/19/21        Semi-Annual                     630,107       630,107  

6 Mo. USD LIBOR

     2.93% Fixed       USD        768,255,000        09/16/22        Semi-Annual               (774,072     6,989,807       7,763,879  
                

 

 

    

 

 

   

 

 

   

 

 

 

Total

                 $ 4,874,431      $ (2,720,987   $ 9,296,378     $ 7,142,934  
                

 

 

    

 

 

   

 

 

   

 

 

 

 

Foreign Currency Contracts Outstanding at January 31, 2019  
Amount and Description
of Currency to be
Purchased
   Amount and Description
of Currency to be
Sold
   Counterparty    Settlement
Date
   Appreciation      Depreciation  
  330,735,000      AUD      236,050,861      USD    SSG    02/07/19    $ 4,383,570      $  
  19,327,000      AUD      13,809,721      USD    DEUT    02/07/19      240,428         
  9,775,000      AUD      6,984,460      USD    CBK    02/07/19      121,672         
  5,120,000      AUD      3,664,768      USD    JPM    02/07/19      57,319         
  2,435,000      AUD      1,715,552      USD    NOM    02/07/19      54,620         
  2,885,000      AUD      2,056,515      USD    JPM    02/07/19      40,794         
  160,792,000      AUD      116,863,626      USD    MSC    02/07/19      27,339         
  1,607,000      AUD      1,142,173      USD    BCLY    02/07/19      26,068         
  3,085,000      AUD      2,218,886      USD    JPM    02/07/19      23,816         
  1,473,000      AUD      1,047,016      USD    JPM    02/07/19      23,811         
  1,610,000      AUD      1,146,938      USD    JPM    02/07/19      23,483         
  2,885,000      AUD      2,075,276      USD    JPM    02/07/19      22,033         
  804,000      AUD      570,954      USD    BCLY    02/07/19      13,530         
  669,000      AUD      475,341      USD    BCLY    02/07/19      11,002         


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  656,000      AUD      468,154      USD    JPM    02/07/19    $ 8,738      $  
  255,000      AUD      183,021      USD    BCLY    02/07/19      2,357         
  19,627,000      AUD      14,271,086      USD    MSC    03/07/19      3,238         
  159,920,000      BRL      42,960,376      USD    SCB    02/04/19      875,627         
  5,550,000      BRL      1,442,083      USD    SCB    02/04/19      79,239         
  8,965,000      BRL      2,410,141      USD    SCB    02/04/19      47,274         
  5,655,000      BRL      1,523,232      USD    SCB    02/04/19      26,871         
  4,475,000      BRL      1,211,424      USD    BCLY    02/04/19      15,228         
  36,775,000      BRL      10,070,101      USD    MSC    02/04/19      10,371         
  27,645,000      BRL      7,570,032      USD    MSC    02/04/19      7,796         
  9,130,000      BRL      2,500,068      USD    MSC    02/04/19      2,575         
  5,690,000      BRL      1,558,093      USD    BOA    02/04/19      1,605         
  4,715,000      BRL      1,291,109      USD    BCLY    02/04/19      1,330         
  27,490,000      BRL      7,502,525      USD    SCB    03/06/19      18,844         
  27,490,000      BRL      7,509,903      USD    SCB    03/06/19      11,465         
  27,490,000      BRL      7,510,929      USD    MSC    03/06/19      10,439         
  27,490,000      BRL      7,510,929      USD    MSC    03/06/19      10,439         
  620,000      BRL      169,538      USD    HSBC    03/06/19      96         
  325,440,000      CAD      245,201,675      USD    SSG    02/07/19      2,518,574         
  322,785,000      CAD      244,045,076      USD    JPM    02/07/19      1,654,225         
  6,090,000      CAD      4,564,601      USD    CIBC    02/07/19      71,019         
  2,659,000      CAD      1,996,191      USD    JPM    02/07/19      27,802         
  1,415,000      CAD      1,060,864      USD    JPM    02/07/19      16,214         
  1,534,000      CAD      1,155,947      USD    JPM    02/07/19      11,712         
  2,407,000      CAD      1,820,522      USD    JPM    02/07/19      11,651         
  2,058,000      CAD      1,557,621      USD    JPM    02/07/19      8,899         
  639,000      CAD      478,853      USD    BCLY    02/07/19      7,544         
  642,000      CAD      481,228      USD    JPM    02/07/19      7,453         
  772,000      CAD      581,875      USD    JPM    02/07/19      5,761         
  634,000      CAD      478,554      USD    BCLY    02/07/19      4,038         
  1,406,000      CAD      1,070,198      USD    JPM    02/07/19      28         
  473,000      CHF      473,533      USD    JPM    02/07/19      2,422         
  473,000      CHF      476,469      USD    JPM    02/07/19             (513
  3,006,000      CHF      3,027,435      USD    BCLY    02/07/19             (2,651
  12,850,000      CHF      13,147,838      USD    DEUT    02/07/19             (217,541
  464,110,000      CHF      474,643,284      USD    JPM    02/07/19             (7,633,151
  382,300,000      CLP      563,216      USD    BCLY    02/07/19      19,762         
  52,592,000      CNH      7,600,330      USD    CBK    03/20/19      242,297         
  14,991,000      CNH      2,198,152      USD    BNP    03/20/19      37,337         
  14,991,000      CNH      2,198,571      USD    BNP    03/20/19      36,918         
  13,125,000      CNH      1,926,408      USD    HSBC    03/20/19      30,819         
  13,126,000      CNH      1,926,639      USD    HSBC    03/20/19      30,737         
  12,433,000      CNH      1,830,401      USD    GSC    03/20/19      23,633         
  12,432,000      CNH      1,830,416      USD    GSC    03/20/19      23,470         
  12,273,000      CNH      1,812,556      USD    GSC    03/20/19      17,619         
  12,273,000      CNH      1,812,717      USD    GSC    03/20/19      17,458         
  4,741,800,000      COP      1,474,704      USD    UBS    02/07/19      51,984         
  4,609,700,000      COP      1,473,689      USD    CBK    02/07/19      10,467         
  3,553,468,000      DKK      546,519,225      USD    BOA    02/07/19             (1,367,491
  21,197,000      EUR      24,106,543      USD    CBK    02/07/19      169,736         
  21,197,000      EUR      24,112,753      USD    CBK    02/07/19      163,525         
  21,197,000      EUR      24,123,161      USD    CBK    02/07/19      153,118         
  5,568,000      EUR      6,338,191      USD    MSC    02/07/19      38,669         
  6,150,000      EUR      7,007,820      USD    JPM    02/07/19      35,587         
  661,000      EUR      752,200      USD    CBK    02/07/19      4,823         
  418,000      EUR      477,372      USD    JPM    02/07/19      1,351         
  421,000      EUR      480,957      USD    JPM    02/07/19      1,202         
  422,000      EUR      482,317      USD    JPM    02/07/19      986         
  421,000      EUR      481,233      USD    JPM    02/07/19      925         
  418,000      EUR      479,730      USD    BCLY    02/07/19             (1,007
  675,000      EUR      774,950      USD    JPM    02/07/19             (1,893
  417,000      EUR      482,047      USD    JPM    02/07/19             (4,469
  1,851,000      EUR      2,125,068      USD    JPM    02/07/19             (5,174
  5,411,000      EUR      6,214,637      USD    SSG    02/07/19             (17,583
  15,295,000      EUR      17,585,685      USD    BNP    02/07/19             (68,787
  42,200,000      EUR      48,761,678      USD    CBK    02/07/19             (431,303


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  418,506,000      EUR      480,229,357      USD    BNP    02/07/19    $      $ (927,179
  1,037,000      EUR      1,177,462      USD    GSC    02/28/19      12,288         
  697,000      EUR      790,247      USD    BNP    02/28/19      9,421         
  285,000      EUR      325,932      USD    BNP    02/28/19      1,048         
  418,000      EUR      481,120      USD    JPM    03/07/19             (1,238
  3,421,000      EUR      3,937,246      USD    JPM    03/07/19             (9,793
  2,649,000      GBP      3,387,382      USD    BOA    02/07/19      88,289         
  966,000      GBP      1,221,100      USD    RBC    02/07/19      46,359         
  901,000      GBP      1,158,572      USD    JPM    02/07/19      23,602         
  578,000      GBP      737,673      USD    JPM    02/07/19      20,703         
  375,000      GBP      476,647      USD    JPM    02/07/19      15,379         
  385,000      GBP      490,518      USD    JPM    02/07/19      14,629         
  385,000      GBP      490,752      USD    JPM    02/07/19      14,394         
  375,000      GBP      478,526      USD    JPM    02/07/19      13,500         
  376,000      GBP      492,936      USD    BCLY    02/07/19      402         
  100,249,000      GBP      131,546,738      USD    DEUT    02/07/19             (13,107
  1,179,000      GBP      1,553,315      USD    BNP    02/28/19             (4,723
  622,000      GBP      817,358      USD    DEUT    03/07/19             (63
  376,000      GBP      494,393      USD    JPM    03/07/19             (338
  272,300,000      HUF      972,362      USD    BCLY    02/07/19      14,675         
  944,000,000      HUF      3,437,092      USD    JPM    02/07/19             (15,264
  541,100,000      HUF      1,969,785      USD    DEUT    03/07/19             (4,341
  42,944,000,000      IDR      2,999,511      USD    MSC    02/07/19      71,592         
  42,944,000,000      IDR      3,074,896      USD    BCLY    03/06/19             (14,114
  17,658,000      ILS      4,797,002      USD    BNP    02/07/19      62,334         
  11,772,000      ILS      3,193,663      USD    BNP    02/07/19      45,894         
  8,108,000      ILS      2,196,843      USD    BNP    02/07/19      34,411         
  8,107,000      ILS      2,197,049      USD    BNP    02/07/19      33,931         
  6,240,000      ILS      1,691,699      USD    BNP    02/07/19      25,497         
  5,310,000      ILS      1,443,562      USD    CBK    02/07/19      17,706         
  41,590,000      ILS      11,415,632      USD    BNP    03/07/19      50,418         
  421,695,000      INR      5,912,054      USD    BCLY    02/07/19      12,709         
  421,695,000      INR      5,912,220      USD    MSC    02/07/19      12,543         
  189,940,000      INR      2,663,955      USD    JPM    02/07/19      4,679         
  102,810,000      INR      1,442,947      USD    DEUT    02/07/19      1,520         
  85,680,000      INR      1,203,540      USD    SCB    02/07/19      254         
  189,850,000      INR      2,672,438      USD    DEUT    02/07/19             (5,069
  4,006,106,000      JPY      36,594,968      USD    BCLY    02/07/19      206,309         
  1,088,731,000      JPY      9,951,119      USD    JPM    02/07/19      50,287         
  229,856,000      JPY      2,102,925      USD    JPM    02/07/19      8,600         
  114,983,000      JPY      1,047,958      USD    JPM    02/07/19      8,310         
  238,000,000      JPY      2,178,609      USD    DEUT    02/07/19      7,729         
  115,000,000      JPY      1,049,518      USD    JPM    02/07/19      6,906         
  115,720,000      JPY      1,056,651      USD    JPM    02/07/19      6,387         
  115,720,000      JPY      1,062,329      USD    JPM    02/07/19      709         
  198,636,000      JPY      1,825,787      USD    MSC    02/07/19             (1,058
  203,481,000      JPY      1,872,019      USD    JPM    02/07/19             (2,782
  256,920,000      JPY      2,363,669      USD    JPM    02/07/19             (3,526
  261,800,000      JPY      2,417,661      USD    TDB    02/07/19             (12,688
  240,419,000      JPY      2,221,798      USD    JPM    02/07/19             (13,238
  278,278,000      JPY      2,570,750      USD    JPM    02/07/19             (14,406
  1,523,100,000      JPY      14,028,324      USD    GSC    02/07/19             (36,676
  26,386,650,000      JPY      243,079,552      USD    JPM    02/07/19             (683,968
  26,386,650,000      JPY      243,943,624      USD    BOA    02/07/19             (1,548,040
  26,201,616,000      JPY      242,386,490      USD    MSC    02/07/19             (1,690,683
  78,604,846,000      JPY      724,122,916      USD    HSBC    02/07/19             (2,035,514
  3,087,266,000      KRW      2,752,187      USD    SCB    02/07/19      23,008         
  4,864,300,000      KRW      4,352,062      USD    CBK    02/07/19      20,539         
  1,622,430,000      KRW      1,449,310      USD    MSC    02/07/19      9,120         
  1,358,940,000      KRW      1,222,508      USD    BCLY    02/07/19             (934
  1,622,500,000      KRW      1,459,608      USD    BNP    02/07/19             (1,115
  3,087,266,000      KRW      2,777,317      USD    CBK    02/07/19             (2,122
  3,505,290,000      KRW      3,153,374      USD    SCB    02/07/19             (2,409
  3,087,266,000      KRW      2,764,262      USD    CBK    03/07/19      13,284         
  133,568,000      MXN      6,870,004      USD    BCLY    02/07/19      107,413         
  143,152,000      MXN      7,451,564      USD    DEUT    02/07/19      26,509         


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  23,660,000      MXN      1,219,544      USD    JPM    02/07/19    $ 16,423      $  
  18,770,000      MXN      968,612      USD    JPM    02/07/19      11,908         
  143,152,000      MXN      7,469,781      USD    CBK    02/07/19      8,292         
  23,100,000      MXN      1,215,073      USD    JPM    02/07/19             (8,360
  48,900,000      MXN      2,564,594      USD    BNP    02/07/19             (10,122
  143,152,000      MXN      7,503,433      USD    BCLY    02/07/19             (25,360
  143,152,000      MXN      7,503,827      USD    BCLY    02/07/19             (25,754
  2,078,140,000      NOK      244,882,616      USD    JPM    02/07/19      1,602,129         
  89,308,000      NOK      10,443,670      USD    MSC    02/07/19      149,004         
  10,330,000      NOK      1,202,704      USD    CSFB    02/07/19      22,520         
  9,050,000      NOK      1,054,973      USD    BCLY    02/07/19      18,432         
  9,873,000      NOK      1,156,405      USD    BCLY    02/07/19      14,616         
  4,105,000      NOK      477,682      USD    JPM    02/07/19      9,206         
  4,101,000      NOK      480,753      USD    JPM    02/07/19      5,660         
  4,054,000      NOK      476,092      USD    BCLY    02/07/19      4,746         
  1,797,102,000      NOK      213,747,324      USD    MSC    02/07/19             (596,031
  4,101,000      NOK      487,735      USD    JPM    03/07/19             (690
  4,101,000      NOK      487,827      USD    JPM    03/07/19             (783
  2,078,140,000      NOK      247,494,849      USD    MSC    03/07/19             (689,895
  5,105,000      NZD      3,410,620      USD    SSG    02/07/19      118,569         
  4,595,000      NZD      3,116,687      USD    JPM    02/07/19      59,929         
  3,019,000      NZD      2,037,375      USD    JPM    02/07/19      49,720         
  2,404,000      NZD      1,620,760      USD    JPM    02/07/19      41,174         
  2,865,000      NZD      1,945,120      USD    JPM    02/07/19      35,512         
  3,111,000      NZD      2,127,056      USD    JPM    02/07/19      23,641         
  1,556,000      NZD      1,053,463      USD    BCLY    02/07/19      22,231         
  823,000      NZD      554,989      USD    JPM    02/07/19      13,967         
  714,000      NZD      480,747      USD    JPM    02/07/19      12,856         
  707,000      NZD      476,350      USD    BCLY    02/07/19      12,413         
  707,000      NZD      476,544      USD    JPM    02/07/19      12,219         
  686,000      NZD      462,683      USD    BCLY    02/07/19      11,563         
  714,000      NZD      483,804      USD    JPM    02/07/19      9,799         
  706,000      NZD      482,119      USD    RBS    02/07/19      5,953         
  2,145,000      NZD      1,486,290      USD    CBK    03/07/19             (2,495
  12,845,000      PEN      3,849,497      USD    CBK    02/07/19      9,599         
  4,070,000      PEN      1,214,019      USD    DEUT    02/07/19      8,754         
  15,465,000      PEN      4,637,817      USD    CBK    02/07/19      8,420         
  6,552,000      PEN      1,963,852      USD    CBK    03/07/19      2,938         
  181,215,000      PLN      48,290,750      USD    MSC    02/07/19      402,409         
  3,665,000      PLN      973,734      USD    DEUT    02/07/19      11,065         
  1,828,000      PLN      486,220      USD    DEUT    02/07/19      4,970         
  8,459,000      PLN      2,268,903      USD    JPM    02/07/19      4,063         
  7,790,000      PLN      2,101,169      USD    CBK    03/07/19             (6,223
  7,790,000      PLN      2,101,622      USD    CBK    03/07/19             (6,676
  211,540,000      RUB      3,152,138      USD    GSC    02/07/19      80,762         
  193,900,000      RUB      2,883,271      USD    GSC    02/07/19      80,042         
  194,430,000      RUB      2,895,458      USD    GSC    02/07/19      75,956         
  147,930,000      RUB      2,192,530      USD    JPM    02/07/19      68,239         
  145,440,000      RUB      2,165,091      USD    JPM    02/07/19      57,623         
  64,570,000      RUB      959,863      USD    GSC    02/07/19      26,940         
  80,150,000      RUB      1,200,300      USD    CBK    02/07/19      24,608         
  191,920,000      RUB      2,909,642      USD    GSC    02/07/19      23,412         
  64,590,000      RUB      969,674      USD    MSC    02/07/19      17,435         
  480,448,000      RUB      7,324,349      USD    JPM    03/07/19             (9,851
  5,182,000      SEK      570,489      USD    BCLY    02/07/19      2,527         
  4,313,000      SEK      474,420      USD    BCLY    02/07/19      2,503         
  4,310,000      SEK      474,737      USD    BCLY    02/07/19      1,855         
  4,311,000      SEK      475,105      USD    JPM    02/07/19      1,597         
  4,310,000      SEK      475,709      USD    BCLY    02/07/19      883         
  4,295,000      SEK      474,131      USD    JPM    02/07/19      802         
  4,310,000      SEK      475,989      USD    JPM    02/07/19      603         
  4,295,000      SEK      474,373      USD    BCLY    02/07/19      560         
  4,311,000      SEK      476,334      USD    JPM    02/07/19      369         
  4,313,000      SEK      476,932      USD    JPM    02/07/19             (9
  6,041,000      SEK      668,335      USD    JPM    02/07/19             (333
  4,310,000      SEK      477,688      USD    JPM    02/07/19             (1,096


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  4,310,000      SEK      478,059        USD      BCLY      02/07/19      $      $ (1,467
  4,313,000      SEK      478,434        USD      JPM      02/07/19               (1,511
  5,182,000      SEK      574,609        USD      BCLY      02/07/19               (1,593
  5,187,000      SEK      575,268        USD      JPM      02/07/19               (1,700
  4,318,000      SEK      479,814        USD      JPM      02/07/19               (2,337
  4,295,000      SEK      477,325        USD      BCLY      02/07/19               (2,392
  4,313,000      SEK      480,548        USD      JPM      02/07/19               (3,624
  4,318,000      SEK      482,170        USD      JPM      02/07/19               (4,694
  4,313,000      SEK      481,977        USD      JPM      02/07/19               (5,053
  13,060,000      SEK      1,449,501        USD      JPM      02/07/19               (5,351
  4,288,000      SEK      480,473        USD      BCLY      02/07/19               (6,314
  4,295,000      SEK      481,380        USD      JPM      02/07/19               (6,447
  10,970,000      SEK      1,220,088        USD      DEUT      02/07/19               (7,046
  4,186,000      SEK      470,015        USD      BCLY      02/07/19               (7,135
  4,313,000      SEK      484,082        USD      JPM      02/07/19               (7,158
  5,152,000      SEK      579,112        USD      BCLY      02/07/19               (9,413
  4,293,000      SEK      484,354        USD      JPM      02/07/19               (9,642
  5,152,000      SEK      581,269        USD      JPM      02/07/19               (11,570
  21,760,000      SEK      2,445,507        USD      MSC      02/07/19               (39,327
  131,742,000      SEK      14,607,811        USD      MSC      02/07/19               (40,027
  8,760,000      SEK      973,463        USD      MSC      03/07/19               (2,614
  4,920,000      SGD      3,617,913        USD      JPM      02/07/19        37,145         
  4,010,000      SGD      2,956,486        USD      BOA      02/07/19        22,535         
  2,300,000      SGD      1,692,259        USD      JPM      02/07/19        16,406         
  3,630,000      SGD      2,680,589        USD      JPM      02/07/19        16,130         
  1,645,000      SGD      1,210,582        USD      CBK      02/07/19        11,485         
  224,140,000      SGD      166,523,031        USD      CBK      02/07/19               (9,897
  16,505,000      SGD      12,270,190        USD      CBK      03/07/19               (119
  213,955,000      THB      6,703,691        USD      BCLY      02/07/19        145,499         
  99,650,000      THB      3,135,462        USD      JPM      02/07/19        54,563         
  58,365,000      TRY      10,712,889        USD      JPM      02/07/19        538,325         
  383,779,000      TRY      73,534,968        USD      BCLY      02/07/19        447,381         
  38,606,000      TRY      7,272,282        USD      GSC      02/07/19        169,925         
  10,380,000      TRY      1,883,574        USD      GSC      02/07/19        117,413         
  16,925,000      TRY      3,194,921        USD      BCLY      02/07/19        67,767         
  85,670,000      TRY      16,160,522        USD      BCLY      03/07/19        97,013         
  38,606,000      TRY      7,291,649        USD      GSC      03/07/19        34,584         
  193,070,000      TWD      6,267,387        USD      MSC      02/11/19        21,729         
  432,840,000      TWD      14,080,677        USD      DEUT      02/11/19        18,775         
  239,770,000      TWD      7,808,317        USD      MSC      02/11/19        2,018         
  210,315,000      TWD      6,877,534        USD      MSC      03/07/19               (16,218
  1,855,360      USD      2,545,000        AUD      MSC      02/07/19        5,221         
  486,042      USD      671,000        AUD      BCLY      02/07/19               (1,755
  1,068,721      USD      1,473,000        AUD      JPM      02/07/19               (2,106
  482,782      USD      668,000        AUD      JPM      02/07/19               (2,834
  14,264,904      USD      19,627,000        AUD      MSC      02/07/19               (3,337
  482,929      USD      669,000        AUD      JPM      02/07/19               (3,414
  482,046      USD      668,000        AUD      BCLY      02/07/19               (3,570
  473,520      USD      657,000        AUD      BCLY      02/07/19               (4,100
  472,648      USD      656,000        AUD      JPM      02/07/19               (4,244
  1,163,701      USD      1,607,000        AUD      BCLY      02/07/19               (4,540
  480,598      USD      668,000        AUD      JPM      02/07/19               (5,018
  482,538      USD      671,000        AUD      JPM      02/07/19               (5,259
  675,494      USD      937,000        AUD      JPM      02/07/19               (5,677
  750,170      USD      1,040,000        AUD      JPM      02/07/19               (5,879
  480,291      USD      670,000        AUD      BCLY      02/07/19               (6,778
  469,068      USD      655,000        AUD      BCLY      02/07/19               (7,098
  497,132      USD      694,000        AUD      JPM      02/07/19               (7,385
  478,085      USD      668,000        AUD      BCLY      02/07/19               (7,531
  563,826      USD      787,000        AUD      BCLY      02/07/19               (8,299
  495,474      USD      694,000        AUD      JPM      02/07/19               (9,044
  562,043      USD      787,000        AUD      JPM      02/07/19               (10,082
  1,210,555      USD      1,685,000        AUD      BCLY      02/07/19               (14,390
  1,640,223      USD      2,277,000        AUD      JPM      02/07/19               (15,087
  1,152,367      USD      1,607,000        AUD      JPM      02/07/19               (15,874
  1,440,847      USD      2,020,000        AUD      CBK      02/07/19               (27,633


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  2,693,941      USD      3,799,000      AUD    SSG    02/07/19    $      $ (67,818
  245,128,280      USD      340,765,000      AUD    MSC    02/07/19             (2,597,660
  447,727,538      USD      639,370,000      AUD    SSG    02/07/19             (17,075,288
  11,528,170      USD      16,075,000      AUD    DEUT    02/28/19             (161,731
  488,256      USD      669,000      AUD    JPM    03/07/19      1,705         
  487,060      USD      669,000      AUD    JPM    03/07/19      510         
  488,478      USD      671,000      AUD    JPM    03/07/19      473         
  989,463      USD      1,360,000      AUD    CBK    03/07/19      362         
  116,914,275      USD      160,792,000      AUD    MSC    03/07/19             (26,531
  5,349,270      USD      19,535,000      BRL    SCB    02/04/19             (5,509
  7,570,032      USD      27,645,000      BRL    SCB    02/04/19             (7,796
  12,919,302      USD      47,180,000      BRL    SCB    02/04/19             (13,305
  2,150,210      USD      8,105,000      BRL    SCB    02/04/19             (71,469
  2,430,895      USD      9,190,000      BRL    BCLY    02/04/19             (88,195
  1,448,759      USD      5,690,000      BRL    BOA    02/04/19             (110,939
  7,394,677      USD      27,645,000      BRL    MSC    02/04/19             (183,151
  2,319,113      USD      9,130,000      BRL    MSC    02/04/19             (183,530
  4,564,819      USD      17,340,000      BRL    SCB    02/04/19             (188,284
  6,500,343      USD      24,530,000      BRL    SCB    02/04/19             (223,626
  7,329,003      USD      27,645,000      BRL    SCB    02/04/19             (248,825
  7,321,627      USD      27,645,000      BRL    SCB    02/04/19             (256,201
  7,174,184      USD      27,645,000      BRL    SCB    02/04/19             (403,644
  42,872,558      USD      159,920,000      BRL    SCB    03/06/19             (882,162
  486,763      USD      642,000      CAD    JPM    02/07/19             (1,919
  456,470      USD      604,000      CAD    BCLY    02/07/19             (3,286
  485,220      USD      642,000      CAD    BCLY    02/07/19             (3,461
  485,189      USD      642,000      CAD    JPM    02/07/19             (3,492
  484,596      USD      642,000      CAD    JPM    02/07/19             (4,085
  484,224      USD      642,000      CAD    JPM    02/07/19             (4,457
  477,242      USD      633,000      CAD    BCLY    02/07/19             (4,588
  581,804      USD      772,000      CAD    JPM    02/07/19             (5,831
  1,070,793      USD      1,415,000      CAD    BCLY    02/07/19             (6,284
  1,166,568      USD      1,544,000      CAD    BCLY    02/07/19             (8,702
  2,121,329      USD      2,811,000      CAD    JPM    02/07/19             (18,364
  4,397,583      USD      5,875,000      CAD    GSC    02/07/19             (74,382
  17,610,162      USD      23,514,000      CAD    HSBC    02/07/19             (288,357
  22,520,197      USD      30,137,000      CAD    SCB    02/07/19             (419,655
  814,344,639      USD      1,081,922,000      CAD    BNP    02/07/19             (9,198,833
  66,267,763      USD      85,810,000      CAD    HSBC    03/01/19      917,395         
  243,075,841      USD      238,410,000      CHF    JPM    02/07/19      3,176,063         
  243,057,502      USD      238,410,000      CHF    JPM    02/07/19      3,157,725         
  2,481,599      USD      2,436,000      CHF    JPM    02/07/19      30,377         
  142,865      USD      140,000      CHF    GSC    02/07/19      1,990         
  1,050,181      USD      1,043,000      CHF    JPM    02/07/19      664         
  3,035,447      USD      3,006,000      CHF    BCLY    03/07/19      2,451         
  1,539,131      USD      1,043,300,000      CLP    SCB    02/07/19             (51,823
  3,526,034      USD      24,379,000      CNH    JPM    03/20/19             (109,412
  4,294,613      USD      29,721,000      CNH    JPM    03/20/19             (137,443
  1,443,254      USD      4,524,600,000      COP    CBK    02/07/19             (13,503
  1,950,970      USD      6,135,800,000      COP    CBK    02/07/19             (24,535
  5,104,443      USD      16,252,037,000      COP    BCLY    02/07/19             (128,123
  452,479,194      USD      2,941,341,000      DKK    MSC    02/07/19      1,236,310         
  77,388,629      USD      500,505,000      DKK    CBK    02/07/19      604,156         
  17,192,139      USD      111,622,000      DKK    SSG    02/07/19      67,762         
  34,619,388      USD      226,000,000      DKK    SSG    03/01/19             (121,732
  34,588,262      USD      226,000,000      DKK    SSG    03/01/19             (152,858
  547,901,196      USD      3,553,468,000      DKK    BOA    03/07/19      1,337,868         
  35,899,693      USD      233,600,000      DKK    BNP    03/07/19             (30,613
  245,322,230      USD      212,289,000      EUR    BCLY    02/07/19      2,194,102         
  135,039,828      USD      117,671,000      EUR    SSG    02/07/19      274,815         
  137,660,333      USD      119,967,000      EUR    BNP    02/07/19      265,781         
  3,169,279      USD      2,743,000      EUR    DEUT    02/07/19      27,804         
  1,829,981      USD      1,585,000      EUR    JPM    02/07/19      14,729         
  2,215,675      USD      1,925,000      EUR    JPM    02/07/19      11,031         
  1,443,812      USD      1,255,000      EUR    CBK    02/07/19      6,498         
  1,062,022      USD      924,000      EUR    JPM    02/07/19      3,792         


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  481,233      USD      421,000      EUR    JPM    02/07/19    $      $ (926
  479,690      USD      421,000      EUR    JPM    02/07/19             (2,469
  576,289      USD      506,000      EUR    BCLY    02/07/19             (3,217
  1,150,287      USD      1,008,000      EUR    JPM    02/07/19             (4,144
  1,144,376      USD      1,004,000      EUR    JPM    02/07/19             (5,474
  1,216,765      USD      1,068,000      EUR    CSFB    02/07/19             (6,383
  2,981,371      USD      2,611,000      EUR    CBK    02/07/19             (8,928
  1,693,426      USD      1,488,000      EUR    CBK    02/07/19             (10,735
  2,101,982      USD      1,847,000      EUR    JPM    02/07/19             (13,331
  243,114,424      USD      212,289,000      EUR    BOA    02/07/19             (13,703
  9,978,461      USD      8,739,000      EUR    JPM    02/07/19             (30,050
  7,051,502      USD      6,195,000      EUR    JPM    02/07/19             (43,443
  24,254,604      USD      21,246,000      EUR    SSG    02/07/19             (77,793
  36,716,026      USD      32,155,000      EUR    BCLY    02/07/19             (110,116
  24,071,613      USD      21,199,000      EUR    CBK    02/07/19             (206,956
  96,328,307      USD      84,795,000      EUR    JPM    02/07/19             (784,824
  32,409,861      USD      28,543,627      EUR    GSC    02/28/19             (338,229
  1,183,576      USD      902,000      GBP    JPM    02/07/19      89         
  816,188      USD      622,000      GBP    DEUT    02/07/19      81         
  2,170,355      USD      1,655,000      GBP    JPM    02/07/19             (1,119
  2,068,076      USD      1,578,000      GBP    JPM    02/07/19             (2,369
  1,690,784      USD      1,309,000      GBP    CBK    02/07/19             (26,714
  2,178,860      USD      1,684,000      GBP    JPM    02/07/19             (30,664
  2,129,257      USD      1,655,000      GBP    BCLY    02/07/19             (42,218
  24,902,301      USD      19,029,000      GBP    JPM    02/07/19             (65,065
  24,877,173      USD      19,029,000      GBP    JPM    02/07/19             (90,193
  76,437,962      USD      59,776,000      GBP    BOA    02/07/19             (1,992,290
  4,254,159      USD      3,229,000      GBP    BNP    02/28/19      12,935         
  131,735,206      USD      100,249,000      GBP    DEUT    03/07/19      10,228         
  1,928,872      USD      540,200,000      HUF    BNP    02/07/19             (29,254
  2,415,311      USD      676,100,000      HUF    CBK    02/07/19             (35,428
  3,444,044      USD      944,000,000      HUF    JPM    03/07/19      15,140         
  3,082,400      USD      42,944,000,000      IDR    BCLY    02/07/19      11,297         
  1,688,553      USD      6,185,000      ILS    BNP    02/07/19             (13,508
  1,110,024      USD      4,085,000      ILS    MSC    02/07/19             (14,134
  1,446,671      USD      5,335,000      ILS    CBK    02/07/19             (21,477
  11,395,769      USD      41,590,000      ILS    BNP    02/07/19             (49,455
  1,971,881      USD      7,160,000      ILS    CBK    03/07/19             (2,077
  3,352,311      USD      237,880,000      INR    BOA    02/07/19      10,126         
  55,379      USD      3,881,000      INR    JPM    02/07/19      851         
  229,672,887      USD      24,813,652,000      JPY    SSG    02/07/19      1,727,329         
  229,136,139      USD      24,813,652,000      JPY    SSG    02/07/19      1,190,581         
  1,205,831      USD      130,700,000      JPY    JPM    02/07/19      5,182         
  496,761      USD      53,525,000      JPY    JPM    02/07/19      5,064         
  484,955      USD      52,537,000      JPY    JPM    02/07/19      2,335         
  480,743      USD      52,180,000      JPY    JPM    02/07/19      1,402         
  483,271      USD      52,505,000      JPY    JPM    02/07/19      945         
  480,590      USD      52,265,000      JPY    JPM    02/07/19      468         
  482,229      USD      52,505,000      JPY    BCLY    02/07/19             (97
  478,299      USD      52,240,000      JPY    BCLY    02/07/19             (1,593
  476,512      USD      52,180,000      JPY    JPM    02/07/19             (2,829
  1,443,681      USD      157,900,000      JPY    CBK    02/07/19             (6,835
  1,698,954      USD      186,100,000      JPY    SSG    02/07/19             (10,616
  4,375,945      USD      4,864,300,000      KRW    CBK    02/07/19      3,344         
  2,777,317      USD      3,087,266,000      KRW    CBK    02/07/19      2,122         
  1,459,545      USD      1,622,430,000      KRW    MSC    02/07/19      1,115         
  1,210,529      USD      1,358,940,000      KRW    BCLY    02/07/19             (11,045
  1,438,788      USD      1,613,960,000      KRW    SCB    02/07/19             (12,028
  2,762,160      USD      3,087,266,000      KRW    CBK    02/07/19             (13,036
  1,682,304      USD      1,891,330,000      KRW    SCB    02/07/19             (17,845
  1,433,937      USD      1,622,500,000      KRW    BNP    02/07/19             (24,555
  4,355,374      USD      4,864,300,000      KRW    CBK    03/07/19             (20,931
  7,510,204      USD      143,152,000      MXN    BNP    02/07/19      32,131         
  1,673,025      USD      32,150,000      MXN    BCLY    02/07/19             (6,449
  45,264,785      USD      880,047,000      MXN    BCLY    02/07/19             (707,717
  247,173,985      USD      2,078,140,000      NOK    MSC    02/07/19      689,240         


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  488,298      USD      4,106,000      NOK    JPM    02/07/19    $ 1,292      $  
  781,476      USD      6,583,000      NOK    JPM    02/07/19      677         
  486,883      USD      4,109,000      NOK    JPM    02/07/19             (479
  479,309      USD      4,047,000      NOK    JPM    02/07/19             (699
  574,987      USD      4,857,000      NOK    JPM    02/07/19             (1,093
  477,372      USD      4,037,000      NOK    JPM    02/07/19             (1,450
  478,432      USD      4,047,000      NOK    BCLY    02/07/19             (1,576
  485,736      USD      4,109,000      NOK    BCLY    02/07/19             (1,625
  483,427      USD      4,106,000      NOK    BCLY    02/07/19             (3,578
  483,596      USD      4,109,000      NOK    JPM    02/07/19             (3,766
  582,128      USD      4,942,000      NOK    JPM    02/07/19             (4,034
  473,959      USD      4,037,000      NOK    JPM    02/07/19             (4,863
  482,010      USD      4,106,000      NOK    JPM    02/07/19             (4,996
  482,605      USD      4,112,000      NOK    JPM    02/07/19             (5,113
  482,043      USD      4,109,000      NOK    BCLY    02/07/19             (5,318
  474,065      USD      4,047,000      NOK    JPM    02/07/19             (5,943
  569,997      USD      4,857,000      NOK    BCLY    02/07/19             (6,083
  2,106,038      USD      17,808,000      NOK    JPM    02/07/19             (6,140
  480,452      USD      4,109,000      NOK    JPM    02/07/19             (6,910
  479,816      USD      4,106,000      NOK    BCLY    02/07/19             (7,190
  479,649      USD      4,106,000      NOK    BCLY    02/07/19             (7,357
  565,521      USD      4,844,000      NOK    BCLY    02/07/19             (9,018
  1,054,928      USD      9,032,000      NOK    JPM    02/07/19             (16,343
  1,054,767      USD      9,032,000      NOK    BCLY    02/07/19             (16,503
  1,452,592      USD      12,410,000      NOK    JPM    02/07/19             (19,337
  2,136,236      USD      18,188,000      NOK    BNP    02/07/19             (21,013
  1,634,015      USD      13,958,000      NOK    JPM    02/07/19             (21,520
  2,352,219      USD      20,027,000      NOK    BNP    02/07/19             (23,151
  203,485,862      USD      1,740,089,000      NOK    MSC    02/07/19             (2,903,214
  214,024,795      USD      1,797,102,000      NOK    MSC    03/07/19      596,597         
  486,692      USD      707,000      NZD    BCLY    02/07/19             (2,072
  488,906      USD      715,000      NZD    JPM    02/07/19             (5,388
  468,379      USD      686,000      NZD    JPM    02/07/19             (5,867
  684,081      USD      1,001,000      NZD    JPM    02/07/19             (7,930
  1,179,185      USD      1,718,000      NZD    JPM    02/07/19             (8,503
  485,177      USD      715,000      NZD    JPM    02/07/19             (9,117
  478,666      USD      707,000      NZD    JPM    02/07/19             (10,097
  1,062,703      USD      1,555,000      NZD    JPM    02/07/19             (12,300
  1,075,397      USD      1,575,000      NZD    JPM    02/07/19             (13,432
  1,072,858      USD      1,575,000      NZD    JPM    02/07/19             (15,971
  1,447,424      USD      2,120,000      NZD    DEUT    02/07/19             (18,175
  1,068,428      USD      1,575,000      NZD    JPM    02/07/19             (20,401
  1,151,631      USD      1,697,000      NZD    BCLY    02/07/19             (21,540
  2,221,399      USD      3,252,000      NZD    JPM    02/07/19             (26,774
  1,203,034      USD      1,790,000      NZD    CSFB    02/07/19             (34,429
  3,678,744      USD      5,441,000      NZD    HSBC    02/07/19             (82,729
  3,942,726      USD      5,847,000      NZD    SSG    02/07/19             (99,423
  10,231,833      USD      14,952,000      NZD    BOA    02/07/19             (104,785
  14,348,134      USD      20,990,000      NZD    JPM    02/07/19             (162,675
  173,564,665      USD      257,851,000      NZD    MSC    02/07/19             (4,692,920
  223,202,172      USD      333,975,000      NZD    GSC    02/07/19             (7,681,466
  489,594      USD      707,000      NZD    JPM    03/07/19      530         
  3,222,338      USD      10,790,000      PEN    BNP    02/07/19             (19,362
  2,186,199      USD      7,350,000      PEN    BCLY    02/07/19             (22,003
  2,782,356      USD      9,340,000      PEN    CBK    02/07/19             (23,713
  844,940      USD      3,185,000      PLN    GSC    02/07/19             (10,882
  844,716      USD      3,185,000      PLN    GSC    02/07/19             (11,106
  2,020,475      USD      7,582,000      PLN    MSC    02/07/19             (16,837
  48,557,855      USD      181,215,000      PLN    CBK    02/07/19             (135,304
  2,270,736      USD      8,459,000      PLN    JPM    03/07/19             (4,123
  7,351,920      USD      480,448,000      RUB    JPM    02/07/19      9,382         
  1,445,006      USD      95,710,000      RUB    CBK    02/07/19             (17,700
  1,152,236      USD      76,785,000      RUB    GSC    02/07/19             (21,246
  1,151,389      USD      76,785,000      RUB    JPM    02/07/19             (22,092
  8,419,874      USD      564,742,000      RUB    GSC    02/07/19             (210,904
  11,388,466      USD      101,334,000      SEK    MSC    02/07/19      183,142         


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

  2,129,634      USD      18,889,000      SEK    JPM    02/07/19    $ 40,924      $  
  2,128,441      USD      18,890,000      SEK    JPM    02/07/19      39,621         
  1,835,030      USD      16,274,000      SEK    JPM    02/07/19      35,482         
  2,070,152      USD      18,416,000      SEK    JPM    02/07/19      33,745         
  2,140,247      USD      19,062,000      SEK    JPM    02/07/19      32,406         
  1,836,746      USD      16,322,000      SEK    JPM    02/07/19      31,890         
  1,559,811      USD      13,818,000      SEK    JPM    02/07/19      31,842         
  1,353,096      USD      11,991,000      SEK    JPM    02/07/19      27,153         
  1,446,180      USD      12,950,000      SEK    BCLY    02/07/19      14,193         
  1,211,897      USD      10,900,000      SEK    CSFB    02/07/19      6,596         
  971,326      USD      8,760,000      SEK    MSC    02/07/19      2,662         
  792,910      USD      7,168,000      SEK    JPM    02/07/19      286         
  258,038      USD      2,332,000      SEK    JPM    02/07/19      170         
  475,600      USD      4,302,000      SEK    BCLY    02/07/19             (108
  570,565      USD      5,163,000      SEK    BCLY    02/07/19             (349
  1,456,119      USD      13,180,000      SEK    CBK    02/07/19             (1,301
  14,639,952      USD      131,742,000      SEK    MSC    03/07/19      39,313         
  100,942,040      USD      905,975,000      SEK    MSC    03/12/19      492,221         
  12,262,259      USD      16,505,000      SGD    CBK    02/07/19      729         
  165,253,550      USD      224,140,000      SGD    BOA    02/07/19             (1,259,584
  166,630,735      USD      224,140,000      SGD    CBK    03/07/19      1,610         
  1,445,840      USD      46,170,000      THB    JPM    02/07/19             (32,168
  16,415,022      USD      85,670,000      TRY    BCLY    02/07/19             (99,868
  7,242,615      USD      38,614,000      TRY    GSC    02/07/19             (201,134
  7,233,324      USD      38,984,000      TRY    GSC    02/07/19             (281,751
  7,136,267      USD      38,984,000      TRY    GSC    02/07/19             (378,808
  7,018,074      USD      38,984,000      TRY    BNP    02/07/19             (497,000
  6,971,031      USD      38,984,000      TRY    BNP    02/07/19             (544,044
  41,819,090      USD      227,835,000      TRY    JPM    02/07/19             (2,101,418
  2,886,866      USD      15,540,000      TRY    JPM    03/07/19             (62,149
  72,394,877      USD      383,779,000      TRY    BCLY    03/07/19             (434,594
  14,080,677      USD      432,840,000      TWD    MSC    02/11/19             (18,775
  14,036,840      USD      432,840,000      TWD    DEUT    02/11/19             (62,612
  6,273,701      USD      193,070,000      TWD    MSC    03/07/19             (25,014
  7,477,034      USD      100,193,000      ZAR    JPM    02/07/19             (70,928
  2,056,450      USD      28,240,000      ZAR    GSC    02/07/19             (70,988
  2,054,954      USD      28,240,000      ZAR    GSC    02/07/19             (72,484
  3,716,003      USD      51,700,000      ZAR    GSC    02/07/19             (178,777
  3,710,668      USD      51,700,000      ZAR    GSC    02/07/19             (184,111
  7,254,475      USD      100,193,000      ZAR    GSC    02/07/19             (293,487
  7,241,367      USD      100,193,000      ZAR    GSC    02/07/19             (306,595
  7,297,741      USD      101,370,000      ZAR    BNP    02/07/19             (338,889
  7,242,020      USD      101,370,000      ZAR    BNP    02/07/19             (394,609
  17,873,747      USD      250,270,000      ZAR    BCLY    02/07/19             (980,148
  9,204,575      USD      122,720,000      ZAR    GSC    03/07/19             (10,279
  54,256,220      USD      726,876,000      ZAR    GSC    03/07/19             (323,772
  726,876,000      ZAR      54,434,185      USD    GSC    02/07/19      324,452         
  100,173,000      ZAR      7,347,024      USD    GSC    02/07/19      199,431         
  26,550,000      ZAR      1,912,204      USD    GSC    02/07/19      87,919         
  26,550,000      ZAR      1,913,927      USD    GSC    02/07/19      86,196         
  16,700,000      ZAR      1,203,049      USD    BNP    02/07/19      55,033         
  16,620,000      ZAR      1,219,235      USD    GSC    02/07/19      32,820         
              Total                                   $ 37,306,081      $ (82,972,198

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

    

Counterparty Abbreviations:

    
BCLY   

Barclays

  
BNP   

BNP Paribas Securities Services

  
BOA   

Banc of America Securities LLC

  
CBK   

Citibank NA

  
CIBC   

Canadian Imperial Bank of Commerce

  
CSFB   

Credit Suisse First Boston Corp.

  
DEUT   

Deutsche Bank Securities, Inc.

  


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

GSC   

Goldman Sachs & Co.

  
HSBC   

HSBC Bank USA

  
JPM   

JP Morgan Chase & Co.

  
MSC   

Morgan Stanley

  
NOM   

Nomura International

  
RBC   

RBC Dominion Securities, Inc.

  
RBS   

RBS Greenwich Capital

  
SCB   

Standard Chartered Bank

  
SSG   

State Street Global Markets LLC

  
TDB   

Toronto-Dominion Bank

  
UBS   

UBS AG

  

Currency Abbreviations:

    
AUD   

Australian Dollar

  
BRL   

Brazilian Real

  
CAD   

Canadian Dollar

  
CHF   

Swiss Franc

  
CLP   

Chilean Peso

  
CNH   

Chinese Renminbi

  
COP   

Colombian Peso

  
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:

    
ITRAXX.EUR   

Markit iTraxx - Europe

  
MTA   

Monthly Treasury Average Index

  

Other Abbreviations:

    
BBSW   

Bank Bill Swap Referance Rate

  
BUBOR   

Budapest Interbank Offered 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

  
MTN   

Medium Term Note

  
MXIBTIIE   

Mexico Interbank Equilibrium Interest Rate

  
NIBOR   

Norwegian Interbank Offered Rate

  
NZDBB   

New Zealand Bank Bill

  
OTC   

Over-the-Counter

  
PAC   

Planned Amortization Class

  


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

PIK   

Payment-in-kind

  
STIBOR   

Stockholm Interbank Offered Rate

  
TBA   

To Be Announced

  
WIBOR   

Warsaw Interbank Offered Rate

  


 

The Hartford World Bond Fund

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total     Level 1     Level 2     Level 3(1)  

Assets

 

Common Stocks

        

Utilities

   $ 362,511      $ —      $ 362,511      $ —   

Asset & Commercial Mortgage Backed Securities

     296,298,094        —        294,243,108        2,054,986   

Corporate Bonds

     338,729,137        —        338,729,137        —   

Foreign Government Obligations

     3,017,085,836        —        3,017,085,836        —   

Senior Floating Rate Interests

     141,979,582        —        141,979,582        —   

U.S. Government Agencies

     37,454,641        —        37,454,641        —   

U.S. Government Securities

     718,312,908        —        718,312,908        —   

Convertible Bonds

     6,934,972        —        6,934,972        —   

Preferred Stocks

     550,921        550,921        —        —   

Short-Term Investments

     389,036,462        389,036,462        —        —   

Purchased Options

     7,461,594        1,834,094        5,627,500        —   

Foreign Currency Contracts(2)

     37,306,081        —        37,306,081        —   

Futures Contracts(2)

     1,181,052        1,181,052        —        —   

Swaps - Credit Default(2)

     681,978        —        681,978        —   

Swaps - Interest Rate(2)

     21,381,704        —        21,381,704        —   
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ 5,014,757,473      $     392,602,529     $ 4,620,099,958     $     2,054,986  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

        

Foreign Currency Contracts(2)

   $ (82,972,198   $ —      $ (82,972,198   $ —   

Futures Contracts(2)

     (6,737,049     (6,737,049     —        —   

Swaps - Credit Default(2)

     (1,519,318     —        (1,519,318     —   

Swaps - Interest Rate(2)

     (13,958,362     —        (13,958,362     —   

TBA Sale Commitments

     (6,704,539     —        (6,704,539     —   

Written Options

     (675,719     (675,719     —        —   
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $     (112,567,185   $ (7,412,768   $ (105,154,417   $ —   
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1) 

For the period ended January 31, 2019, there were no transfers in and out of Level 3.

 

(2) 

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended January 31, 2019 is not presented.


The Hartford Mutual Funds, Inc. (the “Company”)

Notes to the Schedules of Investments

1. Investment Valuation and Fair Value Measurements:

For purposes of calculating the net asset value per share (“NAV”) of each class 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 official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions.

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 the Directors of the Company (the “Board of Directors”) (“Valuation Procedures”). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. 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.

Prices of foreign equities that are principally traded on certain foreign markets will generally be 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. 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.

Fixed income investments (other than short-term obligations) held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. 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 derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange (“Exchange Close”). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures.

Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot 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 Exchange 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, if any, are valued at the respective NAV of each open-end mutual fund on the Valuation Date. Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Such open-end mutual funds and listed investment companies 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 the Valuation Procedures.

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 delegated the day-to-day responsibility for implementing the Valuation 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-advisers, 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 January 31, 2019, the following Funds had securities on loan at market value, cash collateral and non-cash collateral as follows:

 

Fund

  Market Value of
Securities on
Loan
(1)
      Cash Collateral           Non - Cash    
Collateral
(2)(3)
 

The Hartford Balanced Fund

  $ 4,600,943     $ 4,538,238     $ 197,419  

The Hartford Balanced Income Fund

    31,310,824       32,306,700        

The Hartford Capital Appreciation Fund

    20,751,965       22,026,177        

The Hartford Dividend and Growth Fund

    10,979,599       12,766,976        

Hartford Emerging Markets Equity Fund

    1,519,033       103,200       1,583,671  

Hartford Environmental Opportunities Fund

    1,429,356       1,098,969       374,160  

The Hartford Global All-Asset Fund

(consolidated)

    9,499,828       10,161,919        

The Hartford Global Real Asset Fund

(consolidated)

    3,814,813       3,330,179       616,660  

The Hartford Healthcare Fund

    28,494,319       27,854,576       1,163,350  

Hartford International Equity Fund

    13,925,511       6,933,511       7,740,244  

The Hartford International Growth Fund

    1,326,506       408,386       958,430  

The Hartford International Opportunities

Fund

    15,656,080       5,956,860       10,177,008  


The Hartford International Small Company Fund

             6,556,804                    3,682,869                3,287,704  

The Hartford International Value Fund

     12,523,378        9,835,759        3,141,759  

Hartford Long/Short Global Equity Fund

     829,251        857,709         

The Hartford MidCap Fund

     84,532,127        83,770,247         

The Hartford MidCap Value Fund

     5,757,159        6,099,564         

Hartford Multi-Asset Income Fund

     3,912,839        3,995,552         

The Hartford Short Duration Fund

     7,524,415        7,864,808         

Hartford Small Cap Value Fund

     3,320,295        3,369,839         

The Hartford Small Company Fund

     10,742,789        10,961,625         

The Hartford Strategic Income Fund

     3,028,784        3,130,510         

The Hartford Total Return Bond Fund

     8,739,688        9,138,287         

The Hartford World Bond Fund

     12,940,912        13,380,238         

 

(1)  It is each Fund’s policy to obtain additional collateral from, or return excess collateral to, the borrower by the end of the next business day following the valuation date of the securities loaned. Therefore, the value of the collateral held may be temporarily less than that required under the lending contract.

(2)  These securities are held for the benefit of the Fund at the Fund’s custodian. The Fund cannot repledge or resell this collateral.

(3)  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 January 31, 2019.

 

The Hartford 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)

 

Common Stocks

   $ 3,548,815      $      $      $      $   3,548,815        

Corporate Bonds

     989,423                             989,423        

Total Borrowings

   $ 4,538,238      $      $      $      $ 4,538,238        

Gross amount of recognized liabilities for securities lending transactions

 

   $ 4,538,238        

(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.

   

The Hartford 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

   $ 32,306,700      $      $      $      $   32,306,700        

Total Borrowings

   $ 32,306,700      $      $      $      $   32,306,700        

Gross amount of recognized liabilities for securities lending transactions

 

            $   32,306,700        

(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.

   


The Hartford 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

   $ 22,026,177      $      $      $      $  22,026,177        

Total Borrowings

   $ 22,026,177      $      $      $      $ 22,026,177        

Gross amount of recognized liabilities for securities lending transactions

 

   $ 22,026,177        

(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.

 

The Hartford Dividend and 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

   $ 12,766,976      $      $      $      $ 12,766,976        

Total Borrowings

   $ 12,766,976      $      $      $      $ 12,766,976        

Gross amount of recognized liabilities for securities lending transactions

 

            $ 12,766,976        

(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 Emerging Markets Equity Fund

 

CERTAIN TRANSFERS ACCOUNTED FOR AS SECURED BORROWINGS

 

Remaining Contractual Maturity of the Agreements

   

 

 

      Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total        

Securities Lending Transactions(1)

 

Common Stocks

   $ 103,200      $      $      $      $ 103,200        

Total Borrowings

   $ 103,200      $      $      $      $ 103,200        

Gross amount of recognized liabilities for securities lending transactions

 

   $ 103,200        

(1)  Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand.

   

Hartford 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

   $ 1,098,969      $      $      $      $ 1,098,969        

Total Borrowings

   $ 1,098,969      $      $      $      $ 1,098,969        

Gross amount of recognized liabilities for securities lending transactions

 

                     $ 1,098,969        

(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.

   


The Hartford Global All-Asset Fund (consolidated)

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

   $ 1,907,942      $      $      $      $ 1,907,942        

Corporate Bonds

     22,988                             22,988        

Exchange-Traded Funds

     8,230,989                             8,230,989        

Total Borrowings

   $ 10,161,919      $      $      $      $ 10,161,919        

Gross amount of recognized liabilities for securities lending transactions

 

   $ 10,161,919        

(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.

   

The Hartford Global Real Asset Fund (consolidated)

 

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

   $ 2,202,839      $      $      $      $  2,202,839        

Corporate Bonds

     1,597                             1,597        

Exchange-Traded Funds

     1,125,743                             1,125,743        

Total Borrowings

   $ 3,330,179      $      $      $      $ 3,330,179        

Gross amount of recognized liabilities for securities lending transactions

 

   $ 3,330,179        

(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.

   

The Hartford 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

   $ 27,854,576      $      $      $      $ 27,854,576        

Total Borrowings

   $ 27,854,576      $      $      $      $ 27,854,576        

Gross amount of recognized liabilities for securities lending transactions

 

   $     27,854,576        

(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 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

   $ 6,933,511      $      $      $      $  6,933,511  

Total Borrowings

   $ 6,933,511      $      $      $      $  6,933,511  

Gross amount of recognized liabilities for securities lending transactions

 

   $  6,933,511  

(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.

 

The Hartford 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

   $ 330,497      $      $      $      $  330,497  

Exchange-Traded Funds

     77,889                             77,889  

Total Borrowings

   $ 408,386      $      $      $      $  408,386  

Gross amount of recognized liabilities for securities lending transactions

 

   $  408,386  

(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.

 

The Hartford 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

   $ 5,956,860      $      $      $      $ 5,956,860  

Total Borrowings

   $ 5,956,860      $      $      $      $ 5,956,860  

Gross amount of recognized liabilities for securities lending transactions

 

   $ 5,956,860  

 

(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.

 


The Hartford 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

   $ 3,682,869      $      $      $      $  3,682,869      

Total Borrowings

   $ 3,682,869      $      $      $      $  3,682,869      

Gross amount of recognized liabilities for securities lending transactions

 

   $  3,682,869      

 

(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.

 

The Hartford 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

   $ 9,835,759      $      $      $      $  9,835,759      

Total Borrowings

   $ 9,835,759      $      $      $      $  9,835,759      

Gross amount of recognized liabilities for securities lending transactions

 

   $  9,835,759      

(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 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

   $ 26,260      $      $      $      $ 26,260      

Exchange-Traded Funds

     831,449                             831,449      

Total Borrowings

   $ 857,709      $      $      $      $ 857,709      

Gross amount of recognized liabilities for securities lending transactions

 

   $  857,709      

(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.

   


The Hartford 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

   $ 83,770,247      $      $      $      $ 83,770,247      

Total Borrowings

   $ 83,770,247      $      $      $      $ 83,770,247      

Gross amount of recognized liabilities for securities lending transactions

 

   $  83,770,247      

(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.

   

The Hartford 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

   $ 6,099,564      $      $      $      $  6,099,564      

Total Borrowings

   $ 6,099,564      $      $      $      $  6,099,564      

Gross amount of recognized liabilities for securities lending transactions

 

   $  6,099,564      

(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 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

   $ 69,837      $      $      $      $ 69,837      

Convertible Bonds

     2,046                             2,046      

Corporate Bonds

     4,435                             4,435      

Exchange-Traded Funds

     3,919,234                             3,919,234      

Total Borrowings

   $ 3,995,552      $      $      $      $  3,995,552      

Gross amount of recognized liabilities for securities lending transactions

 

   $  3,995,552      

(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.

   


The Hartford 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

   $ 7,864,808      $      $      $      $  7,864,808  

Total Borrowings

   $ 7,864,808      $      $      $      $  7,864,808  

Gross amount of recognized liabilities for securities lending transactions

 

   $  7,864,808  

 

(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 Small Cap 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

   $ 3,369,839      $      $      $      $ 3,369,839  

Total Borrowings

   $ 3,369,839      $      $      $      $ 3,369,839  

Gross amount of recognized liabilities for securities lending transactions

 

   $ 3,369,839  

 

(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.

 

The Hartford 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

   $ 10,961,625      $      $      $      $ 10,961,625  

Total Borrowings

   $ 10,961,625      $      $      $      $ 10,961,625  

Gross amount of recognized liabilities for securities lending transactions

 

   $  10,961,625  

 

(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.

 


The Hartford 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

     $ 3,130,510        $        $        $        $ 3,130,510  

Total Borrowings

     $ 3,130,510        $        $        $        $ 3,130,510  

Gross amount of recognized liabilities for securities lending transactions

 

     $   3,130,510  

(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.

 

The Hartford Total Return Bond Fund

 

CERTAIN TRANSFERS ACCOUNTED FOR AS SECURED BORROWINGS

 

Remaining Contractual Maturity of the Agreements

   

 

 

        Overnight and
Continuous
       <30 days        Between
30 & 90 days
       >90 days        Total  

Securities Lending Transactions(1)

 

Corporate Bonds

     $ 9,138,287        $        $        $        $ 9,138,287  

Total Borrowings

     $ 9,138,287        $        $        $        $ 9,138,287  

Gross amount of recognized liabilities for securities lending transactions

 

     $   9,138,287  

(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.

 

The Hartford World Bond Fund

 

CERTAIN TRANSFERS ACCOUNTED FOR AS SECURED BORROWINGS

 

Remaining Contractual Maturity of the Agreements

 

   

 

 

        Overnight and
Continuous
       <30 days        Between
30 & 90 days
       >90 days        Total  

Securities Lending Transactions(1)

 

Corporate Bonds

     $ 13,380,238        $        $        $        $ 13,380,238  

Total Borrowings

     $ 13,380,238        $        $        $        $ 13,380,238  

Gross amount of recognized liabilities for securities lending transactions

 

     $   13,380,238  

 

(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.

 

3. Subsequent Events:

Effective on or about May 1, 2019, the name, investment objective, principal investment strategy and benchmarks of The Hartford Balanced Fund will change. Please see the supplement dated March 1, 2019 to The Hartford Balanced Fund’s prospectus for additional information.


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 series as of January 31, 2019.

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 January 31, 2019, Hartford Global Impact Fund owned approximately 87.4% 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

January 31, 2019 (Unaudited)

 

Shares or Principal Amount    Market Value  

Common Stocks - 96.7%

  
     Australia - 2.1%   
    69,907      SEEK Ltd.    $ 866,673  
       

 

 

 
     Bangladesh - 2.7%   
    227,589      GrameenPhone Ltd.          1,079,518  
       

 

 

 
     Brazil - 6.2%   
    61,438      Hapvida Participacoes e Investimentos S.A.(1)      576,781  
    219,175      Kroton Educacional S.A.      686,875  
    148,574      MRV Engenharia e Participacoes S.A.      611,047  
    29,372      Pagseguro Digital Ltd. Class A*      633,554  
       

 

 

 
          2,508,257  
       

 

 

 
     Canada - 1.7%   
    24,203      Brookfield Renewable Partners L.P.(2)      695,540  
       

 

 

 
     China - 2.4%   
    2,756,792      Huaneng Renewables Corp. Ltd. Class H      794,976  
    16,034      Sunny Optical Technology Group Co., Ltd.      159,124  
       

 

 

 
          954,100  
       

 

 

 
     Denmark - 1.4%   
    6,655      Novozymes AS Class B      278,293  
    3,716      Vestas Wind Systems A/S      307,177  
       

 

 

 
          585,470  
       

 

 

 
     France - 4.3%   
    14,865      Nexity S.A.      694,265  
    46,204      Suez      591,520  
    21,920      Veolia Environnement S.A.      463,074  
       

 

 

 
          1,748,859  
       

 

 

 
     Germany - 1.1%   
    3,802      LEG Immobilien AG      446,626  
       

 

 

 
     Hong Kong - 1.3%   
    689,466      Canvest Environmental Protection Group Co., Ltd.      358,477  
    176,882      China Water Affairs Group Ltd.      188,145  
       

 

 

 
          546,622  
       

 

 

 
     India - 5.0%   
    50,801      Bharat Financial Inclusion Ltd.*      677,999  
    72,196      Indiabulls Housing Finance Ltd.      678,016  
    47,967      Shriram Transport Finance Co., Ltd.      686,747  
       

 

 

 
          2,042,762  
       

 

 

 
     Israel - 1.4%   
    28,410      Teva Pharmaceutical Industries Ltd.*      565,069  
       

 

 

 
     Japan - 3.0%   
    6,296      Eisai Co., Ltd.      488,862  
    25,185      Katitas Co., Ltd.      721,080  
       

 

 

 
          1,209,942  
       

 

 

 
     Kenya - 2.4%   
    4,189,715      Safaricom plc            991,317  
       

 

 

 
     Luxembourg - 3.6%   
    2,331      Eurofins Scientific SE      936,800  
    8,098      Millicom International Cellular S.A.*      507,183  
       

 

 

 
          1,443,983  
       

 

 

 
     Morocco - 1.0%   
    115,062      PureCircle Ltd.*      384,834  
       

 

 

 
     Netherlands - 6.4%   
    20,280      Basic-Fit N.V.*(1)      620,436  
    18,635      Corbion N.V.      527,804  
    19,578      Koninklijke Philips N.V.      771,864  


 

Global Impact Master Portfolio

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

    27,276      Signify N.V.(1)    $ 675,706  
       

 

 

 
          2,595,810  
       

 

 

 
   South Africa - 1.0%

 

    46,296      Vodacom Group Ltd.      421,265  
       

 

 

 
     South Korea - 1.7%

 

    3,503      Samsung SDI Co., Ltd.      707,111  
       

 

 

 
   Spain - 1.0%

 

    4,301      Acciona S.A.      409,515  
       

 

 

 
   Switzerland - 1.9%

 

    11,917      Landis+Gyr Group AG*      769,640  
       

 

 

 
     United Kingdom - 5.2%

 

    22,394      Genus plc      653,820  
    13,581      Hikma Pharmaceuticals plc      287,319  
    26,030      Smith & Nephew plc      490,371  
    155,802      Sophos Group plc(1)      689,868  
       

 

 

 
          2,121,378  
       

 

 

 
   United States - 39.9%

 

    24,236      Advanced Drainage Systems, Inc.      618,018  
    23,748      Avangrid, Inc.      1,184,313  
    11,559      Blackbaud, Inc.      827,624  
    5,708      Boston Properties, Inc. REIT      752,714  
    4,069      Clean Harbors, Inc.*      240,925  
    51,824      Covanta Holding Corp.      834,366  
    17,035      First Solar, Inc.*      861,801  
    15,101      Instructure, Inc.*      596,943  
    26,647      Invitae Corp.*      375,190  
    17,906      Itron, Inc.*      978,205  
    28,223      Johnson Controls International plc      953,091  
    74,801      Laureate Education, Inc. Class A*      1,196,816  
    51,182      Nuance Communications, Inc.*      812,258  
    35,583      Pattern Energy Group, Inc. Class A      757,206  
    10,649      Rapid7, Inc.*      427,877  
    23,023      Sprouts Farmers Market, Inc.*      552,092  
    8,792      Square, Inc. Class A*      627,309  
    1,938      Tesla, Inc.*      595,005  
    2,771      Ubiquiti Networks, Inc.(2)      299,850  
    7,576      Watts Water Technologies, Inc. Class A      567,215  
    14,415      Xylem, Inc.      1,027,213  
    12,945      Zoetis, Inc.      1,115,341  
       

 

 

 
          16,201,372  
       

 

 

 
    

Total Common Stocks
(cost $40,468,951)

   $ 39,295,663  
       

 

 

 
    

Total Long-Term Investments
(cost $40,468,951)

   $     39,295,663  
       

 

 

 
    Short-Term Investments - 4.3%   
   Other Investment Pools & Funds - 3.3%

 

    1,330,845      Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(3)      1,330,845  
       

 

 

 
   Securities Lending Collateral - 1.0%

 

    21,396      Citibank NA DDCA, 2.39%, 2/1/2019(3)      21,396  
    237,676      Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 2.31%(3)      237,676  
    94,660      Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.29%(3)      94,660  
    12,985      Invesco Government & Agency Portfolio, Institutional Class, 2.28%(3)      12,985  
    55,458      Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%(3)      55,458  


 

Global Impact Master Portfolio

    

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

 

                 5,751      Western Asset Institutional Government Class A Fund, Institutional Class, 2.30%(3)      $ 5,751  
         

 

 

 
            427,926  
         

 

 

 
  

Total Short-Term Investments
(cost $1,758,771)

     $ 1,758,771  
         

 

 

 
  

Total Investments
(cost $42,227,722)

     101.0   $ 41,054,434  
    

Other Assets and Liabilities

     (1.0 )%      (418,572
       

 

 

   

 

 

 
    

Total Net Assets

     100.0   $       40,635,862  
       

 

 

   

 

 

 

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. These classifications are used for financial reporting purposes.

 

*

Non-income producing.

(1)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $2,562,791, representing 6.3% of net assets.

(2)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(3)

Current yield as of period end.

Foreign Currency Contracts Outstanding at January 31, 2019

Amount and Description
of Currency to be
Purchased
   Amount and Description
of Currency to be
Sold
   Counterparty          Settlement
Date
   Appreciation      Depreciation  

      6,640,000

  BRL    1,783,747    USD    SCB       02/04/19    $ 36,357      $  

      5,990,000

  BRL    1,640,242    USD    MSC       02/04/19      1,689         

      1,640,242

  USD    5,990,000    BRL    MSC       02/04/19             (1,689

         172,872

  USD    650,000    BRL    SCB       02/04/19             (5,301

      1,521,521

  USD    5,990,000    BRL    MSC       02/04/19             (120,410

      1,780,101

  USD    6,640,000    BRL    SCB       03/06/19             (36,628

      1,009,853

  USD    72,050,000    INR    MSC         02/28/19      42         

      Total

   $         38,088      $ (164,028

 

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:

    

MSC

  Morgan Stanley

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

REIT

  Real Estate Investment Trust


 

Global Impact Master Portfolio

    

Schedule of Investments

January 31, 2019 (Unaudited)

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.

 

Description    Total     Level 1      Level 2     Level 3(1)  

Assets

         

Common Stocks

         

Australia

   $ 866,673     $      $ 866,673     $  

Bangladesh

     1,079,518              1,079,518        

Brazil

     2,508,257       2,508,257               

Canada

     695,540       695,540               

China

     954,100              954,100        

Denmark

     585,470              585,470        

France

     1,748,859       591,520        1,157,339        

Germany

     446,626              446,626        

Hong Kong

     546,622       358,477        188,145        

India

     2,042,762              2,042,762        

Israel

     565,069              565,069        

Japan

     1,209,942              1,209,942        

Kenya

     991,317       991,317               

Luxembourg

     1,443,983              1,443,983        

Morocco

     384,834       384,834               

Netherlands

     2,595,810              2,595,810        

South Africa

     421,265              421,265        

South Korea

     707,111              707,111        

Spain

     409,515              409,515        

Switzerland

     769,640              769,640        

United Kingdom

     2,121,378       653,820        1,467,558        

United States

     16,201,372       16,201,372               

Short-Term Investments

     1,758,771       1,758,771               

Foreign Currency Contracts(2)

     38,088              38,088        
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $     41,092,522     $     24,143,908      $     16,948,614     $                 —  
  

 

 

   

 

 

    

 

 

   

 

 

 

Liabilities

         

Foreign Currency Contracts(2)

   $ (164,028   $      $ (164,028   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

Total

   $ (164,028   $      $ (164,028   $  
  

 

 

   

 

 

    

 

 

   

 

 

 

 

(1)

For the period ended January 31, 2019, there were no transfers in and out of Level 3.

 

(2)

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


Hartford 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 Master Portfolio may deviate from this calculation time under unusual or unexpected circumstances. For purposes of calculating the net asset value (“NAV”) of the Master Portfolio, portfolio securities and other assets held in the Master Portfolio’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions.

If market prices are not readily available or are deemed unreliable, the Master Portfolio will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Trustees of the Trust (the “Board of Trustees”) (“Valuation Procedures”). 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. Fair value pricing is subjective in nature and the use of fair value pricing by the Master Portfolio may cause its NAV 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.

Prices of foreign equities that are principally traded on certain foreign markets will generally be 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. 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.

Fixed income investments (other than short-term obligations) held by the Master Portfolio are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. 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 derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange (“Exchange Close”). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures.

Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot 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 Exchange 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, if any, are valued at the respective NAV of each open-end mutual fund on the Valuation Date. Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Such open-end mutual funds and listed investment companies 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 the Valuation Procedures.

United States 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 delegated the day-to-day responsibility for implementing the Valuation 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.

Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.

For additional information, refer to the Fair Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows the Master Portfolio’s Schedule of Investments.

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 January 31, 2019, the Master Portfolio had securities on loan at market value, cash collateral and non-cash collateral as follows:

 

Market Value of
Securities on
Loan(1)

    

    Cash Collateral    

    

Non - Cash

     Collateral(2)(3)    

 
$ 826,690      $ 427,926      $ 440,273  

 

(1) 

It is the Master Portfolio’s policy to obtain additional collateral from, or return excess collateral to, the borrower by the end of the next business day following the valuation date of the securities loaned. Therefore, the value of the collateral held may be temporarily less than that required under the lending contract.

(2) 

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.

(3) 

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 January 31, 2019.

Global Impact Master Portfolio

CERTAIN TRANSFERS ACCOUNTED FOR AS SECURED BORROWINGS

Remaining Contractual Maturity of the Agreements

 

      Overnight and
Continuous
     <30 days      Between
30 & 90 days
     >90 days      Total  

Securities Lending Transactions(1)

 

Common Stocks

   $ 427,926      $     —      $      $      $ 427,926  

Total Borrowings

   $ 427,926      $      $      $      $ 427,926  

Gross amount of recognized liabilities for securities lending transactions

 

   $  427,926  

 

(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: March 28, 2019     By:   /s/ James E. Davey
      James E. Davey
      President and Chief Executive Officer

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

 

Date: March 28, 2019     By:   /s/ James E. Davey
      James E. Davey
      President and Chief Executive Officer
Date: March 28, 2019     By:   /s/ Amy N. Furlong
      Amy N. Furlong
      Treasurer
      (Principal Financial Officer and Principal Accounting Officer)